zhutoutoutousan
@@ -11,6 +11,7 @@
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|||||||
- [6. RSI Reversal Asian EURUSD](#6-rsi-reversal-asian-eurusd)
|
- [6. RSI Reversal Asian EURUSD](#6-rsi-reversal-asian-eurusd)
|
||||||
- [7. EMA Crossover BTC](#7-ema-crossover-btc)
|
- [7. EMA Crossover BTC](#7-ema-crossover-btc)
|
||||||
- [8. Smart RSI BTC](#8-smart-rsi-btc)
|
- [8. Smart RSI BTC](#8-smart-rsi-btc)
|
||||||
|
- [9. RSI MidPoint Hijack](#9-rsi-midpoint-hijack)
|
||||||
- [Technical Details](#technical-details)
|
- [Technical Details](#technical-details)
|
||||||
- [Requirements](#requirements)
|
- [Requirements](#requirements)
|
||||||
- [Installation](#installation)
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- [Installation](#installation)
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||||||
@@ -573,6 +574,71 @@ A strategy that implements a smart RSI-based trading system specifically optimiz
|
|||||||
**Balance Sheet:**
|
**Balance Sheet:**
|
||||||
|
|
||||||
|
|
||||||
|
### 9. RSI MidPoint Hijack
|
||||||
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|
||||||
|
A strategy that combines RSI analysis with midpoint-based entry and exit signals for enhanced trading performance.
|
||||||
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|
||||||
|
**Key Features:**
|
||||||
|
- RSI-based trend analysis
|
||||||
|
- Midpoint-based entry and exit signals
|
||||||
|
- Dynamic position sizing
|
||||||
|
- Advanced risk management
|
||||||
|
|
||||||
|
**Strategy Settings:**
|
||||||
|
- Symbol: XAUUSD
|
||||||
|
- Period: H1
|
||||||
|
- RSI Period: 14
|
||||||
|
- RSI Overbought: 70
|
||||||
|
- RSI Oversold: 30
|
||||||
|
- Base Lot Size: 0.01
|
||||||
|
- Max Spread: 50
|
||||||
|
- Max Risk Percent: 2%
|
||||||
|
- Max Drawdown Percent: 10%
|
||||||
|
- Max Consecutive Losses: 3
|
||||||
|
- Max Lot Size: 0.1
|
||||||
|
|
||||||
|
**Performance Metrics:**
|
||||||
|
| Metric | Value |
|
||||||
|
|--------|-------|
|
||||||
|
| Total Net Profit | $1,344.74 |
|
||||||
|
| Gross Profit | $4,410.51 |
|
||||||
|
| Gross Loss | -$3,065.77 |
|
||||||
|
| Profit Factor | 1.44 |
|
||||||
|
| Recovery Factor | 4.91 |
|
||||||
|
| Expected Payoff | $4.87 |
|
||||||
|
| Sharpe Ratio | 1.69 |
|
||||||
|
| AHPR | 1.0033 (0.33%) |
|
||||||
|
| GHPR | 1.0031 (0.31%) |
|
||||||
|
|
||||||
|
**Trade Statistics:**
|
||||||
|
| Statistic | Value |
|
||||||
|
|-----------|-------|
|
||||||
|
| Total Trades | 276 |
|
||||||
|
| Total Deals | 552 |
|
||||||
|
| Profit Trades | 81 (29.35%) |
|
||||||
|
| Loss Trades | 195 (70.65%) |
|
||||||
|
| Short Trades Won | 26.28% |
|
||||||
|
| Long Trades Won | 32.37% |
|
||||||
|
| Largest Profit Trade | $144.46 |
|
||||||
|
| Largest Loss Trade | -$46.66 |
|
||||||
|
| Average Profit Trade | $54.45 |
|
||||||
|
| Average Loss Trade | -$15.72 |
|
||||||
|
| Max Consecutive Wins | 3 ($179.71) |
|
||||||
|
| Max Consecutive Losses | 15 (-$159.89) |
|
||||||
|
|
||||||
|
**Drawdown Analysis:**
|
||||||
|
| Metric | Value |
|
||||||
|
|--------|-------|
|
||||||
|
| Balance Drawdown Absolute | $18.62 |
|
||||||
|
| Equity Drawdown Absolute | $19.45 |
|
||||||
|
| Balance Drawdown Maximal | $231.79 (10.21%) |
|
||||||
|
| Equity Drawdown Maximal | $273.75 (11.93%) |
|
||||||
|
| Balance Drawdown Relative | 13.47% ($210.14) |
|
||||||
|
| Equity Drawdown Relative | 15.85% ($250.78) |
|
||||||
|
|
||||||
|
**Balance Sheet:**
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
## Technical Details
|
## Technical Details
|
||||||
Each EA is implemented in MQL5 and includes:
|
Each EA is implemented in MQL5 and includes:
|
||||||
|
|||||||
@@ -0,0 +1,586 @@
|
|||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| RSIFollowReverseEMACrossOver.mq5 |
|
||||||
|
//| Copyright 2024, MetaQuotes Ltd. |
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||||||
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//| https://www.mql5.com |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
#property copyright "Copyright 2024, MetaQuotes Ltd."
