778 lines
25 KiB
Plaintext
778 lines
25 KiB
Plaintext
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//+------------------------------------------------------------------+
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//| SimpleFVG EA – Pure Fair Value Gap Strategy |
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//| |
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//| Logic: |
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//| 1. Scan 3-candle pattern: gap between High[i+2] and Low[i] |
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//| 2. Bullish FVG: High(candle1) < Low(candle3) + strong candle2 |
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//| 3. Place Buy Limit at FVG upper edge (Low of candle3) |
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//| 4. SL = Low(candle1), TP = entry + 2R |
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//| 5. Invalidation: close below FVG or timeout |
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//| |
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//| Bearish FVG: mirror logic |
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//+------------------------------------------------------------------+
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#property copyright "SimpleFVG"
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#property version "1.00"
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1;
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input double InpRiskPercent = 1.0;
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input double InpRiskReward = 2.0;
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input double InpFVGMinBodyPct = 50.0; // body% tối thiểu của nến giữa
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input int InpFVGMaxAgeBars = 20; // FVG chưa fill sau N bars → hủy
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input int InpSLBufferPts = 20; // buffer thêm cho SL (points)
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input double InpEntryDepthPct = 50.0; // entry tại X% chiều sâu FVG (0=edge, 50=mid, 100=đáy)
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input int InpEMAPeriod = 50; // EMA trend filter trên TF chính
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input ENUM_TIMEFRAMES InpHTF = PERIOD_D1; // Higher TF confirmation
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input int InpHTFEMAPeriod = 50; // EMA period trên HTF
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input bool InpTrailBE = true; // dời SL về entry khi đạt 1R profit
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input long InpMagicNumber = 20260311;
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input int InpSlippage = 5;
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input bool InpDebugLog = true;
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//--- Constants ---
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const string PFX = "SFVG_";
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const string PFX_ORDER = "SFVG_ORD_";
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//--- EMA handles ---
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int g_EMAHandle = INVALID_HANDLE;
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int g_HTFEMAHandle = INVALID_HANDLE;
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string g_EMAShortName = "";
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string g_HTFEMAShortName = "";
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//--- FVG record ---
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struct FVGSlot
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{
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bool active;
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int direction; // 1=bullish, -1=bearish
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double high; // cạnh trên FVG
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double low; // cạnh dưới FVG
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double slPrice; // SL level (Low candle1 cho bull, High candle1 cho bear)
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double entryPrice; // giá entry thực tế (midpoint hoặc edge tùy InpEntryDepthPct)
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datetime createdTime;
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int ageBars;
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ulong ticket; // ticket lệnh limit đã đặt (0 = chưa đặt)
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};
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#define MAX_FVG 10
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FVGSlot g_Slots[MAX_FVG];
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int g_SlotCount = 0;
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datetime g_LastBarTime = 0;
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int g_LastDay = -1;
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//+------------------------------------------------------------------+
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//| HELPER FUNCTIONS |
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//+------------------------------------------------------------------+
