//+------------------------------------------------------------------+
//|                                                  Equilibrium.mq5 |
//|                             Copyright 2019, Thomas Schwabhaeuser |
//|                                         schwabhaeuser@icloud.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2019, Thomas Schwabhaeuser"
#property link      "schwabhaeuser@icloud.com"
#property description "Product of rates of added symbols:"
#property description "1. uses ask/bid prices for Equilibrium's ask/bid rates,"
#property description "2. uses ask/bid according to symbol's direction for Equilibrium's enter/leave rate, resp."
#property description "(intended for adding symbols whose product should equal one.)"
#property version   "1.00"
//+------------------------------------------------------------------+
//| BACKLOG                                                          |
//|                                                                  |
//| 1. Extract the functions                                         |
//|      bool parsePortfolioString(portfolio,directions,symbols[])   |
//|         bool parseDirection(portfolio,string_index,array[])      |
//|         bool parseSymbol(portfolio,string_index,array[])         |
//|            int getNextIndex(portfolio,string_index)              |
//|               void PrintNextIndex(fn,pf,i,p,m,r)                 |
//|            bool IsValidSymbolName(string symbol)                 |
//|         string ToString(string &array[])                         |
//|         string ToString(ENUM_DIRECTION &array[])                 |
//|    to a new class CPortfolio encapsulating the 2 arrays          |
//|      string ExtSymbols[];                                        |
//|      ENUM_DIRECTION ExtDirections[];                             |
//|    and providing the methods                                     |
//|      parse(string portfolio);                                    |
//|      int Total(void);                                            |
//|      string GetSymbol(int i);                                    |
//|      ENUM_DIRECTION GetDiretion(int i);                          |
//|      string ToString();                                          |
//|                                                                  |
//| 2. An expert should use the buffer MARGIN for risk management    |
//|    as ususal:                                                    |
//|      LotSize = AccountInfoDouble(ACCOUNT_MARGIN_FREE)/MARGIN     |
//|    where MARGIN is computed by the indicator as follows:         |
//|      for(int i=0;i<#Symbols;i++):                                |
//|         OrderCalcMargin(ExtDirections[i],ExtSymbols[i],1.0,      |
//|                           EnterPrice,value)                      |
//|         MARGIN += value;                                         |
//|                                                                  |
//| 3. Then the OnTick() handler of an expert is straightforward     |
//|      if(CheckClose()):                                           |
//|         for(int i=0;i<#Symbols;i++):                             |
//|            Trade.Close(ExtSymbols[i]);                           |
//|      else:                                                       |
//|         if(CheckOpen()):                                         |
//|            for(int i=0;i<#Symbols;i++):                          |
//|               Trade.Open(LotSize,ExtSymbols[i]);                 |
//|                                                                  |
//+------------------------------------------------------------------+

//#property indicator_chart_window    // Выводить индикатор в окно графика
#property indicator_separate_window
#property indicator_buffers 5       // Количество буферов для расчёта индикатора
#property indicator_plots   4       // Количество графических серий
//--- Цвета цветовых буферов
//#property indicator_color1  clrDodgerBlue,C'0,50,100'
//#property indicator_color2  clrMagenta,C'130,0,130'
//#property indicator_color3  clrGold,C'160,140,0'
//#property indicator_color4  clrAqua,C'0,140,140'
//#property indicator_color5  clrLimeGreen,C'20,80,20'
//---
#property indicator_label1  "Enter"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrRed
#property indicator_style1  STYLE_SOLID
#property indicator_width1  1
#property indicator_label2  "Leave"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrGreen
#property indicator_style2  STYLE_SOLID
#property indicator_width2  1
#property indicator_label3  "Bid"
#property indicator_type3   DRAW_LINE
#property indicator_color3  clrBlue
#property indicator_style3  STYLE_SOLID
#property indicator_width4  1
#property indicator_label4  "Ask"
#property indicator_type4   DRAW_LINE
#property indicator_color4  clrMagenta
#property indicator_style4  STYLE_SOLID
#property indicator_width4  1
#property indicator_label4  "Margin"
#property indicator_type4   DRAW_LINE
#property indicator_color4  clrFireBrick
#property indicator_style4  STYLE_SOLID
#property indicator_width4  1
//---
#include "../Include/MultiSymbolIndicator.mqh"
//--- input parameters
input string   InpPortfolio="EURUSD-EURGBP-GBPUSD";   // Buy/Sell (+/-) Symbols
//---- buffers
//--- TODO:
//          enum ENUM_BUFFERS_EQL
//            {
//             BUFFER_ENTER   = 0,
//             BUFFER_LEAVE   = 1,
//             BUFFER_BID     = 2,
//             BUFFER_ASK     = 3,
//             BUFFER_MARGIN  = 4,
//             BUFFERS_TOTAL  = 5
//            };
//          struct BufferType { double data[]; };
//          BufferType        ExtBuffersEql[BUFFERS_TOTAL];
//---    SetPropertiesIndicator():
//          for(int b=0; b<BUFFERS_TOTAL; b++)
//             SetIndexBuffer(b,ExtBuffersEql[b].data,INDICATOR_DATA);
//---    PrepareOnCalculate():
//          for(int b=0; b<BUFFERS_TOTAL; b++)
//             ArrayInitialize(ExtBuffersEql[b].data,EMPTY_VALUE);

