//+------------------------------------------------------------------+
//|                                                       Stocks.mq5 |
//|                                  Copyright 2022, 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) }
//+------------------------------------------------------------------+
//| Estruturas                                                       |
//+------------------------------------------------------------------+
enum CalcMode
 {
  VWAP,//Session Average Weighted
  Last,//Last deal quote
  AskBidWatch,//Watch(Ask+Bid)/2
  Median//Mediana
 };
enum GridLoweLimitType
 {
  MinHistoric,//Mínima histórica
  MinHistoric_Minus50pcToZero,//Mínima histórica menos 50% até Zero
  One_Mili,//0,001
  One_Cents,//0,01
  Two_Half_Cents,//0,025
  Ten_Cents,//0,1
  One_Money,//1
  Customized//Especificar:
 };
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         dbYield;
 };

//+------------------------------------------------------------------+
//| Entradas                                                         |
//+------------------------------------------------------------------+
sinput group "Setup Financeiro";
sinput double inpFinancialTicket=100.0;//Ficha financeira (brl):
sinput double inpBalanceCorrection=0.0;//Correção do Patrimônio (brl):
sinput group "Análises";
sinput CalcMode inpCalcMode=Median;//Modo de Cálculo:
sinput ulong inpRatesQuantidade=52;//Quantidade de dias: 
sinput bool inpLoadGraph=false;//Carrega o gráfico da melhor operação:
sinput group "Grid";
sinput bool inpGrid=true;//Mostra Grid?
sinput bool inpLastPriceToBase;//Ancorar na última operação?
sinput double inpGridVolume=0.0;//Volume no Grid:
sinput double inpGridSec=1.0;//Segmentações dos níveis do Grid:
sinput GridLoweLimitType inpGridLowerType=Ten_Cents;//Limite inferior da grade:
sinput double inpGridLowerLimit=0.5;//Limite inferior personalizado (brl):
//+------------------------------------------------------------------+
//| Variáveis Globais                                                |
//+------------------------------------------------------------------+
double gdbBalance=inpBalanceCorrection;//Saldo (brl):
double gdbEquity=0.0;
string strComment="";
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
 {
  Comment(StringFormat("\nBalancey: %.2f, Equity: %.2f",inpBalanceCorrection,AccountInfoDouble(ACCOUNT_EQUITY)));Sleep(1000);
  EventSetTimer(1);
  return(INIT_SUCCEEDED);
 }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
 {
  ObjectsDeleteAll(0,"Stocks");
  EventKillTimer();
 }
//+------------------------------------------------------------------+
//| Timer function                                                   |
//+------------------------------------------------------------------+
void OnTimer()
 {
  gdbBalance=inpBalanceCorrection;
  gdbEquity=AccountInfoDouble(ACCOUNT_EQUITY); 
  stcDeal arrLostDeals[];
  ArrayResize(arrLostDeals,11);
  /**********************************************************************************
  arrLostDeals[0].strSymbol="GOAU4F";
  arrLostDeals[0].dtTime=D'2022.03.02 13:09:11';
  arrLostDeals[0].enType=DEAL_TYPE_SELL;
  arrLostDeals[0].dbVolume=9.0;
  arrLostDeals[0].dbPrice=10.77;
  arrLostDeals[1].strSymbol="GOAU4F";
  arrLostDeals[1].dtTime=D'2022.03.03 00:00:00';
  arrLostDeals[1].enType=DEAL_TYPE_SELL;
  arrLostDeals[1].dbVolume=9.0;
  arrLostDeals[1].dbPrice=11.29;