|
||||||
|
#property link "https://www.mql5.com"
|
||||||
|
#property version "1.00"
|
||||||
|
|
||||||
|
#include <Trade\Trade.mqh>
|
||||||
|
#include <Trade\PositionInfo.mqh>
|
||||||
|
|
||||||
|
// Input Parameters
|
||||||
|
input group "General Settings"
|
||||||
|
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Trading Timeframe
|
||||||
|
input double InpLotSize = 0.01; // Lot Size
|
||||||
|
input int InpMagicNumberRSIFollow = 1001; // Magic Number RSI Follow
|
||||||
|
input int InpMagicNumberRSIReverse = 1002;// Magic Number RSI Reverse
|
||||||
|
input int InpMagicNumberEMACross = 1003; // Magic Number EMA Cross
|
||||||
|
|
||||||
|
input group "Strategy Switches"
|
||||||
|
input bool InpEnableRSIFollow = false; // Enable RSI Follow Strategy
|
||||||
|
input bool InpEnableRSIReverse = true; // Enable RSI Reverse Strategy
|
||||||
|
input bool InpEnableEMACross = false; // Enable EMA Cross Strategy
|
||||||
|
input bool InpEnableStrategyLock = false; // Enable Strategy Lock
|
||||||
|
input double InpLockProfitThreshold = 0.0; // Lock Profit Threshold (pips)
|
||||||
|
input bool InpCloseOppositeTrades = false; // Close Opposite Trades When Profiting
|
||||||
|
|
||||||
|
input group "RSI Follow Strategy"
|
||||||
|
input int InpRSIPeriod = 14; // RSI Period
|
||||||
|
input int InpRSIOverbought = 70; // RSI Overbought Level
|
||||||
|
input int InpRSIOversold = 30; // RSI Oversold Level
|
||||||
|
input int InpRSIExitLevel = 50; // RSI Exit Level
|
||||||
|
input int InpRSIFollowStartHour = 0; // RSI Follow Start Hour (0-23)
|
||||||
|
input int InpRSIFollowEndHour = 23; // RSI Follow End Hour (0-23)
|
||||||
|
input bool InpRSIFollowCloseOutsideHours = true; // Close trades outside trading hours
|
||||||
|
|
||||||
|
input group "RSI Reverse Strategy"
|
||||||
|
input int InpRSIReversePeriod = 59; // RSI Period
|
||||||
|
input int InpRSIReverseOverbought = 51; // RSI Overbought Level
|
||||||
|
input int InpRSIReverseOversold = 49; // RSI Oversold Level
|
||||||
|
input int InpRSIReverseCrossLevel = 53; // RSI Cross Level
|
||||||
|
input int InpRSIReverseExitLevel = 48; // RSI Exit Level
|
||||||
|
input int InpRSIReverseStartHour = 7; // RSI Reverse Start Hour (0-23)
|
||||||
|
input int InpRSIReverseEndHour = 13; // RSI Reverse End Hour (0-23)
|
||||||
|
input bool InpRSIReverseCloseOutsideHours = false; // Close trades outside trading hours
|
||||||
|
input int InpRSIReverseCooldownBars = 15; // RSI Reverse Cooldown (bars)
|
||||||
|
input bool InpRSIReverseCooldownOnLoss = true; // Apply cooldown only on loss
|
||||||
|
|
||||||
|
input group "EMA Cross Strategy"
|
||||||
|
input int InpEMAPeriod = 20; // EMA Period
|
||||||
|
input int InpEMACrossStartHour = 0; // EMA Cross Start Hour (0-23)
|
||||||
|
input int InpEMACrossEndHour = 23; // EMA Cross End Hour (0-23)
|
||||||
|
input bool InpEMACrossCloseOutsideHours = true; // Close trades outside trading hours
|
||||||
|
input bool InpUseEMADistanceEntry = false; // Use EMA Distance Entry
|
