/*[[
        Name := ASC++ Expert
        Author := Copyright c 2004, Jens Daniel
        Link := 
        Notes := 
        Lots := 1
        Stop Loss := 0
        Take Profit := 200
        Trailing Stop := 0
]]*/
Defines: slippage(3),RISK(3),EntryStopLevel(10),EntryRange(27),TSLevel1(30),TSLevel2(60),SigValMin(5);
Variables: value2(0), value3(0), value10(10), value11(0), x1(70), x2(30), i1(0);
Variables: TrueCount(0), Counter(0), Range(0), AvgRange(0), MRO1(0), MRO2(0);
Variables: i(0),val1(0), val2(0), shift(0),t0(0),TradesOnSymbol(0),cnt1(0);
Variable : AvgRange3(0),trend2(0),price2(0),value30(0),dK2(0);
Variable : V1(0),V2(0),P1(9),n1(9),n2(49),V3(0),V4(0),P2(54),wprfast(0),wprslow(0),cnt(0);
Variable : bar(0),value(0),price(0),trend(0),dK(0), AvgRange2(0),WATR(0),StartBars(1),AveragePeriod(10),Reg(1);
Variable : ESLevel(0),vartime(0),SigValBuy(0),SigValSell(0),SigValBuy1(0),SigValSell1(0),timecntsell(0),timecntbuy(0);
array: nrtrr[10](0),nrtrg[10](0),nrtrwatrr[10](0),nrtrwatrg[10](0),ascsigbuy[30](0),ascsigsell[30](0),Table_value2[50,2](0);

t0 = StrToTime("2004.04.01 0:00");
if curtime>t0 then Begin

value10=3+RISK*2;
x1=67+RISK;
x2=33-RISK;
value11=value10;

//--------------------------------------------------------------------------------------------------------------------

       V1=iWPR(P1,cnt)*iWPR(P1,cnt)/100;
       V2=Ceil(V1);
       If V2<n1 then wprfast=V2;
	   If V2>n2 then wprfast=-(V2);
	   
	   V3=iWPR(P2,cnt)*iWPR(P2,cnt)/100;
       V4=Ceil(V3);
       If V4<n1 then wprslow=V4;
	   If V4>n2 then wprslow=-(V4);

//----------------------------------------------------------------------------------------------------------------------

AvgRange2=0;
for i=AveragePeriod DownTo 1 {
       dK = 1+(AveragePeriod-i)/AveragePeriod;
       AvgRange2=AvgRange2+ dK*Abs(High[i]-Low[i]);
       };
WATR = AvgRange2/AveragePeriod;

if Close[StartBars-1] > Open[StartBars-1] then {
   value = Close[StartBars - 1] * (1 - WATR);
   trend = 1;
   nrtrwatrg[0]= value;
   nrtrwatrr[0]= 0;
   };

if Close[StartBars-1] < Open[StartBars-1] then {
   value = Close[StartBars - 1] * (1 + WATR);
   trend = -1;
   nrtrwatrr[0]= value;
   nrtrwatrg[0]= 0;
   };


for bar = 50 downto 0 {
       
    if trend >= 0 then {
       if Close[bar] > price then price = Close[bar];
       value = price * (1 - WATR);
       if Close[bar] < value then {
          price = Close[bar];
          value = price * (1 + WATR);
          trend = -1;
          };
       }
    else
    if trend <= 0 then {
       if Close[bar] < price then price = Close[bar];
       value = price * (1 + WATR);
       if Close[bar] > value then {
          price = Close[bar];
          value = price * (1 - WATR);
          trend = 1;
          };
       };
    
if trend = -1 then {
       nrtrwatrr[bar]= value;
       nrtrwatrg[bar]= 0;
       };
if trend =  1 then {
       nrtrwatrg[bar]= value;
       nrtrwatrr[bar]= 0;
       };
}; 

//----------------------------------------------------------------------------------------------------

