267 lines
10 KiB
Plaintext
267 lines
10 KiB
Plaintext
//+------------------------------------------------------------------+
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//| PaPP_Median_EA.mq5 |
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//| PaPP v2 |
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//+------------------------------------------------------------------+
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#include <Trade/Trade.mqh>
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//+------------------------------------------------------------------+
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#property copyright "PaPP v2"
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#property version "2.00"
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#property description "PaPP Median EA - Mean Reversion puro"
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#property description "Linea mediana (media 8 MA 1g-1y) = unico segnale"
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#property description "Sopra = SELL | Sotto = BUY"
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input double LotSize = 0.01;
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input int TrailStart = 0;
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input int TrailStep = 0;
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input int MaxPosPerSide = 3;
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input bool DebugPrint = true;
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input int Magic = 2024002;
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input int Slippage = 30;
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int hMA[8];
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int bars[8];
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datetime lastBar = 0;
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bool buyFired = false;
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bool sellFired = false;
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//+------------------------------------------------------------------+
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int TimeToBars(int d)
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{
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datetime n = TimeCurrent();
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if(n==0)
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{
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long s = (long)d*86400L, p = PeriodSeconds((ENUM_TIMEFRAMES)_Period);
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return (int)MathMax(1,s/p);
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}
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return MathMax(1,Bars(_Symbol,_Period,n-d*86400,n));
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}
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//+------------------------------------------------------------------+
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int OnInit()
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{
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int days[8] = {365,182,121,30,14,7,3,1};
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for(int i=0;i<8;i++)
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{
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bars[i] = (i<7) ? TimeToBars(days[i]) : 1;
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hMA[i] = iMA(_Symbol,_Period,bars[i],0,MODE_SMA,PRICE_CLOSE);
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if(hMA[i]==INVALID_HANDLE) return INIT_FAILED;
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}
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if(DebugPrint) Print("=== PaPP Median EA v2.00 INIT ===");
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Print(" Lot=",LotSize," Trail=",TrailStart,"/",TrailStep," MaxPos=",MaxPosPerSide);
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for(int i=0;i<8;i++) Print(" MA[",i,"] bars=",bars[i]);
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return INIT_SUCCEEDED;
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}
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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for(int i=0;i<8;i++) if(hMA[i]!=INVALID_HANDLE) IndicatorRelease(hMA[i]);
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}
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//+------------------------------------------------------------------+
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double GetMA(int idx,int m)
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{
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double buf[1];
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if(CopyBuffer(hMA[m],0,idx+1,1,buf)==1) return buf[0];
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return 0;
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}
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//+------------------------------------------------------------------+
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int CountPos(int type)
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{
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int n=0;
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for(int i=PositionsTotal()-1; i>=0; i--)
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{
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ulong t=PositionGetTicket(i);
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if(t>0 && PositionSelectByTicket(t))
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if(PositionGetInteger(POSITION_MAGIC)==Magic && PositionGetString(POSITION_SYMBOL)==_Symbol)
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if(PositionGetInteger(POSITION_TYPE)==type) n++;
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}
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return n;
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}
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//+------------------------------------------------------------------+
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void TrailAll()
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{
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if(TrailStart<=0 || TrailStep<=0) return;
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double point = SymbolInfoDouble(_Symbol,SYMBOL_POINT);
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double bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);
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double ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);
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CTrade trade;
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for(int i=PositionsTotal()-1; i>=0; i--)
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{
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ulong t=PositionGetTicket(i);
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if(t<=0 || !PositionSelectByTicket(t)) continue;
