//+---------------------------------------------------------------------+
//|                                          BuyOnDipsSellOnRallies.mq4 |
//|                                 Copyright © 2009,My Millionaire Goal|
//|                                    http://www.mymillionairegoal.com |
//+---------------------------------------------------------------------+
#property copyright "Copyright © 2009, My Millionaire Goal"
#property link      "http://www.mymillionairegoal.com"


extern double TradeSizePercent = 2.5;
extern double TakeProfitMultiple = 2;
extern double GradientLower = 8;
extern double GradientInterval = 5;
extern bool AdjustTradeSizePercent = true;

//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int handle;

int init()
{
//----
   if (IsTesting())
   {
      handle=FileOpen("BuyOnDipsSellOnRallies.csv", FILE_CSV|FILE_WRITE, ',');
      FileWrite(handle, "Order #", "Profit", "Gradient");            
   }            
//----
   return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
double zigZagArray[2];
double maArray[2];
double dateArray[2];
datetime Time0 = 0;
double lots;
double stopLoss;
double takeProfit;
double gradient;
double TrailingStop;
bool OrderOpened;
int ticket;


int start()
  {
//----
   int total;
   
      
   //if (Time0 != Time[0] && TimeHour(TimeCurrent()) >= 12 && TimeHour(TimeCurrent()) <= 20 && TimeDayOfWeek(TimeCurrent()) > 0 && TimeDayOfWeek(TimeCurrent()) < 6)
   if (Time0 != Time[0])
   {  
      total = OrdersTotal();  
      string zigzag; 
      zigzag = NewZigZag();
      
      if (zigzag!= "Not Found")
      {
         FindPreviousHighOrLow(zigzag);
         
         if (total > 0)
            OrderSelect(0, SELECT_BY_POS, MODE_TRADES);
         
         if (total == 0 && zigzag == "High" && CompareZigZag(zigzag) && CompareMA(zigzag))
         {
            stopLoss = (zigZagArray[1] - Bid)/Point; 
            TrailingStop = stopLoss;
            takeProfit = TakeProfitMultiple*stopLoss;
            lots = LotsOptimized(stopLoss);
            ticket = OrderSend(Symbol(), OP_SELL, lots, Bid, 3, Bid + stopLoss*Point, Bid - takeProfit*Point, "First", 1729, 0, Red);  
            OrderOpened = true;
            CalGradient(zigzag);
                        
         }   
         else if (total == 0 && zigzag == "Low" && CompareZigZag(zigzag) && CompareMA(zigzag))
         {
            stopLoss = (Ask - zigZagArray[1])/Point;          
            TrailingStop = stopLoss;
            takeProfit = TakeProfitMultiple*stopLoss;
            lots = LotsOptimized(stopLoss);
            ticket = OrderSend(Symbol(), OP_BUY, lots, Ask, 3, Ask - stopLoss*Point, Ask + takeProfit*Point, "First", 1729, 0, Green);  
            OrderOpened = true;
            CalGradient(zigzag);
         
         }            
      
      }
   }
   Time0 = Time[0];   
//----

   DynamicTrailingStop();   
   
   if (OrderOpened && OrdersTotal() == 0)
   {
      Print("Order Closed, Handle = ", handle);
      OrderSelect(ticket, SELECT_BY_TICKET);
      
      FileWrite(handle, OrderTicket(), OrderProfit(), gradient);               
      OrderOpened = false;
      
      if (AdjustTradeSizePercent)
      {
         if (OrderProfit() < 0)
            TradeSizePercent = MathMax(TradeSizePercent - 0.5, 1);
         else if (OrderProfit() > 0)         
            TradeSizePercent = MathMin(TradeSizePercent + 0.5, TradeSizePercent);
      }
   }
   
   return(0);
  }
//+------------------------------------------------------------------+



string NewZigZag()
{

   double zigZag = iCustom(NULL, 0, "zigzag", 0, 1); 
   
   if(zigZag>0) 
   {
      if (zigZag == High[1])
         return ("High");
      else if (zigZag == Low[1])
         return ("Low");               
   }
   
   return ("Not Found");
}

void FindPreviousHighOrLow(string highOrLow)
{
   double zigZag, ma, datei;
   
