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zhutoutoutousan
2026-04-25 11:24:49 +02:00
parent 65ace55a39
commit 0b4a70b843
9 changed files with 1270 additions and 1 deletions
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frontline/cluster-0/_united-V2/Strategies/SimpleTrendlineStrategy.mqh
+318
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@@ -0,0 +1,318 @@
//+------------------------------------------------------------------+
//| SimpleTrendlineStrategy.mqh |
//+------------------------------------------------------------------+
#ifndef SIMPLE_TRENDLINE_STRATEGY_MQH
#define SIMPLE_TRENDLINE_STRATEGY_MQH
struct SimpleTrendlineModel
{
datetime t1;
datetime t2;
datetime t3;
double a;
double b;
bool valid;
};
struct SimpleTrendlineData
{
string symbol;
bool isInitialized;
CTrade trade;
ENUM_TIMEFRAMES signalTF;
ENUM_TIMEFRAMES higherTF;
int maPeriod;
ENUM_MA_METHOD maMethod;
ENUM_APPLIED_PRICE appliedPrice;
int htfBarsToScan;
double touchTolerancePoints;
double breakBufferPoints;
ulong magic;
bool drawTrendline;
int maHandle;
datetime lastSignalBarTime;
string lineName;
};
double ST_NormalizeVolume(const string sym, double vol)
{
double minLot = SymbolInfoDouble(sym, SYMBOL_VOLUME_MIN);
double maxLot = SymbolInfoDouble(sym, SYMBOL_VOLUME_MAX);
double step = SymbolInfoDouble(sym, SYMBOL_VOLUME_STEP);
if(step > 0.0)
vol = MathFloor(vol / step) * step;
if(vol < minLot)
vol = minLot;
if(vol > maxLot)
vol = maxLot;
return vol;
}
bool ST_GetPosition(const string sym, const ulong magic, ENUM_POSITION_TYPE &type, double &volume)
{
if(!PositionSelectByMagic(sym, magic))
return false;
type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
volume = PositionGetDouble(POSITION_VOLUME);
return true;
}
int ST_FindRecentCrossPoints(SimpleTrendlineData &d, datetime &times[], double &prices[])
{
ArrayResize(times, 0);
ArrayResize(prices, 0);
if(d.maHandle == INVALID_HANDLE)
return 0;
int needBars = MathMax(d.htfBarsToScan, d.maPeriod + 20);
MqlRates rates[];
double maBuf[];
ArraySetAsSeries(rates, true);
ArraySetAsSeries(maBuf, true);
int copiedRates = CopyRates(d.symbol, d.higherTF, 0, needBars, rates);
int copiedMa = CopyBuffer(d.maHandle, 0, 0, needBars, maBuf);
if(copiedRates <= 5 || copiedMa <= 5)
return 0;
int bars = MathMin(copiedRates, copiedMa);
for(int i = 2; i < bars - 1; i++)
{
double d0 = rates[i].close - maBuf[i];
double d1 = rates[i + 1].close - maBuf[i + 1];
if(d0 == 0.0 || d1 == 0.0 || (d0 * d1 < 0.0))
{
int n = ArraySize(times);
ArrayResize(times, n + 1);
ArrayResize(prices, n + 1);
times[n] = rates[i].time;
prices[n] = rates[i].close;
if(ArraySize(times) >= 3)
break;
}
}
return ArraySize(times);
}
bool ST_BuildTrendline(SimpleTrendlineData &d, SimpleTrendlineModel &m)
{
m.valid = false;
datetime ts[];
double ps[];
if(ST_FindRecentCrossPoints(d, ts, ps) < 3)
return false;
datetime tOld[3];
double pOld[3];
for(int i = 0; i < 3; i++)
{
tOld[i] = ts[2 - i];
pOld[i] = ps[2 - i];
}
long t0 = (long)tOld[0];
double x1 = 0.0;
double x2 = (double)((long)tOld[1] - t0);
double x3 = (double)((long)tOld[2] - t0);
double y1 = pOld[0];
double y2 = pOld[1];
double y3 = pOld[2];
double sx = x1 + x2 + x3;
double sy = y1 + y2 + y3;
double sxx = x1 * x1 + x2 * x2 + x3 * x3;
double sxy = x1 * y1 + x2 * y2 + x3 * y3;
double den = 3.0 * sxx - sx * sx;
if(MathAbs(den) < 1e-10)
return false;
m.a = (3.0 * sxy - sx * sy) / den;
m.b = (sy - m.a * sx) / 3.0;
m.t1 = tOld[0];
m.t2 = tOld[1];
m.t3 = tOld[2];
m.valid = true;
return true;
}
double ST_LinePriceAt(const SimpleTrendlineModel &m, const datetime t)
{
if(!m.valid)
return 0.0;
double x = (double)((long)t - (long)m.t1);
return m.a * x + m.b;
}
void ST_DrawTrendline(SimpleTrendlineData &d, const SimpleTrendlineModel &m)
{
if(!d.drawTrendline || !m.valid || d.symbol != _Symbol)
return;
datetime tStart = m.t1;
datetime tEnd = iTime(d.symbol, d.signalTF, 0);
if(tEnd <= tStart)
tEnd = m.t3 + PeriodSeconds(d.signalTF) * 20;
double pStart = ST_LinePriceAt(m, tStart);
double pEnd = ST_LinePriceAt(m, tEnd);
if(ObjectFind(0, d.lineName) < 0)
ObjectCreate(0, d.lineName, OBJ_TREND, 0, tStart, pStart, tEnd, pEnd);
else
{
ObjectMove(0, d.lineName, 0, tStart, pStart);
ObjectMove(0, d.lineName, 1, tEnd, pEnd);
}
ObjectSetInteger(0, d.lineName, OBJPROP_RAY_RIGHT, true);
ObjectSetInteger(0, d.lineName, OBJPROP_COLOR, clrGold);
ObjectSetInteger(0, d.lineName, OBJPROP_WIDTH, 2);
}
void ST_TryExitOnBreak(SimpleTrendlineData &d, const SimpleTrendlineModel &m)
{
ENUM_POSITION_TYPE posType;
double vol;
if(!ST_GetPosition(d.symbol, d.magic, posType, vol))
return;
double close1 = iClose(d.symbol, d.signalTF, 1);
