//+------------------------------------------------------------------+
//|                                             OptionsPrime_v00.mq5 |
//|                                  Copyright 2024, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#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) }
//+------------------------------------------------------------------+
//| Variáveis Globais                                                |
//+------------------------------------------------------------------+
enum CalcMode
  {
   calcOPM,        // Arthur Option Price Model 
   calcMedian,     // Median 
   calcLast,       // Watch: Last
   calcHalfAskBid, // Watch: (Ask+Bid)/2
   calcAWP,        // Watch: AWP
  };
//+------------------------------------------------------------------+
//| Setup                                                            |
//+------------------------------------------------------------------+
double iAlavangabem = 2.0;    // Cotas para cada Adjacente:
//+------------------------------------------------------------------+
//| Inputs                                                           |
//+------------------------------------------------------------------+
sinput datetime inMaxExpiration = D'2024.12.31 23:59:59'; //Expiração máxima:
sinput CalcMode inCalcMode = calcMedian;  // Modo de Calculo:
sinput double inR0 = 10.75;               // Taxa de Retorno Seguro:
sinput int iFrequency = 2000;             // Frequencia de execucao (milisegundos):
sinput double inPcDownB = 0.0;            // Porcentagem que o B pode baixar (%):   
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- create timer
   ChartSetInteger(0,CHART_SHOW_DATE_SCALE,1);
   ChartSetInteger(0,CHART_SHOW_PRICE_SCALE,1);
   EventSetMillisecondTimer(iFrequency);
   
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//--- destroy timer
   EventKillTimer();
   
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//---
   
  }
//+------------------------------------------------------------------+
//| Timer function                                                   |
//+------------------------------------------------------------------+
void OnTimer()
  {
  
   datetime timeStart = TimeLocal();

   double dbCall_Volume=0.0;
   double dbCall_B0m=0.0;
   double dbCall_K0m=0.0;
   double dbCall_Km=0.0;
   double dbCall_Xm=0.0;

   double dbPut_Volume=0.0;
   double dbPut_B0m=0.0;
   double dbPut_K0m=0.0;
   double dbPut_Km=0.0;
   double dbPut_Xm=0.0;
   
   double dbSobraTotal=0.0;

   string strComment = StringFormat(
    ">>Expiration: %s | Calc Mode: %s | R0: %.2f%% | Frequency: %d | Down B: %.2f%%\n",
    TimeToString(inMaxExpiration, TIME_DATE),
    EnumToString((CalcMode)inCalcMode),
    inR0 * 100,
    iFrequency,
    inPcDownB
   );

   strComment+="\nSymbol             T       S        K0     X0     B0    Xr(OPM)    -->     Roll to          T      K      X(OPM)         B        E     a.a.(E)       =     dT       dK      dX0       dX         dB    By      --> dR$\n";
   ulong ulPositionTicket=0;
   for(int i=0;i<PositionsTotal();i++)
    {
     ulPositionTicket=PositionGetTicket(i);
     double dbS  = 0.0;
     double dbK  = 0.0;
     double dbX0 = 0.0;
     double dbB0 = 0.0;
     double dbX  = 0.0;
     double dbZ  = 0.0;
     string strPositonSymbol = PositionGetSymbol(i);
     if(
        (SymbolInfoDouble(strPositonSymbol, SYMBOL_OPTION_STRIKE) > 0.0) &&
        ((SymbolInfoInteger(strPositonSymbol, SYMBOL_OPTION_RIGHT) == SYMBOL_OPTION_RIGHT_CALL) || (SymbolInfoInteger(strPositonSymbol, SYMBOL_OPTION_RIGHT) == SYMBOL_OPTION_RIGHT_PUT))
       )
      {
       
