//+------------------------------------------------------------------+
//|                                               ParabolicSAR_2.mq4 |
//+------------------------------------------------------------------+

#include <stdlib.mqh>

extern int TakeProfit1 = 10;
extern int TakeProfit2 = 20;
extern int TrailingStop = 5;
extern int StopLoss = 200;

extern double MaximumRisk      = 0.02;
extern double DecreaseFactor   = 3;
extern double ParabilicStep    = 0.01;
extern double ParabolicMaximum = 0.02;

extern int Slippage = 0;

int BuyMagic1 = 450;
int SellMagic1 = 452;

int BuyMagic2 = 460;
int SellMagic2 = 462;

datetime LastOrderTime = 0;

double spread;
int comment;

string com;
//+------------------------------------------------------------------+
//| Start function                                                   |
//+------------------------------------------------------------------+
void start()
{
    //---- check for history and trading
    if(Bars < 100 || IsTradeAllowed() == false)
    	return;
    //---- calculate open orders by current symbol
//    if (CalculateCurrentOrders(Symbol()) == 0)
        CheckForOpen();
//    else
    {
    	DoTrail();
        //CheckForClose();
    }
}

//+------------------------------------------------------------------+
//| Calculate open positions                                         |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
{
    int buys = 0;
    int sells = 0;

    for(int i = 0; i < OrdersTotal(); i++)
    {
        if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES) == false) 
        	break;
        if(OrderSymbol() == Symbol() && 
        	(OrderMagicNumber() == BuyMagic1 || OrderMagicNumber() == BuyMagic2 || OrderMagicNumber() == SellMagic1 || OrderMagicNumber() == SellMagic2)
          )
        {
            if (OrderType() == OP_BUY)
            	buys++;
            if (OrderType() == OP_SELL)
            	sells++;
        }
    }
//---- return orders count
    if(buys > 0)
    	return(buys);
    else
    	return(-sells);
}

//+------------------------------------------------------------------+
//| Calculate optimal lot size                                       |
//+------------------------------------------------------------------+
double LotsOptimized()
{
    double lot=0;
    int    orders=HistoryTotal();     // history orders total
    int    losses=0;                  // number of losses orders without a break
//---- select lot size
    lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
//---- calcuulate number of losses orders without a break
    if (DecreaseFactor>0)
    {
        for (int i=orders-1;i>=0;i--)
        {
            if (OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) {
                Print("Error in history!");
                break;
            }
            if (OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;
            //----
            if (OrderProfit()>0) break;
            if (OrderProfit()<0) losses++;
        }
        if (losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
    }
//---- return lot size
    if (lot<0.1) lot=0.1;
    return(lot);
}


//+------------------------------------------------------------------+
//| Check for open order conditions                                  |
//+------------------------------------------------------------------+
void CheckForOpen()
{
//---- go trading only for first tiks of new bar
    //if (Volume[0]>1) return;
//---- get Moving Average

	double parabolic1, parabolic2;
	parabolic1 = iSAR(NULL, 0, ParabilicStep, ParabolicMaximum, 0);
	parabolic2 = iSAR(NULL, 0, ParabilicStep, ParabolicMaximum, 1);
    
    int MyOrders = CalculateCurrentOrders(Symbol());
//---- sell conditions
    if (parabolic2 < Close[1] && parabolic1 > Close[0] && MyOrders >= 0 && Time[0] != LastOrderTime)
    {
    	//OpenSell();
		OpenBuy();
    	LastOrderTime = Time[0];
    }
//---- buy conditions
    if (parabolic2 > Close[1] && parabolic1 < Close[0] && MyOrders <= 0 && Time[0] != LastOrderTime)
    {
    	//OpenBuy();
		OpenSell();
    	LastOrderTime = Time[0];
    }

}

void OpenBuy()
{
	RefreshRates();
	int i;		
	datetime begin;
	int error;

	comment=comment+1;
	com="EA_ord_"+comment;
	
