//+------------------------------------------------------------------+
//|                                                OptionSniffer.mq5 |
//|                                                    Arthur Albano |
//|                      https://www.mql5.com/en/users/arthuralbano/ |
//+------------------------------------------------------------------+
#include <Graphics\Graphic.mqh>

#define SWAP(A, B) { A += B; B = A - B; A -= B; }
#define SORT(a,b,c) {if(a > b) SWAP(a,b) if(a > c) SWAP(a,c) if (b>c) SWAP(b,c) }
//+------------------------------------------------------------------+
//| Estruturas                                                       |
//+------------------------------------------------------------------+
enum CalcMode
 {
  VWAP,//Session Average Weighted
  Last,//Last deal quote
  AskBidWatch,//Watch(Ask+Bid)/2
  Median//Mediana
 };
enum showSerie
 {
  Current,//Current
  Next,//Next
  Next_2x//Next Next
 };
struct sOption
 {
   string strSymbol;
   ENUM_SYMBOL_OPTION_RIGHT enRight;
   double dbK;
   double dbP;
   double dbC;
   ulong dtExpiration;
   ulong dtLastDeal;
 };
struct stcDeal
 {
  long lPositionID;
  string strSymbol;
  ENUM_DEAL_TYPE enType;
  ulong dtTime;
  double dbVolume;
  double dbPrice;
  long lTicket;
  /*------------------------------
  long lOrder;
  long lTime_msc;
  ENUM_DEAL_ENTRY enEntry;
  long lMagic;
  ENUM_DEAL_REASON enReason;
  double dbComission;
  double dbSwap;
  double dbProfit;
  double dbFee;
  double dbSL;
  double dbTP;
  string strComment;
  ---------------------------------*/
  //double dbK;
 };
//+------------------------------------------------------------------+
//| Entradas                                                         |
//+------------------------------------------------------------------+
sinput group "Globais";
sinput CalcMode inpCalcMode=Median;// Modo de Cálculo:
sinput datetime inpMaxExpiration=D'2023.12.31 23:00:00';//Máxima expiração:
sinput int inpSecondPlane=5;//Atualizações em segundo plano (s):
sinput group "Ativo";
sinput string inpNextCall="";//Rolar Call para:
sinput string inpNextPut="";//Rolar Put para:
sinput string inpBlackList="";//Opções para ignorar:
sinput group "Options";
sinput showSerie inpShowSerie=Next;//Série:
sinput bool inpShowNegativeDeltaX=true;//Mostrar com diferença de prêmios negativo:
sinput bool inpBreakMinorK=true;//Mostrar com ponto de equilibrio menor que atual:
sinput bool inpPlotGraph=false;//Modo Gráfico ?
sinput double inpFaixaK=100.0;//Faixa de Strikes (%):
sinput group "Option Price Model";
sinput datetime inpExpirationDI=D'2024.01.24 23:59';//Expiração DI:
sinput double inpr_0=13.625;//Índice DI:
//sinput datetime inpNextExpiration=D'2023.11.18 23:59';//Próximo Exercício:
//+------------------------------------------------------------------+
//| Globais                                                          |
//+------------------------------------------------------------------+
const double cCoust=2.49;
string strStatus="";
string strComment="";
string strFile="";
sOption arrBruteOptions[];//Usado como basse para carregar o arrOptions ( localmente em EA() ) já ordenado
bool bImprimiu=false;
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
   LoadBruteOptions();
   EA(); EventSetTimer(1);
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
   ObjectsDeleteAll(0,"OptionSniffer");
   EventKillTimer();
   Comment("");
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
  }
//+------------------------------------------------------------------+
//| Timer function                                                   |
//+------------------------------------------------------------------+
void OnTimer()
  {
    EA();
  }
//+------------------------------------------------------------------+
//| Função Principal                                                 |
//+------------------------------------------------------------------+
void EA()
 {
  if((MathMod((double)TimeLocal(),inpSecondPlane)==0.0))LoadBruteOptions();
  ulong vSort[][2];
  ZeroMemory(vSort);
  ArrayResize(vSort,ArraySize(arrBruteOptions));
  for(int i=0;i<ArraySize(arrBruteOptions);i++)
   {
    vSort[i,0]=(arrBruteOptions[i].dtExpiration*1000000)+(arrBruteOptions[i].enRight*100000)+StringToInteger(DoubleToString(arrBruteOptions[i].dbK*1000,0));
    vSort[i,1]=i;
   }
  ArraySort(vSort);
  int s=0;
  sOption arrOptions[];
  ArrayResize(arrOptions,ArraySize(arrBruteOptions));
  for(int i=0;i<ArraySize(arrOptions);i++)
   {
    s=(int)vSort[i,1];
    arrOptions[i].enRight=arrBruteOptions[s].enRight;
    arrOptions[i].strSymbol=arrBruteOptions[s].strSymbol;
    arrOptions[i].dtExpiration=arrBruteOptions[s].dtExpiration;
    arrOptions[i].dtLastDeal=arrBruteOptions[s].dtLastDeal;
    arrOptions[i].dbK=arrBruteOptions[s].dbK;
    arrOptions[i].dbC=arrBruteOptions[s].dbC;
    arrOptions[i].dbP=arrBruteOptions[s].dbP;
   }
  double dbB=0.0;
  double dbLastPremium=lastDealPrice(_Symbol);
  double dbS=0.0;
  double dbE=0.0;
  double dbY=0.0;
  double dbYSum=0.0;
  double dbYperMonth=0.0;
  long lDaysToExpirate=0;
  ulong ulPositionTicket=0;
  for(int i=0;i<PositionsTotal();i++)
   {
    ulPositionTicket=PositionGetTicket(i);
    if(PositionGetSymbol(i)==_Symbol)
     {
       dbB=(SymbolInfoInteger(_Symbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL?SymbolInfoDouble(_Symbol,SYMBOL_OPTION_STRIKE)+PositionGetDouble(POSITION_PRICE_OPEN):SymbolInfoDouble(_Symbol,SYMBOL_OPTION_STRIKE)-PositionGetDouble(POSITION_PRICE_OPEN));
     }
   }
  ulong ulHistoryDealTicket=0;
  if(dbB==0)
   {
    for(int i=(HistoryDealsTotal()-1);i>=0;i--)
     {
      ulHistoryDealTicket=HistoryDealGetTicket(i);
      if(
         (SymbolInfoInteger(HistoryDealGetString(ulHistoryDealTicket,DEAL_SYMBOL),SYMBOL_OPTION_RIGHT)==SymbolInfoInteger(_Symbol,SYMBOL_OPTION_RIGHT))
        &&(OptionBasis(HistoryDealGetString(ulHistoryDealTicket,DEAL_SYMBOL))==OptionBasis(_Symbol))
       )
      {
       if(
          (SymbolInfoInteger(HistoryDealGetString(ulHistoryDealTicket,DEAL_SYMBOL),SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL)
          &&(HistoryDealGetInteger(ulHistoryDealTicket,DEAL_TYPE)==DEAL_TYPE_SELL)
          )
