#property copyright "Copyright © 2008, Nick Bilak"
#property link      "http://www.mql4.info/"
#property show_inputs

#import "GlobalVariable.dll"
   int GV_SetNamedInt(string a0, int a1);
   double GV_SetNamedDouble(string a0, double a1);
#import

extern string system = "slave1sys";
extern string pairs = "AUDCAD,AUDCHF,AUDJPY,AUDNZD,AUDUSD,CADCHF,CADJPY,CHFJPY,EURAUD,EURCAD,EURCHF,EURDKK,EURGBP,EURJPY,EURNOK,EURNZD,EURSEK,EURUSD,GBPAUD,GBPCAD,GBPCHF,GBPNZD,GBPUSD,GBPJPY,NZDCAD,NZDCHF,NZDJPY,NZDUSD,SGDJPY,USDCAD,USDCHF,USDHKD,USDJPY,USDSGD";
extern bool ReverseTrades = FALSE;
extern int history = 10;
extern int CycleMilliseconds = 200;
double gda_104[][11];
int g_datetime_112;
string gsa_120[];

int init() {
   int li_0;
   int li_4;
   int li_8;
   string ls_12;
   while (true) {
      li_4 = StringFind(pairs, ",", li_0);
      if (li_4 <= 0) break;
      ls_12 = StringSubstr(pairs, li_0, li_4 - li_0);
      li_0 = li_4 + 1;
      li_8++;
      ArrayResize(gsa_120, li_8);
      gsa_120[li_8 - 1] = ls_12;
   }
   ls_12 = StringSubstr(pairs, li_0);
   li_8++;
   ArrayResize(gsa_120, li_8);
   gsa_120[li_8 - 1] = ls_12;
   Print(ArraySize(gsa_120), " SymbolNames:");
   ls_12 = "";
   for (li_0 = 0; li_0 < ArraySize(gsa_120); li_0++) ls_12 = ls_12 + gsa_120[li_0] + ", ";
   Print(ls_12);
   return (0);
}

int deinit() {
   int li_12;
   int li_0 = ArraySize(gda_104) / 11;
   int li_16 = GV_SetNamedInt(system + "lines", 0);
   for (int l_count_4 = 0; l_count_4 < li_0; l_count_4++) {
      for (int l_count_8 = 0; l_count_8 < 11; l_count_8++) {
         li_12++;
         GV_SetNamedDouble(system + "_mt_" + li_12, 0);
      }
   }
   return (1);
}

int start() {
   int li_0;
   while (IsStopped() == FALSE) {
      Sleep(CycleMilliseconds);
      Comment("local time is : " + TimeToStr(TimeLocal(), TIME_SECONDS));
      if (!IsConnected()) {
         Print("not yet connected");
         continue;
      }
      li_0 = FindTrades();
      FindLastClosedTrades(history);
      if (TimeLocal() - g_datetime_112 > 300) {
         Print("subacc " + system + " total trades:", CountNZ(gda_104, 11));
         g_datetime_112 = TimeLocal();
      }
      if (ArraySize(gda_104) == 0) continue;
      li_0 = 0;
      li_0 = SaveArrayToGV(gda_104, system);
      if (li_0 <= 0) Print("Error saving trades!");
   }
   return (0);
}

int FindTrades() {
   int l_ord_total_4 = OrdersTotal();
   ArrayResize(gda_104, 0);
   for (int l_pos_0 = l_ord_total_4 - 1; l_pos_0 >= 0; l_pos_0--)
      if (OrderSelect(l_pos_0, SELECT_BY_POS, MODE_TRADES)) AddTrade(OrderTicket(), 0, MODE_TRADES);
   return (1);
}

int FindLastClosedTrades(int ai_0) {
   int l_hist_total_8 = OrdersHistoryTotal();
   for (int l_pos_4 = l_hist_total_8 - 1; l_pos_4 >= l_hist_total_8 - ai_0; l_pos_4--)
      if (OrderSelect(l_pos_4, SELECT_BY_POS, MODE_HISTORY)) AddTrade(OrderTicket(), 1, MODE_HISTORY);
   return (1);
}