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bool IsNewBar()
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{
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datetime t = iTime(_Symbol, InpTimeframe, 0);
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if (t == g_LastBarTime) return false;
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g_LastBarTime = t;
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return true;
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}
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double GetEMA(int shift)
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{
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double buf[1];
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if (g_EMAHandle == INVALID_HANDLE) return 0;
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if (CopyBuffer(g_EMAHandle, 0, shift, 1, buf) < 1) return 0;
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return buf[0];
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}
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double GetHTFEMA(int shift)
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{
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double buf[1];
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if (g_HTFEMAHandle == INVALID_HANDLE) return 0;
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if (CopyBuffer(g_HTFEMAHandle, 0, shift, 1, buf) < 1) return 0;
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return buf[0];
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}
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/** Kiểm tra cả 2 EMA (TF chính + HTF) đều đồng thuận hướng dir. */
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int GetTrendDirection()
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{
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double ema = GetEMA(1);
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double htf = GetHTFEMA(1);
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double cls = iClose(_Symbol, InpTimeframe, 1);
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double hCls = iClose(_Symbol, InpHTF, 1);
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if (ema == 0 || htf == 0) return 0;
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bool tfBull = cls > ema;
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bool htfBull = hCls > htf;
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bool tfBear = cls < ema;
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bool htfBear = hCls < htf;
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if (tfBull && htfBull) return 1;
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if (tfBear && htfBear) return -1;
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return 0;
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}
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bool IsCandleStrong(int shift)
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{
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double h = iHigh (_Symbol, InpTimeframe, shift);
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double l = iLow (_Symbol, InpTimeframe, shift);
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double o = iOpen (_Symbol, InpTimeframe, shift);
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double c = iClose(_Symbol, InpTimeframe, shift);
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double range = h - l;
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if (range < _Point) return false;
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return (MathAbs(c - o) / range * 100.0) >= InpFVGMinBodyPct;
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}
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double CalcLot(double entry, double sl)
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{
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double balance = AccountInfoDouble(ACCOUNT_BALANCE);
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double riskMoney = balance * InpRiskPercent / 100.0;
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double slDist = MathAbs(entry - sl) / _Point;
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if (slDist < 1) return 0;
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double tickVal = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);
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double tickSize = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);
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if (tickVal <= 0 || tickSize <= 0) return 0;
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double pipVal = tickVal * (_Point / tickSize);
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double lot = riskMoney / (slDist * pipVal);
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double minL = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
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double maxL = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);
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double step = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);
