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Add RSI EA

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Bell
2026-05-09 23:16:50 +07:00
parent 95de84e1a2
commit 5e015de79f
16 changed files with 2041 additions and 15 deletions
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Experts/SimpleFVG/Config.mqh
+18 -9
View File
@@ -14,21 +14,30 @@ input int InpEMAFastPeriod = 34;
input int InpEMASlowPeriod = 89;
//--- Step 2: FVG Detection ---
input int InpFVGLookbackBars = 100;
input int InpFVGMaxAgeBars = 50;
input double InpFVGMinBodyPct = 50.0;
input double InpFVGMinSizePoints = 0;
input double InpFVGTouchedPercent = 33.0;
input double InpFVGMinGapVsImpulsePct = 30.0;
input int InpFVGLookbackBars = 120;
input int InpFVGMaxAgeBars = 36;
input double InpFVGMinBodyPct = 55.0;
input double InpFVGMinSizePoints = 120;
input double InpFVGTouchedPercent = 35.0;
input double InpFVGMinGapVsImpulsePct = 35.0;
input double InpFVGMaxOuterBarRatio = 2.0;
//--- Step 3: Trading ---
input bool InpTradeEnabled = true;
input double InpRiskPercentPerR = 1.0;
input double InpRiskPercentPerR = 1;
input double InpRRRatio = 2.2;
input int InpMaxLimitOrders = 3;
input int InpLimitMaxAgeBars = 24;
input int InpMaxLimitOrders = 1;
input int InpLimitMaxAgeBars = 12;
input long InpEAMagic = 123456;
input int InpMaxSpreadPoints = 350; // XAUUSD-friendly default
input bool InpUseSessionFilter = true;
input int InpSessionStartHour = 7; // server time hour [0..23]
input int InpSessionEndHour = 23; // server time hour [0..23], supports overnight window
input bool InpUseATRFilter = true;
input int InpATRPeriod = 14;
input double InpMinATRPoints = 1200; // skip low-volatility regime
input double InpMaxATRPoints = 7000; // skip extreme-volatility regime
input double InpLowTFEntryRangeBufferPoints = 60; // HTF-LTF mapping tolerance
//--- Step 4: Drawing ---
input color InpColorBullFVG = C'30,80,140';
Experts/SimpleFVG/Drawing.mqh
+2
View File
@@ -228,6 +228,8 @@ void DrawFVGZones()
stateStr = " [TOUCHED]";
else if(IsZoneMitigated(g_FVGZones[i]))
stateStr = " [MITIGATED]";
if(g_FVGZones[i].tradeLocked)
stateStr += " [LOCKED]";
color labelColor;
if(IsZoneMitigated(g_FVGZones[i]))
Experts/SimpleFVG/FVG.mqh
+100
View File
@@ -29,6 +29,9 @@ struct FVGZone
double slReferencePrice;
datetime createdTime;
int ageInBars;
bool tradeLocked; // true after one order attempt is placed from this zone
ulong linkedOrderTicket;
datetime tradeLockedTime;
};
//+------------------------------------------------------------------+
@@ -302,6 +305,103 @@ bool GetLatestLowTFFVG(string symbol,
return false;
}
//+------------------------------------------------------------------+
//| Low-TF FVG nearest and aligned with HTF zone price range |
//+------------------------------------------------------------------+
bool GetLatestLowTFFVGInRange(string symbol,
ENUM_TIMEFRAMES tf,
ENUM_FVG_TYPE type,
int maxLookbackBars,
double rangeLower,
double rangeUpper,
double rangeBufferPoints,
double &outUpper,
double &outLower,
double &outBarALow,
double &outBarAHigh)
{
