double KellyLot()
  {
   double lot=Lots;
   double orders=HistoryTotal();
   double STW=1;
   double STWP=0;  
  
   if(orders>20)
     {      
      int i,j;   
      for(i=orders;i>=(orders-20);i--)
         {
          OrderSelect(i,SELECT_BY_POS,MODE_HISTORY);
          if(OrderProfit()>0) STW=STW+1;
         }
      STWP=STW/20;
      if(STWP==1) {STWP=0.995;} //Prevents division by 0
      double KRC=(2/300)*(1/(1-STWP));
      if(KRC>=0.05) MaximumRisk=0.05;
      if(KRC<0) MaximumRisk=MaximumRisk;
      else MaximumRisk=KRC;
     }
   return(MaximumRisk);
  }
  
double LotsOptimized()
  {
   double lot=Lots;
   int    orders=HistoryTotal();     // history orders total
   int    losses=0;                  // number of losses orders without a break
//---- select lot size
   lot=NormalizeDouble(AccountFreeMargin()*KellyLot()/1000.0,1);
//---- calcuulate number of losses orders without a break
   if(DecreaseFactor>0)
     {
      for(int i=orders-1;i>=0;i--)
        {
         if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) { Print("Error in history!"); break; }
         if(OrderSymbol()!=Symbol() || OrderType()>OP_SELL) continue;
         //----
         if(OrderProfit()>0) break;
         if(OrderProfit()<0) losses++;
        }
      if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
     }

   if(lot<0.1) lot=0.1;
   return(lot);
  }