         {
          dbB=//SymbolInfoDouble(HistoryDealGetString(ulHistoryDealTicket,DEAL_SYMBOL),SYMBOL_OPTION_STRIKE);//+HistoryDealGetDouble(ulHistoryDealTicket,DEAL_PRICE);
          dbB=((SymbolInfoInteger(HistoryDealGetString(ulHistoryDealTicket,DEAL_SYMBOL),SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL?1:-1)*HistoryDealGetDouble(ulHistoryDealTicket,DEAL_PRICE))+SymbolInfoDouble(HistoryDealGetString(ulHistoryDealTicket,DEAL_SYMBOL),SYMBOL_OPTION_STRIKE);
          break;
         }
      }
    }
   }
  sOption stcBest_E; ZeroMemory(stcBest_E); double dbE_Best=-99999.99;
  sOption stcBest_B; ZeroMemory(stcBest_B); double dbB_Best=(SymbolInfoInteger(_Symbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL?-9999.99:99999.99);
//  sOption stcRollP; ZeroMemory(stcRollP);
//  sOption stcRollC; ZeroMemory(stcRollC);
  dbS=SymbolPrice(OptionBasis(_Symbol),inpCalcMode);
  lDaysToExpirate=(SymbolInfoInteger(_Symbol,SYMBOL_EXPIRATION_TIME)-TimeLocal())/86400;
  strComment=StringFormat("%s, " ,OptionBasis(_Symbol));
  strComment+=IntegerToString(lDaysToExpirate)+" days to "+nextOptionSerie(StringSubstr(_Symbol,4,1))+" series.";
  strComment+="\n";
  strComment+=StringFormat("S=%.2f, "+(SymbolInfoInteger(_Symbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL?"C=":"P=")+"%.2f, B=%.2f, OPM=%.4f\n",SymbolPrice(OptionBasis(_Symbol),inpCalcMode),SymbolPrice(_Symbol,inpCalcMode),dbB,OptionPrice(_Symbol));
  strComment+="\n\n";
  for(int i=0;i<ArraySize(arrOptions);i++)
   {
    if(
       (StringSubstr(arrOptions[i].strSymbol,4,1)==(inpShowSerie==Current?StringSubstr(_Symbol,4,1):(inpShowSerie==Next?nextOptionSerie(StringSubstr(_Symbol,4,1)):nextOptionSerie(nextOptionSerie(StringSubstr(_Symbol,4,1))))))
      // &&(arrOptions[i].dbK>(arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?arrOptions[i].dbC:arrOptions[i].dbP))  
    )
     {
      dbE=(arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?MathMax(0,arrOptions[i].dbC-MathMax(0,SymbolPrice(OptionBasis(_Symbol),inpCalcMode)-arrOptions[i].dbK)):MathMax(0,arrOptions[i].dbP-MathMax(0,arrOptions[i].dbK-SymbolPrice(OptionBasis(_Symbol),inpCalcMode))));
      //dbY=dbE/(2/(1/(dbS+dbE)+1/dbS));
      dbY=(arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?arrOptions[i].dbC:arrOptions[i].dbP)/arrOptions[i].dbK;
      dbYperMonth=dbY/lDaysToExpirate*30;
      if((dbE>dbE_Best)&&((arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?arrOptions[i].dbC:arrOptions[i].dbP)>=SymbolPrice(_Symbol,inpCalcMode)))
       {
        dbE_Best=dbE;
        stcBest_E.strSymbol=arrOptions[i].strSymbol;
        stcBest_E.enRight=arrOptions[i].enRight;
        stcBest_E.dbK=arrOptions[i].dbK;
        stcBest_E.dbC=arrOptions[i].dbC;
        stcBest_E.dbP=arrOptions[i].dbP;
        stcBest_E.dtExpiration=arrOptions[i].dtExpiration;
        stcBest_E.dtExpiration=arrOptions[i].dtLastDeal;
        if(arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL)
         {
          if((arrOptions[i].dbK+arrOptions[i].dbC)>=dbB)
           {
//            stcRollC.strSymbol=arrOptions[i].strSymbol;
//            stcRollC.enRight=arrOptions[i].enRight;
//            stcRollC.dbK=arrOptions[i].dbK;
//            stcRollC.dbC=arrOptions[i].dbC;
//            stcRollC.dbP=arrOptions[i].dbP;
//            stcRollC.dtExpiration=arrOptions[i].dtExpiration;
//            stcRollC.dtExpiration=arrOptions[i].dtLastDeal;
           }
         }
        else
         {
          if((arrOptions[i].dbK-arrOptions[i].dbP)<=dbB)
           {
//            stcRollP.strSymbol=arrOptions[i].strSymbol;
//            stcRollP.enRight=arrOptions[i].enRight;
//            stcRollP.dbK=arrOptions[i].dbK;
//            stcRollP.dbC=arrOptions[i].dbC;
//            stcRollP.dbP=arrOptions[i].dbP;
//            stcRollP.dtExpiration=arrOptions[i].dtExpiration;
//            stcRollP.dtExpiration=arrOptions[i].dtLastDeal;
           }
         }
        if(arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL)
        if(arrOptions[i].dbC>=SymbolPrice(_Symbol,inpCalcMode))
        if(dbB_Best<(arrOptions[i].dbK+arrOptions[i].dbC))
         {
          dbB_Best=(arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?arrOptions[i].dbK+arrOptions[i].dbC:arrOptions[i].dbK-arrOptions[i].dbP);
          stcBest_B.strSymbol=arrOptions[i].strSymbol;
          stcBest_B.enRight=arrOptions[i].enRight;
          stcBest_B.dbK=arrOptions[i].dbK;
          stcBest_B.dbC=arrOptions[i].dbC;
          stcBest_B.dbP=arrOptions[i].dbP;
          stcBest_B.dtExpiration=arrOptions[i].dtExpiration;
          stcBest_B.dtExpiration=arrOptions[i].dtLastDeal;
         }
        if(arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_PUT)
        if(arrOptions[i].dbP>=SymbolPrice(_Symbol,inpCalcMode))
        if(dbB_Best>(arrOptions[i].dbK-arrOptions[i].dbP))
         {
          dbB_Best=(arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?arrOptions[i].dbK+arrOptions[i].dbC:arrOptions[i].dbK-arrOptions[i].dbP);
          stcBest_B.strSymbol=arrOptions[i].strSymbol;
          stcBest_B.enRight=arrOptions[i].enRight;
          stcBest_B.dbK=arrOptions[i].dbK;
          stcBest_B.dbC=arrOptions[i].dbC;
          stcBest_B.dbP=arrOptions[i].dbP;
          stcBest_B.dtExpiration=arrOptions[i].dtExpiration;
          stcBest_B.dtExpiration=arrOptions[i].dtLastDeal;
       }
       }
     }
   }
  //
  //----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------->  OPÇÕES
  //
  if(SymbolInfoDouble(_Symbol,SYMBOL_OPTION_STRIKE)>0.0)
   {
    strComment+="Symbol;         K;       "+(SymbolInfoInteger(_Symbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL?"C":"P")+";     B;      E;      Y;         y       "+(SymbolInfoInteger(_Symbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL?"dC":"dP")+"   OPM\n";
    strComment+="------------------------------------------------------------------------------------------------------\n";
    strFile="Symbol;S;K;C/P;B;E;Y;y;Mod\n";
    if((stcBest_B.dbK>0.0)&&(stcBest_B.dbK<(dbS-(dbS*(inpFaixaK/100)))))
     {
      strComment+="\n";
      strComment+=StringFormat("%s: %.2f; %.2f; %.2f; %.2f; %.2f%%; %.2f%%; %.2f; %.2f >B\n",
       stcBest_B.strSymbol,