int totalBars = Bars(symbol, tf);
int maxShift = MathMin(maxLookbackBars, totalBars - 3);
if(maxShift < 1)
return false;
double maxOuterRatio = InpFVGMaxOuterBarRatio;
double minGapVsBody = InpFVGMinGapVsImpulsePct / 100.0;
double bufferPrice = rangeBufferPoints * _Point;
double minAllowed = rangeLower - bufferPrice;
double maxAllowed = rangeUpper + bufferPrice;
for(int shift = 1; shift <= maxShift; shift++)
{
int shiftA = shift + 2;
int shiftB = shift + 1;
int shiftC = shift;
double candleA_High = iHigh(symbol, tf, shiftA);
double candleA_Low = iLow (symbol, tf, shiftA);
double candleB_High = iHigh(symbol, tf, shiftB);
double candleB_Low = iLow (symbol, tf, shiftB);
double candleB_Open = iOpen (symbol, tf, shiftB);
double candleB_Close = iClose(symbol, tf, shiftB);
double candleC_High = iHigh(symbol, tf, shiftC);
double candleC_Low = iLow (symbol, tf, shiftC);
double rangeA = candleA_High - candleA_Low;
double rangeB = candleB_High - candleB_Low;
double rangeC = candleC_High - candleC_Low;
double bodyB = MathAbs(candleB_Close - candleB_Open);
if(rangeB <= 0 || bodyB <= 0)
continue;
if(rangeA > maxOuterRatio * rangeB || rangeC > maxOuterRatio * rangeB)
continue;
if(!IsImpulseCandleStrong(symbol, tf, shiftB))
continue;
if(type == FVG_BULLISH)
{
if(candleA_High >= candleC_Low || candleB_Close <= candleB_Open)
continue;
double gap = candleC_Low - candleA_High;
double gapRatio = gap / bodyB;
if(gapRatio < minGapVsBody)
continue;
double entry = candleC_Low;
if(entry < minAllowed || entry > maxAllowed)
continue;
outUpper = candleC_Low;
outLower = candleA_High;
outBarALow = candleA_Low;
outBarAHigh = candleA_High;
return true;
}
else
{
if(candleA_Low <= candleC_High || candleB_Close >= candleB_Open)
continue;
double gap = candleA_Low - candleC_High;
double gapRatio = gap / bodyB;
if(gapRatio < minGapVsBody)
continue;
double entry = candleC_High;
if(entry < minAllowed || entry > maxAllowed)
continue;
outUpper = candleA_Low;
outLower = candleC_High;
outBarALow = candleA_Low;
outBarAHigh = candleA_High;
return true;
}
}
return false;
}
//+------------------------------------------------------------------+
//| Check if price has mitigated (filled through) any active FVG |
//+------------------------------------------------------------------+
Experts/SimpleFVG/Trade.mqh
+196 -5
View File
@@ -13,6 +13,135 @@
//+------------------------------------------------------------------+
//| Internal helpers |
//+------------------------------------------------------------------+
string FVGTypeToString(ENUM_FVG_TYPE type)
{
return (type == FVG_BULLISH) ? "BULL" : "BEAR";
}
void LogDecisionTrace(const string stage, const string message)
{
if(!InpDebugLog)
return;
PrintFormat("[TRACE][%s] %s", stage, message);
}
bool IsSpreadAcceptable(string symbol)
{
if(InpMaxSpreadPoints <= 0)
return true;
double ask = SymbolInfoDouble(symbol, SYMBOL_ASK);
double bid = SymbolInfoDouble(symbol, SYMBOL_BID);
double spreadPoints = -1.0;
if(ask > 0.0 && bid > 0.0)
spreadPoints = (ask - bid) / _Point;
else
{
// In Strategy Tester, BID/ASK can be unavailable on some bars.
