#property copyright "Copyright © 2009, Juan Cruz Baudino."
#property link      ""

extern string   Pair1       = "EURUSD";
extern string   Pair2       = "GBPUSD";
extern int      PipsTrigger = 50;
extern int      PipsInGain  = 10;
extern int      MaxLoss     = 50;
extern double   Size        = 0.1;
extern int      MagicNumber = 1400;
extern int      slip        = 5;


int init(){return(0);}
int deinit(){return(0);}
int start()
  {
   double deposito = AccountBalance();
   double margen1,margen2,margenTotal;
   double equidad = AccountEquity();
   int ticket1,ticket2,ticket3,ticket4;
   bool orden1=false,orden2=false,orden3=false,orden4=false;
   double profit1,profit2,profit3,profit4,profitpar1,profitpar2;
   
   int spread1=MarketInfo(Pair1,MODE_SPREAD); //calculate the spreads
   int spread2=MarketInfo(Pair2,MODE_SPREAD);
   double margenPerdida=PipsTrigger-spread1-spread2-PipsInGain; //calculate minimal loss margin
   
   //bid and ask for both pairs
   double Bid1   =MarketInfo(Pair1,MODE_BID);
   double Ask1   =MarketInfo(Pair1,MODE_ASK);
   double Bid2   =MarketInfo(Pair2,MODE_BID);
   double Ask2   =MarketInfo(Pair2,MODE_ASK);
   
   
   
     //Look for the opened orders  ---------------------------------------------------------------------------
     orden1=false;orden2=false;orden3=false;orden4=false;
     for (int i=0;i<OrdersTotal();i++)
              {
               OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
               if (OrderMagicNumber()==MagicNumber+1){orden1=true;ticket1=OrderTicket();}
               if (OrderMagicNumber()==MagicNumber+2){orden2=true;ticket2=OrderTicket();}
               if (OrderMagicNumber()==MagicNumber+3){orden3=true;ticket3=OrderTicket();}
               if (OrderMagicNumber()==MagicNumber+4){orden4=true;ticket4=OrderTicket();}
              }
      //-------------------------------------------------------------------------------------------------------
      
     //Check for first couple health
      if (orden1 && orden2)
         {
         bool couple1Health=true;
         OrderSelect(ticket1, SELECT_BY_TICKET);
         profit1=(Ask1-OrderOpenPrice())/Point;
         OrderSelect(ticket2, SELECT_BY_TICKET);
         profit2=(OrderOpenPrice()-Bid2)/Point;
         margen1=(profit1+profit2-spread1-spread2);
         }
      else{couple1Health=false;}
      
      //Second couple health...
      if (orden3 && orden4)
         {
         bool couple2Health=true;
         OrderSelect(ticket3, SELECT_BY_TICKET);
         profit3=(Ask2-OrderOpenPrice())/Point;
         OrderSelect(ticket4, SELECT_BY_TICKET);
         profit4=(OrderOpenPrice()-Bid1)/Point;
         margen2=(profit3+profit4-spread1-spread2);
         }
      else{couple2Health=false;}
      
   //double DivValue=iCustom(NULL,NULL,"HedgingHedge Correlation",30,"",Pair1,Pair2,"","PERIOD_M1",0,0);
   
   //-------------------
   //Print ON SCREEN   
   string line1 = "Initial Balance: " + DoubleToStr(deposito,2);
   string line2 = "Equity: " + DoubleToStr(equidad,2);
   string line3 = "Lots: " + DoubleToStr(Size,2);
   if (couple1Health){string line4 = "First couple OPEN, Profit: " + DoubleToStr(margen1,0);}else{line4 = "First couple CLOSED";}
	if (couple2Health){string line5 = "Second couple OPEN, Profit: " + DoubleToStr(margen2,0);}else{line5 = "Second couple CLOSED";}
	if (couple2Health&&!couple1Health) string line6 = "Current profit: " + DoubleToStr((PipsTrigger+margen2),0);
	if (!couple2Health&&couple1Health)        line6 = "Current profit: " + DoubleToStr((PipsTrigger+margen1),0);
	if (couple2Health&&couple1Health)         line6 = "Current profit: " + DoubleToStr((margen1+margen2),0);
	
	ObjectCreate("Line1",OBJ_LABEL,0,0,0); //Create line1
	ObjectSetText("Line1",line1,12,"Arial",White);//Style
	ObjectSet("Line1",OBJPROP_XDISTANCE,10);//X
	ObjectSet("Line1",OBJPROP_YDISTANCE,12);//Y
	ObjectSet("Line1",OBJPROP_CORNER,1);//Corner
	
