Update
This commit is contained in:
zhutoutoutousan
@@ -0,0 +1,159 @@
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//+------------------------------------------------------------------+
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//| MagicNumberHelpers.mqh |
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//| Copyright 2025, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property version "1.00"
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//+------------------------------------------------------------------+
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//| Select position by symbol and magic number |
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//+------------------------------------------------------------------+
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bool PositionSelectByMagic(string symbol, ulong magic_number)
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{
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// First try to find position by symbol
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if(!PositionSelect(symbol))
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return false;
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// Check if the selected position has the correct magic number
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if(PositionGetInteger(POSITION_MAGIC) != magic_number)
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{
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// Position exists but wrong magic number, search all positions
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for(int i = PositionsTotal() - 1; i >= 0; i--)
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{
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if(PositionGetTicket(i) > 0)
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{
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if(PositionGetString(POSITION_SYMBOL) == symbol &&
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PositionGetInteger(POSITION_MAGIC) == magic_number)
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{
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return true;
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}
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}
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}
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Select position by ticket and verify magic number and symbol |
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//+------------------------------------------------------------------+
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bool PositionSelectByTicketAndMagic(ulong ticket, ulong magic_number)
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{
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if(!PositionSelectByTicket(ticket))
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return false;
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return (PositionGetInteger(POSITION_MAGIC) == magic_number);
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}
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//+------------------------------------------------------------------+
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//| Select position by ticket and verify symbol, magic number |
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//+------------------------------------------------------------------+
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bool PositionSelectByTicketSymbolAndMagic(ulong ticket, string symbol, ulong magic_number)
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{
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if(!PositionSelectByTicket(ticket))
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return false;
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return (PositionGetString(POSITION_SYMBOL) == symbol &&
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PositionGetInteger(POSITION_MAGIC) == magic_number);
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}
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//+------------------------------------------------------------------+
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//| Check if position exists with correct magic number |
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//+------------------------------------------------------------------+
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bool PositionExistsByMagic(string symbol, ulong magic_number)
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{
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return PositionSelectByMagic(symbol, magic_number);
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}
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//+------------------------------------------------------------------+
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//| Get position ticket by symbol and magic number |
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//+------------------------------------------------------------------+
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ulong GetPositionTicketByMagic(string symbol, ulong magic_number)
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{
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for(int i = PositionsTotal() - 1; i >= 0; i--)
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{
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ulong ticket = PositionGetTicket(i);
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if(ticket > 0)
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{
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if(PositionGetString(POSITION_SYMBOL) == symbol &&
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PositionGetInteger(POSITION_MAGIC) == magic_number)
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{
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return ticket;
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}
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}
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}
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return 0;
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}
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//+------------------------------------------------------------------+
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//| Close position by symbol and magic number |
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//+------------------------------------------------------------------+
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bool ClosePositionByMagic(CTrade &trade_obj, string symbol, ulong magic_number)
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{
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ulong ticket = GetPositionTicketByMagic(symbol, magic_number);
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if(ticket == 0)
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return false;
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return trade_obj.PositionClose(ticket);
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}
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//+------------------------------------------------------------------+
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//| Modify position by symbol and magic number |
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//+------------------------------------------------------------------+
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bool ModifyPositionByMagic(CTrade &trade_obj, string symbol, ulong magic_number,
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double sl, double tp)
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{
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ulong ticket = GetPositionTicketByMagic(symbol, magic_number);
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if(ticket == 0)
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return false;
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return trade_obj.PositionModify(ticket, sl, tp);
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}
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//+------------------------------------------------------------------+
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//| Get position profit by symbol and magic number |
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//+------------------------------------------------------------------+
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double GetPositionProfitByMagic(string symbol, ulong magic_number)
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{
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if(!PositionSelectByMagic(symbol, magic_number))
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return 0.0;
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return PositionGetDouble(POSITION_PROFIT);
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}
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//+------------------------------------------------------------------+
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//| Get position type by symbol and magic number |
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//+------------------------------------------------------------------+
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ENUM_POSITION_TYPE GetPositionTypeByMagic(string symbol, ulong magic_number)
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{
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if(!PositionSelectByMagic(symbol, magic_number))
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return WRONG_VALUE;
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return (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
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}
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//+------------------------------------------------------------------+
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//| Count positions by symbol and magic number |
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//+------------------------------------------------------------------+
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int CountPositionsByMagic(string symbol, ulong magic_number)
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{
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int count = 0;
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for(int i = PositionsTotal() - 1; i >= 0; i--)
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{
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ulong ticket = PositionGetTicket(i);
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if(ticket > 0)
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{
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if(PositionGetString(POSITION_SYMBOL) == symbol &&