||||||
|
input double InpEMADistancePips = 10.0; // EMA Distance Threshold (pips)
|
||||||
|
input int InpEMADistancePeriod = 3; // EMA Distance Period (bars)
|
||||||
|
|
||||||
|
// Global Variables
|
||||||
|
int rsiHandle;
|
||||||
|
int rsiReverseHandle;
|
||||||
|
int emaHandle;
|
||||||
|
bool rsiOverbought = false;
|
||||||
|
bool rsiOversold = false;
|
||||||
|
bool rsiReverseOverbought = false;
|
||||||
|
bool rsiReverseOversold = false;
|
||||||
|
CTrade trade;
|
||||||
|
CPositionInfo positionInfo;
|
||||||
|
bool emaCrossBuySignal = false;
|
||||||
|
bool emaCrossSellSignal = false;
|
||||||
|
int emaCrossSignalBar = 0;
|
||||||
|
datetime lastBarTime = 0;
|
||||||
|
datetime rsiReverseLastCloseTime = 0;
|
||||||
|
bool rsiReverseInCooldown = false;
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| Expert initialization function |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
int OnInit()
|
||||||
|
{
|
||||||
|
// Initialize indicators
|
||||||
|
rsiHandle = iRSI(_Symbol, InpTimeframe, InpRSIPeriod, PRICE_CLOSE);
|
||||||
|
rsiReverseHandle = iRSI(_Symbol, InpTimeframe, InpRSIReversePeriod, PRICE_CLOSE);
|
||||||
|
emaHandle = iMA(_Symbol, InpTimeframe, InpEMAPeriod, 0, MODE_EMA, PRICE_CLOSE);
|
||||||
|
|
||||||
|
if(rsiHandle == INVALID_HANDLE || rsiReverseHandle == INVALID_HANDLE || emaHandle == INVALID_HANDLE)
|
||||||
|
{
|
||||||
|
Print("Error creating indicators");
|
||||||
|
return INIT_FAILED;
|
||||||
|
}
|
||||||
|
|
||||||
|
// Initialize trade settings
|
||||||
|
trade.SetExpertMagicNumber(InpMagicNumberRSIFollow);
|
||||||
|
trade.SetMarginMode();
|
||||||
|
trade.SetTypeFillingBySymbol(_Symbol);
|
||||||
|
trade.SetDeviationInPoints(10);
|
||||||
|
|
||||||
|
// Initialize last bar time
|
||||||
|
datetime time[];
|
||||||
|
if(CopyTime(_Symbol, InpTimeframe, 0, 1, time) > 0)
|
||||||
|
{
|
||||||
|
lastBarTime = time[0];
|
||||||
|
}
|
||||||
|
|
||||||
|
return(INIT_SUCCEEDED);
|
||||||
|
}
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| Check if new bar has formed |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
bool IsNewBar()
|
||||||
|
{
|
||||||
|
datetime time[];
|
||||||
|
if(CopyTime(_Symbol, InpTimeframe, 0, 1, time) > 0)
|
||||||
|
{
|
||||||
|
if(time[0] != lastBarTime)
|
||||||
|
{
|
||||||
|
lastBarTime = time[0];
|
||||||
|
return true;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
return false;
|
||||||
|
}
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| Expert deinitialization function |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
void OnDeinit(const int reason)
|
||||||
|
{
|
||||||
|
// Release indicator handles
|
||||||
|
IndicatorRelease(rsiHandle);
|
||||||
|
IndicatorRelease(rsiReverseHandle);
|
||||||
|
IndicatorRelease(emaHandle);
|
||||||
|
}
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| Check if current time is within trading hours |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
bool IsWithinTradingHours(int startHour, int endHour)
|
||||||
|
{
|
||||||
