//+------------------------------------------------------------------+
//|                                                    ProboyVol.mq4 |
//|                                              Copyright 2016, AM2 |
//|                                      http://www.forexsystems.biz |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, AM2"
#property link      "http://www.forexsystems.biz"
#property version   "1.00"
#property strict

//--- Inputs
extern double Lots      = 0.1; // объем позиции
extern int StopLoss     = 500; // стоп лосс ордера
extern int TakeProfit   = 500; // тейк профит ордера
extern int Delta        = 100; // расстояние от вершин
extern int Expiration   = 10;  // время истечения ордера
extern int Slip         = 3;   // реквот
extern int BarsCount    = 20;  // количество баров канала
extern int Count        = 5;   // количество баров большой волатильности
extern int Magic        = 333; // магик

datetime t=0;
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//---

//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//---

  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void PutOrder(int type,double price)
  {
   int    r=0;
   color clr=Green;
   double sl=0,tp=0;
   datetime expiration=0;

   if(type==1 || type==3 || type==5)
     {
      clr=Red;
      if(StopLoss>0)   sl=NormalizeDouble(price+StopLoss*Point,Digits);
      if(TakeProfit>0) tp=NormalizeDouble(price-TakeProfit*Point,Digits);
     }

   if(type==0 || type==2 || type==4)
     {
      clr=Blue;
      if(StopLoss>0)   sl=NormalizeDouble(price-StopLoss*Point,Digits);
      if(TakeProfit>0) tp=NormalizeDouble(price+TakeProfit*Point,Digits);
     }

   if(type>1 && Expiration>0) expiration=TimeCurrent()+Expiration*3600;

   r=OrderSend(NULL,type,Lots,NormalizeDouble(price,Digits),Slip,sl,tp,"",Magic,expiration,clr);
   return;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int CountTrades()
  {
   int count=0;
   for(int i=OrdersTotal()-1;i>=0;i--)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
        {
         if(OrderSymbol()==Symbol() && OrderMagicNumber()==Magic)
           {
            if(OrderType()<2) count++;
           }
        }
     }
   return(count);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int CountOrders(int type)
  {
   int count=0;
   for(int i=OrdersTotal()-1;i>=0;i--)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
        {
         if(OrderSymbol()==Symbol() && OrderMagicNumber()==Magic)
           {
            if(OrderType()==type) count++;
           }
        }
     }
   return(count);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void DelOrder()
  {
   bool d;
   for(int i=OrdersTotal()-1;i>=0;i--)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES))
        {
         if(OrderSymbol()==Symbol() && OrderMagicNumber()==Magic)
           {
            if(OrderType()>1) d=OrderDelete(OrderTicket());
           }
        }
     }
   return;
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int Vol(int count)
  {
   double vol=0;
   for(int i=1;i<=count;i++)
     {
      vol+=(High[i]-Low[i])/(Point*count);
     }
   return((int)vol);
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
   double h=High[iHighest(NULL,0,MODE_HIGH,Count,0)];
   double l=Low[iLowest(NULL,0,MODE_LOW,Count,0)];

   if(CountTrades()<1 && Vol(Count)>Vol(BarsCount) && t!=Time[0])
     {
      if(CountOrders(4)<1 && Bid<h) PutOrder(4,h);
      if(CountOrders(5)<1 && Bid>l) PutOrder(5,l);
      t=Time[0];
     }

   if(CountTrades()>0) DelOrder();

   Comment("\n Vol: ",Vol(BarsCount),
           "\n Vol2: ",Vol(Count));
  }
//+------------------------------------------------------------------+