       dbZ=(SymbolInfoInteger(strPositonSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL?1.0:(SymbolInfoInteger(strPositonSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_PUT?-1.0:0.0));
       dbS=SymbolPrice(OptionBasis(PositionGetSymbol(i)),inCalcMode); 
       dbK=SymbolInfoDouble(PositionGetSymbol(i),SYMBOL_OPTION_STRIKE);
       dbX0=PositionGetDouble(POSITION_PRICE_OPEN);
       dbB0=dbK+dbX0*dbZ;
       //dbX=SymbolPrice(strPositonSymbol,inCalcMode);
       dbX=(SymbolPrice(strPositonSymbol,inCalcMode)>0.0?SymbolPrice(strPositonSymbol,inCalcMode):ArthurOptionPriceModel(strPositonSymbol));
       if(SymbolInfoInteger(strPositonSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL)
        {
         dbCall_Volume+=PositionGetDouble(POSITION_VOLUME);
         dbCall_B0m+=(dbB0*PositionGetDouble(POSITION_VOLUME));
         dbCall_K0m+=(dbK*PositionGetDouble(POSITION_VOLUME));
        }
       else
       if(SymbolInfoInteger(strPositonSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_PUT)
        {
         dbPut_Volume+=PositionGetDouble(POSITION_VOLUME);
         dbPut_B0m+=(dbB0*PositionGetDouble(POSITION_VOLUME));
         dbPut_K0m+=(dbK*PositionGetDouble(POSITION_VOLUME));
        }

       for(int s=0;s<=SymbolsTotal(false);s++)
        {
         if(
               (SymbolInfoDouble(SymbolName(s,false),SYMBOL_OPTION_STRIKE)>0.0)
            && (OptionBasis(SymbolName(s,false))==OptionBasis(strPositonSymbol)) 
            && ( (SymbolInfoInteger(SymbolName(s,false),SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL)||(SymbolInfoInteger(SymbolName(s,false),SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_PUT) )
            && SymbolInfoInteger(SymbolName(s,false),SYMBOL_EXPIRATION_TIME)>=(TimeLocal()+(24*60*60))
            && SymbolInfoInteger(SymbolName(s,false),SYMBOL_EXPIRATION_TIME)<=inMaxExpiration
           )
          {
           SymbolSelect(SymbolName(s,false),true);
          }
        }
       
       double _BestEBaa=0.0;
       double _BestE=0.0;
       string _BestEBaaSymbol="";
       double _S[]; ArrayResize(_S,SymbolsTotal(true));
       long   _T[]; ArrayResize(_T,SymbolsTotal(true));
       double _Z[]; ArrayResize(_Z,SymbolsTotal(true));
       double _K[]; ArrayResize(_K,SymbolsTotal(true));
       double _X[]; ArrayResize(_X,SymbolsTotal(true));
       double _r[]; ArrayResize(_r,SymbolsTotal(true));
       double _B[]; ArrayResize(_B,SymbolsTotal(true));
       double _I[]; ArrayResize(_I,SymbolsTotal(true));
       double _E[]; ArrayResize(_E,SymbolsTotal(true));
       double _EBaa[]; ArrayResize(_EBaa,SymbolsTotal(true));
       double _Xopm[]; ArrayResize(_Xopm,SymbolsTotal(true));
       for(int s=0;s<=SymbolsTotal(true);s++)
        {
        
         if(
               (SymbolInfoDouble(SymbolName(s,true),SYMBOL_OPTION_STRIKE)>0.0)
            && (OptionBasis(SymbolName(s,true))==OptionBasis(strPositonSymbol)) 
            && SymbolInfoInteger(SymbolName(s,true),SYMBOL_EXPIRATION_TIME)>TimeLocal() 
            && SymbolInfoInteger(SymbolName(s,true),SYMBOL_EXPIRATION_TIME)<=inMaxExpiration
           )
          {
          