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if (step <= 0) step = 0.01;
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lot = MathFloor(lot / step) * step;
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lot = MathMax(minL, MathMin(maxL, lot));
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return NormalizeDouble(lot, 2);
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}
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bool HasPendingOrPosition()
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{
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for (int i = OrdersTotal() - 1; i >= 0; i--)
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{
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ulong ticket = OrderGetTicket(i);
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if (ticket > 0
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&& OrderGetInteger(ORDER_MAGIC) == InpMagicNumber
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&& OrderGetString(ORDER_SYMBOL) == _Symbol)
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return true;
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}
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for (int i = PositionsTotal() - 1; i >= 0; i--)
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{
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ulong ticket = PositionGetTicket(i);
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if (ticket > 0
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&& PositionGetInteger(POSITION_MAGIC) == InpMagicNumber
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&& PositionGetString(POSITION_SYMBOL) == _Symbol)
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return true;
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}
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return false;
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}
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//+------------------------------------------------------------------+
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//| FVG SCANNING |
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//+------------------------------------------------------------------+
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void ScanFVGs()
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{
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int trendDir = GetTrendDirection();
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int maxBar = MathMin(InpFVGMaxAgeBars + 5, Bars(_Symbol, InpTimeframe) - 3);
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for (int i = 1; i <= maxBar; i++)
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{
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double c1High = iHigh (_Symbol, InpTimeframe, i + 2);
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double c1Low = iLow (_Symbol, InpTimeframe, i + 2);
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double c2Open = iOpen (_Symbol, InpTimeframe, i + 1);
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double c2Close= iClose(_Symbol, InpTimeframe, i + 1);
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double c3High = iHigh (_Symbol, InpTimeframe, i);
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double c3Low = iLow (_Symbol, InpTimeframe, i);
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datetime fvgTime = iTime(_Symbol, InpTimeframe, i);
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bool alreadyExists = false;
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for (int j = 0; j < g_SlotCount; j++)
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if (g_Slots[j].active && g_Slots[j].createdTime == fvgTime)
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{ alreadyExists = true; break; }
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if (alreadyExists) continue;
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// --- Bullish FVG: chỉ khi trend = +1 ---
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if (trendDir >= 1 && c1High < c3Low
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&& c2Close > c2Open && IsCandleStrong(i + 1))
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{
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if (g_SlotCount >= MAX_FVG) continue;
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double fvgH = c3Low;
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double fvgL = c1High;
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double depth = (fvgH - fvgL) * InpEntryDepthPct / 100.0;
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double entry = NormalizeDouble(fvgH - depth, _Digits);
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ZeroMemory(g_Slots[g_SlotCount]);
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g_Slots[g_SlotCount].active = true;
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g_Slots[g_SlotCount].direction = 1;
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g_Slots[g_SlotCount].high = fvgH;
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g_Slots[g_SlotCount].low = fvgL;
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g_Slots[g_SlotCount].slPrice = c1Low;
