//+------------------------------------------------------------------+
//|                                                Yen_Trader_01.mq4 |
//|                                  Copyright 2016, Khalil Abokwaik |
//|                             http://www.forexfactory.com/abokwaik |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, Khalil Abokwaik"
#property link      "http://www.forexfactory.com/abokwaik"
#property description "Yen Trader Expert Advisor"
#property version   "4.00"
#property strict
#include <stderror.mqh> 
#include <stdlib.mqh> 

//--- custom types
enum enum_entries
{
   ENTRY_PYRAMID=1,//Pyramiding
   ENTRY_AVERAGE=2,//Averaging
   ENTRY_BOTH=3//Both
};

//--- input parameters
input int      Magic_Number=160704;//Magic Number
input ENUM_TIMEFRAMES time_frame=PERIOD_H1;//Signal Time Frame
input double   Fixed_Lot_Size=0.01;//Fixed Lots (set to 0 enable variable lots)
input double   Bal_Perc_Lot_Size=1;//Variable Lots as % of Balance
input int      SL_Pips=1000;//Stop Loss (Pips or Points)
input int      TP_Pips=5000;//Take Profit (Pips or Points)
input string   Major_Code="GBPUSD";//Major Pair Code
input string   UJ_Code="USDJPY";//DollarYen Pair Code
input string   JPY_Cross="GBPJPY";//Yen Cross Pair Code
input string   major_pos="L";//Major Direction Left/Right 
input int      Trail_Stop_Pips           = 200;//Trailing Stop, 0 to disable
input int      Trail_Stop_Jump_Pips      = 10;//Trail Stop Shift
input enum_entries entry_type=ENTRY_BOTH;//Entry Type when Entry TF < Signal TF
input string Indicators = "<--------------------";//Signal Multiple Indicators
input int  loop_back_bars=2;//Loop Back Bars (0 to disable)
input bool RSI=false;//Relative String Index (RSI)
input bool RVI=false;//Relative Vigor Index (RVI)
input bool CCI=false;//Commodity Channel Index (CCI)
input int  MA_Period=34;//Moving Average Period (0 to disable)
input ENUM_MA_METHOD MA_Method=MODE_SMMA;//Moving Average Method
input int max_orders = 10;//Max Orders

//--- variables ---------------------------------------------------------------------------------------
int      last_type=-1;
datetime bar_time=0,p_time=0;
int      ord_arr[100];
double   sell_price = 0,buy_price  = 0,stop_loss=0,profit_target=0;
bool     OrderSelected=false,OrderDeleted=false;
int      NewOrder=0;
int      oper_max_tries = 2,tries=0;
double   sl_price=0,tp_price=0,Lot_Size=0,ord_price=0;
int      tkt_num=0;
int      trend_tf=0;
bool     buy=false,sell=false;
double   sma,macd,rsi, min_lot;
int      lot_decimals=2;
double   maj_pips,uj_pips,maj_atr,uj_atr,ma;
string   maj_dir,uj_dir;
double ind1,ind2,sig1,sig2;
int err_num=0;

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---
   min_lot=MarketInfo(Symbol(),MODE_MINLOT);
   if(min_lot==0.01) lot_decimals=2;
   if(min_lot==0.1) lot_decimals=1;
   if(min_lot==1) lot_decimals=0;
   