           _S[s]=SymbolPrice(OptionBasis(SymbolName(s,true)),inCalcMode);  
           _T[s]=SymbolInfoInteger(SymbolName(s,true),SYMBOL_EXPIRATION_TIME);
           _Z[s]=(SymbolInfoInteger(SymbolName(s,true),SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL?1.0:(SymbolInfoInteger(SymbolName(s,true),SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_PUT?-1.0:0.0));
           _K[s]=SymbolInfoDouble(SymbolName(s,true),SYMBOL_OPTION_STRIKE);
           _X[s]=SymbolPrice(SymbolName(s,true),inCalcMode);
           _r[s]=_X[s]/_S[s];      //_r[s]=_X[s]/_K[s];
           _B[s]=_K[s]+_X[s]*_Z[s];
           if(SymbolInfoInteger(SymbolName(s,true),SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL) _I[s]=MathMax(_S[s]-_K[s],0.0); // _I[s]=(_S[s]>_K[s]?_S[s]-_K[s]:0.0);
           if(SymbolInfoInteger(SymbolName(s,true),SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_PUT)  _I[s]=MathMax(_K[s]-_S[s],0.0); //(_K[s]>_S[s]?_K[s]-_S[s]:0.0);       
           _E[s]=MathMax(_X[s]-_I[s],0.0);
           // ((_X[s]-(_I[s]>0.0?_I[s]:0.0))>0.0?_X[s]-(_I[s]>0.0?_I[s]:0.0):0.0); // _E[s]=_E[s]*2.0;;_E[s]=0.0;
           if(SymbolInfoInteger(SymbolName(s,true),SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL)
            {
             _EBaa[s]=pow(1.0+(2.0*_E[s])/_S[s],252.0/((double)(_T[s]-TimeLocal())/86000.0))-1.0; 
            }
           else
           if(SymbolInfoInteger(SymbolName(s,true),SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_PUT)
            {
             _EBaa[s]=pow(1.0+_E[s]/_S[s],252.0/((double)(_T[s]-TimeLocal())/86000.0))-1.0; 
          }
           _Xopm[s]=ArthurOptionPriceModel(SymbolName(s,true));
           
           /* 
           if(_Z[s]==(SymbolInfoInteger(strPositonSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL?1.0:-1.0))
           if((SymbolInfoInteger(strPositonSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL)?_B[s]>(dbB0*(1.0-inPcDownB/100)):(SymbolInfoInteger(strPositonSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_PUT?_B[s]<(dbB0*(1.0+inPcDownB/100)) : false ) )
           if(_X[s]>dbX)
           //if(dbX0>dbX)
            {
             _BestEBaaSymbol=SymbolName(s,true);
             _BestEBaa=_EBaa[s];
             _BestE=_E[s];
            }
            */
           
           if( SymbolName(s,true)!=strPositonSymbol)
           if(SymbolInfoInteger(SymbolName(s,true),SYMBOL_EXPIRATION_TIME)>=SymbolInfoInteger(strPositonSymbol,SYMBOL_EXPIRATION_TIME))
           if(_X[s]>dbX)
           if(SymbolInfoInteger(strPositonSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL )
            {
             if(_B[s]>=dbB0)
             if(_Z[s]>0.0)
              {
               if(_EBaa[s]>_BestEBaa)
                {
                 _BestEBaaSymbol=SymbolName(s,true);
                 _BestEBaa=_EBaa[s];
                 _BestE=_E[s];
                }
              }
            }
           else
           if(SymbolInfoInteger(strPositonSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_PUT )
            {
             if(_B[s]<=dbB0)
             if(_Z[s]<=0.0)
              {
               _BestEBaaSymbol=SymbolName(s,true);
               _BestEBaa=_EBaa[s];
                 _BestE=_E[s];
              }
            }