|
MqlDateTime currentTime;
|
||||||
|
TimeToStruct(TimeCurrent(), currentTime);
|
||||||
|
|
||||||
|
if(startHour <= endHour)
|
||||||
|
{
|
||||||
|
return (currentTime.hour >= startHour && currentTime.hour < endHour);
|
||||||
|
}
|
||||||
|
else
|
||||||
|
{
|
||||||
|
return (currentTime.hour >= startHour || currentTime.hour < endHour);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| Check if position exists for given magic number |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
bool HasPosition(int magic)
|
||||||
|
{
|
||||||
|
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
||||||
|
{
|
||||||
|
if(positionInfo.SelectByIndex(i))
|
||||||
|
{
|
||||||
|
if(positionInfo.Magic() == magic)
|
||||||
|
return true;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
return false;
|
||||||
|
}
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| Check if any strategy has profitable position |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
bool HasProfitablePosition(int excludeMagic)
|
||||||
|
{
|
||||||
|
bool hasProfitable = false;
|
||||||
|
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
||||||
|
{
|
||||||
|
if(positionInfo.SelectByIndex(i))
|
||||||
|
{
|
||||||
|
if(positionInfo.Magic() != excludeMagic)
|
||||||
|
{
|
||||||
|
double profit = positionInfo.Profit();
|
||||||
|
if(profit > InpLockProfitThreshold * _Point)
|
||||||
|
{
|
||||||
|
hasProfitable = true;
|
||||||
|
// If enabled, close opposite trades
|
||||||
|
if(InpCloseOppositeTrades)
|
||||||
|
{
|
||||||
|
// Check if this is an opposite trade to the excluded magic number
|
||||||
|
if((excludeMagic == InpMagicNumberRSIFollow && positionInfo.Magic() == InpMagicNumberRSIReverse) ||
|
||||||
|
(excludeMagic == InpMagicNumberRSIReverse && positionInfo.Magic() == InpMagicNumberRSIFollow) ||
|
||||||
|
(excludeMagic == InpMagicNumberEMACross && (positionInfo.Magic() == InpMagicNumberRSIReverse || positionInfo.Magic() == InpMagicNumberRSIFollow)) ||
|
||||||
|
((excludeMagic == InpMagicNumberRSIFollow || excludeMagic == InpMagicNumberRSIReverse) && positionInfo.Magic() == InpMagicNumberEMACross))
|
||||||
|
{
|
||||||
|
ClosePosition(positionInfo.Magic());
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
return hasProfitable;
|
||||||
|
}
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| Check for RSI Follow Strategy signals |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
void CheckRSIFollowStrategy()
|
||||||
|
{
|
||||||
|
// Check if within trading hours
|
||||||
|
if(!IsWithinTradingHours(InpRSIFollowStartHour, InpRSIFollowEndHour))
|
||||||
|
{
|
||||||
|
if(InpRSIFollowCloseOutsideHours)
|
||||||
|
{
|
||||||
|
if(HasPosition(InpMagicNumberRSIFollow))
|
||||||
|
{
|
||||||
|
ClosePosition(InpMagicNumberRSIFollow);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
|
||||||
|
// Check strategy lock
|
||||||
|
if(InpEnableStrategyLock && HasProfitablePosition(InpMagicNumberRSIFollow))
|
||||||
|
return;
|
||||||
|
|
||||||
|
double rsi[];
|
