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//+------------------------------------------------------------------+
//| ScoringTrade.mq5 |
//| Generated by ChatGPT |
//| |
//+------------------------------------------------------------------+
#property strict
#include <Trade\Trade.mqh>
// Input parameters
input int MagicNumber = 42; // Unique identifier for this EA's trades
input int scoreThreshold = 15000; // Minimum score required to enter a trade (increased for BTC's larger price movements)
input int slopeThreshold = 3500; // Minimum EMA slope value to consider trend significant (increased for BTC's steeper trends)
input double maxScore = 25000; // Maximum allowed score before clamping (prevents excessive trade signals)
input int cooldownMinutes = 18; // Minimum time between crossover signals (prevents over-trading)
input int tradeCooldownMinutes = 44; // Minimum time between consecutive trades (trade debounce period)
input ENUM_TIMEFRAMES emaTimeFrame = PERIOD_H1; // Timeframe for EMA calculation (1-hour candles)
input double delayClampAbsolute = 5000; // Score threshold for applying decay (prevents score from growing too large)
input int emaPeriod = 139; // Number of periods for EMA calculation (longer period for smoother trend)
input double crossOverStep = 2500; // Score adjustment when price crosses EMA (increased for BTC's larger moves)
input double slopeThresholdStep = 2000; // Score adjustment for significant slope changes (increased for BTC)
input double emaDistanceStep = 500; // Score adjustment for price distance from EMA (increased for BTC)
input double emaDecayStep = 0; // Score decay rate when no significant signals (0 means no decay)
input double decayMultiplier = 0.08; // Multiplier applied to score when above delayClampAbsolute
input double distanceThreshold = 7100; // Minimum price-EMA distance to trigger score adjustment (increased for BTC)
input double atrMultiplier = 3.9; // Multiplier for dynamic stop loss calculation based on ATR
input double TrailingStop = 10; // Distance in points for trailing stop loss
input bool ApplyTrailingStop = true; // Enable/disable trailing stop functionality
input int maxCrossoverTrades = 14; // Maximum number of trades allowed per crossover signal
input double max_drawdown = 0.1; // Maximum allowed drawdown as percentage of account balance
input bool resetCrossoverTradeOnDistance = false; // Reset trade count when price moves beyond distance threshold
input int resetCrossoverNumber = 0; // Number of trades to reset to when resetCrossoverTradeOnDistance is true
input double minimumLotSize = 0.01; // Minimum trade size allowed
input int maxTimeInPosition = 1; // Maximum time in hours to hold a position
input int tradeLengthThreshold = 31; // Time in minutes before considering a reverse trade
input int reverseTP = 707; // Take profit level for reverse trades (increased for BTC)
input int reverseLotSizeMultiplier = 4; // Multiplier for lot size in reverse trades
input int secondaryPositionHoldTime = 75; // Maximum time in minutes to hold a secondary position
// Global variables
int emaHandle; // EMA handle
double prevScore = 0; // Previous score
double currentScore = 0; // Current score
double emaPrevValue = 0; // Previous EMA value
double emaCurrentValue = 0; // Current EMA value
double emaSlope = 0; // EMA slope value
CTrade trade; // Trading object
datetime lastCrossoverTime = 0; // Time of last crossover
datetime lastTradeTime = 0; // Time of last trade
int crossoverTradeCount = 0; // Count of trades after each crossover
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit() {
// Create EMA handle (e.g., 14-period EMA on the closing price)
emaHandle = iMA(Symbol(), emaTimeFrame, emaPeriod, 0, MODE_EMA, PRICE_CLOSE);
if (emaHandle == INVALID_HANDLE) {
Print("Failed to create EMA handle");
return INIT_FAILED;
}
return INIT_SUCCEEDED;
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason) {
// Release the EMA handle
if (emaHandle != INVALID_HANDLE) {
ExpertRemove();
}
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick() {
// Buffer to hold the EMA values
double emaBuffer[];
// Get dynamic lot size based on current balance and max drawdown
double lotSize = CalculateLotSize();
if(lotSize < minimumLotSize) {
lotSize = minimumLotSize;
}
// Get the current Ask and Bid prices
double Ask = SymbolInfoDouble(Symbol(), SYMBOL_ASK);
double Bid = SymbolInfoDouble(Symbol(), SYMBOL_BID);
// Copy the last 2 EMA values (current and previous)
int copied = CopyBuffer(emaHandle, 0, 0, 2, emaBuffer);
if (copied < 2) {
return;
}
// Get the current and previous EMA values
emaPrevValue = emaBuffer[1]; // Previous EMA value (index 1)
emaCurrentValue = emaBuffer[0]; // Current EMA value (index 0)
// Calculate the EMA slope (change in EMA values)
emaSlope = - (emaCurrentValue - emaPrevValue) * 100;
Print("EMA Slope: ", emaSlope);
// Check for price action crossover with EMA
double closePrev = iClose(Symbol(), Period(), 1); // Close of previous bar
double closeCurr = iClose(Symbol(), Period(), 0); // Close of current bar
// Check if enough time has passed for the cooldown (cooldownMinutes)
if (TimeCurrent() - lastCrossoverTime >= cooldownMinutes * 60) {
if (closePrev < emaPrevValue && closeCurr > emaCurrentValue) { // Bullish crossover
currentScore += crossOverStep;
crossoverTradeCount = 0; // Reset trade count after new crossover
lastCrossoverTime = TimeCurrent(); // Update the last crossover time
}
else if (closePrev > emaPrevValue && closeCurr < emaCurrentValue) { // Bearish crossover
currentScore -= crossOverStep;
crossoverTradeCount = 0; // Reset trade count after new crossover
lastCrossoverTime = TimeCurrent(); // Update the last crossover time
}
}
// Check EMA slope
if (emaSlope > slopeThreshold) { // Positive slope
currentScore += slopeThresholdStep;
}
else if (emaSlope < -slopeThreshold) { // Negative slope
currentScore -= slopeThresholdStep;
}
else {
if (MathAbs(currentScore) > delayClampAbsolute) {
currentScore *= decayMultiplier;
}
}
if(ApplyTrailingStop) {
ApplyTrailingStop();
}
// Calculate distance to EMA and adjust score
double priceToEmaDistance = closeCurr - emaCurrentValue; // Distance between the current price and the EMA