          }
        }

       strComment+=strPositonSymbol+(strPositonSymbol.Length()==8?"    ":"")+": ";
       strComment+=IntegerToString( ( SymbolInfoInteger(strPositonSymbol,SYMBOL_EXPIRATION_TIME) - TimeLocal() )/86400 )+"d  ";   //  " 73d ";
       strComment+=DoubleToString(dbS,2)+" ";
       strComment+=DoubleToString(dbK,2)+" ";
       strComment+=DoubleToString(dbX0,2)+" ";
       strComment+=DoubleToString(dbB0,2)+" ";
       strComment+=DoubleToString(dbX,2)+"(";
       strComment+=DoubleToString(ArthurOptionPriceModel(strPositonSymbol),2)+") ";
       if(_BestEBaaSymbol.Length()>0)
        {
         if(SymbolInfoInteger(_BestEBaaSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL)
          {
           dbCall_Km+=SymbolInfoDouble(_BestEBaaSymbol, SYMBOL_OPTION_STRIKE)*PositionGetDouble(POSITION_VOLUME);
           dbCall_Xm+=SymbolPrice(_BestEBaaSymbol,inCalcMode)*PositionGetDouble(POSITION_VOLUME);
          }
         else
         if(SymbolInfoInteger(_BestEBaaSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_PUT)
          {
           dbPut_Km+=SymbolInfoDouble(_BestEBaaSymbol, SYMBOL_OPTION_STRIKE)*PositionGetDouble(POSITION_VOLUME);
           dbPut_Xm+=SymbolPrice(_BestEBaaSymbol,inCalcMode)*PositionGetDouble(POSITION_VOLUME);
          }

         strComment+=" --> ";
         strComment+=_BestEBaaSymbol+(_BestEBaaSymbol.Length()==8?"    ":"")+" ";
         strComment+=DoubleToString( (double)( (SymbolInfoInteger(_BestEBaaSymbol,SYMBOL_EXPIRATION_TIME) - TimeLocal() ) / 86000.0 ) , 0 ) + "d  ";
         strComment+=DoubleToString(SymbolInfoDouble(_BestEBaaSymbol, SYMBOL_OPTION_STRIKE),2) + "  ";
         strComment+=DoubleToString(SymbolPrice(_BestEBaaSymbol,inCalcMode), 2 ) + "(";
         strComment+=DoubleToString(ArthurOptionPriceModel(_BestEBaaSymbol), 2 ) + ")  ";
         strComment+=DoubleToString(SymbolInfoDouble(_BestEBaaSymbol, SYMBOL_OPTION_STRIKE)+SymbolPrice(_BestEBaaSymbol,inCalcMode)*dbZ,2)+ "  ";
         
         if(SymbolInfoInteger(_BestEBaaSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL)
          {
           strComment+=DoubleToString( 
             //(SymbolPrice(_BestEBaaSymbol,inCalcMode)-(dbS-SymbolInfoDouble(_BestEBaaSymbol, SYMBOL_OPTION_STRIKE)>0.0?dbS-SymbolInfoDouble(_BestEBaaSymbol, SYMBOL_OPTION_STRIKE):0.0)>0.0?SymbolPrice(_BestEBaaSymbol,inCalcMode)-(dbS-SymbolInfoDouble(_BestEBaaSymbol, SYMBOL_OPTION_STRIKE)>0.0?dbS-SymbolInfoDouble(_BestEBaaSymbol, SYMBOL_OPTION_STRIKE):0.0):0.0)
             _BestE
            , 2 ) + " ";
           }
         else
         if(SymbolInfoInteger(_BestEBaaSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_PUT)
          {
           strComment+=DoubleToString( 
               //SymbolPrice(_BestEBaaSymbol,inCalcMode)-
               //((SymbolInfoDouble(_BestEBaaSymbol, SYMBOL_OPTION_STRIKE)-dbS)>0.0?(SymbolInfoDouble(_BestEBaaSymbol, SYMBOL_OPTION_STRIKE)-dbS):0.0)
               _BestE
            , 2 ) + " ";
          }
          