||||||
|
ArraySetAsSeries(rsi, true);
|
||||||
|
CopyBuffer(rsiHandle, 0, 0, 3, rsi);
|
||||||
|
|
||||||
|
if(ArraySize(rsi) < 3) return;
|
||||||
|
|
||||||
|
// Check for overbought condition
|
||||||
|
if(rsi[1] > InpRSIOverbought)
|
||||||
|
rsiOverbought = true;
|
||||||
|
else if(rsi[1] < InpRSIOversold)
|
||||||
|
rsiOversold = true;
|
||||||
|
|
||||||
|
// Check for entry signals
|
||||||
|
if(rsiOverbought && rsi[1] < rsi[0] && rsi[1] < InpRSIExitLevel)
|
||||||
|
{
|
||||||
|
// Sell signal
|
||||||
|
if(!HasPosition(InpMagicNumberRSIFollow))
|
||||||
|
{
|
||||||
|
trade.SetExpertMagicNumber(InpMagicNumberRSIFollow);
|
||||||
|
trade.Sell(InpLotSize, _Symbol, 0, 0, 0, "RSI Follow");
|
||||||
|
}
|
||||||
|
rsiOverbought = false;
|
||||||
|
}
|
||||||
|
else if(rsiOversold && rsi[1] > rsi[0] && rsi[1] > InpRSIExitLevel)
|
||||||
|
{
|
||||||
|
// Buy signal
|
||||||
|
if(!HasPosition(InpMagicNumberRSIFollow))
|
||||||
|
{
|
||||||
|
trade.SetExpertMagicNumber(InpMagicNumberRSIFollow);
|
||||||
|
trade.Buy(InpLotSize, _Symbol, 0, 0, 0, "RSI Follow");
|
||||||
|
}
|
||||||
|
rsiOversold = false;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| Check if RSI Reverse is in cooldown |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
bool IsRSIReverseInCooldown()
|
||||||
|
{
|
||||||
|
if(InpRSIReverseCooldownBars <= 0)
|
||||||
|
return false;
|
||||||
|
|
||||||
|
if(!rsiReverseInCooldown)
|
||||||
|
return false;
|
||||||
|
|
||||||
|
datetime time[];
|
||||||
|
if(CopyTime(_Symbol, InpTimeframe, 0, 1, time) > 0)
|
||||||
|
{
|
||||||
|
datetime currentBarTime = time[0];
|
||||||
|
datetime cooldownEndTime = rsiReverseLastCloseTime + InpRSIReverseCooldownBars * PeriodSeconds(InpTimeframe);
|
||||||
|
|
||||||
|
if(currentBarTime >= cooldownEndTime)
|
||||||
|
{
|
||||||
|
rsiReverseInCooldown = false;
|
||||||
|
return false;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
return true;
|
||||||
|
}
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| Check for RSI Reverse Strategy signals |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
void CheckRSIReverseStrategy()
|
||||||
|
{
|
||||||
|
// Check if within trading hours
|
||||||
|
if(!IsWithinTradingHours(InpRSIReverseStartHour, InpRSIReverseEndHour))
|
||||||
|
{
|
||||||
|
if(InpRSIReverseCloseOutsideHours)
|
||||||
|
{
|
||||||
|
if(HasPosition(InpMagicNumberRSIReverse))
|
||||||
|
{
|
||||||
|
ClosePosition(InpMagicNumberRSIReverse);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
|
||||||
|
// Check strategy lock
|
||||||
|
if(InpEnableStrategyLock && HasProfitablePosition(InpMagicNumberRSIReverse))
|
||||||
|
return;
|
||||||
|
|
||||||
|
// Check cooldown
|
||||||
|
if(IsRSIReverseInCooldown())
|
||||||
|
return;
|
||||||
|
|
||||||
|
double rsi[];
|
||||||
|
ArraySetAsSeries(rsi, true);
|
||||||
|
CopyBuffer(rsiReverseHandle, 0, 0, 3, rsi);
|
||||||
|
|
||||||
|
if(ArraySize(rsi) < 3) return;
|
||||||
|
|
||||||
|
// Check for overbought/oversold conditions
|
||||||
|
