//+------------------------------------------------------------------+
//|                                                   Confidence.mq4 |
//|                                  Copyright © 2010, Sina Sadeghi. |
//|                                http://www.launchpad.net/~sina-sa |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2010, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"
//
//Params
int n=2;
int s=120;
bool trend=true;
bool volfilter=true;

//State
double cmd;

bool newBar()
{
   static datetime lastbar;
   datetime curbar = Time[0];
   if(lastbar!=curbar)
   {
      lastbar=curbar;
      return (true);
   }
   else
   {
      return(false);
   }
}

//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//----

//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----

//----
   return(0);
  }

double calculatePosSize()
{
   double x = iWPR(NULL,0,s,1);
   double y = 1;

   if(x >= -100 && x < -90) {
      y = 3;
   }
   if(x >= -90 && x < -80) {
      y = 2.5;
   }
   if(x >= -80 && x < -70) {
      y = 2;
   }
   if(x >= -70 && x < -60) {
      y = 1.5;
   }
   if(x >= -60 && x < -50) {
      y = 1;
   }
   if(x >= -50 && x < -40) {
      y = 1;
   }
   if(x >= -40 && x < -30) {
      y = 1.5;
   }
   if(x >= -30 && x < -20) {
      y = 2;
   }
   if(x >= -20 && x < -10) {
      y = 2.5;
   }
   if(x >= -10 && x < 0) {
      y = 3;
   }

   //;
   //if(AccountFreeMargin() < 10000) { return(0.1); }

   //return( NormalizeDouble(y*(AccountFreeMargin()/100000),2) );
   return(0.01);
}
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
{
//----
   if(!newBar()) return(0);
   //ORDER MAINTENANCE
   for(int cnt=OrdersTotal();cnt>=0;cnt--) {

      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);

      if( OrderSymbol()==Symbol() ) {
         cmd=OrderType();

         //EXIT LONGS
         if(cmd==OP_BUY && OrderMagicNumber() == 11){
            if(trend == true && (Close[1] > Close[n] || Close[1] < Close[s]) ) {
               OrderClose(OrderTicket(),OrderLots(),Bid,0,Blue);
            }
            if(trend == false && Close[1] > Close[n]) {
               OrderClose(OrderTicket(),OrderLots(),Bid,0,Blue);
            }
         }

         //EXIT SHORTS
         if(cmd==OP_SELL && OrderMagicNumber() == 21) {
            if(trend == true && (Close[1] < Close[n] || Close[1] > Close[s]) ) {
               OrderClose(OrderTicket(),OrderLots(),Ask,0,Red);
            }
            if(trend == false && (Close[1] < Close[n]) ) {
               OrderClose(OrderTicket(),OrderLots(),Ask,0,Red);
            }
         }
      }
   }

   double atr=iATR(NULL,0,10,1);
   double atr2=-1;
   if(volfilter==true){
      atr2=iATR(NULL,0,s,1);
   }
   double fact=1;
   //ORDER ENTRY
   if(OrdersTotal() < 1 && atr > atr2){

      //BUY
      if(trend ==true && Close[1] > Close[s] && Close[1] < Close[n]) {
         OrderSend(Symbol(),OP_BUY,calculatePosSize(),Ask,0.00003,0,0,NULL,11,0,Blue);
      }
      if(trend == false && Close[1] < Close[n]) {
         OrderSend(Symbol(),OP_BUY,calculatePosSize(),Ask,0.00003,0,0,NULL,11,0,Blue);
      }

      //SELL
      if(trend == true && Close[1] < Close[s] && Close[1] > Close[n]) {
         OrderSend(Symbol(),OP_SELL,calculatePosSize(),Bid,0.00003,0,0,NULL,21,0,Red);
      }
      if(trend == false && Close[1] > Close[n]) {
         OrderSend(Symbol(),OP_SELL,calculatePosSize(),Bid,0.00003,0,0,NULL,21,0,Red);
      }

   }
//----
   return(0);
}
//+------------------------------------------------------------------+