       stcBest_B.dbK,
       (stcBest_B.enRight==SYMBOL_OPTION_RIGHT_CALL?stcBest_B.dbC:stcBest_B.dbP),
       (stcBest_B.enRight==SYMBOL_OPTION_RIGHT_CALL?stcBest_B.dbK+stcBest_B.dbC:stcBest_B.dbK-stcBest_B.dbP),
       dbB_Best,
       100*dbY,
       100*dbYperMonth,
       (stcBest_B.enRight==SYMBOL_OPTION_RIGHT_CALL?stcBest_B.dbC:stcBest_B.dbP)-SymbolPrice(_Symbol,inpCalcMode),
       OptionPrice(stcBest_B.strSymbol)
      );
     }
    if((stcBest_E.dbK>0.0)&&(stcBest_E.dbK<(dbS-(dbS*(inpFaixaK/100)))))
     {
      strComment+=StringFormat("%s: %.2f; %.2f; %.2f; %.2f; %.2f%%; %.2f%%; %.2f; %.2f >E\n",
       stcBest_E.strSymbol,
       stcBest_E.dbK,
       (stcBest_E.enRight==SYMBOL_OPTION_RIGHT_CALL?stcBest_E.dbC:stcBest_E.dbP),
       (stcBest_E.enRight==SYMBOL_OPTION_RIGHT_CALL?stcBest_E.dbK+stcBest_E.dbC:stcBest_E.dbK-stcBest_E.dbP),
       dbE_Best,
       100*dbY,
       100*dbYperMonth,
       (stcBest_E.enRight==SYMBOL_OPTION_RIGHT_CALL?stcBest_E.dbC:stcBest_E.dbP)-SymbolPrice(_Symbol,inpCalcMode),
       OptionPrice(stcBest_E.strSymbol)
      );
     }
    double K[]={};
    double X[]={};
    double X0[]={};
    ZeroMemory(K);ZeroMemory(X);ZeroMemory(X0);
    for(int i=0;i<ArraySize(arrOptions);i++)
     {
      if(
         (StringSubstr(arrOptions[i].strSymbol,4,1)==(inpShowSerie==Current?StringSubstr(_Symbol,4,1):(inpShowSerie==Next?nextOptionSerie(StringSubstr(_Symbol,4,1)):nextOptionSerie(nextOptionSerie(StringSubstr(_Symbol,4,1))))))
         &&(((arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?arrOptions[i].dbC:arrOptions[i].dbP)-SymbolPrice(_Symbol,inpCalcMode)>=0.0)||inpShowNegativeDeltaX)
         &&((arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?arrOptions[i].dbK+arrOptions[i].dbC>dbB:arrOptions[i].dbK-arrOptions[i].dbP<dbB)||(inpBreakMinorK))
      )
      {
        ObjectSetDouble(0,"OptionSniffer_Premium",OBJPROP_PRICE,SymbolPrice(_Symbol,inpCalcMode));
        dbE=(arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?MathMax(0,arrOptions[i].dbC-MathMax(0,SymbolPrice(OptionBasis(_Symbol),inpCalcMode)-arrOptions[i].dbK)):MathMax(0,arrOptions[i].dbP-MathMax(0,arrOptions[i].dbK-SymbolPrice(OptionBasis(_Symbol),inpCalcMode))));
        //dbY=dbE/(2/(1/(dbS+dbE)+1/dbS));
        dbY=(arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?arrOptions[i].dbC:arrOptions[i].dbP)/arrOptions[i].dbK;
        dbYperMonth=dbY/lDaysToExpirate*30;
        if(
            (arrOptions[i].dbK>(dbS-(dbS*(inpFaixaK/100))))
            &&(arrOptions[i].dbK<(dbS+(dbS*(inpFaixaK/100))))
          )
         {
          ArrayResize(K,K.Size()+1);ArrayResize(X,X.Size()+1);ArrayResize(X0,X0.Size()+1);
          K[K.Size()-1]=arrOptions[i].dbK;X[X.Size()-1]=OptionPrice(arrOptions[i].strSymbol);X0[X.Size()-1]=(arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?arrOptions[i].dbC:arrOptions[i].dbP);
          strComment+=StringFormat("%s: %.2f; %.2f; %.2f; %.2f; %.2f%%; %.2f%%; %.2f; %.2f",
           arrOptions[i].strSymbol,
           arrOptions[i].dbK,
           (arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?arrOptions[i].dbC:arrOptions[i].dbP),
           (arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?arrOptions[i].dbK+arrOptions[i].dbC:arrOptions[i].dbK-arrOptions[i].dbP),
           dbE,
           100*dbY,
           100*dbYperMonth,
           (arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?arrOptions[i].dbC:arrOptions[i].dbP)-SymbolPrice(_Symbol,inpCalcMode),
           OptionPrice(arrOptions[i].strSymbol)
          );
          if(arrOptions[i].strSymbol==stcBest_E.strSymbol)strComment+=" >E ";
          if(arrOptions[i].strSymbol==stcBest_B.strSymbol)strComment+=" >B ";
          strComment+="\n";
         }
        strFile+=StringFormat("%s;%.2f;%.2f;%.2f;%.2f;%.2f;%.2f;%.2f;%.2f\n",
         arrOptions[i].strSymbol,
         dbS,
         arrOptions[i].dbK,
         (arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?arrOptions[i].dbC:arrOptions[i].dbP),
         (arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?arrOptions[i].dbK+arrOptions[i].dbC:arrOptions[i].dbK-arrOptions[i].dbP),
         dbE,
         100*dbY,
         100*dbYperMonth,
         OptionPrice(arrOptions[i].strSymbol)
        );
       }
     }
    if((stcBest_B.dbK>0.0)&&(stcBest_B.dbK>(dbS+(dbS*(inpFaixaK/100)))))
     {
      strComment+=StringFormat("%s: %.2f; %.2f; %.2f; %.2f; %.2f%%; %.2f%%; %.2f; %.2f >B\n",
       stcBest_B.strSymbol,
       stcBest_B.dbK,
       (stcBest_B.enRight==SYMBOL_OPTION_RIGHT_CALL?stcBest_B.dbC:stcBest_B.dbP),
       (stcBest_B.enRight==SYMBOL_OPTION_RIGHT_CALL?stcBest_B.dbK+stcBest_B.dbC:stcBest_B.dbK-stcBest_B.dbP),
       dbB_Best,
       100*dbY,
       100*dbYperMonth,
       (stcBest_B.enRight==SYMBOL_OPTION_RIGHT_CALL?stcBest_B.dbC:stcBest_B.dbP)-SymbolPrice(_Symbol,inpCalcMode),
       OptionPrice(stcBest_B.strSymbol)
      );
     }
    if((stcBest_E.dbK>0.0)&&(stcBest_E.dbK>(dbS+(dbS*(inpFaixaK/100)))))
     {
      strComment+=StringFormat("%s: %.2f; %.2f; %.2f; %.2f; %.2f%%; %.2f%%; %.2f; %.2f >E\n",
       stcBest_E.strSymbol,
       stcBest_E.dbK,
       (stcBest_E.enRight==SYMBOL_OPTION_RIGHT_CALL?stcBest_E.dbC:stcBest_E.dbP),
       (stcBest_E.enRight==SYMBOL_OPTION_RIGHT_CALL?stcBest_E.dbK+stcBest_E.dbC:stcBest_E.dbK-stcBest_E.dbP),
       dbE_Best,
       100*dbY,
       100*dbYperMonth,
       (stcBest_E.enRight==SYMBOL_OPTION_RIGHT_CALL?stcBest_E.dbC:stcBest_E.dbP)-SymbolPrice(_Symbol,inpCalcMode),
       OptionPrice(stcBest_E.strSymbol)
      );
     }
//    strComment+="\nRoll to "+(SymbolInfoInteger(_Symbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL?stcRollC.strSymbol:stcRollP.strSymbol);
     
    if((inpPlotGraph)&&(SymbolInfoDouble(_Symbol,SYMBOL_OPTION_STRIKE)>0.0))
    {
     ObjectDelete(0,"OptionSniffer_Graph");
     ChartSetInteger(0,CHART_SHOW_DATE_SCALE,0);
     ChartSetInteger(0,CHART_SHOW_PRICE_SCALE,0);
     ChartSetInteger(0,CHART_SHIFT,0);

     CGraphic graphic;
     graphic.Create(0,"OptionSniffer_Graph",0,0,0,(int)ChartGetInteger(0,CHART_WIDTH_IN_PIXELS),(int)ChartGetInteger(0,CHART_HEIGHT_IN_PIXELS));
