/*[[
Name    := Daily Trading
Author    := Copyright © 2005, afahmic
Notes    := Inspired by autofx's SimpleEagle expert. 
		:= This is a modified version to run on 15minute chart for increased accuracy
		:= it still trades according to the daily values, but has the precision of the
		:= 15minute chart for the purpose of backtesting.
		:= results differ dramatically from version that runs on daily chart
     	:= Attach to M15 chart, to almost all pairs (except EURGBP/EURCHF due to their low volatility),
Lots    := 1
Stop Loss   := 15
Take Profit   := 150
Trailing Stop := 30
]]*/
Defines: Leverage(10),
  EntryPips(50),
  DirPips(25),
  TailPips(25),
  MoneyManagement(0),
  EnableTS(0);

Var:  LotSize(10000),
  Slippage(5),
  LotMax(50),
  MinSpread(12),
  MultiPairs(1),
  MinMargin(50),
  LotMM(1),
  CurrentPairTrades(0),
  SellColor("Red"),
  BuyColor("Yellow"),
  cnt(0);
var: v1(0),v2(0),v3(0),v4(0),v5(0),v6(0),v7(0),v8(0),v9(0),v10(0),hi(0),lo(0),opn(0),cls(0),allow(0);

If Period != 15 Then Exit;

If TimeYear(Time[0]) < 2004 then Exit;
// INTERBANKFX LOT COMPOUNDING ==========================

If  MoneyManagement <> 0 then {
LotMM = (FreeMargin*Leverage/LotSize);
If  LotMM < 2 then {
 LotMM = Lots;
}
If  LotMM = 2 then {
 LotMM = 2;
}
If  LotMM > 2 and LotMM < 10 then {
 LotMM = Ceil(FreeMargin*Leverage/LotSize)-1;
}
If  LotMM >= 10 and LotMM < 15 then {
 LotMM =  10;
}
If  LotMM >= 15 and LotMM < 20 then {
 LotMM =  15;
}
If  LotMM >= 20 and LotMM < 25 then {
 LotMM =  20;
}
If  LotMM >= 25 and LotMM < 30 then {
 LotMM =  25;
}
If  LotMM >= 30 and LotMM < 35 then {
 LotMM =  30;
}
If  LotMM >= 35 and LotMM < 40 then {
 LotMM =  35;
}
If  LotMM >= 40 and LotMM < 45 then {
 LotMM =  40;
}
If  LotMM >= 45 and LotMM < LotMax then {
 LotMM =  45;
}
If  LotMM >= LotMax then {
 LotMM =  LotMax;
}
}
Else {
LotMM = Lots;
}

// calculations for 15min charts
// based on previous 15min bar instead of current, just to avoid any weirdnesses with the backtesting engine.
v1 = Mod(Time[0],86400)/900; // number of 15minute periods elapsed since midnight
// NOTE: This are effectively the DAILY values
lo = Low[Lowest(MODE_LOW,v1,v1)];
cls = Close[0];
opn = Open[v1]; 
hi =  High[Highest(MODE_HIGH,v1,v1)];
If(Mod(Time[0],86400) = 0) Then
{
	allow = 1; // this stops it from making more than one trade per day.
}
//Print("v1: ", v1, " hi: ", hi, " lo: ", lo, " cls: ", cls, " opn: ", opn);
//

// MULTIPAIRS OPTION ====================================

CurrentPairTrades = 0;

If MultiPairs = 1 then {
For cnt = 1 to TotalTrades {
 If Ord(cnt, VAL_SYMBOL) = Symbol then {
  CurrentPairTrades = CurrentPairTrades+1;
 }
}
}
Else {
CurrentPairTrades = TotalTrades;
}
// MODIFY ORDER =========================================