  arrLostDeals[2].strSymbol="B3SA3F";
  arrLostDeals[2].dtTime=D'2022.03.03 00:00:00';
  arrLostDeals[2].enType=DEAL_TYPE_SELL;
  arrLostDeals[2].dbVolume=9.0;
  arrLostDeals[2].dbPrice=15.19;
  arrLostDeals[3].strSymbol="B3SA3F";
  arrLostDeals[3].dtTime=D'2022.03.03 00:00:01';
  arrLostDeals[3].enType=DEAL_TYPE_BUY;
  arrLostDeals[3].dbVolume=9.0;
  arrLostDeals[3].dbPrice=14.73;
  arrLostDeals[4].strSymbol="IRBR3F";
  arrLostDeals[4].dtTime=D'2022.03.03 00:00:00';
  arrLostDeals[4].enType=DEAL_TYPE_SELL;
  arrLostDeals[4].dbVolume=30.0;
  arrLostDeals[4].dbPrice=3.22;
  arrLostDeals[5].strSymbol="ENJU3F";
  arrLostDeals[5].dtTime=D'2022.03.03 14:54:40';
  arrLostDeals[5].enType=DEAL_TYPE_BUY;
  arrLostDeals[5].dbVolume=35.0;
  arrLostDeals[5].dbPrice=2.9;
  arrLostDeals[6].strSymbol="HASH11";
  arrLostDeals[6].dtTime=D'2022.03.02 13:25:33';
  arrLostDeals[6].enType=DEAL_TYPE_SELL;
  arrLostDeals[6].dbVolume=3.0;
  arrLostDeals[6].dbPrice=40.0;
  arrLostDeals[7].strSymbol="HASH11";
  arrLostDeals[7].dtTime=D'2022.03.02 13:25:33';
  arrLostDeals[7].enType=DEAL_TYPE_SELL;
  arrLostDeals[7].dbVolume=3.0;
  arrLostDeals[7].dbPrice=40.0;
  arrLostDeals[8].strSymbol="HASH11";
  arrLostDeals[8].dtTime=D'2022.03.03 16:26:05';
  arrLostDeals[8].enType=DEAL_TYPE_BUY;
  arrLostDeals[8].dbVolume=3.0;
  arrLostDeals[8].dbPrice=37.25;
  arrLostDeals[9].strSymbol="CMIN3F";
  arrLostDeals[9].dtTime=D'2022.03.02 13:01:13';
  arrLostDeals[9].enType=DEAL_TYPE_SELL;
  arrLostDeals[9].dbVolume=15.0;
  arrLostDeals[9].dbPrice=6.38;
  arrLostDeals[10].strSymbol="CMIN3F";
  arrLostDeals[10].dtTime=D'2022.03.03 13:01:13';
  arrLostDeals[10].enType=DEAL_TYPE_SELL;
  arrLostDeals[10].dbVolume=15.0;
  arrLostDeals[10].dbPrice=6.69;
  ********************************************************************************************/
  strComment="";
  double dbExposure=0.0;
  ulong ulPositionTicket=0;
  for(int i=0;i<PositionsTotal();i++)
   {
    ulPositionTicket=PositionGetTicket(i);
    dbExposure+=PositionGetDouble(POSITION_PRICE_OPEN)*PositionGetDouble(POSITION_VOLUME);
   }
  MqlRates arrMqlRatesPositions[];
  stcDeal dealLast;ZeroMemory(dealLast);
  double dbPortfolioReturn=0.0;
  double dbPortfolioRisk=0.0;
  ulPositionTicket=0;
  for(int i=0;i<PositionsTotal();i++)
   {
    ulPositionTicket=PositionGetTicket(i);
    //--Retorno Médio
    CopyRates(PositionGetSymbol(i),PERIOD_D1,0,(int)inpRatesQuantidade,arrMqlRatesPositions);
    double dbRetornoMedia=0.0;
    for(int j=0;j<ArraySize(arrMqlRatesPositions);j++) if(j>0) dbRetornoMedia+=(arrMqlRatesPositions[j].close-arrMqlRatesPositions[j-1].close)/(2/(1/(arrMqlRatesPositions[j].close)+(1/arrMqlRatesPositions[j-1].close)));
    dbRetornoMedia=dbRetornoMedia/(ArraySize(arrMqlRatesPositions)-1);
    dbPortfolioReturn+=dbRetornoMedia*PositionGetDouble(POSITION_VOLUME)*PositionGetDouble(POSITION_PRICE_OPEN)/gdbBalance;
    //---> Variância
    double dbRetornoVariancia=0.0;
    for(int j=0;j<ArraySize(arrMqlRatesPositions);j++) if(j>0) dbRetornoVariancia+=MathPow(((arrMqlRatesPositions[j].close-arrMqlRatesPositions[j-1].close)/(2/(1/arrMqlRatesPositions[j].close+1/arrMqlRatesPositions[j-1].close)-dbRetornoMedia)),2);
    dbRetornoVariancia=dbRetornoVariancia/(ArraySize(arrMqlRatesPositions)-1);
    dbPortfolioRisk+=(dbRetornoVariancia)*MathPow(PositionGetDouble(POSITION_VOLUME)*PositionGetDouble(POSITION_PRICE_OPEN)/gdbBalance,2);