     graphic.BackgroundMain(OptionBasis(_Symbol)+" ("+DoubleToString(dbS,2)+")"+" @ "+TimeToString(TimeCurrent(),TIME_DATE));
     graphic.BackgroundMainSize(12);
     graphic.XAxis().NameSize(12);
     graphic.XAxis().Name("Strike (K)");
     graphic.XAxis().ValuesFormat("%.2f");
     graphic.YAxis().NameSize(12);
     graphic.YAxis().Name("Premium ("+(SymbolInfoInteger(_Symbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL?"C":"P")+")");
     graphic.YAxis().ValuesFormat("%.2f");

     double Sx[2]={dbS,dbS};
     double dbGraphXmax = MathMax(MathMax(X0[0],X[0]),MathMax(X0[ArraySize(X0)-1],X[ArraySize(X)-1]));
     double Sy[2]={0.0,dbGraphXmax};
     CCurve *CCurveS   = graphic.CurveAdd(Sx,Sy,ColorToARGB(clrChartreuse,255),CURVE_STEPS,OptionBasis(_Symbol));
     CCurve *CCurveOPM = graphic.CurveAdd(K,X,0x000099,CURVE_LINES,"OPM");
     CCurveOPM.LinesSmooth(true);
     CCurve *CCUrveX0  = graphic.CurveAdd(K,X0,0x009900,CURVE_POINTS,"Premium");

     graphic.CurvePlotAll();
     graphic.Update();
    }
   else
    {
     ChartSetInteger(0,CHART_SHOW_DATE_SCALE,1);
     ChartSetInteger(0,CHART_SHOW_PRICE_SCALE,1);
     ChartSetInteger(0,CHART_SHIFT,1);
    }
   }
  else
   {
    //
    //----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------->  ATIVO
    //
    int p=0;
    strComment="";
    stcDeal arrDealsSim[]; ZeroMemory(arrDealsSim);
    ulHistoryDealTicket=0;
    HistorySelect(0,TimeCurrent());
    for(int i=0;i<HistoryDealsTotal();i++)
     {
      ulHistoryDealTicket=HistoryDealGetTicket(i);
      if(
          ((HistoryDealGetString(ulHistoryDealTicket,DEAL_SYMBOL)==_Symbol)
        ||(OptionBasis(HistoryDealGetString(ulHistoryDealTicket,DEAL_SYMBOL))==_Symbol))
        &&(SymbolInfoDouble(HistoryDealGetString(ulHistoryDealTicket,DEAL_SYMBOL),SYMBOL_OPTION_STRIKE)>0.0)
        )
       {
        ArrayResize(arrDealsSim,ArraySize(arrDealsSim)+1);
        p=ArraySize(arrDealsSim);p--;
        arrDealsSim[p].lPositionID=HistoryDealGetInteger(ulHistoryDealTicket,DEAL_POSITION_ID);
        arrDealsSim[p].strSymbol=HistoryDealGetString(ulHistoryDealTicket,DEAL_SYMBOL);
        arrDealsSim[p].dbVolume=HistoryDealGetDouble(ulHistoryDealTicket,DEAL_VOLUME);
        arrDealsSim[p].dtTime=HistoryDealGetInteger(ulHistoryDealTicket,DEAL_TIME);
        if(SymbolInfoDouble(HistoryDealGetString(ulHistoryDealTicket,DEAL_SYMBOL),SYMBOL_OPTION_STRIKE)>0.0)
         {
          arrDealsSim[p].enType=(SymbolInfoInteger(arrDealsSim[p].strSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL?(ENUM_DEAL_TYPE)HistoryDealGetInteger(ulHistoryDealTicket,DEAL_TYPE):((ENUM_DEAL_TYPE)HistoryDealGetInteger(ulHistoryDealTicket,DEAL_TYPE)==DEAL_TYPE_SELL?(ENUM_DEAL_TYPE)DEAL_TYPE_BUY:(ENUM_DEAL_TYPE)DEAL_TYPE_SELL));
          arrDealsSim[p].dbPrice=(SymbolInfoInteger(arrDealsSim[p].strSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL?SymbolInfoDouble(HistoryDealGetString(ulHistoryDealTicket,DEAL_SYMBOL),SYMBOL_OPTION_STRIKE)+HistoryDealGetDouble(ulHistoryDealTicket,DEAL_PRICE):SymbolInfoDouble(HistoryDealGetString(ulHistoryDealTicket,DEAL_SYMBOL),SYMBOL_OPTION_STRIKE)-HistoryDealGetDouble(ulHistoryDealTicket,DEAL_PRICE));   
         }
        else
         {
          arrDealsSim[p].enType=(ENUM_DEAL_TYPE)HistoryDealGetInteger(ulHistoryDealTicket,DEAL_TYPE);
          arrDealsSim[p].dbPrice=HistoryDealGetDouble(ulHistoryDealTicket,DEAL_PRICE);
         }
        arrDealsSim[p].lTicket=(long)ulHistoryDealTicket;
       }
     }
    ulPositionTicket=0;
    for(int i=0;i<PositionsTotal();i++)
     {
      ulPositionTicket=PositionGetTicket(i);
      if(SymbolInfoInteger(PositionGetSymbol(i),SYMBOL_EXPIRATION_TIME)>0)
      if(OptionBasis(PositionGetSymbol(i))==_Symbol)
       {
        ArrayResize(arrDealsSim,ArraySize(arrDealsSim)+1);
        p=ArraySize(arrDealsSim);p--;
        arrDealsSim[p].lPositionID=PositionGetInteger(POSITION_IDENTIFIER);
        arrDealsSim[p].strSymbol=PositionGetSymbol(i);
        arrDealsSim[p].dbVolume=PositionGetDouble(POSITION_VOLUME);
        //arrDealsSim[p].dtTime=(SymbolInfoInteger(arrDealsSim[p].strSymbol,SYMBOL_EXPIRATION_TIME)+TimeCurrent())/2;
        arrDealsSim[p].dtTime=TimeCurrent();
        arrDealsSim[p].enType=(SymbolInfoInteger(arrDealsSim[p].strSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL?DEAL_TYPE_BUY:DEAL_TYPE_SELL);
        arrDealsSim[p].dbPrice=(SymbolInfoInteger(arrDealsSim[p].strSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL?SymbolInfoDouble(arrDealsSim[p].strSymbol,SYMBOL_OPTION_STRIKE)+SymbolPrice(arrDealsSim[p].strSymbol,inpCalcMode):SymbolInfoDouble(arrDealsSim[p].strSymbol,SYMBOL_OPTION_STRIKE)-SymbolPrice(arrDealsSim[p].strSymbol,inpCalcMode));
        arrDealsSim[p].lTicket=(long)ulPositionTicket;
       }
     }
    if(StringLen(inpNextCall)>0)     //-------------------------------------------------------Roll Call para o Symbol informado explícitamente. (input)
     {
      if(SymbolInfoDouble(inpNextCall,SYMBOL_OPTION_STRIKE)>0.0)
       {
        if(SymbolInfoInteger(inpNextCall,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL)
         {
          ArrayResize(arrDealsSim,ArraySize(arrDealsSim)+1);
          p=ArraySize(arrDealsSim);p--;
          arrDealsSim[p].lPositionID=0;
          arrDealsSim[p].strSymbol=inpNextCall;
          arrDealsSim[p].dbVolume=0.0;
          arrDealsSim[p].dtTime=(SymbolInfoInteger(arrDealsSim[p].strSymbol,SYMBOL_EXPIRATION_TIME)+TimeCurrent())/2;
          arrDealsSim[p].enType=DEAL_TYPE_SELL;
          arrDealsSim[p].dbPrice=SymbolInfoDouble(inpNextCall,SYMBOL_OPTION_STRIKE)+SymbolPrice(inpNextCall,inpCalcMode);
          arrDealsSim[p].lTicket=0;
         }
        else
         {
          strComment+="Erro: "+inpNextCall+" não é uma opção de compra (CALL)!";
         }
       }
      else
       {
        strComment+="Erro: "+inpNextCall+" não é Opção!\n\n";
       }
     }
    else 
     {
      //-------------------------------------------------------------------------------------------------------------------------------------------------Roll Call para a Ordem
      string strSymbolOrder="";
      
      ulong ulOrderTicket=0;
      for(int i=0;i<OrdersTotal();i++)
       {
        ulOrderTicket=OrderGetTicket(i);
        if(