double    ExtEnterBuffer[];
double    ExtLeaveBuffer[];
double    ExtBidBuffer[];
double    ExtAskBuffer[];
double    ExtMarginBuffer[];
//--- gobal variables
CMultiSymbolIndicator   ExtIndicator;
//--- Portfolio
//    TODO: To be extracted to CPortfolio
string ExtSymbols[];
ENUM_DIRECTION ExtDirections[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
  {
//--- TODO: Move parsing of portfolio string to CMultiSymbolIndicator
//--- TODO: Extract parsing of portfolio string into a separate class

//--- DONE: parse portfolio initializing global variables
   ArrayResize(ExtSymbols,0);
   ArrayResize(ExtDirections,0);
   parsePortfolioString(InpPortfolio,ExtDirections,ExtSymbols);

//--- DONE: add symbols with their direction to CMultiSymbolIndicator
   if(ArraySize(ExtSymbols)!=ArraySize(ExtDirections))
      return(INIT_FAILED);
   string s="";
   for(int i=0;i<-1+ArraySize(ExtSymbols);i++) s+=ExtSymbols[i]+", ";
   s+="and "+ExtSymbols[-1+ArraySize(ExtSymbols)];
   Print(__FUNCTION__+": Adding watchers for the "+ArraySize(ExtSymbols)+" symbols "+s);
   for(int i=0;i<ArraySize(ExtSymbols);i++)
     {
      //Print(__FUNCTION__+": ExtIndicator.Add("+ExtSymbols[i]+","+
      //      EnumToString(ExtDirections[i])+")");
      if(!ExtIndicator.AddWatcher(ExtSymbols[i],ExtDirections[i]))
         return(INIT_FAILED);
     }

   ExtIndicator.OnInit();

//--- TODO:
//    Try to map indicator buffers in the class CMultiSymbolIndicator
//    For adding the buffers to ExtIndicator one by one we are going to use
//       ExtIndicator.AddEnterBuffer(double &buffer[]);
//       ExtIndicator.AddLeaveBuffer(double &buffer[]);
//       ExtIndicator.AddBidBuffer(double &buffer[]);
//       ExtIndicator.AddAskBuffer(double &buffer[]);
//       ExtIndicator.AddMarginBuffer(double &buffer[]);
//    which still needs to be implemented.

//--- indicator buffers mapping
   SetIndexBuffer(0,ExtEnterBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,ExtLeaveBuffer,INDICATOR_DATA);
   SetIndexBuffer(2,ExtBidBuffer,INDICATOR_DATA);
   SetIndexBuffer(3,ExtAskBuffer,INDICATOR_DATA);
   SetIndexBuffer(4,ExtMarginBuffer,INDICATOR_DATA);

//--- indicator digits
   IndicatorSetInteger(INDICATOR_DIGITS,_Digits+2);
//--- set draw begin is not necessary,
//    we can start calculating at the first bar.
//--- indicator short name
   IndicatorSetString(INDICATOR_SHORTNAME,"EQUILIBRIUM");

