please convert this small piece of mql4 code ==> mql5 code
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Attached mql4 code, please convert to mql5 code, regards:
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#property copyright "Copyright © 2010, rulefxoneday"
#property link "fxpartrocks@gmail.com"
extern double minlots=0.05;
extern double maxlots=0.10;
extern string Symbol1 = "XAUUSD";
extern string Symbol2 = "XAGUSD";
extern string Symbol3 = "WTI";
extern double smalldollars=2.5;
extern double bigdollars=20;
extern int smallmagic=11;
extern int bigmagic=22;
bool basketdollars=true; // enable basket dollars
double smallbuyorderprofit,smallsellorderprofit,bigbuyorderprofit,bigsellorderprofit;
extern int CorPeriod =5;
bool runnable=true;
bool init=true;
bool result;
double pBid, pAsk, pp;
int i=0;
datetime timeprev=0;
double pt;
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{ // Find the correltion coefficient between EUR USD & USD CHF
bool bulls=false;
bool bears=false;
double correlationOne=0;
double correlationSecond=0;
double correlationThree=0;
bool buyHedge=0;
bool sellHedge=0;
Print("change EU,UCHF,GU:",Change(Symbol1),Change(Symbol2),Change(Symbol3));
if (Change(Symbol1) > 0.1 && Change(Symbol3) > 0.1 && Change(Symbol2) < -0.1) {bulls = true;}
if (Change(Symbol1) < -0.1&& Change(Symbol3) > 0.1 && Change(Symbol2) > 0.1) {bulls=true;}
if (Change(Symbol1) < -0.1 && Change(Symbol3) < -0.1 && Change(Symbol2) > 0.1 ) {bears = true;}
if (Change(Symbol1) > 0.1 && Change(Symbol3) < -0.1 && Change(Symbol2) < -0.1) {bears =true;}
correlationOne=Cor(Symbol1,Symbol2);
Print("Correlation of "+Symbol1+" and "+Symbol2+" = ",correlationOne);
// Find the correltion coefficient between EUR USD & GBP USD
correlationSecond=Cor(Symbol1,Symbol3);
Print("Correlation of "+Symbol1+" and "+Symbol3+" = ",correlationSecond);
correlationThree=Cor(Symbol3,Symbol2);
Print("Correlation of "+Symbol3+" and "+Symbol2+" = ",correlationThree);
if (correlationOne <= -0.5 && correlationSecond >= 0.5 && correlationThree <= -0.4 && CountOrdersThisPairSmallBUY() == 0 && Hour() >= 0 && Hour() <= 24 && bulls == true) {
OrderSend(Symbol1,OP_BUY,minlots,Ask,3,0,0,"Micro Magic",smallmagic,0,Green);
OrderSend(Symbol3,OP_BUY,minlots,Ask,3,0,0,"Micro Magic",smallmagic,0,Green);
OrderSend(Symbol2,OP_BUY,maxlots,Ask,3,0,0,"Micro Magic",smallmagic,0,Green);
if (CountOrdersThisPairBigSELL() == 0 && Hour() >=11 && Hour() <=19 && smallbuyorderprofit <= -(AccountBalance() *0.06) ) {
OrderSend(Symbol1,OP_SELL,minlots,Ask,3,0,0,"Micro Magic",bigmagic,0,Green);
OrderSend(Symbol3,OP_SELL,minlots,Ask,3,0,0,"Micro Magic",bigmagic,0,Green);
OrderSend(Symbol2,OP_SELL,maxlots,Ask,3,0,0,"Micro Magic",bigmagic,0,Green);
}
}
if (correlationOne >= -0.5 && correlationSecond <= 0.5 && correlationThree >= -0.4 && CountOrdersThisPairSmallSELL() == 0 && Hour() >= 0 && Hour() <= 24 && bears == true) {
OrderSend(Symbol1,OP_SELL,minlots,Ask,3,0,0,"Micro Magic",smallmagic,0,Green);
OrderSend(Symbol3,OP_SELL,minlots,Ask,3,0,0,"Micro Magic",smallmagic,0,Green);
OrderSend(Symbol2,OP_SELL,maxlots,Ask,3,0,0,"Micro Magic",smallmagic,0,Green);
if (CountOrdersThisPairBigBUY() == 0 && Hour() >=11 && Hour() <=19 && smallsellorderprofit <= -(AccountBalance() *0.06) )
{
OrderSend(Symbol1,OP_BUY,minlots,Ask,3,0,0,"Micro Magic",bigmagic,0,Green);
OrderSend(Symbol3,OP_BUY,minlots,Ask,3,0,0,"Micro Magic",bigmagic,0,Green);
OrderSend(Symbol2,OP_BUY,maxlots,Ask,3,0,0,"Micro Magic",bigmagic,0,Green);
}
}
if(basketdollars){
smallbuyorderprofit=0;
smallsellorderprofit=0;
bigbuyorderprofit=0;
bigsellorderprofit=0;
}
if(OrdersTotal()>0){
for(i=0;i<=OrdersTotal();i++){
OrderSelect(i,SELECT_BY_POS,MODE_TRADES);
if(OrderType()==OP_BUY && OrderMagicNumber()== smallmagic){
if(basketdollars) smallbuyorderprofit=smallbuyorderprofit+ OrderProfit();
}
if(OrderType()==OP_SELL && OrderMagicNumber()== smallmagic){
if(basketdollars) smallsellorderprofit=smallsellorderprofit+ OrderProfit();
}
if(OrderType()==OP_BUY && OrderMagicNumber()== bigmagic){
if(basketdollars) bigbuyorderprofit=bigbuyorderprofit+ OrderProfit();
}
if(OrderType()==OP_SELL && OrderMagicNumber()== bigmagic){
if(basketdollars) bigsellorderprofit=bigsellorderprofit+ OrderProfit();
}
}
}
if(basketdollars) {
if (smallbuyorderprofit>=smalldollars) { closeallsmallbuyorders();
}
if (smallsellorderprofit>=smalldollars) { closeallsmallsellorders();
}
if (bigbuyorderprofit>=bigdollars) { closeallbigbuyorders();
}
