//+------------------------------------------------------------------+
//|                                                         Test.mq4 |
//|                                                          Chronos |
//|                                                                  |
//+------------------------------------------------------------------+
#property copyright "Chronos"
#property link      ""

#define MAGICMA  20050610

extern double Lots               = 0.1;
extern double MaximumRisk        = 0.02;
extern double DecreaseFactor     = 3;
extern double MovingPeriod       = 30;
extern double MovingShift        = 0;
extern double MinDerivation      = 0.0002;
extern double MinimumDistance    = 0.04;

int MathSign(double Value)
{
  if(Value > 0) return(1);
  else if(Value < 0) return(-1);
  else return(0);
}

void Check()
{
  double MovingAverage;
  int res;
  static double LastMovingAverage;
  static double LastDerivation;
  double Derivation;
  static bool LastChangeDirection = false;
  static int SameDirectionCount = 0;
  static double LastChangeMovingAverage;
  
  // Go trading only for first tiks of new bar
  if(Volume[0] > 1) return;

  // Get Moving Average 
  MovingAverage = iMA(NULL, 0, MovingPeriod, MovingShift, MODE_SMA, PRICE_CLOSE, 0);
  Derivation = MovingAverage - LastMovingAverage;
  Print("Derivation: " + Derivation);  
  Comment("SameDirectionCount: " + SameDirectionCount);  
  if(MathSign(LastDerivation) == MathSign(Derivation)) SameDirectionCount++;
  else {
    LastChangeDirection = true;
    SameDirectionCount = 0;
    LastChangeMovingAverage = MovingAverage;
  }

  // Sell conditions
  for(int i=0; i < OrdersTotal(); i++)
  {
    if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES) == false) break;
    if((OrderMagicNumber() != MAGICMA) || (OrderSymbol() != Symbol())) continue;
      
    if(OrderType() == OP_BUY)
    {
      if(LastChangeDirection)  
        OrderClose(OrderTicket(), OrderLots(), Bid, 3, White);
    }
    if(OrderType() == OP_SELL)
    {
      if(LastChangeDirection)  
        OrderClose(OrderTicket(), OrderLots(), Ask, 3, White);
    }
  }

  // Order conditions
  //if(LastChangeDirection && (SameDirectionCount > 2))  
  if(LastChangeDirection && (MathAbs(MovingAverage - LastChangeMovingAverage) > MinimumDistance))
  {
    if(MathSign(Derivation) == -1) res = OrderSend(Symbol(), OP_SELL, Lots, Bid, 3, 0, 0, "", MAGICMA, 0, Red);
    if(MathSign(Derivation) == 1) res = OrderSend(Symbol(), OP_BUY, Lots, Ask, 3, 0, 0, "", MAGICMA, 0, Blue);
    LastChangeDirection = false;
  }
 
  LastMovingAverage = MovingAverage;
  LastDerivation = Derivation;
}
int init()
{
  return(0);
}

int deinit()
{
  return(0);
}

int start()
{
  if((Bars < 100) || (IsTradeAllowed() == false)) return;
  Check();
  return(0);
}