//---
   return(INIT_SUCCEEDED);
  }
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
  {
  }
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
   Print(__FUNCTION__+
         "("+rates_total+","+prev_calculated+",...): delegating to CMultiSymbolIndicator::OnCalculate()");
//---
   int result=ExtIndicator.OnCalculate(rates_total,prev_calculated,time,open,high,low,close,
                                       tick_volume,volume,spread);
//--- TODO:
//    Find out how to fill the buffers
//          double    ExtEnterBuffer[];
//          double    ExtLeaveBuffer[];
//          double    ExtBidBuffer[];
//          double    ExtAskBuffer[];
//    Of course, we would prefer ExtIndicator.OnCalculate() to invoke the FillBuffer functions.
//    However, the buffers to be filled are in this indicator main program file while the data
//    for filling is maintained in the indicator class. Therefore we need to pass the indicator
//    buffers by reference to filling methods of the indicator object.
//    Thus the indicator values must be written to the indicator buffers as follows:
   ExtIndicator.FillEnterBuffer(rates_total,prev_calculated,ExtEnterBuffer);
   ExtIndicator.FillLeaveBuffer(rates_total,prev_calculated,ExtLeaveBuffer);
   ExtIndicator.FillBidBuffer(rates_total,prev_calculated,ExtBidBuffer);
   ExtIndicator.FillAskBuffer(rates_total,prev_calculated,ExtAskBuffer);
   ExtIndicator.FillMarginBuffer(rates_total,prev_calculated,ExtMarginBuffer);
//--- return value of prev_calculated for next call
   return(rates_total);
  }
//+------------------------------------------------------------------+
//| Timer function                                                   |
//+------------------------------------------------------------------+
void OnTimer()
  {
//---
   ExtIndicator.OnTimer();

