382 lines
12 KiB
Plaintext
382 lines
12 KiB
Plaintext
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//+------------------------------------------------------------------+
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//| rsi-scalping.mq5 |
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//| Lab EA: EMA 9/21 + Stochastic RSI — M1 scalping rules (tutorial) |
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//+------------------------------------------------------------------+
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#property copyright "Lab"
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#property version "1.00"
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#include <Trade\Trade.mqh>
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//--- inputs: indicator tuning (video defaults)
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input ENUM_TIMEFRAMES InpTf = PERIOD_M1; // Chart / signal timeframe
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input int InpEmaFast = 9; // EMA fast (short-term)
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input int InpEmaSlow = 21; // EMA slow (trend)
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input int InpRsiLen = 14; // RSI length (Stoch RSI core)
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input int InpStochLen = 14; // Stochastic lookback on RSI
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input int InpStochK = 4; // Stoch RSI %K smoothing
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input int InpStochD = 7; // Stoch RSI %D smoothing
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input double InpObLevel = 80.0; // Overbought line
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input double InpOsLevel = 20.0; // Oversold line
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//--- filters
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input bool InpUseMidZoneFilter = true; // Skip if K,D in 40–60 (indecision)
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input int InpMinBarsSinceCross = 10; // Min bars between EMA crosses
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input bool InpUseHtfFilter = false; // Align with higher TF EMAs
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input ENUM_TIMEFRAMES InpHtf = PERIOD_M5; // Higher timeframe
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input double InpMinEmaSepPts = 0.0; // Min |EMA9-EMA21| in points (0=off)
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//--- risk
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input double InpLots = 0.01;
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input int InpSlBufferPts = 20; // Extra SL beyond last 2-bar extreme
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input double InpTpRiskMultiple = 1.75; // TP = risk * this (1.5–2.0 typical)
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input bool InpExitOnEma9Break = true; // Close long if close < EMA9 (vice versa shorts)
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input bool InpExitOnStochZone = true; // Close long at Stoch RSI ≥ OB; short at ≤ OS
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//--- session
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input ulong InpMagic = 20260412;
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input int InpSlippagePts = 30;
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CTrade g_trade;
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int g_hEmaFast = INVALID_HANDLE;
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int g_hEmaSlow = INVALID_HANDLE;
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int g_hRsi = INVALID_HANDLE;
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int g_hEmaFastHtf = INVALID_HANDLE;
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int g_hEmaSlowHtf = INVALID_HANDLE;
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double g_emaFast[];
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double g_emaSlow[];
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double g_rsi[];
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double g_stochK[];
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double g_stochD[];
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double g_emaFastHtf[];
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double g_emaSlowHtf[];
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_trade.SetExpertMagicNumber(InpMagic);
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g_trade.SetDeviationInPoints(InpSlippagePts);
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SetTradeFillingBySymbol();
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g_hEmaFast = iMA(_Symbol, InpTf, InpEmaFast, 0, MODE_EMA, PRICE_CLOSE);
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g_hEmaSlow = iMA(_Symbol, InpTf, InpEmaSlow, 0, MODE_EMA, PRICE_CLOSE);
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g_hRsi = iRSI(_Symbol, InpTf, InpRsiLen, PRICE_CLOSE);
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if(InpUseHtfFilter)
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{
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g_hEmaFastHtf = iMA(_Symbol, InpHtf, InpEmaFast, 0, MODE_EMA, PRICE_CLOSE);
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g_hEmaSlowHtf = iMA(_Symbol, InpHtf, InpEmaSlow, 0, MODE_EMA, PRICE_CLOSE);
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}
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if(g_hEmaFast == INVALID_HANDLE || g_hEmaSlow == INVALID_HANDLE || g_hRsi == INVALID_HANDLE)
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return INIT_FAILED;
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if(InpUseHtfFilter && (g_hEmaFastHtf == INVALID_HANDLE || g_hEmaSlowHtf == INVALID_HANDLE))
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return INIT_FAILED;
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ArraySetAsSeries(g_emaFast, true);
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ArraySetAsSeries(g_emaSlow, true);
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ArraySetAsSeries(g_rsi, true);
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ArraySetAsSeries(g_stochK, true);
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ArraySetAsSeries(g_stochD, true);
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ArraySetAsSeries(g_emaFastHtf, true);
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ArraySetAsSeries(g_emaSlowHtf, true);
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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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if(g_hEmaFast != INVALID_HANDLE) IndicatorRelease(g_hEmaFast);
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if(g_hEmaSlow != INVALID_HANDLE) IndicatorRelease(g_hEmaSlow);
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if(g_hRsi != INVALID_HANDLE) IndicatorRelease(g_hRsi);
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if(g_hEmaFastHtf != INVALID_HANDLE) IndicatorRelease(g_hEmaFastHtf);
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if(g_hEmaSlowHtf != INVALID_HANDLE) IndicatorRelease(g_hEmaSlowHtf);
