Черепахи

Здравствуйте дорогие форумчане.

На днях решил проверить торговую систему черепах, описанную в книге "Путь черепах". Но почему-то у меня получился сливатор, хотя и все правила ТС соблюдены. Кто пытался уже создать советник черепах?

КОД.

//+------------------------------------------------------------------+
//|                                                      Turtles.mq4 |
//|                                    Copyright 2012, Guriev invest |
//|                                   http://www.gurievinvest.org.ua |
//+------------------------------------------------------------------+
#property copyright "Copyright 2012, Guriev invest"
#property link      "http://www.gurievinvest.org.ua"

int prevtime;
bool up, down;
double upper = 0;
double lower = 0;
double cupper = 0;
double clower = 0;
//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//----
   prevtime = 0;
   up = false;
   down = false;   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//----
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
void CalcOrders()
{
   for(int i = 0; i<OrdersTotal();i++)
   {
      if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
      {
         if(OrderType() == OP_BUYSTOP)
         {
            if(OrderOpenPrice() != upper) OrderDelete(OrderTicket());
            else up = false;
         }
         if(OrderType() == OP_SELLSTOP)
         {
            if(OrderOpenPrice() != lower) OrderDelete(OrderTicket());
            else down = false;
         }
         
         if(OrderType() == OP_BUY)
         {
            up = false;   
            if(clower > OrderOpenPrice())
            {
               OrderModify(OrderTicket(), OrderOpenPrice(), clower, OrderTakeProfit(), 0, Green);
            }
         }
         if(OrderType() == OP_SELL)
         {
            down = false;   
            if(OrderOpenPrice()> cupper)
            {
               OrderModify(OrderTicket(), OrderOpenPrice(), cupper, OrderTakeProfit(), 0, Red);
            }
         }
      }
   }
}
int start()
  {
//----
   if(Time[0] == prevtime) return (0);
   prevtime = Time[0];
   
   double Lot = 0;   
   double StopLoss = 0;
   double ATR = iATR(Symbol(), 0, 20, 0);
   
   up = true;
   down = true;
   
   Lot = NormalizeDouble((AccountBalance()/100)/(ATR*10000),2);
   StopLoss = (ATR*100000)/2;
   
   upper=iHigh(Symbol(),Period(),iHighest(Symbol(),Period(),MODE_HIGH,55,0));
   lower=iLow(Symbol(),Period(),iLowest(Symbol(),Period(),MODE_LOW,55,0));
   cupper=iHigh(Symbol(),Period(),iHighest(Symbol(),Period(),MODE_HIGH,20,0));
   clower=iLow(Symbol(),Period(),iLowest(Symbol(),Period(),MODE_LOW,20,0));
   
   CalcOrders();
   
   if(up == true)
   {
      OrderSend(Symbol(), OP_BUYSTOP, Lot, upper, 1, upper-StopLoss*Point, upper+StopLoss*5*Point, "Покупка",0,0, Green);
   }
   if(down == true)
   {
      OrderSend(Symbol(), OP_SELLSTOP, Lot, lower, 1, lower+StopLoss*Point, lower-StopLoss*5*Point, "Продажа",0,0, Red);
   }
   
//----
   return(0);
  }
//+------------------------------------------------------------------+