//+------------------------------------------------------------------+
//|                                       Fixed_Number_Of_Trades.mq4 |
//|                               Copyright © 2017, Gehtsoft USA LLC |
//|                                            http://fxcodebase.com |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2017, Gehtsoft USA LLC"
#property link      "http://fxcodebase.com"
#property version   "1.00"
#property strict

input int Max_Trade_Number=5;

int OnInit()
{
 
 return(INIT_SUCCEEDED);
}

void OnDeinit(const int reason)
{

}
  
int CalculateOrders()
{
 int Count=0;
 for(int i=0;i<OrdersTotal();i++)
 {
  if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
  if(OrderType()==OP_BUY) Count++;
  if(OrderType()==OP_SELL) Count++;
 }
 return (Count);  
}

void CloseWorstTrade()
{
 double MaxLoss=1000000000.;
 int WorstTicket=-1;
 double ProfitLoss;

 for(int i=0;i<OrdersTotal();i++)
 {
  if(OrderType()==OP_BUY || OrderType()==OP_SELL)
  {
   ProfitLoss=OrderProfit();
   if (ProfitLoss<MaxLoss)
   {
    MaxLoss=ProfitLoss;
    WorstTicket=OrderTicket();
   }
  }
 }
 
 if (WorstTicket>0)
 { 
  if (OrderSelect(WorstTicket, SELECT_BY_TICKET, MODE_TRADES))
  {
   if (OrderType()==OP_BUY)
   {
    OrderClose(WorstTicket, OrderLots(), Bid, 10);
   }
   if (OrderType()==OP_SELL)
   {
    OrderClose(WorstTicket, OrderLots(), Ask, 10);
   }
  }
 }
 
 return;
}

void OnTick()
{
 int CO=CalculateOrders();
 
 if (CO<=Max_Trade_Number)
 {
  return;
 }
 
 int i;
 
 for (i=1; i<=CO-Max_Trade_Number; i++)
 {
  CloseWorstTrade();
 }

}

void OnChartEvent(const int id,
                  const long &lparam,
                  const double &dparam,
                  const string &sparam)
{

}