o2.mq4

#define  pi 3.141592653589793238462643383279502884197169399375105820974944592
extern int     Trend = 0;

extern int     TrendTimeFrame = PERIOD_M5;
extern int     TrendPeriod = 36;
extern int     HLPeriod = 240;
extern double  TPAsPercentageOfATR = 33;
extern double  TPvsTrendAsPercentageOfTP = 50;
extern double  Risk = 10.0;
extern int     PipsNoRollback = 0;
extern int     Magic =  20080531;
extern int     Magic2 =  -1;
extern int     Attempt = 4;
extern int     SleepForWait=333;
extern int     NeedLog = 0;

int   CCIPeriod           =  30;
int   CCIOversold         = -100;
int   CCIOverbought       =  100;

bool  NeedUpdateTP = true;
bool  IsIndCalc = False;
int   PrevOBuy = 0, PrevOSell = 0, PrevTarget = 0;

double TRVI(string symbol, int timeframe, int RVIPeriod = 36, int shift = 0)  {
string sy = symbol;
int   tf = timeframe;
if(symbol == "")  sy  = Symbol();
if(timeframe == 0)   tf = Period();
double   sOpen[], sClose[], sHigh[], sLow[], sVolume[];
ArrayCopySeries(sOpen,MODE_OPEN,sy,tf);
if(GetLastError()==4066)   {Print("HISTORY WILL UPDATED: ", sy); IsIndCalc = False; return(0.0);}
ArrayCopySeries(sClose,MODE_CLOSE,sy,tf);
if(GetLastError()==4066)   {Print("HISTORY WILL UPDATED: ", sy); IsIndCalc = False; return(0.0);}
ArrayCopySeries(sHigh,MODE_HIGH,sy,tf);
if(GetLastError()==4066)   {Print("HISTORY WILL UPDATED: ", sy); IsIndCalc = False; return(0.0);}
ArrayCopySeries(sLow,MODE_LOW,sy,tf);
if(GetLastError()==4066)   {Print("HISTORY WILL UPDATED: ", sy); IsIndCalc = False; return(0.0);}
ArrayCopySeries(sVolume,MODE_VOLUME,sy,tf);
if(GetLastError()==4066)   {Print("HISTORY WILL UPDATED: ", sy); IsIndCalc = False; return(0.0);}
double   dNum = 0.0, dDeNum = 0.0;
for(int  k = 0; k < RVIPeriod; k++)   {
   int   j = shift + k;
   double   Norm = RVIPeriod - k + 1;
   dNum += Norm * ((sVolume[j]*(sClose[j] - sOpen[j])+8.0*sVolume[j+1]*(sClose[j+1]-sOpen[j+1])+8.0*sVolume[j+2]*(sClose[j+2]-sOpen[j+2])+sVolume[j+3]*(sClose[j+3]-sOpen[j+3])));
   dDeNum += Norm * ((sVolume[j]*(sHigh[j]-sLow[j])+8.0*sVolume[j+1]*(sHigh[j+1]-sLow[j+1])+8.0*sVolume[j+2]*(sHigh[j+2]-sLow[j+2])+sVolume[j+3]*(sHigh[j+3]-sLow[j+3])));
   }
IsIndCalc = True; 
double   res = 0.0;
if(dDeNum != 0.0)   res = dNum/dDeNum;
else  res = dNum;
return(res);
}