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}
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//+------------------------------------------------------------------+
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void OnTick()
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{
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static datetime last_bar = 0;
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datetime t = iTime(_Symbol, InpTf, 0);
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if(t == last_bar)
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{
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// Still manage exits on tick if you use break-even / trailing — here bar-based only
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return;
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}
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last_bar = t;
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const int need = 400;
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if(CopyBuffer(g_hEmaFast, 0, 0, need, g_emaFast) < need) return;
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if(CopyBuffer(g_hEmaSlow, 0, 0, need, g_emaSlow) < need) return;
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if(CopyBuffer(g_hRsi, 0, 0, need + InpStochLen + InpStochK + InpStochD + 5, g_rsi) < need) return;
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if(!ComputeStochRsi(g_rsi, InpStochLen, InpStochK, InpStochD, g_stochK, g_stochD, need))
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return;
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if(InpUseHtfFilter)
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{
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if(CopyBuffer(g_hEmaFastHtf, 0, 0, 3, g_emaFastHtf) < 3) return;
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if(CopyBuffer(g_hEmaSlowHtf, 0, 0, 3, g_emaSlowHtf) < 3) return;
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}
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// bar 1 = last closed candle (tutorial: trade after confirmation candle closes)
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const int c = 1;
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const int p = 2;
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if(PositionExistsForMagic())
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{
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ManageOpenPosition(c, p);
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return;
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}
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if(!PassesFlatEmaFilter(c))
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return;
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// Long: EMA9 crosses EMA21 up at bar 1 close; Stoch RSI K,D leave oversold with bullish K/D cross
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const bool bull_cross = (g_emaFast[p] < g_emaSlow[p] && g_emaFast[c] > g_emaSlow[c]);
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const bool bear_cross = (g_emaFast[p] > g_emaSlow[p] && g_emaFast[c] < g_emaSlow[c]);
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if(!bull_cross && !bear_cross)
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return;
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if(InpUseHtfFilter)
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{
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if(bull_cross && !(g_emaFastHtf[c] > g_emaSlowHtf[c]))
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return;
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if(bear_cross && !(g_emaFastHtf[c] < g_emaSlowHtf[c]))
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return;
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}
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if(!MinBarsSincePreviousCrossOk())
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return;
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const bool stoch_long_ok =
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(g_stochK[p] < InpOsLevel && g_stochD[p] < InpOsLevel) &&
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(g_stochK[c] > g_stochD[c] && g_stochK[p] <= g_stochD[p]) &&
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(g_stochK[c] > InpOsLevel * 0.9); // "left" oversold — allow ~18 if OS=20
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const bool stoch_short_ok =
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(g_stochK[p] > InpObLevel && g_stochD[p] > InpObLevel) &&
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(g_stochK[c] < g_stochD[c] && g_stochK[p] >= g_stochD[p]) &&
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(g_stochK[c] < InpObLevel * 1.05);
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if(InpUseMidZoneFilter)
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{
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if(g_stochK[c] > 40.0 && g_stochK[c] < 60.0 && g_stochD[c] > 40.0 && g_stochD[c] < 60.0)
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return;
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}
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if(bull_cross && stoch_long_ok)
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{
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double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
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double pt = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
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int dg = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
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double low12 = MathMin(iLow(_Symbol, InpTf, c), iLow(_Symbol, InpTf, p));
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double sl = low12 - InpSlBufferPts * pt;
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sl = NormalizeDouble(sl, dg);
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if(sl >= ask - pt)
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sl = ask - 10 * pt;
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double risk = ask - sl;
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if(risk <= 0) return;
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double tp = ask + risk * InpTpRiskMultiple;
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tp = NormalizeDouble(tp, dg);
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g_trade.Buy(InpLots, _Symbol, ask, sl, tp, "EMA+StochRSI long");
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return;
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}
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if(bear_cross && stoch_short_ok)
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{
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double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
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double pt = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
