//+------------------------------------------------------------------+
//|                                                      Rotator.mq5 |
//|                                   Copyright 2022, Allan Serotini |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| Estruturas                                                       |
//+------------------------------------------------------------------+
struct Deal
{
   ENUM_DEAL_TYPE enumTipo;
   string         strSymbol;
   double         dbPreco;
};
//+------------------------------------------------------------------+
//| Global Variables                                                 |
//+------------------------------------------------------------------+
int iFrequency=1;
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- create timer
   EventSetTimer(iFrequency);
   
//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
//--- destroy timer
   EventKillTimer();
   
  }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
//---
  }
//+------------------------------------------------------------------+
//| Timer function                                                   |
//+------------------------------------------------------------------+
void OnTimer()
  {
//---
    EA();   
  }
//+------------------------------------------------------------------+
//| Timer function                                                   |
//+------------------------------------------------------------------+
void EA()
 {
  string strComment="";
  Deal bestDeal;
  ZeroMemory(bestDeal);
  
  string strSymbol="";
  double dbYield=0.0;
  double dbPreviousYield=-9999.0;
  for(int i=0;i<SymbolsTotal(true);i++)
   {
    strSymbol=SymbolName(i,true);
    if(
        (SymbolInfoDouble(strSymbol,SYMBOL_ASK)>0.0)
        &&(SymbolInfoDouble(strSymbol,SYMBOL_BID)>0.0)
        //&&(StringSubstr(SymbolInfoString(strSymbol,SYMBOL_ISIN),6,3)=="CTF")
        //&&(StringLen(strSymbol)==6)
        //&&(StringSubstr(strSymbol,4,2)=="11")
        //&&(StringSubstr(SymbolInfoString(strSymbol,SYMBOL_DESCRIPTION),0,3)=="FII")
      )
     {
      Deal lastDeal = getLastDeal(strSymbol);
      if(lastDeal.dbPreco>0.0)
       {
        if(lastDeal.enumTipo==1)
         {
          dbYield=(lastDeal.dbPreco-SymbolInfoDouble(strSymbol,SYMBOL_BID))/(2/(1/lastDeal.dbPreco)+1/SymbolInfoDouble(strSymbol,SYMBOL_BID));
         }
        else
         {
          dbYield=(SymbolInfoDouble(strSymbol,SYMBOL_BID)-lastDeal.dbPreco)/(2/(1/lastDeal.dbPreco)+1/SymbolInfoDouble(strSymbol,SYMBOL_BID));
         }
        //dbPreviousYield=(dbPreviousYield<=dbYield?dbYield:dbPreviousYield);
        if(dbPreviousYield<=dbYield)
         {
          dbPreviousYield=dbYield;
          bestDeal.strSymbol=strSymbol;
          if(lastDeal.enumTipo==1)
           {
            bestDeal.dbPreco=SymbolInfoDouble(bestDeal.strSymbol,SYMBOL_BID);
           }
          else
           {
            bestDeal.dbPreco=SymbolInfoDouble(bestDeal.strSymbol,SYMBOL_ASK);
           }
         }
        else
         {
         }
//        strComment+=StringFormat("%s: %s %.2f%%\n",
//         strSymbol,
//         StringSubstr(EnumToString((ENUM_DEAL_TYPE)lastDeal.enumTipo),10,1),
//         dbYield*100
//        );
       }
      else
       {
//        strComment+=StringFormat("%s\n",
//         strSymbol
//        );
       }
     }
   }
//  strComment+="\n";
  strComment+=StringFormat("%s %s %.2f (%.2f%%)",
   StringSubstr(EnumToString((ENUM_DEAL_TYPE)bestDeal.enumTipo),10,4),
   bestDeal.strSymbol,
   bestDeal.dbPreco,
   100*dbPreviousYield
  );
  Comment(strComment);
 }
//+------------------------------------------------------------------+
//| Last Deal                                                        |
//+------------------------------------------------------------------+
Deal getLastDeal(const string strSymbol)
 {
  Deal dealLast;
  ZeroMemory( dealLast );
  ulong uTicket;
  HistorySelect(0,TimeCurrent());
  for(int i=0;i<(HistoryDealsTotal());i++)
   {
    uTicket=HistoryDealGetTicket(i);
    if(HistoryDealGetString(uTicket,DEAL_SYMBOL)==strSymbol)
     {
      dealLast.strSymbol=HistoryDealGetString(uTicket,DEAL_SYMBOL);
      dealLast.dbPreco=HistoryDealGetDouble(uTicket,DEAL_PRICE);
      dealLast.enumTipo=(ENUM_DEAL_TYPE)HistoryDealGetInteger(uTicket,DEAL_TYPE);
     }
   }
   return( dealLast );
 }  
//+------------------------------------------------------------------+