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if(PositionGetInteger(POSITION_MAGIC)!=Magic || PositionGetString(POSITION_SYMBOL)!=_Symbol) continue;
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bool isBuy = (PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY);
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double entry = PositionGetDouble(POSITION_PRICE_OPEN);
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double currSL = PositionGetDouble(POSITION_SL);
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double currTP = PositionGetDouble(POSITION_TP);
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double newSL=0;
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if(isBuy && bid >= entry+TrailStart*point)
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{
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newSL = bid - TrailStep*point;
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if(newSL > currSL+point && trade.PositionModify(t,newSL,currTP))
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if(DebugPrint) Print(">>> TRAIL BUY t",t," SL->",DoubleToString(newSL,_Digits));
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}
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if(!isBuy && ask <= entry-TrailStart*point)
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{
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newSL = ask + TrailStep*point;
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if(currSL==0 || newSL < currSL-point)
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{
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if(trade.PositionModify(t,newSL,currTP))
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if(DebugPrint) Print(">>> TRAIL SELL t",t," SL->",DoubleToString(newSL,_Digits));
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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void UpdateTPSL(double median)
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{
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double point = SymbolInfoDouble(_Symbol,SYMBOL_POINT);
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CTrade trade;
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for(int i=PositionsTotal()-1; i>=0; i--)
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{
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ulong t=PositionGetTicket(i);
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if(t<=0 || !PositionSelectByTicket(t)) continue;
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if(PositionGetInteger(POSITION_MAGIC)!=Magic || PositionGetString(POSITION_SYMBOL)!=_Symbol) continue;
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bool isBuy = PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY;
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double entry = PositionGetDouble(POSITION_PRICE_OPEN);
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double currSL = PositionGetDouble(POSITION_SL);
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double currTP = PositionGetDouble(POSITION_TP);
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double tpDist = MathAbs(median-entry);
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if(tpDist<point) continue;
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double newTP = NormalizeDouble(median,_Digits);
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double newSL = NormalizeDouble(isBuy ? entry-tpDist : entry+tpDist,_Digits);
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if(MathAbs(newTP-currTP)<=point && MathAbs(newSL-currSL)<=point) continue;
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if(DebugPrint) Print(">>> UPDATE t",t," TP=",DoubleToString(newTP,_Digits),
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" SL=",DoubleToString(newSL,_Digits));
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trade.PositionModify(t,newSL,newTP);
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}
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}
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//+------------------------------------------------------------------+
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void OnTick()
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{
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TrailAll();
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datetime curBar = iTime(_Symbol,_Period,0);
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if(curBar==lastBar) return;
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lastBar = curBar;
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double ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);
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double bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);
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double point = SymbolInfoDouble(_Symbol,SYMBOL_POINT);
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//--- Leggi le 8 MA e calcola mediana
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double mv[8]; int valid=0; double sum=0;
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for(int m=0;m<8;m++) { mv[m]=GetMA(0,m); if(mv[m]>0) { sum+=mv[m]; valid++; } }
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if(valid==0 || sum<=0) { if(DebugPrint) Print("SKIP: valid=",valid); return; }
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double median = sum/valid;
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//--- Update TP/SL per tutte le posizioni con la mediana corrente
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UpdateTPSL(median);
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//--- Banda = min/max di MA0-MA6 (1Y a 3G), esclude MA7 (SMA(1)=noise)
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double minMA=mv[0], maxMA=mv[0];
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for(int m=1;m<7;m++)
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if(mv[m]>0) {
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if(mv[m]<minMA) minMA=mv[m];
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if(mv[m]>maxMA) maxMA=mv[m]; }
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double buyBand=minMA, sellBand=maxMA;
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double distPct = (bid-median)/median*100;
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int nBuy = CountPos(POSITION_TYPE_BUY);
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int nSell = CountPos(POSITION_TYPE_SELL);
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//--- Reset escursion flags quando price rientra nel cluster
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if(bid>=buyBand && bid<=sellBand) { buyFired=false; sellFired=false; }
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//--- MA alignment: se tutte monotone = trend, blocca mean reversion
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bool trendUp=true, trendDown=true;
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for(int m=0;m<7;m++)