   }
  MqlRates arrMqlRatesSymbol[];
  CopyRates(_Symbol,PERIOD_D1,0,(int)inpRatesQuantidade,arrMqlRatesSymbol);
  double dbSymbol_r=0.0;
  for(int i=0;i<ArraySize(arrMqlRatesSymbol);i++)if(i>0)dbSymbol_r+=(arrMqlRatesSymbol[i].close-arrMqlRatesSymbol[i-1].close)/(2/(1/(arrMqlRatesSymbol[i].close)+(1/arrMqlRatesSymbol[i-1].close)));
  dbSymbol_r=dbSymbol_r/(ArraySize(arrMqlRatesSymbol)-1);
  double dbSymbol_s=0.0;
  for(int i=0;i<ArraySize(arrMqlRatesSymbol);i++)if(i>0)dbSymbol_s+=MathPow(((arrMqlRatesSymbol[i].close-arrMqlRatesSymbol[i-1].close)/(2/(1/arrMqlRatesSymbol[i].close+1/arrMqlRatesSymbol[i-1].close)-dbSymbol_r)),2);
  dbSymbol_s=dbSymbol_s/(ArraySize(arrMqlRatesSymbol)-1);
  stcDeal arrHistoryDeals[];
  ZeroMemory(arrHistoryDeals);
  int p=0;
  int pos_l=0;
  HistorySelect(0,TimeCurrent());
  ulong ulHistoryDealTicket=0;
  for(int i=0;i<HistoryDealsTotal();i++)
   {
    ulHistoryDealTicket=HistoryDealGetTicket(i);
    if(HistoryDealGetString(ulHistoryDealTicket,DEAL_SYMBOL)==_Symbol)
     {
      ArrayResize(arrHistoryDeals,ArraySize(arrHistoryDeals)+1);
      p=ArraySize(arrHistoryDeals);p--;
      arrHistoryDeals[p].lPositionID=HistoryDealGetInteger(ulHistoryDealTicket,DEAL_POSITION_ID);
      arrHistoryDeals[p].strSymbol=HistoryDealGetString(ulHistoryDealTicket,DEAL_SYMBOL);
      arrHistoryDeals[p].enType=(ENUM_DEAL_TYPE)HistoryDealGetInteger(ulHistoryDealTicket,DEAL_TYPE);
      arrHistoryDeals[p].dtTime=HistoryDealGetInteger(ulHistoryDealTicket,DEAL_TIME);
      arrHistoryDeals[p].dbVolume=HistoryDealGetDouble(ulHistoryDealTicket,DEAL_VOLUME);
      arrHistoryDeals[p].dbPrice=HistoryDealGetDouble(ulHistoryDealTicket,DEAL_PRICE);
      if(ArraySize(arrLostDeals)>0)
       {
        for(int l=pos_l;l<ArraySize(arrLostDeals);l++)
         {
          if(arrLostDeals[l].strSymbol==_Symbol)
           {
            if(arrLostDeals[l].dtTime<arrHistoryDeals[p].dtTime)
             {
              arrHistoryDeals[p].lPositionID=0;
              arrHistoryDeals[p].strSymbol=arrLostDeals[l].strSymbol;
              arrHistoryDeals[p].enType=arrLostDeals[l].enType;
              arrHistoryDeals[p].dtTime=arrLostDeals[l].dtTime;
              arrHistoryDeals[p].dbVolume=arrLostDeals[l].dbVolume;
              arrHistoryDeals[p].dbPrice=arrLostDeals[l].dbPrice;
              pos_l=l+1; i--;
              break;
             }
           }
         }
       }
     }
   }
  strComment+="\n";
  strComment+=StringFormat("Portfolio: Balance=%.2f, r=%.2f%%, s=%.2f%%, ld=%.2f%%, dn=%.2f%%\nSymbol:  r=%.2f%%, s=%.2f%%, cv=%.5f, vol=%.0f, w=%.2f%%\n", 
   gdbBalance,
   100*dbPortfolioReturn,
   100*MathSqrt(dbPortfolioRisk),
   100*dbExposure/gdbBalance,
   100*(gdbBalance-gdbEquity)/gdbBalance, 
   100*dbSymbol_r,
   100*MathSqrt(dbSymbol_s),
   MathSqrt(dbSymbol_s)/dbSymbol_r,
   MathRound(inpFinancialTicket/SymbolPrice(_Symbol,inpCalcMode)),
   100*(MathRound(inpFinancialTicket/SymbolPrice(_Symbol,inpCalcMode))*(arrHistoryDeals.Size()>0?arrHistoryDeals[arrHistoryDeals.Size()-1].dbPrice:SymbolPrice(_Symbol,inpCalcMode)))/gdbBalance
  );
  p=0;
  double dbPositionVolume=0.0;
  stcDeal arrSymbolPositions[];
  for(int i=0;i<ArraySize(arrHistoryDeals);i++)
   {
    if(arrHistoryDeals[i].enType==DEAL_TYPE_BUY){dbPositionVolume+=arrHistoryDeals[i].dbVolume;}
    if(arrHistoryDeals[i].enType==DEAL_TYPE_SELL){dbPositionVolume-=arrHistoryDeals[i].dbVolume;}
