int    SlowVolatilityOffset     = 3;
int    FastVolatilityBase       = 5;
int    SlowVolatilityBase       = 58;
var VolatilityFactor         = 2.2;
int    ProfitLossVolatilityBase = 46;
var ProfitTarget             = 0.43;
var StopLoss                 = 0.16;
int    FridayStopHour           = 16;

var VF(int Fa, int Sa)
{
   var sumF = 0.0, sumS = 0.0;
   int i;
   
   for (i = 1; i <= Fa; i++)
      sumF += priceClose(i) - priceOpen(i);
   for (i = 1; i <= Sa; i++)
      sumS += abs(priceClose(i + SlowVolatilityOffset) - priceOpen(i + SlowVolatilityOffset));
   
   return((sumF / Fa) / (sumS / Sa));
   }
   
   bool IsTradeTime()
{
   if (dow() >= 5 && FridayStopHour >= 0 && hour() >= FridayStopHour)
      return(false);
   else
      return(true);
      }

function run(){
	
set(TICKS);
	


var VolFac = VF(FastVolatilityBase, SlowVolatilityBase);
var Range = HH(ProfitLossVolatilityBase) - LL(ProfitLossVolatilityBase);


if(abs(VolFac) > VolatilityFactor){

      if(IsTradeTime() && VolFac > 0.0){
      	TakeProfit = Range*0.43;
      	Stop = Range*0.16;
enterLong();
}
else if(IsTradeTime() && VolFac < 0.0){
	TakeProfit = Range*0.43;
	Stop = Range*0.16;
	enterShort();
}
}
}

//+------------------------------------------------------------------+
//|                            FGProBot 0.9 by pip.digger 2013.01.30 |
//|                                                                  |
//|                                                                  |
//| inspired by     Pro_Bot by HotFx 2012.08.06, http://hotfx.0pk.ru |
//|                                       http://hot-fx.blogspot.com |
//| and                ForexGrowthBot, http://www.ForexGrowthBot.com |
//+------------------------------------------------------------------+
#property copyright "FGProBot 0.9 by pip.digger 2013.01.30"
#property link "wwi.org"

// externals
extern double LotSize                  = 0.1;
extern double Risk                     = 1.0;
extern int    FridayStopHour           = 16;
bool   HardTPSL                 = TRUE;
extern int    FastVolatilityBase       = 5;
extern int    SlowVolatilityBase       = 58;
extern int    SlowVolatilityOffset     = 3;
extern double VolatilityFactor         = 2.2;
extern double ProfitTarget             = 0.43;
extern double StopLoss                 = 0.16;
extern int    ProfitLossVolatilityBase = 46;
extern string BotComment               = "FGProBot 0.9 by pip.digger";
extern int    Magic                    = 20130130;
extern int    Slippage                 = 3;

// globals
double MinLot, MaxLot, LotDigits, Range;
datetime bt = 0;
string symb, txt = "\n FGProBot 0.9 by pip.digger \n Lot: ";

int init()
{
   symb = Symbol();

	if(Digits%2==1) Slippage *= 10;
   
   LotDigits = MathLog(MarketInfo(symb, MODE_LOTSTEP)) / MathLog(0.1);
   MinLot = MarketInfo(symb, MODE_MINLOT);
   MaxLot = MarketInfo(symb, MODE_MAXLOT);
}

int start()
{
   double VolFac, rg;
   int i;
   static int ticket;
   
   // only on new bar openening...
   if(bt != Time[0]) {
      bt = Time[0];
      
      VolFac = VF(FastVolatilityBase, SlowVolatilityBase);
      Range = High[iHighest(symb, 0, MODE_HIGH, ProfitLossVolatilityBase, 1)] - Low[iLowest(symb, 0, MODE_LOW, ProfitLossVolatilityBase, 1)];