Print("Price to EMA Distance: ", priceToEmaDistance);
if (MathAbs(priceToEmaDistance) > distanceThreshold) {
if (priceToEmaDistance > 0) { // Bullish (price above EMA)
currentScore += emaDistanceStep;
}
else if (priceToEmaDistance < 0) { // Bearish (price below EMA)
currentScore -= emaDistanceStep;
}
}
else {
if (currentScore > 0) {
currentScore -= emaDecayStep;
}
else {
currentScore += emaDecayStep;
}
}
// Close all positions if score crosses zero
if ((prevScore > 0 && currentScore <= 0) || (prevScore < 0 && currentScore >= 0)) {
Close_Position_MN(MagicNumber);
}
// Update the previous score
prevScore = currentScore;
if (crossoverTradeCount > maxCrossoverTrades) {
return;
}
// Debounce check: Ensure enough time has passed since the last trade
if (TimeCurrent() - lastTradeTime >= tradeCooldownMinutes * 60) {
// Calculate ATR (Average True Range) for stop loss calculation
double atrArray[];
int atrPeriod = 14; // ATR period (can be adjusted)
int copied = CopyBuffer(iATR(Symbol(), Period(), atrPeriod), 0, 0, 1, atrArray);
if (copied < 1) {
return;
}
// Get the current price (using Bid price)
double currentPrice = Bid;
// Get ATR value
double atrValue = atrArray[0]; // Latest ATR value
// Get the minimum stop level and freeze level for the symbol
int stopLevel = SymbolInfoInteger(Symbol(), SYMBOL_TRADE_STOPS_LEVEL);
int freezeLevel = SymbolInfoInteger(Symbol(), SYMBOL_TRADE_FREEZE_LEVEL);
// Calculate the minimum stop loss in price units (converted from pips)
double minStopLoss = stopLevel * SymbolInfoDouble(Symbol(), SYMBOL_POINT);
double minFreezeLevel = freezeLevel * SymbolInfoDouble(Symbol(), SYMBOL_POINT);
// Dynamic Stop Loss and Take Profit calculation based on ATR
double dynamicSL = atrValue * atrMultiplier;
double dynamicTP = atrValue * atrMultiplier;
// Adjust SL and TP if they are smaller than the minimum stop level
dynamicSL = MathMax(dynamicSL, minStopLoss);
dynamicTP = MathMax(dynamicTP, dynamicSL); // Ensure TP is at least the same as SL
// Trade logic based on the score
if (currentScore > scoreThreshold) { // Buy signal
if (PositionSelect(Symbol()) == false || !PositionGetInteger(POSITION_MAGIC) == MagicNumber && crossoverTradeCount < maxCrossoverTrades) {
// Open buy position with dynamic SL and TP
trade.SetExpertMagicNumber(MagicNumber);
if (trade.Buy(lotSize, Symbol(), currentPrice, Bid - dynamicSL, 0)) {
crossoverTradeCount++; // Increment trade count
lastTradeTime = TimeCurrent(); // Update the last trade time
}
}
}
else if (currentScore < -scoreThreshold) { // Sell signal
if (PositionSelect(Symbol()) == false || !PositionGetInteger(POSITION_MAGIC) == MagicNumber && crossoverTradeCount < maxCrossoverTrades) {
// Open sell position with dynamic SL and TP
trade.SetExpertMagicNumber(MagicNumber);
if (trade.Sell(lotSize, Symbol(), currentPrice, Ask + dynamicSL, 0)) {
crossoverTradeCount++; // Increment trade count
lastTradeTime = TimeCurrent(); // Update the last trade time
}
}
}
}
// Check existing positions for profit and place reverse trade if needed
CheckPositions();
}
//+------------------------------------------------------------------+
//| Check existing positions for profit and place reverse trade if needed |
//+------------------------------------------------------------------+
void CheckPositions() {
// Check if there are any open positions
if (PositionsTotal() > 0) {
// Check if there are exactly 2 open positions
if (PositionsTotal() == 2) {
for (int i = 0; i < PositionsTotal(); i++) {
ulong ticket = PositionGetTicket(i);
if (PositionSelectByTicket(ticket)) {
datetime openTime = PositionGetInteger(POSITION_TIME);
int tradeLength = TimeCurrent() - openTime; // Trade duration in seconds
// Check if the trade has been open for more than the secondaryPositionHoldTime
if (tradeLength > secondaryPositionHoldTime * 60) { // Convert threshold to seconds
// Close all positions
CloseAllPositions();
return; // Exit the function after closing all positions
}
}
}
} else if (PositionsTotal() < 2) {
for (int i = 0; i < PositionsTotal(); i++) {
ulong ticket = PositionGetTicket(i);
if (PositionSelectByTicket(ticket)) {
double profit = PositionGetDouble(POSITION_PROFIT);
datetime openTime = PositionGetInteger(POSITION_TIME);
int tradeLength = TimeCurrent() - openTime; // Trade duration in seconds
// Check if the trade has been open for more than the tradeLengthThreshold
if (tradeLength > tradeLengthThreshold * 60) { // Convert threshold to seconds
double lotSize = PositionGetDouble(POSITION_VOLUME);
double newLotSize = lotSize * reverseLotSizeMultiplier; // 10 times the original lot size
crossoverTradeCount = maxCrossoverTrades + 1;
// Place a reverse trade
if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY) {
trade.SetExpertMagicNumber(MagicNumber);
if (trade.Sell(newLotSize, Symbol(), SymbolInfoDouble(Symbol(), SYMBOL_BID))) {
} else {
Print("Failed to execute reversal sell order");
}
} else if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL) {
trade.SetExpertMagicNumber(MagicNumber);
if (trade.Buy(newLotSize, Symbol(), SymbolInfoDouble(Symbol(), SYMBOL_ASK))) {
} else {
Print("Failed to execute reversal buy order");
}
}
}
// Close the trade if profit meets the take profit level
if (profit >= reverseTP) {
Close_Position_MN(MagicNumber);
CloseAllPositions();
}
// Check if there is only one position and its volume is lotSize * reverseLotSizeMultiplier
if (PositionsTotal() == 1 && PositionGetDouble(POSITION_VOLUME) == minimumLotSize * reverseLotSizeMultiplier) {
trade.PositionClose(ticket);
}
// Get the current Ask and Bid prices
double Ask = SymbolInfoDouble(Symbol(), SYMBOL_ASK);
double Bid = SymbolInfoDouble(Symbol(), SYMBOL_BID);
// Check if the double down trade is exited by stop loss
if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY && PositionGetDouble(POSITION_SL) > 0 && Bid <= PositionGetDouble(POSITION_SL)) {
// Close the original trade
CloseOriginalTrade();
} else if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL && PositionGetDouble(POSITION_SL) > 0 && Ask >= PositionGetDouble(POSITION_SL)) {
// Close the original trade
CloseOriginalTrade();
}
}
}
}
}
}
// Function to close the original trade
void CloseOriginalTrade() {
for (int i = PositionsTotal() - 1; i >= 0; i--) {