datetime t1 = iTime(d.symbol, d.signalTF, 1);
double line1 = ST_LinePriceAt(m, t1);
double buf = d.breakBufferPoints * SymbolInfoDouble(d.symbol, SYMBOL_POINT);
bool closePos = false;
if(posType == POSITION_TYPE_BUY && close1 < (line1 - buf))
closePos = true;
if(posType == POSITION_TYPE_SELL && close1 > (line1 + buf))
closePos = true;
if(closePos)
ClosePositionByMagic(d.trade, d.symbol, d.magic);
}
void ST_TryPullbackEntry(SimpleTrendlineData &d, const SimpleTrendlineModel &m, const double lots)
{
if(PositionExistsByMagic(d.symbol, d.magic))
return;
MqlRates b1[], b2[];
ArraySetAsSeries(b1, true);
ArraySetAsSeries(b2, true);
if(CopyRates(d.symbol, d.signalTF, 1, 1, b1) != 1)
return;
if(CopyRates(d.symbol, d.signalTF, 2, 1, b2) != 1)
return;
if(ArraySize(b1) < 1 || ArraySize(b2) < 1)
return;
double line1 = ST_LinePriceAt(m, b1[0].time);
double tol = d.touchTolerancePoints * SymbolInfoDouble(d.symbol, SYMBOL_POINT);
bool upTrend = (m.a > 0.0);
bool downTrend = (m.a < 0.0);
double vol = ST_NormalizeVolume(d.symbol, lots);
if(upTrend)
{
bool touched = (b1[0].low <= (line1 + tol));
bool reclaim = (b1[0].close > line1);
bool bullish = (b1[0].close > b1[0].open);
bool stillHealthy = (b2[0].close >= ST_LinePriceAt(m, b2[0].time) - tol);
if(touched && reclaim && bullish && stillHealthy)
{
if(!d.trade.Buy(vol, d.symbol, 0.0, 0.0, 0.0, "SimpleTrendline BUY"))
Print("SimpleTrendline BUY failed [", d.symbol, "] retcode=", d.trade.ResultRetcode(), " ", d.trade.ResultRetcodeDescription());
}
}
else if(downTrend)
{
bool touched = (b1[0].high >= (line1 - tol));
bool reject = (b1[0].close < line1);
bool bearish = (b1[0].close < b1[0].open);
bool stillWeak = (b2[0].close <= ST_LinePriceAt(m, b2[0].time) + tol);
if(touched && reject && bearish && stillWeak)
{
if(!d.trade.Sell(vol, d.symbol, 0.0, 0.0, 0.0, "SimpleTrendline SELL"))
Print("SimpleTrendline SELL failed [", d.symbol, "] retcode=", d.trade.ResultRetcode(), " ", d.trade.ResultRetcodeDescription());
}
}
}
bool InitSimpleTrendline(SimpleTrendlineData &d,
const string symbol,
const ENUM_TIMEFRAMES signalTF,
const ENUM_TIMEFRAMES higherTF,
const int maPeriod,
const ENUM_MA_METHOD maMethod,
const ENUM_APPLIED_PRICE appliedPrice,
const int htfBarsToScan,
const double touchTolerancePoints,
const double breakBufferPoints,
const ulong magic,
const bool drawTrendline)
{
d.isInitialized = false;
d.symbol = symbol;
StringTrimLeft(d.symbol);
StringTrimRight(d.symbol);
if(StringLen(d.symbol) == 0)
d.symbol = _Symbol;
if(!SymbolSelect(d.symbol, true))
return false;
d.signalTF = signalTF;
d.higherTF = higherTF;
d.maPeriod = maPeriod;
d.maMethod = maMethod;
d.appliedPrice = appliedPrice;
d.htfBarsToScan = htfBarsToScan;
d.touchTolerancePoints = touchTolerancePoints;
d.breakBufferPoints = breakBufferPoints;
d.magic = magic;
d.drawTrendline = drawTrendline;
d.lastSignalBarTime = 0;
d.lineName = "SimpleTrendline_" + d.symbol + "_" + IntegerToString((int)d.magic);
d.trade.SetExpertMagicNumber((long)d.magic);
d.trade.SetTypeFillingBySymbol(d.symbol);
d.trade.SetDeviationInPoints(20);
d.maHandle = iMA(d.symbol, d.higherTF, d.maPeriod, 0, d.maMethod, d.appliedPrice);
if(d.maHandle == INVALID_HANDLE)
return false;
d.isInitialized = true;
return true;
}
void DeinitSimpleTrendline(SimpleTrendlineData &d)
{
if(d.maHandle != INVALID_HANDLE)
IndicatorRelease(d.maHandle);
d.maHandle = INVALID_HANDLE;
if(ObjectFind(0, d.lineName) >= 0)
ObjectDelete(0, d.lineName);
d.isInitialized = false;
}
void ProcessSimpleTrendline(SimpleTrendlineData &d, const double lots)
{
if(!d.isInitialized)
return;
datetime bar0 = iTime(d.symbol, d.signalTF, 0);
if(bar0 == 0 || bar0 == d.lastSignalBarTime)
return;
d.lastSignalBarTime = bar0;
SimpleTrendlineModel m;
if(!ST_BuildTrendline(d, m))
return;
ST_DrawTrendline(d, m);
ST_TryExitOnBreak(d, m);
ST_TryPullbackEntry(d, m, lots);
}
#endif // SIMPLE_TRENDLINE_STRATEGY_MQH
frontline/cluster-0/_united-V2/main.mq5
+58 -1
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@@ -22,6 +22,7 @@
#include "Strategies/SuperEMAStrategy.mqh"
#include "Strategies/RSIReversalAsianStrategy.mqh"
#include "Strategies/RSIConsolidationStrategy.mqh"
#include "Strategies/SimpleTrendlineStrategy.mqh"
//+------------------------------------------------------------------+
//| Global Lot Size Variables (for dynamic lot sizing) |
@@ -54,6 +55,8 @@ input bool EnableSuperEMA = true;
input bool EnableRSIConsolidation = true;
input bool EnableRSIReversalAsianEURUSD = true;
input bool EnableRSIReversalAsianAUDUSD = true;
input bool EnableSimpleTrendlineBTCUSD = true;
input bool EnableSimpleTrendlineXAUUSD = true;
input group "=== Centralized Lot Size (Granular Per Robot) ==="