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int dg = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
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double hi12 = MathMax(iHigh(_Symbol, InpTf, c), iHigh(_Symbol, InpTf, p));
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double sl = hi12 + InpSlBufferPts * pt;
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sl = NormalizeDouble(sl, dg);
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if(sl <= bid + pt)
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sl = bid + 10 * pt;
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double risk = sl - bid;
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if(risk <= 0) return;
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double tp = bid - risk * InpTpRiskMultiple;
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tp = NormalizeDouble(tp, dg);
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g_trade.Sell(InpLots, _Symbol, bid, sl, tp, "EMA+StochRSI short");
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}
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}
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//+------------------------------------------------------------------+
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bool ComputeStochRsi(const double &rsi[], const int stoch_len, const int k_len, const int d_len,
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double &out_k[], double &out_d[], const int out_count)
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{
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int rsi_count = ArraySize(rsi);
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static double raw[];
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ArrayResize(raw, rsi_count);
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ArraySetAsSeries(raw, true);
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for(int i = 0; i < rsi_count; i++)
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{
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if(i + stoch_len > rsi_count)
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{
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raw[i] = 50.0;
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continue;
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}
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double lo = rsi[i];
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double hi = rsi[i];
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for(int j = 0; j < stoch_len; j++)
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{
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double v = rsi[i + j];
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if(v < lo) lo = v;
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if(v > hi) hi = v;
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}
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if(hi == lo)
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raw[i] = 50.0;
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else
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raw[i] = (rsi[i] - lo) / (hi - lo) * 100.0;
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}
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ArrayResize(out_k, out_count);
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ArrayResize(out_d, out_count);
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ArraySetAsSeries(out_k, true);
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ArraySetAsSeries(out_d, true);
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static double k_unsm[];
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ArrayResize(k_unsm, rsi_count);
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ArraySetAsSeries(k_unsm, true);
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for(int i = 0; i < rsi_count; i++)
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{
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if(i + k_len > rsi_count)
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{
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k_unsm[i] = raw[i];
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continue;
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}
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double s = 0.0;
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for(int j = 0; j < k_len; j++)
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s += raw[i + j];
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k_unsm[i] = s / (double)k_len;
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}
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for(int i = 0; i < out_count; i++)
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{
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if(i + d_len > rsi_count)
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{
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out_k[i] = k_unsm[i];
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out_d[i] = k_unsm[i];
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continue;
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}
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double sk = 0.0;
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for(int j = 0; j < d_len; j++)
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sk += k_unsm[i + j];
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out_d[i] = sk / (double)d_len;
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out_k[i] = k_unsm[i];
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}
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return true;
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}
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//+------------------------------------------------------------------+
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bool PassesFlatEmaFilter(const int c)
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{
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if(InpMinEmaSepPts <= 0.0)
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return true;
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double pt = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
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double sep = MathAbs(g_emaFast[c] - g_emaSlow[c]) / pt;
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return (sep >= InpMinEmaSepPts);
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}
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//+------------------------------------------------------------------+
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bool MinBarsSincePreviousCrossOk()
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{
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if(InpMinBarsSinceCross <= 0)
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return true;
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// Cross under test completed on bar 1 (index c=1): between shift 2 and 1.
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// Earliest earlier cross: between i+1 and i for i >= 3.