           (OptionBasis(OrderGetString(ORDER_SYMBOL))==_Symbol)
           &&(SymbolInfoInteger(OrderGetString(ORDER_SYMBOL),SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL)
           &&(OrderGetInteger(ORDER_TYPE)==ORDER_TYPE_SELL_LIMIT)
          )
         {
          strSymbolOrder=OrderGetString(ORDER_SYMBOL);
          ArrayResize(arrDealsSim,ArraySize(arrDealsSim)+1);
          p=ArraySize(arrDealsSim);p--;
          arrDealsSim[p].lPositionID=0;
          arrDealsSim[p].strSymbol=strSymbolOrder;
          arrDealsSim[p].dbVolume=-1.0;
          arrDealsSim[p].dtTime=(SymbolInfoInteger(arrDealsSim[p].strSymbol,SYMBOL_EXPIRATION_TIME)+TimeCurrent())/2;
          arrDealsSim[p].enType=DEAL_TYPE_SELL;
          arrDealsSim[p].dbPrice=SymbolInfoDouble(strSymbolOrder,SYMBOL_OPTION_STRIKE)+OrderGetDouble(ORDER_PRICE_OPEN);
          arrDealsSim[p].lTicket=0;
          //dbCurrentExtrinsic=(arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?MathMax(0,arrOptions[i].dbC-MathMax(0,SymbolPrice(OptionBasis(arrOptions[i].strSymbol),inpCalcMode)-arrOptions[i].dbK)):MathMax(0,arrOptions[i].dbP-MathMax(0,arrOptions[i].dbK-SymbolPrice(OptionBasis(arrOptions[i].strSymbol),inpCalcMode))));
         }
       }
       
      //-------------------------------------------------------------------------------------------------------------------------------------------------Roll Call para o Symbol calculado 
      if(strSymbolOrder.Length()==0)
       {
        int iDealB=0;
        for(int i=(ArraySize(arrDealsSim)-1);i>=0;i--)
         {
          if((SymbolInfoInteger(arrDealsSim[i].strSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL)&&(arrDealsSim[i].enType==DEAL_TYPE_SELL))
           {
            iDealB=i;
            break;
           }
         }
        double dbCurrentExtrinsic=0.0;
        ArrayResize(arrDealsSim,ArraySize(arrDealsSim)+1);
        p=ArraySize(arrDealsSim);p--;
        for(int i=(ArraySize(arrOptions)-1);i>=0;i--)
         {
          if(
            nextOptionSerie(StringSubstr(arrDealsSim[iDealB].strSymbol,4,1))==StringSubstr(arrOptions[i].strSymbol,4,1)
            &&((arrOptions[i].dbK+arrOptions[i].dbC)>arrDealsSim[iDealB].dbPrice)
            &&(dbCurrentExtrinsic<((arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?MathMax(0,arrOptions[i].dbC-MathMax(0,SymbolPrice(OptionBasis(arrOptions[i].strSymbol),inpCalcMode)-arrOptions[i].dbK)):MathMax(0,arrOptions[i].dbP-MathMax(0,arrOptions[i].dbK-SymbolPrice(OptionBasis(arrOptions[i].strSymbol),inpCalcMode))))))
            &&(arrOptions[i].dbC>=SymbolPrice(arrDealsSim[iDealB].strSymbol,inpCalcMode))
            &&(StringFind(inpBlackList,arrOptions[i].strSymbol,0)<0)
            //&&(SymbolInfoInteger(arrOptions[i].strSymbol,SYMBOL_EXPIRATION_TIME)<D'2022.12.31 23:00:00')
           )
           {
            arrDealsSim[p].lPositionID=0;
            arrDealsSim[p].strSymbol=arrOptions[i].strSymbol;
            arrDealsSim[p].dbVolume=0.0;
            arrDealsSim[p].dtTime=(SymbolInfoInteger(arrDealsSim[p].strSymbol,SYMBOL_EXPIRATION_TIME)+TimeCurrent())/2;
            //arrDealsSim[p].dtTime=TimeCurrent();
            arrDealsSim[p].enType=DEAL_TYPE_SELL;
            arrDealsSim[p].dbPrice=SymbolInfoDouble(arrOptions[i].strSymbol,SYMBOL_OPTION_STRIKE)+arrOptions[i].dbC;
            arrDealsSim[p].lTicket=0;
            dbCurrentExtrinsic=(arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?MathMax(0,arrOptions[i].dbC-MathMax(0,SymbolPrice(OptionBasis(arrOptions[i].strSymbol),inpCalcMode)-arrOptions[i].dbK)):MathMax(0,arrOptions[i].dbP-MathMax(0,arrOptions[i].dbK-SymbolPrice(OptionBasis(arrOptions[i].strSymbol),inpCalcMode))));
          }
         }
       }
     }
    ObjectsDeleteAll(0,"OptionSniffer");
    string strObjectName=""; 
    strObjectName=StringFormat( "OptionSniffer #%.0f %s %.0f %s at %.4f",
     arrDealsSim[p].lTicket,
     StringSubstr(EnumToString((ENUM_DEAL_TYPE)arrDealsSim[p].enType),10,4),
     arrDealsSim[p].dbVolume,
     arrDealsSim[p].strSymbol,
     arrDealsSim[p].dbPrice
    );
    ObjectCreate(0,strObjectName+" EXPIRATION",OBJ_ARROW_STOP,0,SymbolInfoInteger(arrDealsSim[p].strSymbol,SYMBOL_EXPIRATION_TIME),SymbolInfoDouble(arrDealsSim[p].strSymbol,SYMBOL_OPTION_STRIKE));
    ObjectSetInteger(0,strObjectName+" EXPIRATION",OBJPROP_COLOR,clrBlue); 
    ObjectCreate(0,strObjectName+" OPM",OBJ_ARROW_DOWN,0,arrDealsSim[p].dtTime,SymbolInfoDouble(arrDealsSim[p].strSymbol,SYMBOL_OPTION_STRIKE)+OptionPrice(arrDealsSim[p].strSymbol));ObjectSetInteger(0,strObjectName+" OPM",OBJPROP_COLOR,clrRed);
    if(StringLen(inpNextPut)>0)
     {
      if(SymbolInfoDouble(inpNextPut,SYMBOL_OPTION_STRIKE)>0.0)
       {
        if(SymbolInfoInteger(inpNextPut,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_PUT)
         {
          ArrayResize(arrDealsSim,ArraySize(arrDealsSim)+1);
          p=ArraySize(arrDealsSim);p--;
          arrDealsSim[p].lPositionID=0;
          arrDealsSim[p].strSymbol=inpNextPut;
          arrDealsSim[p].dbVolume=0.0;
          arrDealsSim[p].dtTime=(SymbolInfoInteger(arrDealsSim[p].strSymbol,SYMBOL_EXPIRATION_TIME)+TimeCurrent())/2;
          arrDealsSim[p].enType=DEAL_TYPE_BUY;
          arrDealsSim[p].dbPrice=SymbolInfoDouble(inpNextPut,SYMBOL_OPTION_STRIKE)-SymbolPrice(inpNextPut,inpCalcMode);
          arrDealsSim[p].lTicket=0;
          strObjectName=StringFormat( "OptionSniffer #%.0f %s %.0f %s at %.4f",
           arrDealsSim[p].lTicket,
           StringSubstr(EnumToString((ENUM_DEAL_TYPE)arrDealsSim[p].enType),10,4),
           arrDealsSim[p].dbVolume,
           arrDealsSim[p].strSymbol,
           arrDealsSim[p].dbPrice
          );
//          ObjectCreate(0,
//           strObjectName+" EXPIRATION",
//           OBJ_ARROW_STOP,
//           0,
//           SymbolInfoInteger(arrDealsSim[p].strSymbol,SYMBOL_EXPIRATION_TIME),
//           SymbolInfoDouble(arrDealsSim[p].strSymbol,SYMBOL_OPTION_STRIKE)
//          );ObjectSetInteger(0,strObjectName+" EXPIRATION",OBJPROP_COLOR,clrBlue);
//          ObjectCreate(0,
//           strObjectName+" OPC",
//           OBJ_ARROW_UP,
//           0,
//           arrDealsSim[p].dtTime,