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g_Slots[g_SlotCount].entryPrice = entry;
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g_Slots[g_SlotCount].createdTime = fvgTime;
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g_Slots[g_SlotCount].ageBars = 0;
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g_Slots[g_SlotCount].ticket = 0;
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g_SlotCount++;
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if (InpDebugLog)
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PrintFormat("[FVG+] BULL [%.5f–%.5f] entry=%.5f SL=%.5f trend=%d | %s",
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fvgL, fvgH, entry, c1Low, trendDir, TimeToString(fvgTime));
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}
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// --- Bearish FVG: chỉ khi trend = -1 ---
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if (trendDir <= -1 && c1Low > c3High
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&& c2Close < c2Open && IsCandleStrong(i + 1))
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{
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if (g_SlotCount >= MAX_FVG) continue;
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double fvgH = c1Low;
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double fvgL = c3High;
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double depth = (fvgH - fvgL) * InpEntryDepthPct / 100.0;
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double entry = NormalizeDouble(fvgL + depth, _Digits);
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ZeroMemory(g_Slots[g_SlotCount]);
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g_Slots[g_SlotCount].active = true;
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g_Slots[g_SlotCount].direction = -1;
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g_Slots[g_SlotCount].high = fvgH;
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g_Slots[g_SlotCount].low = fvgL;
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g_Slots[g_SlotCount].slPrice = c1High;
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g_Slots[g_SlotCount].entryPrice = entry;
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g_Slots[g_SlotCount].createdTime = fvgTime;
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g_Slots[g_SlotCount].ageBars = 0;
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g_Slots[g_SlotCount].ticket = 0;
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g_SlotCount++;
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if (InpDebugLog)
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PrintFormat("[FVG+] BEAR [%.5f–%.5f] entry=%.5f SL=%.5f trend=%d | %s",
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fvgL, fvgH, entry, c1High, trendDir, TimeToString(fvgTime));
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}
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}
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}
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//+------------------------------------------------------------------+
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//| ORDER MANAGEMENT |
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//+------------------------------------------------------------------+
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void PlaceLimitForSlot(int idx)
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{
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if (g_Slots[idx].ticket != 0) return;
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if (HasPendingOrPosition()) return;
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double entry, sl, tp;
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ENUM_ORDER_TYPE orderType;
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if (g_Slots[idx].direction > 0)
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{
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entry = NormalizeDouble(g_Slots[idx].entryPrice, _Digits);
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sl = NormalizeDouble(g_Slots[idx].slPrice - InpSLBufferPts * _Point, _Digits);
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double rD = entry - sl;
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if (rD <= 0) return;
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tp = NormalizeDouble(entry + InpRiskReward * rD, _Digits);
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orderType = ORDER_TYPE_BUY_LIMIT;
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double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
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if (entry >= ask) return;
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}
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else
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{
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entry = NormalizeDouble(g_Slots[idx].entryPrice, _Digits);
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sl = NormalizeDouble(g_Slots[idx].slPrice + InpSLBufferPts * _Point, _Digits);