int AddTrade(int a_ticket_0, int ai_4, int ai_8) {
   string ls_12;
   int li_20;
   int l_str2int_24;
   double ld_48;
   double ld_56;
   double ld_64;
   double ld_72;
   double ld_80;
   double ld_88;
   int li_28 = ArraySize(gda_104) / 11 + 1;
   int li_36 = -1;
   int l_cmd_44 = -1;
   if (OrderSelect(a_ticket_0, SELECT_BY_TICKET, ai_8)) {
      ls_12 = OrderComment();
      l_str2int_24 = 0;
      if (StringFind(ls_12, "to #", 0) >= 0) {
         li_20 = StringFind(ls_12, "#", 0);
         l_str2int_24 = StrToInteger(StringSubstr(ls_12, li_20 + 1, StringLen(ls_12) - li_20 - 1));
      }
      if (StringFind(ls_12, "from #", 0) >= 0) {
         li_20 = StringFind(ls_12, "#", 0);
         l_str2int_24 = StrToInteger(StringSubstr(ls_12, li_20 + 1, StringLen(ls_12) - li_20 - 1));
      }
      l_cmd_44 = OrderType();
      ld_48 = OrderStopLoss();
      ld_56 = OrderTakeProfit();
      ld_72 = MarketInfo(OrderSymbol(), MODE_SPREAD) * MarketInfo(OrderSymbol(), MODE_POINT);
      ld_80 = OrderOpenPrice();
      ld_88 = OrderClosePrice();
      if (ReverseTrades) {
         if (l_cmd_44 == OP_BUY) {
            l_cmd_44 = 1;
            if (ld_48 > 0.0) ld_64 = ld_48 + ld_72;
            else ld_64 = 0;
            if (ld_56 > 0.0) ld_48 = ld_56 + ld_72;
            else ld_48 = 0;
            ld_56 = ld_64;
            ld_80 -= ld_72;
         } else {
            if (l_cmd_44 == OP_SELL) {
               l_cmd_44 = 0;
               if (ld_48 > 0.0) ld_64 = ld_48 - ld_72;
               else ld_64 = 0;
               if (ld_56 > 0.0) ld_48 = ld_56 - ld_72;
               else ld_48 = 0;
               ld_56 = ld_64;
               ld_80 += ld_72;
            } else {
               if (l_cmd_44 == OP_BUYSTOP) {
                  l_cmd_44 = 3;
                  if (ld_48 > 0.0) ld_64 = ld_48 + ld_72;
                  else ld_64 = 0;
                  if (ld_56 > 0.0) ld_48 = ld_56 + ld_72;
                  else ld_48 = 0;
                  ld_56 = ld_64;
                  ld_80 -= ld_72;
               } else {
                  if (l_cmd_44 == OP_SELLSTOP) {
                     l_cmd_44 = 2;
                     if (ld_48 > 0.0) ld_64 = ld_48 - ld_72;
                     else ld_64 = 0;
                     if (ld_56 > 0.0) ld_48 = ld_56 - ld_72;
                     else ld_48 = 0;
                     ld_56 = ld_64;
                     ld_80 += ld_72;
                  } else {
                     if (l_cmd_44 == OP_BUYLIMIT) {
                        l_cmd_44 = 5;
                        if (ld_48 > 0.0) ld_64 = ld_48 + ld_72;
                        else ld_64 = 0;
                        if (ld_56 > 0.0) ld_48 = ld_56 + ld_72;
                        else ld_48 = 0;
                        ld_56 = ld_64;
                        ld_80 -= ld_72;
                     } else {
                        if (l_cmd_44 == OP_SELLLIMIT) {
                           l_cmd_44 = 4;
                           if (ld_48 > 0.0) ld_64 = ld_48 - ld_72;
                           else ld_64 = 0;
                           if (ld_56 > 0.0) ld_48 = ld_56 - ld_72;
                           else ld_48 = 0;
                           ld_56 = ld_64;
                           ld_80 += ld_72;
                        }
                     }
                  }
               }
            }
         }
      }
      for (int l_index_32 = 0; l_index_32 < ArraySize(gsa_120); l_index_32++) {
         if (gsa_120[l_index_32] == OrderSymbol()) {
            li_36 = l_index_32;
            break;
         }
      }
      if (li_36 < 0) return;
      ArrayResize(gda_104, li_28);
      gda_104[li_28 - 1][0] = a_ticket_0;
      gda_104[li_28 - 1][1] = l_cmd_44;
      gda_104[li_28 - 1][2] = ld_80;
      gda_104[li_28 - 1][3] = ld_48;
      gda_104[li_28 - 1][4] = ld_56;
      gda_104[li_28 - 1][5] = OrderOpenTime();
      gda_104[li_28 - 1][6] = li_36;
      gda_104[li_28 - 1][7] = OrderLots();
      gda_104[li_28 - 1][8] = ai_4;
      gda_104[li_28 - 1][9] = ld_88;
      gda_104[li_28 - 1][10] = l_str2int_24;
   }
   return (0);
}

int SaveArrayToGV(double ada_0[][11], string as_4) {
   int li_32;
   int li_12 = ArraySize(ada_0) / 11;
   if (li_12 <= 0) return (1);
   int li_16 = GV_SetNamedInt(as_4 + "lines", li_12);
   for (int l_index_24 = 0; l_index_24 < li_12; l_index_24++) {
      for (int l_count_28 = 0; l_count_28 < 11; l_count_28++) {
         li_32++;
         GV_SetNamedDouble(as_4 + "_mt_" + li_32, ada_0[l_index_24][l_count_28]);
         GlobalVariableSet(as_4 + "_mt_" + li_32, ada_0[l_index_24][l_count_28]);
      }
   }
   return (1);
}

int CountNZ(double ada_0[][11], int ai_4) {
   int li_ret_20;
   int li_16 = ArraySize(ada_0) / ai_4;
   for (int l_index_8 = 0; l_index_8 < li_16; l_index_8++)
      if (ada_0[l_index_8][0] > 0.0) li_ret_20++;
   return (li_ret_20);
}