input double LOT_ES_EMASlopeDistance = 0.05;
@@ -68,6 +71,8 @@ input double LOT_RRA_EURUSD = 0.01;
input double LOT_RRA_AUDUSD = 0.10;
input double LOT_SE_SuperEMA = 0.01;
input double LOT_RCO_RSIConsolidation = 0.04;
input double LOT_ST_BTCUSD = 0.19;
input double LOT_ST_XAUUSD = 0.02;
//+------------------------------------------------------------------+
//| Strategy 1: DarvasBoxXAUUSD |
@@ -385,6 +390,32 @@ input ulong RCO_MagicNumber = 20250420;
input int RCO_Slippage = 10;
input int RCO_MaxSpreadPoints = 28;
input group "=== SimpleTrendline BTCUSD ==="
input string ST_BTC_Symbol = "BTCUSD";
input ENUM_TIMEFRAMES ST_BTC_SignalTF = PERIOD_H1;
input ENUM_TIMEFRAMES ST_BTC_HigherTF = PERIOD_H4;
input int ST_BTC_MAPeriod = 150;
input ENUM_MA_METHOD ST_BTC_MAMethod = MODE_SMMA;
input ENUM_APPLIED_PRICE ST_BTC_AppliedPrice = PRICE_OPEN;
input int ST_BTC_HTFBarsToScan = 1200;
input double ST_BTC_LineTouchTolerance = 170.0;
input double ST_BTC_BreakBuffer = 90.0;
input ulong ST_BTC_MagicNumber = 26042501;
input bool ST_BTC_DrawTrendline = true;
input group "=== SimpleTrendline XAUUSD ==="
input string ST_XAU_Symbol = "XAUUSD";
input ENUM_TIMEFRAMES ST_XAU_SignalTF = PERIOD_H1;
input ENUM_TIMEFRAMES ST_XAU_HigherTF = PERIOD_M10;
input int ST_XAU_MAPeriod = 65;
input ENUM_MA_METHOD ST_XAU_MAMethod = MODE_EMA;
input ENUM_APPLIED_PRICE ST_XAU_AppliedPrice = PRICE_OPEN;
input int ST_XAU_HTFBarsToScan = 500;
input double ST_XAU_LineTouchTolerance = 220.0;
input double ST_XAU_BreakBuffer = 110.0;
input ulong ST_XAU_MagicNumber = 26042503;
input bool ST_XAU_DrawTrendline = true;
//+------------------------------------------------------------------+
//| Global Variables - DarvasBox |
//+------------------------------------------------------------------+
@@ -483,6 +514,8 @@ RSIScalpingData rsTSLAData;
RSIScalpingData rsXAUUSDData;
SuperEMAData seData;
RSIConsolidationData rcoData;
SimpleTrendlineData stBTCData;
SimpleTrendlineData stXAUData;
//+------------------------------------------------------------------+
//| Global Variables - RSI Reversal Asian |
@@ -570,6 +603,18 @@ int OnInit()
RRA_AUDUSD_UseTakeProfit, RRA_AUDUSD_UseRSIExit, RRA_AUDUSD_RSIExitLevel,
RRA_AUDUSD_CloseOutsideSession, RRA_AUDUSD_TimeFrame, RRA_AUDUSD_MagicNumber, RRA_AUDUSD_Slippage))
Print("Warning: RSIReversalAsianAUDUSD strategy failed to initialize for symbol '", RRA_AUDUSD_Symbol, "'");
if(EnableSimpleTrendlineBTCUSD)
if(!InitSimpleTrendline(stBTCData, ST_BTC_Symbol, ST_BTC_SignalTF, ST_BTC_HigherTF, ST_BTC_MAPeriod,
ST_BTC_MAMethod, ST_BTC_AppliedPrice, ST_BTC_HTFBarsToScan,
ST_BTC_LineTouchTolerance, ST_BTC_BreakBuffer, ST_BTC_MagicNumber, ST_BTC_DrawTrendline))
Print("Warning: SimpleTrendlineBTCUSD failed to initialize for symbol '", ST_BTC_Symbol, "'");
if(EnableSimpleTrendlineXAUUSD)
if(!InitSimpleTrendline(stXAUData, ST_XAU_Symbol, ST_XAU_SignalTF, ST_XAU_HigherTF, ST_XAU_MAPeriod,
ST_XAU_MAMethod, ST_XAU_AppliedPrice, ST_XAU_HTFBarsToScan,
ST_XAU_LineTouchTolerance, ST_XAU_BreakBuffer, ST_XAU_MagicNumber, ST_XAU_DrawTrendline))
Print("Warning: SimpleTrendlineXAUUSD failed to initialize for symbol '", ST_XAU_Symbol, "'");
Print("United EA initialized. Active strategies: ",
(EnableDarvasBox ? "DarvasBox " : ""),
@@ -584,7 +629,9 @@ int OnInit()
(EnableSuperEMA ? "SuperEMA " : ""),
(EnableRSIConsolidation ? "RSIConsolidation " : ""),
(EnableRSIReversalAsianEURUSD ? "RSIReversalAsianEURUSD " : ""),
(EnableRSIReversalAsianAUDUSD ? "RSIReversalAsianAUDUSD " : ""));
(EnableRSIReversalAsianAUDUSD ? "RSIReversalAsianAUDUSD " : ""),
(EnableSimpleTrendlineBTCUSD ? "SimpleTrendlineBTCUSD " : ""),
(EnableSimpleTrendlineXAUUSD ? "SimpleTrendlineXAUUSD " : ""));
return initResult;
}
@@ -632,6 +679,11 @@ void OnDeinit(const int reason)
if(EnableRSIReversalAsianAUDUSD)
DeinitRSIReversalAsian(rraAUDUSDData);
if(EnableSimpleTrendlineBTCUSD)
DeinitSimpleTrendline(stBTCData);
if(EnableSimpleTrendlineXAUUSD)
DeinitSimpleTrendline(stXAUData);
Print("United EA deinitialized. Reason: ", reason);
}
@@ -699,6 +751,11 @@ void OnTick()
if(EnableRSIConsolidation)
ProcessRSIConsolidation(rcoData, LOT_RCO_RSIConsolidation);
if(EnableSimpleTrendlineBTCUSD)
ProcessSimpleTrendline(stBTCData, LOT_ST_BTCUSD);
if(EnableSimpleTrendlineXAUUSD)
ProcessSimpleTrendline(stXAUData, LOT_ST_XAUUSD);
}
//+------------------------------------------------------------------+
frontline/units/SimpleTrendlineBTCUSD/SimpleTrendline.mq5
+284
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@@ -0,0 +1,284 @@
#property strict
#property version "1.00"
#include <Trade/Trade.mqh>