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for(int i = 3; i < 300; i++)
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{
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const bool cu = (g_emaFast[i + 1] < g_emaSlow[i + 1] && g_emaFast[i] > g_emaSlow[i]);
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const bool cd = (g_emaFast[i + 1] > g_emaSlow[i + 1] && g_emaFast[i] < g_emaSlow[i]);
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if(cu || cd)
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return (i - 1 >= InpMinBarsSinceCross);
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}
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return true;
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}
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//+------------------------------------------------------------------+
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bool PositionExistsForMagic()
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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) continue;
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if(!PositionSelectByTicket(ticket)) continue;
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if(PositionGetString(POSITION_SYMBOL) != _Symbol) continue;
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if((ulong)PositionGetInteger(POSITION_MAGIC) == InpMagic)
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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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void SetTradeFillingBySymbol()
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{
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long mask = SymbolInfoInteger(_Symbol, SYMBOL_FILLING_MODE);
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if((mask & SYMBOL_FILLING_IOC) != 0)
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g_trade.SetTypeFilling(ORDER_FILLING_IOC);
|
|||
|
|
else if((mask & SYMBOL_FILLING_FOK) != 0)
|
|||
|
|
g_trade.SetTypeFilling(ORDER_FILLING_FOK);
|
|||
|
|
else
|
|||
|
|
g_trade.SetTypeFilling(ORDER_FILLING_RETURN);
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
//+------------------------------------------------------------------+
|
|||
|
|
void ManageOpenPosition(const int c, const int p)
|
|||
|
|
{
|
|||
|
|
if(!PositionSelectBySymbolForMagic())
|
|||
|
|
return;
|
|||
|
|
ulong ticket = (ulong)PositionGetInteger(POSITION_TICKET);
|
|||
|
|
long type = PositionGetInteger(POSITION_TYPE);
|
|||
|
|
double k1 = g_stochK[c];
|
|||
|
|
double d1 = g_stochD[c];
|
|||
|
|
|
|||
|
|
if(InpExitOnEma9Break)
|
|||
|
|
{
|
|||
|
|
double close1 = iClose(_Symbol, InpTf, c);
|
|||
|
|
if(type == POSITION_TYPE_BUY && close1 < g_emaFast[c])
|
|||
|
|
{
|
|||
|
|
g_trade.PositionClose(ticket);
|
|||
|
|
return;
|
|||
|
|
}
|
|||
|
|
if(type == POSITION_TYPE_SELL && close1 > g_emaFast[c])
|
|||
|
|
{
|
|||
|
|
g_trade.PositionClose(ticket);
|
|||
|
|
return;
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
if(InpExitOnStochZone)
|
|||
|
|
{
|
|||
|
|
if(type == POSITION_TYPE_BUY && k1 >= InpObLevel && d1 >= InpObLevel * 0.95)
|
|||
|
|
{
|
|||
|
|
g_trade.PositionClose(ticket);
|
|||
|
|
return;
|
|||
|
|
}
|
|||
|
|
if(type == POSITION_TYPE_SELL && k1 <= InpOsLevel && d1 <= InpOsLevel * 1.05)
|
|||
|
|
{
|
|||
|
|
g_trade.PositionClose(ticket);
|
|||
|
|
return;
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
//+------------------------------------------------------------------+
|
|||
|
|
bool PositionSelectBySymbolForMagic()
|
|||
|
|
{
|
|||
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
|||
|
|
{
|
|||
|
|
ulong t = PositionGetTicket(i);
|
|||
|
|
if(t == 0) continue;
|
|||
|
|
if(!PositionSelectByTicket(t)) continue;
|
|||
|
|
if(PositionGetString(POSITION_SYMBOL) != _Symbol) continue;
|
|||
|
|
if((ulong)PositionGetInteger(POSITION_MAGIC) == InpMagic)
|
|||
|
|
return true;
|
|||
|
|
}
|
|||
|
|
return false;
|
|||
|
|
}
|
|||
|
|
|
|||
|
|
//+------------------------------------------------------------------+
|