// Fallback to broker/tester spread setting (already in points).
long spreadInt = SymbolInfoInteger(symbol, SYMBOL_SPREAD);
if(spreadInt > 0)
spreadPoints = (double)spreadInt;
}
if(spreadPoints < 0.0)
return false;
return (spreadPoints <= InpMaxSpreadPoints);
}
double GetCurrentSpreadPoints(string symbol)
{
double ask = SymbolInfoDouble(symbol, SYMBOL_ASK);
double bid = SymbolInfoDouble(symbol, SYMBOL_BID);
if(ask > 0.0 && bid > 0.0)
return (ask - bid) / _Point;
long spreadInt = SymbolInfoInteger(symbol, SYMBOL_SPREAD);
if(spreadInt > 0)
return (double)spreadInt;
return -1.0;
}
bool IsTradingSessionOpen()
{
if(!InpUseSessionFilter)
return true;
datetime now = TimeCurrent();
if(now == 0)
return false;
MqlDateTime dt;
TimeToStruct(now, dt);
int hour = dt.hour;
int startHour = MathMax(0, MathMin(23, InpSessionStartHour));
int endHour = MathMax(0, MathMin(23, InpSessionEndHour));
if(startHour == endHour)
return true;
if(startHour < endHour)
return (hour >= startHour && hour < endHour);
return (hour >= startHour || hour < endHour); // overnight session
}
int GetCurrentServerHour()
{
datetime now = TimeCurrent();
if(now == 0)
return -1;
MqlDateTime dt;
TimeToStruct(now, dt);
return dt.hour;
}
void GetNormalizedSessionHours(int &outStartHour, int &outEndHour)
{
outStartHour = MathMax(0, MathMin(23, InpSessionStartHour));
outEndHour = MathMax(0, MathMin(23, InpSessionEndHour));
}
double GetATRPoints(string symbol, ENUM_TIMEFRAMES tf, int period)
{
if(period <= 1)
return -1.0;
int handle = iATR(symbol, tf, period);
if(handle == INVALID_HANDLE)
return -1.0;
double buffer[1];
int copied = CopyBuffer(handle, 0, 1, 1, buffer);
IndicatorRelease(handle);
if(copied < 1 || buffer[0] <= 0.0)
return -1.0;
return buffer[0] / _Point;
}
bool IsATRRegimeValid(string symbol)
{
if(!InpUseATRFilter)
return true;
double atrPoints = GetATRPoints(symbol, InpTimeframe, InpATRPeriod);
if(atrPoints <= 0.0)
return false;
if(InpMinATRPoints > 0.0 && atrPoints < InpMinATRPoints)
return false;
if(InpMaxATRPoints > 0.0 && atrPoints > InpMaxATRPoints)
return false;
return true;
}
double GetCurrentATRPoints(string symbol)
{
return GetATRPoints(symbol, InpTimeframe, InpATRPeriod);
}
int CountOurPositions()
{
int count = 0;
@@ -382,9 +511,35 @@ void ManageFVGTrades()
if(currentLimits >= InpMaxLimitOrders)
return;
string symbol = GetTradeSymbol();
if(!IsSpreadAcceptable(symbol))
{
double spreadPts = GetCurrentSpreadPoints(symbol);
LogDecisionTrace("FILTER", StringFormat("Skip entries: spread %.1f > max %d points",
spreadPts, InpMaxSpreadPoints));
return;
}
if(!IsTradingSessionOpen())
{
int startHour, endHour;
GetNormalizedSessionHours(startHour, endHour);
int currentHour = GetCurrentServerHour();
LogDecisionTrace("FILTER", StringFormat("Skip entries: session closed (hour=%d, window=%02d-%02d, useSession=%s)",
currentHour, startHour, endHour,
InpUseSessionFilter ? "true" : "false"));
return;
}
if(!IsATRRegimeValid(symbol))
{