      // check for any trades to close by new bar opening (example here, trades w/o TP or SL assigned)
      // can also be used to implement other (dynamic) closing strategies
      for(i = OrdersTotal() - 1; i >= 0; i--){
         if(OrderSelect(i, SELECT_BY_POS))
            if(OrderSymbol() == symb && OrderMagicNumber() == Magic)
               if(OrderTakeProfit() == 0.0) // check if TP has been reached
                  switch(OrderType()) {
                     case OP_BUY:
                        if(Bid >= OrderOpenPrice() + RangeFromComment() * ProfitTarget)
                           OrderClose(OrderTicket(), OrderLots(), Bid, Slippage, Blue);
                        break;
                     case OP_SELL:
                        if(Ask <= OrderOpenPrice() - RangeFromComment() * ProfitTarget)
                           OrderClose(OrderTicket(), OrderLots(), Ask, Slippage, Red);
                        break;
                  }
               if (OrderStopLoss() == 0.0) // check if SL has been reached
                  switch(OrderType()) {
                     case OP_BUY:
                        if(Bid <= OrderOpenPrice() - RangeFromComment() * StopLoss)
                           OrderClose(OrderTicket(), OrderLots(), Bid, Slippage, Blue);
                        break;
                     case OP_SELL:
                        if(Ask >= OrderOpenPrice() + RangeFromComment() * StopLoss)
                           OrderClose(OrderTicket(), OrderLots(), Ask, Slippage, Red);
                        break;
                  }
      }
            
      Comment(txt, Lot());
   }
   
   // place new trade if prerequisites are met
   if(IsTradeTime() && MathAbs(VolFac) > VolatilityFactor)
      if(VolFac > 0.0) {
         ticket = OrderSend(symb, OP_BUY, Lot(), ND(Ask), Slippage, 0.0, 0.0, StringConcatenate(DoubleToStr(Range/Point, 0), " - ",  BotComment), Magic, 0, Blue);
         if(ticket != -1)
            VolFac = 0.0;
      } else if(VolFac < 0.0) {
         ticket = OrderSend(symb, OP_SELL, Lot(), ND(Bid), Slippage, 0.0, 0.0, StringConcatenate(DoubleToStr(Range/Point, 0), " - ", BotComment), Magic, 0, Red);
         if(ticket != -1)
            VolFac = 0.0;
      }
   
   // set hard TP & SL for last opened trade
   if(HardTPSL && OrderSelect(ticket, SELECT_BY_TICKET))
      if(OrderSymbol() == symb && OrderMagicNumber() == Magic)
         switch(OrderType()) {
            case OP_BUY:
               if(OrderModify(ticket, OrderOpenPrice(), ND(Ask - Range * StopLoss), ND(Ask + Range * ProfitTarget), 0, Blue))
                  ticket = -1;
               break;
            case OP_SELL:
               if(OrderModify(ticket, OrderOpenPrice(), ND(Bid + Range * StopLoss), ND(Bid - Range * ProfitTarget), 0, Red))
                  ticket = -1;
               break;
            default:
               ticket = -1;
         }
      
   return(0);
}

// return lotsize for next trade (currently here, per 1000 free margin)
double Lot()
{
   double Lots;
   
   if(Risk > 0.0)
      Lots = AccountFreeMargin() * (Risk/100.0) / ((Range * StopLoss / Point) * MarketInfo(symb, MODE_TICKVALUE));
   else
      Lots = LotSize;
   
   return(NormalizeDouble(MathMin(MathMax(MinLot, Lots), MaxLot), LotDigits));
}

// normalize double to accuracy of Digits of current symbol price
double ND(double val)
{
   return (NormalizeDouble(val, Digits));
}

// calculate volatility (acceleration) factor
double VF(int Fa, int Sa)
{
   double sumF = 0.0, sumS = 0.0;
   
   for (int i = 1; i <= Fa; i++)
      sumF += Close[i] - Open[i];
   for (i = 1; i <= Sa; i++)
      sumS += MathAbs(Close[i + SlowVolatilityOffset] - Open[i + SlowVolatilityOffset]);
   
   return((sumF / Fa) / (sumS / Sa));
}

// trading time filter
bool IsTradeTime()
{
   if (DayOfWeek() >= 5 && FridayStopHour >= 0 && Hour() >= FridayStopHour)
      return(false);
   else
      return(true);
}

// extract range from trade comment
double RangeFromComment()
{
   return(StrToDouble(StringSubstr(OrderComment(), 0, StringFind(OrderComment(), " - "))) * Point);
}