scalpping

When I will click the start button of this cbot, it must open buy and sell positions simultaneously. Let's call these positions "buy at level 0" and "sell at level 0" (buy0 and sell0). I set profit PIPS level for each position (say 20 pips default).

Then, for each tick, cbot must check profitability of buy0 and sell0 positions.

If buy0 position's profitability exceeds predefined PIPS, this profitable position (buy0) must close and new positions open: buy1 and sell1. so, the level 0 increased by 1 and now we have level 1.

If sell0 position's profitability exceeds predefined PIPS (20 pips), this profitable position (sell0) must close and new positions open: buy-1 and sell-1. so, the level 0 decreased by 1 and now we have level -1.

so, depending the price goes up or down, the level increases or decreases by 1 and for each new level the cbot must open buy and sell positions.

If price movement reverses and goes back to previous level, the cbot must check at this level what position is open (either buy or sell) and must open the position type that is missing, either buy or sell.

Let's consider this example step by step:

1) eur/usd price is 1.1122 in the morning and I start the cbot. it opens buy0 and sell0 positions at 1.1122

2) eur/usd price goes up and crosses 1.1142 level - buy0 closes and at the same time buy1 and sell1 positions are opened.

open positions: sell0, sell1, buy1. 

3) eur/usd price goes up and crosses 1.1162 level - buy1 closes and at the same time buy2 and sell2 positions are opened.

open positions: sell0, sell1, sell2, buy2, 

4) eur/usd price goes down and crosses 1.1142 level - sell2 position is closed and buy1 is opened. Note that we already have sell1 position open in step 2 which is still open and we dont open the same position twice for each level)

open positions: sell0, sell1, buy1, buy2

5) eur/usd price goes up and crosses 1.1162 level - buy1 is closed and sell2 is opened. 

open positions: sell0, sell1, sell2, buy2

6) eur/usd price goes down and crosses 1.1142 level - sell2 is closed, buy1 is opened.

open positions: sell0, sell1, buy1, buy2

7) eur/usd price goes down and crosses 1.1122 level - sell1 is closed, buy0 is opened. 

open positions: sell0, buy0, buy1, buy2

8) eur/usd price goes down and crosses 1.1102 level - sell0 is closed, buy-1 and sell-1 are opened.

open positions: sell-1, buy-1, buy0, buy1, buy2

When I stop the cbot, it must close all the open positions.