int init()  {
      // код доступен только после оплаты
   }

int start() {
      // код доступен только после оплаты
   }
int   na, i, res, Total = OrdersTotal();
bool  OK = true;
string   sy = Symbol();
double   Profit, AvgBuy, AvgSell, MinBuy, MinSell, MaxBuy, MaxSell, BuyLots, SellLots, ProfitBuy, ProfitSell;
int   OBuy, OSell;
for(na = 0;na < Attempt;na++) {
   Profit = 0.0;
   AvgBuy = 0.0;
   AvgSell = 0.0;
   MinBuy = 0.0;
   MinSell = 0.0;
   MaxBuy = 0.0;
   MaxSell = 0.0;
   BuyLots = 0.0;
   SellLots = 0.0;
   OBuy = 0;
   OSell = 0;
   for(i = 0;i <  Total; i++) {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES) == false) {
         OK = False;
         break;   }
      int   OMN = OrderMagicNumber();
      if(OrderSymbol() != sy) continue;
      if(Magic2 != -1 && Magic != OMN && Magic2 != OMN) continue;
      int   OType = OrderType();
      if(OType != OP_BUY && OType != OP_SELL)   continue;
      double   OPrice = OrderOpenPrice(); //OrderCommission
      double   OLots = OrderLots();
      double   OTP = OrderTakeProfit();
      if(OTP == 0.0) NeedUpdateTP = True;
      double   OProfit = OTP + OrderSwap() + OrderCommission();
      if(OType == OP_BUY)  {
         OBuy++;
         BuyLots += OLots;
         AvgBuy += OLots * OPrice;
         MaxBuy = MathMax(MaxBuy,MathMax(OPrice,OTP));
         if(OPrice < MinBuy || MinBuy == 0.0)  MinBuy = OPrice;
         ProfitBuy += OProfit;   }
      if(OType == OP_SELL)  {
         OSell++;
         SellLots += OLots;
         AvgSell += OLots * OPrice;
         if(OPrice > MaxSell)  MaxSell = OPrice;
         if(OPrice < MinSell || MinSell == 0.0)  MinSell = OPrice;
         if(OTP < MinSell && OTP != 0.0)  MinSell = OTP;
         ProfitSell += OProfit;   }   
       OK = True;
       }
      if(OK)   break;
      }
if(!OK)  {
   Print("?? ??????? ???????? ??????????? ??????????!");
   return(0);  }
if(PrevOBuy != OBuy)  NeedUpdateTP = true;
if(PrevOSell != OSell)  NeedUpdateTP = true;
PrevOBuy = OBuy;
PrevOSell = OSell;
double   RVI = 0.0;
double   sPoint = MarketInfo(sy,MODE_POINT);
int      sDigits = MarketInfo(sy,MODE_DIGITS);
double   sAsk = NormalizeDouble(MarketInfo(sy,MODE_ASK), sDigits);
double   sBid = NormalizeDouble(MarketInfo(sy,MODE_BID), sDigits);
double   sSpread = sAsk - sBid;
double   ATR = MathMax(24.0 * sSpread, MathMax(iATR(sy,PERIOD_D1,20,0),iATR(sy,PERIOD_D1,20,1)));
double   TPTrend = NormalizeDouble(ATR * TPAsPercentageOfATR * 0.01, sDigits);
double   TPvsTrend = NormalizeDouble(TPTrend * TPAsPercentageOfATR * 0.01, sDigits);
double   MinPipStep = TPTrend;
int   Target = Trend;
if(Trend == 0) {
   for(na = 0;na < Attempt;na++) {
      if(na > 0)  {
         Sleep(SleepForWait);
         RefreshRates();   }
      RVI = TRVI(sy, TrendTimeFrame, TrendPeriod, 0);
      if(IsIndCalc)  break;   }
   if(!IsIndCalc) {
      Print("Pair: ", sy, " , TRVI not calculated!");
      return(0);  }  
   if(RVI > 0.0)  Target = 1;
   if(RVI < 0.0)  Target = -1;   }
if(Target != PrevTarget)  NeedUpdateTP = true;
PrevTarget = Target;
for(na = 0;na < Attempt;na++) {
   OK = False;
   if(na > 0)  {
      RefreshRates();
      sAsk = NormalizeDouble(MarketInfo(sy,MODE_ASK), sDigits);
      sBid = NormalizeDouble(MarketInfo(sy,MODE_BID), sDigits);   }
   int      SlipPage = ((sAsk - sBid)/sPoint/3.0);
   int      TypePrice = PRICE_CLOSE;
   if(Target > 0) TypePrice = PRICE_LOW;
   if(Target < 0) TypePrice = PRICE_HIGH;
   double   cci0 = iCCI(sy,PERIOD_M1,CCIPeriod,TypePrice,0);
   double   cci1 = iCCI(sy,PERIOD_M1,CCIPeriod,TypePrice,1);
   bool  NeedSell = (cci0 > CCIOverbought && cci0 < cci1) && (iHighest(sy, PERIOD_M1, MODE_HIGH, HLPeriod, 0) < 3);
   bool  NeedBuy =  (cci0 < CCIOversold && cci0 > cci1) && (iLowest(sy, PERIOD_M1, MODE_LOW, HLPeriod, 0) < 3);
   if(!NeedSell && !NeedBuy)  {  OK = True;  break;   }
   if(NeedSell && Target > 0 && SellLots <= 0.0)   {  OK = True;  break;   }
   if(NeedBuy && Target < 0 && BuyLots <= 0.0)   {  OK = True;  break;   }
   if(NeedSell && SellLots > 0.0 && (sBid  < (MaxSell + MinPipStep)))   {  OK = True;  break;   } //  || sBid < (MaxSell + MinPipStep)
   if(NeedBuy  && BuyLots  > 0.0 && (sA

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