AvgRange3=0;
for i=1 To AveragePeriod {
    AvgRange3=AvgRange3 + Abs(High[i]-Low[i]);
    };
dK2 = AvgRange3/AveragePeriod;

if Close[0] > Open[0] then {
   value30 = Close[0] * (1 - dK2);
   trend2 = 1;
   nrtrg[0]= value30;
   nrtrr[0]=0;
   };
if Close[0] < Open[0] then {
   value30 = Close[0] * (1 + dK2);
   trend2 = -1;
   nrtrr[0]=value30;
   nrtrg[0]=0;
   };
for bar = 50 downto 0 {
    if trend2 >= 0 then {
       if Close[bar] > price2 then price2 = Close[bar];
       value30 = price2 * (1 - dK2);
       if Close[bar] < value30 then {
          price2 = Close[bar];
          value30 = price2 * (1 + dK2);
          trend2 = -1;
          };
       } 
    else 
    if trend2 <= 0 then {
       if Close[bar] < price2 then price2 = Close[bar];
       value30 = price2 * (1 + dK2);
       if Close[bar] > value30 then {
          price2 = Close[bar];
          value30 = price2 * (1 - dK2);
          trend2 = 1;
          };
       };
if trend2 = -1 then {
       nrtrr[bar]= value30;
       nrtrg[bar]= 0;
       };
if trend2 =  1 then {
       nrtrg[bar]= value30;
       nrtrr[bar]= 0;
       };
}; 

//----------------------------------------------------------------------------------------------------	
for shift=30 downto 0  Begin
	
        Counter=0;
        Range=0;
        AvgRange=0;
        For Counter=shift To shift+9
                {AvgRange=AvgRange+Abs(High[Counter]-Low[Counter]);
                };
        Range=AvgRange/10;
        Counter=shift;
        TrueCount=0;
        While Counter<shift+9 And TrueCount<1
                {If Abs(Open[Counter]-Close[Counter+1])>=Range*2.0 Then TrueCount=TrueCount+1;
                Counter=Counter+1;
                };
        If TrueCount>=1 Then MRO1=Counter Else MRO1=-1;
        Counter=shift;
        TrueCount=0;
        While Counter<shift+6 And TrueCount<1
                {If Abs(Close[Counter+3]-Close[Counter])>=Range*4.6 Then TrueCount=TrueCount+1;
                Counter=Counter+1;
                };
        If TrueCount>=1 Then MRO2=Counter Else MRO2=-1;
        If MRO1>-1 Then value11=3 Else value11=value10;
        If MRO2>-1 Then value11=4 Else value11=value10;
        value2=100-Abs(iWPR(value11,shift)); // PercentR(value11=9)
        Table_value2[shift,1]=shift;
	    Table_value2[shift,2]=value2;
	    
        
    
    value3=0;
		
	If value2<x2 Then
		{
		  i1=1;
		  While (Table_value2[shift+i1,2]>=x2 And Table_value2[shift+i1,2]<=x1)
			{
			i1=i1+1;
			};
		  If Table_value2[shift+i1,2]>x1 Then
			{
			value3=high[shift]+Range*0.5;
			val1=value3;
			val2=0;
			};
		 };
		
				
	If value2>x1 Then
		{
		  i1=1;
		   While (Table_value2[shift+i1,2]>=x2 And Table_value2[shift+i1,2]<=x1)
			  {
			  i1=i1+1;
			  };
		   If Table_value2[shift+i1,2]<x2 Then
		     {
			  value3=low[shift]-Range*0.5;
			  val2=value3;
			  val1=0;
			  };
		   };
		      
		 ascsigbuy[shift]=val2;
         ascsigsell[shift]=val1;          

end;

if ascsigsell[1]>0 and ascsigsell[0]>0 then
  {
   sigvalsell=Period;
   Timecntbuy=0;
   sigvalbuy=0;
   };
if ascsigbuy[1]>0 and ascsigsell[0]>0 then { 
    Timecntbuy=0;
    sigvalbuy=0;
    if timecntsell!=Minute then
		  {
		   SigValsell=sigvalsell+1;
		   timecntsell=Minute;
		  };
  };

if ascsigbuy[1]>0 and ascsigbuy[0]>0 then 
   {
   sigvalbuy=Period;
   Timecntsell=0;
   sigvalsell=0;
   }; 
if ascsigsell[1]>0 and ascsigbuy[0]>0 then
  {
  Timecntsell=0;
  sigvalsell=0;
  if timecntbuy!=Minute then
		  {
		   SigValbuy=Sigvalbuy+1;
		   timecntbuy=Minute;
		  };
  };