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PositionGetInteger(POSITION_MAGIC) == magic_number)
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{
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count++;
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}
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}
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}
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return count;
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}
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//+------------------------------------------------------------------+
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@@ -0,0 +1,607 @@
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//+------------------------------------------------------------------+
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//| PerformanceEvaluator.mqh |
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//| Copyright 2025, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property version "1.00"
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//+------------------------------------------------------------------+
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//| Performance Metrics Structure |
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//+------------------------------------------------------------------+
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struct StrategyPerformance {
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string strategyName;
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string symbol; // Store symbol to determine if it's a stock
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int magicNumber;
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double initialLotSize;
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double currentLotSize;
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double quarterProfit;
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double quarterTrades;
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double quarterWins;
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double quarterLosses;
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double maxDrawdown;
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double winRate;
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datetime quarterStart;
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datetime quarterEnd;
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bool isActive;
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bool inPenaltyMode; // True if strategy is in penalty (worst performer)
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double lotSizeBeforePenalty; // Store lot size before penalty
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datetime penaltyStartTime; // When penalty started
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};
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//+------------------------------------------------------------------+
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//| Global Performance Tracking |
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//+------------------------------------------------------------------+
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StrategyPerformance strategyPerformances[];
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int totalStrategies = 0;
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datetime lastMonthCheck = 0;
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datetime currentMonthStart = 0;
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datetime currentMonthEnd = 0;
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//+------------------------------------------------------------------+
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//| Performance Adjustment Parameters |
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//+------------------------------------------------------------------+
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input group "=== Performance Evaluation Settings ==="
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input bool PE_EnableAutoAdjustment = true; // Enable automatic lot size adjustment
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input double PE_LotSizeIncreasePercent = 10.0; // % increase for top-ranked strategies
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input double PE_LotSizeDecreasePercent = 10.0; // % decrease for bottom-ranked strategies
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input double PE_MinLotSize = 0.01; // Minimum lot size for forex/crypto
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input double PE_MinLotSizeStocks = 5.0; // Minimum lot size for stocks (5-10 range)
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input double PE_MaxLotSize = 100.0; // Maximum lot size after adjustment
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input int PE_TopPerformersCount = 3; // Number of top strategies to increase lot size
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input int PE_BottomPerformersCount = 3; // Number of bottom strategies to decrease lot size
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input bool PE_UseWinRateWeight = true; // Consider win rate in ranking (50% profit, 50% win rate)
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input bool PE_EnableBlitzPlay = true; // Enable blitz play: worst performer gets minimum lot size penalty
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input bool PE_EnableLogging = true; // Enable performance logging
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//+------------------------------------------------------------------+
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//| Initialize Performance Tracking |
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//+------------------------------------------------------------------+
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void InitPerformanceTracking()
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{
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// Calculate current month dates
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MqlDateTime dt;
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TimeToStruct(TimeCurrent(), dt);
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// Determine month start (first day of current month)
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dt.day = 1;
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dt.hour = 0;
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dt.min = 0;
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dt.sec = 0;
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currentMonthStart = StructToTime(dt);
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// Calculate month end (first day of next month - 1 second)
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dt.mon += 1;
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if(dt.mon > 12)
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{
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dt.mon = 1;
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dt.year++;
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}
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currentMonthEnd = StructToTime(dt) - 1; // End of last day of month
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lastMonthCheck = TimeCurrent();
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if(PE_EnableLogging)
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{
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Print("Performance Evaluator: Initialized");
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Print("Current Month Start: ", TimeToString(currentMonthStart));
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Print("Current Month End: ", TimeToString(currentMonthEnd));
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}
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}
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//+------------------------------------------------------------------+
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//| Check if Symbol is a Stock |
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//+------------------------------------------------------------------+
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bool IsStockSymbol(string symbol)
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{
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// Check if symbol contains common stock indicators
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if(StringFind(symbol, ".US") >= 0) return true;
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if(StringFind(symbol, "NASDAQ:") >= 0) return true;
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if(StringFind(symbol, "NYSE:") >= 0) return true;
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// Note: Symbol category check removed to avoid enum conversion issues
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// String-based checks (.US, NASDAQ:, NYSE:, common tickers) are sufficient
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// Common stock tickers (without .US suffix)
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string commonStocks[] = {"AAPL", "MSFT", "NVDA", "TSLA", "GOOGL", "AMZN", "META", "NFLX"};
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for(int i = 0; i < ArraySize(commonStocks); i++)
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{
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if(StringFind(symbol, commonStocks[i]) == 0) return true;
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}
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return false;
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}
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//+------------------------------------------------------------------+
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//| Get Minimum Lot Size for Symbol |
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//+------------------------------------------------------------------+
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double GetMinLotSizeForSymbol(string symbol)
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{
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if(IsStockSymbol(symbol))
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return PE_MinLotSizeStocks;
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else
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return PE_MinLotSize;
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}
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//+------------------------------------------------------------------+
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//| Register Strategy for Performance Tracking |