if (bigsellorderprofit>=bigdollars) { closeallbigsellorders();
}
}
return(0);
}
double Change(string Pair)
{
double TemporaryArray[][6];
int OpenHour = 7;
int OpenMinute = 30;
ArrayCopyRates(TemporaryArray, Pair, PERIOD_M30);
int BarPositionBegin = 0;
for(int i=0;i<1440;i++)
{
if(TimeHour(TemporaryArray[i][0]) == OpenHour && TimeMinute(TemporaryArray[i][0]) == OpenMinute)
{
BarPositionBegin = i;
break;
}
}
double PercentChange = (TemporaryArray[0][4] * 100) / TemporaryArray[BarPositionBegin][1];
double RealChange = PercentChange - 100;
return (RealChange);
}
int CountOrdersThisPairSmallBUY() {
int l_count_0;
for (int l_pos_4 = 0; l_pos_4 < OrdersTotal(); l_pos_4++) {
OrderSelect(l_pos_4, SELECT_BY_POS);
if (OrderSymbol() == Symbol() && OrderType() == OP_BUY && OrderMagicNumber() == smallmagic) l_count_0++;
}
return (l_count_0);
}
int CountOrdersThisPairSmallSELL() {
int l_count_0 = 0;
for (int l_pos_4 = 0; l_pos_4 < OrdersTotal(); l_pos_4++) {
OrderSelect(l_pos_4, SELECT_BY_POS);
if (OrderSymbol() == Symbol() && OrderType() == OP_SELL && OrderMagicNumber() == smallmagic) l_count_0++;
}
return (l_count_0);
}
int CountOrdersThisPairBigBUY() {
int l_count_0;
for (int l_pos_4 = 0; l_pos_4 < OrdersTotal(); l_pos_4++) {
OrderSelect(l_pos_4, SELECT_BY_POS);
if (OrderSymbol() == Symbol() && OrderType() == OP_BUY && OrderMagicNumber() == bigmagic) l_count_0++;
}
return (l_count_0);
}
int CountOrdersThisPairBigSELL() {
int l_count_0 = 0;
for (int l_pos_4 = 0; l_pos_4 < OrdersTotal(); l_pos_4++) {
OrderSelect(l_pos_4, SELECT_BY_POS);
if (OrderSymbol() == Symbol() && OrderType() == OP_SELL && OrderMagicNumber() == bigmagic) l_count_0++;
}
return (l_count_0);
}
// Close all buyopen trades when in profit
void closeallsmallbuyorders(){
for (i=OrdersTotal()-1;i>=0;i--){
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)){
if (OrderType()==OP_BUY && OrderMagicNumber()== smallmagic)result=OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(),MODE_BID),3,CLR_NONE);
if(result!=TRUE) Print("LastError = ", GetLastError());
}
else Print( "Error when order select ", GetLastError());
}
}
// Close all buyopen trades when in profit
void closeallbigbuyorders(){
for (i=OrdersTotal()-1;i>=0;i--){
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)){
if (OrderType()==OP_BUY && OrderMagicNumber() == bigmagic)result=OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(),MODE_BID),3,CLR_NONE);
if(result!=TRUE) Print("LastError = ", GetLastError());
}
else Print( "Error when order select ", GetLastError());
}
}
// Close all sell open trades when in profit
void closeallsmallsellorders(){
for (i=OrdersTotal()-1;i>=0;i--){
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)){
if (OrderType()==OP_SELL && OrderMagicNumber()== smallmagic)result=OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(),MODE_ASK),3,CLR_NONE);
if(result!=TRUE) Print("LastError = ", GetLastError());
}
else Print( "Error when order select ", GetLastError());
}
}
// Close all sell open trades when in profit
void closeallbigsellorders(){
for (i=OrdersTotal()-1;i>=0;i--){
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)){
if (OrderType()==OP_SELL && OrderMagicNumber()== bigmagic)result=OrderClose(OrderTicket(),OrderLots(),MarketInfo(OrderSymbol(),MODE_ASK),3,CLR_NONE);
if(result!=TRUE) Print("LastError = ", GetLastError());
}
else Print( "Error when order select ", GetLastError());
}
}
//+------------------------------------------------------------------+
//| CORRELATION |
//+------------------------------------------------------------------+
double symboldif(string symbol, int shift)
{
return(iClose(symbol, PERIOD_M30, shift) -
iMA(symbol, PERIOD_M30, CorPeriod, 0, MODE_SMA,
PRICE_CLOSE, shift));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double powdif(double val)
{
return(MathPow(val, 2));
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double u(double val1,double val2)
{
return((val1*val2));
}
//+------------------------------------------------------------------+
//| The real correlation function to call is here. |
//+------------------------------------------------------------------+
double Cor(string base, string hedge)
{
double u1=0,l1=0,s1=0;
for(int i = CorPeriod - 1; i >= 0; i--)
{
u1 += u(symboldif(base, i), symboldif(hedge, i));
l1 += powdif(symboldif(base, i));
s1 += powdif(symboldif(hedge, i));
}
if(l1*s1 > 0)
return(u1 / MathSqrt(l1*s1));
}
//+------------------------------------------------------------------+