//+-------------------------------------------------------------------+
//|                                                TurtleTrading2.mq4 |
//|                             Copyright © 2009, My Millionaire Goal |
//|                                                                   |
//+-------------------------------------------------------------------+
#property copyright "Copyright © 2009, My Millionaire Goal"
#property link      "http://www.mymillionairegoal.com"

//---- input parameters
extern int enterCount = 55;
extern int exitCount = 20;
extern int riskPercent = 2;
extern int NMultiple = 2;
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
datetime Time0 = 0;

int start()
  {
//----
   static double highToBreak;
   static double lowToBreak;
   static double buyExitPrice;
   static double sellExitPrice;
   static double prevN, N;
   static double lots;
   int ticket, cnt;
   
   if (Time0 != Time[0])            //Calculate N at the start of each day
   {
      if (OrdersTotal() == 0)
      {  //N = calculateN(prevN);   
         //prevN = N;
         N = NMultiple*0.5*iATR(NULL, 0, 20, 1);
         highToBreak = High[iHighest(NULL, 0, MODE_HIGH, enterCount, 1)];
         lowToBreak = Low[iLowest(NULL, 0, MODE_LOW, enterCount, 1)];
         lots = NormalizeDouble((0.005*riskPercent*AccountFreeMargin()*Point)/N, 2);
      }      
   }

   Time0 = Time[0];

      buyExitPrice = Low[iLowest(NULL, 0, MODE_LOW, exitCount, 1)];
      sellExitPrice = High[iHighest(NULL, 0, MODE_HIGH, exitCount, 1)];
         
//   if (useEA)
//   {
      cnt = OrdersTotal();
      
      if (cnt > 0)
      {
         OrderSelect(0, SELECT_BY_POS, MODE_TRADES); 
         if ((OrderType() == OP_BUY && Bid < buyExitPrice) || (OrderType() == OP_SELL && Ask > sellExitPrice))
         {
            CloseAllTrades();
            highToBreak = 10000;
            lowToBreak = -1;
         }
      }
      
      if (Ask > highToBreak && iMA(NULL, 0, 50, 0, MODE_SMA, PRICE_CLOSE, 0) > iMA(NULL, 0, 200, 0, MODE_SMA, PRICE_CLOSE, 0))
      {

         if (cnt == 0)
            ticket = OrderSend(Symbol(), OP_BUY, lots, Ask, 3, Ask - 2*N, 0, "First", 1729, 0, Green); 
         else if (cnt < 4 && Ask > highToBreak + 0.5*N*cnt)
         {
            ticket = OrderSend(Symbol(), OP_BUY, lots, Ask, 3, highToBreak + 0.5*N*cnt - 2*N, 0, "Pyramid", 1729, 0, Green); 
            if (ticket < 0)
            {
               Print("ERROR: Buy/Pyramid Order Failed with error # ", GetLastError(), ", n= ", cnt);
               //useEA = false;
               return(0);
            }else
            {
            
               ModifyAllTrades(1729, highToBreak + 0.5*N*cnt - 2*N);                     
            }
         }
      }
      
      if (Bid < lowToBreak && iMA(NULL, 0, 50, 0, MODE_SMA, PRICE_CLOSE, 0) < iMA(NULL, 0, 200, 0, MODE_SMA, PRICE_CLOSE, 0))
      {
         if (cnt == 0)
            ticket = OrderSend(Symbol(), OP_SELL, lots, Bid, 3, Bid + 2*N, 0, "First", 1729, 0, Red); 
         else if (cnt < 4 && Bid < lowToBreak - 0.5*N*cnt)
         {
            ticket = OrderSend(Symbol(), OP_SELL, lots, Bid, 3, lowToBreak - 0.5*N*cnt + 2*N, 0, "Pyramid", 1729, 0, Red); 
            if (ticket < 0)
            {
               Print("ERROR: Sell/Pyramid Order Failed with error # ", GetLastError(), ", n= ", cnt);
               //useEA = false;
               return(0);
            }else
            {            
               ModifyAllTrades(1729, lowToBreak - 0.5*N*cnt + 2*N);
            }
         }
      }                        
//   }
   
   
//----
   return(0);
  }
//+------------------------------------------------------------------+


bool ModifyAllTrades(int MagicNumber, double StopPrice)
{
   
   int cnt;
               
   cnt = OrdersTotal() - 1;
               
   while (cnt > 0)
   {
      OrderSelect(cnt-1, SELECT_BY_POS, MODE_TRADES);
      if (OrderMagicNumber() == MagicNumber)
      {
         if (!OrderModify(OrderTicket(), OrderOpenPrice(), StopPrice, 0, 0, Blue))
         {
            Print("Total = ", OrdersTotal(), ". Order # ", cnt, " failed to modify. Error Code: ", GetLastError(), " Order Comment ", OrderComment());
            return (false);
         }
      }
                  
      cnt--;                  
   }
   return (true);
}


double calculateN(double prevN)
{

   if (prevN == 0)
   {
      int cnt;
      double N, range, sum;
      
      for (cnt = 1; cnt < 21; cnt++)
      {
         range = MathMax(High[cnt]-Low[cnt], MathMax(High[cnt] - Close[cnt + 1], Close[cnt + 1] - Low[cnt]));
         sum = sum + range;
      }   
      
      prevN = NormalizeDouble(sum/20, 4);
   }

   
   range = MathMax(High[1]-Low[1], MathMax(High[1] - Close[2], Close[2] - Low[1]));
   N = NormalizeDouble((19*prevN + range)/20, 4);

   return (N);
}

void CloseAllTrades()
{
   
   int cnt;
               
   cnt = OrdersTotal();
               
   while (cnt > 0)
   {
      OrderSelect(cnt-1, SELECT_BY_POS, MODE_TRADES);
      if (OrderType() == OP_BUY)
      {
         OrderClose(OrderTicket(), OrderLots(), Bid, 3, Blue);
      }else if (OrderType() == OP_SELL)
      {
         OrderClose(OrderTicket(), OrderLots(), Ask, 3, Yellow);
      }
                  
      cnt--;                  
   }
   Print("All orders closed");                                    
}