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double rD = sl - entry;
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if (rD <= 0) return;
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tp = NormalizeDouble(entry - InpRiskReward * rD, _Digits);
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orderType = ORDER_TYPE_SELL_LIMIT;
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double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
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if (entry <= bid) return;
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}
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double lot = CalcLot(entry, sl);
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if (lot <= 0) return;
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MqlTradeRequest req;
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MqlTradeResult res;
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ZeroMemory(req);
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ZeroMemory(res);
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req.action = TRADE_ACTION_PENDING;
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req.symbol = _Symbol;
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req.volume = lot;
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req.type = orderType;
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req.price = entry;
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req.sl = sl;
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req.tp = tp;
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req.deviation = (ulong)InpSlippage;
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req.magic = InpMagicNumber;
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req.comment = StringFormat("FVG_%s", TimeToString(g_Slots[idx].createdTime, TIME_DATE));
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req.type_filling = ORDER_FILLING_RETURN;
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req.type_time = ORDER_TIME_GTC;
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if (!OrderSend(req, res))
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{
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PrintFormat("[ORDER] ❌ retcode=%u", res.retcode);
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return;
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}
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if (res.retcode != TRADE_RETCODE_DONE && res.retcode != TRADE_RETCODE_PLACED)
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{
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PrintFormat("[ORDER] ❌ rejected %u: %s", res.retcode, res.comment);
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return;
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}
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g_Slots[idx].ticket = res.order;
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PrintFormat("[ORDER] ✅ %s #%llu | %.2f @ %.5f SL=%.5f TP=%.5f",
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(g_Slots[idx].direction > 0) ? "BUY_LIM" : "SELL_LIM",
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res.order, lot, entry, sl, tp);
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}
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bool IsTicketStillPending(ulong ticket)
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{
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for (int i = OrdersTotal() - 1; i >= 0; i--)
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if (OrderGetTicket(i) == ticket) return true;
|
|||
|
|
return false;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
void CancelOrder(ulong ticket)
|
|||
|
|
{
|
|||
|
|
MqlTradeRequest req;
|
|||
|
|
MqlTradeResult res;
|
|||
|
|
ZeroMemory(req);
|
|||
|
|
ZeroMemory(res);
|
|||
|
|
req.action = TRADE_ACTION_REMOVE;
|
|||
|
|
req.order = ticket;
|
|||
|
|
if (OrderSend(req, res))
|
|||
|
|
{
|
|||
|
|
if (InpDebugLog)
|
|||
|
|
PrintFormat("[CANCEL] #%llu removed", ticket);
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
//+------------------------------------------------------------------+
|
|||
|
|
//| TRAILING SL (BREAKEVEN) |
|
|||
|
|
//+------------------------------------------------------------------+
|
|||
|
|
|
|||
|
|
/** Dời SL về entry khi profit đạt 1R. Gọi mỗi tick. */
|
|||
|
|
void TrailBreakeven()
|
|||
|
|
{
|
|||
|
|
if (!InpTrailBE) return;
|
|||
|
|
|
|||
|
|
for (int i = PositionsTotal() - 1; i >= 0; i--)
|
|||
|
|
{
|
|||
|
|
ulong ticket = PositionGetTicket(i);
|
|||
|
|
if (ticket == 0) continue;
|
|||
|
|
if (PositionGetInteger(POSITION_MAGIC) != InpMagicNumber) continue;
|
|||
|
|
if (PositionGetString(POSITION_SYMBOL) != _Symbol) continue;
|
|||
|
|
|
|||
|
|
double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
|
|||
|
|
double curSL = PositionGetDouble(POSITION_SL);
|
|||
|
|
double curTP = PositionGetDouble(POSITION_TP);
|
|||
|
|
bool isBuy = (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY);
|
|||
|
|
|
|||
|
|
double slDist = MathAbs(openPrice - curSL);
|
|||
|
|
if (slDist < _Point) continue;
|
|||
|
|
|
|||
|
|
double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
|
|||
|
|
double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