//           SymbolInfoDouble(arrDealsSim[p].strSymbol,SYMBOL_OPTION_STRIKE)-OptionPrice(arrDealsSim[p].strSymbol)
//          ); ObjectSetInteger(0,strObjectName+" Model",OBJPROP_COLOR,clrBlue);
         }
        else
         {
          strComment+="Erro: "+inpNextPut+" não é uma opção de venda (PUT)!";
         }
       }
      else
       {
        strComment+="Erro: "+inpNextPut+" não é Opção!";
       }
     }
    else                             //-------------------------------------------------------Roll Put para o Symbol calculado 
     {
      int iDealB=0;
      for(int i=(ArraySize(arrDealsSim)-1);i>=0;i--)
       {
        if((SymbolInfoInteger(arrDealsSim[i].strSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_PUT)&&(arrDealsSim[i].enType==DEAL_TYPE_BUY))
         {
          iDealB=i;
          break;
         }
       }
      //PrintFormat("%s %.2f", arrDealsSim[iDealB].strSymbol, arrDealsSim[iDealB].dbPrice );
      double dbCurrentExtrinsic=0.0;
      ArrayResize(arrDealsSim,ArraySize(arrDealsSim)+1);
      p=ArraySize(arrDealsSim);p--;
      for(int i=(ArraySize(arrOptions)-1);i>=0;i--)
       {
        if(
          nextOptionSerie(StringSubstr(arrDealsSim[iDealB].strSymbol,4,1))==StringSubstr(arrOptions[i].strSymbol,4,1)
          &&((arrOptions[i].dbK-arrOptions[i].dbP)<arrDealsSim[iDealB].dbPrice)
          //&&(dbCurrentExtrinsic<((arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?MathMax(0,arrOptions[i].dbC-MathMax(0,SymbolPrice(OptionBasis(arrOptions[i].strSymbol),inpCalcMode)-arrOptions[i].dbK)):MathMax(0,arrOptions[i].dbP-MathMax(0,arrOptions[i].dbK-SymbolPrice(OptionBasis(arrOptions[i].strSymbol),inpCalcMode))))))
          &&(arrOptions[i].dbP>=SymbolPrice(arrDealsSim[iDealB].strSymbol,inpCalcMode))
          //&&(SymbolInfoInteger(arrOptions[i].strSymbol,SYMBOL_EXPIRATION_TIME)<D'2022.12.31 23:00:00')
         )
         {
          arrDealsSim[p].lPositionID=0;
          arrDealsSim[p].strSymbol=arrOptions[i].strSymbol;
          arrDealsSim[p].dbVolume=0.0;
          arrDealsSim[p].dtTime=(SymbolInfoInteger(arrDealsSim[p].strSymbol,SYMBOL_EXPIRATION_TIME)+TimeCurrent())/2;
          arrDealsSim[p].enType=DEAL_TYPE_BUY;
          arrDealsSim[p].dbPrice=SymbolInfoDouble(arrOptions[i].strSymbol,SYMBOL_OPTION_STRIKE)-arrOptions[i].dbP;
          arrDealsSim[p].lTicket=0;
          dbCurrentExtrinsic=(arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?MathMax(0,arrOptions[i].dbC-MathMax(0,SymbolPrice(OptionBasis(arrOptions[i].strSymbol),inpCalcMode)-arrOptions[i].dbK)):MathMax(0,arrOptions[i].dbP-MathMax(0,arrOptions[i].dbK-SymbolPrice(OptionBasis(arrOptions[i].strSymbol),inpCalcMode))));
         }
       }
     }
    strObjectName=StringFormat( "OptionSniffer #%.0f %s %.0f %s at %.4f",
    arrDealsSim[p].lTicket,
    StringSubstr(EnumToString((ENUM_DEAL_TYPE)arrDealsSim[p].enType),10,4),
     arrDealsSim[p].dbVolume,
     arrDealsSim[p].strSymbol,
     arrDealsSim[p].dbPrice
    );
    ObjectCreate(0,strObjectName+" EXPIRATION",OBJ_ARROW_STOP,0,SymbolInfoInteger(arrDealsSim[p].strSymbol,SYMBOL_EXPIRATION_TIME),SymbolInfoDouble(arrDealsSim[p].strSymbol,SYMBOL_OPTION_STRIKE));
    ObjectSetInteger(0,strObjectName+" EXPIRATION",OBJPROP_COLOR,clrRed); 
    ObjectCreate(0,strObjectName+" OPM",OBJ_ARROW_UP,0,arrDealsSim[p].dtTime,SymbolInfoDouble(arrDealsSim[p].strSymbol,SYMBOL_OPTION_STRIKE)-OptionPrice(arrDealsSim[p].strSymbol));ObjectSetInteger(0,strObjectName+" OPM",OBJPROP_COLOR,clrBlue);
    strObjectName="";
    ulong ulOrderTicket=0;
    for(int i=0;i<ArraySize(arrDealsSim);i++)
     {
      strObjectName=StringFormat( "OptionSniffer #%.0f %s %.0f %s at %.4f",
       arrDealsSim[i].lTicket,
       StringSubstr(EnumToString((ENUM_DEAL_TYPE)arrDealsSim[i].enType),10,4),
       arrDealsSim[i].dbVolume,
       arrDealsSim[i].strSymbol,
       arrDealsSim[i].dbPrice
      );
      ObjectCreate(0,
       strObjectName,
       (arrDealsSim[i].enType==DEAL_TYPE_BUY?OBJ_ARROW_BUY:OBJ_ARROW_SELL),
       0,
       arrDealsSim[i].dtTime,
       arrDealsSim[i].dbPrice
      );
      for(int j=0;j<PositionsTotal();j++)
       {
         ulPositionTicket=PositionGetTicket(j);
         if(PositionGetSymbol(j)==arrDealsSim[i].strSymbol)
          {
           if(SymbolInfoInteger(arrDealsSim[i].strSymbol,SYMBOL_EXPIRATION_TIME)>0)
            {
             ObjectCreate(0,
              strObjectName+" EXPIRATION",
              OBJ_ARROW_STOP,
              0,
              SymbolInfoInteger(arrDealsSim[i].strSymbol,SYMBOL_EXPIRATION_TIME),
              SymbolInfoDouble(arrDealsSim[i].strSymbol,SYMBOL_OPTION_STRIKE)
             );ObjectSetInteger(0,strObjectName+" EXPIRATION",OBJPROP_COLOR,(SymbolInfoInteger(PositionGetString(POSITION_SYMBOL),SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL?clrBlue:clrRed));
            }
          }
       }
     }
    int iDeal=1;
    stcDeal lastDealOption; ZeroMemory(lastDealOption);
    strComment+=" Quem Vende a CALL TEM o DEVER de VENDER a ação no vencimento pelo STRIKE.\n";
    for(int i=0;i<ArraySize(arrDealsSim);i++)
     {
      if(SymbolInfoDouble(arrDealsSim[i].strSymbol,SYMBOL_OPTION_STRIKE)>0.0)
      if(SymbolInfoInteger(arrDealsSim[i].strSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL)
       {
        strComment+=StringFormat("%3.0f. %s %4s  %s  %.4f",
         iDeal++,
         arrDealsSim[i].strSymbol,
         StringSubstr(EnumToString((ENUM_DEAL_TYPE)arrDealsSim[i].enType),10,5),
         (arrDealsSim[i].dbVolume>0.0?TimeToString(arrDealsSim[i].dtTime,TIME_DATE|TIME_MINUTES|TIME_SECONDS):(arrDealsSim[i].dbVolume<0.0?"          ORDER         ":"       SIMULATED      ")),
         arrDealsSim[i].dbPrice
        );
        if(i>0)
         {
          if(lastDealOption.dbPrice>0.0)
           {
            strObjectName=StringFormat( "OptionSniffer #%.0f %s %.0f %s at %.4f Trend",
             arrDealsSim[i].lTicket,
             StringSubstr(EnumToString((ENUM_DEAL_TYPE)arrDealsSim[i].enType),10,4),
             arrDealsSim[i].dbVolume,
             arrDealsSim[i].strSymbol,
             arrDealsSim[i].dbPrice
            );
            ObjectCreate(
             0,
             strObjectName,
             OBJ_TREND,