if(rsi[1] > InpRSIReverseOverbought)
|
||||||
|
rsiReverseOverbought = true;
|
||||||
|
else if(rsi[1] < InpRSIReverseOversold)
|
||||||
|
rsiReverseOversold = true;
|
||||||
|
|
||||||
|
// Check for entry signals
|
||||||
|
if(rsiReverseOverbought && rsi[1] < InpRSIReverseCrossLevel)
|
||||||
|
{
|
||||||
|
// Sell signal
|
||||||
|
if(!HasPosition(InpMagicNumberRSIReverse))
|
||||||
|
{
|
||||||
|
trade.SetExpertMagicNumber(InpMagicNumberRSIReverse);
|
||||||
|
trade.Sell(InpLotSize, _Symbol, 0, 0, 0, "RSI Reverse");
|
||||||
|
}
|
||||||
|
rsiReverseOverbought = false;
|
||||||
|
}
|
||||||
|
else if(rsiReverseOversold && rsi[1] > InpRSIReverseCrossLevel)
|
||||||
|
{
|
||||||
|
// Buy signal
|
||||||
|
if(!HasPosition(InpMagicNumberRSIReverse))
|
||||||
|
{
|
||||||
|
trade.SetExpertMagicNumber(InpMagicNumberRSIReverse);
|
||||||
|
trade.Buy(InpLotSize, _Symbol, 0, 0, 0, "RSI Reverse");
|
||||||
|
}
|
||||||
|
rsiReverseOversold = false;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| Check for EMA Cross Strategy signals |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
void CheckEMACrossStrategy()
|
||||||
|
{
|
||||||
|
// Check if within trading hours
|
||||||
|
if(!IsWithinTradingHours(InpEMACrossStartHour, InpEMACrossEndHour))
|
||||||
|
{
|
||||||
|
if(InpEMACrossCloseOutsideHours)
|
||||||
|
{
|
||||||
|
if(HasPosition(InpMagicNumberEMACross))
|
||||||
|
{
|
||||||
|
ClosePosition(InpMagicNumberEMACross);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
return;
|
||||||
|
}
|
||||||
|
|
||||||
|
// Check strategy lock
|
||||||
|
if(InpEnableStrategyLock && HasProfitablePosition(InpMagicNumberEMACross))
|
||||||
|
return;
|
||||||
|
|
||||||
|
double ema[], close[];
|
||||||
|
ArraySetAsSeries(ema, true);
|
||||||
|
ArraySetAsSeries(close, true);
|
||||||
|
|
||||||
|
CopyBuffer(emaHandle, 0, 0, InpEMADistancePeriod + 2, ema);
|
||||||
|
CopyClose(_Symbol, InpTimeframe, 0, InpEMADistancePeriod + 2, close);
|
||||||
|
|
||||||
|
if(ArraySize(ema) < InpEMADistancePeriod + 2 || ArraySize(close) < InpEMADistancePeriod + 2) return;
|
||||||
|
|
||||||
|
// Check for cross signals
|
||||||
|
if(ema[1] < close[1] && ema[0] > close[0])
|
||||||
|
{
|
||||||
|
// Buy cross signal
|
||||||
|
emaCrossBuySignal = true;
|
||||||
|
emaCrossSellSignal = false;
|
||||||
|
emaCrossSignalBar = 0;
|
||||||
|
}
|
||||||
|
else if(ema[1] > close[1] && ema[0] < close[0])
|
||||||
|
{
|
||||||
|
// Sell cross signal
|
||||||
|
emaCrossSellSignal = true;
|
||||||
|
emaCrossBuySignal = false;
|
||||||
|
emaCrossSignalBar = 0;
|
||||||
|
}
|
||||||
|
|
||||||
|
// Check for distance entry conditions
|
||||||
|
if(InpUseEMADistanceEntry)
|
||||||
|
{
|
||||||
|
if(emaCrossBuySignal)
|
||||||
|
{
|
||||||
|
// Check if price has moved above EMA by the required distance for the required period
|
||||||
|
bool distanceConditionMet = true;
|
||||||
|
for(int i = 0; i < InpEMADistancePeriod; i++)
|
||||||
|
{
|
||||||
|
double distance = (close[i] - ema[i]) / _Point;
|
||||||
|