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//+------------------------------------------------------------------+
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void RegisterStrategy(string strategyName, int magicNumber, double initialLotSize, string symbol = "")
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{
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// Check if strategy already registered
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for(int i = 0; i < ArraySize(strategyPerformances); i++)
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{
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if(strategyPerformances[i].strategyName == strategyName &&
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strategyPerformances[i].magicNumber == magicNumber)
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{
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if(PE_EnableLogging)
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Print("Performance Evaluator: Strategy '", strategyName, "' already registered");
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return;
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}
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}
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// Add new strategy
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int newSize = ArraySize(strategyPerformances) + 1;
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ArrayResize(strategyPerformances, newSize);
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strategyPerformances[newSize - 1].strategyName = strategyName;
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strategyPerformances[newSize - 1].symbol = symbol;
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strategyPerformances[newSize - 1].magicNumber = magicNumber;
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strategyPerformances[newSize - 1].initialLotSize = initialLotSize;
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// Start with minimum lot size for safety (symbol-specific minimum)
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double minLot = GetMinLotSizeForSymbol(symbol);
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strategyPerformances[newSize - 1].currentLotSize = minLot;
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strategyPerformances[newSize - 1].quarterProfit = 0.0;
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strategyPerformances[newSize - 1].quarterTrades = 0;
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strategyPerformances[newSize - 1].quarterWins = 0;
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strategyPerformances[newSize - 1].quarterLosses = 0;
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strategyPerformances[newSize - 1].maxDrawdown = 0.0;
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strategyPerformances[newSize - 1].winRate = 0.0;
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strategyPerformances[newSize - 1].quarterStart = currentMonthStart;
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strategyPerformances[newSize - 1].quarterEnd = currentMonthEnd;
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strategyPerformances[newSize - 1].isActive = true;
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strategyPerformances[newSize - 1].inPenaltyMode = false;
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strategyPerformances[newSize - 1].lotSizeBeforePenalty = initialLotSize;
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strategyPerformances[newSize - 1].penaltyStartTime = 0;
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totalStrategies = newSize;
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if(PE_EnableLogging)
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Print("Performance Evaluator: Registered strategy '", strategyName,
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"' (Magic: ", magicNumber, ", Initial Lot: ", initialLotSize, ")");
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}
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//+------------------------------------------------------------------+
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//| Update Strategy Performance Metrics |
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//+------------------------------------------------------------------+
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void UpdateStrategyPerformance(string strategyName, int magicNumber)
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{
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for(int i = 0; i < ArraySize(strategyPerformances); i++)
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{
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if(strategyPerformances[i].strategyName == strategyName &&
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strategyPerformances[i].magicNumber == magicNumber &&
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strategyPerformances[i].isActive)
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{
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// Calculate performance for current quarter
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double totalProfit = 0.0;
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int totalTrades = 0;
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int wins = 0;
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int losses = 0;
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double maxDD = 0.0;
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double peakBalance = 0.0;
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// Scan all closed deals in current quarter
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datetime quarterStart = strategyPerformances[i].quarterStart;
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datetime quarterEnd = strategyPerformances[i].quarterEnd;
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// Select history for the quarter
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if(HistorySelect(quarterStart, quarterEnd))
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{
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int totalDeals = HistoryDealsTotal();
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for(int j = 0; j < totalDeals; j++)
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{
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ulong ticket = HistoryDealGetTicket(j);
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if(ticket > 0)
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{
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long dealMagic = HistoryDealGetInteger(ticket, DEAL_MAGIC);
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if(dealMagic == magicNumber)
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{
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double profit = HistoryDealGetDouble(ticket, DEAL_PROFIT);
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double swap = HistoryDealGetDouble(ticket, DEAL_SWAP);
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double commission = HistoryDealGetDouble(ticket, DEAL_COMMISSION);
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double totalDealProfit = profit + swap + commission;
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totalProfit += totalDealProfit;
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totalTrades++;
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if(totalDealProfit > 0)
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wins++;
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else if(totalDealProfit < 0)
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losses++;
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}
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}
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}
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}
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// Calculate win rate
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double winRate = 0.0;
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if(totalTrades > 0)
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winRate = (double)wins / (double)totalTrades * 100.0;
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// Update metrics
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strategyPerformances[i].quarterProfit = totalProfit;
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strategyPerformances[i].quarterTrades = totalTrades;
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strategyPerformances[i].quarterWins = wins;
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strategyPerformances[i].quarterLosses = losses;
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strategyPerformances[i].winRate = winRate;
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break;
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Strategy Ranking Structure |
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//+------------------------------------------------------------------+
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struct StrategyRank {
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int index;
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double score;
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};
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//+------------------------------------------------------------------+
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//| Calculate Strategy Score for Ranking |
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//+------------------------------------------------------------------+
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double CalculateStrategyScore(int strategyIndex)
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{
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double profit = strategyPerformances[strategyIndex].quarterProfit;
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double winRate = strategyPerformances[strategyIndex].winRate;
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double trades = strategyPerformances[strategyIndex].quarterTrades;
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// Normalize profit (scale to 0-100 range, assuming max profit of $1000)
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double normalizedProfit = MathMin(profit / 10.0, 100.0);
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if(profit < 0) normalizedProfit = profit / 5.0; // Penalize losses more
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// Calculate score
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double score = 0.0;
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if(PE_UseWinRateWeight)
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{
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// 50% profit, 50% win rate (if enough trades)