input ENUM_TIMEFRAMES InpHigherTF = PERIOD_H4; // Higher timeframe for MA/cross points
input int InpMAPeriod = 150; // MA period
input ENUM_MA_METHOD InpMAMethod = MODE_SMMA; // MA method
input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_OPEN; // MA applied price
input int InpHTFBarsToScan = 1200; // HTF bars to scan for crossings
input double InpLineTouchTolerance = 170; // Pullback touch tolerance (points)
input double InpBreakBuffer = 90; // Break confirmation buffer (points)
input double InpLots = 0.10; // Position size
input long InpMagic = 26042501; // Magic number
input bool InpDrawTrendline = true; // Draw detected trendline
CTrade trade;
int g_maHandle = INVALID_HANDLE;
datetime g_lastBarTime = 0;
string g_lineName = "SimpleTrendline_Basis";
struct TrendlineModel
{
datetime t1;
datetime t2;
datetime t3;
double p1;
double p2;
double p3;
double a;
double b;
bool valid;
};
bool IsNewBar()
{
datetime t = iTime(_Symbol, _Period, 0);
if(t == 0)
return false;
if(t != g_lastBarTime)
{
g_lastBarTime = t;
return true;
}
return false;
}
int FindRecentCrossPoints(datetime &times[], double &prices[])
{
ArrayResize(times, 0);
ArrayResize(prices, 0);
if(g_maHandle == INVALID_HANDLE)
return 0;
int needBars = MathMax(InpHTFBarsToScan, InpMAPeriod + 20);
MqlRates rates[];
double maBuf[];
int copiedRates = CopyRates(_Symbol, InpHigherTF, 0, needBars, rates);
int copiedMa = CopyBuffer(g_maHandle, 0, 0, needBars, maBuf);
if(copiedRates <= 5 || copiedMa <= 5)
return 0;
int bars = MathMin(copiedRates, copiedMa);
ArraySetAsSeries(rates, true);
ArraySetAsSeries(maBuf, true);
for(int i = 2; i < bars - 1; i++)
{
double d0 = rates[i].close - maBuf[i];
double d1 = rates[i + 1].close - maBuf[i + 1];
if(d0 == 0.0 || d1 == 0.0 || (d0 * d1 < 0.0))
{
int n = ArraySize(times);
ArrayResize(times, n + 1);
ArrayResize(prices, n + 1);
times[n] = rates[i].time;
prices[n] = rates[i].close;
if(ArraySize(times) >= 3)
break;
}
}
return ArraySize(times);
}
bool BuildTrendlineFrom3Points(TrendlineModel &m)
{
m.valid = false;
datetime ts[];
double ps[];
int n = FindRecentCrossPoints(ts, ps);
if(n < 3)
return false;
// We collected from recent to older in series order.
// Re-map as oldest -> newest to stabilize slope direction.
datetime tOld[3];
double pOld[3];
for(int i = 0; i < 3; i++)
{
tOld[i] = ts[2 - i];
pOld[i] = ps[2 - i];
}
long t0 = (long)tOld[0];
double x1 = 0.0;
double x2 = (double)((long)tOld[1] - t0);
double x3 = (double)((long)tOld[2] - t0);
double y1 = pOld[0];
double y2 = pOld[1];
double y3 = pOld[2];
double sx = x1 + x2 + x3;
double sy = y1 + y2 + y3;
double sxx = x1 * x1 + x2 * x2 + x3 * x3;
double sxy = x1 * y1 + x2 * y2 + x3 * y3;
double den = 3.0 * sxx - sx * sx;
if(MathAbs(den) < 1e-10)
return false;
m.a = (3.0 * sxy - sx * sy) / den;
m.b = (sy - m.a * sx) / 3.0;
m.t1 = tOld[0];
m.t2 = tOld[1];
m.t3 = tOld[2];
m.p1 = pOld[0];
m.p2 = pOld[1];
m.p3 = pOld[2];
m.valid = true;
return true;
}
double TrendlinePriceAtTime(const TrendlineModel &m, datetime t)
{
if(!m.valid)
return 0.0;
double x = (double)((long)t - (long)m.t1);
return m.a * x + m.b;
}
void DrawTrendline(const TrendlineModel &m)
{
if(!InpDrawTrendline || !m.valid)
return;
datetime tStart = m.t1;
datetime tEnd = iTime(_Symbol, _Period, 0);
if(tEnd <= tStart)
tEnd = m.t3 + PeriodSeconds(_Period) * 20;
double pStart = TrendlinePriceAtTime(m, tStart);
double pEnd = TrendlinePriceAtTime(m, tEnd);
if(ObjectFind(0, g_lineName) < 0)
ObjectCreate(0, g_lineName, OBJ_TREND, 0, tStart, pStart, tEnd, pEnd);
else
{
ObjectMove(0, g_lineName, 0, tStart, pStart);
ObjectMove(0, g_lineName, 1, tEnd, pEnd);
}
ObjectSetInteger(0, g_lineName, OBJPROP_RAY_RIGHT, true);
ObjectSetInteger(0, g_lineName, OBJPROP_COLOR, clrGold);
ObjectSetInteger(0, g_lineName, OBJPROP_WIDTH, 2);
}
bool GetCurrentPosition(long &type, double &volume)
{
if(!PositionSelect(_Symbol))
return false;
if((long)PositionGetInteger(POSITION_MAGIC) != InpMagic)
return false;
type = PositionGetInteger(POSITION_TYPE);
volume = PositionGetDouble(POSITION_VOLUME);
return true;
}
void TryExitOnBreak(const TrendlineModel &m)
{
long posType;
double vol;
if(!GetCurrentPosition(posType, vol))
return;
double close1 = iClose(_Symbol, _Period, 1);
datetime t1 = iTime(_Symbol, _Period, 1);
double line1 = TrendlinePriceAtTime(m, t1);
double buf = InpBreakBuffer * _Point;
bool closePos = false;
if(posType == POSITION_TYPE_BUY && close1 < (line1 - buf))
closePos = true;
if(posType == POSITION_TYPE_SELL && close1 > (line1 + buf))
closePos = true;
if(closePos)
trade.PositionClose(_Symbol);
}
void TryPullbackEntry(const TrendlineModel &m)
{
long posType;
double vol;