             0,
             arrDealsSim[i].dtTime, arrDealsSim[i].dbPrice,
             lastDealOption.dtTime, lastDealOption.dbPrice
            );
            ObjectSetInteger(0,strObjectName,OBJPROP_STYLE,STYLE_DOT);ObjectSetInteger(0,strObjectName,OBJPROP_COLOR,clrDarkSlateGray);
            if(arrDealsSim[i].enType==DEAL_TYPE_BUY)strComment+=StringFormat("  %.4f  %.2f%%", lastDealOption.dbPrice-arrDealsSim[i].dbPrice, 100*(lastDealOption.dbPrice-arrDealsSim[i].dbPrice)/(2/(1/lastDealOption.dbPrice+1/arrDealsSim[i].dbPrice))  );
            if(arrDealsSim[i].enType==DEAL_TYPE_BUY)
             {
              ObjectCreate(0,strObjectName+" Yield",OBJ_TEXT,0,(arrDealsSim[i].dtTime+lastDealOption.dtTime)/2,(arrDealsSim[i].dbPrice+lastDealOption.dbPrice)/2);
              ObjectSetString(0,strObjectName+" Yield",OBJPROP_TEXT, StringFormat("%.2f%%",100*(lastDealOption.dbPrice-arrDealsSim[i].dbPrice)/(2/(1/lastDealOption.dbPrice+1/arrDealsSim[i].dbPrice))));
              ObjectSetInteger(0,strObjectName+" Yield",OBJPROP_FONTSIZE,8);
              ObjectSetInteger(0,strObjectName+" Yield",OBJPROP_ANCHOR,ANCHOR_CENTER);
              ObjectSetInteger(0,strObjectName+" Yield",OBJPROP_COLOR,(lastDealOption.dbPrice>arrDealsSim[i].dbPrice?clrLime:clrRed));
             }
           }
         }
        lastDealOption=arrDealsSim[i];
        strComment+="\n";
       }
     }
    iDeal=1;
    ZeroMemory(lastDealOption);
    strComment+="\n";
    strComment+=" Quem Vende a PUT TEM o DEVER de COMPRAR a ação no vencimento pelo STRIKE.\n";
    for(int i=0;i<ArraySize(arrDealsSim);i++)
     {
      if(SymbolInfoDouble(arrDealsSim[i].strSymbol,SYMBOL_OPTION_STRIKE)>0.0)
      if(SymbolInfoInteger(arrDealsSim[i].strSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_PUT)
       {
        strComment+=StringFormat("%3.0f. %s %4s  %s  %.4f",
         iDeal++,
         arrDealsSim[i].strSymbol,
         StringSubstr(EnumToString((ENUM_DEAL_TYPE)arrDealsSim[i].enType),10,5),
         (arrDealsSim[i].dbVolume>0.0?TimeToString(arrDealsSim[i].dtTime,TIME_DATE|TIME_MINUTES|TIME_SECONDS):"       SIMULATED      "),
         arrDealsSim[i].dbPrice
        );
        if(i>0)
         {
          if(lastDealOption.dbPrice>0.0)
           {
            strObjectName=StringFormat( "OptionSniffer #%.0f %s %.0f %s at %.4f Trend",
             arrDealsSim[i].lTicket,
             StringSubstr(EnumToString((ENUM_DEAL_TYPE)arrDealsSim[i].enType),10,4),
             arrDealsSim[i].dbVolume,
             arrDealsSim[i].strSymbol,
             arrDealsSim[i].dbPrice
            );
            ObjectCreate(
             0,
             strObjectName,
             OBJ_TREND,
             0,
             arrDealsSim[i].dtTime, arrDealsSim[i].dbPrice,
             lastDealOption.dtTime, lastDealOption.dbPrice
            );
            if(arrDealsSim[i].enType==DEAL_TYPE_BUY)strComment+=StringFormat("  %.4f  %.2f%%", lastDealOption.dbPrice-arrDealsSim[i].dbPrice, 100*(lastDealOption.dbPrice-arrDealsSim[i].dbPrice)/(2/(1/lastDealOption.dbPrice+1/arrDealsSim[i].dbPrice))  );
            if((arrDealsSim[i].enType==DEAL_TYPE_BUY)&&(iDeal>3))
             {
              ObjectCreate(0,strObjectName+" Yield",OBJ_TEXT,0,(arrDealsSim[i].dtTime+lastDealOption.dtTime)/2,(arrDealsSim[i].dbPrice+lastDealOption.dbPrice)/2);
              ObjectSetString(0,strObjectName+" Yield",OBJPROP_TEXT, StringFormat("%.2f%%",100*(lastDealOption.dbPrice-arrDealsSim[i].dbPrice)/(2/(1/lastDealOption.dbPrice+1/arrDealsSim[i].dbPrice))));
              ObjectSetInteger(0,strObjectName+" Yield",OBJPROP_FONTSIZE,8);
              ObjectSetInteger(0,strObjectName+" Yield",OBJPROP_ANCHOR,ANCHOR_CENTER);
              ObjectSetInteger(0,strObjectName+" Yield",OBJPROP_COLOR,(lastDealOption.dbPrice>arrDealsSim[i].dbPrice?clrLime:clrRed));
             }
            ObjectSetInteger(0,strObjectName,OBJPROP_STYLE,STYLE_DOT);ObjectSetInteger(0,strObjectName,OBJPROP_COLOR,clrDarkSlateGray);
           }
         }
        lastDealOption=arrDealsSim[i];
        strComment+="\n";
       }
     }
     ObjectCreate(0,"OptionSniffer_SymbolPrice",OBJ_HLINE,0,0,SymbolPrice(_Symbol,inpCalcMode));ObjectSetInteger(0,"OptionSniffer_SymbolPrice",OBJPROP_STYLE,STYLE_DOT);ObjectSetInteger(0,"OptionSniffer_SymbolPrice",OBJPROP_COLOR,clrYellow);
     dbS=SymbolPrice(_Symbol,inpCalcMode);
     strFile="Symbol;S;K;C/P;B;E;Y;y;Mod\n";
     for(int i=0;i<ArraySize(arrOptions);i++)
      {
        dbE=(arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?MathMax(0,arrOptions[i].dbC-MathMax(0,SymbolPrice(OptionBasis(_Symbol),inpCalcMode)-arrOptions[i].dbK)):MathMax(0,arrOptions[i].dbP-MathMax(0,arrOptions[i].dbK-SymbolPrice(OptionBasis(_Symbol),inpCalcMode))));
        //dbY=dbE/(2/(1/(dbS+dbE)+1/dbS));
        dbY=(arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?arrOptions[i].dbC:arrOptions[i].dbP)/arrOptions[i].dbK;
        dbYperMonth=dbY/lDaysToExpirate*30;
        strFile+=StringFormat("%s;%.2f;%.2f;%.2f;%.2f;%.2f;%.2f;%.2f;%.2f\n",
         arrOptions[i].strSymbol,
         dbS,
         arrOptions[i].dbK,
         (arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?arrOptions[i].dbC:arrOptions[i].dbP),
         (arrOptions[i].enRight==SYMBOL_OPTION_RIGHT_CALL?arrOptions[i].dbK+arrOptions[i].dbC:arrOptions[i].dbK-arrOptions[i].dbP),
         dbE,
         100*dbY,
         100*dbYperMonth,
         OptionPrice(arrOptions[i].strSymbol)
        );
      }
    }
   StringReplace(strFile,".",",");
   string strFileName=_Symbol+".csv";
   int iHandle=FileOpen(strFileName,FILE_WRITE|FILE_CSV);
   FileWrite(iHandle,strFile);
   FileClose(iHandle);
   Comment(strStatus+"\n"+strComment);
 }
//+------------------------------------------------------------------+
//| Converte Código ISIN para Symbol                                 |
//+------------------------------------------------------------------+
string ISINtoSymbol(const string strISIN)
 {
  string strSymbol=StringSubstr(strISIN,2,4);
  if(StringSubstr(strISIN,9,2)=="PR") strSymbol+="4";
  if(StringSubstr(strISIN,9,2)=="OR") strSymbol+="3";
  if(StringSubstr(strISIN,9,2)=="00") strSymbol+="9";
  return strSymbol;
 }