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---
   
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
{
   if(Trail_Stop_Pips>0) trail_stop();
   if(Time[0]>bar_time)
   {
      if(total_orders()<max_orders)
      {
       if(loop_back_bars>0)
       {
          buy=
            (
               ( major_pos=="L"
                && iClose(Major_Code,time_frame,1)>iHigh(Major_Code,time_frame,iHighest(Major_Code,time_frame,MODE_HIGH,loop_back_bars,2))
                && iClose(UJ_Code,time_frame,1)>iHigh(UJ_Code,time_frame,iHighest(UJ_Code,time_frame,MODE_HIGH,loop_back_bars,2))
                )
                ||
                ( major_pos=="R"
                && iClose(Major_Code,time_frame,1)<iLow(Major_Code,time_frame,iLowest(Major_Code,time_frame,MODE_LOW,loop_back_bars,2))
                && iClose(UJ_Code,time_frame,1)>iHigh(UJ_Code,time_frame,iHighest(UJ_Code,time_frame,MODE_HIGH,loop_back_bars,2))
               )
             );
          sell=
            (
               ( major_pos=="L"
                && iClose(Major_Code,time_frame,1)<iLow(Major_Code,time_frame,iLowest(Major_Code,time_frame,MODE_LOW,loop_back_bars,2))
                && iClose(UJ_Code,time_frame,1)<iLow(UJ_Code,time_frame,iLowest(UJ_Code,time_frame,MODE_LOW,loop_back_bars,2))
                )
                ||
                ( major_pos=="R"
                && iClose(Major_Code,time_frame,1)>iHigh(Major_Code,time_frame,iHighest(Major_Code,time_frame,MODE_HIGH,loop_back_bars,2))
                && iClose(UJ_Code,time_frame,1)<iLow(UJ_Code,time_frame,iLowest(UJ_Code,time_frame,MODE_LOW,loop_back_bars,2))
                )
             );
       }
       else
       {
         buy=true;
         sell=true;
       }
       buy=buy && 
         (
//            (Period()==time_frame)
//            ||
            (
//                  Period()<time_frame && 
                  (
                     (entry_type==ENTRY_BOTH)
                     ||
                     (entry_type==ENTRY_AVERAGE && Close[1]<Open[1])
                     ||
                     (entry_type==ENTRY_PYRAMID && Close[1]>Open[1])
                   )
             )
          );
       sell=sell && 
         (
//            (Period()==time_frame)
//            ||
            (
//               Period()<time_frame && 
               (
                  (entry_type==ENTRY_BOTH)
                  ||
                  (entry_type==ENTRY_AVERAGE && Close[1]>Open[1])
                  ||
                  (entry_type==ENTRY_PYRAMID && Close[1]<Open[1])
                )
             )
          );
       if(RSI) 
       { ind1=iRSI(Major_Code,time_frame,14,PRICE_CLOSE,1);
         ind2=iRSI(UJ_Code,time_frame,14,PRICE_CLOSE,1);
         buy=buy && 
         ( 
            (ind1>50 && major_pos=="L")
            ||
            (ind1<50 && major_pos=="R")
         )
         && ind2>50;
         sell=sell && 
         ( 
            (ind1<50 && major_pos=="L")
            ||
            (ind1>50 && major_pos=="R")
         )

         && ind2<50;
       }
       if(CCI) 
       { ind1=iCCI(Major_Code,time_frame,14,PRICE_TYPICAL,1);
         ind2=iCCI(UJ_Code,time_frame,14,PRICE_TYPICAL,1);
         buy=buy && 
         ( 
            (ind1>0 && major_pos=="L")
            ||
            (ind1<0 && major_pos=="R")
         )
         && ind2>0;
         sell=sell && 
         ( 
            (ind1<0 && major_pos=="L")
            ||
            (ind1>0 && major_pos=="R")
         )

         && ind2<0;
       }
       if(RVI) 
       { ind1=iRVI(Major_Code,time_frame,10,MODE_MAIN,1);
         ind2=iRVI(UJ_Code,time_frame,10,MODE_MAIN,1);
         sig1=iRVI(Major_Code,time_frame,10,MODE_SIGNAL,1);
         sig2=iRVI(UJ_Code,time_frame,10,MODE_SIGNAL,1);
         buy=buy && 
         ( 
            (ind1>sig1 && major_pos=="L")
            ||
            (ind1<sig1 && major_pos=="R")
         )
         && ind2>sig2;
         sell=sell && 
         ( 
            (ind1<sig1 && major_pos=="L")
            ||
            (ind1>sig1 && major_pos=="R")
         )
         && ind2<sig2;
       }

      if(MA_Period>0)
       { ind1=iMA(Major_Code,time_frame,MA_Period,0,MA_Method,PRICE_CLOSE,1);
         ind2=iMA(UJ_Code,time_frame,MA_Period,0,MA_Method,PRICE_CLOSE,1);
         buy=buy && 
         ( 
            (iClose(Major_Code,time_frame,1)>ind1 && major_pos=="L")
            ||
            (iClose(Major_Code,time_frame,1)<ind1 && major_pos=="R")
         )
         && iClose(UJ_Code,time_frame,1)>ind2;
         sell=sell && 
         ( 
            (iClose(Major_Code,time_frame,1)<ind1 && major_pos=="L")
            ||
            (iClose(Major_Code,time_frame,1)>ind1 && major_pos=="R")
         )