if(GetCurrentPosition(posType, vol))
return;
MqlRates bars1[], bars2[];
if(CopyRates(_Symbol, _Period, 1, 1, bars1) != 1)
return;
if(CopyRates(_Symbol, _Period, 2, 1, bars2) != 1)
return;
if(ArraySize(bars1) < 1 || ArraySize(bars2) < 1)
return;
MqlRates b1 = bars1[0];
MqlRates b2 = bars2[0];
double line1 = TrendlinePriceAtTime(m, b1.time);
double tol = InpLineTouchTolerance * _Point;
bool upTrend = (m.a > 0.0);
bool downTrend = (m.a < 0.0);
if(upTrend)
{
bool touched = (b1.low <= (line1 + tol));
bool reclaim = (b1.close > line1);
bool bullish = (b1.close > b1.open);
bool stillHealthy = (b2.close >= TrendlinePriceAtTime(m, b2.time) - tol);
if(touched && reclaim && bullish && stillHealthy)
{
trade.Buy(InpLots, _Symbol, 0.0, 0.0, 0.0, "Pullback buy");
}
}
else if(downTrend)
{
bool touched = (b1.high >= (line1 - tol));
bool reject = (b1.close < line1);
bool bearish = (b1.close < b1.open);
bool stillWeak = (b2.close <= TrendlinePriceAtTime(m, b2.time) + tol);
if(touched && reject && bearish && stillWeak)
{
trade.Sell(InpLots, _Symbol, 0.0, 0.0, 0.0, "Pullback sell");
}
}
}
int OnInit()
{
g_maHandle = iMA(_Symbol, InpHigherTF, InpMAPeriod, 0, InpMAMethod, InpAppliedPrice);
if(g_maHandle == INVALID_HANDLE)
return INIT_FAILED;
trade.SetExpertMagicNumber(InpMagic);
g_lastBarTime = 0;
return INIT_SUCCEEDED;
}
void OnDeinit(const int reason)
{
if(g_maHandle != INVALID_HANDLE)
IndicatorRelease(g_maHandle);
if(ObjectFind(0, g_lineName) >= 0)
ObjectDelete(0, g_lineName);
}
void OnTick()
{
if(!IsNewBar())
return;
TrendlineModel m;
if(!BuildTrendlineFrom3Points(m))
return;
DrawTrendline(m);
TryExitOnBreak(m);
TryPullbackEntry(m);
}
frontline/units/SimpleTrendlineBTCUSD/SimpleTrendline_optimization.set
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; SimpleTrendline.mq5 optimization preset
; Strategy Tester -> Inputs -> Load
; Focus: trendline pullback entries + break exits (no broker SL/TP)
;
InpHigherTF=16385||16385||0||16388||Y
InpMAPeriod=50||20||5||200||Y
InpMAMethod=1||0||1||3||Y
InpAppliedPrice=0||0||1||6||Y
InpHTFBarsToScan=400||200||100||1200||Y
InpLineTouchTolerance=100.0||30.0||10.0||300.0||Y
InpBreakBuffer=30.0||5.0||5.0||120.0||Y
InpLots=0.10||0.10||0.01||0.10||N
InpMagic=26042501||26042501||1||26042501||N
InpDrawTrendline=false||false||0||true||N
frontline/units/SimpleTrendlineGER40/SimpleTrendline.mq5
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#property strict
#property version "1.00"
#include <Trade/Trade.mqh>
input ENUM_TIMEFRAMES InpHigherTF = PERIOD_M15; // Higher timeframe for MA/cross points
input int InpMAPeriod = 65; // MA period
input ENUM_MA_METHOD InpMAMethod = MODE_LWMA; // MA method
input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_OPEN; // MA applied price
input int InpHTFBarsToScan = 1200; // HTF bars to scan for crossings
input double InpLineTouchTolerance = 100; // Pullback touch tolerance (points)
input double InpBreakBuffer = 80; // Break confirmation buffer (points)
input double InpLots = 0.10; // Position size
input long InpMagic = 26042501; // Magic number
input bool InpDrawTrendline = true; // Draw detected trendline
CTrade trade;
int g_maHandle = INVALID_HANDLE;
datetime g_lastBarTime = 0;
string g_lineName = "SimpleTrendline_Basis";
struct TrendlineModel
{
datetime t1;
datetime t2;
datetime t3;
double p1;
double p2;
double p3;
double a;
double b;
bool valid;
};
bool IsNewBar()
{
datetime t = iTime(_Symbol, _Period, 0);
if(t == 0)
return false;
if(t != g_lastBarTime)
{
g_lastBarTime = t;
return true;
}
return false;
}
int FindRecentCrossPoints(datetime &times[], double &prices[])
{
ArrayResize(times, 0);
ArrayResize(prices, 0);
if(g_maHandle == INVALID_HANDLE)
return 0;
int needBars = MathMax(InpHTFBarsToScan, InpMAPeriod + 20);
MqlRates rates[];
double maBuf[];
int copiedRates = CopyRates(_Symbol, InpHigherTF, 0, needBars, rates);
int copiedMa = CopyBuffer(g_maHandle, 0, 0, needBars, maBuf);
if(copiedRates <= 5 || copiedMa <= 5)
return 0;
int bars = MathMin(copiedRates, copiedMa);
ArraySetAsSeries(rates, true);
ArraySetAsSeries(maBuf, true);
for(int i = 2; i < bars - 1; i++)
{
double d0 = rates[i].close - maBuf[i];
double d1 = rates[i + 1].close - maBuf[i + 1];
if(d0 == 0.0 || d1 == 0.0 || (d0 * d1 < 0.0))
{
int n = ArraySize(times);
ArrayResize(times, n + 1);
ArrayResize(prices, n + 1);
times[n] = rates[i].time;
prices[n] = rates[i].close;
if(ArraySize(times) >= 3)
break;
}
}
return ArraySize(times);
}
bool BuildTrendlineFrom3Points(TrendlineModel &m)
{
m.valid = false;
datetime ts[];
double ps[];
int n = FindRecentCrossPoints(ts, ps);
if(n < 3)
return false;
// We collected from recent to older in series order.