if(distance < InpEMADistancePips)
|
||||||
|
{
|
||||||
|
distanceConditionMet = false;
|
||||||
|
break;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
if(distanceConditionMet && !HasPosition(InpMagicNumberEMACross))
|
||||||
|
{
|
||||||
|
trade.SetExpertMagicNumber(InpMagicNumberEMACross);
|
||||||
|
trade.Buy(InpLotSize, _Symbol, 0, 0, 0, "EMA Cross Distance");
|
||||||
|
emaCrossBuySignal = false;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
else if(emaCrossSellSignal)
|
||||||
|
{
|
||||||
|
// Check if price has moved below EMA by the required distance for the required period
|
||||||
|
bool distanceConditionMet = true;
|
||||||
|
for(int i = 0; i < InpEMADistancePeriod; i++)
|
||||||
|
{
|
||||||
|
double distance = (ema[i] - close[i]) / _Point;
|
||||||
|
if(distance < InpEMADistancePips)
|
||||||
|
{
|
||||||
|
distanceConditionMet = false;
|
||||||
|
break;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
if(distanceConditionMet && !HasPosition(InpMagicNumberEMACross))
|
||||||
|
{
|
||||||
|
trade.SetExpertMagicNumber(InpMagicNumberEMACross);
|
||||||
|
trade.Sell(InpLotSize, _Symbol, 0, 0, 0, "EMA Cross Distance");
|
||||||
|
emaCrossSellSignal = false;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
else
|
||||||
|
{
|
||||||
|
// Original cross entry logic
|
||||||
|
if(ema[1] < close[1] && ema[0] > close[0])
|
||||||
|
{
|
||||||
|
// Buy signal
|
||||||
|
if(!HasPosition(InpMagicNumberEMACross))
|
||||||
|
{
|
||||||
|
trade.SetExpertMagicNumber(InpMagicNumberEMACross);
|
||||||
|
trade.Buy(InpLotSize, _Symbol, 0, 0, 0, "EMA Cross");
|
||||||
|
}
|
||||||
|
}
|
||||||
|
else if(ema[1] > close[1] && ema[0] < close[0])
|
||||||
|
{
|
||||||
|
// Sell signal
|
||||||
|
if(!HasPosition(InpMagicNumberEMACross))
|
||||||
|
{
|
||||||
|
trade.SetExpertMagicNumber(InpMagicNumberEMACross);
|
||||||
|
trade.Sell(InpLotSize, _Symbol, 0, 0, 0, "EMA Cross");
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
// Increment signal bar counter
|
||||||
|
if(emaCrossBuySignal || emaCrossSellSignal)
|
||||||
|
{
|
||||||
|
emaCrossSignalBar++;
|
||||||
|
// Reset signals if they're too old (optional, can be removed if not needed)
|
||||||
|
if(emaCrossSignalBar > InpEMADistancePeriod * 2)
|
||||||
|
{
|
||||||
|
emaCrossBuySignal = false;
|
||||||
|
emaCrossSellSignal = false;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| Expert tick function |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
void OnTick()
|
||||||
|
{
|
||||||
|
// Only process on new bar
|
||||||
|
if(!IsNewBar())
|
||||||
|
return;
|
||||||
|
|
||||||
|
// Check for new signals
|
||||||
|
if(InpEnableRSIFollow)
|
||||||
|
CheckRSIFollowStrategy();
|
||||||
|
if(InpEnableRSIReverse)
|
||||||
|
CheckRSIReverseStrategy();
|
||||||
|
if(InpEnableEMACross)
|
||||||
|
CheckEMACrossStrategy();
|
||||||
|
|
||||||
|
// Check for exit conditions
|
||||||
|
CheckExitConditions();
|
||||||
|
}
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| Check exit conditions for all strategies |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