ulong ticket = PositionGetTicket(i);
if (PositionSelectByTicket(ticket)) {
if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY) {
trade.PositionClose(ticket);
} else if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL) {
trade.PositionClose(ticket);
}
}
}
}
//+------------------------------------------------------------------+
//| Function to close all positions |
//+------------------------------------------------------------------+
void CloseAllPositions() {
// Loop through all positions and close them
for (int i = PositionsTotal() - 1; i >= 0; i--) {
ulong ticket = PositionGetTicket(i);
if (PositionSelectByTicket(ticket)) {
if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY) {
trade.PositionClose(ticket);
}
else if (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL) {
trade.PositionClose(ticket);
}
}
}
}
void ApplyTrailingStop()
{
for(int i=PositionsTotal()-1; i>=0; i--)
{
string symbol = PositionGetSymbol(i);
ulong PositionTicket = PositionGetTicket(i);
long trade_type = PositionGetInteger(POSITION_TYPE);
if(!PositionGetInteger(POSITION_MAGIC) == MagicNumber) {
return;
}
double POINT = SymbolInfoDouble( symbol, SYMBOL_POINT );
int DIGIT = (int) SymbolInfoInteger( symbol, SYMBOL_DIGITS );
if(trade_type == 0)
{
double Bid = NormalizeDouble(SymbolInfoDouble(symbol,SYMBOL_BID),DIGIT);
if(Bid-PositionGetDouble(POSITION_PRICE_OPEN) > NormalizeDouble(POINT * TrailingStop,DIGIT))
{
if(PositionGetDouble(POSITION_SL) < NormalizeDouble(Bid - POINT * TrailingStop,DIGIT))
{
trade.PositionModify(PositionTicket,NormalizeDouble(Bid - POINT * TrailingStop,DIGIT),PositionGetDouble(POSITION_TP));
}
}
}
if(trade_type == 1)
{
double Ask = NormalizeDouble(SymbolInfoDouble(symbol,SYMBOL_ASK),DIGIT);
if((PositionGetDouble(POSITION_PRICE_OPEN) - Ask) > NormalizeDouble( POINT * TrailingStop,DIGIT))
{
if((PositionGetDouble(POSITION_SL) > NormalizeDouble(Ask + POINT * TrailingStop,DIGIT)) || (PositionGetDouble(POSITION_SL)==0))
{
trade.PositionModify(PositionTicket,NormalizeDouble(Ask + POINT * TrailingStop,DIGIT),PositionGetDouble(POSITION_TP));
}
}
}
}
}
void Close_Position_MN(ulong magicNumber)
{
int total = PositionsTotal();
for(int i = total - 1; i >= 0; i--)
{
ulong ticket = PositionGetTicket(i);
// Use PositionSelect by symbol instead of ticket
string symbol = PositionGetSymbol(i);
if(PositionSelect(symbol))
{
if (PositionGetInteger(POSITION_MAGIC) == magicNumber && PositionGetInteger(POSITION_TICKET) == ticket)
{
if(symbol == _Symbol) // Verify the symbol
{
trade.PositionClose(ticket);
}
}
}
}
}
//+------------------------------------------------------------------+
//| Calculate the dynamic lot size based on max drawdown |
//+------------------------------------------------------------------+
double CalculateLotSize()
{
double balance = AccountInfoDouble(ACCOUNT_BALANCE); // Get account balance
double allowedDrawdown = balance * max_drawdown; // Calculate allowed drawdown in account currency
double baseDrawdownPerLot = 150; // Assumed drawdown per 0.01 lots as per backtest
// Calculate lot size based on maximum drawdown
double lotSize = (allowedDrawdown / baseDrawdownPerLot) * 0.01;
return NormalizeDouble(lotSize, 2); // Normalize lot size to 2 decimal places
}
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README.md
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- [2. EMA Crossover Skirmish](#2-ema-crossover-skirmish)
- [3. RSI Divergence Extrema AUDUSD](#3-rsi-divergence-extrema-audusd)
- [4. RSI Divergence Extrema EURUSD](#4-rsi-divergence-extrema-eurusd)
- [5. RSI Reversal Asian AUDUSD](#5-rsi-reversal-asian-audusd)
- [6. RSI Reversal Asian EURUSD](#6-rsi-reversal-asian-eurusd)
- [7. EMA Crossover BTC](#7-ema-crossover-btc)
- [Technical Details](#technical-details)
- [Requirements](#requirements)
- [Installation](#installation)
@@ -288,6 +291,221 @@ A strategy that combines RSI divergence with extreme price points detection for
**Balance Sheet (2021-2025):**
![RSI Extrema EURUSD Balance Sheet](RSIDivergenceExtremaEURUSD/test-balance.jpg)
### 5. RSI Reversal Asian AUDUSD
A strategy specifically designed for the Asian session on AUDUSD, using RSI reversals with optimized parameters for this market condition.
**Key Features:**
- RSI reversal patterns detection
- Asian session optimization
- Dynamic exit based on RSI thresholds
- Advanced position management
- Session-based trading rules
**Strategy Settings:**
- Symbol: AUDUSD
- Period: M15 (2021.01.01 - 2025.04.03)
- RSI Period: 14
- RSI Overbought: 67
- RSI Oversold: 17
- Take Profit: 253 pips
- Stop Loss: 429 pips
- Max Lot Size: 0.1
- Max Spread: 1000
- Max Duration: 81
- RSI Exit Level: 49
- Use Stop Loss: false
- Use Take Profit: true
- Use RSI Exit: true
**Performance Metrics (2021-2025):**
| Metric | Value |
|--------|-------|
| Total Net Profit | $1,521.11 |
| Gross Profit | $6,147.84 |
| Gross Loss | -$4,626.73 |
| Profit Factor | 1.33 |
| Recovery Factor | 4.30 |
| Expected Payoff | $2.32 |
| Sharpe Ratio | 2.14 |
| AHPR | 1.0022 (0.22%) |
| GHPR | 1.0019 (0.19%) |
**Trade Statistics (2021-2025):**
| Statistic | Value |
|-----------|-------|
| History Quality | 100% |
| Total Bars | 105,824 |
| Total Ticks | 6,215,660 |
| Total Trades | 657 |
| Total Deals | 1,314 |
| Profit Trades | 491 (74.73%) |
| Loss Trades | 166 (25.27%) |
| Short Trades Won | 75.52% |
| Long Trades Won | 61.11% |
| Largest Profit Trade | $24.20 |
| Largest Loss Trade | -$106.60 |
| Average Profit Trade | $12.52 |
| Average Loss Trade | -$27.87 |
| Max Consecutive Wins | 17 ($266.30) |
| Max Consecutive Losses | 4 (-$124.19) |
**Drawdown Analysis (2021-2025):**
| Metric | Value |
|--------|-------|
| Balance Drawdown Absolute | $158.27 |
| Equity Drawdown Absolute | $189.77 |
| Balance Drawdown Maximal | $302.68 (16.43%) |
| Equity Drawdown Maximal | $353.92 (20.63%) |
| Balance Drawdown Relative | 26.38% ($158.27) |
| Equity Drawdown Relative | 31.97% ($192.77) |
**Balance Sheet (2021-2025):**
![RSI Reversal Asian Balance Sheet](RSIReversalAsianAUDUSD/test-balance.jpg)
### 6. RSI Reversal Asian EURUSD
A strategy specifically designed for the Asian session on EURUSD, using RSI reversals with optimized parameters for this market condition.