    if(dbPositionVolume==0.0){ArrayResize(arrSymbolPositions,0);}
    else
     {
      ArrayResize(arrSymbolPositions,ArraySize(arrSymbolPositions)+1);
      p=ArraySize(arrSymbolPositions);p--;
      arrSymbolPositions[p].lPositionID=arrHistoryDeals[i].lPositionID;
      arrSymbolPositions[p].strSymbol=arrHistoryDeals[i].strSymbol;
      arrSymbolPositions[p].enType=arrHistoryDeals[i].enType;
      arrSymbolPositions[p].dtTime=arrHistoryDeals[i].dtTime;
      arrSymbolPositions[p].dbVolume=arrHistoryDeals[i].dbVolume;
      arrSymbolPositions[p].dbPrice=arrHistoryDeals[i].dbPrice;
     }
   }
  strComment+="\n";
  double dbGridBasePrice=0.0;
  if((ArraySize(arrHistoryDeals)>0)&&(inpLastPriceToBase)){dbGridBasePrice=arrHistoryDeals[0].dbPrice;}else{dbGridBasePrice=SymbolPrice(_Symbol,inpCalcMode);};
  p=ArraySize(arrHistoryDeals)-1-ArraySize(arrSymbolPositions);
  if(p>=0)
   {
    strComment+=StringFormat("%2s %s %s %s %6.2f %3.0f",
     "L",   //(int)i+1,
     arrHistoryDeals[p].strSymbol,
     StringSubstr(EnumToString((ENUM_DEAL_TYPE)arrHistoryDeals[p].enType),10,5),
     TimeToString(arrHistoryDeals[p].dtTime,TIME_DATE|TIME_MINUTES|TIME_SECONDS),
     arrHistoryDeals[p].dbPrice,
     arrHistoryDeals[p].dbVolume
    );
    dbGridBasePrice=arrHistoryDeals[(arrHistoryDeals.Size()>=3?2:1)].dbPrice;
    strComment+="\n";
   }
  double dbExcessReturn=0.0;
  double dbExposureVolume=0.0;
  for(int i=0;i<ArraySize(arrSymbolPositions);i++)
   {
    if(arrSymbolPositions[i].enType==DEAL_TYPE_BUY){dbExposureVolume+=arrSymbolPositions[i].dbVolume;}
    if(arrSymbolPositions[i].enType==DEAL_TYPE_SELL){dbExposureVolume-=arrSymbolPositions[i].dbVolume;}
    strComment+=StringFormat("%2.0f %s %s %s %6.2f %3.0f  %4.0f",
     (int)i+1,
     arrSymbolPositions[i].strSymbol,
     StringSubstr(EnumToString((ENUM_DEAL_TYPE)arrSymbolPositions[i].enType),10,5),
     TimeToString(arrSymbolPositions[i].dtTime,TIME_DATE|TIME_MINUTES|TIME_SECONDS),
     arrSymbolPositions[i].dbPrice,
     arrSymbolPositions[i].dbVolume,
     dbExposureVolume
    );
    if(ArraySize(arrHistoryDeals)>ArraySize(arrSymbolPositions))
    if(i==0)
     {
      dbExcessReturn=100*(arrHistoryDeals[p].dbPrice-arrSymbolPositions[i].dbPrice)/(2/(1/arrHistoryDeals[p].dbPrice+1/arrSymbolPositions[i].dbPrice));
      strComment+=StringFormat("   %5.2f%%",
       dbExcessReturn
      );
     }
    strComment+="\n";
   }
   double dbMax=0.0;
   double dbMin=99999.99;
   stcDeal dealSimulation; ZeroMemory(dealSimulation);
   if(ArraySize(arrHistoryDeals)>0)
    {
     dealSimulation.strSymbol=arrHistoryDeals[ArraySize(arrHistoryDeals)-1].strSymbol;
     dealSimulation.dbPrice=SymbolPrice(dealSimulation.strSymbol,inpCalcMode);
     dealSimulation.dbVolume=(ArraySize(arrHistoryDeals)>0?arrHistoryDeals[ArraySize(arrHistoryDeals)-1].dbVolume:MathRound(inpFinancialTicket/SymbolPrice(_Symbol,inpCalcMode)));
     if(arrHistoryDeals[ArraySize(arrHistoryDeals)-1].enType==DEAL_TYPE_BUY)if(SymbolPrice(dealSimulation.strSymbol,inpCalcMode)>arrHistoryDeals[ArraySize(arrHistoryDeals)-1].dbPrice){dealSimulation.enType=(ENUM_DEAL_TYPE)DEAL_TYPE_SELL;ObjectCreate(0,"Stocks_SimulationSell",OBJ_ARROW_DOWN,0,TimeLocal(),arrHistoryDeals[ArraySize(arrHistoryDeals)-1].dbPrice/(1-(arrHistoryDeals[ArraySize(arrHistoryDeals)-1].dbPrice*dealSimulation.dbVolume)/gdbBalance));ObjectSetInteger(0,"Stocks_SimulationSell",OBJPROP_COLOR,clrRed);}