double atrPoints = GetCurrentATRPoints(symbol);
LogDecisionTrace("FILTER", StringFormat("Skip entries: ATR %.1f outside [%.1f..%.1f] points (period=%d, useATR=%s)",
atrPoints, InpMinATRPoints, InpMaxATRPoints,
InpATRPeriod, InpUseATRFilter ? "true" : "false"));
return;
}
// Chỉ tìm tín hiệu low TF FVG khi high TF FVG đã TOUCHED (giá lấp đủ %), không trigger khi mới chạm cạnh
ENUM_TREND_DIRECTION trend = g_CurrentTrend;
string symbol = GetTradeSymbol();
ENUM_TIMEFRAMES lowTF = GetConfirmationTimeframe(InpTimeframe);
const int LOW_TF_FVG_LOOKBACK = 15;
@@ -392,25 +547,52 @@ void ManageFVGTrades()
{
FVGZone zone = g_FVGZones[i];
if(!IsZoneActive(zone) || IsZoneMitigated(zone))
{
LogDecisionTrace("ZONE", StringFormat("#%d skip: inactive/mitigated", i));
continue;
}
if(zone.tradeLocked)
{
LogDecisionTrace("ZONE", StringFormat("#%d %s skip: locked", i, FVGTypeToString(zone.type)));
continue;
}
if(zone.type == FVG_BULLISH && trend != TREND_BULLISH)
{
LogDecisionTrace("ZONE", StringFormat("#%d BULL blocked by EMA trend", i));
continue;
}
if(zone.type == FVG_BEARISH && trend != TREND_BEARISH)
{
LogDecisionTrace("ZONE", StringFormat("#%d BEAR blocked by EMA trend", i));
continue;
}
// Điều kiện vào lệnh: FVG high TF phải đã TOUCHED (giá lấp >= InpFVGTouchedPercent), không chỉ chạm cạnh
if(!IsZoneTouched(zone))
{
LogDecisionTrace("ZONE", StringFormat("#%d %s not touched", i, FVGTypeToString(zone.type)));
continue;
}
// Chỉ đặt lệnh khi có low TF để xác nhận (H1->M5, H4->M15, M15->M2)
if(lowTF == InpTimeframe)
{
LogDecisionTrace("ZONE", StringFormat("#%d skip: lowTF mapping unavailable", i));
continue;
}
double ltfUpper, ltfLower, ltfBarALow, ltfBarAHigh;
if(!GetLatestLowTFFVG(symbol, lowTF, zone.type, LOW_TF_FVG_LOOKBACK,
ltfUpper, ltfLower, ltfBarALow, ltfBarAHigh))
if(!GetLatestLowTFFVGInRange(symbol, lowTF, zone.type, LOW_TF_FVG_LOOKBACK,
zone.lowerEdge, zone.upperEdge,
InpLowTFEntryRangeBufferPoints,
ltfUpper, ltfLower, ltfBarALow, ltfBarAHigh))
{
LogDecisionTrace("ZONE", StringFormat("#%d %s no LTF FVG aligned to HTF zone [%.5f..%.5f]",
i, FVGTypeToString(zone.type), zone.lowerEdge, zone.upperEdge));
continue;
}
// Entry theo low TF FVG; SL = bar B của high TF FVG
double entryPrice, slPrice;
@@ -427,10 +609,19 @@ void ManageFVGTrades()
if(PlaceLimitFromLowTF(symbol, zone.type, entryPrice, slPrice))
{
// Mỗi FVG chỉ được dùng để trade 1 lần
g_FVGZones[i].status = EXPIRED;
// v2 state: lock zone after first successful placement; keep visible for diagnostics.
g_FVGZones[i].tradeLocked = true;
g_FVGZones[i].tradeLockedTime = TimeCurrent();
g_FVGZones[i].linkedOrderTicket = 0;
LogDecisionTrace("ORDER", StringFormat("#%d %s placed @%.5f SL=%.5f HTF[%.5f..%.5f] LTF[%.5f..%.5f]",
i, FVGTypeToString(zone.type), entryPrice, slPrice,
zone.lowerEdge, zone.upperEdge, ltfLower, ltfUpper));
currentLimits++;
}
else
{
LogDecisionTrace("ORDER", StringFormat("#%d %s failed @%.5f", i, FVGTypeToString(zone.type), entryPrice));
}
}
}