**Key Features:**
- RSI reversal patterns detection
- Asian session optimization
- Dynamic exit based on RSI thresholds
- Advanced position management
- Session-based trading rules
**Strategy Settings:**
- Symbol: EURUSD
- Period: M15 (2021.01.01 - 2025.04.03)
- RSI Period: 14
- RSI Overbought: 77
- RSI Oversold: 10
- Take Profit: 116 pips
- Stop Loss: 247 pips
- Max Lot Size: 0.1
- Max Spread: 1000
- Max Duration: 67
- RSI Exit Level: 40
- Use Stop Loss: true
- Use Take Profit: false
- Use RSI Exit: true
**Performance Metrics (2021-2025):**
| Metric | Value |
|--------|-------|
| Total Net Profit | $955.26 |
| Gross Profit | $1,961.62 |
| Gross Loss | -$1,006.36 |
| Profit Factor | 1.95 |
| Recovery Factor | 6.70 |
| Expected Payoff | $12.09 |
| Sharpe Ratio | 6.99 |
| AHPR | 1.0132 (1.32%) |
| GHPR | 1.0121 (1.21%) |
**Trade Statistics (2021-2025):**
| Statistic | Value |
|-----------|-------|
| History Quality | 100% |
| Total Bars | 105,824 |
| Total Ticks | 6,218,391 |
| Total Trades | 79 |
| Total Deals | 158 |
| Profit Trades | 40 (50.63%) |
| Loss Trades | 39 (49.37%) |
| Short Trades Won | 50.00% |
| Long Trades Won | 100.00% |
| Largest Profit Trade | $129.78 |
| Largest Loss Trade | -$30.90 |
| Average Profit Trade | $49.04 |
| Average Loss Trade | -$25.80 |
| Max Consecutive Wins | 5 ($223.98) |
| Max Consecutive Losses | 3 (-$79.60) |
**Drawdown Analysis (2021-2025):**
| Metric | Value |
|--------|-------|
| Balance Drawdown Absolute | $0.00 |
| Equity Drawdown Absolute | $2.51 |
| Balance Drawdown Maximal | $113.91 (7.03%) |
| Equity Drawdown Maximal | $142.61 (8.74%) |
| Balance Drawdown Relative | 13.81% ($98.24) |
| Equity Drawdown Relative | 16.97% ($122.14) |
**Balance Sheet (2021-2025):**
![RSI Reversal Asian EURUSD Balance Sheet](RSIReversalAsianEURUSD/test-balance.jpg)
### 7. EMA Crossover BTC
A strategy specifically designed for Bitcoin (BTCUSD) using EMA crossovers with advanced scoring and position management.
**Key Features:**
- EMA crossover detection
- Advanced scoring system
- Trailing stop management
- Position scaling and reversal capabilities
- Dynamic distance thresholds
- Decay multiplier for trend strength
**Strategy Settings:**
- Symbol: BTCUSD
- Period: H1 (2021.01.01 - 2025.04.03)
- Magic Number: 42
- Score Threshold: 15000
- Slope Threshold: 3500
- Max Score: 25000
- Cooldown Minutes: 18
- Trade Cooldown Minutes: 44
- EMA Time Frame: 16385
- Delay Clamp Absolute: 5000
- EMA Period: 139
- Cross Over Step: 2500
- Slope Threshold Step: 2000
- EMA Distance Step: 500
- EMA Decay Step: 0
- Decay Multiplier: 0.08
- Distance Threshold: 7100
- ATR Multiplier: 3.9
- Trailing Stop: 10
- Apply Trailing Stop: true
- Max Crossover Trades: 14
- Max Drawdown: 10%
- Minimum Lot Size: 0.01
- Max Time in Position: 1 hour
- Trade Length Threshold: 31
- Reverse TP: 707
- Reverse Lot Size Multiplier: 4
- Secondary Position Hold Time: 75
**Performance Metrics (2021-2025):**
| Metric | Value |
|--------|-------|
| Total Net Profit | $632.96 |
| Gross Profit | $849.93 |
| Gross Loss | -$216.97 |
| Profit Factor | 3.92 |
| Recovery Factor | 7.47 |
| Expected Payoff | $0.58 |
| Sharpe Ratio | 7.57 |
| AHPR | 1.0007 (0.07%) |
| GHPR | 1.0007 (0.07%) |
**Trade Statistics (2021-2025):**
| Statistic | Value |
|-----------|-------|
| History Quality | 98% |
| Total Bars | 35,791 |
| Total Ticks | 8,380,510 |
| Balance Drawdown Absolute | $0.00 |
| Equity Drawdown Absolute | $2.72 |
| Balance Drawdown Maximal | $41.94 (3.52%) |
| Equity Drawdown Maximal | $84.72 (7.13%) |
| Balance Drawdown Relative | 3.52% ($41.94) |
| Equity Drawdown Relative | 7.13% ($84.72) |
**Balance Sheet (2021-2025):**
![EMA Crossover BTC Balance Sheet](EMACrossOverBTC/test-balance.jpg)
## Technical Details
Each EA is implemented in MQL5 and includes:
- Custom strategy implementation
RSIReversalAsianAUDUSD/main.mq5
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//+------------------------------------------------------------------+
//| SimpleRSIReversalAUDUSD.mq5 |
//| Copyright 2024, MetaQuotes Ltd. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2024, MetaQuotes Ltd."