	CloseAllSell();

	begin = TimeCurrent();
	int ticket = OrderSend(Symbol(),OP_BUY, LotsOptimized(), Ask, Slippage,Ask-StopLoss*Point,Ask+TakeProfit1*Point,com, BuyMagic1,0,White);
	if(ticket == -1)
	{
		while(ticket == -1 && TimeCurrent() - begin < 20)
		{
			error = GetLastError();
			Print("Ошибка открытия ордера BUY №1. " + ErrorDescription(error));
			Print("Повтор");
			RefreshRates();
        	ticket = OrderSend(Symbol(),OP_BUY, LotsOptimized(), Ask, Slippage,Ask-StopLoss*Point,Ask+TakeProfit1*Point,com, BuyMagic1,0,White);
		}
		if(ticket == -1)
		{
			error = GetLastError();
			Print("Ошибка открытия ордера BUY №1. " + ErrorDescription(error));
		}
	}
	
	// открытие 2-го ордера
	RefreshRates();
	begin = TimeCurrent();
	ticket = OrderSend(Symbol(),OP_BUY, LotsOptimized(), Ask, Slippage, Ask-StopLoss*Point, Ask+TakeProfit2*Point,com, BuyMagic2,0,White);
	if(ticket == -1)
	{
		while(ticket == -1 && TimeCurrent() - begin < 20)
		{
			error = GetLastError();
			Print("Ошибка открытия ордера BUY №2. " + ErrorDescription(error));
			Print("Повтор");
			RefreshRates();
        	ticket = OrderSend(Symbol(),OP_BUY, LotsOptimized(),Ask, Slippage,Ask-StopLoss*Point,Ask+TakeProfit2*Point,com, BuyMagic2,0,White);
		}
		if(ticket == -1)
		{
			error = GetLastError();
			Print("Ошибка открытия ордера BUY №2. " + ErrorDescription(error));
		}
	}
}
void OpenSell()
{
	RefreshRates();
	int i;		
	datetime begin;
	int error;

	comment=comment+1;
	com="EA_ord_"+comment;

	CloseAllBuy();
	
	// открытие 1-го ордера
	begin = TimeCurrent();
	int ticket = OrderSend(Symbol(),OP_SELL, LotsOptimized(),Bid, Slippage,Bid+StopLoss*Point,Bid-TakeProfit1*Point,com, SellMagic1,0,Red);
	if(ticket == -1)
	{
		while(ticket == -1 && TimeCurrent() - begin < 20)
		{
			Print("Ошибка открытия ордера SELL №1. " + ErrorDescription(error));
			Print("Повтор");
			RefreshRates();
			ticket = OrderSend(Symbol(),OP_SELL, LotsOptimized(),Bid, Slippage,Bid+StopLoss*Point,Bid-TakeProfit1*Point,com, SellMagic1,0,Red);
		}
		if(ticket == -1)
		{
			error = GetLastError();
			Print("Ошибка открытия ордера SELL №1. " + ErrorDescription(error));
		}
	}

	// открытие 2-го ордера
	RefreshRates();
	begin = TimeCurrent();
	ticket = OrderSend(Symbol(),OP_SELL, LotsOptimized(),Bid, Slippage,Bid+StopLoss*Point,Bid-TakeProfit2*Point,com, SellMagic2,0,Red);
	if(ticket == -1)
	{
		while(ticket == -1 && TimeCurrent() - begin < 20)
		{
			Print("Ошибка открытия ордера SELL №2. " + ErrorDescription(error));
			Print("Повтор");
			RefreshRates();
			ticket = OrderSend(Symbol(),OP_SELL, LotsOptimized(),Bid, Slippage,Bid+StopLoss*Point,Bid-TakeProfit2*Point,com, SellMagic2,0,Red);
		}
		if(ticket == -1)
		{
			error = GetLastError();
			Print("Ошибка открытия ордера SELL №2. " + ErrorDescription(error));
		}
	}
}

void DoTrail()
{
	int modok=0;
    int i, accTotal=OrdersHistoryTotal();
	string ca=com+"[tp]";

	for (i = accTotal - 1; i >=0; i--)
	{
		OrderSelect(i, SELECT_BY_POS, MODE_HISTORY);
		if (OrderComment()==ca && OrderSymbol() == Symbol())
		{
			if((OrderMagicNumber() == BuyMagic1 || OrderMagicNumber() == SellMagic1))
			{
				ModifyOrders(TrailingStop);
				break;
			}
		}
	}

