TriDivergenceEA/archive/TriDivergenceEA.mq5

//+------------------------------------------------------------------+
//|                                              TriDivergenceEA.mq5 |
//|                                     Copyright 2025, Teenodi Ltd. |
//|                                         https://www.jukwaese.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, Teenodi Ltd."
#property link      "val.chioke@gmail.com"
#property version   "1.00"
#property description "EA that trades based on divergence signals from RSI, Stochastic, and Klinger indicators"
#property strict
#property tester_indicator "Divergence RSI.ex5"
#property tester_indicator "StochasticsDivergence.ex5"
#property tester_indicator "KlingerDivergence.ex5"
#property indicator_plots 3
#property indicator_separate_window

//============================ Enums ===============================
enum SIGNAL_TYPE {
   SIGNAL_NULL,    // No Signal
   SIGNAL_BUY,     // Buy Signal
   SIGNAL_SELL     // Sell Signal
};

enum VOLUME_TYPE {
   VOLUME_FIXED = 1,     // Fixed Lots
   VOLUME_RISK = 2       // Percentage Risk
};

enum POSITION_TYPE_FILTER {
   POSITION_BUY_ONLY = 1,    // Buy Only
   POSITION_SELL_ONLY = 2,   // Sell Only
   POSITION_BOTH = 3         // Both
};

enum TRAILING_TYPE {
   TRAIL_CONTINUOUS,    // Continuous Trail
   TRAIL_STEP          // Step Trail
};

//============================ Structures ===========================
struct SignalInfo {
   SIGNAL_TYPE signal;
   int shift;
   
   SignalInfo() {
      signal = SIGNAL_NULL;
      shift = -1;
   }
};

//============================ Inputs ===============================
input group "Trade Execution Settings"
input int MagicNumber = 100001;                    // Magic number for trade identification
input string Commentary = "DivergenceEA";         // Trade comment field
input VOLUME_TYPE VolumeType = VOLUME_RISK;       // Volume type: 1=Fixed lots, 2=Percentage risk
input double Risk = 2.0;                          // Risk percentage per trade (0.1-30%)
input double Lots = 0.1;                          // Fixed lot size (0.01-100)
input int SlPointPip = 100;                       // Stop loss in pips
input int TpPointPip = 200;                       // Take profit in pips
input bool PendingOrder = false;                  // Enable pending orders
input POSITION_TYPE_FILTER Position = POSITION_BOTH; // Trade direction
input int NumberOfCandlesBack = 20;               // Lookback period for analysis (1-100)
input int ConfluenceCount = 2;                    // Confluence count (1 to 3)

input group "Klinger Oscillator Settings"
input bool KO = true;                             // Enable Klinger Oscillator
input int KLINGER_LENGTH1 = 34;                   // First Klinger parameter (0-100)
input int KLINGER_LENGTH2 = 55;                   // Second Klinger parameter (0-100)
input int SIGNAL_LONG = 13;                       // Klinger signal length (0-100)

input group "RSI Settings"
input bool RSI = true;                            // Enable RSI indicator
input int RSI_UPPER = 70;                         // RSI upper threshold (0-100)
input int RSI_LOWER = 30;                         // RSI lower threshold (0-100)
input int RSI_LONG = 14;                          // RSI signal length (0-100)

input group "Stochastic Settings"
input bool STOCH = false;                          // Enable Stochastic indicator
input int K = 5;                                  // Stochastic %K value (0-100)
input int D = 3;                                  // Stochastic %D value (0-100)
input int STOCHASTIC_LONG = 5;                    // Stochastic signal length (0-100)

input group "Trade Management"
input bool BreakEven = true;                      // Enable breakeven function
input int BreakEvenShift = 10;                    // Distance to move stop above breakeven (in pips)
input int StopNachzienWenn = 50;                  // Profit level to trigger breakeven (in pips)
input bool Trail = false;                         // Enable trailing stop
input TRAILING_TYPE TrailingStop = TRAIL_CONTINUOUS; // Trailing algorithm type
input int TralStop = 30;                          // Trailing distance behind price (in pips)
input int TralStep = 10;                          // Minimum move before trail adjusts (in pips)

input group "Visual Settings"
input color RectangleColor = clrDarkSlateGray;        // Rectangle color

//============================ Global Variables =====================
int rsiDivergenceHandle = INVALID_HANDLE;
int stochasticsDivergenceHandle = INVALID_HANDLE;
int klingerDivergenceHandle = INVALID_HANDLE;

datetime prevBarTime = 0;
int globalConfluenceCount;
string rectangleName = "LookbackRectangle";

double pointValue;
ENUM_ORDER_TYPE_FILLING orderFill;