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if(trades >= 5)
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score = (normalizedProfit * 0.5) + (winRate * 0.5);
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else
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score = normalizedProfit; // Not enough trades, use profit only
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}
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else
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{
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// Profit only
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score = normalizedProfit;
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}
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return score;
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}
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//+------------------------------------------------------------------+
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//| Check if Month Ended and Evaluate Performance |
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//+------------------------------------------------------------------+
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void CheckMonthEnd()
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{
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datetime now = TimeCurrent();
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// Check if we've entered a new month
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if(now >= currentMonthEnd)
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{
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if(PE_EnableLogging)
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Print("Performance Evaluator: Month ended. Evaluating and ranking strategies...");
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// Update performance metrics for all strategies
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for(int i = 0; i < ArraySize(strategyPerformances); i++)
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{
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if(strategyPerformances[i].isActive)
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{
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UpdateStrategyPerformance(strategyPerformances[i].strategyName,
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strategyPerformances[i].magicNumber);
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}
|
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}
|
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// Rank strategies
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int activeCount = 0;
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for(int i = 0; i < ArraySize(strategyPerformances); i++)
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||||
{
|
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if(strategyPerformances[i].isActive)
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activeCount++;
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}
|
||||
|
||||
if(activeCount > 0)
|
||||
{
|
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// Create ranking array
|
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StrategyRank ranks[];
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ArrayResize(ranks, activeCount);
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int rankIndex = 0;
|
||||
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive)
|
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{
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ranks[rankIndex].index = i;
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ranks[rankIndex].score = CalculateStrategyScore(i);
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rankIndex++;
|
||||
}
|
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}
|
||||
|
||||
// Sort by score (descending - highest score first)
|
||||
for(int i = 0; i < activeCount - 1; i++)
|
||||
{
|
||||
for(int j = i + 1; j < activeCount; j++)
|
||||
{
|
||||
if(ranks[j].score > ranks[i].score)
|
||||
{
|
||||
StrategyRank temp = ranks[i];
|
||||
ranks[i] = ranks[j];
|
||||
ranks[j] = temp;
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||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Adjust lot sizes based on ranking
|
||||
if(PE_EnableAutoAdjustment)
|
||||
{
|
||||
// Increase top performers (skip if in penalty mode)
|
||||
int topCount = MathMin(PE_TopPerformersCount, activeCount);
|
||||
for(int i = 0; i < topCount; i++)
|
||||
{
|
||||
int strategyIdx = ranks[i].index;
|
||||
|
||||
// Skip if strategy is in penalty mode
|
||||
if(strategyPerformances[strategyIdx].inPenaltyMode)
|
||||
continue;
|
||||
|
||||
double oldLotSize = strategyPerformances[strategyIdx].currentLotSize;
|
||||
double newLotSize = oldLotSize * (1.0 + PE_LotSizeIncreasePercent / 100.0);
|
||||
|
||||
if(newLotSize > PE_MaxLotSize)
|
||||
newLotSize = PE_MaxLotSize;
|
||||
|
||||
strategyPerformances[strategyIdx].currentLotSize = newLotSize;
|
||||
|
||||
if(PE_EnableLogging)
|
||||
Print("Performance Evaluator: Rank #", (i+1), " - Increasing '",
|
||||
strategyPerformances[strategyIdx].strategyName,
|
||||
"' lot size from ", oldLotSize, " to ", newLotSize,
|
||||
" (Score: ", DoubleToString(ranks[i].score, 2),
|
||||
", Profit: $", DoubleToString(strategyPerformances[strategyIdx].quarterProfit, 2),
|
||||
", Win Rate: ", DoubleToString(strategyPerformances[strategyIdx].winRate, 2), "%)");
|
||||
}
|
||||
|
||||
// Decrease bottom performers (skip worst one if blitz play is enabled)
|
||||
int bottomCount = MathMin(PE_BottomPerformersCount, activeCount);
|
||||
int startIdx = activeCount - bottomCount;
|
||||
|
||||
// If blitz play is enabled, skip the worst performer (it will get minimum penalty)
|
||||
if(PE_EnableBlitzPlay && activeCount > 0)
|
||||
startIdx = activeCount - bottomCount + 1;
|
||||
|
||||
for(int i = startIdx; i < activeCount; i++)
|
||||
{
|
||||
int strategyIdx = ranks[i].index;
|
||||
|
||||
// Skip if strategy is in penalty mode
|
||||
if(strategyPerformances[strategyIdx].inPenaltyMode)
|
||||
continue;
|
||||
|
||||
double oldLotSize = strategyPerformances[strategyIdx].currentLotSize;
|
||||
double newLotSize = oldLotSize * (1.0 - PE_LotSizeDecreasePercent / 100.0);
|
||||
|
||||
// Use symbol-specific minimum lot size
|
||||
double minLot = GetMinLotSizeForSymbol(strategyPerformances[strategyIdx].symbol);
|
||||
if(newLotSize < minLot)
|
||||
newLotSize = minLot;
|
||||
|
||||
strategyPerformances[strategyIdx].currentLotSize = newLotSize;
|
||||
|
||||
if(PE_EnableLogging)
|
||||
Print("Performance Evaluator: Rank #", (i+1), " - Decreasing '",
|
||||
strategyPerformances[strategyIdx].strategyName,
|
||||
"' lot size from ", oldLotSize, " to ", newLotSize,
|
||||
" (Score: ", DoubleToString(ranks[i].score, 2),
|
||||
", Profit: $", DoubleToString(strategyPerformances[strategyIdx].quarterProfit, 2),
|
||||
", Win Rate: ", DoubleToString(strategyPerformances[strategyIdx].winRate, 2), "%)");
|
||||
}
|
||||
}
|
||||
|
||||
// Blitz Play: Apply penalty to worst performer
|
||||
if(PE_EnableBlitzPlay && activeCount > 0)
|
||||
{
|
||||
// Find worst performer (last in ranking)
|
||||
int worstIdx = ranks[activeCount - 1].index;
|
||||
|
||||
// Remove penalty from previous worst performer (if any)
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive && strategyPerformances[i].inPenaltyMode)
|
||||
{
|
||||
// Check if penalty period has passed (one month)
|
||||
if(now - strategyPerformances[i].penaltyStartTime >= 2592000) // ~30 days
|
||||
{
|
||||
// Restore lot size to before penalty
|
||||
strategyPerformances[i].currentLotSize = strategyPerformances[i].lotSizeBeforePenalty;
|
||||
strategyPerformances[i].inPenaltyMode = false;
|
||||
strategyPerformances[i].penaltyStartTime = 0;
|
||||
|
||||
if(PE_EnableLogging)
|
||||
Print("Blitz Play: Penalty removed from '", strategyPerformances[i].strategyName,
|
||||
"'. Lot size restored to ", strategyPerformances[i].currentLotSize);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Apply penalty to new worst performer
|
||||
if(!strategyPerformances[worstIdx].inPenaltyMode)
|
||||
{
|
||||
strategyPerformances[worstIdx].lotSizeBeforePenalty = strategyPerformances[worstIdx].currentLotSize;
|
||||
// Use symbol-specific minimum lot size
|
||||
double minLot = GetMinLotSizeForSymbol(strategyPerformances[worstIdx].symbol);
|
||||
strategyPerformances[worstIdx].currentLotSize = minLot;
|
||||
strategyPerformances[worstIdx].inPenaltyMode = true;
|
||||
strategyPerformances[worstIdx].penaltyStartTime = now;
|
||||
|
||||
if(PE_EnableLogging)
|
||||
Print("Blitz Play: WORST PERFORMER - '", strategyPerformances[worstIdx].strategyName,
|
||||
"' penalized! Lot size reduced from ", strategyPerformances[worstIdx].lotSizeBeforePenalty,
|
||||
" to minimum ", minLot, " (Score: ", DoubleToString(ranks[activeCount - 1].score, 2),
|
||||
", Profit: $", DoubleToString(strategyPerformances[worstIdx].quarterProfit, 2), ")");
|
||||
}
|
||||
}
|
||||
|
||||
// Log performance report
|
||||
if(PE_EnableLogging)
|
||||
{
|
||||
Print("=== Monthly Performance Ranking ===");
|
||||
for(int i = 0; i < activeCount; i++)
|
||||
{
|
||||
int strategyIdx = ranks[i].index;
|
||||
Print("Rank #", (i+1), ": ", strategyPerformances[strategyIdx].strategyName,
|
||||
" - Score: ", DoubleToString(ranks[i].score, 2),
|
||||
", Profit: $", DoubleToString(strategyPerformances[strategyIdx].quarterProfit, 2),
|
||||
", Win Rate: ", DoubleToString(strategyPerformances[strategyIdx].winRate, 2), "%",
|
||||
", Trades: ", (int)strategyPerformances[strategyIdx].quarterTrades,
|
||||
", Lot Size: ", DoubleToString(strategyPerformances[strategyIdx].currentLotSize, 2));
|
||||
}
|
||||
Print("===================================");
|
||||
}
|
||||
}
|
||||
|
||||
// Reset month metrics for all strategies
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive)
|
||||
{
|
||||
strategyPerformances[i].quarterProfit = 0.0;
|
||||
strategyPerformances[i].quarterTrades = 0;
|
||||
strategyPerformances[i].quarterWins = 0;
|
||||
strategyPerformances[i].quarterLosses = 0;
|
||||
strategyPerformances[i].maxDrawdown = 0.0;
|
||||
strategyPerformances[i].winRate = 0.0;
|
||||
}
|
||||
}
|
||||
|
||||
// Update month dates
|
||||
MqlDateTime dt;
|
||||
TimeToStruct(now, dt);
|
||||
|
||||
// First day of current month
|
||||
dt.day = 1;
|
||||
dt.hour = 0;
|
||||
dt.min = 0;
|
||||
dt.sec = 0;
|
||||
currentMonthStart = StructToTime(dt);
|
||||
|
||||
// First day of next month - 1 second
|
||||
dt.mon += 1;
|
||||
if(dt.mon > 12)
|
||||
{
|
||||
dt.mon = 1;
|
||||
dt.year++;
|
||||
}
|
||||
currentMonthEnd = StructToTime(dt) - 1;
|
||||
|
||||
// Update month dates for all strategies
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
strategyPerformances[i].quarterStart = currentMonthStart;
|
||||
strategyPerformances[i].quarterEnd = currentMonthEnd;
