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

//| CALCULATE LOT SIZE FOR ALL NEW TRADES |

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

double Kelly = WinRate()-((1-WinRate())/(AvgWin()/AvgLoss()));

Lots=MathFloor((AccountFreeMargin()*AccountLeverage()*Kelly*Point*10)/
(Ask*MarketInfo(Symbol(),MODE_LOTSIZE)*MarketInfo(Symbol(),MODE_MINLOT)))*MarketInf
o(Symbol(),MODE_MINLOT);

//+------------------------------------------------------------------+
//| COLLECT REAL TIME ACCOUNT INFO |
//+------------------------------------------------------------------+

// Winrate

double WinRate()
{
double CountWins = 0;
int EA_Executed_Trades = 0;
for(int index=0;index<OrdersHistoryTotal();index++)
{
OrderSelect(index,SELECT_BY_POS,MODE_HISTORY);
if(OrderSymbol()==Symbol())

{
if(OrderProfit()>=0)
{
CountWins++;
}
EA_Executed_Trades++;
}
}
if(EA_Executed_Trades == 0) // There was no trade done by this EA, use the
manual input value
{
return(mWinRate);
}
if(CountWins > 0)
{
return(MathRound(CountWins/EA_Executed_Trades));
}
else
{
Print("Real Time WinRate not Available");
return (CountWins); // this will return 0.
}
}

// AvgWin

double AvgWin()
{
double CountPips = 0;
int EA_Executed_Trades = 0;
for(int index=0;index<OrdersHistoryTotal();index++) // changed OrdersTotal to
OrdersHistoryTotal
{
OrderSelect(index,SELECT_BY_POS,MODE_HISTORY);
if(OrderSymbol()==Symbol() && OrderType()<2) // OrderType()<2 means skip pending
orders (case : OrderProfit() = 0)
{

if(OrderProfit()>=0)
{
CountPips += OrderProfit();
}
EA_Executed_Trades++;
}
}
if(EA_Executed_Trades == 0) // There was no trade done by this EA, use the
manual input value
{
return(mAvgWin);
}
if(CountPips > 0)
{
return(MathRound(CountPips/EA_Executed_Trades));
}
else
{
Print("Real Time AvgWin not Available");
return (CountPips); // this will return 0.
}
}

// AvgLoss

double AvgLoss()
{
double CountPips = 0;
int EA_Executed_Trades = 0;

for(int index=0;index<OrdersHistoryTotal();index++) // changed OrdersTotal to

OrdersHistoryTotal
{
OrderSelect(index,SELECT_BY_POS,MODE_HISTORY);
if(OrderSymbol()==Symbol() && OrderType()<2) // OrderType()<2 means skip pending
orders (case : OrderProfit() = 0)

if(OrderProfit()<0)
{
CountPips += OrderProfit();
}
EA_Executed_Trades++;
}
}
if(EA_Executed_Trades == 0) // There was no trade done by this EA, use the
manual input value
{
return(mAvgLoss);
}
 if(CountPips < 0)
{
return(MathRound(CountPips/EA_Executed_Trades));
}
else
{
Print("Real Time AvgLoss not Available");
return (CountPips); // this will return 0.
}
}