         //strComment+="("+DoubleToString(100*( (_BestE/dbS) ), 2 )+"%)  ";
         strComment+="("+DoubleToString(100*( pow(1.0+((_BestE*2.0)/dbS),252.0/((double)(SymbolInfoInteger(_BestEBaaSymbol,SYMBOL_EXPIRATION_TIME)-TimeLocal())/86000.0))-1.0 ), 2 )+"%)  ";
         
         strComment+="  =   ";
         strComment+=DoubleToString(  (( (SymbolInfoInteger(_BestEBaaSymbol,SYMBOL_EXPIRATION_TIME) - TimeLocal() ) / 86000.0 ))-(( SymbolInfoInteger(strPositonSymbol,SYMBOL_EXPIRATION_TIME) - TimeLocal() )/86400 ), 0  )+"d    ";
         if(SymbolInfoInteger(_BestEBaaSymbol, SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL)
          {
           strComment+=DoubleToString( SymbolInfoDouble(_BestEBaaSymbol, SYMBOL_OPTION_STRIKE)-dbK, 2) + "   ";
          }
         else
         if(SymbolInfoInteger(_BestEBaaSymbol, SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_PUT)
          {
           strComment+=DoubleToString( dbK-SymbolInfoDouble(_BestEBaaSymbol, SYMBOL_OPTION_STRIKE), 2) + "   ";
          }
         strComment+=DoubleToString( dbX0-dbX, 2 ) + "   ";
         strComment+=DoubleToString(SymbolPrice(_BestEBaaSymbol,inCalcMode)-dbX,2)+"   ";
         if(SymbolInfoInteger(_BestEBaaSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL) strComment+=DoubleToString((SymbolInfoDouble(_BestEBaaSymbol, SYMBOL_OPTION_STRIKE)+SymbolPrice(_BestEBaaSymbol,inCalcMode))-dbB0,2)+" ";
         if(SymbolInfoInteger(_BestEBaaSymbol,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_PUT) strComment+=DoubleToString(dbB0-(SymbolInfoDouble(_BestEBaaSymbol, SYMBOL_OPTION_STRIKE)-SymbolPrice(_BestEBaaSymbol,inCalcMode)),2)+" ";
       
         double dbYB=(SymbolInfoDouble(_BestEBaaSymbol, SYMBOL_OPTION_STRIKE)+SymbolPrice(_BestEBaaSymbol,inCalcMode))-dbB0;
         strComment+="("+DoubleToString(dbYB,2)+"%)";

         dbSobraTotal+=(SymbolPrice(_BestEBaaSymbol,inCalcMode)-dbX)*PositionGetDouble(POSITION_VOLUME);
         strComment+=" --> "+DoubleToString( (SymbolPrice(_BestEBaaSymbol,inCalcMode)-dbX)*PositionGetDouble(POSITION_VOLUME),2);

        }
       else
        {
         if(  SymbolInfoInteger(PositionGetSymbol(i),SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL)
          {
           dbCall_Km+=(dbK*PositionGetDouble(POSITION_VOLUME));
           dbCall_Xm+=(dbX0*PositionGetDouble(POSITION_VOLUME));
          }
         else
         if(  SymbolInfoInteger(PositionGetSymbol(i),SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_PUT)
          {
           dbPut_Km+=(dbK*PositionGetDouble(POSITION_VOLUME));
           dbPut_Xm+=(dbX0*PositionGetDouble(POSITION_VOLUME));
          }
        }
       strComment+="\n";
      }
     else
      {
      }