         && iClose(UJ_Code,time_frame,1)<ind2;
       }
       if(buy) market_buy_order();
       if(sell) market_sell_order();

      }
      /*else
      {
         if(current_order_type()==OP_BUY)
         {
            if(major_pos=="L" && (maj_pips<-1*maj_atr*atr_multi || uj_pips<-1*uj_atr*atr_multi)) 
            {
               close_current_orders(OP_BUY);
               //market_sell_order();
            }
            if(major_pos=="R" && (maj_pips>maj_atr*atr_multi || uj_pips<-1*uj_atr*atr_multi)) 
            {
               close_current_orders(OP_BUY);
               //market_sell_order();
            }

         }   
         if(current_order_type()==OP_SELL)
         {
            if(major_pos=="L" && (maj_pips>maj_atr*atr_multi || uj_pips>uj_atr*atr_multi))
            {
               close_current_orders(OP_SELL);
               //market_buy_order();
            }
            if(major_pos=="R" && (maj_pips<-1*maj_atr*atr_multi || uj_pips>uj_atr*atr_multi))
            {
               close_current_orders(OP_SELL);
               //market_buy_order();
            }
         }            
      }*/
      bar_time=Time[0];
   }
}
//+------------------------------------------------------------------+
int total_orders()
{ int tot_orders=0;
   for(int i=0;i<OrdersTotal();i++)
   {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
      if(OrderMagicNumber()==Magic_Number 
         && OrderSymbol()==Symbol()
         && (OrderType()==OP_BUY || OrderType()==OP_SELL)
        ) tot_orders=tot_orders+1;
   }
   return(tot_orders);
}
//-----------------------------------------------------------------------------------------------------
int market_buy_order()
{  double rem=0; bool x=false;
   NewOrder=0;
   tries=0;
   double x_lots=0;
   if (Fixed_Lot_Size > 0) Lot_Size=Fixed_Lot_Size;
   else 
   {
      Lot_Size=NormalizeDouble((AccountBalance()*Bal_Perc_Lot_Size/100)/MarketInfo(Symbol(),MODE_MARGINREQUIRED),lot_decimals);
   }
   if(SL_Pips==0) sl_price=0;
   else sl_price = MarketInfo(Symbol(),MODE_ASK)-SL_Pips*Point;
   if(TP_Pips==0) tp_price=0;
   else tp_price=MarketInfo(Symbol(),MODE_ASK)+TP_Pips*Point;
   while(NewOrder<=0 && tries< oper_max_tries)
   {
      NewOrder=OrderSend(Symbol(),OP_BUY,Lot_Size,MarketInfo(Symbol(),MODE_ASK),5,
                         sl_price,
                         tp_price,
                         "YT4",Magic_Number,0,Blue);            
      tries=tries+1;
   }
   
   return(NewOrder);
}
//-----------------------------------------------------------------------------------------------------
int market_sell_order()
{
   double rem=0; bool x=false;
   NewOrder=0;
   tries=0;
   double x_lots=0;
   if (Fixed_Lot_Size > 0) Lot_Size=Fixed_Lot_Size;
   else 
   {
      Lot_Size=NormalizeDouble((AccountBalance()*Bal_Perc_Lot_Size/100)/MarketInfo(Symbol(),MODE_MARGINREQUIRED),lot_decimals);
   }

   if(SL_Pips==0) sl_price=0;
   else sl_price = MarketInfo(Symbol(),MODE_BID)+SL_Pips*Point;
   if(TP_Pips==0) tp_price=0;
   else tp_price=MarketInfo(Symbol(),MODE_BID)-TP_Pips*Point;

   while(NewOrder<=0 && tries< oper_max_tries)
   {
      NewOrder=OrderSend(Symbol(),OP_SELL,Lot_Size,MarketInfo(Symbol(),MODE_BID),5,
                         sl_price,
                         tp_price,
                         "YT4",Magic_Number,0,Red);            
      tries=tries+1;
   }
   