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
{
   // Check autotrading
   if(!TerminalInfoInteger(TERMINAL_TRADE_ALLOWED)) {
      Alert("Please enable autotrading on terminal to take trades");
      //return INIT_FAILED;
   }
   
   // Initialize point value
   pointValue = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
   
   // Set filling policy
   uint filling = (uint)SymbolInfoInteger(_Symbol, SYMBOL_FILLING_MODE);
   if((filling & SYMBOL_FILLING_FOK) == SYMBOL_FILLING_FOK) {
      orderFill = ORDER_FILLING_FOK;
   }
   else if((filling & SYMBOL_FILLING_IOC) == SYMBOL_FILLING_IOC) {
      orderFill = ORDER_FILLING_IOC;
   }
   else {
      orderFill = ORDER_FILLING_RETURN;
   }
   
   // Initialize confluence count
   int enabledIndicators = 0;
   if(RSI) enabledIndicators++;
   if(STOCH) enabledIndicators++;
   if(KO) enabledIndicators++;
   
   if(enabledIndicators == 0) {
      Alert("At least one indicator must be enabled!");
      return INIT_FAILED;
   }
   
   globalConfluenceCount = MathMin(ConfluenceCount, enabledIndicators);
   
   // Create indicator handles
   if(RSI) {
      rsiDivergenceHandle = iCustom(_Symbol, PERIOD_CURRENT, "Divergence RSI");
      if(rsiDivergenceHandle == INVALID_HANDLE) {
         Print("Failed to create RSI Divergence indicator handle");
         return INIT_FAILED;
      }
      ChartIndicatorAdd(0,1,rsiDivergenceHandle);
   }
   
   if(STOCH) {
      stochasticsDivergenceHandle = iCustom(_Symbol, PERIOD_CURRENT, "StochasticsDivergence");
      if(stochasticsDivergenceHandle == INVALID_HANDLE) {
         Print("Failed to create Stochastics Divergence indicator handle");
         return INIT_FAILED;
      }
      ChartIndicatorAdd(0,2,stochasticsDivergenceHandle);
   }
   
   if(KO) {
      klingerDivergenceHandle = iCustom(_Symbol, PERIOD_CURRENT, "KlingerDivergence");
      if(klingerDivergenceHandle == INVALID_HANDLE) {
         Print("Failed to create Klinger Divergence indicator handle");
         return INIT_FAILED;
      }
      ChartIndicatorAdd(0,3,klingerDivergenceHandle);
   }
   
   // Initialize previous bar time
   prevBarTime = iTime(_Symbol, PERIOD_CURRENT, 0);
   
   // Draw initial rectangle
   DrawLookbackRectangle();
   
   Print("DivergenceEA initialized successfully");
   Print("Enabled indicators: RSI=", RSI, " STOCH=", STOCH, " KO=", KO);
   Print("Confluence count: ", globalConfluenceCount);
   
   return INIT_SUCCEEDED;
}

//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
   // Release indicator handles
   if(rsiDivergenceHandle != INVALID_HANDLE) {
      IndicatorRelease(rsiDivergenceHandle);
   }
   if(stochasticsDivergenceHandle != INVALID_HANDLE) {
      IndicatorRelease(stochasticsDivergenceHandle);
   }
   if(klingerDivergenceHandle != INVALID_HANDLE) {
      IndicatorRelease(klingerDivergenceHandle);
   }
   
   // Delete rectangle
   ObjectDelete(0, rectangleName);
   
   Print("DivergenceEA deinitialized, reason: ", reason);
}

//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
{
   // Trade management (runs on every tick)
   ManageOpenPositions();
   
   // Check for new bar
   if(IsNewBar()) {
      Print("New bar detected, analyzing signals...");
      
      // Create signal array and analyze
      SignalInfo signals[];
      AnalyzeSignals(signals);
      
      // Check for entry signals
      CheckEntrySignals(signals);
      
      // Update rectangle
      DrawLookbackRectangle();
   }
}

//+------------------------------------------------------------------+
//| Check if new bar formed                                          |
//+------------------------------------------------------------------+
bool IsNewBar()
{
   datetime currentBarTime = iTime(_Symbol, PERIOD_CURRENT, 0);
   if(currentBarTime != prevBarTime) {
      prevBarTime = currentBarTime;
      return true;
   }
   return false;
}

