#property copyright "Copyright © 2009, Juan Cruz Baudino"
#property link      "http://www.cacus.com.ar"

extern string Par1 = "EURUSD";
extern string Par2 = "GBPUSD";
extern int margenGanancia = 100;
extern int margenPerdida = 20;
extern double Size = 0.1;

int start()
  {
   double deposito = AccountBalance();
   static datetime MarcaTiempo = 0;
   static int ticket1,ticket2,ticket3,ticket4;
   datetime NuevaTiempo = Time[0];
   double margen1,margen2,margenTotal,equidad;
   bool orden1,orden2,orden3,orden4;
   int profit1,profit2,profit3,profit4,profitpar1,profitpar2;
   
   
         //-------------------
      //ESCRIBO EN PANTALLA
      
      equidad = AccountEquity();
      OrderSelect(ticket1, SELECT_BY_TICKET);
      profit1=OrderProfit();
      OrderSelect(ticket2, SELECT_BY_TICKET);
      profit2=OrderProfit();
      margen1=profit1+profit2; // MARGEN DE LAS PRIMERAS DOS
        
      OrderSelect(ticket3, SELECT_BY_TICKET);
      profit3=OrderProfit();
      OrderSelect(ticket4, SELECT_BY_TICKET);
      profit4=OrderProfit();
      margen2=profit3+profit4; // MARGEN DE LAS SEGUNDAS
      
      if (stage()==1) 
      {
      Comment(
      "\n---------",
      "\nDeposito inicial:",deposito,
      "\nEquidad actual:",equidad,
      "\nOperando en Lotes:",Size,
      "\nMargen de la primer pareja: ",margen1,
      "\nMargen de la segunda pareja:",margen2,
      "\nEsperando a cerrar algun par en profit.",
      "\n---------\n");
      }

      if (stage()==2) {
      Comment(
      "\n---------",
      "\nDeposito inicial:",deposito,
      "\nEquidad actual:",equidad,
      "\nOperando en Lotes:",Size,
      "\nMargen de la primer pareja: ",margen1,
      "\nMargen de la segunda pareja:",margen2,
      "\nEsperando a cerrar el cuarteto con menor pérdida.",
      "\n---------\n");}
      
      if (!AlreadyOpen()) {
      Comment(
      "\n---------",
      "\nDeposito inicial:",deposito,
      "\nEquidad actual:",equidad,
      "\nOperando en Lotes:",Size,
      //"\nMargen de la primer pareja: ",margen1,
      //"\nMargen de la segunda pareja:",margen2,
      "\nEsperando a abrir operaciones.",
      "\n---------\n");}
      //Print ON SCREEN
      //-------------------           


if(MarcaTiempo != NuevaTiempo)
{
double Bid1   =MarketInfo(Par1,MODE_BID);
double Ask1   =MarketInfo(Par1,MODE_ASK);
double Bid2   =MarketInfo(Par2,MODE_BID);
double Ask2   =MarketInfo(Par2,MODE_ASK);

if(AlreadyOpen()==false) // check for the orders to be opened already
      {  
      orden1=false; orden2=false; orden3=false; orden4=false;
      for (int i=0;i<OrdersTotal();i++)
         {
         OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
         if (OrderMagicNumber()==1){orden1=true;}
         if (OrderMagicNumber()==2){orden2=true;}
         if (OrderMagicNumber()==3){orden3=true;}
         if (OrderMagicNumber()==4){orden4=true;}
         }
      //Open all the 4 Orders
      //first pair
      if (!orden1){ticket1=OrderSend(Par1,OP_BUY,Size,Ask1,5,0,0,"COMPRA primer par, "+Par1,1,0,Green);}
      if (!orden2){ticket2=OrderSend(Par2,OP_SELL,Size,Bid2,5,0,0,"VENTA primer par, "+Par2,2,0,Red);}
  
      //second pair
      if (!orden3){ticket3=OrderSend(Par2,OP_BUY,Size,Ask2,5,0,0,"COMPRA segundo par, "+Par2,3,0,Green);}
      if (!orden4){ticket4=OrderSend(Par1,OP_SELL,Size,Bid1,5,0,0,"VENTA segundo par, "+Par1,4,0,Red);}
      }



// NOW I START FOLLOWING BOTH PAIRS OF ORDERS...