// Re-map as oldest -> newest to stabilize slope direction.
datetime tOld[3];
double pOld[3];
for(int i = 0; i < 3; i++)
{
tOld[i] = ts[2 - i];
pOld[i] = ps[2 - i];
}
long t0 = (long)tOld[0];
double x1 = 0.0;
double x2 = (double)((long)tOld[1] - t0);
double x3 = (double)((long)tOld[2] - t0);
double y1 = pOld[0];
double y2 = pOld[1];
double y3 = pOld[2];
double sx = x1 + x2 + x3;
double sy = y1 + y2 + y3;
double sxx = x1 * x1 + x2 * x2 + x3 * x3;
double sxy = x1 * y1 + x2 * y2 + x3 * y3;
double den = 3.0 * sxx - sx * sx;
if(MathAbs(den) < 1e-10)
return false;
m.a = (3.0 * sxy - sx * sy) / den;
m.b = (sy - m.a * sx) / 3.0;
m.t1 = tOld[0];
m.t2 = tOld[1];
m.t3 = tOld[2];
m.p1 = pOld[0];
m.p2 = pOld[1];
m.p3 = pOld[2];
m.valid = true;
return true;
}
double TrendlinePriceAtTime(const TrendlineModel &m, datetime t)
{
if(!m.valid)
return 0.0;
double x = (double)((long)t - (long)m.t1);
return m.a * x + m.b;
}
void DrawTrendline(const TrendlineModel &m)
{
if(!InpDrawTrendline || !m.valid)
return;
datetime tStart = m.t1;
datetime tEnd = iTime(_Symbol, _Period, 0);
if(tEnd <= tStart)
tEnd = m.t3 + PeriodSeconds(_Period) * 20;
double pStart = TrendlinePriceAtTime(m, tStart);
double pEnd = TrendlinePriceAtTime(m, tEnd);
if(ObjectFind(0, g_lineName) < 0)
ObjectCreate(0, g_lineName, OBJ_TREND, 0, tStart, pStart, tEnd, pEnd);
else
{
ObjectMove(0, g_lineName, 0, tStart, pStart);
ObjectMove(0, g_lineName, 1, tEnd, pEnd);
}
ObjectSetInteger(0, g_lineName, OBJPROP_RAY_RIGHT, true);
ObjectSetInteger(0, g_lineName, OBJPROP_COLOR, clrGold);
ObjectSetInteger(0, g_lineName, OBJPROP_WIDTH, 2);
}
bool GetCurrentPosition(long &type, double &volume)
{
if(!PositionSelect(_Symbol))
return false;
if((long)PositionGetInteger(POSITION_MAGIC) != InpMagic)
return false;
type = PositionGetInteger(POSITION_TYPE);
volume = PositionGetDouble(POSITION_VOLUME);
return true;
}
void TryExitOnBreak(const TrendlineModel &m)
{
long posType;
double vol;
if(!GetCurrentPosition(posType, vol))
return;
double close1 = iClose(_Symbol, _Period, 1);
datetime t1 = iTime(_Symbol, _Period, 1);
double line1 = TrendlinePriceAtTime(m, t1);
double buf = InpBreakBuffer * _Point;
bool closePos = false;
if(posType == POSITION_TYPE_BUY && close1 < (line1 - buf))
closePos = true;
if(posType == POSITION_TYPE_SELL && close1 > (line1 + buf))
closePos = true;
if(closePos)
trade.PositionClose(_Symbol);
}
void TryPullbackEntry(const TrendlineModel &m)
{
long posType;
double vol;
if(GetCurrentPosition(posType, vol))
return;
MqlRates bars1[], bars2[];
if(CopyRates(_Symbol, _Period, 1, 1, bars1) != 1)
return;
if(CopyRates(_Symbol, _Period, 2, 1, bars2) != 1)
return;
if(ArraySize(bars1) < 1 || ArraySize(bars2) < 1)
return;
MqlRates b1 = bars1[0];
MqlRates b2 = bars2[0];
double line1 = TrendlinePriceAtTime(m, b1.time);
double tol = InpLineTouchTolerance * _Point;
bool upTrend = (m.a > 0.0);
bool downTrend = (m.a < 0.0);
if(upTrend)
{
bool touched = (b1.low <= (line1 + tol));
bool reclaim = (b1.close > line1);
bool bullish = (b1.close > b1.open);
bool stillHealthy = (b2.close >= TrendlinePriceAtTime(m, b2.time) - tol);
if(touched && reclaim && bullish && stillHealthy)
{
trade.Buy(InpLots, _Symbol, 0.0, 0.0, 0.0, "Pullback buy");
}
}
else if(downTrend)
{
bool touched = (b1.high >= (line1 - tol));
bool reject = (b1.close < line1);
bool bearish = (b1.close < b1.open);
bool stillWeak = (b2.close <= TrendlinePriceAtTime(m, b2.time) + tol);
if(touched && reject && bearish && stillWeak)
{
trade.Sell(InpLots, _Symbol, 0.0, 0.0, 0.0, "Pullback sell");
}
}
}
int OnInit()