    }
    
   dbCall_K0m=dbCall_K0m/dbCall_Volume;
   dbCall_B0m=dbCall_B0m/dbCall_Volume;
   dbCall_Km=dbCall_Km/dbCall_Volume;
   dbCall_Xm=dbCall_Xm/dbCall_Volume;
   strComment+="------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------\n";
   strComment+="CALL:                             ";
   strComment+=DoubleToString(dbCall_K0m,2)+"  ";
   strComment+=DoubleToString(dbCall_B0m-dbCall_K0m,2)+" ";
   strComment+=DoubleToString(dbCall_B0m,2)+"   ";
   strComment+="                    -->       ";
   strComment+="               "+DoubleToString(dbCall_Km,2)+"   ";
   strComment+=""+DoubleToString(dbCall_Xm,2)+"   ";
   strComment+="      ";
   strComment+=DoubleToString(dbCall_Km+dbCall_Xm,2)+"   ";
   strComment+="\n";

   dbPut_K0m=dbPut_K0m/dbPut_Volume;
   dbPut_B0m=dbPut_B0m/dbPut_Volume;
   dbPut_Km=dbPut_Km/dbPut_Volume;
   dbPut_Xm=dbPut_Xm/dbPut_Volume;
   strComment+="PUT:                              ";
   strComment+=DoubleToString(dbPut_K0m,2)+"  ";
   strComment+=DoubleToString(dbPut_K0m-dbPut_B0m,2)+" ";
   strComment+=DoubleToString(dbPut_B0m,2)+"   ";
   strComment+="                    -->       ";
   strComment+="               "+DoubleToString(dbPut_Km,2)+"   ";
   strComment+=""+DoubleToString(dbPut_Xm,2)+"   ";
   strComment+="      ";
   strComment+=DoubleToString(dbPut_Km-dbPut_Xm,2)+"   ";
   strComment+="                                                                                              --> "+DoubleToString(dbSobraTotal,2);
   strComment+="\n";
   strComment+="------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------\n";   

    // Condições para identificar Fundos de Investimento Imobiliário (FII) e FIIs com último preço maior que o preço mínimo definido
    int fii_count = 0; // Inicializa a contagem de Fundos de Investimento Imobiliário (FII)
    double dbSpotVolum=0.0;
    double dbOptionsVolume= 0.0;
    for(int i = 0; i < PositionsTotal(); i++)
    {
        ulPositionTicket=PositionGetTicket(i);
        string symbol_name = PositionGetSymbol(i);
        if((StringSubstr(SymbolInfoString(symbol_name, SYMBOL_ISIN),6,3) == "CTF") &&
           (StringLen(symbol_name) == 6) &&
           (StringSubstr(symbol_name, 4, 2) == "11") &&
           (StringSubstr(SymbolInfoString(symbol_name, SYMBOL_DESCRIPTION),0,3) == "FII") &&
           (SymbolInfoDouble(symbol_name, SYMBOL_LAST) > 0.0))
        {
            fii_count++;
        }
        if(
            (PositionGetSymbol(i)=="BOVA11")||(SymbolInfoInteger(symbol_name, SYMBOL_OPTION_RIGHT) == SYMBOL_OPTION_RIGHT_PUT)
          )
        {
            dbSpotVolum+=PositionGetDouble(POSITION_VOLUME);
        }
        if((SymbolInfoDouble(symbol_name, SYMBOL_OPTION_STRIKE) > 0.0) &&
           ((SymbolInfoInteger(symbol_name, SYMBOL_OPTION_RIGHT) == SYMBOL_OPTION_RIGHT_CALL) ) &&   //|| (SymbolInfoInteger(symbol_name, SYMBOL_OPTION_RIGHT) == SYMBOL_OPTION_RIGHT_PUT)) &&
           (SymbolInfoInteger(symbol_name, SYMBOL_EXPIRATION_TIME) < D'2025.12.31 23:00:00') &&
           (SymbolInfoInteger(symbol_name, SYMBOL_EXPIRATION_TIME) > TimeLocal()) )
        {
            dbOptionsVolume+=PositionGetDouble(POSITION_VOLUME);
        }
    }   
    
   if(fii_count>0)
    {
      strComment+="\nALERT: "+IntegerToString(fii_count)+" FII's\n";
    }
   