//+------------------------------------------------------------------+
//| Analyze signals from all enabled indicators                      |
//+------------------------------------------------------------------+
void AnalyzeSignals(SignalInfo &signals[])
{
   int signalCount = 0;
   
   // Count enabled indicators
   if(RSI) signalCount++;
   if(STOCH) signalCount++;
   if(KO) signalCount++;
   
   ArrayResize(signals, signalCount);
   int index = 0;
   
   // Analyze RSI Divergence
   if(RSI && rsiDivergenceHandle != INVALID_HANDLE) {
      signals[index] = GetLatestSignal(rsiDivergenceHandle, 0, 1); // Buy buffer 0, Sell buffer 1
      index++;
   }
   
   // Analyze Stochastics Divergence
   if(STOCH && stochasticsDivergenceHandle != INVALID_HANDLE) {
      signals[index] = GetLatestSignal(stochasticsDivergenceHandle, 1, 2); // Buy buffer 1, Sell buffer 2
      index++;
   }
   
   // Analyze Klinger Divergence
   if(KO && klingerDivergenceHandle != INVALID_HANDLE) {
      signals[index] = GetLatestSignal(klingerDivergenceHandle, 2, 3); // Buy buffer 2, Sell buffer 3
      index++;
   }
}

//+------------------------------------------------------------------+
//| Get latest signal from indicator within lookback period          |
//+------------------------------------------------------------------+
SignalInfo GetLatestSignal(int handle, int buyBuffer, int sellBuffer)
{
   SignalInfo signal;
   double buyValues[], sellValues[];
   ArraySetAsSeries(buyValues, true);
   ArraySetAsSeries(sellValues, true);
   
   // Copy buffers for the lookback period
   if(CopyBuffer(handle, buyBuffer, 1, NumberOfCandlesBack, buyValues) <= 0 ||
      CopyBuffer(handle, sellBuffer, 1, NumberOfCandlesBack, sellValues) <= 0) {
      Print("Failed to copy indicator buffers");
      return signal;
   }
   
   // Search for latest signal (starting from most recent)
   for(int i = 0; i < NumberOfCandlesBack; i++) {
      // Check for buy signal
      if(buyValues[i] != EMPTY_VALUE && buyValues[i] != 0) {
         signal.signal = SIGNAL_BUY;
         signal.shift = i + 1; // Adjust for the fact we're looking at completed bars
         break;
      }
      
      // Check for sell signal
      if(sellValues[i] != EMPTY_VALUE && sellValues[i] != 0) {
         signal.signal = SIGNAL_SELL;
         signal.shift = i + 1;
         break;
      }
   }
   
   return signal;
}

//+------------------------------------------------------------------+
//| Check entry signals and execute trades                           |
//+------------------------------------------------------------------+
void CheckEntrySignals(SignalInfo &signals[])
{
   int buySignals = 0;
   int sellSignals = 0;
   bool hasRecentBuySignal = false;
   bool hasRecentSellSignal = false;
   
   // Count signals and check for recent signals on last formed candle (shift = 1)
   for(int i = 0; i < ArraySize(signals); i++) {
      if(signals[i].signal == SIGNAL_BUY) {
         buySignals++;
         if(signals[i].shift == 1) hasRecentBuySignal = true;
      }
      else if(signals[i].signal == SIGNAL_SELL) {
         sellSignals++;
         if(signals[i].shift == 1) hasRecentSellSignal = true;
      }
   }
   
   Print("Signal analysis - Buy signals: ", buySignals, " (recent: ", hasRecentBuySignal, 
         "), Sell signals: ", sellSignals, " (recent: ", hasRecentSellSignal, ")");
   
   // Execute buy trade
   if(hasRecentBuySignal && buySignals >= globalConfluenceCount && 
      (Position == POSITION_BOTH || Position == POSITION_BUY_ONLY)) {
      Print("Buy entry conditions met - executing buy trade");
      ExecuteTrade(ORDER_TYPE_BUY);
   }
   
   // Execute sell trade
   if(hasRecentSellSignal && sellSignals >= globalConfluenceCount && 
      (Position == POSITION_BOTH || Position == POSITION_SELL_ONLY)) {
      Print("Sell entry conditions met - executing sell trade");
      ExecuteTrade(ORDER_TYPE_SELL);
   }
}