|||
|
|
|
|||
|
|
bool alreadyBE = isBuy ? (curSL >= openPrice) : (curSL <= openPrice);
|
|||
|
|
if (alreadyBE) continue;
|
|||
|
|
|
|||
|
|
double profit1R = isBuy ? (openPrice + slDist) : (openPrice - slDist);
|
|||
|
|
bool reached = isBuy ? (bid >= profit1R) : (ask <= profit1R);
|
|||
|
|
if (!reached) continue;
|
|||
|
|
|
|||
|
|
double newSL = NormalizeDouble(openPrice + (isBuy ? 1 : -1) * _Point, _Digits);
|
|||
|
|
|
|||
|
|
MqlTradeRequest req;
|
|||
|
|
MqlTradeResult res;
|
|||
|
|
ZeroMemory(req);
|
|||
|
|
ZeroMemory(res);
|
|||
|
|
req.action = TRADE_ACTION_SLTP;
|
|||
|
|
req.position = ticket;
|
|||
|
|
req.symbol = _Symbol;
|
|||
|
|
req.sl = newSL;
|
|||
|
|
req.tp = curTP;
|
|||
|
|
|
|||
|
|
if (OrderSend(req, res))
|
|||
|
|
{
|
|||
|
|
if (InpDebugLog)
|
|||
|
|
PrintFormat("[TRAIL] #%llu SL moved to breakeven %.5f", ticket, newSL);
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
//+------------------------------------------------------------------+
|
|||
|
|
//| DAILY RESET |
|
|||
|
|
//+------------------------------------------------------------------+
|
|||
|
|
|
|||
|
|
/** Hủy tất cả pending limits + slots khi sang ngày mới. */
|
|||
|
|
void DailyReset()
|
|||
|
|
{
|
|||
|
|
MqlDateTime now;
|
|||
|
|
TimeCurrent(now);
|
|||
|
|
if (now.day == g_LastDay) return;
|
|||
|
|
g_LastDay = now.day;
|
|||
|
|
|
|||
|
|
int cancelled = 0;
|
|||
|
|
for (int i = g_SlotCount - 1; i >= 0; i--)
|
|||
|
|
{
|
|||
|
|
if (!g_Slots[i].active) continue;
|
|||
|
|
if (g_Slots[i].ticket != 0 && IsTicketStillPending(g_Slots[i].ticket))
|
|||
|
|
{
|
|||
|
|
CancelOrder(g_Slots[i].ticket);
|
|||
|
|
cancelled++;
|
|||
|
|
}
|
|||
|
|
g_Slots[i].active = false;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
int writeIdx = 0;
|
|||
|
|
for (int i = 0; i < g_SlotCount; i++)
|
|||
|
|
{
|
|||
|
|
if (g_Slots[i].active)
|
|||
|
|
{
|
|||
|
|
if (writeIdx != i) g_Slots[writeIdx] = g_Slots[i];
|
|||
|
|
writeIdx++;
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
g_SlotCount = writeIdx;
|
|||
|
|
|
|||
|
|
if (InpDebugLog && cancelled > 0)
|
|||
|
|
PrintFormat("[DAILY] New day %04d.%02d.%02d → cancelled %d pending orders, cleared slots",
|
|||
|
|
now.year, now.mon, now.day, cancelled);
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
//+------------------------------------------------------------------+
|
|||
|
|
//| SLOT UPDATE & INVALIDATION |
|
|||
|
|
//+------------------------------------------------------------------+
|
|||
|
|
|
|||
|
|
void UpdateSlots()
|
|||
|
|
{
|
|||
|
|
double lastClose = iClose(_Symbol, InpTimeframe, 1);
|
|||
|
|
|
|||
|
|
for (int i = g_SlotCount - 1; i >= 0; i--)
|
|||
|
|
{
|
|||
|
|
if (!g_Slots[i].active) continue;
|
|||
|
|
|
|||
|
|
g_Slots[i].ageBars++;
|
|||
|
|
|
|||
|
|
// Invalidation 1: close hoàn toàn bên ngoài FVG → hủy
|
|||
|
|
bool invalidated = false;
|
|||
|
|
if (g_Slots[i].direction > 0 && lastClose < g_Slots[i].low)
|
|||
|
|
invalidated = true;
|
|||
|
|
if (g_Slots[i].direction < 0 && lastClose > g_Slots[i].high)
|
|||
|
|
invalidated = true;
|
|||
|
|
|
|||
|
|
// Invalidation 2: timeout
|
|||
|
|
if (g_Slots[i].ageBars > InpFVGMaxAgeBars)
|
|||
|
|
invalidated = true;
|
|||
|
|
|
|||
|
|
// Invalidation 3: limit đã fill → position mở → slot hoàn thành
|
|||
|
|
if (g_Slots[i].ticket != 0 && !IsTicketStillPending(g_Slots[i].ticket))
|
|||
|
|
{
|
|||
|
|
g_Slots[i].active = false;
|
|||
|
|
if (InpDebugLog)
|
|||
|
|
PrintFormat("[SLOT] #%llu filled or gone → deactivate", g_Slots[i].ticket);
|
|||
|
|
continue;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
if (invalidated)
|
|||
|
|
{
|
|||
|
|
if (g_Slots[i].ticket != 0 && IsTicketStillPending(g_Slots[i].ticket))
|
|||
|
|
CancelOrder(g_Slots[i].ticket);
|
|||
|
|
g_Slots[i].active = false;
|
|||
|
|
if (InpDebugLog)
|
|||
|
|
PrintFormat("[SLOT] %s FVG [%.5f–%.5f] invalidated | age=%d",
|
|||
|
|
(g_Slots[i].direction > 0) ? "BULL" : "BEAR",
|
|||
|
|
g_Slots[i].low, g_Slots[i].high, g_Slots[i].ageBars);
|
|||
|
|
continue;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
// Chưa đặt lệnh → đặt limit
|
|||
|
|
if (g_Slots[i].ticket == 0)
|
|||
|
|
PlaceLimitForSlot(i);
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
// Dọn slots không active
|
|||
|
|
int writeIdx = 0;
|
|||
|
|
for (int i = 0; i < g_SlotCount; i++)
|
|||
|
|
{
|
|||
|
|
if (g_Slots[i].active)
|
|||
|
|
{
|
|||
|
|
if (writeIdx != i) g_Slots[writeIdx] = g_Slots[i];
|
|||
|
|
writeIdx++;
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
g_SlotCount = writeIdx;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
//+------------------------------------------------------------------+
|
|||
|
|
//| DRAWING |
|
|||
|
|
//+------------------------------------------------------------------+
|
|||
|
|
|
|||
|
|
void SetRect(string name, datetime t1, double p1, datetime t2, double p2, color clr)
|
|||
|
|
{
|
|||
|
|
if (ObjectFind(0, name) < 0)
|
|||
|
|
ObjectCreate(0, name, OBJ_RECTANGLE, 0, t1, p1, t2, p2);
|
|||
|
|
ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
|
|||
|
|
ObjectSetInteger(0, name, OBJPROP_FILL, true);
|
|||
|
|
ObjectSetInteger(0, name, OBJPROP_BACK, true);
|
|||
|
|