   if(dbSpotVolum*2==dbOptionsVolume)
    {
    }
   else
    {
      if((dbSpotVolum*2)>dbOptionsVolume)
       {
        strComment+="\nALERT: Falta vender " + DoubleToString( (dbSpotVolum*2)-dbOptionsVolume, 0 ) + " opções!\n\n";
       }
      else
       {
        strComment+="\nALERT: Falta comprar " + DoubleToString( dbOptionsVolume-(dbSpotVolum*2), 0 ) + " opções!\n\n";
       }
    }

   datetime timeEnd = TimeLocal();
   long timeElapsed = timeEnd - timeStart;
   strComment+=TimeToString(TimeLocal(),TIME_DATE|TIME_MINUTES|TIME_SECONDS)+". Executado em " + IntegerToString(timeElapsed) + "s\n";
   Comment(strComment);
  
  }
//+------------------------------------------------------------------+
//| 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;
 }
//+------------------------------------------------------------------+
//| Mediana                                                          |
//+------------------------------------------------------------------+
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 do Símbolo                                                 |
//+------------------------------------------------------------------+
double SymbolPrice(const string SYMBOL, const CalcMode CALCMODE)
  {
   double result = 0.0;
   switch(CALCMODE)
    {

     case calcOPM:
          if(SymbolInfoDouble(SYMBOL,SYMBOL_OPTION_STRIKE)>0.0)
           {
            return ArthurOptionPriceModel(SYMBOL);
           }
          else
           {
            return(TrueMedian(SymbolInfoDouble(SYMBOL,SYMBOL_BID),SymbolInfoDouble(SYMBOL,SYMBOL_ASK),SymbolInfoDouble(SYMBOL,SYMBOL_LAST)));
           }
          break;

     case calcLast:
          result=SymbolInfoDouble(SYMBOL,SYMBOL_LAST);
          break;

     case calcHalfAskBid:
          if((SymbolInfoDouble(SYMBOL,SYMBOL_ASK)>0.0)&&(SymbolInfoDouble(SYMBOL,SYMBOL_BID)>0.0))
          result=(SymbolInfoDouble(SYMBOL,SYMBOL_ASK)+SymbolInfoDouble(SYMBOL,SYMBOL_BID))/2.0;
          break;

     case calcAWP:
          result=SymbolInfoDouble(SYMBOL,SYMBOL_SESSION_AW);
          break;

     case calcMedian:
          result=TrueMedian(SymbolInfoDouble(SYMBOL,SYMBOL_BID),SymbolInfoDouble(SYMBOL,SYMBOL_ASK),SymbolInfoDouble(SYMBOL,SYMBOL_LAST));
          break;

    }

   //if(SymbolInfoDouble(SYMBOL,SYMBOL_OPTION_STRIKE)>0.0) if(result<=0.0) result=ArthurOptionPriceModel(SYMBOL);

   return(result);
  }  
//+------------------------------------------------------------------+
//| Arthur Options Price Model                                       |
//+------------------------------------------------------------------+
double ArthurOptionPriceModel(string SYMBOL)
 {
  double _z = (SymbolInfoInteger(SYMBOL,SYMBOL_OPTION_RIGHT)==SYMBOL_OPTION_RIGHT_CALL?1.0:-1.0);
  double _S = SymbolPrice( OptionBasis( SYMBOL ), inCalcMode );
  double _K = SymbolInfoDouble(SYMBOL,SYMBOL_OPTION_STRIKE);
  double _T = MathMax(0.0,(SymbolInfoInteger(SYMBOL,SYMBOL_EXPIRATION_TIME)-TimeLocal())/86400.0); 
  double _r0 = inR0;  

  double term1 = pow(_K - _S, 2.0);
  double term2 = 4 * (_T/365.0) * pow( _r0 * _S, 2.0 );
  double sqrt_term = sqrt( term1 + term2 );

  return 0.5 * ( sqrt_term - _z*(_K - _S) );  
 }