     if(arrHistoryDeals[ArraySize(arrHistoryDeals)-1].enType==DEAL_TYPE_BUY)if(SymbolPrice(dealSimulation.strSymbol,inpCalcMode)<=arrHistoryDeals[ArraySize(arrHistoryDeals)-1].dbPrice){dealSimulation.enType=(ENUM_DEAL_TYPE)DEAL_TYPE_BUY;ObjectCreate(0,"Stocks_SimulationBuy",OBJ_ARROW_UP,0,TimeLocal(),arrHistoryDeals[ArraySize(arrHistoryDeals)-1].dbPrice*(1-(arrHistoryDeals[ArraySize(arrHistoryDeals)-1].dbPrice*dealSimulation.dbVolume)/gdbBalance));ObjectSetInteger(0,"Stocks_SimulationBuy",OBJPROP_COLOR,clrBlue);}
     if(arrHistoryDeals[ArraySize(arrHistoryDeals)-1].enType==DEAL_TYPE_SELL)if(SymbolPrice(dealSimulation.strSymbol,inpCalcMode)>arrHistoryDeals[ArraySize(arrHistoryDeals)-1].dbPrice)
     if(dbExposureVolume>0.0){dealSimulation.enType=(ENUM_DEAL_TYPE)DEAL_TYPE_SELL;ObjectCreate(0,"Stocks_SimulationSell",OBJ_HLINE,0,0,arrHistoryDeals[ArraySize(arrHistoryDeals)-1].dbPrice/(1-(arrHistoryDeals[ArraySize(arrHistoryDeals)-1].dbPrice*dealSimulation.dbVolume)/gdbBalance));ObjectSetInteger(0,"Stocks_SimulationSell",OBJPROP_STYLE,STYLE_DASHDOT);ObjectSetInteger(0,"Stocks_SimulationSell",OBJPROP_COLOR,clrFireBrick);}
      else{dealSimulation.enType=(ENUM_DEAL_TYPE)DEAL_TYPE_BUY;ObjectCreate(0,"Stocks_SimulationBuy",OBJ_HLINE,0,0,arrHistoryDeals[ArraySize(arrHistoryDeals)-1].dbPrice*(1-(arrHistoryDeals[ArraySize(arrHistoryDeals)-1].dbPrice*dealSimulation.dbVolume)/gdbBalance));ObjectSetInteger(0,"Stocks_SimulationBuy",OBJPROP_STYLE,STYLE_DASHDOT);ObjectSetInteger(0,"Stocks_SimulationBuy",OBJPROP_COLOR,clrMidnightBlue);}
     if(arrHistoryDeals[ArraySize(arrHistoryDeals)-1].enType==DEAL_TYPE_SELL)if(SymbolPrice(dealSimulation.strSymbol,inpCalcMode)<=arrHistoryDeals[ArraySize(arrHistoryDeals)-1].dbPrice){dealSimulation.enType=(ENUM_DEAL_TYPE)DEAL_TYPE_BUY;ObjectCreate(0,"Stocks_SimulationBuy",OBJ_HLINE,0,0,arrHistoryDeals[ArraySize(arrHistoryDeals)-1].dbPrice*(1-(arrHistoryDeals[ArraySize(arrHistoryDeals)-1].dbPrice*dealSimulation.dbVolume)/gdbBalance));ObjectSetInteger(0,"Stocks_SimulationBuy",OBJPROP_STYLE,STYLE_DASHDOT);ObjectSetInteger(0,"Stocks_SimulationBuy",OBJPROP_COLOR,clrMidnightBlue);}
     strComment+=StringFormat("%2s %s %s %s %6.2f %3.0f  %4.0f   %5.2f%%\n",
      "S",   //(int)i+1,
      dealSimulation.strSymbol,
      StringSubstr(EnumToString((ENUM_DEAL_TYPE)dealSimulation.enType),10,5),
      TimeToString(TimeLocal(),TIME_DATE|TIME_MINUTES|TIME_SECONDS),
      dealSimulation.dbPrice,
      dealSimulation.dbVolume,
      (dealSimulation.enType==DEAL_TYPE_BUY?dbExposureVolume+dealSimulation.dbVolume:dbExposureVolume-dealSimulation.dbVolume),
      100*(dealSimulation.enType==DEAL_TYPE_BUY?(arrHistoryDeals[ArraySize(arrHistoryDeals)-1].dbPrice-dealSimulation.dbPrice)/(2/(1/dealSimulation.dbPrice+1/arrHistoryDeals[ArraySize(arrHistoryDeals)-1].dbPrice)):(dealSimulation.dbPrice-arrHistoryDeals[ArraySize(arrHistoryDeals)-1].dbPrice)/(2/(1/dealSimulation.dbPrice+1/arrHistoryDeals[ArraySize(arrHistoryDeals)-1].dbPrice)))
     );
     double dbVWAP=0.0;
     ulong iTickCount=0;
     double dbSumVolum=0;
     MqlTick arrMqlTicks[];
     CopyTicks(_Symbol,arrMqlTicks,COPY_TICKS_TRADE,(ulong)(TimeCurrent()-(inpRatesQuantidade*86400))*1000,(uint)TimeCurrent());
     for(int i=0;i<ArraySize(arrMqlTicks);i++)
      if(arrMqlTicks[i].last>0)
       {
        dbMax=MathMax(dbMax,arrMqlTicks[i].last);
        dbMin=MathMin(dbMin,arrMqlTicks[i].last);
