//+------------------------------------------------------------------+
//|                                              Equity_Balance2.mq4 |
//|
//|
//+------------------------------------------------------------------+


#property indicator_separate_window

#property indicator_buffers 3
#property indicator_color1 OliveDrab
#property indicator_color2 Black
#property indicator_color3 Crimson

//--- input parameters
extern string              Instrument="";
extern string              Direction="";
extern int                 MaxBars=1000;

extern bool                MA_Balance = true;
extern bool                MA_Equity = false;
extern int                 MA_Period  = 10;
extern ENUM_MA_METHOD      MA_Type = 0;
extern int                 MA_Shift = 0;

//--- buffers
datetime OpenTimes[], CloseTimes[];
double OpenPrices[], ClosePrices[], Profits[];
string Symbols[];
double EquityArray[], BalanceArray[];

double Equity[], Balance[], MA[];

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void ReadHistory()
  {
   ArrayResize(OpenTimes,0);
   ArrayResize(CloseTimes,0);
   ArrayResize(OpenPrices,0);
   ArrayResize(ClosePrices,0);
   ArrayResize(Profits,0);
   ArrayResize(Symbols,0);
   int ArraysSize;
   int Order_Type;
   string Order_Symbol;
   int i;
   for(i=0; i<OrdersHistoryTotal(); i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false)
         break;
      Order_Type=OrderType();
      Order_Symbol=OrderSymbol();
      if(Instrument!="" && Instrument!=Order_Symbol)
         continue;
      if(Direction!="" && ((Direction=="B" && Order_Type!=OP_BUY) || (Direction=="S" && Order_Type!=OP_SELL)))
         continue;
      if(Order_Type==OP_BUY || Order_Type==OP_SELL)
        {
         ArraysSize=ArraySize(OpenTimes);
         ArrayResize(OpenTimes,ArraysSize+1);
         ArrayResize(CloseTimes,ArraysSize+1);
         ArrayResize(OpenPrices,ArraysSize+1);
         ArrayResize(ClosePrices,ArraysSize+1);
         ArrayResize(Profits,ArraysSize+1);
         ArrayResize(Symbols,ArraysSize+1);
         OpenTimes[ArraysSize]=OrderOpenTime();
         CloseTimes[ArraysSize]=OrderCloseTime();
         OpenPrices[ArraysSize]=OrderOpenPrice();
         ClosePrices[ArraysSize]=OrderClosePrice();
         Profits[ArraysSize]=OrderProfit()+OrderSwap();
         Symbols[ArraysSize]=Order_Symbol;
        }
     }

   for(i=0; i<OrdersTotal(); i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)
         break;
      Order_Type=OrderType();
      Order_Symbol=OrderSymbol();
      if(Instrument!="" && Instrument!=Order_Symbol)
         continue;
      if(Direction!="" && ((Direction=="B" && Order_Type!=OP_BUY) || (Direction=="S" && Order_Type!=OP_SELL)))
         continue;
      if(Order_Type==OP_BUY || Order_Type==OP_SELL)
        {
         ArraysSize=ArraySize(OpenTimes);
         ArrayResize(OpenTimes,ArraysSize+1);
         ArrayResize(CloseTimes,ArraysSize+1);
         ArrayResize(OpenPrices,ArraysSize+1);
         ArrayResize(ClosePrices,ArraysSize+1);
         ArrayResize(Profits,ArraysSize+1);
         ArrayResize(Symbols,ArraysSize+1);
         OpenTimes[ArraysSize]=OrderOpenTime();
         CloseTimes[ArraysSize]=iTime(Order_Symbol,0,0);
         OpenPrices[ArraysSize]=OrderOpenPrice();
         ClosePrices[ArraysSize]=iClose(Order_Symbol,0,0);
         Profits[ArraysSize]=OrderProfit()+OrderSwap();
         Symbols[ArraysSize]=Order_Symbol;
        }
     }

  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int init()
  {
   IndicatorDigits(2);
   SetIndexStyle(0,DRAW_LINE);
   SetIndexBuffer(0,Equity);
   SetIndexStyle(1,DRAW_LINE);
   SetIndexBuffer(1,Balance);
   SetIndexStyle(2,DRAW_LINE);
   SetIndexBuffer(2,MA);
   return(0);
  }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
int deinit()
  {

   return(0);
  }

//+------------------------------------------------------------------+
//|  Custom indicator initialization function                                                                 |
//+------------------------------------------------------------------+
int start()
  {
   ReadHistory();
   ArrayResize(EquityArray,Bars);
   ArrayResize(BalanceArray,Bars);
   ArrayInitialize(EquityArray,0);
   ArrayInitialize(BalanceArray,0);
   int ArraysSize=ArraySize(OpenTimes);
   int i, i2;
   double d;
   int limit;
   if(MaxBars==0)
      limit=Bars;
   else
      limit=MaxBars;
   if(limit<Bars)
     {
      Equity[limit+1]=EMPTY_VALUE;
      Balance[limit+1]=EMPTY_VALUE;
     }
   for(i=0; i<ArraysSize; i++)
     {
      if(ClosePrices[i]==OpenPrices[i])
         continue;
      int OpenBar=iBarShift(NULL,0,OpenTimes[i]);
      int CloseBar=iBarShift(NULL,0,CloseTimes[i]);
      if(CloseBar<limit)
        {
         for(i2=MathMin(limit,OpenBar); i2>=0; i2--)
           {
            if(i2>CloseBar)
               d=(iClose(Symbols[i],0,i2)-OpenPrices[i])/(ClosePrices[i]-OpenPrices[i])*Profits[i];
            else
               d=Profits[i];
            EquityArray[i2]=EquityArray[i2]+d;
            if(CloseBar!=0 && i2<=CloseBar)
               BalanceArray[i2]=BalanceArray[i2]+Profits[i];
           }
        }
     }
   for(i=limit; i>=0; i--)
     {
      Equity[i]=EquityArray[i];
      Balance[i]=BalanceArray[i];
      if(MA_Balance == true)
      {
      MA[i] = iMAOnArray(Balance,0,MA_Period,MA_Shift,MA_Type,i);
      }
      if(MA_Equity == true)
      {
      MA[i] = iMAOnArray(Equity,0,MA_Period,MA_Shift,MA_Type,i);
      }
     }
   return(0);
  }

//+------------------------------------------------------------------+