#include <MTDinc.mqh>
//+------------------------------------------------------------------+
//|                                               Moving Average.mq4 |
//|                   Copyright 2005-2014, MetaQuotes Software Corp. |
//|                                              http://www.mql4.com |
//+------------------------------------------------------------------+
#property copyright   "2005-2014, MetaQuotes Software Corp."
#property link        "http://www.mql4.com"
#property description "Moving Average sample expert advisor"

#define MAGICMA  20131111
//--- Inputs
input double Lots          =0.1;
input double MaximumRisk   =0.02;
input double DecreaseFactor=3;
input int    MovingPeriod  =12;
input int    MovingShift   =6;
//+------------------------------------------------------------------+
//| Calculate open positions                                         |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
  {
   int buys=0,sells=0;
//---
   for(int i=0;i<MTDOrdersTotal();i++)
     {
      if(MTDOrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
      if(MTDOrderSymbol()==Symbol() && MTDOrderMagicNumber()==MAGICMA)
        {
         if(MTDOrderType()==OP_BUY)  buys++;
         if(MTDOrderType()==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(MTDAccountFreeMargin()*MaximumRisk/1000.0,1);
//--- calcuulate number of losses orders without a break
   if(DecreaseFactor>0)
     {
      for(int i=orders-1;i>=0;i--)
        {
         if(MTDOrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false)
           {
            Print("Error in history!");
            break;
           }
         if(MTDOrderSymbol()!=Symbol() || MTDOrderType()>OP_SELL)
            continue;
         //---
         if(MTDOrderProfit()>0) break;
         if(MTDOrderProfit()<0) losses++;
        }
      if(losses>1)
         lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
     }
//--- return lot size
   if(lot<0.1) lot=0.1;
   return(lot);
  }
//+------------------------------------------------------------------+
//| Check for open order conditions                                  |
//+------------------------------------------------------------------+
void CheckForOpen()
  {
   double ma;
   int    res;
//--- 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);
//--- sell conditions
   if(Open[1]>ma && Close[1]<ma)
     {
      res=MTDOrderSend(Symbol(),OP_SELL,LotsOptimized(),MTDBid(),3,0,0,"",MAGICMA,0,Red);
      return;
     }
//--- buy conditions
   if(Open[1]<ma && Close[1]>ma)
     {
      res=MTDOrderSend(Symbol(),OP_BUY,LotsOptimized(),MTDAsk(),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<MTDOrdersTotal();i++)
     {
      if(MTDOrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
      if(MTDOrderMagicNumber()!=MAGICMA || MTDOrderSymbol()!=Symbol()) continue;
      //--- check order type
      if(MTDOrderType()==OP_BUY)
        {
         if(Open[1]>ma && Close[1]<ma)
           {
            if(!MTDOrderClose(MTDOrderTicket(),MTDOrderLots(),MTDBid(),3,White))
               Print("MTDOrderClose error ",GetLastError());
           }
         break;
        }
      if(MTDOrderType()==OP_SELL)
        {
         if(Open[1]<ma && Close[1]>ma)
           {
            if(!MTDOrderClose(MTDOrderTicket(),MTDOrderLots(),MTDAsk(),3,White))
               Print("MTDOrderClose error ",GetLastError());
           }
         break;
        }
     }
//---
  }
//+------------------------------------------------------------------+
//| OnTick function                                                  |
//+------------------------------------------------------------------+
int start()
  {
//--- check for history and trading
   if(Bars<100 || MTDIsTradeAllowed()==false)
      return;
//--- calculate open orders by current symbol
   if(CalculateCurrentOrders(Symbol())==0) CheckForOpen();
   else                                    CheckForClose();
//---
  }
//+------------------------------------------------------------------+