#property link "https://www.mql5.com"
#property version "1.00"
#property strict
// Include trade class
#include <Trade\Trade.mqh>
// Input parameters
input int RSIPeriod = 14; // RSI period
input double OverboughtLevel = 67; // Overbought level
input double OversoldLevel = 17; // Oversold level
input int TakeProfitPips = 253; // Take profit in pips
input int StopLossPips = 429; // Stop loss in pips
input double MaxLotSize = 0.1; // Maximum lot size
input int MaxSpread = 1000; // Maximum allowed spread in pips
input int MaxDuration = 81; // Maximum trade duration in hours
input bool UseStopLoss = false; // Use stop loss
input bool UseTakeProfit = true; // Use take profit
input bool UseRSIExit = true; // Use RSI for exit
input double RSIExitLevel = 49; // RSI level to exit (50 = neutral)
input bool CloseOutsideSession = false; // Close trades outside Asian session
input color PanelBackground = clrBlack; // Panel background color
input color PanelText = clrWhite; // Panel text color
input int PanelX = 10; // Panel X position
input int PanelY = 20; // Panel Y position
// Global variables
CTrade trade;
int rsiHandle;
bool isPositionOpen = false;
double positionOpenPrice = 0;
datetime positionOpenTime = 0;
ENUM_POSITION_TYPE lastPositionType = POSITION_TYPE_BUY;
bool sessionCloseAttempted = false; // Track if we've attempted to close positions for current session
// Panel objects
string panelName = "RSIPanel";
int panelWidth = 200;
int panelHeight = 200;
int labelHeight = 20;
int labelSpacing = 5;
// Session times (UTC)
const int AsianSessionStart = 0; // 00:00 UTC
const int AsianSessionEnd = 8; // 08:00 UTC
//+------------------------------------------------------------------+
//| Create panel |
//+------------------------------------------------------------------+
void CreatePanel()
{
// Create panel background
ObjectCreate(0, panelName, OBJ_RECTANGLE_LABEL, 0, 0, 0);
ObjectSetInteger(0, panelName, OBJPROP_XDISTANCE, PanelX);
ObjectSetInteger(0, panelName, OBJPROP_YDISTANCE, PanelY);
ObjectSetInteger(0, panelName, OBJPROP_XSIZE, panelWidth);
ObjectSetInteger(0, panelName, OBJPROP_YSIZE, panelHeight);
ObjectSetInteger(0, panelName, OBJPROP_BGCOLOR, PanelBackground);
ObjectSetInteger(0, panelName, OBJPROP_BORDER_TYPE, BORDER_FLAT);
ObjectSetInteger(0, panelName, OBJPROP_CORNER, CORNER_LEFT_UPPER);
ObjectSetInteger(0, panelName, OBJPROP_COLOR, PanelText);
ObjectSetInteger(0, panelName, OBJPROP_STYLE, STYLE_SOLID);
ObjectSetInteger(0, panelName, OBJPROP_WIDTH, 1);
ObjectSetInteger(0, panelName, OBJPROP_BACK, false);
ObjectSetInteger(0, panelName, OBJPROP_SELECTABLE, false);
ObjectSetInteger(0, panelName, OBJPROP_SELECTED, false);
ObjectSetInteger(0, panelName, OBJPROP_HIDDEN, true);
ObjectSetInteger(0, panelName, OBJPROP_ZORDER, 0);
// Create title label
ObjectCreate(0, panelName + "Title", OBJ_LABEL, 0, 0, 0);
ObjectSetInteger(0, panelName + "Title", OBJPROP_XDISTANCE, PanelX + 5);
ObjectSetInteger(0, panelName + "Title", OBJPROP_YDISTANCE, PanelY + 5);
ObjectSetInteger(0, panelName + "Title", OBJPROP_CORNER, CORNER_LEFT_UPPER);
ObjectSetString(0, panelName + "Title", OBJPROP_TEXT, "RSI Reversal");
ObjectSetInteger(0, panelName + "Title", OBJPROP_COLOR, PanelText);
ObjectSetInteger(0, panelName + "Title", OBJPROP_FONTSIZE, 10);
// Create score labels
CreateScoreLabel("RSI", "RSI: ", 0);
CreateScoreLabel("Position", "Position: ", 1);
CreateScoreLabel("Spread", "Spread: ", 2);
CreateScoreLabel("Session", "Session: ", 3);
CreateScoreLabel("SL", "Stop Loss: ", 4);
CreateScoreLabel("TP", "Take Profit: ", 5);
}
//+------------------------------------------------------------------+
//| Create score label |
//+------------------------------------------------------------------+
void CreateScoreLabel(string name, string text, int index)
{
ObjectCreate(0, panelName + name, OBJ_LABEL, 0, 0, 0);
ObjectSetInteger(0, panelName + name, OBJPROP_XDISTANCE, PanelX + 5);
ObjectSetInteger(0, panelName + name, OBJPROP_YDISTANCE, PanelY + 30 + index * (labelHeight + labelSpacing));
ObjectSetInteger(0, panelName + name, OBJPROP_CORNER, CORNER_LEFT_UPPER);
ObjectSetString(0, panelName + name, OBJPROP_TEXT, text);
ObjectSetInteger(0, panelName + name, OBJPROP_COLOR, PanelText);
ObjectSetInteger(0, panelName + name, OBJPROP_FONTSIZE, 8);
}
//+------------------------------------------------------------------+
//| Update panel values |
//+------------------------------------------------------------------+
void UpdatePanel(double rsi, string position, int spread, string session, double sl, double tp)
{
ObjectSetString(0, panelName + "RSI", OBJPROP_TEXT, "RSI: " + DoubleToString(rsi, 2));
ObjectSetString(0, panelName + "Position", OBJPROP_TEXT, "Position: " + position);
ObjectSetString(0, panelName + "Spread", OBJPROP_TEXT, "Spread: " + IntegerToString(spread) + " pips");
ObjectSetString(0, panelName + "Session", OBJPROP_TEXT, "Session: " + session);
ObjectSetString(0, panelName + "SL", OBJPROP_TEXT, "Stop Loss: " + IntegerToString(StopLossPips) + " pips");
ObjectSetString(0, panelName + "TP", OBJPROP_TEXT, "Take Profit: " + IntegerToString(TakeProfitPips) + " pips");
}
//+------------------------------------------------------------------+
//| Check if current time is in Asian session |
//+------------------------------------------------------------------+
bool IsAsianSession()
{
datetime currentTime = TimeCurrent();
MqlDateTime timeStruct;
TimeToStruct(currentTime, timeStruct);
return (timeStruct.hour >= AsianSessionStart && timeStruct.hour < AsianSessionEnd);
}
//+------------------------------------------------------------------+
//| Get current session name |
//+------------------------------------------------------------------+
string GetCurrentSession()
{
datetime currentTime = TimeCurrent();
MqlDateTime timeStruct;
TimeToStruct(currentTime, timeStruct);
if(timeStruct.hour >= AsianSessionStart && timeStruct.hour < AsianSessionEnd)
return "Asian";
else if(timeStruct.hour >= 8 && timeStruct.hour < 16)
return "London";
else if(timeStruct.hour >= 13 && timeStruct.hour < 21)
return "New York";
else
return "Other";
}
//+------------------------------------------------------------------+
//| Check if trading is allowed |
//+------------------------------------------------------------------+
bool IsTradingAllowed()
{
// Check if market is open
if(!SymbolInfoInteger(_Symbol, SYMBOL_TRADE_MODE) == SYMBOL_TRADE_MODE_FULL)
{
Print("Trading is not allowed for ", _Symbol);
return false;
}
// Check if we have enough money
if(AccountInfoDouble(ACCOUNT_MARGIN_FREE) <= 0)
{