ObjectMove(0, name, 0, t1, p1);
|
|||
|
|
ObjectMove(0, name, 1, t2, p2);
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
void SetHLine(string name, datetime t1, double p, datetime t2, color clr, int style, int width)
|
|||
|
|
{
|
|||
|
|
if (ObjectFind(0, name) < 0)
|
|||
|
|
ObjectCreate(0, name, OBJ_TREND, 0, t1, p, t2, p);
|
|||
|
|
ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
|
|||
|
|
ObjectSetInteger(0, name, OBJPROP_STYLE, style);
|
|||
|
|
ObjectSetInteger(0, name, OBJPROP_WIDTH, width);
|
|||
|
|
ObjectSetInteger(0, name, OBJPROP_RAY_RIGHT, false);
|
|||
|
|
ObjectMove(0, name, 0, t1, p);
|
|||
|
|
ObjectMove(0, name, 1, t2, p);
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
void SetLabel(string name, int x, int y, string txt, color clr, int fontSize)
|
|||
|
|
{
|
|||
|
|
if (ObjectFind(0, name) < 0)
|
|||
|
|
ObjectCreate(0, name, OBJ_LABEL, 0, 0, 0);
|
|||
|
|
ObjectSetInteger(0, name, OBJPROP_CORNER, CORNER_LEFT_UPPER);
|
|||
|
|
ObjectSetInteger(0, name, OBJPROP_XDISTANCE, x);
|
|||
|
|
ObjectSetInteger(0, name, OBJPROP_YDISTANCE, y);
|
|||
|
|
ObjectSetInteger(0, name, OBJPROP_FONTSIZE, fontSize);
|
|||
|
|
ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
|
|||
|
|
ObjectSetString (0, name, OBJPROP_TEXT, txt);
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
void SetText(string name, datetime t, double p, string txt, color clr, int fontSize, int anchor)
|
|||
|
|
{
|
|||
|
|
if (ObjectFind(0, name) < 0)
|
|||
|
|
ObjectCreate(0, name, OBJ_TEXT, 0, t, p);
|
|||
|
|
ObjectMove(0, name, 0, t, p);
|
|||
|
|
ObjectSetString (0, name, OBJPROP_TEXT, txt);
|
|||
|
|
ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
|
|||
|
|
ObjectSetInteger(0, name, OBJPROP_FONTSIZE, fontSize);
|
|||
|
|
ObjectSetInteger(0, name, OBJPROP_ANCHOR, anchor);
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
void DrawFVGZones()
|
|||
|
|
{
|
|||
|
|
ObjectsDeleteAll(0, PFX + "FVG_");
|
|||
|
|
|
|||
|
|
datetime now = iTime(_Symbol, InpTimeframe, 0);
|
|||
|
|
|
|||
|
|
for (int i = 0; i < g_SlotCount; i++)
|
|||
|
|
{
|
|||
|
|
if (!g_Slots[i].active) continue;
|
|||
|
|
|
|||
|
|
string sid = IntegerToString(i);
|
|||
|
|
bool isBull = (g_Slots[i].direction > 0);
|
|||
|
|
color zClr = isBull ? C'0,60,120' : C'100,25,0';
|
|||
|
|
color bClr = isBull ? C'0,120,200' : C'200,60,0';
|
|||
|
|
|
|||
|
|
SetRect(PFX + "FVG_Z_" + sid,
|
|||
|
|
g_Slots[i].createdTime, g_Slots[i].high,
|
|||
|
|
now, g_Slots[i].low, zClr);
|
|||
|
|
|
|||
|
|
SetHLine(PFX + "FVG_E_" + sid,
|
|||
|
|
g_Slots[i].createdTime, g_Slots[i].entryPrice, now,
|
|||
|
|
C'200,200,0', STYLE_DOT, 1);
|
|||
|
|
|
|||
|
|
SetText(PFX + "FVG_L_" + sid,
|
|||
|
|
g_Slots[i].createdTime, g_Slots[i].high,
|
|||
|
|
StringFormat("FVG %s [%.3f–%.3f] ent=%.3f",
|
|||
|
|
isBull ? "▲" : "▼", g_Slots[i].low, g_Slots[i].high, g_Slots[i].entryPrice),
|
|||
|
|
bClr, 7, ANCHOR_LEFT_LOWER);
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
void DrawOrderVisual()
|
|||
|
|
{
|
|||
|
|
string entN = PFX_ORDER + "ENT";
|
|||
|
|
string slN = PFX_ORDER + "SLL";
|
|||
|
|
string tpN = PFX_ORDER + "TPL";
|
|||
|
|
string tpZ = PFX_ORDER + "TPZ";
|
|||
|
|
string slZ = PFX_ORDER + "SLZ";
|
|||
|
|
string eL = PFX_ORDER + "ELBL";
|
|||
|
|
string sL = PFX_ORDER + "SLBL";
|
|||
|
|
string tL = PFX_ORDER + "TPLBL";
|
|||
|
|
|
|||
|
|
// Tìm slot có lệnh pending
|
|||
|
|
int activeIdx = -1;
|
|||
|
|
for (int i = 0; i < g_SlotCount; i++)
|
|||
|
|
{
|
|||
|
|
if (g_Slots[i].active && g_Slots[i].ticket != 0)
|
|||
|
|
{ activeIdx = i; break; }
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
if (activeIdx < 0)
|
|||
|
|
{
|
|||
|
|
ObjectDelete(0, entN); ObjectDelete(0, slN); ObjectDelete(0, tpN);
|
|||
|
|
ObjectDelete(0, tpZ); ObjectDelete(0, slZ);
|
|||
|
|
ObjectDelete(0, eL); ObjectDelete(0, sL); ObjectDelete(0, tL);
|
|||
|
|
return;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
bool isBull = (g_Slots[activeIdx].direction > 0);
|
|||
|
|
double entry, sl, tp;
|
|||
|
|
|
|||
|
|
if (isBull)
|
|||
|
|
{
|
|||
|
|
entry = g_Slots[activeIdx].entryPrice;
|
|||
|
|
sl = NormalizeDouble(g_Slots[activeIdx].slPrice - InpSLBufferPts * _Point, _Digits);
|
|||
|
|
double rD = entry - sl;
|
|||
|
|
if (rD <= 0) return;
|
|||
|
|
tp = NormalizeDouble(entry + InpRiskReward * rD, _Digits);
|
|||
|
|
}
|
|||
|
|
else
|
|||
|
|
{
|
|||
|
|
entry = g_Slots[activeIdx].entryPrice;
|
|||
|
|
sl = NormalizeDouble(g_Slots[activeIdx].slPrice + InpSLBufferPts * _Point, _Digits);
|
|||
|
|
double rD = sl - entry;
|
|||
|
|
if (rD <= 0) return;
|
|||
|
|
tp = NormalizeDouble(entry - InpRiskReward * rD, _Digits);
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
datetime tStart = g_Slots[activeIdx].createdTime;
|
|||
|
|
datetime tEnd = iTime(_Symbol, InpTimeframe, 0) + PeriodSeconds(InpTimeframe) * 8;
|
|||
|
|
|
|||
|
|
color entClr = isBull ? C'33,150,243' : C'255,152,0';
|
|||
|
|
color tpClr = C'38,166,91';
|
|||
|
|
color slClr = C'229,57,53';
|
|||
|
|
|
|||
|
|
double tpTop = isBull ? tp : entry;
|
|||
|
|
double tpBot = isBull ? entry : tp;
|
|||
|
|
SetRect(tpZ, tStart, tpTop, tEnd, tpBot, C'15,60,30');
|
|||
|
|
|
|||
|
|
double slTop = isBull ? entry : sl;
|
|||
|
|