   int i = 1; 
   int n=0;
                   
   while(n<2)
   {
      zigZag = iCustom(NULL, 0, "zigZag", 0, i);
      
      if(zigZag>0) 
      {
         
         if (highOrLow == "High" && zigZag == High[i])
         {
            zigZagArray[n] = zigZag;
            maArray[n] = iMA(NULL, 0, 50, 0, MODE_EMA, PRICE_CLOSE, i);
            dateArray[n] = i;
            n++;
         }else if (highOrLow == "Low" &&  zigZag == Low[i])
         {
            zigZagArray[n] = zigZag;
            maArray[n] = iMA(NULL, 0, 50, 0, MODE_EMA, PRICE_CLOSE, i);
            dateArray[n] = i;
            n++;
         }
      }
      i++;
   }   
}

bool CompareZigZag(string highOrLow)
{
   if (highOrLow == "High")
   {
      if (zigZagArray[0] < zigZagArray[1])
         return (true);
   
   }else if (highOrLow == "Low")
   {   
      if (zigZagArray[1] < zigZagArray[0])
         return (true);   
   }
   return (false);
}


bool CompareMA(string highOrLow)
{
   gradient = (((maArray[0] - maArray[1])/Point)/(dateArray[0] - dateArray[1]));
   if (highOrLow == "High")
   {
       if (gradient > GradientLower && gradient < GradientLower + GradientInterval)
      {
         return (true);
      }
   }else if (highOrLow == "Low")
   {   
      if (gradient < -1*GradientLower && gradient > -1*GradientLower - GradientInterval)
      {
         return (true);   
      }
   }
   return (false);
}


double LotsOptimized(int stopLoss)
{
   double lot;

   lot=NormalizeDouble(((TradeSizePercent*0.01)*AccountFreeMargin())/(stopLoss),2);
   if (lot < 0.1)
      lot=0.1;

   return (lot);

}

void CalGradient(string highOrLow)
{
   gradient = (((maArray[0] - maArray[1])/Point)/(dateArray[0] - dateArray[1]));
}

void DynamicTrailingStop()
{
   int total, cnt;
   
   OrderSelect(0, SELECT_BY_POS, MODE_TRADES);
   if(OrderType() <= OP_SELL && OrderSymbol() == Symbol())
   {
      if(OrderType() == OP_BUY)   // long position is opened
      {
         if(TrailingStop > 0)  
         {                 
            if(Bid - OrderOpenPrice() > Point*TrailingStop)
            {
               if(OrderStopLoss() < Bid - Point*TrailingStop)
               {
                  OrderModify(OrderTicket(), OrderOpenPrice(), Bid - Point*TrailingStop, OrderTakeProfit(), 0, Green);
                  return(0);

               }
            }
         }
      }else if (OrderType() == OP_SELL) // go to short   
      {
         if(TrailingStop > 0)  
         {                 
            if((OrderOpenPrice() - Ask) > (Point*TrailingStop))
            {
               if(OrderStopLoss() > Ask + Point*TrailingStop)
               {
                  OrderModify(OrderTicket(), OrderOpenPrice(), Ask + Point*TrailingStop, OrderTakeProfit(), 0, Red);
                  return(0);                                        
               }
            }
         }
      }
   }
}


void StaticTrailingStop()
{
   int total, cnt;
   
   OrderSelect(0, SELECT_BY_POS, MODE_TRADES);
   if(OrderType() <= OP_SELL && OrderSymbol() == Symbol())
   {
      if(OrderType() == OP_BUY)   // long position is opened
      {
         if(TrailingStop > 0)  
         {                 
            if(Bid - OrderOpenPrice() > Point*TrailingStop)
            {
                  OrderModify(OrderTicket(), OrderOpenPrice(), OrderOpenPrice(), OrderTakeProfit(), 0, Green);
                  return(0);
            }
         }
      }else if (OrderType() == OP_SELL) // go to short   
      {
         if(TrailingStop > 0)  
         {                 
            if((OrderOpenPrice() - Ask) > (Point*TrailingStop))
            {
                  OrderModify(OrderTicket(), OrderOpenPrice(), OrderOpenPrice(), OrderTakeProfit(), 0, Red);
                  return(0);                                        
            }
         }
      }
   }
}