        dbVWAP+=arrMqlTicks[i].last*arrMqlTicks[i].volume_real;
        dbSumVolum+=arrMqlTicks[i].volume_real;
        iTickCount++;
       }
     dbVWAP=dbVWAP/dbSumVolum;
     double dbMedian=0.0;
     double arrPrecos[];
     ArrayResize(arrPrecos,ArraySize(arrMqlTicks));
     for(int i=0;i<ArraySize(arrMqlTicks);i++) arrPrecos[i]=arrMqlTicks[i].last;
     ArraySort(arrPrecos);
     dbMedian=(ArraySize(arrPrecos)>0?arrPrecos[ArraySize(arrPrecos)/2]:0.0);
     //strComment+=StringFormat("\nmáx=%.2f (%.2f%%)\nmed=%.2f (%.2f%%), vwap=%.2f (%.2f%%)\nmín=%.2f (%.2f%%)\n",
     // dbMax,
     // 100*(dbMax-SymbolPrice(_Symbol,inpCalcMode))/(2/(1/dbMax+1/SymbolPrice(_Symbol,inpCalcMode))),
     // dbMedian,
     // 100*(dbMedian-SymbolPrice(_Symbol,inpCalcMode))/(2/(1/dbMedian+1/SymbolPrice(_Symbol,inpCalcMode))),
     // dbVWAP,
     // 100*(dbVWAP-SymbolPrice(_Symbol,inpCalcMode))/(2/(1/dbVWAP+1/SymbolPrice(_Symbol,inpCalcMode))),
     // dbMin,
     // 100*(dbMin-SymbolPrice(_Symbol,inpCalcMode))/(2/(1/dbMin+1/SymbolPrice(_Symbol,inpCalcMode)))
     //);
     //ObjectCreate(0,"Stocks_SymbolVWAP",OBJ_HLINE,0,0,dbVWAP);ObjectSetInteger(0,"Stocks_SymbolVWAP",OBJPROP_STYLE,STYLE_DOT);ObjectSetInteger(0,"Stocks_SymbolVWAP",OBJPROP_COLOR,clrDarkKhaki);
     //ObjectCreate(0,"Stocks_SymbolMin",OBJ_HLINE,0,0,dbMin);ObjectSetInteger(0,"Stocks_SymbolMin",OBJPROP_STYLE,STYLE_DOT);ObjectSetInteger(0,"Stocks_SymbolMin",OBJPROP_COLOR,clrDarkBlue);
     //ObjectCreate(0,"Stocks_SymbolMax",OBJ_HLINE,0,0,dbMax);ObjectSetInteger(0,"Stocks_SymbolMax",OBJPROP_STYLE,STYLE_DOT);ObjectSetInteger(0,"Stocks_SymbolMax",OBJPROP_COLOR,clrFireBrick);
     //strComment+=StringFormat("Impact:  d_r=%.4f%%, d_s=%.4f%%, n_ld=%.2f%%", 
     // 100*((dbPortfolioReturn+((dbSymbol_r*(MathRound(inpFinancialTicket/SymbolPrice(_Symbol,inpCalcMode)))*SymbolPrice(_Symbol,inpCalcMode))/gdbBalance))-dbPortfolioReturn),
     // 100*MathSqrt(dbPortfolioRisk+(dbSymbol_s*(MathPow(MathRound(inpFinancialTicket/SymbolPrice(_Symbol,inpCalcMode))*SymbolPrice(_Symbol,inpCalcMode)/gdbBalance,2))))-(MathSqrt(dbPortfolioRisk)*100),
     // 100*((dbExposure+(MathRound(inpFinancialTicket/SymbolPrice(_Symbol,inpCalcMode))*SymbolPrice(_Symbol,inpCalcMode)))/gdbBalance)
     //);
    }
   else 
    {
     double dbVWAP=0.0;
     ulong iTickCount=0;
     double dbSumVolum=0;
     MqlTick arrMqlTicks[];
     CopyTicks(_Symbol,arrMqlTicks,COPY_TICKS_TRADE,(ulong)(TimeCurrent()-(inpRatesQuantidade*86400))*1000,(uint)TimeCurrent());
     for(int i=0;i<ArraySize(arrMqlTicks);i++)
      if(arrMqlTicks[i].last>0)
       {
        dbMax=MathMax(dbMax,arrMqlTicks[i].last);
        dbMin=MathMin(dbMin,arrMqlTicks[i].last);
        dbVWAP+=arrMqlTicks[i].last*arrMqlTicks[i].volume_real;
        dbSumVolum+=arrMqlTicks[i].volume_real;
        iTickCount++;
       }
     dbVWAP=dbVWAP/dbSumVolum;
     double dbMedian=0.0;
     double arrPrecos[];
     ArrayResize(arrPrecos,ArraySize(arrMqlTicks));
     for(int i=0;i<ArraySize(arrMqlTicks);i++) arrPrecos[i]=arrMqlTicks[i].last;
     ArraySort(arrPrecos);
     dbMedian=(ArraySize(arrPrecos)>0?arrPrecos[ArraySize(arrPrecos)/2]:0.0);
     //strComment+=StringFormat("\nmáx=%.2f (%.2f%%)\nmed=%.2f (%.2f%%), vwap=%.2f (%.2f%%)\nmín=%.2f (%.2f%%)\n",
     // dbMax,
     // 100*(dbMax-SymbolPrice(_Symbol,inpCalcMode))/(2/(1/dbMax+1/SymbolPrice(_Symbol,inpCalcMode))),
