//by ralph.ronnquist




{
    checkTrades( -100 );
    return( 0 );
}

/**
 * Reviews currently open trades, to find pairs of long EURUSD and
 * short EURCHF such that their profit difference coincides with
 * a given "cut" value, and then close those trades.
 */
void checkTrades(double cut)
{
    int eurusd[100];
    int eucount = collectTickets( eurusd, "EURUSD", OP_BUY );
    int eurchf[100];
    int eccount = collectTickets( eurchf, "EURCHF", OP_SELL );;
    for ( int eu = 0; eu < eucount; eu++ ) {
	double euprofit = profit( eurusd[eu] );
	for ( int ec = 0; ec < eccount; ec++ ) {
            if ( eurchf[ec] < 0 )
		continue;
	    double ecprofit = profit( eurchf[ec] );
	    double v = euprofit - ecprofit;
	    if ( v == cut ) {
		close( eurusd[eu], Bid );
		close( eurchf[ec], Ask );
		eurchf[ec] = -1;
                break;
	    }
	}
    }
}

/**
 * Collects all the tickets of the open trades of a given symbol and
 * type, into an array, and returns the number of tickets.
 */
int collectTickets(int &trades[],string symbol,int type)
{
    int count = 0;
    for( int i = OrdersTotal()-1; i >= 0; i-- ) {
       if ( ! OrderSelect(i,SELECT_BY_POS,MODE_TRADES) )
	   continue;
       if ( OrderType() != type )
	   continue;
       if ( OrderSymbol() != symbol )
	   continue;
       trades[ count ] = OrderTicket();
       count += 1;
    }
    return( count );
}

/**
 * Closes an order given by ticket, with the given price.
 */
void close(int ticket,double price)
{
    OrderClose( OrderTicket(), OrderLots(), price, 0, CLR_NONE );
}

/**
 * Returns the profit of an order given by ticket.
 */
double profit(int ticket)
{
    OrderSelect( ticket, SELECT_BY_TICKET );
    return( OrderProfit() );
}