//+------------------------------------------------------------------+
//|                                  vortex-crossover-ea.mq4          |
//|  A Vortex Indicator crossover EA: trades VI+/VI- crosses (custom  |
//|  calculated, no built-in Vortex function), with ATR-based Stop    |
//|  Loss/Take Profit and risk-based position sizing. One position    |
//|  at a time.                                                       |
//|  EDUCATIONAL — test on a demo account first. Past performance     |
//|  does not guarantee future results. This is not financial advice.|
//|  Source: web-forex (educational, free to use and modify)          |
//+------------------------------------------------------------------+
#property copyright "web-forex"
#property strict

extern string ___Strategy___       = "--- Vortex Crossover Strategy ---";
extern int    VortexPeriod         = 14;

extern string ___RiskManagement___ = "--- Risk Management ---";
extern int    ATRPeriod            = 14;
extern double ATRMultiplier        = 2.0;
extern double RiskRewardRatio      = 2.0;
extern bool   UseFixedLot          = false;
extern double FixedLotSize         = 0.01;
extern double RiskPercent          = 1.0;

extern string ___Filters___        = "--- Filters ---";
extern int    MaxSpreadPoints      = 30;

extern string ___General___        = "--- General ---";
extern int    MagicNumber          = 20260724;
extern bool   EnableTrading        = true;

datetime lastBarTime = 0;

int OnInit()
{
   return(INIT_SUCCEEDED);
}

void OnTick()
{
   if (!EnableTrading)
      return;

   if (Time[0] == lastBarTime)
      return; // only evaluate once per new bar
   lastBarTime = Time[0];

   if (CountOpenPositions() > 0)
      return; // one position at a time

   double spreadPoints = MarketInfo(Symbol(), MODE_SPREAD);
   if (spreadPoints > MaxSpreadPoints)
      return; // spread too wide right now, skip this bar

   double viPlusLast, viMinusLast, viPlusPrev, viMinusPrev;
   CalculateVortex(1, viPlusLast, viMinusLast);
   CalculateVortex(2, viPlusPrev, viMinusPrev);

   double atr = iATR(NULL, 0, ATRPeriod, 1);

   bool bullishCross = (viPlusPrev <= viMinusPrev && viPlusLast > viMinusLast);
   bool bearishCross = (viPlusPrev >= viMinusPrev && viPlusLast < viMinusLast);

   if (bullishCross)
      OpenTrade(OP_BUY, atr);
   else if (bearishCross)
      OpenTrade(OP_SELL, atr);
}

void CalculateVortex(int shift, double &viPlus, double &viMinus)
{
   double sumVMPlus = 0, sumVMMinus = 0, sumTR = 0;

   for (int j = 0; j < VortexPeriod; j++)
   {
      int idx     = shift + j;
      int idxPrev = idx + 1;

      double vmPlus  = MathAbs(High[idx] - Low[idxPrev]);
      double vmMinus = MathAbs(Low[idx] - High[idxPrev]);
      double tr      = MathMax(High[idx] - Low[idx],
                        MathMax(MathAbs(High[idx] - Close[idxPrev]), MathAbs(Low[idx] - Close[idxPrev])));

      sumVMPlus  += vmPlus;
      sumVMMinus += vmMinus;
      sumTR      += tr;
   }

   viPlus  = (sumTR > 0) ? sumVMPlus / sumTR : 0;
   viMinus = (sumTR > 0) ? sumVMMinus / sumTR : 0;
}

int CountOpenPositions()
{
   int count = 0;
   for (int i = 0; i < OrdersTotal(); i++)
   {
      if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
      {
         if (OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber)
            count++;
      }
   }
   return(count);
}

void OpenTrade(int type, double atr)
{
   double slDistance = atr * ATRMultiplier;
   double tpDistance = slDistance * RiskRewardRatio;
   double lots       = CalculateLotSize(slDistance);
   double price, sl, tp;

   if (type == OP_BUY)
   {
      price = Ask;
      sl = price - slDistance;
      tp = price + tpDistance;
   }
   else
   {
      price = Bid;
      sl = price + slDistance;
      tp = price - tpDistance;
   }

   int ticket = OrderSend(Symbol(), type, lots, price, 3, sl, tp, "Vortex Crossover EA", MagicNumber, 0,
                          type == OP_BUY ? clrDodgerBlue : clrOrangeRed);
   if (ticket < 0)
      Print("Vortex Crossover EA: OrderSend failed, error ", GetLastError());
}

double CalculateLotSize(double slDistance)
{
   if (UseFixedLot || slDistance <= 0)
      return(NormalizeLotSize(FixedLotSize));

   double riskAmount = AccountBalance() * (RiskPercent / 100.0);
   double tickValue   = MarketInfo(Symbol(), MODE_TICKVALUE);
   double tickSize    = MarketInfo(Symbol(), MODE_TICKSIZE);
   if (tickSize <= 0 || tickValue <= 0)
      return(NormalizeLotSize(FixedLotSize));

   double slTicks = slDistance / tickSize;
   double lots    = riskAmount / (slTicks * tickValue);

   return(NormalizeLotSize(lots));
}

double NormalizeLotSize(double lots)
{
   double minLot  = MarketInfo(Symbol(), MODE_MINLOT);
   double maxLot  = MarketInfo(Symbol(), MODE_MAXLOT);
   double lotStep = MarketInfo(Symbol(), MODE_LOTSTEP);
   if (lotStep <= 0)
      return(minLot);

   lots = MathFloor(lots / lotStep) * lotStep;
   if (lots < minLot)
      lots = minLot;
   if (lots > maxLot)
      lots = maxLot;
   return(lots);
}