|
||||
}
|
||||
|
||||
lastMonthCheck = now;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Get Current Lot Size for Strategy |
|
||||
//+------------------------------------------------------------------+
|
||||
double GetStrategyLotSize(string strategyName, int magicNumber)
|
||||
{
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].strategyName == strategyName &&
|
||||
strategyPerformances[i].magicNumber == magicNumber &&
|
||||
strategyPerformances[i].isActive)
|
||||
{
|
||||
return strategyPerformances[i].currentLotSize;
|
||||
}
|
||||
}
|
||||
return 0.0;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Process Performance Evaluation (call from OnTick) |
|
||||
//+------------------------------------------------------------------+
|
||||
void ProcessPerformanceEvaluation()
|
||||
{
|
||||
// Check if month ended
|
||||
CheckMonthEnd();
|
||||
|
||||
// Check for penalty expiration (blitz play)
|
||||
if(PE_EnableBlitzPlay)
|
||||
{
|
||||
datetime now = TimeCurrent();
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive && strategyPerformances[i].inPenaltyMode)
|
||||
{
|
||||
// Check if penalty period has passed (one month = ~30 days)
|
||||
if(now - strategyPerformances[i].penaltyStartTime >= 2592000)
|
||||
{
|
||||
// Restore lot size to before penalty
|
||||
strategyPerformances[i].currentLotSize = strategyPerformances[i].lotSizeBeforePenalty;
|
||||
strategyPerformances[i].inPenaltyMode = false;
|
||||
strategyPerformances[i].penaltyStartTime = 0;
|
||||
|
||||
if(PE_EnableLogging)
|
||||
Print("Blitz Play: Penalty expired for '", strategyPerformances[i].strategyName,
|
||||
"'. Lot size restored to ", strategyPerformances[i].currentLotSize);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Update performance metrics periodically (every hour)
|
||||
static datetime lastUpdate = 0;
|
||||
if(TimeCurrent() - lastUpdate >= 3600)
|
||||
{
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive)
|
||||
{
|
||||
UpdateStrategyPerformance(strategyPerformances[i].strategyName,
|
||||
strategyPerformances[i].magicNumber);
|
||||
}
|
||||
}
|
||||
lastUpdate = TimeCurrent();
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Get Performance Summary |
|
||||
//+------------------------------------------------------------------+
|
||||
string GetPerformanceSummary()
|
||||
{
|
||||
string summary = "\n=== Performance Summary ===\n";
|
||||
summary += "Current Month: " + TimeToString(currentMonthStart) + " to " + TimeToString(currentMonthEnd) + "\n\n";
|
||||
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive)
|
||||
{
|
||||
summary += strategyPerformances[i].strategyName + ":\n";
|
||||
summary += " Profit: $" + DoubleToString(strategyPerformances[i].quarterProfit, 2) + "\n";
|
||||
summary += " Trades: " + IntegerToString((int)strategyPerformances[i].quarterTrades) + "\n";
|
||||
summary += " Win Rate: " + DoubleToString(strategyPerformances[i].winRate, 2) + "%\n";
|
||||
summary += " Lot Size: " + DoubleToString(strategyPerformances[i].currentLotSize, 2) + "\n\n";
|
||||
}
|
||||
}
|
||||
|
||||
return summary;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,76 @@
|
||||
# United EA Strategy Configuration Summary
|
||||
|
||||
## Strategy Symbols and Magic Numbers
|
||||
|
||||
### Strategy 1: DarvasBox
|
||||
- **Symbol**: XAUUSD (Gold/USD)
|
||||
- **Magic Number**: 135790
|
||||
|
||||
### Strategy 2: EMASlopeDistance
|
||||
- **Symbol**: XAUUSD (Gold/USD)
|
||||
- **Magic Number**: 12350
|
||||
|
||||
### Strategy 3: RSICrossOverReversal
|
||||
- **Symbol**: XAUUSD (Gold/USD)
|
||||
- **Magic Number**: 7
|
||||
|
||||
### Strategy 4: RSIMidPointHijack
|
||||
- **Symbol**: XAUUSD (Gold/USD)
|
||||
- **Magic Numbers**:
|
||||
- RSIFollow: 1001
|
||||
- RSIReverse: 1002
|
||||
- EMACross: 1003
|
||||
|
||||
### Strategy 5: RSI Scalping APPL (Apple)
|
||||
- **Symbol**: AAPL (Apple stock)
|
||||
- **Magic Number**: 20001
|
||||
- **Note**: Changed from "APPL" to "AAPL" (correct ticker symbol)
|
||||
|
||||
### Strategy 6: RSI Scalping BTCUSD
|
||||
- **Symbol**: BTCUSD (Bitcoin/USD)
|
||||
- **Magic Number**: 123459123
|
||||
|
||||
### Strategy 7: RSI Scalping MSFT
|
||||
- **Symbol**: MSFT (Microsoft stock)
|
||||
- **Magic Number**: 20002
|
||||
|
||||
### Strategy 8: RSI Scalping NVDA
|
||||
- **Symbol**: NVDA (NVIDIA stock)
|
||||
- **Magic Number**: 20003
|
||||
|
||||
### Strategy 9: RSI Scalping TSLA
|
||||
- **Symbol**: TSLA (Tesla stock)
|
||||
- **Magic Number**: 125421321
|
||||
|
||||
### Strategy 10: RSI Scalping XAUUSD
|
||||
- **Symbol**: XAUUSD (Gold/USD)
|
||||
- **Magic Number**: 129102315
|
||||
|
||||
## Important Notes
|
||||
|
||||
1. **Stock Symbols**: Stock symbols (AAPL, MSFT, NVDA, TSLA) must be:
|
||||
- Added to Market Watch in MetaTrader 5
|
||||
- Available from your broker
|
||||
- Use the correct ticker symbol (e.g., "AAPL" not "APPL")
|
||||
|
||||
2. **Magic Numbers**: All strategies have unique magic numbers to prevent interference:
|
||||
- Each strategy can be identified by its magic number
|
||||
- RSIMidPointHijack uses 3 magic numbers (one for each sub-strategy)
|
||||
|
||||
3. **Symbol Configuration**: Each strategy trades on its own symbol:
|
||||
- You can change symbols in the input parameters
|
||||
- The EA will log warnings if a symbol is not available
|
||||
- Strategies with unavailable symbols will be skipped (EA continues running)
|
||||
|
||||
4. **RSI Scalping Strategies**:
|
||||
- Each RSI Scalping variant trades on a different symbol
|
||||
- They all use the same strategy logic but with different parameters
|
||||
- Buy and sell signals are generated based on RSI levels for each symbol
|
||||
|
||||
## Troubleshooting
|
||||
|
||||
If stock symbols are not working:
|
||||
1. Check if the symbol exists in your broker's symbol list
|
||||
2. Add the symbol to Market Watch in MetaTrader 5
|
||||
3. Verify the symbol name matches your broker's naming convention
|
||||
4. Some brokers use prefixes/suffixes (e.g., "NASDAQ:AAPL" or "AAPL.US")
|
||||
@@ -0,0 +1,300 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| DarvasBoxStrategy.mqh |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
bool InitDarvasBox(string symbol)
|
||||
{
|
||||
dbData.symbol = symbol;
|
||||
dbData.boxHigh = 0;
|
||||
dbData.boxLow = 0;
|
||||
dbData.boxFormed = false;
|
||||
dbData.lastBoxTime = 0;
|
||||
dbData.boxName = "DarvasBox_" + IntegerToString(DB_MagicNumber) + "_";
|
||||
|
||||
// Check if symbol exists
|
||||
if(!SymbolSelect(symbol, true))
|
||||
{
|
||||
Print("DarvasBox: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
|
||||
return false;
|
||||
}
|
||||
|
||||
Sleep(100); // Wait for symbol to be ready
|
||||
|
||||
dbData.point = SymbolInfoDouble(symbol, SYMBOL_POINT);
|
||||
dbData.minStopLevel = SymbolInfoInteger(symbol, SYMBOL_TRADE_STOPS_LEVEL) * dbData.point;
|
||||
|
||||
dbData.maHandle = iMA(symbol, DB_TrendTimeframe, DB_MA_Period, 0, DB_MA_Method, DB_MA_Price);
|
||||
dbData.volumeHandle = iVolumes(symbol, PERIOD_CURRENT, VOLUME_TICK);
|
||||
|
||||
if(dbData.maHandle == INVALID_HANDLE || dbData.volumeHandle == INVALID_HANDLE)
|
||||
{
|
||||
Print("DarvasBox: Error creating indicators for '", symbol, "'");
|
||||
return false;
|
||||
}
|
||||
|
||||
dbData.trade.SetDeviationInPoints(10);
|
||||
dbData.trade.SetTypeFilling(ORDER_FILLING_IOC);
|
||||
dbData.trade.SetAsyncMode(false);
|
||||
dbData.trade.SetExpertMagicNumber(DB_MagicNumber);
|
||||
|
||||
ObjectsDeleteAll(0, dbData.boxName);
|
||||
dbData.isInitialized = true;
|
||||
Print("DarvasBox: Successfully initialized for symbol '", symbol, "'");
|
||||
return true;
|
||||
}
|
||||
|
||||
void DeinitDarvasBox()
|
||||
{
|
||||
if(dbData.maHandle != INVALID_HANDLE) IndicatorRelease(dbData.maHandle);
|
||||
if(dbData.volumeHandle != INVALID_HANDLE) IndicatorRelease(dbData.volumeHandle);
|
||||
ObjectsDeleteAll(0, dbData.boxName);
|
||||
}
|
||||
|
||||
void DrawDarvasBox()
|
||||
{
|
||||
if(!dbData.boxFormed) return;
|
||||
|
||||
datetime time1 = iTime(dbData.symbol, PERIOD_H1, DB_BoxPeriod);
|
||||
datetime time2 = iTime(dbData.symbol, PERIOD_H1, 0);
|
||||
|
||||
ObjectsDeleteAll(0, dbData.boxName);
|
||||
|
||||
ObjectCreate(0, dbData.boxName + "Top", OBJ_TREND, 0, time1, dbData.boxHigh, time2, dbData.boxHigh);
|
||||
ObjectCreate(0, dbData.boxName + "Bottom", OBJ_TREND, 0, time1, dbData.boxLow, time2, dbData.boxLow);
|
||||
|
||||
ObjectSetInteger(0, dbData.boxName + "Top", OBJPROP_COLOR, DB_BoxColor);
|
||||
ObjectSetInteger(0, dbData.boxName + "Bottom", OBJPROP_COLOR, DB_BoxColor);
|
||||
ObjectSetInteger(0, dbData.boxName + "Top", OBJPROP_WIDTH, DB_BoxWidth);
|
||||
ObjectSetInteger(0, dbData.boxName + "Bottom", OBJPROP_WIDTH, DB_BoxWidth);
|
||||
ObjectSetInteger(0, dbData.boxName + "Top", OBJPROP_RAY_RIGHT, true);
|
||||
ObjectSetInteger(0, dbData.boxName + "Bottom", OBJPROP_RAY_RIGHT, true);
|
||||
}
|
||||
|
||||
void CalculateDarvasBox()
|
||||
{
|
||||
double high = 0;
|
||||
double low = DBL_MAX;
|
||||
|
||||
// Find highest high and lowest low in the period - EXACTLY like original
|
||||
for(int i = 0; i < DB_BoxPeriod; i++)
|
||||
{
|
||||
high = MathMax(high, iHigh(dbData.symbol, PERIOD_H1, i));
|
||||
low = MathMin(low, iLow(dbData.symbol, PERIOD_H1, i));
|
||||
}
|
||||
|
||||
double range = high - low;
|
||||
double allowedRange = DB_BoxDeviation * dbData.point; // Use dbData.point instead of _Point
|
||||
|
||||
if(DB_EnableLogging)
|
||||
{
|
||||
Print("DarvasBox: Box Calculation - High: ", high, " Low: ", low, " Range: ", range, " Allowed Range: ", allowedRange);
|
||||
}
|
||||
|
||||
// Check if box is formed - EXACTLY like original
|
||||
if(range <= allowedRange)
|
||||
{
|
||||
dbData.boxHigh = high;
|
||||
dbData.boxLow = low;
|
||||
dbData.boxFormed = true;
|
||||
dbData.lastBoxTime = iTime(dbData.symbol, PERIOD_CURRENT, 0);
|
||||
|
||||
// Draw the box
|
||||
DrawDarvasBox();
|
||||
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Box Formed - High: ", dbData.boxHigh, " Low: ", dbData.boxLow, " Time: ", dbData.lastBoxTime);
|
||||
}
|
||||
else
|
||||
{
|
||||
dbData.boxFormed = false;
|
||||
// Delete box if it exists
|
||||
ObjectsDeleteAll(0, dbData.boxName);
|
||||
}
|
||||
}
|
||||
|
||||
bool ValidateStopLevels(double price, double &sl, double &tp, ENUM_ORDER_TYPE orderType)
|
||||
{
|
||||
double minSlDistance = MathMax(dbData.minStopLevel, DB_StopLoss * dbData.point);
|
||||
double minTpDistance = MathMax(dbData.minStopLevel, DB_TakeProfit * dbData.point);
|
||||
|
||||
if(orderType == ORDER_TYPE_BUY)
|
||||
{
|
||||
sl = price - minSlDistance;
|
||||
tp = price + minTpDistance;
|
||||
}
|
||||
else
|
||||
{
|
||||
sl = price + minSlDistance;
|
||||
tp = price - minTpDistance;
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
bool IsTrendFavorable(ENUM_ORDER_TYPE orderType)
|
||||
{
|
||||
double ma[];
|
||||
ArraySetAsSeries(ma, true);
|
||||
|
||||
if(CopyBuffer(dbData.maHandle, 0, 0, 2, ma) <= 0)