{
g_maHandle = iMA(_Symbol, InpHigherTF, InpMAPeriod, 0, InpMAMethod, InpAppliedPrice);
if(g_maHandle == INVALID_HANDLE)
return INIT_FAILED;
trade.SetExpertMagicNumber(InpMagic);
g_lastBarTime = 0;
return INIT_SUCCEEDED;
}
void OnDeinit(const int reason)
{
if(g_maHandle != INVALID_HANDLE)
IndicatorRelease(g_maHandle);
if(ObjectFind(0, g_lineName) >= 0)
ObjectDelete(0, g_lineName);
}
void OnTick()
{
if(!IsNewBar())
return;
TrendlineModel m;
if(!BuildTrendlineFrom3Points(m))
return;
DrawTrendline(m);
TryExitOnBreak(m);
TryPullbackEntry(m);
}
frontline/units/SimpleTrendlineGER40/SimpleTrendline_optimization.set
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; SimpleTrendline.mq5 optimization preset
; Strategy Tester -> Inputs -> Load
; Focus: trendline pullback entries + break exits (no broker SL/TP)
;
InpHigherTF=16385||16385||0||16388||Y
InpMAPeriod=50||20||5||200||Y
InpMAMethod=1||0||1||3||Y
InpAppliedPrice=0||0||1||6||Y
InpHTFBarsToScan=400||200||100||1200||Y
InpLineTouchTolerance=100.0||30.0||10.0||300.0||Y
InpBreakBuffer=30.0||5.0||5.0||120.0||Y
InpLots=0.10||0.10||0.01||0.10||N
InpMagic=26042501||26042501||1||26042501||N
InpDrawTrendline=false||false||0||true||N
frontline/units/SimpleTrendlineXAUUSD/SimpleTrendline.mq5
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#property strict
#property version "1.00"
#include <Trade/Trade.mqh>
input ENUM_TIMEFRAMES InpHigherTF = PERIOD_M10; // Higher timeframe for MA/cross points
input int InpMAPeriod = 65; // MA period
input ENUM_MA_METHOD InpMAMethod = MODE_EMA; // MA method
input ENUM_APPLIED_PRICE InpAppliedPrice = PRICE_OPEN; // MA applied price
input int InpHTFBarsToScan = 500; // HTF bars to scan for crossings
input double InpLineTouchTolerance = 220; // Pullback touch tolerance (points)
input double InpBreakBuffer = 110; // Break confirmation buffer (points)
input double InpLots = 0.10; // Position size
input long InpMagic = 26042501; // Magic number
input bool InpDrawTrendline = true; // Draw detected trendline
CTrade trade;
int g_maHandle = INVALID_HANDLE;
datetime g_lastBarTime = 0;
string g_lineName = "SimpleTrendline_Basis";
struct TrendlineModel
{
datetime t1;
datetime t2;
datetime t3;
double p1;
double p2;
double p3;
double a;
double b;
bool valid;
};
bool IsNewBar()
{
datetime t = iTime(_Symbol, _Period, 0);
if(t == 0)
return false;
if(t != g_lastBarTime)
{
g_lastBarTime = t;
return true;
}
return false;
}
int FindRecentCrossPoints(datetime &times[], double &prices[])
{
ArrayResize(times, 0);
ArrayResize(prices, 0);
if(g_maHandle == INVALID_HANDLE)
return 0;
int needBars = MathMax(InpHTFBarsToScan, InpMAPeriod + 20);
MqlRates rates[];
double maBuf[];
int copiedRates = CopyRates(_Symbol, InpHigherTF, 0, needBars, rates);
int copiedMa = CopyBuffer(g_maHandle, 0, 0, needBars, maBuf);
if(copiedRates <= 5 || copiedMa <= 5)
return 0;
int bars = MathMin(copiedRates, copiedMa);
ArraySetAsSeries(rates, true);
ArraySetAsSeries(maBuf, true);
for(int i = 2; i < bars - 1; i++)
{
double d0 = rates[i].close - maBuf[i];
double d1 = rates[i + 1].close - maBuf[i + 1];
if(d0 == 0.0 || d1 == 0.0 || (d0 * d1 < 0.0))
{
int n = ArraySize(times);
ArrayResize(times, n + 1);
ArrayResize(prices, n + 1);
times[n] = rates[i].time;
prices[n] = rates[i].close;
if(ArraySize(times) >= 3)
break;
}
}
return ArraySize(times);
}
bool BuildTrendlineFrom3Points(TrendlineModel &m)
{
m.valid = false;
datetime ts[];
double ps[];
int n = FindRecentCrossPoints(ts, ps);
if(n < 3)
return false;
// We collected from recent to older in series order.