Print("Not enough free margin");
return false;
}
return true;
}
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
// Initialize RSI indicator
rsiHandle = iRSI(_Symbol, PERIOD_M15, RSIPeriod, PRICE_CLOSE);
if(rsiHandle == INVALID_HANDLE)
{
Print("Failed to create RSI indicator handle");
return(INIT_FAILED);
}
// Create panel
CreatePanel();
Print("Expert Advisor initialized successfully");
Print("Trading symbol: ", _Symbol);
Print("Account balance: ", AccountInfoDouble(ACCOUNT_BALANCE));
Print("Account leverage: ", AccountInfoInteger(ACCOUNT_LEVERAGE));
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
// Release indicator handles
IndicatorRelease(rsiHandle);
// Remove panel objects
ObjectsDeleteAll(0, panelName);
}
//+------------------------------------------------------------------+
//| Close all trades for the current symbol |
//+------------------------------------------------------------------+
bool CloseAllTrades(string reason = "")
{
bool allClosed = true;
int totalPositions = PositionsTotal();
if(totalPositions == 0)
return true;
Print("Attempting to close all positions", (reason != "" ? " - " + reason : ""));
for(int i = totalPositions - 1; i >= 0; i--)
{
if(PositionGetSymbol(i) == _Symbol)
{
// Try to close position with retry logic
int retryCount = 0;
bool positionClosed = false;
while(retryCount < 3 && !positionClosed)
{
if(trade.PositionClose(_Symbol))
{
Print("Position closed successfully");
isPositionOpen = false;
positionClosed = true;
}
else
{
int error = GetLastError();
Print("Failed to close position. Error: ", error, " Retry: ", retryCount + 1);
// If error is 4756 (Trade disabled), wait longer before retry
if(error == 4756)
{
Sleep(5000); // Wait 5 seconds before retry
retryCount++;
}
else
{
// For other errors, break the loop
break;
}
}
}
if(!positionClosed)
{
Print("Failed to close position after all retries");
allClosed = false;
}
}
}
return allClosed;
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
// Check if trading is allowed
if(!IsTradingAllowed())
{
Print("Trading is not allowed at the moment");
return;
}
// Check if we're in Asian session
if(!IsAsianSession())
{
Print("Not in Asian session");
// Close all positions if outside Asian session and CloseOutsideSession is true
if(CloseOutsideSession && !sessionCloseAttempted)
{
CloseAllTrades("Outside Asian session");
sessionCloseAttempted = true;
}
return;
}
else
{
// Reset the session close attempt flag when we enter Asian session
sessionCloseAttempted = false;
}
// Get current spread
double spread = SymbolInfoDouble(_Symbol, SYMBOL_ASK) - SymbolInfoDouble(_Symbol, SYMBOL_BID);
int spreadInPips = (int)(spread / _Point);
// Check if spread is too high
if(spreadInPips > MaxSpread)
{
Print("Spread too high: ", spreadInPips, " pips");
return;
}
// Get RSI value
double rsi[];
ArraySetAsSeries(rsi, true);
if(CopyBuffer(rsiHandle, 0, 0, 1, rsi) != 1)
return;
// Get current prices
double currentBid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
double currentAsk = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
// Get position status
string positionStatus = "None";
for(int i = 0; i < PositionsTotal(); i++)
{
if(PositionGetSymbol(i) == _Symbol)
{
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
positionStatus = (posType == POSITION_TYPE_BUY) ? "Long" : "Short";
break;
}
}
// Calculate stop loss and take profit levels
double sl = 0;
double tp = 0;
// Update panel
UpdatePanel(rsi[0], positionStatus, spreadInPips, GetCurrentSession(), sl, tp);
// Check for open position
bool hasOpenPosition = false;
for(int i = 0; i < PositionsTotal(); i++)
{
if(PositionGetSymbol(i) == _Symbol)
{
hasOpenPosition = true;
// Get position details
double positionProfit = PositionGetDouble(POSITION_PROFIT);
double positionVolume = PositionGetDouble(POSITION_VOLUME);
double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
// Check for RSI exit if enabled
if(UseRSIExit)
{
bool shouldExit = false;
// For long positions, exit when RSI reaches or exceeds exit level
if(posType == POSITION_TYPE_BUY && rsi[0] >= RSIExitLevel)
{
Print("Closing long position due to RSI exit. RSI: ", rsi[0], " Exit Level: ", RSIExitLevel);
shouldExit = true;
}
// For short positions, exit when RSI reaches or falls below exit level
else if(posType == POSITION_TYPE_SELL && rsi[0] <= RSIExitLevel)
{
Print("Closing short position due to RSI exit. RSI: ", rsi[0], " Exit Level: ", RSIExitLevel);
shouldExit = true;
}
if(shouldExit)
{
CloseAllTrades("RSI Exit");
return;
}
}
// Check for timeout
if(TimeCurrent() - positionOpenTime > MaxDuration * 3600)
{
Print("Closing position due to timeout");
CloseAllTrades("Timeout");
return;
}
break;
}
}
// If no position is open, look for entry signals
if(!hasOpenPosition)
{
// Place buy order if RSI is oversold
if(rsi[0] <= OversoldLevel)
{
double sl = UseStopLoss ? currentBid - StopLossPips * _Point : 0;
double tp = UseTakeProfit ? currentBid + TakeProfitPips * _Point : 0;
if(UseStopLoss && sl >= currentBid)
return;
if(UseTakeProfit && tp <= currentBid)
return;
// Set trade parameters
trade.SetDeviationInPoints(3);
trade.SetTypeFilling(ORDER_FILLING_IOC);
trade.SetExpertMagicNumber(123456);
// Place buy order using CTrade
if(!trade.Buy(MaxLotSize, _Symbol, currentAsk, sl, tp, "RSI Buy"))
{
Print("Buy order failed. Error code: ", GetLastError());
}
else
{
Print("Buy order placed. RSI: ", rsi[0]);
isPositionOpen = true;
positionOpenPrice = currentAsk;
positionOpenTime = TimeCurrent();
lastPositionType = POSITION_TYPE_BUY;
}
}
// Place sell order if RSI is overbought
else if(rsi[0] >= OverboughtLevel)
{
double sl = UseStopLoss ? currentAsk + StopLossPips * _Point : 0;
double tp = UseTakeProfit ? currentAsk - TakeProfitPips * _Point : 0;
if(UseStopLoss && sl <= currentAsk)
return;
if(UseTakeProfit && tp >= currentAsk)
return;
// Set trade parameters
trade.SetDeviationInPoints(3);
trade.SetTypeFilling(ORDER_FILLING_IOC);
trade.SetExpertMagicNumber(123456);
// Place sell order using CTrade
if(!trade.Sell(MaxLotSize, _Symbol, currentBid, sl, tp, "RSI Sell"))
{
Print("Sell order failed. Error code: ", GetLastError());
}
else
{
Print("Sell order placed. RSI: ", rsi[0]);
isPositionOpen = true;
positionOpenPrice = currentBid;
positionOpenTime = TimeCurrent();
lastPositionType = POSITION_TYPE_SELL;
}
}
}
}
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//+------------------------------------------------------------------+
//| SimpleRSIReversalAUDUSD.mq5 |
//| Copyright 2024, MetaQuotes Ltd. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2024, MetaQuotes Ltd."