  }

//--- 2019.07.25
//
//DJ	0	18:49:50.619	Symbols	EURUSD: symbol to be synchronized
//DL	0	18:49:50.620	Symbols	EURUSD: symbol synchronized, 3544 bytes of symbol info received
//JN	0	18:49:50.880	History	EURUSD: history synchronization started
//DG	0	18:49:51.097	History	EURUSD: load 27 bytes of history data to synchronize in 0:00:00.002
//EL	0	18:49:51.097	History	EURUSD: history synchronized from 2016.01.03 to 2019.03.25
//GE	0	18:49:51.097	Ticks	EURUSD: ticks synchronization started
//QN	0	18:49:51.098	Ticks	EURUSD: load 34 bytes of tick data to synchronize in 0:00:00.000
//HS	0	18:49:51.099	Ticks	EURUSD: history ticks synchronized from 2018.12.20 to 2019.03.24
//DK	0	18:49:51.295	History	EURUSD,M10: history cache allocated for 45737 bars and contains 37302 bars from 2018.01.01 23:00 to 2019.01.01 23:50
//JJ	0	18:49:51.295	History	EURUSD,M10: history begins from 2018.01.01 23:00
//LN	0	18:49:51.556	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   CSymbolWatcher::OnCalculate(37302,0): start =0, Symbol=EURUSD
//
//FR	0	18:49:51.556	Symbols	EURGBP: symbol to be synchronized
//HK	0	18:49:51.557	Symbols	EURGBP: symbol synchronized, 3544 bytes of symbol info received
//JP	0	18:49:51.772	History	EURGBP: history synchronization started
//FI	0	18:49:51.908	History	EURGBP: load 27 bytes of history data to synchronize in 0:00:00.001
//MF	0	18:49:51.908	History	EURGBP: history synchronized from 2017.01.02 to 2019.03.25
//RM	0	18:49:51.909	Ticks	EURGBP: ticks synchronization started
//IF	0	18:49:54.830	Ticks	EURGBP: load 34 bytes of tick data to synchronize in 0:00:02.922
//NI	0	18:49:54.830	Ticks	EURGBP: history ticks synchronized from 2018.12.20 to 2019.03.13
//GQ	0	18:49:54.851	History	EURGBP,M10: history cache allocated for 8439 bars and contains 4 bars from 2019.01.01 23:00 to 2019.01.01 23:50
//MN	0	18:49:54.851	History	EURGBP,M10: history begins from 2019.01.01 23:00
//LF	0	18:49:54.851	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   CSymbolWatcher::OnCalculate(37302,0): start =0, Symbol=EURGBP
//
//CI	0	18:49:54.851	Symbols	GBPUSD: symbol to be synchronized
//RP	0	18:49:54.851	Symbols	GBPUSD: symbol synchronized, 3544 bytes of symbol info received
//LM	0	18:49:55.105	History	GBPUSD: history synchronization started
//RE	0	18:49:55.234	History	GBPUSD: load 27 bytes of history data to synchronize in 0:00:00.001
//QS	0	18:49:55.234	History	GBPUSD: history synchronized from 2016.01.03 to 2019.03.25
//FR	0	18:49:55.235	Ticks	GBPUSD: ticks synchronization started
//QI	0	18:49:58.432	Ticks	GBPUSD: load 34 bytes of tick data to synchronize in 0:00:03.187
//PL	0	18:49:58.432	Ticks	GBPUSD: history ticks synchronized from 2018.12.20 to 2019.03.13
//RS	0	18:49:58.651	History	GBPUSD,M10: history cache allocated for 45729 bars and contains 37294 bars from 2018.01.01 23:00 to 2019.01.01 23:50
//DN	0	18:49:58.651	History	GBPUSD,M10: history begins from 2018.01.01 23:00
//EF	0	18:49:58.653	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   CSymbolWatcher::OnCalculate(37302,0): start =0, Symbol=GBPUSD
//
//EI	0	18:49:58.653	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   CMultiSymbolIndicator::OnCalculate: watchers prepared with data from i=start=0 while i<5<37302. INCOMPLETE!
//
//ES	3	18:50:01.631	Ticks	EURGBP : 2019.03.14 23:59 - real ticks absent for 1 minutes out of 1434 total minute bars within a day
//ES	3	18:50:01.632	Ticks	EURGBP : 2019.03.15 23:59 - real ticks absent for 1 minutes out of 1320 total minute bars within a day
//CR	3	18:50:01.632	Ticks	EURGBP : 2019.03.17 23:59 - real ticks absent for 1 minutes out of 110 total minute bars within a day
//KS	3	18:50:01.632	Ticks	EURGBP : 2019.03.18 23:59 - real ticks absent for 1 minutes out of 1440 total minute bars within a day
//KS	3	18:50:01.633	Ticks	EURGBP : 2019.03.19 23:59 - real ticks absent for 1 minutes out of 1440 total minute bars within a day
//OS	3	18:50:01.633	Ticks	EURGBP : 2019.03.20 23:59 - real ticks absent for 1 minutes out of 1439 total minute bars within a day
//NS	3	18:50:01.634	Ticks	EURGBP : 2019.03.21 23:59 - real ticks absent for 1 minutes out of 1438 total minute bars within a day
//IS	3	18:50:01.634	Ticks	EURGBP : 2019.03.22 23:59 - real ticks absent for 1 minutes out of 1320 total minute bars within a day
//GR	3	18:50:01.634	Ticks	EURGBP : 2019.03.24 23:59 - real ticks absent for 1 minutes out of 114 total minute bars within a day
//IR	0	18:50:01.634	Ticks	EURGBP : real ticks begin from 2018.12.20 00:00:00
//EH	3	18:50:01.634	Ticks	EURGBP : 2019.01.02 00:00 - 2019.03.25 00:00  real ticks absent for 9 minutes of 83317 total minute bars, every tick generation used
//EI	0	18:50:03.652	Ticks	EURUSD : real ticks begin from 2018.12.20 00:00:00
//KP	3	18:50:06.776	Ticks	GBPUSD : 2019.03.11 23:59 - real ticks absent for 834 minutes out of 1440 total minute bars within a day
//RG	3	18:50:06.788	Ticks	GBPUSD : 2019.03.12 23:59 - no real ticks within a day
//IN	3	18:50:06.802	Ticks	GBPUSD : 2019.03.14 23:59 - real ticks absent for 1 minutes out of 1435 total minute bars within a day