|
||||
return false;
|
||||
|
||||
double currentPrice = SymbolInfoDouble(dbData.symbol, SYMBOL_ASK);
|
||||
double trendStrength = MathAbs(currentPrice - ma[0]) / dbData.point;
|
||||
|
||||
if(orderType == ORDER_TYPE_BUY)
|
||||
return (currentPrice > ma[0] && trendStrength > DB_TrendThreshold);
|
||||
else
|
||||
return (currentPrice < ma[0] && trendStrength > DB_TrendThreshold);
|
||||
}
|
||||
|
||||
bool CheckVolumeConditions()
|
||||
{
|
||||
double volumes[];
|
||||
ArraySetAsSeries(volumes, true);
|
||||
|
||||
if(CopyBuffer(dbData.volumeHandle, 0, 0, DB_VolumeMA_Period + 1, volumes) <= 0)
|
||||
return false;
|
||||
|
||||
double volumeMA = 0;
|
||||
for(int i = 1; i <= DB_VolumeMA_Period; i++)
|
||||
volumeMA += volumes[i];
|
||||
volumeMA /= DB_VolumeMA_Period;
|
||||
|
||||
double currentVolume = volumes[0];
|
||||
double volumeRatio = currentVolume / volumeMA;
|
||||
|
||||
return (volumeRatio > DB_VolumeThresholdMultiplier);
|
||||
}
|
||||
|
||||
bool PlaceOrder(ENUM_ORDER_TYPE orderType, double price, double sl, double tp)
|
||||
{
|
||||
if(!ValidateStopLevels(price, sl, tp, orderType))
|
||||
{
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Order rejected - Stop levels validation failed");
|
||||
return false;
|
||||
}
|
||||
|
||||
if(!IsTrendFavorable(orderType))
|
||||
{
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Order rejected - Trend not favorable for ", EnumToString(orderType));
|
||||
return false;
|
||||
}
|
||||
|
||||
if(!CheckVolumeConditions())
|
||||
{
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Order rejected - Volume conditions not met");
|
||||
return false;
|
||||
}
|
||||
|
||||
bool result = false;
|
||||
|
||||
// Use market price (0) instead of explicit price - this ensures market order execution
|
||||
// In backtesting, explicit price might fail if price has moved
|
||||
if(orderType == ORDER_TYPE_BUY)
|
||||
result = dbData.trade.Buy(0.01, dbData.symbol, 0, sl, tp, "Darvas Box Breakout");
|
||||
else
|
||||
result = dbData.trade.Sell(0.01, dbData.symbol, 0, sl, tp, "Darvas Box Breakdown");
|
||||
|
||||
// Always log errors, success only if logging enabled
|
||||
if(result)
|
||||
{
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: ", (orderType == ORDER_TYPE_BUY ? "Buy" : "Sell"), " Order Placed Successfully");
|
||||
}
|
||||
else
|
||||
{
|
||||
// Always log failures with detailed info
|
||||
uint retcode_uint = dbData.trade.ResultRetcode();
|
||||
int retcode = (int)retcode_uint;
|
||||
string desc = dbData.trade.ResultRetcodeDescription();
|
||||
ulong deal = dbData.trade.ResultDeal();
|
||||
ulong order = dbData.trade.ResultOrder();
|
||||
Print("DarvasBox: ", (orderType == ORDER_TYPE_BUY ? "Buy" : "Sell"),
|
||||
" Order Failed - Retcode: ", retcode,
|
||||
", Description: ", desc,
|
||||
", Deal: ", deal,
|
||||
", Order: ", order,
|
||||
", Symbol: ", dbData.symbol,
|
||||
", Requested Price: ", price,
|
||||
", SL: ", sl,
|
||||
", TP: ", tp);
|
||||
}
|
||||
|
||||
return result;
|
||||
}
|
||||
|
||||
void ProcessDarvasBox(string symbol)
|
||||
{
|
||||
// Skip if not initialized (symbol not available)
|
||||
if(!dbData.isInitialized)
|
||||
return;
|
||||
|
||||
dbData.symbol = symbol; // Update symbol in case it changed
|
||||
|
||||
// Calculate new box levels - EXACTLY like original (called every tick)
|
||||
CalculateDarvasBox();
|
||||
|
||||
// Check for trading signals - EXACTLY like original (checked every tick)
|
||||
if(dbData.boxFormed)
|
||||
{
|
||||
double currentPrice = SymbolInfoDouble(dbData.symbol, SYMBOL_ASK);
|
||||
long currentVolume_long = iVolume(dbData.symbol, PERIOD_CURRENT, 0);
|
||||
double currentVolume = (double)currentVolume_long;
|
||||
|
||||
if(DB_EnableLogging)
|
||||
{
|
||||
Print("DarvasBox: Current Price: ", currentPrice, " Box High: ", dbData.boxHigh, " Box Low: ", dbData.boxLow);
|
||||
Print("DarvasBox: Current Volume: ", currentVolume, " Volume Threshold: ", DB_VolumeThreshold);
|
||||
}
|
||||
|
||||
// Check for breakout above box - EXACTLY like original
|
||||
if(currentPrice > dbData.boxHigh && currentVolume > DB_VolumeThreshold)
|
||||
{
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Breakout Signal Detected - Price above box high");
|
||||
|
||||
// Buy signal
|
||||
if(!PositionExistsByMagic(dbData.symbol, (ulong)DB_MagicNumber)) // No existing positions with our magic number
|
||||
{
|
||||
double sl = currentPrice - DB_StopLoss * dbData.point;
|
||||
double tp = currentPrice + DB_TakeProfit * dbData.point;
|
||||
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Preparing Buy Order - Price: ", currentPrice, " SL: ", sl, " TP: ", tp);
|
||||
|
||||
PlaceOrder(ORDER_TYPE_BUY, currentPrice, sl, tp);
|
||||
}
|
||||
else if(DB_EnableLogging)
|
||||
Print("DarvasBox: Skipping Buy Signal - Position already exists");
|
||||
}
|
||||
|
||||
// Check for breakdown below box - EXACTLY like original
|
||||
if(currentPrice < dbData.boxLow && currentVolume > DB_VolumeThreshold)
|
||||
{
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Breakdown Signal Detected - Price below box low");
|
||||
|
||||
// Sell signal
|
||||
if(!PositionExistsByMagic(dbData.symbol, (ulong)DB_MagicNumber)) // No existing positions with our magic number
|
||||
{
|
||||
double sl = currentPrice + DB_StopLoss * dbData.point;
|
||||
double tp = currentPrice - DB_TakeProfit * dbData.point;
|
||||
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Preparing Sell Order - Price: ", currentPrice, " SL: ", sl, " TP: ", tp);
|
||||
|
||||
PlaceOrder(ORDER_TYPE_SELL, currentPrice, sl, tp);
|
||||
}
|
||||
else if(DB_EnableLogging)
|
||||
Print("DarvasBox: Skipping Sell Signal - Position already exists");
|
||||
}
|
||||
}
|
||||
else if(DB_EnableLogging)
|
||||
Print("DarvasBox: No Box Formed - Waiting for consolidation");
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,496 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| EMASlopeDistanceStrategy.mqh |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
bool InitEMASlopeDistance(string symbol)
|
||||
{
|
||||
esData.symbol = symbol;
|
||||
esData.letzte_überwachung_zeit = 0;
|
||||
esData.überwachung_aktiv = false;
|
||||
esData.preis_trigger_aktiv = false;
|
||||
esData.steigung_trigger_aktiv = false;
|
||||
esData.ticket = 0;
|
||||
esData.trades_in_current_crossover = 0;
|
||||
esData.crossover_detected = false;
|
||||
esData.trade_open_time = 0;
|
||||
esData.last_bar_time = 0;
|
||||
|
||||
// Check if symbol exists
|
||||
if(!SymbolSelect(symbol, true))
|
||||
{
|
||||
Print("EMASlopeDistance: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
|
||||
return false;
|
||||
}
|
||||
|
||||
Sleep(100); // Wait for symbol to be ready
|
||||
|
||||
esData.trade.SetExpertMagicNumber(ES_MagicNumber);
|
||||
esData.trade.SetDeviationInPoints(10);
|
||||
esData.trade.SetTypeFilling(ORDER_FILLING_IOC);
|
||||
|
||||
esData.ema_handle = iMA(symbol, ES_Timeframe, ES_EMA_Periode, 0, MODE_EMA, PRICE_CLOSE);
|
||||
|
||||
if(esData.ema_handle == INVALID_HANDLE)
|
||||
{
|
||||
Print("EMASlopeDistance: Error creating EMA indicator for '", symbol, "'");
|
||||
return false;
|
||||
}
|
||||
|
||||
ArraySetAsSeries(esData.ema_array, true);
|
||||
esData.isInitialized = true;
|
||||
Print("EMASlopeDistance: Successfully initialized for symbol '", symbol, "'");
|
||||
return true;
|
||||
}
|
||||
|
||||
void DeinitEMASlopeDistance()
|
||||
{
|
||||
if(esData.ema_handle != INVALID_HANDLE)
|
||||
IndicatorRelease(esData.ema_handle);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| EMA Berechnung (EMA Calculation) |
|
||||
//+------------------------------------------------------------------+
|
||||
void BerechneEMA()
|
||||
{
|
||||
//--- EMA Werte vom Indicator kopieren (Copy EMA values from indicator)
|
||||
int copied = CopyBuffer(esData.ema_handle, 0, 0, 3, esData.ema_array);
|
||||
|
||||
if(copied <= 0)
|
||||
{
|
||||
Print("TRACE: Fehler beim Kopieren der EMA Werte - Copied: ", copied);
|
||||
return;
|
||||
}
|
||||
|
||||
Print("TRACE: EMA Werte kopiert: ", copied, " Bars");
|
||||
Print("TRACE: EMA [0]: ", esData.ema_array[0], " [1]: ", esData.ema_array[1], " [2]: ", esData.ema_array[2]);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Trigger-Bedingungen prüfen (Check trigger conditions) |
|
||||
//+------------------------------------------------------------------+
|
||||
void PrüfeTrigger()
|
||||
{
|
||||
if(ArraySize(esData.ema_array) < 2)
|
||||
{
|
||||
Print("TRACE: Array zu klein - Größe: ", ArraySize(esData.ema_array));
|
||||
return;
|
||||
}
|
||||
|
||||
//--- Aktuelle Werte (Current values)
|
||||
double aktueller_preis = SymbolInfoDouble(esData.symbol, SYMBOL_BID);
|
||||
double aktueller_ask = SymbolInfoDouble(esData.symbol, SYMBOL_ASK);
|
||||
double aktueller_close = iClose(esData.symbol, ES_Timeframe, 0);
|
||||
int digits = (int)SymbolInfoInteger(esData.symbol, SYMBOL_DIGITS);
|
||||
double point = SymbolInfoDouble(esData.symbol, SYMBOL_POINT);
|
||||
double pips_multiplier = (digits == 3 || digits == 5) ? 10.0 : 1.0;
|
||||
|
||||
//--- EMA Werte in Variablen (EMA values in variables)
|
||||
double ema_aktuell = esData.ema_array[0];
|
||||
double ema_vorher = esData.ema_array[1];
|
||||
|
||||
//--- EMA Crossover Erkennung (EMA Crossover Detection)
|
||||
// Prüfe ob Preis die EMA kreuzt (Check if price crosses EMA)
|
||||
static double last_close = 0;
|
||||
static double last_ema = 0;
|
||||
|
||||
if(last_close != 0 && last_ema != 0)
|
||||
{
|
||||
bool crossover_bullish = (last_close <= last_ema) && (aktueller_close > ema_aktuell);
|
||||
bool crossover_bearish = (last_close >= last_ema) && (aktueller_close < ema_aktuell);
|
||||
|
||||
//--- Neues Crossover-Ereignis erkannt (New crossover event detected)
|
||||
if(crossover_bullish || crossover_bearish)
|
||||
{
|
||||
esData.trades_in_current_crossover = 0; // Reset trade counter
|
||||
Print("TRACE: EMA Crossover erkannt - ", (crossover_bullish ? "BULLISH" : "BEARISH"), " - Trade-Counter zurückgesetzt");
|
||||
Print("TRACE: Vorher: Close=", last_close, " EMA=", last_ema, " Jetzt: Close=", aktueller_close, " EMA=", ema_aktuell);
|
||||
}
|
||||
}
|
||||
|
||||
//--- Aktuelle Werte für nächsten Vergleich speichern (Save current values for next comparison)
|
||||
last_close = aktueller_close;
|
||||
last_ema = ema_aktuell;
|
||||
|
||||
//--- Preisbewegung zur EMA prüfen (Check price action to EMA)
|
||||
double preis_abstand = MathAbs(aktueller_close - ema_aktuell) / point / pips_multiplier;
|
||||
|
||||
Print("TRACE: Preis-Abstand: ", preis_abstand, " Pips (Schwelle: ", ES_PreisSchwelle, ")");
|
||||
Print("TRACE: Close: ", aktueller_close, " EMA: ", ema_aktuell);
|
||||
Print("TRACE: Trades im aktuellen Crossover: ", esData.trades_in_current_crossover, "/", ES_MaxTradesPerCrossover);
|
||||
|
||||
if(preis_abstand > ES_PreisSchwelle && !esData.preis_trigger_aktiv)
|
||||
{
|
||||
esData.preis_trigger_aktiv = true;
|
||||
Print("TRACE: Preis-Trigger aktiviert: ", preis_abstand, " Pips");