//----------------------------------------------------------------------------------------------------------



//----------------------------------------------------------------------------------------------------------
                
comment("ascbuy: ",ascsigbuy[0],"  ","buysigval: ",sigvalbuy,"\n",
"ascsell: ",ascsigsell[0],"  ","sellsigval: ",sigvalsell,"\n",
"nrtrwatrg[0]: ",nrtrwatrg[0],"  ","nrtrg[0]: ",nrtrg[0],"\n",
"nrtrwatrg[1]: ",nrtrwatrg[1],"  ","nrtrg[1]: ",nrtrg[1],"\n",
"nrtrwatrr[0]: ",nrtrwatrr[0],"  ","nrtrr[0]: ",nrtrr[0],"\n",
"nrtrwatrr[1]: ",nrtrwatrr[1],"  ","nrtrr[1]: ",nrtrr[1],"\n",
"wprfast: ",wprfast,"  ","wprslow :",wprslow,"\n",
"Range: ",Normalize(range/point,0));


//----------------------------------------------------------------------------------------------------------


TradesOnSymbol=0;

for cnt1=1 to TotalTrades 
    { 
    if (OrderValue(cnt1,VAL_TYPE)=OP_SELLSTOP or OrderValue(cnt1,VAL_TYPE)=OP_BUYSTOP or
        OrderValue(cnt1,VAL_TYPE)=OP_SELLLIMIT or OrderValue(cnt1,VAL_TYPE)=OP_BUYLIMIT or
        OrderValue(cnt1,VAL_TYPE)=OP_BUY or OrderValue(cnt1,VAL_TYPE)=OP_SELL) and  
        OrderValue(cnt1,VAL_SYMBOL)=Symbol then TradesOnSymbol=TradesOnSymbol+1;
    };
    

If TradesOnSymbol=0 then begin

//BuySetup-----------------------------------------------------------------------------------------------

if ascsigbuy[0]<>0 then {
  if wprfast>0 then {
    if wprslow>=0  then {
      if range<EntryRange*point and Table_value2[0,2]>x1 and sigvalbuy>sigvalmin then {
        if nrtrwatrg[0]>0 or ask>nrtrwatrr[0] then {   
        SetOrder(OP_BUYSTOP,lots,ask+EntryStopLevel*point,Slippage,nrtrwatrg[1],ask+EntryStopLevel*point+TakeProfit*Point,lime);
		vartime=TimeHour(time);
		exit;
		};
      };
    };
  };
};
   
//SellSetup-----------------------------------------------------------------------------------   
   
if ascsigsell[0]<>0 then {
  if wprfast<0 then {
    if wprslow<=0  then {
      if range<EntryRange*Point and Table_value2[0,2]<x2 and sigvalsell>sigvalmin then {
        if nrtrwatrr[0]>0 or bid<nrtrwatrg[0] then {
        SetOrder(OP_SELLSTOP,lots,bid-EntryStopLevel*point,Slippage,nrtrwatrr[1],bid-EntryStopLevel*point-TakeProfit*Point,red);
        vartime=TimeHour(time);
        exit;
      	};
      };
    };
  };
};

end;   


//Trademanagment-------------------------------------------------------------------------------   


for i=1 to TotalTrades {   
    
    if ascsigbuy[0]<>0 then {
      if wprfast>0 then {
        
        if ord(i,VAL_TYPE)=OP_SELLSTOP then {
			deleteorder(ord(i,VAL_TICKET),red);
			exit;
			};
        if ord(i,VAL_TYPE)=OP_SELL then {
                CloseOrder(ord(i,VAL_TICKET),ord(i,VAL_LOTS),bid,slippage,red);
                exit;
                };
         };
       };

    if ascsigsell[0]<>0 then {
      if wprfast<0 then {
      
   		if ord(i,VAL_TYPE)=OP_BUYSTOP then {
   			DeleteOrder(ord(i,VAL_TICKET),lime);
   			exit;
   			};
   			if ord(i,VAL_TYPE)=OP_BUY then {
            CloseOrder(ord(i,VAL_TICKET),ord(i,VAL_LOTS),ask,slippage,lime);
            exit; 
            };
         