	ObjectCreate("Line2",OBJ_LABEL,0,0,0); //Create line1
	ObjectSetText("Line2",line2,12,"Arial",White);//Style
	ObjectSet("Line2",OBJPROP_XDISTANCE,10);//X
	ObjectSet("Line2",OBJPROP_YDISTANCE,32);//Y
	ObjectSet("Line2",OBJPROP_CORNER,1);//Corner
	
	ObjectCreate("Line3",OBJ_LABEL,0,0,0); //Create line1
	ObjectSetText("Line3",line3,12,"Arial",White);//Style
	ObjectSet("Line3",OBJPROP_XDISTANCE,10);//X
	ObjectSet("Line3",OBJPROP_YDISTANCE,52);//Y
	ObjectSet("Line3",OBJPROP_CORNER,1);//Corner
	
	ObjectCreate("Line4",OBJ_LABEL,0,0,0); //Create line1
	ObjectSetText("Line4",line4,12,"Arial",White);//Style
	ObjectSet("Line4",OBJPROP_XDISTANCE,10);//X
	ObjectSet("Line4",OBJPROP_YDISTANCE,72);//Y
	ObjectSet("Line4",OBJPROP_CORNER,1);//Corner
	
	ObjectCreate("Line5",OBJ_LABEL,0,0,0); //Create line1
	ObjectSetText("Line5",line5,12,"Arial",White);//Style
	ObjectSet("Line5",OBJPROP_XDISTANCE,10);//X
	ObjectSet("Line5",OBJPROP_YDISTANCE,92);//Y
	ObjectSet("Line5",OBJPROP_CORNER,1);//Corner
	
	ObjectCreate("Line6",OBJ_LABEL,0,0,0); //Create line1
	ObjectSetText("Line6",line6,12,"Arial",White);//Style
	ObjectSet("Line6",OBJPROP_XDISTANCE,10);//X
	ObjectSet("Line6",OBJPROP_YDISTANCE,112);//Y
	ObjectSet("Line6",OBJPROP_CORNER,1);//Corner
   //Print ON SCREEN
   //-------------------           

   //condition to open the first HEDGE
      if (!orden1 && !orden2 && !orden3 && !orden4)
         {
         ticket1=OrderSend(Pair1,OP_BUY,Size,Ask1,slip,0,0,"COMPRA primer par, "+Pair1,MagicNumber+1,0,Green);
         ticket2=OrderSend(Pair2,OP_SELL,Size,Bid2,slip,0,0,"VENTA primer par, "+Pair2,MagicNumber+2,0,Red);
         ticket3=OrderSend(Pair2,OP_BUY,Size,Ask2,slip,0,0,"COMPRA segundo par, "+Pair2,MagicNumber+3,0,Green);
         ticket4=OrderSend(Pair1,OP_SELL,Size,Bid1,slip,0,0,"VENTA segundo par, "+Pair1,MagicNumber+4,0,Red);
         }
         
   //recheck for residual to happen and close everything that's not right
   if (orden1 && !orden2){OrderClose(ticket1,Size,Bid1,5,Red);}
   if (!orden1 && orden2){OrderClose(ticket2,Size,Ask2,5,Red);}
   if (orden3 && !orden4){OrderClose(ticket3,Size,Bid2,5,Red);}
   if (!orden3 && orden4){OrderClose(ticket4,Size,Ask1,5,Red);}
            
   //Start to watch the opened couples
             if ((orden1 && orden2 && orden3 && orden4) && (margen1>margen2) && (margen1>=PipsTrigger)) // if 4 orders opened and the margin of the first pair is > and it reaches the higher margin the i close this pair in profit...
                {
                OrderClose(ticket1,Size,Bid1,slip,Red);
                OrderClose(ticket2,Size,Ask2,slip,Red);
                }
             if ((orden1 && orden2 && orden3 && orden4) && (margen2>margen1) && (margen2>=PipsTrigger)) // if 4 orders opened and the margin of the second pair is > and it reaches the higher margin...
                {
                OrderClose(ticket3,Size,Bid2,slip,Red);
                OrderClose(ticket4,Size,Ask1,slip,Red);
                }
  
      
      //if i already closed the other couple with benefits, then i wait for remaining couple to come back till the lower margin.
            if (!orden3 && !orden4){
                        double margen=(profit1+profit2);
                        }
            if (!orden1 && !orden2){
                        margen=(profit3+profit4);
                        }
            margenPerdida=PipsTrigger-PipsInGain;
            if (margen<=(margenPerdida*(-1))) //if margin between both pairs reachs the low margin then we close all the orders.
               {
               if (!orden3 && !orden4)
                     {
                     OrderClose(ticket1,Size,Bid1,3,Red);
                     OrderClose(ticket2,Size,Ask2,3,Red);
                     }
               if (!orden1 && !orden2)
                     {
                     OrderClose(ticket3,Size,Bid2,3,Red);
                     OrderClose(ticket4,Size,Ask1,3,Red);
                     }
               }
   return(0);
  }