|
||||
}
|
||||
|
||||
//--- EMA Steigung prüfen (Check EMA slope)
|
||||
double steigung = (ema_aktuell - ema_vorher) / point / pips_multiplier;
|
||||
|
||||
Print("TRACE: EMA Steigung: ", steigung, " Pips (Schwelle: ", ES_SteigungSchwelle, ")");
|
||||
|
||||
if(MathAbs(steigung) > ES_SteigungSchwelle && !esData.steigung_trigger_aktiv)
|
||||
{
|
||||
esData.steigung_trigger_aktiv = true;
|
||||
Print("TRACE: Steigungs-Trigger aktiviert: ", steigung, " Pips");
|
||||
}
|
||||
|
||||
//--- Überwachung starten wenn beide Trigger aktiv sind (Start monitoring when both triggers are active)
|
||||
if(esData.preis_trigger_aktiv && esData.steigung_trigger_aktiv && !esData.überwachung_aktiv)
|
||||
{
|
||||
esData.überwachung_aktiv = true;
|
||||
|
||||
if(ES_UseBarData)
|
||||
{
|
||||
esData.letzte_überwachung_zeit = iTime(esData.symbol, ES_Timeframe, 0); // Aktuelle Bar-Zeit
|
||||
Print("TRACE: Überwachung gestartet - Beide Trigger aktiv (Bar: ", TimeToString(esData.letzte_überwachung_zeit), ")");
|
||||
}
|
||||
else
|
||||
{
|
||||
esData.letzte_überwachung_zeit = TimeCurrent(); // Aktuelle Tick-Zeit
|
||||
Print("TRACE: Überwachung gestartet - Beide Trigger aktiv (Tick)");
|
||||
}
|
||||
}
|
||||
|
||||
//--- Trade platzieren wenn Überwachung aktiv und Preis über/unter EMA (Place trade when monitoring active and price above/below EMA)
|
||||
if(esData.überwachung_aktiv)
|
||||
{
|
||||
bool bullish_signal = aktueller_close > ema_aktuell;
|
||||
bool bearish_signal = aktueller_close < ema_aktuell;
|
||||
|
||||
Print("TRACE: Signal Check - Bullish: ", bullish_signal, " Bearish: ", bearish_signal);
|
||||
Print("TRACE: Close: ", aktueller_close, " EMA: ", ema_aktuell);
|
||||
Print("TRACE: Differenz: ", aktueller_close - ema_aktuell);
|
||||
|
||||
//--- Trade-Limit prüfen (Check trade limit)
|
||||
if(esData.trades_in_current_crossover >= ES_MaxTradesPerCrossover)
|
||||
{
|
||||
Print("TRACE: Trade-Limit erreicht (", ES_MaxTradesPerCrossover, ") - Kein neuer Trade");
|
||||
return;
|
||||
}
|
||||
|
||||
if(bullish_signal && !PositionExistsByMagic(esData.symbol, (ulong)ES_MagicNumber))
|
||||
{
|
||||
Print("TRACE: Versuche KAUF-Trade zu platzieren (Trade #", esData.trades_in_current_crossover + 1, ")");
|
||||
if(PlatziereTrade(ORDER_TYPE_BUY))
|
||||
{
|
||||
esData.trades_in_current_crossover++;
|
||||
}
|
||||
}
|
||||
else if(bearish_signal && !PositionExistsByMagic(esData.symbol, (ulong)ES_MagicNumber))
|
||||
{
|
||||
Print("TRACE: Versuche VERKAUF-Trade zu platzieren (Trade #", esData.trades_in_current_crossover + 1, ")");
|
||||
if(PlatziereTrade(ORDER_TYPE_SELL))
|
||||
{
|
||||
esData.trades_in_current_crossover++;
|
||||
}
|
||||
}
|
||||
else if(PositionExistsByMagic(esData.symbol, (ulong)ES_MagicNumber))
|
||||
{
|
||||
Print("TRACE: Position bereits offen - kein neuer Trade");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Trade platzieren (Place trade) |
|
||||
//+------------------------------------------------------------------+
|
||||
bool PlatziereTrade(ENUM_ORDER_TYPE order_type)
|
||||
{
|
||||
Print("TRACE: Versuche Trade zu platzieren - Typ: ", (order_type == ORDER_TYPE_BUY) ? "KAUF" : "VERKAUF");
|
||||
Print("TRACE: Lot: ", g_ES_LotSize);
|
||||
|
||||
bool success = false;
|
||||
|
||||
if(order_type == ORDER_TYPE_BUY)
|
||||
{
|
||||
success = esData.trade.Buy(g_ES_LotSize, esData.symbol, 0, 0, 0, "EMA Crossover Trade");
|
||||
}
|
||||
else
|
||||
{
|
||||
success = esData.trade.Sell(g_ES_LotSize, esData.symbol, 0, 0, 0, "EMA Crossover Trade");
|
||||
}
|
||||
|
||||
if(success)
|
||||
{
|
||||
esData.ticket = (int)esData.trade.ResultOrder();
|
||||
Print("TRACE: Trade erfolgreich platziert: ", (order_type == ORDER_TYPE_BUY) ? "KAUF" : "VERKAUF", " Ticket: ", esData.ticket);
|
||||
|
||||
//--- Trade-Öffnungszeit speichern (Save trade opening time)
|
||||
esData.trade_open_time = iTime(esData.symbol, ES_Timeframe, 0);
|
||||
Print("TRACE: Trade-Öffnungszeit: ", TimeToString(esData.trade_open_time));
|
||||
|
||||
//--- Überwachung zurücksetzen (Reset monitoring)
|
||||
esData.überwachung_aktiv = false;
|
||||
esData.preis_trigger_aktiv = false;
|
||||
esData.steigung_trigger_aktiv = false;
|
||||
|
||||
return true;
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Fehler beim Platzieren des Trades - Retcode: ", esData.trade.ResultRetcode());
|
||||
Print("TRACE: Fehlerbeschreibung: ", esData.trade.ResultRetcodeDescription());
|
||||
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Trades verwalten (Manage trades) |
|
||||
//+------------------------------------------------------------------+
|
||||
void VerwalteTrades()
|
||||
{
|
||||
if(!PositionSelectByMagic(esData.symbol, (ulong)ES_MagicNumber))
|
||||
return;
|
||||
|
||||
double position_profit = PositionGetDouble(POSITION_PROFIT);
|
||||
double position_open_price = PositionGetDouble(POSITION_PRICE_OPEN);
|
||||
double current_price = PositionGetDouble(POSITION_PRICE_CURRENT);
|
||||
ENUM_POSITION_TYPE position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
|
||||
int digits = (int)SymbolInfoInteger(esData.symbol, SYMBOL_DIGITS);
|
||||
double point = SymbolInfoDouble(esData.symbol, SYMBOL_POINT);
|
||||
double pips_multiplier = (digits == 3 || digits == 5) ? 10.0 : 1.0;
|
||||
double trailing_stop_pips = ES_TrailingStop;
|
||||
|
||||
//--- Gleitender Stop (Trailing Stop) - nur wenn Position im Profit ist
|
||||
if(position_profit > 0) // Only apply trailing stop when in profit
|
||||
{
|
||||
if(position_type == POSITION_TYPE_BUY)
|
||||
{
|
||||
double new_stop_loss = current_price - (trailing_stop_pips * point * pips_multiplier);
|
||||
double current_stop_loss = PositionGetDouble(POSITION_SL);
|
||||
|
||||
// Only move stop loss if new stop is higher than current stop
|
||||
if(new_stop_loss > current_stop_loss)
|
||||
{
|
||||
ÄndereStopLoss(new_stop_loss);
|
||||
}
|
||||
}
|
||||
else if(position_type == POSITION_TYPE_SELL)
|
||||
{
|
||||
double new_stop_loss = current_price + (trailing_stop_pips * point * pips_multiplier);
|
||||
double current_stop_loss = PositionGetDouble(POSITION_SL);
|
||||
|
||||
// Only move stop loss if new stop is lower than current stop
|
||||
if(new_stop_loss < current_stop_loss || current_stop_loss == 0)
|
||||
{
|
||||
ÄndereStopLoss(new_stop_loss);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//--- Ausstieg bei Preis unter/über EMA (Exit when price below/above EMA)
|
||||
if(ArraySize(esData.ema_array) >= 1)
|
||||
{
|
||||
double aktueller_close = iClose(esData.symbol, ES_Timeframe, 0);
|
||||
double ema_aktuell = esData.ema_array[0];
|
||||
bool exit_bullish = (position_type == POSITION_TYPE_SELL && aktueller_close > ema_aktuell);
|
||||
bool exit_bearish = (position_type == POSITION_TYPE_BUY && aktueller_close < ema_aktuell);
|
||||
|
||||
if(exit_bullish || exit_bearish)
|
||||
{
|
||||
Print("TRACE: Ausstiegssignal - Close: ", aktueller_close, " EMA: ", ema_aktuell);
|
||||
SchließePosition("EMA Crossover Exit");
|
||||
|
||||
Print("TRACE: Position geschlossen - Trade-Counter bleibt bei ", esData.trades_in_current_crossover);
|
||||
}
|
||||
}
|
||||
|
||||
//--- Profit-Prüfung nach X Bars (Profit check after X bars)
|
||||
if(ES_CloseUnprofitableTrades && esData.trade_open_time != 0 && PositionExistsByMagic(esData.symbol, (ulong)ES_MagicNumber))
|
||||
{
|
||||
Print("TRACE: Profit-Prüfung aktiviert - CloseUnprofitableTrades: ", ES_CloseUnprofitableTrades);
|
||||
PrüfeProfitNachBars();
|
||||
}
|
||||
else if(!ES_CloseUnprofitableTrades)
|
||||
{
|
||||
Print("TRACE: Profit-Prüfung deaktiviert - CloseUnprofitableTrades: ", ES_CloseUnprofitableTrades);
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Profit-Prüfung nach X Bars (Profit check after X bars) |
|
||||
//+------------------------------------------------------------------+
|
||||
void PrüfeProfitNachBars()
|
||||
{
|
||||
if(!PositionSelectByMagic(esData.symbol, (ulong)ES_MagicNumber))
|
||||
{
|
||||
return; // Keine Position offen
|
||||
}
|
||||
|
||||
datetime current_bar_time = iTime(esData.symbol, ES_Timeframe, 0);
|
||||
int bars_since_trade_open = iBarShift(esData.symbol, ES_Timeframe, esData.trade_open_time);
|
||||
|
||||
Print("TRACE: Bars seit Trade-Öffnung: ", bars_since_trade_open, "/", ES_ProfitCheckBars);
|
||||
|
||||
//--- Prüfe ob genügend Bars vergangen sind (Check if enough bars have passed)
|
||||
if(bars_since_trade_open >= ES_ProfitCheckBars)
|
||||
{
|
||||
double position_profit = PositionGetDouble(POSITION_PROFIT);
|
||||
double position_volume = PositionGetDouble(POSITION_VOLUME);
|
||||
ENUM_POSITION_TYPE position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
|
||||
Print("TRACE: Profit-Prüfung nach ", ES_ProfitCheckBars, " Bars");
|
||||
Print("TRACE: Position Profit: ", position_profit, " USD");
|
||||
|
||||
//--- Schließe Position wenn nicht im Profit (Close position if not in profit)
|
||||
if(position_profit <= 0)
|
||||
{
|
||||
Print("TRACE: Position nicht im Profit - Schließe Position");
|
||||
SchließePosition("Profit Check - Unprofitable");
|
||||
|
||||
//--- Trade-Öffnungszeit zurücksetzen (Reset trade opening time)
|
||||
esData.trade_open_time = 0;
|
||||
Print("TRACE: Trade-Öffnungszeit zurückgesetzt");
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Position im Profit - Behalte Position");
|
||||
//--- Trade-Öffnungszeit zurücksetzen um weitere Prüfungen zu vermeiden (Reset to avoid further checks)
|
||||
esData.trade_open_time = 0;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Stop Loss ändern (Modify Stop Loss) |
|
||||
//+------------------------------------------------------------------+
|
||||
void ÄndereStopLoss(double new_stop_loss)
|
||||
{
|
||||
Print("TRACE: Versuche Stop Loss zu ändern auf: ", new_stop_loss);
|
||||
|
||||
bool success = ModifyPositionByMagic(esData.trade, esData.symbol, (ulong)ES_MagicNumber, new_stop_loss, PositionGetDouble(POSITION_TP));
|
||||
|
||||
if(success)
|
||||
{
|
||||
Print("TRACE: Stop Loss erfolgreich geändert auf: ", new_stop_loss);
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Fehler beim Ändern des Stop Loss - Retcode: ", esData.trade.ResultRetcode());
|
||||
Print("TRACE: Fehlerbeschreibung: ", esData.trade.ResultRetcodeDescription());
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Position schließen (Close position) |
|
||||
//+------------------------------------------------------------------+
|
||||
void SchließePosition(string reason = "Unbekannt")
|
||||
{
|
||||
Print("TRACE: Versuche Position zu schließen - Grund: ", reason);
|
||||
|
||||
bool success = ClosePositionByMagic(esData.trade, esData.symbol, (ulong)ES_MagicNumber);
|
||||
|
||||
if(success)
|
||||
{
|
||||
Print("TRACE: Position erfolgreich geschlossen - Grund: ", reason);
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Fehler beim Schließen der Position - Retcode: ", esData.trade.ResultRetcode());
|
||||
Print("TRACE: Fehlerbeschreibung: ", esData.trade.ResultRetcodeDescription());