#property link "https://www.mql5.com"
#property version "1.00"
#property strict
// Include trade class
#include <Trade\Trade.mqh>
// Input parameters
input int RSIPeriod = 14; // RSI period
input double OverboughtLevel = 77; // Overbought level
input double OversoldLevel = 10; // Oversold level
input int TakeProfitPips = 116; // Take profit in pips
input int StopLossPips = 247; // Stop loss in pips
input double MaxLotSize = 0.1; // Maximum lot size
input int MaxSpread = 1000; // Maximum allowed spread in pips
input int MaxDuration = 67; // Maximum trade duration in hours
input bool UseStopLoss = true; // Use stop loss
input bool UseTakeProfit = false; // Use take profit
input bool UseRSIExit = true; // Use RSI for exit
input double RSIExitLevel = 40; // RSI level to exit (50 = neutral)
input bool CloseOutsideSession = false; // Close trades outside Asian session
input color PanelBackground = clrBlack; // Panel background color
input color PanelText = clrWhite; // Panel text color
input int PanelX = 10; // Panel X position
input int PanelY = 20; // Panel Y position
// Global variables
CTrade trade;
int rsiHandle;
bool isPositionOpen = false;
double positionOpenPrice = 0;
datetime positionOpenTime = 0;
ENUM_POSITION_TYPE lastPositionType = POSITION_TYPE_BUY;
bool sessionCloseAttempted = false; // Track if we've attempted to close positions for current session
// Panel objects
string panelName = "RSIPanel";
int panelWidth = 200;
int panelHeight = 200;
int labelHeight = 20;
int labelSpacing = 5;
// Session times (UTC)
const int AsianSessionStart = 0; // 00:00 UTC
const int AsianSessionEnd = 8; // 08:00 UTC
//+------------------------------------------------------------------+
//| Create panel |
//+------------------------------------------------------------------+
void CreatePanel()
{
// Create panel background
ObjectCreate(0, panelName, OBJ_RECTANGLE_LABEL, 0, 0, 0);
ObjectSetInteger(0, panelName, OBJPROP_XDISTANCE, PanelX);
ObjectSetInteger(0, panelName, OBJPROP_YDISTANCE, PanelY);
ObjectSetInteger(0, panelName, OBJPROP_XSIZE, panelWidth);
ObjectSetInteger(0, panelName, OBJPROP_YSIZE, panelHeight);
ObjectSetInteger(0, panelName, OBJPROP_BGCOLOR, PanelBackground);
ObjectSetInteger(0, panelName, OBJPROP_BORDER_TYPE, BORDER_FLAT);
ObjectSetInteger(0, panelName, OBJPROP_CORNER, CORNER_LEFT_UPPER);
ObjectSetInteger(0, panelName, OBJPROP_COLOR, PanelText);
ObjectSetInteger(0, panelName, OBJPROP_STYLE, STYLE_SOLID);
ObjectSetInteger(0, panelName, OBJPROP_WIDTH, 1);
ObjectSetInteger(0, panelName, OBJPROP_BACK, false);
ObjectSetInteger(0, panelName, OBJPROP_SELECTABLE, false);
ObjectSetInteger(0, panelName, OBJPROP_SELECTED, false);
ObjectSetInteger(0, panelName, OBJPROP_HIDDEN, true);
ObjectSetInteger(0, panelName, OBJPROP_ZORDER, 0);
// Create title label
ObjectCreate(0, panelName + "Title", OBJ_LABEL, 0, 0, 0);
ObjectSetInteger(0, panelName + "Title", OBJPROP_XDISTANCE, PanelX + 5);
ObjectSetInteger(0, panelName + "Title", OBJPROP_YDISTANCE, PanelY + 5);
ObjectSetInteger(0, panelName + "Title", OBJPROP_CORNER, CORNER_LEFT_UPPER);
ObjectSetString(0, panelName + "Title", OBJPROP_TEXT, "RSI Reversal");
ObjectSetInteger(0, panelName + "Title", OBJPROP_COLOR, PanelText);
ObjectSetInteger(0, panelName + "Title", OBJPROP_FONTSIZE, 10);
// Create score labels
CreateScoreLabel("RSI", "RSI: ", 0);
CreateScoreLabel("Position", "Position: ", 1);
CreateScoreLabel("Spread", "Spread: ", 2);
CreateScoreLabel("Session", "Session: ", 3);
CreateScoreLabel("SL", "Stop Loss: ", 4);
CreateScoreLabel("TP", "Take Profit: ", 5);
}
//+------------------------------------------------------------------+
//| Create score label |
//+------------------------------------------------------------------+
void CreateScoreLabel(string name, string text, int index)
{
ObjectCreate(0, panelName + name, OBJ_LABEL, 0, 0, 0);
ObjectSetInteger(0, panelName + name, OBJPROP_XDISTANCE, PanelX + 5);
ObjectSetInteger(0, panelName + name, OBJPROP_YDISTANCE, PanelY + 30 + index * (labelHeight + labelSpacing));
ObjectSetInteger(0, panelName + name, OBJPROP_CORNER, CORNER_LEFT_UPPER);
ObjectSetString(0, panelName + name, OBJPROP_TEXT, text);
ObjectSetInteger(0, panelName + name, OBJPROP_COLOR, PanelText);
ObjectSetInteger(0, panelName + name, OBJPROP_FONTSIZE, 8);
}
//+------------------------------------------------------------------+
//| Update panel values |
//+------------------------------------------------------------------+
void UpdatePanel(double rsi, string position, int spread, string session, double sl, double tp)
{
ObjectSetString(0, panelName + "RSI", OBJPROP_TEXT, "RSI: " + DoubleToString(rsi, 2));
ObjectSetString(0, panelName + "Position", OBJPROP_TEXT, "Position: " + position);
ObjectSetString(0, panelName + "Spread", OBJPROP_TEXT, "Spread: " + IntegerToString(spread) + " pips");
ObjectSetString(0, panelName + "Session", OBJPROP_TEXT, "Session: " + session);
ObjectSetString(0, panelName + "SL", OBJPROP_TEXT, "Stop Loss: " + IntegerToString(StopLossPips) + " pips");
ObjectSetString(0, panelName + "TP", OBJPROP_TEXT, "Take Profit: " + IntegerToString(TakeProfitPips) + " pips");
}
//+------------------------------------------------------------------+
//| Check if current time is in Asian session |
//+------------------------------------------------------------------+
bool IsAsianSession()
{
datetime currentTime = TimeCurrent();
MqlDateTime timeStruct;
TimeToStruct(currentTime, timeStruct);
return (timeStruct.hour >= AsianSessionStart && timeStruct.hour < AsianSessionEnd);
}
//+------------------------------------------------------------------+
//| Get current session name |
//+------------------------------------------------------------------+
string GetCurrentSession()
{
datetime currentTime = TimeCurrent();
MqlDateTime timeStruct;
TimeToStruct(currentTime, timeStruct);
if(timeStruct.hour >= AsianSessionStart && timeStruct.hour < AsianSessionEnd)
return "Asian";
else if(timeStruct.hour >= 8 && timeStruct.hour < 16)
return "London";
else if(timeStruct.hour >= 13 && timeStruct.hour < 21)
return "New York";
else
return "Other";
}
//+------------------------------------------------------------------+
//| Check if trading is allowed |
//+------------------------------------------------------------------+
bool IsTradingAllowed()
{
// Check if market is open
if(!SymbolInfoInteger(_Symbol, SYMBOL_TRADE_MODE) == SYMBOL_TRADE_MODE_FULL)
{
Print("Trading is not allowed for ", _Symbol);
