//+------------------------------------------------------------------+
//|                                               Moving Average.mq4 |
//|                      Copyright © 2005, MetaQuotes Software Corp. |
//|                                       http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#define MAGICMA  20050610

extern double Lots               = 0.1;
extern double MaximumRisk        = 0.02;
extern double DecreaseFactor     = 3;
extern double MovingPeriod       = 12;
extern double MovingShift        = 6;
extern int stochK = 5;
extern int stochD = 3;
extern int stochSlow = 3;
extern int stochMethod = 0;
extern int stochPrice = 0;
extern int SignalBar = 0;


//+------------------------------------------------------------------+
//| Calculate open positions                                         |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
  {
   int buys=0,sells=0;
//----
   for(int i=0;i<OrdersTotal();i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
      if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGICMA)
        {
         if(OrderType()==OP_BUY)  buys++;
         if(OrderType()==OP_SELL) sells++;
        }
     }
//---- return orders volume
   if(buys>0) return(buys);
   else       return(-sells);
  }
//+------------------------------------------------------------------+
//| Calculate optimal lot size                                       |
//+------------------------------------------------------------------+
double LotsOptimized()
  {
   double lot=Lots;
   int    orders=HistoryTotal();     // history orders total
   int    losses=0;                  // number of losses orders without a break
//---- select lot size
   lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
//---- calcuulate number of losses orders without a break
   if(DecreaseFactor>0)
     {
      for(int i=orders-1;i>=0;i--)
        {
         if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }
         if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;
         //----
         if(OrderProfit()>0) break;
         if(OrderProfit()<0) losses++;
        }
      if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
     }
//---- return lot size
   if(lot<0.1) lot=0.1;
   return(lot);
  }

double getStoch(int tf, int which, int pos)
{
   double stoch;
   
   stoch = iStochastic(Symbol(), tf, stochK, stochD, stochSlow, stochMethod, stochPrice, which, pos);
   
   return(stoch);
}

//+------------------------------------------------------------------+
//| Check for open order conditions                                  |
//+------------------------------------------------------------------+
void CheckForOpen()
  {
   double stochMainDaily, stochSignalDaily;
   double stochMainDailyPrev, stochSignalDailyPrev;
   double stochMainH4, stochSignalH4;
   double stochMainH4Prev, stochSignalH4Prev;
   int    res;
//---- go trading only for first tiks of new bar
//---- get stoch 
   stochMainDaily = getStoch(PERIOD_D1, MODE_MAIN, SignalBar);
   stochSignalDaily = getStoch(PERIOD_D1, MODE_SIGNAL, SignalBar);
   stochMainDailyPrev = getStoch(PERIOD_D1, MODE_MAIN, SignalBar + 1);
   stochSignalDailyPrev = getStoch(PERIOD_D1, MODE_SIGNAL, SignalBar + 1);
   
   stochMainH4 = getStoch(PERIOD_H4, MODE_MAIN, SignalBar);
   stochSignalH4 = getStoch(PERIOD_H4, MODE_SIGNAL, SignalBar);
   stochMainH4Prev = getStoch(PERIOD_H4, MODE_MAIN, SignalBar + 1);
   stochSignalH4Prev = getStoch(PERIOD_H4, MODE_SIGNAL, SignalBar + 1);
   
//---- sell conditions
   if((stochMainDaily < stochSignalDaily) && (stochMainDailyPrev > stochSignalDailyPrev))  
   {
      if((stochMainH4 < stochSignalH4) && (stochMainH4Prev > stochSignalH4Prev)) 
      { 
        res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,0,0,"",MAGICMA,0,Red);
        return;
      }
   }
//---- buy conditions
   if((stochMainDaily > stochSignalDaily) && (stochMainDailyPrev < stochSignalDailyPrev))  
   {
      if((stochMainH4 > stochSignalH4) && (stochMainH4Prev < stochSignalH4Prev))
      {  
        res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,0,0,"",MAGICMA,0,Blue);
        return;
      }
   }
//----
  }
//+------------------------------------------------------------------+
//| Check for close order conditions                                 |
//+------------------------------------------------------------------+
void CheckForClose()
  {
   double ma;
//---- go trading only for first tiks of new bar
   if(Volume[0]>1) return;
//---- get Moving Average 
   ma=iMA(NULL,0,MovingPeriod,MovingShift,MODE_SMA,PRICE_CLOSE,0);
//----
   for(int i=0;i<OrdersTotal();i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)        break;
      if(OrderMagicNumber()!=MAGICMA || OrderSymbol()!=Symbol()) continue;
      //---- check order type 
      if(OrderType()==OP_BUY)
        {
         if(Open[1]>ma && Close[1]<ma) OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
         break;
        }
      if(OrderType()==OP_SELL)
        {
         if(Open[1]<ma && Close[1]>ma) OrderClose(OrderTicket(),OrderLots(),Ask,3,White);
         break;
        }
     }
//----
  }
//+------------------------------------------------------------------+
//| Start function                                                   |
//+------------------------------------------------------------------+
void start()
  {
//---- check for history and trading
   if(Bars<100 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
   if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
   else                                    CheckForClose();
//----
  }
//+------------------------------------------------------------------+