double slBot = isBull ? sl : entry;
|
|||
|
|
SetRect(slZ, tStart, slTop, tEnd, slBot, C'75,12,12');
|
|||
|
|
|
|||
|
|
SetHLine(entN, tStart, entry, tEnd, entClr, STYLE_SOLID, 2);
|
|||
|
|
SetHLine(tpN, tStart, tp, tEnd, tpClr, STYLE_DASH, 1);
|
|||
|
|
SetHLine(slN, tStart, sl, tEnd, slClr, STYLE_DASH, 1);
|
|||
|
|
|
|||
|
|
datetime lblT = tEnd + PeriodSeconds(InpTimeframe);
|
|||
|
|
double slPips = MathAbs(entry - sl) / _Point;
|
|||
|
|
double tpPips = MathAbs(tp - entry) / _Point;
|
|||
|
|
double rr = (slPips > 0) ? tpPips / slPips : 0;
|
|||
|
|
double lot = CalcLot(entry, sl);
|
|||
|
|
|
|||
|
|
SetText(eL, lblT, entry,
|
|||
|
|
StringFormat("%s %.3f | %.2f lot", isBull ? "BUY LIM" : "SELL LIM", entry, lot),
|
|||
|
|
entClr, 8, ANCHOR_LEFT);
|
|||
|
|
SetText(tL, lblT, tp,
|
|||
|
|
StringFormat("TP %.3f | +%.0fp (%.1fR)", tp, tpPips, rr),
|
|||
|
|
tpClr, 7, isBull ? ANCHOR_LEFT_LOWER : ANCHOR_LEFT_UPPER);
|
|||
|
|
SetText(sL, lblT, sl,
|
|||
|
|
StringFormat("SL %.3f | -%.0fp", sl, slPips),
|
|||
|
|
slClr, 7, isBull ? ANCHOR_LEFT_UPPER : ANCHOR_LEFT_LOWER);
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
void DrawDebugPanel()
|
|||
|
|
{
|
|||
|
|
int pending = 0, total = 0;
|
|||
|
|
for (int i = 0; i < g_SlotCount; i++)
|
|||
|
|
if (g_Slots[i].active) { total++; if (g_Slots[i].ticket != 0) pending++; }
|
|||
|
|
|
|||
|
|
bool inPos = false;
|
|||
|
|
for (int i = PositionsTotal() - 1; i >= 0; i--)
|
|||
|
|
{
|
|||
|
|
ulong t = PositionGetTicket(i);
|
|||
|
|
if (t > 0 && PositionGetInteger(POSITION_MAGIC) == InpMagicNumber
|
|||
|
|
&& PositionGetString(POSITION_SYMBOL) == _Symbol)
|
|||
|
|
{ inPos = true; break; }
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
int trendDir = GetTrendDirection();
|
|||
|
|
string trendTxt = (trendDir > 0) ? "BULL" : (trendDir < 0) ? "BEAR" : "NEUTRAL";
|
|||
|
|
color trendClr = (trendDir > 0) ? clrLime : (trendDir < 0) ? clrTomato : clrGray;
|
|||
|
|
|
|||
|
|
double ema = GetEMA(1);
|
|||
|
|
double htfEma = GetHTFEMA(1);
|
|||
|
|
|
|||
|
|
SetLabel(PFX + "HDR", 10, 20,
|
|||
|
|
StringFormat("SimpleFVG v2 | %s | Slots=%d Pend=%d | Trail=%s",
|
|||
|
|
EnumToString(InpTimeframe), total, pending, InpTrailBE ? "ON" : "OFF"),
|
|||
|
|
clrSilver, 9);
|
|||
|
|
|
|||
|
|
SetLabel(PFX + "TRD", 10, 44,
|
|||
|
|
StringFormat("Trend: %s | EMA%.0f=%.3f | HTF EMA%.0f=%.3f",
|
|||
|
|
trendTxt, (double)InpEMAPeriod, ema, (double)InpHTFEMAPeriod, htfEma),
|
|||
|
|
trendClr, 9);
|
|||
|
|
|
|||
|
|
color sClr = inPos ? clrLime : (pending > 0) ? clrOrange : clrGray;
|
|||
|
|
string sTxt = inPos ? "IN TRADE" : (pending > 0) ? "LIMIT PLACED" : "SCANNING";
|
|||
|
|
SetLabel(PFX + "ST", 10, 68, StringFormat("State: %s", sTxt), sClr, 9);
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
void DrawAll()
|
|||
|
|
{
|
|||
|
|
DrawFVGZones();
|
|||
|
|
DrawOrderVisual();
|
|||
|
|
DrawDebugPanel();
|
|||
|
|
ChartRedraw(0);
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
//+------------------------------------------------------------------+
|
|||
|
|
//| EVENT HANDLERS |
|
|||
|
|
//+------------------------------------------------------------------+
|
|||
|
|
|
|||
|
|
int OnInit()
|
|||
|
|
{
|
|||
|
|
g_EMAHandle = iMA(_Symbol, InpTimeframe, InpEMAPeriod, 0, MODE_EMA, PRICE_CLOSE);
|
|||
|
|
if (g_EMAHandle == INVALID_HANDLE)
|
|||
|
|
{
|
|||
|
|
Print("[INIT] Failed to create EMA handle");
|
|||
|
|
return INIT_FAILED;
|
|||
|
|
}
|
|||
|
|
ChartIndicatorAdd(0, 0, g_EMAHandle);
|
|||
|
|
int n1 = ChartIndicatorsTotal(0, 0);
|
|||
|
|
if (n1 > 0) g_EMAShortName = ChartIndicatorName(0, 0, n1 - 1);
|
|||
|
|
|
|||
|
|
g_HTFEMAHandle = iMA(_Symbol, InpHTF, InpHTFEMAPeriod, 0, MODE_EMA, PRICE_CLOSE);
|
|||
|
|
if (g_HTFEMAHandle == INVALID_HANDLE)
|
|||
|
|
{
|
|||
|
|
Print("[INIT] Failed to create HTF EMA handle");
|
|||
|
|
return INIT_FAILED;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
for (int i = 0; i < MAX_FVG; i++) ZeroMemory(g_Slots[i]);
|
|||
|
|
g_SlotCount = 0;
|
|||
|
|
g_LastBarTime = 0;
|
|||
|
|
|
|||
|
|
ScanFVGs();
|
|||
|
|
DrawAll();
|
|||
|
|
|
|||
|
|
if (InpDebugLog)
|
|||
|
|
PrintFormat("[INIT] SimpleFVG v2 | TF=%s HTF=%s | EMA=%d/%d | R=%.1f%% RR=%.1f | DepthPct=%.0f%% Trail=%s",
|
|||
|
|
EnumToString(InpTimeframe), EnumToString(InpHTF),
|
|||
|
|
InpEMAPeriod, InpHTFEMAPeriod,
|
|||
|
|
InpRiskPercent, InpRiskReward,
|
|||
|
|
InpEntryDepthPct, InpTrailBE ? "ON" : "OFF");
|
|||
|
|
return INIT_SUCCEEDED;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
void OnDeinit(const int reason)
|
|||
|
|
{
|
|||
|
|
if (g_EMAShortName != "")
|
|||
|
|
ChartIndicatorDelete(0, 0, g_EMAShortName);
|
|||
|
|
if (g_EMAHandle != INVALID_HANDLE)
|
|||
|
|
IndicatorRelease(g_EMAHandle);
|
|||
|
|
if (g_HTFEMAHandle != INVALID_HANDLE)
|
|||
|
|
IndicatorRelease(g_HTFEMAHandle);
|
|||
|
|
|
|||
|
|
ObjectsDeleteAll(0, PFX);
|
|||
|
|
ObjectsDeleteAll(0, PFX_ORDER);
|
|||
|
|
ChartRedraw(0);
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
void OnTick()
|
|||
|
|
{
|
|||
|
|
DailyReset();
|
|||
|
|
TrailBreakeven();
|
|||
|
|
|
|||
|
|
if (IsNewBar())
|
|||
|
|
{
|
|||
|
|
ScanFVGs();
|
|||
|
|
UpdateSlots();
|
|||
|
|
}
|
|||
|
|
DrawAll();
|
|||
|
|
}
|