   
   return(NewOrder);
}
//-----------------------------------------------------------------------------------------------------
int current_order_type()
{ int ord_type=-1;
   for(int i=0;i<OrdersTotal();i++)
   {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
      if(OrderMagicNumber()==Magic_Number 
         && OrderSymbol()==Symbol()
         && (OrderType()==OP_BUY || OrderType()==OP_SELL)
        ) 
        {
         ord_type=OrderType();
        }
   } 
   return(ord_type);
}
//-----------------------------------------------------------------------------------------------------
void close_current_orders(int ord_type)
{ int k=-1,j=0;
   bool x= false;
   for( j=0;j<100;j++) ord_arr[j]=0;
   
   int ot = OrdersTotal();
   for(j=0;j<ot;j++)
   {
      if(OrderSelect(j,SELECT_BY_POS,MODE_TRADES)==false) break;
      if(OrderSymbol()==Symbol() && OrderMagicNumber()==Magic_Number)
      {   
         if( OrderType()==ord_type)
         {  k = k + 1; 
            ord_arr[k]=OrderTicket();
         }
      }     
    }
    for(j=0;j<=k;j++)
    {  bool OrderClosed=false;
       tries=0;
       while(!OrderClosed && tries<oper_max_tries)
            {
               RefreshRates();
               x=OrderSelect(ord_arr[j],SELECT_BY_TICKET,MODE_TRADES);
               if(OrderType()==OP_SELL) OrderClosed=OrderClose(ord_arr[j],OrderLots(),MarketInfo(Symbol(),MODE_ASK),100,NULL);
               if(OrderType()==OP_BUY) OrderClosed=OrderClose(ord_arr[j],OrderLots(),MarketInfo(Symbol(),MODE_BID),100,NULL);
               tries=tries+1;
            }
    }
}

//-----------------------------------------------------------------------------------------------------
void trail_stop()
{ double new_sl=0; bool OrderMod=false;
   for(int i=0;i<OrdersTotal();i++)
   {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
      if(OrderMagicNumber()==Magic_Number && OrderSymbol()==Symbol())
      {
         if(OrderType()==OP_BUY)
         {  new_sl=0;
            if(MarketInfo(Symbol(),MODE_BID)-OrderOpenPrice()>Trail_Stop_Pips*Point && (OrderOpenPrice()>OrderStopLoss()||OrderStopLoss()==0)) 
               new_sl=OrderOpenPrice()+Point;
            if (MarketInfo(Symbol(),MODE_BID)-OrderStopLoss()>(Trail_Stop_Pips*Point+Trail_Stop_Jump_Pips*Point) && OrderStopLoss()>OrderOpenPrice())
               new_sl = MarketInfo(Symbol(),MODE_BID)-Trail_Stop_Pips*Point;
            OrderMod=false;
            tries=0;
             
             while(!OrderMod && tries<oper_max_tries && new_sl>0 && new_sl>OrderStopLoss())
            {  
               OrderMod=OrderModify(OrderTicket(),OrderOpenPrice(),new_sl,OrderTakeProfit(),0,White);
               if(!OrderMod) err_num=GetLastError();
               if(err_num!=ERR_NO_ERROR) Print("Order SL Modify Error: ",ErrorDescription(err_num)); 

               tries=tries+1;
               
            }
            
         }
         if(OrderType()==OP_SELL)
         {   new_sl=0;
             if(OrderOpenPrice()-MarketInfo(Symbol(),MODE_ASK)>Trail_Stop_Pips*Point && (OrderOpenPrice()<OrderStopLoss()||OrderStopLoss()==0)) 
               new_sl=OrderOpenPrice()-Point;
             if(OrderStopLoss()-MarketInfo(Symbol(),MODE_ASK)>Trail_Stop_Pips*Point+Trail_Stop_Jump_Pips*Point && OrderStopLoss()<OrderOpenPrice())
               new_sl=MarketInfo(Symbol(),MODE_ASK)+Trail_Stop_Pips*Point;
             OrderMod=false;
             tries=0;
             
             while(!OrderMod && tries<oper_max_tries && new_sl>0 && new_sl<OrderStopLoss())
            {  
               OrderMod=OrderModify(OrderTicket(),OrderOpenPrice(),new_sl,OrderTakeProfit(),0,White);
               if(!OrderMod) err_num=GetLastError();
               if(err_num!=ERR_NO_ERROR) Print("Order SL Modify Error: ",ErrorDescription(err_num)); 
               tries=tries+1;
               
            }
         
         }
         
      }
   }
}