   	  };
   	};
  
 If ord(i,VAL_TYPE)=OP_BUYSTOP then
   {
    if timehour(time)!= vartime then
      {
       if high[2]>high[1] then
         {
          ModifyOrder(OrderValue(i,VAL_TICKET),OrderValue(i,VAL_OPENPRICE)-(high[2]-high[1]),
                      OrderValue(i,VAL_STOPLOSS),OrderValue(i,VAL_TAKEPROFIT),Red);
          vartime=TimeHour(time);
         };
      };
   };
   
  
  If ord(i,VAL_TYPE)=OP_SELLSTOP then
   {
    if timehour(time)!= Vartime then
      {
       if Low[2]<low[1] then
         {
          ModifyOrder(OrderValue(i,VAL_TICKET),OrderValue(i,VAL_OPENPRICE)+(low[1]-LOW[2]),
                      OrderValue(i,VAL_STOPLOSS),OrderValue(i,VAL_TAKEPROFIT),Red);
          vartime=TimeHour(time);
         };
      };
   };
  
 
  
  
  If ord(i,VAL_TYPE)=OP_BUY then   
    {
    if OrderValue(i,VAL_STOPLOSS)=0 then
	   {
       ModifyOrder(OrderValue(i,VAL_TICKET),OrderValue(i,VAL_OPENPRICE),
                   nrtrwatrg[1],OrderValue(i,VAL_TAKEPROFIT),Red);
            
       };
    };
 	
  If ord(i,VAL_TYPE)=OP_SELL then   
     {
     If OrderValue(i,VAL_STOPLOSS)=0 then
	      {
     	  ModifyOrder(OrderValue(i,VAL_TICKET),OrderValue(i,VAL_OPENPRICE),
                      nrtrwatrr[1],OrderValue(i,VAL_TAKEPROFIT),Red);
 		  };
      
      };
  
   
  If ord(i,VAL_TYPE)=OP_BUY then   
    {
    If (Bid-OrderValue(i,VAL_OPENPRICE))>(Point*TSLevel1) and (Bid-OrderValue(i,VAL_OPENPRICE))<(Point*TSLevel2) then
    {
    if OrderValue(i,VAL_STOPLOSS)<nrtrwatrg[1] then
	   {
       ModifyOrder(OrderValue(i,VAL_TICKET),OrderValue(i,VAL_OPENPRICE),
                   nrtrwatrg[1],OrderValue(i,VAL_TAKEPROFIT),Red);
            
       };
    }; 
 	};
 	
  If ord(i,VAL_TYPE)=OP_SELL then   
     {
     If (OrderValue(i,VAL_OPENPRICE)-Ask)>(Point*TSLevel1) and (OrderValue(i,VAL_OPENPRICE)-Ask)<(Point*TSLevel2) then
      {
      If OrderValue(i,VAL_STOPLOSS)>nrtrwatrr[1] then
	      {
     	  ModifyOrder(OrderValue(i,VAL_TICKET),OrderValue(i,VAL_OPENPRICE),
                      nrtrwatrr[1],OrderValue(i,VAL_TAKEPROFIT),Red);
 		  };
       };
      }; 
      
         
  If ord(i,VAL_TYPE)=OP_BUY then   
    {
    If (Bid-OrderValue(i,VAL_OPENPRICE))>(Point*TSLevel2) then
    {
    if OrderValue(i,VAL_STOPLOSS)<nrtrg[1] then
	   {
       ModifyOrder(OrderValue(i,VAL_TICKET),OrderValue(i,VAL_OPENPRICE),
                   nrtrg[1],OrderValue(i,VAL_TAKEPROFIT),Red);
            
       };
    }; 
 	};
 	
  If ord(i,VAL_TYPE)=OP_SELL then   
     {
     If (OrderValue(i,VAL_OPENPRICE)-Ask)>=(Point*TSLevel2) then
      {
      If OrderValue(i,VAL_STOPLOSS)>nrtrr[1] then
	      {
     	  ModifyOrder(OrderValue(i,VAL_TICKET),OrderValue(i,VAL_OPENPRICE),
                      nrtrr[1],OrderValue(i,VAL_TAKEPROFIT),Red);
 		  };
       };
      };
  
};
end;