// Re-map as oldest -> newest to stabilize slope direction.
datetime tOld[3];
double pOld[3];
for(int i = 0; i < 3; i++)
{
tOld[i] = ts[2 - i];
pOld[i] = ps[2 - i];
}
long t0 = (long)tOld[0];
double x1 = 0.0;
double x2 = (double)((long)tOld[1] - t0);
double x3 = (double)((long)tOld[2] - t0);
double y1 = pOld[0];
double y2 = pOld[1];
double y3 = pOld[2];
double sx = x1 + x2 + x3;
double sy = y1 + y2 + y3;
double sxx = x1 * x1 + x2 * x2 + x3 * x3;
double sxy = x1 * y1 + x2 * y2 + x3 * y3;
double den = 3.0 * sxx - sx * sx;
if(MathAbs(den) < 1e-10)
return false;
m.a = (3.0 * sxy - sx * sy) / den;
m.b = (sy - m.a * sx) / 3.0;
m.t1 = tOld[0];
m.t2 = tOld[1];
m.t3 = tOld[2];
m.p1 = pOld[0];
m.p2 = pOld[1];
m.p3 = pOld[2];
m.valid = true;
return true;
}
double TrendlinePriceAtTime(const TrendlineModel &m, datetime t)
{
if(!m.valid)
return 0.0;
double x = (double)((long)t - (long)m.t1);
return m.a * x + m.b;
}
void DrawTrendline(const TrendlineModel &m)
{
if(!InpDrawTrendline || !m.valid)
return;
datetime tStart = m.t1;
datetime tEnd = iTime(_Symbol, _Period, 0);
if(tEnd <= tStart)
tEnd = m.t3 + PeriodSeconds(_Period) * 20;
double pStart = TrendlinePriceAtTime(m, tStart);
double pEnd = TrendlinePriceAtTime(m, tEnd);
if(ObjectFind(0, g_lineName) < 0)
ObjectCreate(0, g_lineName, OBJ_TREND, 0, tStart, pStart, tEnd, pEnd);
else
{
ObjectMove(0, g_lineName, 0, tStart, pStart);
ObjectMove(0, g_lineName, 1, tEnd, pEnd);
}
ObjectSetInteger(0, g_lineName, OBJPROP_RAY_RIGHT, true);
ObjectSetInteger(0, g_lineName, OBJPROP_COLOR, clrGold);
ObjectSetInteger(0, g_lineName, OBJPROP_WIDTH, 2);
}
bool GetCurrentPosition(long &type, double &volume)
{
if(!PositionSelect(_Symbol))
return false;
if((long)PositionGetInteger(POSITION_MAGIC) != InpMagic)
return false;
type = PositionGetInteger(POSITION_TYPE);
volume = PositionGetDouble(POSITION_VOLUME);
return true;
}
void TryExitOnBreak(const TrendlineModel &m)
{
long posType;
double vol;
if(!GetCurrentPosition(posType, vol))
return;
double close1 = iClose(_Symbol, _Period, 1);
datetime t1 = iTime(_Symbol, _Period, 1);
double line1 = TrendlinePriceAtTime(m, t1);
double buf = InpBreakBuffer * _Point;
bool closePos = false;
if(posType == POSITION_TYPE_BUY && close1 < (line1 - buf))
closePos = true;
if(posType == POSITION_TYPE_SELL && close1 > (line1 + buf))
closePos = true;
if(closePos)
trade.PositionClose(_Symbol);
}
void TryPullbackEntry(const TrendlineModel &m)
{
long posType;
double vol;
if(GetCurrentPosition(posType, vol))
return;
MqlRates bars1[], bars2[];
if(CopyRates(_Symbol, _Period, 1, 1, bars1) != 1)
return;
if(CopyRates(_Symbol, _Period, 2, 1, bars2) != 1)
return;
if(ArraySize(bars1) < 1 || ArraySize(bars2) < 1)
return;
MqlRates b1 = bars1[0];
MqlRates b2 = bars2[0];
double line1 = TrendlinePriceAtTime(m, b1.time);
double tol = InpLineTouchTolerance * _Point;
bool upTrend = (m.a > 0.0);
bool downTrend = (m.a < 0.0);
if(upTrend)
{
bool touched = (b1.low <= (line1 + tol));
bool reclaim = (b1.close > line1);
bool bullish = (b1.close > b1.open);
bool stillHealthy = (b2.close >= TrendlinePriceAtTime(m, b2.time) - tol);
if(touched && reclaim && bullish && stillHealthy)
{
trade.Buy(InpLots, _Symbol, 0.0, 0.0, 0.0, "Pullback buy");
}
}
else if(downTrend)
{
bool touched = (b1.high >= (line1 - tol));
bool reject = (b1.close < line1);
bool bearish = (b1.close < b1.open);
bool stillWeak = (b2.close <= TrendlinePriceAtTime(m, b2.time) + tol);
if(touched && reject && bearish && stillWeak)
{
trade.Sell(InpLots, _Symbol, 0.0, 0.0, 0.0, "Pullback sell");
}
}
}
int OnInit()
{
g_maHandle = iMA(_Symbol, InpHigherTF, InpMAPeriod, 0, InpMAMethod, InpAppliedPrice);
if(g_maHandle == INVALID_HANDLE)
return INIT_FAILED;
trade.SetExpertMagicNumber(InpMagic);
g_lastBarTime = 0;
return INIT_SUCCEEDED;
}
void OnDeinit(const int reason)
{
if(g_maHandle != INVALID_HANDLE)
IndicatorRelease(g_maHandle);
if(ObjectFind(0, g_lineName) >= 0)
ObjectDelete(0, g_lineName);
}
void OnTick()
{
if(!IsNewBar())
return;
TrendlineModel m;
if(!BuildTrendlineFrom3Points(m))
return;
DrawTrendline(m);
TryExitOnBreak(m);
TryPullbackEntry(m);
}
frontline/units/SimpleTrendlineXAUUSD/SimpleTrendline_optimization.set
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; SimpleTrendline.mq5 optimization preset
; Strategy Tester -> Inputs -> Load
; Focus: trendline pullback entries + break exits (no broker SL/TP)
;
InpHigherTF=16385||16385||0||16388||Y
InpMAPeriod=50||20||5||200||Y
InpMAMethod=1||0||1||3||Y
InpAppliedPrice=0||0||1||6||Y
InpHTFBarsToScan=400||200||100||1200||Y
InpLineTouchTolerance=100.0||30.0||10.0||300.0||Y
InpBreakBuffer=30.0||5.0||5.0||120.0||Y
InpLots=0.10||0.10||0.01||0.10||N
InpMagic=26042501||26042501||1||26042501||N
InpDrawTrendline=false||false||0||true||N
lab/EAs/SimpleTrendline.mq5
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