If EnableTS = 1 then 
{
	If  CurrentPairTrades > 0 then 
	{
 		For cnt = 1 to TotalTrades 
 		{
  			If  Ord(cnt, VAL_SYMBOL) = Symbol then 
  			{
   				If  Ord(cnt, VAL_TYPE) = OP_SELL and Ord(cnt, VAL_STOPLOSS) > Bid+(EntryPips+DirPips)*Point then //Bid+TrailingStop*Point  then 
   				{
     				ModifyOrder(Ord(cnt, VAL_TICKET),Ord(cnt, VAL_OPENPRICE),
     				//	Bid+TrailingStop*Point,Ord(cnt,VAL_TAKEPROFIT),SellColor);
      					Bid+(EntryPips+DirPips)*Point,Bid-TakeProfit*Point,SellColor);
   				}
   				If  Ord(cnt, VAL_TYPE) = OP_BUY and Ord(cnt, VAL_STOPLOSS) < Ask-(EntryPips+DirPips)*Point then //Ask-TrailingStop*Point then
   				{
     				ModifyOrder(Ord(cnt, VAL_TICKET),Ord(cnt, VAL_OPENPRICE),
     				//	Ask-TrailingStop*Point,Ord(cnt,VAL_TAKEPROFIT),BuyColor);
      					Ask-(EntryPips+DirPips)*Point,Ask+TakeProfit*Point,BuyColor);
   				}
  			}
 		}
	}
}
// CLOSE ORDER ==========================================

If  CurrentPairTrades > 0 then 
{
// calculate the number of periods since 00:00
	//If (Mod(Time[0],86400) = 0) Then
	//{
	 // it'll be between 0 and 95
	//}

	For cnt = 1 to TotalTrades 
	{
 		If  Ord(cnt, VAL_SYMBOL) = Symbol then 
 		{
  			If  Ord(cnt, VAL_TYPE) = OP_SELL then 
  			{
   				If (cls-lo  >= EntryPips*Point and
     				opn-lo  >= TailPips*Point and
     				cls-opn >= DirPips*Point and
     				cls-opn <= EntryPips*Point) or Hour = 23 then 
     			{
     				CloseOrder(Ord(cnt, VAL_TICKET),Ord(cnt, VAL_LOTS),Ord(cnt, VAL_CLOSEPRICE),Slippage,Red);
     				If MultiPairs = 1 then
      					CurrentPairTrades = CurrentPairTrades-1;
   				}
  			}
  			If  Ord(cnt, VAL_TYPE) = OP_BUY then 
	  		{
   				If (hi-Ask >= EntryPips*Point and
   		  			hi-opn  >= TailPips*Point and
     				opn-Ask >= DirPips*Point and
     				opn-Ask <= EntryPips*Point) or Hour = 23 then 
     			{
     				CloseOrder(Ord(cnt, VAL_TICKET),Ord(cnt, VAL_LOTS),Ord(cnt, VAL_CLOSEPRICE),Slippage,Yellow);
     				If MultiPairs = 1 then
      					CurrentPairTrades = CurrentPairTrades-1;
   				}
  			}
    	}
   	}
}
// SET ORDER ============================================

If  (CurrentPairTrades < 1 and Ask-Bid <= MinSpread*Point 
		and FreeMargin >= MinMargin and Hour < 18 and DirPips >  0 and allow = 1) then 
{
 	If  (hi-Ask >= EntryPips*Point and
  		hi-opn  >= TailPips*Point and
  		opn-Ask >= DirPips*Point and
  		opn-Ask <= EntryPips*Point) then 
  	{
  		//Print("Sell: ",cls);
   		SetOrder(OP_SELL,LotMM,Bid,Slippage,Bid+(EntryPips+DirPips)*Point,Bid-TakeProfit*Point,Red);
   		//SetOrder(OP_SELL,LotMM,Bid,Slippage,Bid+StopLoss*Point,Bid-TakeProfit*Point,Red);
   		allow = 0;
   		Exit;
 	}
 	If  (Ask-lo  >= EntryPips*Point and
  		opn-lo  >= TailPips*Point and
  		Ask-opn >= DirPips*Point and
  		Ask-opn <= EntryPips*Point) then 
  	{
  		//Print("Buy: ",Close[0]);
   		SetOrder(OP_BUY,LotMM,Ask,Slippage,Ask-(EntryPips+DirPips)*Point,Ask+TakeProfit*Point,Yellow);
   		//SetOrder(OP_BUY,LotMM,Ask,Slippage,Ask-StopLoss*Point,Ask+TakeProfit*Point,Yellow);
   		allow = 0;
   		Exit;
 	}
};