     // dbMedian,
     // 100*(dbMedian-SymbolPrice(_Symbol,inpCalcMode))/(2/(1/dbMedian+1/SymbolPrice(_Symbol,inpCalcMode))),
     // dbVWAP,
     // 100*(dbVWAP-SymbolPrice(_Symbol,inpCalcMode))/(2/(1/dbVWAP+1/SymbolPrice(_Symbol,inpCalcMode))),
     // dbMin,
     // 100*(dbMin-SymbolPrice(_Symbol,inpCalcMode))/(2/(1/dbMin+1/SymbolPrice(_Symbol,inpCalcMode)))
     //);
     //ObjectCreate(0,"Stocks_SymbolVWAP",OBJ_HLINE,0,0,dbVWAP);ObjectSetInteger(0,"Stocks_SymbolVWAP",OBJPROP_STYLE,STYLE_DOT);ObjectSetInteger(0,"Stocks_SymbolVWAP",OBJPROP_COLOR,clrDarkKhaki);
    }
   ObjectCreate(0,"Stocks_SymbolPrice",OBJ_HLINE,0,0,SymbolPrice(_Symbol,inpCalcMode));ObjectSetInteger(0,"Stocks_SymbolPrice",OBJPROP_STYLE,STYLE_SOLID);ObjectSetInteger(0,"Stocks_SymbolPrice",OBJPROP_COLOR,clrYellow);
   //strComment+="\n";
   if(inpGrid)
    {
     double dbGridLowerLimit=0.0;
     switch(inpGridLowerType)
      {
       case MinHistoric:
        {
         dbGridLowerLimit=9999.99;
         MqlRates arrMqlRatesGrid[];
         CopyRates(_Symbol,PERIOD_D1,0,999999999,arrMqlRatesGrid);
         for(int i=0;i<ArraySize(arrMqlRatesGrid);i++)
          {
           if(dbGridLowerLimit>arrMqlRatesGrid[i].low) dbGridLowerLimit=arrMqlRatesGrid[i].low;
          }
         break;
        }
       case MinHistoric_Minus50pcToZero:
        {
         dbGridLowerLimit=9999.99;
         MqlRates arrMqlRatesGrid[];
         CopyRates(_Symbol,PERIOD_D1,0,999999999,arrMqlRatesGrid);
         for(int i=0;i<ArraySize(arrMqlRatesGrid);i++)
          {
           if(dbGridLowerLimit>arrMqlRatesGrid[i].low) dbGridLowerLimit=arrMqlRatesGrid[i].low;
          }
          dbGridLowerLimit-=(dbGridLowerLimit/2);
          break;
        }
       case One_Mili:
        dbGridLowerLimit=0.001;
       break;
       case One_Cents:
        dbGridLowerLimit=0.01;
       break;
       case Two_Half_Cents:
        dbGridLowerLimit=0.025;
       break;
       case Ten_Cents:
        dbGridLowerLimit=0.1;
       break;
       case One_Money:
        dbGridLowerLimit=1.0;
       break;
       default:
        dbGridLowerLimit=inpGridLowerLimit;
      }
     ObjectsDeleteAll(ChartID(),"Stocks_Grid");
     string strGridObjectName="";
     double dbGridVolume=(inpGridVolume>0.0?inpGridVolume:(ArraySize(arrHistoryDeals)>0?arrHistoryDeals[0].dbVolume:MathRound(inpFinancialTicket/SymbolPrice(_Symbol,inpCalcMode))));
     dbGridVolume=(inpGridSec>0.0?dbGridVolume/inpGridSec:SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN));
     double dbGridExposureVolume=0.0;
     double dbGridExposure=0.0;
     for(double i=dbGridBasePrice;i<(dbGridBasePrice*10.0);i+=(i*((dbGridVolume*dbGridBasePrice)/gdbBalance)))
      {
       strGridObjectName=StringFormat("Stocks_Grid_p%.2f_v%.0f",NormalizeDouble(i,2),dbGridVolume);
       ObjectCreate(0,strGridObjectName,OBJ_HLINE,0,0,i);
       ObjectSetInteger(0,strGridObjectName,OBJPROP_STYLE,STYLE_DASHDOT);
       ObjectSetInteger(0,strGridObjectName,OBJPROP_COLOR,clrDimGray);
       ObjectSetInteger(0,strGridObjectName,OBJPROP_BACK,1);
      }
      for(double i=dbGridBasePrice;i>=dbGridLowerLimit;i-=(i*((dbGridVolume*dbGridBasePrice)/gdbBalance)))
      {
       strGridObjectName=StringFormat("Stocks_Grid_p%.2f_v%.0f",NormalizeDouble(i,2),dbGridVolume);
       ObjectCreate(0,strGridObjectName,OBJ_HLINE,0,0,i);
       ObjectSetInteger(0,strGridObjectName,OBJPROP_STYLE,STYLE_DASHDOT);