//HN	3	18:50:06.803	Ticks	GBPUSD : 2019.03.15 23:59 - real ticks absent for 1 minutes out of 1320 total minute bars within a day
//NS	3	18:50:06.803	Ticks	GBPUSD : 2019.03.17 23:59 - real ticks absent for 1 minutes out of 113 total minute bars within a day
//DM	3	18:50:06.804	Ticks	GBPUSD : 2019.03.18 23:59 - real ticks absent for 1 minutes out of 1436 total minute bars within a day
//QM	3	18:50:06.804	Ticks	GBPUSD : 2019.03.19 23:59 - real ticks absent for 1 minutes out of 1438 total minute bars within a day
//HM	3	18:50:06.805	Ticks	GBPUSD : 2019.03.20 23:59 - real ticks absent for 1 minutes out of 1438 total minute bars within a day
//NM	3	18:50:06.805	Ticks	GBPUSD : 2019.03.21 23:59 - real ticks absent for 1 minutes out of 1440 total minute bars within a day
//MM	3	18:50:06.806	Ticks	GBPUSD : 2019.03.22 23:59 - real ticks absent for 1 minutes out of 1320 total minute bars within a day
//IP	3	18:50:06.806	Ticks	GBPUSD : 2019.03.24 23:59 - real ticks absent for 1 minutes out of 115 total minute bars within a day
//FR	0	18:50:06.806	Ticks	GBPUSD : real ticks begin from 2018.12.20 00:00:00
//CH	3	18:50:06.806	Ticks	GBPUSD : 2019.01.02 00:00 - 2019.03.25 00:00  real ticks absent for 2281 minutes of 83395 total minute bars, every tick generation used
//NE	3	18:50:06.806	Ticks	GBPUSD : 2019.01.02 00:00 - 2019.03.25 00:00  real ticks absent for 1 whole days
//IJ	0	18:50:06.808	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   OnCalculate(37303,37302,...): delegating to CMultiSymbolIndicator::OnCalculate()
//QI	0	18:50:06.808	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   CMultiSymbolIndicator::OnCalculate(37303,37302,...): start =37301, updating 3 watchers...
//KN	0	18:50:06.808	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   CSymbolWatcher::OnCalculate(37303,37302): start =37301, Symbol=EURUSD
//RN	0	18:50:06.808	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   CSymbolWatcher::OnCalculate(37303,37302): start =37301, Symbol=EURGBP
//RQ	0	18:50:06.808	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   CSymbolWatcher::OnCalculate(37303,37302): start =37301, Symbol=GBPUSD
//HO	0	18:50:06.808	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   CMultiSymbolIndicator::OnCalculate: watchers prepared with data from i=start=37301 while i<37301<37303. INCOMPLETE!
//KH	0	18:50:06.823	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   OnCalculate(37303,37303,...): delegating to CMultiSymbolIndicator::OnCalculate()
//GJ	0	18:50:06.823	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   CMultiSymbolIndicator::OnCalculate(37303,37303,...): start =37302, updating 3 watchers...
//EO	0	18:50:06.823	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   CSymbolWatcher::OnCalculate(37303,37303): start =37302, Symbol=EURUSD
//HO	0	18:50:06.823	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   CSymbolWatcher::OnCalculate(37303,37303): start =37302, Symbol=EURGBP
//HP	0	18:50:06.823	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   CSymbolWatcher::OnCalculate(37303,37303): start =37302, Symbol=GBPUSD
//IO	0	18:50:06.823	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   CMultiSymbolIndicator::OnCalculate: watchers prepared with data from i=start=37302 while i<37302<37303. INCOMPLETE!
//KG	0	18:50:06.838	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   OnCalculate(37303,37303,...): delegating to CMultiSymbolIndicator::OnCalculate()
//FJ	0	18:50:06.838	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   CMultiSymbolIndicator::OnCalculate(37303,37303,...): start =37302, updating 3 watchers...
//HL	0	18:50:06.838	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   CSymbolWatcher::OnCalculate(37303,37303): start =37302, Symbol=EURUSD
//EN	0	18:50:06.838	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   CSymbolWatcher::OnCalculate(37303,37303): start =37302, Symbol=EURGBP
//EO	0	18:50:06.838	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   CSymbolWatcher::OnCalculate(37303,37303): start =37302, Symbol=GBPUSD
//EN	0	18:50:06.838	Equilibrium (EURUSD,M10)	2019.01.02 00:00:00   CMultiSymbolIndicator::OnCalculate: watchers prepared with data from i=start=37302 while i<37302<37303. INCOMPLETE!
//FG	0	18:50:06.852	Equilibrium (EURUSD,M10)	2019.01.02 00:00:01   OnCalculate(37303,37303,...): delegating to CMultiSymbolIndicator::OnCalculate()
//GI	0	18:50:06.852	Equilibrium (EURUSD,M10)	2019.01.02 00:00:01   CMultiSymbolIndicator::OnCalculate(37303,37303,...): start =37302, updating 3 watchers...
//EL	0	18:50:06.852	Equilibrium (EURUSD,M10)	2019.01.02 00:00:01   CSymbolWatcher::OnCalculate(37303,37303): start =37302, Symbol=EURUSD
//HN	0	18:50:06.852	Equilibrium (EURUSD,M10)	2019.01.02 00:00:01   CSymbolWatcher::OnCalculate(37303,37303): start =37302, Symbol=EURGBP
//HO	0	18:50:06.852	Equilibrium (EURUSD,M10)	2019.01.02 00:00:01   CSymbolWatcher::OnCalculate(37303,37303): start =37302, Symbol=GBPUSD
//---