//+------------------------------------------------------------------+
//| Execute trade                                                    |
//+------------------------------------------------------------------+
void ExecuteTrade(ENUM_ORDER_TYPE orderType)
{
   double volume = CalculateVolume();
   if(volume <= 0) {
      Print("Invalid volume calculated: ", volume);
      return;
   }
   
   double price, sl, tp;
   
   if(orderType == ORDER_TYPE_BUY) {
      price = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
      sl = price - SlPointPip * pointValue * 10;
      tp = price + TpPointPip * pointValue * 10;
   }
   else {
      price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
      sl = price + SlPointPip * pointValue * 10;
      tp = price - TpPointPip * pointValue * 10;
   }
   
   MqlTradeRequest request = {};
   MqlTradeResult result = {};
   
   request.action = TRADE_ACTION_DEAL;
   request.symbol = _Symbol;
   request.volume = NormalizeDouble(volume, 2);
   request.type = orderType;
   request.price = price;
   request.sl = NormalizeDouble(sl, _Digits);
   request.tp = NormalizeDouble(tp, _Digits);
   request.deviation = 10;
   request.type_filling = orderFill;
   request.magic = MagicNumber;
   request.comment = Commentary;
   
   bool success = OrderSend(request, result);
   
   if(success && result.retcode == TRADE_RETCODE_DONE) {
      Print("Trade executed successfully - ", (orderType == ORDER_TYPE_BUY ? "BUY" : "SELL"), 
            " Volume: ", volume, " Price: ", price);
   }
   else {
      Print("Trade execution failed - Result code: ", result.retcode, " Comment: ", result.comment);
   }
}

//+------------------------------------------------------------------+
//| Calculate volume based on risk management                        |
//+------------------------------------------------------------------+
double CalculateVolume()
{
   double volume = Lots;
   
   if(VolumeType == VOLUME_RISK) {
      double balance = AccountInfoDouble(ACCOUNT_BALANCE);
      double riskAmount = balance * Risk / 100.0;
      double slPoints = SlPointPip * pointValue * 10;
      double tickValue = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);
      
      if(slPoints > 0 && tickValue > 0) {
         volume = riskAmount / (slPoints * tickValue / pointValue);
      }
   }
   
   // Normalize volume
   double minVolume = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
   double maxVolume = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);
   double volumeStep = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);
   
   volume = MathMax(volume, minVolume);
   volume = MathMin(volume, maxVolume);
   volume = NormalizeDouble(MathRound(volume / volumeStep) * volumeStep, 2);
   
   return volume;
}

//+------------------------------------------------------------------+
//| Manage open positions (breakeven and trailing stop)             |
//+------------------------------------------------------------------+
void ManageOpenPositions()
{
   for(int i = 0; i < PositionsTotal(); i++) {
      ulong ticket = PositionGetTicket(i);
      
      if(PositionGetString(POSITION_SYMBOL) == _Symbol && 
         PositionGetInteger(POSITION_MAGIC) == MagicNumber) {
         
         // Apply breakeven
         if(BreakEven) {
            ApplyBreakeven(ticket);
         }
         
         // Apply trailing stop
         if(Trail) {
            ApplyTrailingStop(ticket);
         }
      }
   }
}

//+------------------------------------------------------------------+
//| Apply breakeven to position                                      |
//+------------------------------------------------------------------+
void ApplyBreakeven(ulong ticket)
{
   if(!PositionSelectByTicket(ticket)) return;
   
   double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
   double currentSL = PositionGetDouble(POSITION_SL);
   double currentTP = PositionGetDouble(POSITION_TP);
   ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
   
   double currentPrice = (posType == POSITION_TYPE_BUY) ? 
                        SymbolInfoDouble(_Symbol, SYMBOL_BID) : 
                        SymbolInfoDouble(_Symbol, SYMBOL_ASK);
   
   double profitPoints = MathAbs(currentPrice - openPrice) / (pointValue * 10);
   
   if(profitPoints >= StopNachzienWenn) {
      double newSL = 0;
      bool shouldModify = false;
      
      if(posType == POSITION_TYPE_BUY) {
         newSL = openPrice + BreakEvenShift * pointValue * 10;
         if(newSL > currentSL) shouldModify = true;
      }
      else {
         newSL = openPrice - BreakEvenShift * pointValue * 10;
         if(newSL < currentSL || currentSL == 0) shouldModify = true;
      }
      
      if(shouldModify) {
         ModifyPosition(ticket, newSL, currentTP);
      }
   }
}