       ObjectSetInteger(0,strGridObjectName,OBJPROP_COLOR,clrDimGray);
       ObjectSetInteger(0,strGridObjectName,OBJPROP_BACK,1);
       dbGridExposure+=dbGridVolume*i;
       dbGridExposureVolume+=dbGridVolume;
      }
     //strComment+="GRID:";
     //strComment+=StringFormat("\nbase=%.2f, lim_low=%.4f, v=%.0f\nv_max=%.0f, ld_max=%.2f%%",
     // dbGridBasePrice,
     // dbGridLowerLimit,
     // dbGridVolume,
     // dbGridExposureVolume,
     // 100*dbGridExposure/gdbBalance
     //);
     if(dbGridExposure>gdbBalance){strComment+=" [ FAIL !!! ]";ObjectsDeleteAll(ChartID(),"Stocks_Grid");};
    }
  //-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------Best Deal
  stcDeal 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)
      )
     {
      stcDeal lastDeal = getLastDeal(strSymbol); 
      if(lastDeal.dbPrice>0.0)
       {
        if(lastDeal.enType==DEAL_TYPE_SELL) 
         {
          dbYield=(lastDeal.dbPrice-SymbolPrice(strSymbol,inpCalcMode))/(2/(1/lastDeal.dbPrice+1/SymbolInfoDouble(strSymbol,SYMBOL_BID)));
         }
        else 
         {
          dbYield=(SymbolPrice(strSymbol,inpCalcMode)-lastDeal.dbPrice)/(2/(1/lastDeal.dbPrice+1/SymbolInfoDouble(strSymbol,SYMBOL_ASK)));
         }
        if(dbPreviousYield<=dbYield)
         {
          dbPreviousYield=dbYield;
          bestDeal.strSymbol=strSymbol;
          bestDeal.dbYield=dbPreviousYield;
          if(lastDeal.enType==DEAL_TYPE_SELL)
           {
            bestDeal.enType=DEAL_TYPE_BUY;
            bestDeal.dbPrice=SymbolInfoDouble(bestDeal.strSymbol,SYMBOL_ASK);
            bestDeal.dbVolume=lastDeal.dbVolume;
           }
          else
           {
            bestDeal.enType=DEAL_TYPE_SELL;
            bestDeal.dbPrice=SymbolInfoDouble(bestDeal.strSymbol,SYMBOL_BID);
            bestDeal.dbVolume=MathRound(inpFinancialTicket/bestDeal.dbPrice);
           }
         }
       }
     }
   }
  if(
      (StringLen(bestDeal.strSymbol)>0)
    )
   {
    if(inpLoadGraph) ChartSetSymbolPeriod(ChartID(),bestDeal.strSymbol,ChartPeriod(0));
    strComment+=StringFormat("\n%s %.0f %s %.2f (%.2f%%)",
     StringSubstr(EnumToString((ENUM_DEAL_TYPE)bestDeal.enType),10,4),
     bestDeal.dbVolume,
     bestDeal.strSymbol,
     bestDeal.dbPrice,
     100*bestDeal.dbYield
    );
   }
  //----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------Best Deak (End) 
  for(int i=0;i<PositionsTotal();i++)
   {
    
   }  
  //----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------Send Orders (End)
    Comment(strComment);
 }
//+------------------------------------------------------------------+
//| 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)));
 } 
//+------------------------------------------------------------------+
//| Last Deal                                                        |
//+------------------------------------------------------------------+
stcDeal getLastDeal(const string strSymbol)
 {
  stcDeal 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.enType=(ENUM_DEAL_TYPE)HistoryDealGetInteger(uTicket,DEAL_TYPE);
      dealLast.strSymbol=HistoryDealGetString(uTicket,DEAL_SYMBOL);
      dealLast.dbVolume=HistoryDealGetDouble(uTicket,DEAL_VOLUME);
      dealLast.dbPrice=HistoryDealGetDouble(uTicket,DEAL_PRICE);
     }
   }
   return( dealLast );
 }  
//+------------------------------------------------------------------+