//+------------------------------------------------------------------+
//|                                                      Binance.mq5 |
//|                                              Copyright 2022, AM2 |
//|                                     https://www.forexsystems.biz |
//+------------------------------------------------------------------+
#property copyright "Copyright 2022, AM2"
#property link      "https://www.forexsystems.biz"
#property version   "1.00"

#include <Trade\Trade.mqh>   // Подключаем торговый класс CTrade
CTrade trade;

input string url="https://www.api.binance.com/api/v3/ticker/price?symbol=BNBUSDT";

input double lot=1;        // лот
input double cef=2;        // кэф
input double pro=10;       // профит
input string s1="EURUSD";
input string s2="USDJPY";
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---

//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---

  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CloseAll()
  {
   for(int i=PositionsTotal()-1; i>=0; i--)
     {
      if(PositionSelectByTicket(PositionGetTicket(i)))
        {
         trade.PositionClose(PositionGetTicket(i));
        }
     }
  }
//+------------------------------------------------------------------+
//|  Position Profit                                                 |
//+------------------------------------------------------------------+
double AllProfit()
  {
   double p=0;

   for(int i=PositionsTotal()-1; i>=0; i--)
     {
      if(PositionSelectByTicket(PositionGetTicket(i)))
         p+=PositionGetDouble(POSITION_PROFIT);
     }
   return(p);
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
   string header;
   char post[],result[];
   int res;
//--- для работы с сервером необходимо добавить URL "https://www.google.com/finance"
//--- в список разрешенных URL (Главное меню->Сервис->Настройки, вкладка "Советники"):
//--- обнуляем код последней ошибки
   ResetLastError();
//--- загрузка html-страницы с Google Finance
   int timeout=5000; //--- timeout менее 1000 (1 сек.) недостаточен при низкой скорости Интернета
   res=WebRequest("GET",url,NULL,NULL,30000,post,0,result,header);

   double bid1=SymbolInfoDouble(s1,SYMBOL_BID);
   double bid2=SymbolInfoDouble(s2,SYMBOL_BID);

   double ask1=SymbolInfoDouble(s1,SYMBOL_ASK);
   double ask2=SymbolInfoDouble(s2,SYMBOL_ASK);

   double op1=iOpen(s1,PERIOD_D1,0);
   double op2=iOpen(s2,PERIOD_D1,0);

   double delta1=(op1-bid1)/_Point;
   double delta2=(op2-bid2)/_Point;
   double delta=MathAbs(delta1-delta2);
   
   if(AllProfit()>pro && pro>0) CloseAll();

   if(delta>cef && PositionsTotal()<1)
     {
      if(delta1<0)
        {
         trade.Buy(lot,s1,ask1,0,0,"");
         trade.Sell(lot,s2,bid2,0,0,"");
        }
      if(delta1>0)
        {
         trade.Buy(lot,s2,ask2,0,0,"");
         trade.Sell(lot,s1,bid1,0,0,"");
        }
     }

   Comment("\n Symbol: ",CharArrayToString(result,0,333),
           "\n Profit: ",AllProfit(),
           "\n Delta1: ",delta1,
           "\n Delta2: ",delta2,
           "\n Delta: ",delta);
  }
//+------------------------------------------------------------------+

extern ENUM_TIMEFRAMES Tf = PERIOD_H1; // таймфрейм 
extern int    Correl_Period  = 14; 
extern double MinCor         = 0.50;  
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
 double Correl(string base,string hedge,int shift)
   {
   shift=0;
   double u1=0,l1=0,s_1=0;
   int base_bn=iBarShift(base,0,Time[shift],false);
   int hedge_bn=iBarShift(hedge,0,Time[shift],false);   
   
      for(int i = Correl_Period - 1; i >= 0; i--){
         u1 +=(iClose(base,Tf,base_bn+i)-iMA(base,Tf,Correl_Period,0,MODE_SMA,PRICE_CLOSE,base_bn+i))* 
              (iClose(hedge,Tf,hedge_bn+i)-iMA(hedge,Tf,Correl_Period,0,MODE_SMA,PRICE_CLOSE,hedge_bn+i));
         l1 += MathPow(iClose(base,Tf,base_bn+i)-iMA(base,Tf,Correl_Period,0,MODE_SMA,PRICE_CLOSE,base_bn+i),2);
         s_1 += MathPow(iClose(hedge,Tf,hedge_bn+i)-iMA(hedge,Tf,Correl_Period,0,MODE_SMA,PRICE_CLOSE,hedge_bn+i),2);
      }
   double dMathSqrt = MathSqrt(l1*s_1);
   if(dMathSqrt > 0) 
       return(u1 / dMathSqrt);
    return(0);   
  }
//+------------------------------------------------------------------+