//+------------------------------------------------------------------+
//| Apply trailing stop to position                                  |
//+------------------------------------------------------------------+
void ApplyTrailingStop(ulong ticket)
{
   if(!PositionSelectByTicket(ticket)) return;
   
   double currentSL = PositionGetDouble(POSITION_SL);
   double currentTP = PositionGetDouble(POSITION_TP);
   ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
   
   double currentPrice = (posType == POSITION_TYPE_BUY) ? 
                        SymbolInfoDouble(_Symbol, SYMBOL_BID) : 
                        SymbolInfoDouble(_Symbol, SYMBOL_ASK);
   
   double newSL = 0;
   bool shouldModify = false;
   
   if(posType == POSITION_TYPE_BUY) {
      newSL = currentPrice - TralStop * pointValue * 10;
      
      if(TrailingStop == TRAIL_STEP) {
         double moveRequired = TralStep * pointValue * 10;
         if((newSL - currentSL) >= moveRequired) shouldModify = true;
      }
      else {
         if(newSL > currentSL) shouldModify = true;
      }
   }
   else {
      newSL = currentPrice + TralStop * pointValue * 10;
      
      if(TrailingStop == TRAIL_STEP) {
         double moveRequired = TralStep * pointValue * 10;
         if((currentSL - newSL) >= moveRequired || currentSL == 0) shouldModify = true;
      }
      else {
         if(newSL < currentSL || currentSL == 0) shouldModify = true;
      }
   }
   
   if(shouldModify) {
      ModifyPosition(ticket, newSL, currentTP);
   }
}

//+------------------------------------------------------------------+
//| Modify position stop loss and take profit                        |
//+------------------------------------------------------------------+
bool ModifyPosition(ulong ticket, double newSL, double tp)
{
   MqlTradeRequest request = {};
   MqlTradeResult result = {};
   
   request.action = TRADE_ACTION_SLTP;
   request.position = ticket;
   request.symbol = _Symbol;
   request.sl = NormalizeDouble(newSL, _Digits);
   request.tp = NormalizeDouble(tp, _Digits);
   
   bool success = OrderSend(request, result);
   
   if(!success || result.retcode != TRADE_RETCODE_DONE) {
      Print("Failed to modify position SL. Error: ", GetLastError(), " Result code: ", result.retcode);
      return false;
   }
   
   return true;
}

//+------------------------------------------------------------------+
//| Draw lookback rectangle                                          |
//+------------------------------------------------------------------+
void DrawLookbackRectangle()
{
   datetime currentTime = iTime(_Symbol, PERIOD_CURRENT, 0);
   datetime lookbackTime = iTime(_Symbol, PERIOD_CURRENT, NumberOfCandlesBack);
   
   double highPrice = SymbolInfoDouble(_Symbol, SYMBOL_ASK) * 1.1; // Chart top
   double lowPrice = SymbolInfoDouble(_Symbol, SYMBOL_BID) * 0.9;  // Chart bottom
   
   // Delete existing rectangle if it exists
   ObjectDelete(0, rectangleName);
   
   // Create new rectangle
   if(ObjectCreate(0, rectangleName, OBJ_RECTANGLE, 0, lookbackTime, lowPrice, currentTime, highPrice)) {
      ObjectSetInteger(0, rectangleName, OBJPROP_COLOR, RectangleColor);
      ObjectSetInteger(0, rectangleName, OBJPROP_STYLE, STYLE_SOLID);
      ObjectSetInteger(0, rectangleName, OBJPROP_WIDTH, 1);
      ObjectSetInteger(0, rectangleName, OBJPROP_BACK, true);
      ObjectSetInteger(0, rectangleName, OBJPROP_FILL, true);
      ObjectSetInteger(0, rectangleName, OBJPROP_HIDDEN, true);
      ObjectSetString(0, rectangleName, OBJPROP_TOOLTIP, "Lookback Period: " + IntegerToString(NumberOfCandlesBack) + " candles");
      
      // Make it almost transparent
      color rectColor = RectangleColor;
      ObjectSetInteger(0, rectangleName, OBJPROP_COLOR, ColorToARGB(rectColor, 20)); // 20 out of 255 alpha
   }
   
   ChartRedraw(0);
}
/*
//+------------------------------------------------------------------+
//| Convert color to ARGB with alpha transparency                    |
//+------------------------------------------------------------------+
uint ColorToARGB(color clr, uchar alpha)
{
   return (uint)(alpha << 24) | (uint)(clr & 0x00FFFFFF);
}
*/
//+------------------------------------------------------------------+