return false;
}
// Check if we have enough money
if(AccountInfoDouble(ACCOUNT_MARGIN_FREE) <= 0)
{
Print("Not enough free margin");
return false;
}
return true;
}
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
// Initialize RSI indicator
rsiHandle = iRSI(_Symbol, PERIOD_M15, RSIPeriod, PRICE_CLOSE);
if(rsiHandle == INVALID_HANDLE)
{
Print("Failed to create RSI indicator handle");
return(INIT_FAILED);
}
// Create panel
CreatePanel();
Print("Expert Advisor initialized successfully");
Print("Trading symbol: ", _Symbol);
Print("Account balance: ", AccountInfoDouble(ACCOUNT_BALANCE));
Print("Account leverage: ", AccountInfoInteger(ACCOUNT_LEVERAGE));
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
// Release indicator handles
IndicatorRelease(rsiHandle);
// Remove panel objects
ObjectsDeleteAll(0, panelName);
}
//+------------------------------------------------------------------+
//| Close all trades for the current symbol |
//+------------------------------------------------------------------+
bool CloseAllTrades(string reason = "")
{
bool allClosed = true;
int totalPositions = PositionsTotal();
if(totalPositions == 0)
return true;
Print("Attempting to close all positions", (reason != "" ? " - " + reason : ""));
for(int i = totalPositions - 1; i >= 0; i--)
{
if(PositionGetSymbol(i) == _Symbol)
{
// Try to close position with retry logic
int retryCount = 0;
bool positionClosed = false;
while(retryCount < 3 && !positionClosed)
{
if(trade.PositionClose(_Symbol))
{
Print("Position closed successfully");
isPositionOpen = false;
positionClosed = true;
}
else
{
int error = GetLastError();
Print("Failed to close position. Error: ", error, " Retry: ", retryCount + 1);
// If error is 4756 (Trade disabled), wait longer before retry
if(error == 4756)
{
Sleep(5000); // Wait 5 seconds before retry
retryCount++;
}
else
{
// For other errors, break the loop
break;
}
}
}
if(!positionClosed)
{
Print("Failed to close position after all retries");
allClosed = false;
}
}
}
return allClosed;
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
// Check if trading is allowed
if(!IsTradingAllowed())
{
Print("Trading is not allowed at the moment");
return;
}
// Check if we're in Asian session
if(!IsAsianSession())
{
Print("Not in Asian session");
// Close all positions if outside Asian session and CloseOutsideSession is true
if(CloseOutsideSession && !sessionCloseAttempted)
{
CloseAllTrades("Outside Asian session");
sessionCloseAttempted = true;
}
return;
}
else
{
// Reset the session close attempt flag when we enter Asian session
sessionCloseAttempted = false;
}
// Get current spread
double spread = SymbolInfoDouble(_Symbol, SYMBOL_ASK) - SymbolInfoDouble(_Symbol, SYMBOL_BID);
int spreadInPips = (int)(spread / _Point);
// Check if spread is too high
if(spreadInPips > MaxSpread)
{
Print("Spread too high: ", spreadInPips, " pips");
return;
}
// Get RSI value
double rsi[];
ArraySetAsSeries(rsi, true);
if(CopyBuffer(rsiHandle, 0, 0, 1, rsi) != 1)
return;
// Get current prices
double currentBid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
double currentAsk = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
// Get position status
string positionStatus = "None";
for(int i = 0; i < PositionsTotal(); i++)
{
if(PositionGetSymbol(i) == _Symbol)
{
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
positionStatus = (posType == POSITION_TYPE_BUY) ? "Long" : "Short";
break;
}
}
// Calculate stop loss and take profit levels
double sl = 0;
double tp = 0;
// Update panel
UpdatePanel(rsi[0], positionStatus, spreadInPips, GetCurrentSession(), sl, tp);
// Check for open position
bool hasOpenPosition = false;
for(int i = 0; i < PositionsTotal(); i++)
{
if(PositionGetSymbol(i) == _Symbol)
{
hasOpenPosition = true;
// Get position details
double positionProfit = PositionGetDouble(POSITION_PROFIT);
double positionVolume = PositionGetDouble(POSITION_VOLUME);
double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
// Check for RSI exit if enabled
if(UseRSIExit)
{
bool shouldExit = false;
// For long positions, exit when RSI reaches or exceeds exit level
if(posType == POSITION_TYPE_BUY && rsi[0] >= RSIExitLevel)
{
Print("Closing long position due to RSI exit. RSI: ", rsi[0], " Exit Level: ", RSIExitLevel);
shouldExit = true;
}
// For short positions, exit when RSI reaches or falls below exit level
else if(posType == POSITION_TYPE_SELL && rsi[0] <= RSIExitLevel)
{
Print("Closing short position due to RSI exit. RSI: ", rsi[0], " Exit Level: ", RSIExitLevel);
shouldExit = true;
}
if(shouldExit)
{
CloseAllTrades("RSI Exit");
return;
}
}
// Check for timeout
if(TimeCurrent() - positionOpenTime > MaxDuration * 3600)
{
Print("Closing position due to timeout");
CloseAllTrades("Timeout");
return;
}
break;
}
}
// If no position is open, look for entry signals
if(!hasOpenPosition)
{
// Place buy order if RSI is oversold
if(rsi[0] <= OversoldLevel)
{
double sl = UseStopLoss ? currentBid - StopLossPips * _Point : 0;
double tp = UseTakeProfit ? currentBid + TakeProfitPips * _Point : 0;
if(UseStopLoss && sl >= currentBid)
return;
if(UseTakeProfit && tp <= currentBid)
return;
// Set trade parameters
trade.SetDeviationInPoints(3);
trade.SetTypeFilling(ORDER_FILLING_IOC);
trade.SetExpertMagicNumber(123456);
// Place buy order using CTrade
if(!trade.Buy(MaxLotSize, _Symbol, currentAsk, sl, tp, "RSI Buy"))
{
Print("Buy order failed. Error code: ", GetLastError());
}
else
{
Print("Buy order placed. RSI: ", rsi[0]);
isPositionOpen = true;
positionOpenPrice = currentAsk;
positionOpenTime = TimeCurrent();
lastPositionType = POSITION_TYPE_BUY;
}
}
// Place sell order if RSI is overbought
else if(rsi[0] >= OverboughtLevel)
{
double sl = UseStopLoss ? currentAsk + StopLossPips * _Point : 0;
double tp = UseTakeProfit ? currentAsk - TakeProfitPips * _Point : 0;
if(UseStopLoss && sl <= currentAsk)
return;
if(UseTakeProfit && tp >= currentAsk)
return;
// Set trade parameters
trade.SetDeviationInPoints(3);
trade.SetTypeFilling(ORDER_FILLING_IOC);
trade.SetExpertMagicNumber(123456);
// Place sell order using CTrade
if(!trade.Sell(MaxLotSize, _Symbol, currentBid, sl, tp, "RSI Sell"))
{
Print("Sell order failed. Error code: ", GetLastError());
}
else
{
Print("Sell order placed. RSI: ", rsi[0]);
isPositionOpen = true;
positionOpenPrice = currentBid;
positionOpenTime = TimeCurrent();
lastPositionType = POSITION_TYPE_SELL;
}
}
}
}
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