void CheckExitConditions()
|
||||||
|
{
|
||||||
|
double rsi[], rsiReverse[], ema[], close[];
|
||||||
|
ArraySetAsSeries(rsi, true);
|
||||||
|
ArraySetAsSeries(rsiReverse, true);
|
||||||
|
ArraySetAsSeries(ema, true);
|
||||||
|
ArraySetAsSeries(close, true);
|
||||||
|
|
||||||
|
if(InpEnableRSIFollow)
|
||||||
|
{
|
||||||
|
CopyBuffer(rsiHandle, 0, 0, 1, rsi);
|
||||||
|
// Check RSI Follow exit conditions
|
||||||
|
if(HasPosition(InpMagicNumberRSIFollow))
|
||||||
|
{
|
||||||
|
if((positionInfo.PositionType() == POSITION_TYPE_BUY && rsi[0] < InpRSIExitLevel) ||
|
||||||
|
(positionInfo.PositionType() == POSITION_TYPE_SELL && rsi[0] > InpRSIExitLevel))
|
||||||
|
{
|
||||||
|
ClosePosition(InpMagicNumberRSIFollow);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
if(InpEnableRSIReverse)
|
||||||
|
{
|
||||||
|
CopyBuffer(rsiReverseHandle, 0, 0, 1, rsiReverse);
|
||||||
|
// Check RSI Reverse exit conditions
|
||||||
|
if(HasPosition(InpMagicNumberRSIReverse))
|
||||||
|
{
|
||||||
|
if((positionInfo.PositionType() == POSITION_TYPE_BUY && rsiReverse[0] < InpRSIReverseExitLevel) ||
|
||||||
|
(positionInfo.PositionType() == POSITION_TYPE_SELL && rsiReverse[0] > InpRSIReverseExitLevel))
|
||||||
|
{
|
||||||
|
ClosePosition(InpMagicNumberRSIReverse);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
if(InpEnableEMACross)
|
||||||
|
{
|
||||||
|
CopyBuffer(emaHandle, 0, 0, 2, ema);
|
||||||
|
CopyClose(_Symbol, InpTimeframe, 0, 2, close);
|
||||||
|
// Check EMA Cross exit conditions
|
||||||
|
if(HasPosition(InpMagicNumberEMACross))
|
||||||
|
{
|
||||||
|
if((positionInfo.PositionType() == POSITION_TYPE_BUY && ema[0] > close[0]) ||
|
||||||
|
(positionInfo.PositionType() == POSITION_TYPE_SELL && ema[0] < close[0]))
|
||||||
|
{
|
||||||
|
ClosePosition(InpMagicNumberEMACross);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| Close position by magic number |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
void ClosePosition(int magic)
|
||||||
|
{
|
||||||
|
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
||||||
|
{
|
||||||
|
if(positionInfo.SelectByIndex(i))
|
||||||
|
{
|
||||||
|
if(positionInfo.Magic() == magic)
|
||||||
|
{
|
||||||
|
// Check if this is RSI Reverse position and update cooldown
|
||||||
|
if(magic == InpMagicNumberRSIReverse)
|
||||||
|
{
|
||||||
|
datetime time[];
|
||||||
|
if(CopyTime(_Symbol, InpTimeframe, 0, 1, time) > 0)
|
||||||
|
{
|
||||||
|
rsiReverseLastCloseTime = time[0];
|
||||||
|
// Only enter cooldown if it's a loss or if cooldown on loss is disabled
|
||||||
|
if(!InpRSIReverseCooldownOnLoss || positionInfo.Profit() < 0)
|
||||||
|
{
|
||||||
|
rsiReverseInCooldown = true;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
|
trade.PositionClose(positionInfo.Ticket());
|
||||||
|
break;
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
Binary file not shown.
|
After Width: | Height: | Size: 257 KiB |
Reference in New Issue
Block a user