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool parsePortfolioString(string portfolio,ENUM_DIRECTION &directions[],string &symbols[])
  {
//int array_index=0;
   int string_index=0;
   int length=StringLen(portfolio);

   while(string_index<length)
     {
      Print(__FUNCTION__+
            "(\""+portfolio+"\","+ToString(directions)+","+ToString(symbols)+"): "+
            "string_index=="+string_index+", length=="+length);
      if(!getDirection(portfolio,string_index,directions))
         return(false);
      if(!getSymbol(portfolio,string_index,symbols))
         return(false);
     }
   return(true);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool getDirection(string portfolio,int &string_index,ENUM_DIRECTION &array[])
  {
   ushort character=StringGetCharacter(portfolio,string_index);
   ENUM_DIRECTION direction=BUY;
   if(character=='+')
      string_index+=1;                          // discard matched character
   if(character=='-')
     {
      direction=SELL;
      string_index+=1;                          // discard matched character
     }

// DONE: add direction to ExtDirections
//   if(array_index!=ArraySize(array))
//     {
//      Print(__FUNCTION__+": array_index=="+array_index+"!="+ArraySize(array)+"==ArraySize(array)");
//      return(false);
//     }
   int array_index=ArraySize(array);
   int new_size=array_index+1;
   ArrayResize(array,new_size);
   array[array_index]=direction;
   Print(__FUNCTION__+": added direction array["+array_index+"]=="+
         EnumToString(array[array_index]));

   return(true);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool getSymbol(string portfolio,int &string_index,string &array[])
  {
   int next_index=getNextIndex(portfolio,string_index);
   int length;
   if(next_index==-1)
      length=StringLen(portfolio)-string_index;
   else
      length=next_index-string_index;

   Print(__FUNCTION__+
         "(\""+portfolio+"\","+string_index+",array): "+
         "next_index=="+next_index+", length=="+length);

   if(length<3)
      return(false);

   string symbol=StringSubstr(portfolio,string_index,length);
   string_index+=length;                        // discard what should be a symbol name

   if(!IsValidSymbolName(symbol))
      return(false);

// DONE: add symbol to ExtSymbols
   int array_index=ArraySize(array);
   int new_size=array_index+1;
   ArrayResize(array,new_size);
   array[array_index]=symbol;
   Print(__FUNCTION__+": added symbol array["+array_index+"]=="+array[array_index]);

   return(true);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void PrintNextIndex(string fn,string pf,int i,int p,int m,int r)
  {
   Print(fn+"(\""+pf+"\","+i+") == "+r+" <= "+"plus_index=="+p+", "+"minus_index=="+m);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int getNextIndex(string portfolio,int string_index)
  {
   int plus_index=StringFind(portfolio,"+",string_index);
   int minus_index=StringFind(portfolio,"-",string_index);

   if(plus_index==-1 && minus_index==-1)
     {
      PrintNextIndex(__FUNCTION__,portfolio,string_index,plus_index,minus_index,-1);
      return(-1);
     }

   if(plus_index==-1)
     {
      PrintNextIndex(__FUNCTION__,portfolio,string_index,plus_index,minus_index,minus_index);
      return(minus_index);
     }

   if(minus_index==-1)
     {
      PrintNextIndex(__FUNCTION__,portfolio,string_index,plus_index,minus_index,plus_index);
      return(plus_index);
     }

   if(plus_index<minus_index)
     {
      PrintNextIndex(__FUNCTION__,portfolio,string_index,plus_index,minus_index,plus_index);
      return(plus_index);
     }
   else
     {
      PrintNextIndex(__FUNCTION__,portfolio,string_index,plus_index,minus_index,minus_index);
      return(minus_index);
     }
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
bool IsValidSymbolName(string symbol)
  {
// TODO: check if symbol is the valid name of a selectable symbol
   return(true);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
string ToString(string &array[])
  {
   string result="{";
   for(int i=0;i<ArraySize(array);i++)
     {
      result+=array[i];
      if(i<ArraySize(array)-1)
         result+=",";
     }
   result+="}";
   return(result);
  }
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
string ToString(ENUM_DIRECTION &array[])
  {
   string result="{";
   for(int i=0;i<ArraySize(array);i++)
     {
      result+=EnumToString(array[i]);
      if(i<ArraySize(array)-1)
         result+=",";
     }
   result+="}";
   return(result);
  }
//+------------------------------------------------------------------+