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if(mv[m] > mv[m+1]) trendUp=false;
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else if(mv[m] < mv[m+1]) trendDown=false;
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else { trendUp=false; trendDown=false; }
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bool allowBuy = !buyFired && nBuy<MaxPosPerSide && !trendDown;
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bool allowSell = !sellFired && nSell<MaxPosPerSide && !trendUp;
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//--- LOG
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if(DebugPrint)
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{
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Print("");
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Print("=== BAR: ",TimeToString(curBar)," ===");
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Print("Bid=",DoubleToString(bid,_Digits)," Median=",DoubleToString(median,_Digits));
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Print("Dist=",DoubleToString(distPct,3),"% Range=",DoubleToString((maxMA-minMA)/median*100,3),"%");
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Print("Trend: ",trendUp?"UP":trendDown?"DOWN":"MIX", " Allow: ",allowBuy?"B":"-",allowSell?"S":"-");
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Print("Band: [",DoubleToString(buyBand,_Digits)," <- ",DoubleToString(sellBand,_Digits)," ] Pos: ",nBuy,"B ",nSell,"S");
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for(int m=0;m<8;m++)
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if(mv[m]>0)
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Print(" MA",m,"=",DoubleToString(mv[m],_Digits),
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" diff=",DoubleToString(bid-mv[m],_Digits));
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Print("---");
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}
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//--- Entry: fuori dal cluster, TP=mediana, SL simmetrico
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if(bid < buyBand && allowBuy)
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{
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double entry = ask;
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double tpDist = MathAbs(median-entry);
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double sl = NormalizeDouble(entry-tpDist,_Digits);
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double tp = NormalizeDouble(median,_Digits);
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if(sl>=point)
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{
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if(DebugPrint) Print(">>> BUY: bid=",DoubleToString(bid,_Digits),
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" < buyBand=",DoubleToString(buyBand,_Digits),
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" TP=",DoubleToString(tp,_Digits)," SL=",DoubleToString(sl,_Digits),
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" (",DoubleToString(tpDist/point,0),"pts)");
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MqlTradeRequest req={}; MqlTradeResult res={};
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req.action = TRADE_ACTION_DEAL; req.symbol = _Symbol;
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req.volume = LotSize; req.type = ORDER_TYPE_BUY; req.price = entry;
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req.sl = sl; req.tp = tp; req.deviation = Slippage; req.magic = Magic;
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req.comment = "Pv2B "+DoubleToString(distPct,1)+"%";
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if(OrderSend(req,res) && res.retcode==TRADE_RETCODE_DONE)
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{ if(DebugPrint) Print(">>> BUY OPENED t",res.order); buyFired=true; }
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else if(DebugPrint) Print("BUY fail: c",res.retcode);
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}
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else if(DebugPrint) Print("BUY SKIP: tpDist too small (",DoubleToString(tpDist/point,0),"pts)");
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}
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if(bid > sellBand && allowSell)
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{
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double entry = bid;
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double tpDist = MathAbs(entry-median);
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double sl = NormalizeDouble(entry+tpDist,_Digits);
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double tp = NormalizeDouble(median,_Digits);
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if(tpDist>=point)
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{
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if(DebugPrint) Print(">>> SELL: bid=",DoubleToString(bid,_Digits),
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" > sellBand=",DoubleToString(sellBand,_Digits),
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" TP=",DoubleToString(tp,_Digits)," SL=",DoubleToString(sl,_Digits),
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" (",DoubleToString(tpDist/point,0),"pts)");
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MqlTradeRequest req={}; MqlTradeResult res={};
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req.action = TRADE_ACTION_DEAL; req.symbol = _Symbol;
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req.volume = LotSize; req.type = ORDER_TYPE_SELL; req.price = entry;
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req.sl = sl; req.tp = tp; req.deviation = Slippage; req.magic = Magic;
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req.comment = "Pv2S "+DoubleToString(distPct,1)+"%";
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if(OrderSend(req,res) && res.retcode==TRADE_RETCODE_DONE)
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{ if(DebugPrint) Print(">>> SELL OPENED t",res.order); sellFired=true; }
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else if(DebugPrint) Print("SELL fail: c",res.retcode);
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}
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else if(DebugPrint) Print("SELL SKIP: tpDist too small (",DoubleToString(tpDist/point,0),"pts)");
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}
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if(DebugPrint && bid>=buyBand && bid<=sellBand)
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Print("NO ENTRY: inside cluster [",DoubleToString(buyBand,_Digits),
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" - ",DoubleToString(sellBand,_Digits),"]");
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}
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//+------------------------------------------------------------------+
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