//+------------------------------------------------------------------+
//|                                                FractalMarket.mq4 |
//|                                              Copyright 2016, AM2 |
//|                                      http://www.forexsystems.biz |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, AM2"
#property link      "http://www.forexsystems.biz"
#property version   "1.00"

//--- Inputs
extern double Lots          = 0.1; // лот
extern double MaxLot        = 5;   // максимальный торговый объем
extern double KLot          = 2;   // увеличение лота
extern int    StopLoss      = 100; // лось 
extern int    TakeProfit    = 900; // язь
extern int    Step          = 100; // расстояние от фрактала
extern int    Slip          = 30;  // проскальзывание
extern int    Shift         = 2;   // сдвиг баров назад
extern int    Expiration    = 14;  // время истечения в часах
extern int    Count         = 100; // количество открываемых ордеров
extern int    Magic         = 123; // магик

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int CountOrders(int ord)
  {
   int count=0;
   for(int i=OrdersTotal()-1;i>=0;i--)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
        {
         if(OrderSymbol()==Symbol() && OrderMagicNumber()==Magic)
           {
            if(OrderType()==ord) count++;
           }
        }
     }
   return(count);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int CountTrades()
  {
   int count=0;
   for(int i=OrdersTotal()-1;i>=0;i--)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
        {
         if(OrderSymbol()==Symbol() && OrderMagicNumber()==Magic)
           {
            if(OrderType()<2) count++;
           }
        }
     }
   return(count);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void DelOrder()
  {
   bool del;
   for(int i=OrdersTotal()-1;i>=0;i--)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
        {
         if(OrderSymbol()==Symbol() && OrderMagicNumber()==Magic)
           {
            if(OrderType()>1) del=OrderDelete(OrderTicket());
           }
        }
     }
   return;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int FindOrderType()
  {
   int oticket,ticketNumber=0,type=0;
   for(int i=OrdersTotal()-1;i>=0;i--)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
        {
         if(OrderSymbol()==Symbol() && OrderMagicNumber()==Magic)
           {
            oticket=OrderTicket();
            if(oticket>ticketNumber)
              {
               ticketNumber=oticket;
               type=OrderType();
              }
           }
        }
     }
   return(type);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void PutOrder(int type,double price)
  {
   int r=0;
   color clr=Green;
   double sl=0,tp=0;
   datetime expiration=0;

   if(type==1 || type==3 || type==5)
     {
      clr=Red;
      if(StopLoss>0) sl=NormalizeDouble(price+StopLoss*Point,Digits);
      if(TakeProfit>0) tp=NormalizeDouble(price-TakeProfit*Point,Digits);
     }

   if(type==0 || type==2 || type==4)
     {
      clr=Blue;
      if(StopLoss>0) sl=NormalizeDouble(price-StopLoss*Point,Digits);
      if(TakeProfit>0) tp=NormalizeDouble(price+TakeProfit*Point,Digits);
     }

   if(type>1) expiration=TimeCurrent()+Expiration*3600;

   r=OrderSend(NULL,type,Lot(),NormalizeDouble(price,Digits),Slip,sl,tp,"",Magic,expiration,clr);
   return;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void ModifyOrders()
  {
   bool m;
   double count=0;
   double all=0,tp=0,sl=0;

   for(int i=OrdersTotal()-1;i>=0;i--)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
        {
         if(OrderSymbol()==Symbol() && OrderMagicNumber()==Magic)
           {
            if(OrderType()==OP_BUY || OrderType()==OP_SELL)
              {
               all+=OrderOpenPrice()*OrderLots();
               count+=OrderLots();
              }
           }
        }
     }
   all=NormalizeDouble(all/count,Digits);

   for(i=OrdersTotal()-1;i>=0;i--)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
        {
         if(OrderSymbol()==Symbol() && OrderMagicNumber()==Magic)
           {
            if(OrderType()==OP_BUY)
              {
               tp=NormalizeDouble(all+TakeProfit*Point,Digits);
               sl=NormalizeDouble(all-StopLoss*Point,Digits);
               if(OrderTakeProfit()!=tp || OrderStopLoss()!=sl) m=OrderModify(OrderTicket(),OrderOpenPrice(),sl,tp,0,Yellow);
              }
            else
            if(OrderType()==OP_SELL)
              {
               tp=NormalizeDouble(all-TakeProfit*Point,Digits);
               sl=NormalizeDouble(all+StopLoss*Point,Digits);
               if(OrderTakeProfit()!=tp || OrderStopLoss()!=sl) m=OrderModify(OrderTicket(),OrderOpenPrice(),sl,tp,0,Yellow);
              }
           }
        }
     }
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
double Lot()
  {
   double lot=Lots;
   if(CountTrades()>0) lot=NormalizeDouble(Lots*MathPow(KLot,CountTrades()),2);
   if(lot>MaxLot)lot=Lots;
   return(lot);
  }
//+------------------------------------------------------------------+
//| OnTick function                                                  |
//+------------------------------------------------------------------+
void OnTick()
  {
   double up=0,dn=0,ma=0;
   int otype=FindOrderType();
//--- get ind
   up=iFractals(NULL,0,MODE_UPPER,Shift);
   dn=iFractals(NULL,0,MODE_LOWER,Shift);

// первый ордер
   if(up>0 && CountTrades()<1)//--- sell
     {
      if(CountOrders(1)<1) PutOrder(1,Bid);
     }

   if(dn>0 && CountTrades()<1)//--- buy 
     {
      if(CountOrders(0)<1) PutOrder(0,Ask);
     }

// отложки
   if(CountTrades()>0)
     {
      if(CountOrders(3)<1 && otype==1) PutOrder(3,Bid+Step*Point);//--- selllimit
      if(CountOrders(2)<1 && otype==0) PutOrder(2,Ask-Step*Point);//--- buylimit 
     }

// удаление отлоги если нет поз
   if(CountTrades()<1) DelOrder();

// один стоп всем позам
   if(CountTrades()>1) ModifyOrders();

   Comment("\n  UP Fractal: ",up,
           "\n  DN Fractal: ",dn,
           "\n  Trades: ",CountTrades(),
           "\n  Type: ",otype);
//---
  }
//+------------------------------------------------------------------+