//+------------------------------------------------------------------+
//|                                               Neurus_PSAR_EA.mq4 |
//|                                         By investor.me@gmail.com |
//+------------------------------------------------------------------+
extern double Lots               = 0.1;
extern double MaximumRisk        = 0.01;
extern double DecreaseFactor     = 1;
extern double PSAR_STEP       = 0.04;
extern double PSAR_MAX        = 0.2;
extern double TIMEFRAME       = 60;
extern bool Confirm_with_trend    = true;
extern int Trend_MA    = 5;
extern double TP       = 20;
extern double SL        = 30;
extern int MAGIC        = 11111;

//+------------------------------------------------------------------+
//| Calculate open positions                                         |
//+------------------------------------------------------------------+
int CalculateCurrentOrders(string symbol)
  {
   int buys=0,sells=0;
//----
   for(int i=0;i<OrdersTotal();i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
      if(OrderSymbol()==Symbol() && OrderMagicNumber()==MAGIC)
        {
         if(OrderType()==OP_BUY)  buys++;
         if(OrderType()==OP_SELL) sells++;
        }
     }
//---- return orders volume
   if(buys>0) return(buys);
   else       return(-sells);
  }
//+------------------------------------------------------------------+
//| Calculate optimal lot size                                       |
//+------------------------------------------------------------------+
double LotsOptimized()
  {
   double lot=Lots;
   int    orders=HistoryTotal();     // history orders total
   int    losses=0;                  // number of losses orders without a break
//---- select lot size
   lot=NormalizeDouble(AccountFreeMargin()*MaximumRisk/1000.0,1);
//---- calcuulate number of losses orders without a break
   if(DecreaseFactor>0)
     {
      for(int i=orders-1;i>=0;i--)
        {
         if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }
         if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;
         //----
         if(OrderProfit()>0) break;
         if(OrderProfit()<0) losses++;
        }
      if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
     }
//---- return lot size
   if(lot<0.1) lot=0.1;
   return(lot);
  }
//+------------------------------------------------------------------+
//| Check for open order conditions                                  |
//+------------------------------------------------------------------+
void CheckForOpen()
  {
   double sar;
   int    res;
//---- go trading only for first tiks of new bar
   if(Volume[0]>1) return;
   sar=iSAR(NULL,TIMEFRAME,PSAR_STEP,PSAR_MAX,1);

//Print("Sar:",sar," open[0]:",Open[0]," Close[1]:",Close[1]," at:",Day(),"/",Month());
//Print("Sar:",sar," open[0]:",iOpen(NULL,0,0)," Close[1]:",iClose(NULL,TIMEFRAME,1)," at:",Day(),"/",Month());
   
//---- sell conditions

   if(Open[0]<sar && Close[1]>sar && (!Confirm_with_trend || iMA(NULL,TIMEFRAME,Trend_MA,0,MODE_EMA,PRICE_CLOSE,0)<iMA(NULL,TIMEFRAME,Trend_MA,0,MODE_EMA,PRICE_CLOSE,1)))
     {
      res=OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,3,Bid+SL*Point,Bid-TP*Point,"",MAGIC,0,Red);
      return;
     }
//---- buy conditions
   if(Open[0]>sar && Close[1]<sar&& (!Confirm_with_trend || iMA(NULL,TIMEFRAME,Trend_MA,0,MODE_EMA,PRICE_CLOSE,0)>iMA(NULL,TIMEFRAME,Trend_MA,0,MODE_EMA,PRICE_CLOSE,1)))  
     {
      res=OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,3,Ask-SL*Point,Ask+TP*Point,"",MAGIC,0,Green);
      return;
     }
//----
  }
//+------------------------------------------------------------------+
//| Start function                                                   |
//+------------------------------------------------------------------+
void start()
  {
//---- check for history and trading
   if(Bars<100 || IsTradeAllowed()==false) return;
//---- calculate open orders by current symbol
   if(CalculateCurrentOrders(Symbol())==0) 
    { 
      CheckForOpen();
    }
//----
  }
//+------------------------------------------------------------------+