if(AlreadyOpen()) // verify that the 4 orders are Open
		{  
         if (stage()==1) //only if i haven't already closed a pair before...
            {
            for (i=0;i<OrdersTotal();i++)
              {
               OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
               if (OrderMagicNumber()==1){ticket1=OrderTicket();}
               if (OrderMagicNumber()==2){ticket2=OrderTicket();}
               if (OrderMagicNumber()==3){ticket3=OrderTicket();}
               if (OrderMagicNumber()==4){ticket4=OrderTicket();}
              }
            OrderSelect(ticket1, SELECT_BY_TICKET);
            profit1=OrderProfit();
            OrderSelect(ticket2, SELECT_BY_TICKET);
            profit2=OrderProfit();
            margen1=profit1+profit2; // MARGEN DE LAS PRIMERAS DOS
        
            OrderSelect(ticket3, SELECT_BY_TICKET);
            profit3=OrderProfit();
            OrderSelect(ticket4, SELECT_BY_TICKET);
            profit4=OrderProfit();
            margen2=profit3+profit4; // MARGEN DE LAS SEGUNDAS
        
             if ((margen1>margen2) && (margen1>=margenGanancia)) // if the margin of the first pair is > and it reaches the higher margin the i close this pair in profit...
                {
                OrderClose(ticket1,Size,Bid,3,Red);
                OrderClose(ticket2,Size,Ask,3,Red);
                ticket1=OrderSend(Par1,OP_BUY,Size,Ask1,5,0,0,"COMPRA primer par, "+Par1,1,0,Green);
                ticket2=OrderSend(Par2,OP_SELL,Size,Bid2,5,0,0,"VENTA primer par, "+Par2,2,0,Red);
               }
             if ((margen2>margen1) && (margen2>=margenGanancia)) // is margin of the second pair is > and it reaches the higher margin...
                {
                OrderClose(ticket3,Size,Bid,3,Red);
                OrderClose(ticket4,Size,Ask,3,Red);
                ticket3=OrderSend(Par2,OP_BUY,Size,Ask2,5,0,0,"COMPRA segundo par, "+Par2,3,0,Green);
                ticket4=OrderSend(Par1,OP_SELL,Size,Bid1,5,0,0,"VENTA segundo par, "+Par1,4,0,Red);
               }
            }
         if (stage()==2 && AlreadyOpen()) //if i already closed the other pair with benefits, then i wait for both pairs to come back till the lower margin.
            {
            OrderSelect(ticket1, SELECT_BY_TICKET);
            profit1=OrderProfit();
            OrderSelect(ticket2, SELECT_BY_TICKET);
            profit2=OrderProfit();
            margen1=profit1+profit2;
            OrderSelect(ticket3, SELECT_BY_TICKET);
            profit3=OrderProfit();
            OrderSelect(ticket4, SELECT_BY_TICKET);
            profit4=OrderProfit();
            margen2=profit3+profit4;             
            margenTotal=margen1+margen2;
            if(margenTotal<=(margenPerdida*(-1))) //if margin between both pairs reachs the low margin then we close all the orders.
               {
               OrderClose(ticket1,Size,Bid,3,Red);
               OrderClose(ticket2,Size,Ask,3,Red);
               OrderClose(ticket3,Size,Bid,3,Red);
               OrderClose(ticket4,Size,Ask,3,Red);
               }
               
               
            }
		}
     MarcaTiempo = NuevaTiempo;
   }
   return(0);
  }
  
bool AlreadyOpen()
{
bool orden1,orden2,orden3,orden4;
for (int i=0;i<OrdersTotal();i++)
   {
   OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
   if (OrderMagicNumber()==1){orden1=true;}
   if (OrderMagicNumber()==2){orden2=true;}
   if (OrderMagicNumber()==3){orden3=true;}
   if (OrderMagicNumber()==4){orden4=true;}
   }
if (orden1 && orden2 && orden3 && orden4){return(true);}
return(false);
}

int stage() //stage 1 means waiting for closing a pair with profit, stage 2 means waiting for correlation to come back
{
int profit1,profit2,profit3,profit4;
for (int i=0;i<OrdersTotal();i++)
   {
   OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
   if (OrderMagicNumber()==1){profit1=OrderProfit();}
   if (OrderMagicNumber()==2){profit2=OrderProfit();}
   if (OrderMagicNumber()==3){profit3=OrderProfit();}
   if (OrderMagicNumber()==4){profit4=OrderProfit();}
   }  
int margen1=profit1+profit2;
int margen2=profit3+profit4;
int margenTotal=margen1+margen2;
if (margenTotal<(margenPerdida*(-1))){return(2);}
return(1);
}