//+------------------------------------------------------------------+ //| PaPP_Trading_EA.mq5 | //| PaPP Trading | //+------------------------------------------------------------------+ #include //+------------------------------------------------------------------+ #property copyright "PaPP Trading" #property version "1.03" #property description "PaPP Trading EA - Mean Reversion su Score multi-TF" #property description "Compra quando Score <= BuyThresh (sotto media = ipervenduto)" #property description "Vende quando Score >= SellThresh (sopra media = ipercomprato)" input double LotSize = 0.01; input int TP_Points = 100; input int SL_Points = 10000; // ~1000 pips, safety net largo input int BuyThresh = -3; input int SellThresh = 3; input bool UseAccel = false; input bool DebugPrint = true; input int MinValidMAs = 4; input int Magic = 2024001; input int Slippage = 30; int hMA[8]; int bars[8]; string pN[8] = {"1Y","6M","4M","1M","2W","1W","3G","1G"}; datetime lastBar = 0; ulong myTicket = 0; //+------------------------------------------------------------------+ int TimeToBars(int days) { datetime now = TimeCurrent(); if(now==0) { long s = (long)days*86400L; long p = PeriodSeconds((ENUM_TIMEFRAMES)_Period); return (int)MathMax(1,s/p); } datetime then = now - days*86400; int cnt = Bars(_Symbol,_Period,then,now); return MathMax(1,cnt); } //+------------------------------------------------------------------+ int OnInit() { int days[8] = {365,182,121,30,14,7,3,1}; for(int i=0;i<8;i++) { bars[i] = (i<7) ? TimeToBars(days[i]) : 1; hMA[i] = iMA(_Symbol,_Period,bars[i],0,MODE_SMA,PRICE_CLOSE); if(hMA[i]==INVALID_HANDLE) return INIT_FAILED; } myTicket = 0; Print("=== PaPP v1.03 INIT ==="); for(int i=0;i<8;i++) Print(" MA[",i,"] ",pN[i]," bars=",bars[i]); return INIT_SUCCEEDED; } //+------------------------------------------------------------------+ void OnDeinit(const int reason) { for(int i=0;i<8;i++) if(hMA[i]!=INVALID_HANDLE) IndicatorRelease(hMA[i]); } //+------------------------------------------------------------------+ double GetMA(int idx,int m) { double buf[1]; // idx=0 -> last COMPLETED bar (start_pos=1) // idx=1 -> second-to-last (start_pos=2) if(CopyBuffer(hMA[m],0,idx+1,1,buf)==1) return buf[0]; return 0; } //+------------------------------------------------------------------+ void OnTick() { datetime curBar = iTime(_Symbol,_Period,0); if(curBar==lastBar) return; lastBar = curBar; double close0 = iClose(_Symbol,_Period,0); if(close0<=0) return; double mv[8], vel[8]; int validMAs=0; for(int m=0;m<8;m++) { mv[m] = GetMA(0,m); if(mv[m]>0) validMAs++; double prv = GetMA(1,m); if(prv<=0) prv=mv[m]; vel[m] = mv[m] - prv; } if(DebugPrint) { Print("--- ",TimeToString(curBar)," Close=",DoubleToString(close0,_Digits)," Valid=",validMAs); for(int m=0;m<8;m++) if(mv[m]>0) Print(" ",pN[m],"=",DoubleToString(mv[m],_Digits), " diff=",DoubleToString(close0-mv[m],_Digits), " vel=",DoubleToString(vel[m],6)); } if(validMAs < MinValidMAs) return; //--- Score (-validMAs .. +validMAs) int score = 0; for(int m=0;m<8;m++) if(mv[m]>0) score += (close0>mv[m]) ? 1 : -1; //--- Acceleration double accel=0; int ac=0; for(int m=0;m<7;m++) { if(mv[m]>0 && mv[m+1]>0) { accel+=(vel[m]-vel[m+1]); ac++; } } if(ac>0) accel/=ac; double point = SymbolInfoDouble(_Symbol,SYMBOL_POINT); if(DebugPrint) Print("Score:",score," Entry:",BuyThresh,"/",SellThresh," Accel:",DoubleToString(accel,6)); //--- Position check bool hasPos = PositionSelectByTicket(myTicket); if(!hasPos) myTicket = 0; //--- Exit if(hasPos) { bool isBuy = (PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY); bool shouldClose = false; if(isBuy && score >= SellThresh) shouldClose = true; if(!isBuy && score <= BuyThresh) shouldClose = true; if(!shouldClose && score>=-1 && score<=1) shouldClose = true; if(shouldClose) { if(DebugPrint) Print(">>> CLOSE ",isBuy?"BUY":"SELL"," score=",score); CTrade trade; trade.PositionClose(myTicket,Slippage); myTicket = 0; } return; } //--- BUY if(score <= BuyThresh) { if(!UseAccel || accel > -point*10) { if(DebugPrint) Print(">>> BUY score=",score); double tp = close0 + TP_Points*point; double sl = close0 - SL_Points*point; if(sl<0) sl = point; MqlTradeRequest req={}; MqlTradeResult res={}; req.action = TRADE_ACTION_DEAL; req.symbol = _Symbol; req.volume = LotSize; req.type = ORDER_TYPE_BUY; req.price = SymbolInfoDouble(_Symbol,SYMBOL_ASK); req.tp = tp; req.sl = sl; req.deviation = Slippage; req.magic = Magic; req.comment = "PaPP B"+IntegerToString(score); if(OrderSend(req,res)) { if(res.retcode==TRADE_RETCODE_DONE) myTicket = res.order; else if(DebugPrint) Print("BUY fail: c",res.retcode); } } } //--- SELL if(score >= SellThresh) { if(!UseAccel || accel < point*10) { if(DebugPrint) Print(">>> SELL score=",score); double tp = close0 - TP_Points*point; double sl = close0 + SL_Points*point; MqlTradeRequest req={}; MqlTradeResult res={}; req.action = TRADE_ACTION_DEAL; req.symbol = _Symbol; req.volume = LotSize; req.type = ORDER_TYPE_SELL; req.price = SymbolInfoDouble(_Symbol,SYMBOL_BID); req.tp = tp; req.sl = sl; req.deviation = Slippage; req.magic = Magic; req.comment = "PaPP S"+IntegerToString(score); if(OrderSend(req,res)) { if(res.retcode==TRADE_RETCODE_DONE) myTicket = res.order; else if(DebugPrint) Print("SELL fail: c",res.retcode); } } } } //+------------------------------------------------------------------+