//+------------------------------------------------------------------+
//| Carrega a Matriz de Opções (Bruta)                               |
//+------------------------------------------------------------------+
void LoadBruteOptions()
 {
   string strISIN = SymbolInfoString(_Symbol, SYMBOL_ISIN);
   ArrayFree(arrBruteOptions);
   ZeroMemory(arrBruteOptions);
   strStatus="Carregando opções....\n";
   Comment(strStatus+strComment);
   for(int i=0;i<SymbolsTotal(false);i++)
    {
     if( 
       (SymbolInfoDouble(SymbolName(i,false),SYMBOL_OPTION_STRIKE)>0.0)
       &&((SymbolInfoInteger(SymbolName(i,false),SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL)||(SymbolInfoInteger(SymbolName(i,false),SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_PUT))
       &&((StringSubstr(SymbolInfoString(SymbolName(i,false),SYMBOL_ISIN),2,5)==ISINtoSymbol(SymbolInfoString(_Symbol,SYMBOL_ISIN)))||((StringSubstr(SymbolInfoString(SymbolName(i,false),SYMBOL_ISIN),2,5)==StringSubstr(SymbolInfoString(_Symbol,SYMBOL_ISIN),2,5))))
       &&(SymbolInfoInteger(SymbolName(i,false),SYMBOL_EXPIRATION_TIME)<inpMaxExpiration)
       &&(SymbolInfoInteger(SymbolName(i,false),SYMBOL_EXPIRATION_TIME)>TimeLocal())
      )
       {
        SymbolSelect(SymbolName(i,false),true);
        ArrayResize(arrBruteOptions,ArraySize(arrBruteOptions)+1);
        arrBruteOptions[ArraySize(arrBruteOptions)-1].strSymbol=SymbolName(i,false);
        arrBruteOptions[ArraySize(arrBruteOptions)-1].enRight=(ENUM_SYMBOL_OPTION_RIGHT)SymbolInfoInteger(SymbolName(i,false),SYMBOL_OPTION_RIGHT);
        arrBruteOptions[ArraySize(arrBruteOptions)-1].dtExpiration=SymbolInfoInteger(SymbolName(i,false),SYMBOL_EXPIRATION_TIME);
        arrBruteOptions[ArraySize(arrBruteOptions)-1].dbK=SymbolInfoDouble(SymbolName(i,false),SYMBOL_OPTION_STRIKE);
        if(SymbolInfoInteger(SymbolName(i,false),SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL) arrBruteOptions[ArraySize(arrBruteOptions)-1].dbC=SymbolPrice(SymbolName(i,false),inpCalcMode);
        if(SymbolInfoInteger(SymbolName(i,false),SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_PUT) arrBruteOptions[ArraySize(arrBruteOptions)-1].dbP=SymbolPrice(SymbolName(i,false),inpCalcMode);
        arrBruteOptions[ArraySize(arrBruteOptions)-1].dtLastDeal=SymbolInfoInteger(SymbolName(i,false),SYMBOL_TIME);
       }
    }
   strStatus="";
   Comment(strStatus+"\n"+strComment);
 }
//+------------------------------------------------------------------+
//| Próxima séria da Opção                                           |
//+------------------------------------------------------------------+
string nextOptionSerie(const string strSymbol)
 {
  string strReturn="";
  string strCall="ABCDEFGHIJKL";
  string strPut="MNOPQRSTUVWX";
  string strSerieSymbol=strSymbol;
  if(StringFind(strCall,strSerieSymbol,0)>=0) strReturn=StringSubstr(strCall,StringFind(strCall,strSerieSymbol,0)+1,1); if((StringFind(strCall,strSerieSymbol,0)+1)==StringLen(strCall)) strReturn="A";
  if(StringFind(strPut,strSerieSymbol,0)>=0) strReturn=StringSubstr(strPut,StringFind(strPut,strSerieSymbol,0)+1,1); if((StringFind(strPut,strSerieSymbol,0)+1)==StringLen(strPut)) strReturn="M";
  return strReturn;
 }
//+------------------------------------------------------------------+
//| Ativo subjacente da opção                                        |
//+------------------------------------------------------------------+
string OptionBasis(const string strSymbol)
 {
  string strReturn=StringSubstr(SymbolInfoString(strSymbol,SYMBOL_ISIN),2,4);
  if(StringSubstr(SymbolInfoString(strSymbol, SYMBOL_ISIN), 6, 1)=="9")
   {
    strReturn+="11";
   }
  else
   {
    strReturn+=StringSubstr(SymbolInfoString(strSymbol,SYMBOL_ISIN),6,1);
   }
  return strReturn;
 }
//+------------------------------------------------------------------+
//| Ativo subjacente da opção                                        |
//+------------------------------------------------------------------+
double SymbolPrice(const string SYMBOL, const CalcMode CALCMODE)
 {
  double result = 0.0;
  switch(CALCMODE)
   {
    case Last:
     return(SymbolInfoDouble(SYMBOL,SYMBOL_LAST));
     break;
    case VWAP:
     return(SymbolInfoDouble(SYMBOL,SYMBOL_SESSION_AW));
     break;
    case Median:
     return(TrueMedian(SymbolInfoDouble(SYMBOL,SYMBOL_BID),SymbolInfoDouble(SYMBOL,SYMBOL_ASK),SymbolInfoDouble(SYMBOL,SYMBOL_LAST)));
     break;
    case AskBidWatch:
     return(SymbolInfoDouble(SYMBOL,SYMBOL_ASK)+SymbolInfoDouble(SYMBOL,SYMBOL_BID))/2;
     break;
    }
  return(result);
 }
double TrueMedian(double first, double second,double third)
 {
  SORT(first,second,third);
  return((third<=0.0)?0.0:((second<=0.0)?third:((first<=0.0)?((third+second)/2.0):second)));
 } 
//+------------------------------------------------------------------+
//| Preço da Última Operação                                         |
//+------------------------------------------------------------------+
double lastDealPrice(const string strSymbol)
 {
   HistorySelect(0,TimeCurrent());
   double dbPriceReturn=0.0;
   ulong ulDealTicket;
   for(int i=(HistoryDealsTotal()-1);i>=0;i--)
    {
     ulDealTicket=HistoryDealGetTicket(i);
     dbPriceReturn=HistoryDealGetDouble(ulDealTicket,DEAL_PRICE);
     if(HistoryDealGetString(ulDealTicket,DEAL_SYMBOL)==strSymbol) return(dbPriceReturn);
    }
   return(NULL);  
 }
//+------------------------------------------------------------------+
//| Preço da Opção por A.A.                                          |
//+------------------------------------------------------------------+
double OptionPrice(const string strOption)
 {
  double z=(SymbolInfoInteger(strOption,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL?1.0:-1.0);
  long t=(SymbolInfoInteger(strOption,SYMBOL_EXPIRATION_TIME)-TimeCurrent())/86400;
  long t0=(inpExpirationDI-TimeCurrent())/86400;
  double r=inpr_0/100;
  double S=SymbolPrice(OptionBasis(strOption),inpCalcMode);
  double K=SymbolInfoDouble(strOption,SYMBOL_OPTION_STRIKE);
  return double (1.0/2.0)*MathSqrt(MathPow(K-S,2.0)+4.0*(double)t/(double)t0*MathPow(r*S,2.0))-z*(K-S)/2.0;
 }
//+------------------------------------------------------------------+