}

// перетаскиваем СЛ ордеров
void ModifyOrders(int TrailingStop)
{
    for (int i=OrdersTotal() - 1; i>=0; i--)
    {
        if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
        {
        	// проверяем только BuyMagic2 и SellMagic2, т.к. BuyMagic1 и SellMagic1 уже должны быть закрыты по ТП
        	if(OrderSymbol() == Symbol() && (OrderMagicNumber() == BuyMagic2 || OrderMagicNumber() == SellMagic2))
        	{
            	if(OrderType()==OP_BUY)
            	{
            		if(OrderStopLoss() - OrderOpenPrice() < TrailingStop*Point)
                	//if(OrderStopLoss() < OrderOpenPrice())
            		{
        	        	if(!OrderModify(OrderTicket(), OrderOpenPrice(), OrderOpenPrice() + TrailingStop*Point, OrderTakeProfit(), 0, Orange))
            	    	{
	            			Print("Ошибка модификации ордера #" + OrderTicket() + ". " + ErrorDescription(GetLastError()));
        		    	}
            		}
            	}
            	else if (OrderType()==OP_SELL)
            	{
            		if(OrderOpenPrice() - OrderStopLoss() < TrailingStop*Point)
                	//if(OrderStopLoss() > OrderOpenPrice())
            		{
						if(!OrderModify(OrderTicket(), OrderOpenPrice(), OrderOpenPrice() - TrailingStop*Point, OrderTakeProfit(), 0, Orange))
						{
							Print("Ошибка модификации ордера #" + OrderTicket() + ". " + ErrorDescription(GetLastError()));
						}
            		}
            	}
			}
        }
        else
        {
			Print("Ошибка выбора ордера. " + ErrorDescription(GetLastError()));
        }
    }
}

void CloseAllSell()
{
	int i;
	int Orders = OrdersTotal();
	bool result;
	datetime begin;
	
	if(Orders > 0)
	{
		for(i = Orders-1; i >= 0; i--)
		{
			if( OrderSelect(i, SELECT_BY_POS, MODE_TRADES) )
			{
				if(OrderSymbol() == Symbol() && OrderType() == OP_SELL && (OrderMagicNumber() == SellMagic1 || OrderMagicNumber() == SellMagic2))
				{
					begin = TimeCurrent();
					result = OrderClose(OrderTicket(), OrderLots(), Ask, Slippage, Yellow);			// закрываем все встречные ордера
					while(!result && TimeCurrent() - begin < 20)
					{
						result = OrderClose(OrderTicket(), OrderLots(), Ask, Slippage, Yellow);			// закрываем все встречные ордера
					}
					if(result)
					{
						Print("Ошибка закрытия ордера SELL #" + OrderTicket());
					}
				}
			}
			else
			{
				Print("Не получилось выбрать открытый ордер.");
			}
		}
	}
}

void CloseAllBuy()
{
	int i;
	int Orders = OrdersTotal();
	bool result;
	datetime begin;
	
	if(Orders > 0)
	{
		for(i = Orders-1; i >= 0; i--)
		{
			if( OrderSelect(i, SELECT_BY_POS, MODE_TRADES) )
			{
				if(OrderSymbol() == Symbol() && OrderType() == OP_BUY && (OrderMagicNumber() == BuyMagic1 || OrderMagicNumber() == BuyMagic2))
				{
					begin = TimeCurrent();
					result = OrderClose(OrderTicket(), OrderLots(), Bid, Slippage, Yellow);			// закрываем все встречные ордера
					while(!result && TimeCurrent() - begin < 20)
					{
						result = OrderClose(OrderTicket(), OrderLots(), Bid, Slippage, Yellow);			// закрываем все встречные ордера
					}
					if(result)
					{
						Print("Ошибка закрытия ордера BUY #" + OrderTicket());
					}
				}
			}
			else
			{
				Print("Не получилось выбрать открытый ордер.");
			}
		}
	}
}

void init()
{
	spread = Ask - Bid;
	return;
}