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert tick function |
|
||||
//+------------------------------------------------------------------+
|
||||
void ProcessEMASlopeDistance(string symbol)
|
||||
{
|
||||
// Skip if not initialized (symbol not available)
|
||||
if(!esData.isInitialized)
|
||||
return;
|
||||
|
||||
esData.symbol = symbol; // Update symbol in case it changed
|
||||
|
||||
//--- Bar-Daten oder Tick-Daten verwenden (Use bar data or tick data)
|
||||
if(ES_UseBarData)
|
||||
{
|
||||
//--- Nur bei neuen Bars ausführen (Only execute on new bars)
|
||||
datetime current_bar_time = iTime(esData.symbol, ES_Timeframe, 0);
|
||||
|
||||
if(current_bar_time == esData.last_bar_time)
|
||||
{
|
||||
return; // Kein neuer Bar, nichts tun
|
||||
}
|
||||
|
||||
esData.last_bar_time = current_bar_time;
|
||||
}
|
||||
|
||||
//--- EMA Werte berechnen (Calculate EMA values)
|
||||
BerechneEMA();
|
||||
|
||||
//--- Debug: Aktuelle Werte ausgeben (Debug: Output current values)
|
||||
if(ArraySize(esData.ema_array) > 0)
|
||||
{
|
||||
double aktueller_close = iClose(esData.symbol, ES_Timeframe, 0);
|
||||
double ema_aktuell = esData.ema_array[0];
|
||||
double ema_vorher = esData.ema_array[1];
|
||||
int digits = (int)SymbolInfoInteger(esData.symbol, SYMBOL_DIGITS);
|
||||
double point = SymbolInfoDouble(esData.symbol, SYMBOL_POINT);
|
||||
double preis_abstand = MathAbs(aktueller_close - ema_aktuell) / point;
|
||||
double steigung = (ema_aktuell - ema_vorher) / point;
|
||||
|
||||
if(ES_UseBarData)
|
||||
{
|
||||
Print("=== DEBUG INFO (Neuer Bar) ===");
|
||||
Print("Bar Zeit: ", TimeToString(iTime(esData.symbol, ES_Timeframe, 0)));
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("=== DEBUG INFO (Tick) ===");
|
||||
}
|
||||
|
||||
Print("Aktueller Close: ", aktueller_close);
|
||||
Print("EMA: ", ema_aktuell);
|
||||
Print("Preis-Abstand: ", preis_abstand, " Pips");
|
||||
Print("EMA Steigung: ", steigung, " Pips");
|
||||
Print("Differenz Close-EMA: ", aktueller_close - ema_aktuell);
|
||||
Print("Preis-Trigger: ", esData.preis_trigger_aktiv, " Steigungs-Trigger: ", esData.steigung_trigger_aktiv);
|
||||
Print("Überwachung aktiv: ", esData.überwachung_aktiv);
|
||||
Print("Position offen: ", PositionExistsByMagic(esData.symbol, (ulong)ES_MagicNumber));
|
||||
Print("Trades im aktuellen Crossover: ", esData.trades_in_current_crossover, "/", ES_MaxTradesPerCrossover);
|
||||
Print("==================");
|
||||
}
|
||||
|
||||
//--- Überwachung prüfen (Check monitoring)
|
||||
if(esData.überwachung_aktiv)
|
||||
{
|
||||
if(ES_UseBarData)
|
||||
{
|
||||
// Bar-basierte Überwachungszeit
|
||||
int bars_since_monitoring = iBarShift(esData.symbol, ES_Timeframe, esData.letzte_überwachung_zeit);
|
||||
int timeout_bars = (int)(ES_ÜberwachungTimeout / PeriodSeconds(ES_Timeframe));
|
||||
|
||||
if(bars_since_monitoring > timeout_bars)
|
||||
{
|
||||
esData.überwachung_aktiv = false;
|
||||
esData.preis_trigger_aktiv = false;
|
||||
esData.steigung_trigger_aktiv = false;
|
||||
Print("Überwachung beendet - Bar-basierte Zeitüberschreitung (", bars_since_monitoring, " Bars)");
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// Tick-basierte Überwachungszeit
|
||||
if(TimeCurrent() - esData.letzte_überwachung_zeit > ES_ÜberwachungTimeout)
|
||||
{
|
||||
esData.überwachung_aktiv = false;
|
||||
esData.preis_trigger_aktiv = false;
|
||||
esData.steigung_trigger_aktiv = false;
|
||||
Print("Überwachung beendet - Tick-basierte Zeitüberschreitung");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//--- Trigger-Bedingungen prüfen (Check trigger conditions)
|
||||
PrüfeTrigger();
|
||||
|
||||
//--- Trade Management (Trade management)
|
||||
VerwalteTrades();
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,387 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSIConsolidationStrategy.mqh |
|
||||
//| Ported from cluster-0/RSIConsolidation/RSIConsolidation.mq5 |
|
||||
//+------------------------------------------------------------------+
|
||||
#ifndef RSI_CONSOLIDATION_STRATEGY_MQH
|
||||
#define RSI_CONSOLIDATION_STRATEGY_MQH
|
||||
|
||||
struct RSIConsolidationData
|
||||
{
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
CTrade trade;
|
||||
ENUM_TIMEFRAMES signalTF;
|
||||
bool entryOnNewBarOnly;
|
||||
int adxPeriod;
|
||||
double adxMax;
|
||||
bool useATRRatioFilter;
|
||||
int atrPeriod;
|
||||
int atrSmaPeriod;
|
||||
double atrRatioMax;
|
||||
bool useFlatEMAFilter;
|
||||
int emaFast;
|
||||
int emaSlow;
|
||||
double emaSeparationMaxPct;
|
||||
int rsiPeriod;
|
||||
ENUM_APPLIED_PRICE rsiPrice;
|
||||
double rsiOversold;
|
||||
double rsiOverbought;
|
||||
bool useRSIMeanExit;
|
||||
double rsiExitLong;
|
||||
double rsiExitShort;
|
||||
double slAtrMult;
|
||||
double tpAtrMult;
|
||||
int maxBarsInTrade;
|
||||
ulong magic;
|
||||
int slippage;
|
||||
int maxSpreadPoints;
|
||||
int h_rsi;
|
||||
int h_adx;
|
||||
int h_atr;
|
||||
int h_ema_fast;
|
||||
int h_ema_slow;
|
||||
datetime lastBar;
|
||||
};
|
||||
|
||||
bool RCO_Copy1(const int handle, double &v)
|
||||
{
|
||||
double b[];
|
||||
ArraySetAsSeries(b, true);
|
||||
if(CopyBuffer(handle, 0, 0, 1, b) < 1)
|
||||
return false;
|
||||
v = b[0];
|
||||
return true;
|
||||
}
|
||||
|
||||
bool RCO_RsiBuffers(RSIConsolidationData &d, double &cur, double &prev, double &twoAgo)
|
||||
{
|
||||
double b[];
|
||||
ArraySetAsSeries(b, true);
|
||||
if(CopyBuffer(d.h_rsi, 0, 0, 3, b) < 3)
|
||||
return false;
|
||||
cur = b[0];
|
||||
prev = b[1];
|
||||
twoAgo = b[2];
|
||||
return true;
|
||||
}
|
||||
|
||||
double RCO_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;
|
||||
}
|
||||
|
||||
int RCO_CurrentSpreadPoints(const string sym)
|
||||
{
|
||||
long spread = 0;
|
||||
if(!SymbolInfoInteger(sym, SYMBOL_SPREAD, spread))
|
||||
return 999999;
|
||||
return (int)spread;
|
||||
}
|
||||
|
||||
double RCO_MinStopsDistancePrice(const string sym)
|
||||
{
|
||||
long lvl = 0;
|
||||
if(!SymbolInfoInteger(sym, SYMBOL_TRADE_STOPS_LEVEL, lvl))
|
||||
return 0;
|
||||
double pt = SymbolInfoDouble(sym, SYMBOL_POINT);
|
||||
if(pt <= 0)
|
||||
return 0;
|
||||
return (double)lvl * pt;
|
||||
}
|
||||
|
||||
bool RCO_RegimeIsConsolidation(RSIConsolidationData &d)
|
||||
{
|
||||
double adx = 0;
|
||||
if(!RCO_Copy1(d.h_adx, adx))
|
||||
return false;
|
||||
if(adx >= d.adxMax)
|
||||
return false;
|
||||
|
||||
if(d.useATRRatioFilter)
|
||||
{
|
||||
double atrArr[];
|
||||
ArraySetAsSeries(atrArr, true);
|
||||
if(CopyBuffer(d.h_atr, 0, 0, d.atrSmaPeriod + 1, atrArr) < d.atrSmaPeriod + 1)
|
||||
return false;
|
||||
double sum = 0;
|
||||
for(int i = 1; i <= d.atrSmaPeriod; i++)
|
||||
sum += atrArr[i];
|
||||
double smaAtr = sum / (double)d.atrSmaPeriod;
|
||||
if(smaAtr <= 0.0)
|
||||
return false;
|
||||
double ratio = atrArr[0] / smaAtr;
|
||||
if(ratio > d.atrRatioMax)
|
||||
return false;
|
||||
}
|
||||
|
||||
if(d.useFlatEMAFilter)
|
||||
{
|
||||
double ef[], es[];
|
||||
ArraySetAsSeries(ef, true);
|
||||
ArraySetAsSeries(es, true);
|
||||
if(CopyBuffer(d.h_ema_fast, 0, 0, 1, ef) < 1)
|
||||
return false;
|
||||
if(CopyBuffer(d.h_ema_slow, 0, 0, 1, es) < 1)
|
||||
return false;
|
||||
double c = SymbolInfoDouble(d.symbol, SYMBOL_BID);
|
||||
if(c <= 0)
|
||||
return false;
|
||||
double sep = MathAbs(ef[0] - es[0]) / c * 100.0;
|
||||
if(sep > d.emaSeparationMaxPct)
|
||||
return false;
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
bool RCO_EntryBuyCross(RSIConsolidationData &d, const double twoAgo, const double prev)
|
||||
{
|
||||
return (twoAgo <= d.rsiOversold && prev > d.rsiOversold);
|
||||
}
|
||||
|
||||
bool RCO_EntrySellCross(RSIConsolidationData &d, const double twoAgo, const double prev)
|
||||
{
|
||||
return (twoAgo >= d.rsiOverbought && prev < d.rsiOverbought);
|
||||
}
|
||||
|
||||
void RCO_TryCloseByRSI(RSIConsolidationData &d, const ENUM_POSITION_TYPE typ, const double rsi)
|
||||
{
|
||||
ulong tk = GetPositionTicketByMagic(d.symbol, d.magic);
|
||||
if(tk == 0 || !PositionSelectByTicketSymbolAndMagic(tk, d.symbol, d.magic))
|
||||
return;
|
||||
if(!d.useRSIMeanExit)
|
||||
return;
|
||||
if(typ == POSITION_TYPE_BUY && rsi >= d.rsiExitLong)
|
||||
d.trade.PositionClose(tk);
|
||||
else if(typ == POSITION_TYPE_SELL && rsi <= d.rsiExitShort)
|
||||
d.trade.PositionClose(tk);
|
||||
}
|
||||
|
||||
void RCO_ManageOpenPosition(RSIConsolidationData &d, const double rsi)
|
||||
{
|
||||
ulong tk = GetPositionTicketByMagic(d.symbol, d.magic);
|
||||
if(tk == 0 || !PositionSelectByTicketSymbolAndMagic(tk, d.symbol, d.magic))
|
||||
return;
|
||||
ENUM_POSITION_TYPE typ = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
datetime openT = (datetime)PositionGetInteger(POSITION_TIME);
|
||||
int barsAgo = iBarShift(d.symbol, d.signalTF, openT, false);
|
||||
if(barsAgo >= 0 && barsAgo >= d.maxBarsInTrade)
|
||||
{
|
||||
d.trade.PositionClose(tk);
|
||||
return;
|
||||
}
|
||||
RCO_TryCloseByRSI(d, typ, rsi);
|
||||
}
|
||||
|
||||
bool InitRSIConsolidation(RSIConsolidationData &d,
|
||||
const string inpSymbol,
|
||||
const ENUM_TIMEFRAMES signalTF,
|
||||
const bool entryOnNewBarOnly,
|
||||
const int adxPeriod,
|
||||
const double adxMax,
|
||||
const bool useATRRatioFilter,
|
||||
const int atrPeriod,
|
||||
const int atrSmaPeriod,
|
||||
const double atrRatioMax,
|
||||
const bool useFlatEMAFilter,
|
||||
const int emaFast,
|
||||
const int emaSlow,
|
||||
const double emaSeparationMaxPct,
|
||||
const int rsiPeriod,
|
||||
const ENUM_APPLIED_PRICE rsiPrice,
|
||||
const double rsiOversold,
|
||||
const double rsiOverbought,
|
||||
const bool useRSIMeanExit,
|
||||
const double rsiExitLong,
|
||||
const double rsiExitShort,
|
||||
const double slAtrMult,
|
||||
const double tpAtrMult,
|
||||
const int maxBarsInTrade,
|
||||
const ulong magic,
|
||||
const int slippage,
|
||||
const int maxSpreadPoints)
|
||||
{
|
||||
d.isInitialized = false;
|
||||
d.symbol = inpSymbol;
|
||||
StringTrimLeft(d.symbol);
|
||||
StringTrimRight(d.symbol);
|
||||
if(StringLen(d.symbol) == 0)
|
||||
d.symbol = _Symbol;
|
||||
|
||||
d.signalTF = signalTF;
|
||||
d.entryOnNewBarOnly = entryOnNewBarOnly;
|
||||
d.adxPeriod = adxPeriod;
|
||||
d.adxMax = adxMax;
|
||||
d.useATRRatioFilter = useATRRatioFilter;
|
||||
d.atrPeriod = atrPeriod;
|
||||
d.atrSmaPeriod = atrSmaPeriod;
|
||||
d.atrRatioMax = atrRatioMax;
|
||||
d.useFlatEMAFilter = useFlatEMAFilter;
|
||||
d.emaFast = emaFast;
|
||||
d.emaSlow = emaSlow;
|
||||
d.emaSeparationMaxPct = emaSeparationMaxPct;
|
||||
d.rsiPeriod = rsiPeriod;
|
||||
d.rsiPrice = rsiPrice;
|
||||
d.rsiOversold = rsiOversold;
|
||||
d.rsiOverbought = rsiOverbought;
|
||||
d.useRSIMeanExit = useRSIMeanExit;
|
||||
d.rsiExitLong = rsiExitLong;
|
||||
d.rsiExitShort = rsiExitShort;
|
||||
d.slAtrMult = slAtrMult;
|
||||
d.tpAtrMult = tpAtrMult;
|
||||
d.maxBarsInTrade = maxBarsInTrade;
|
||||
d.magic = magic;
|
||||
d.slippage = slippage;
|
||||
d.maxSpreadPoints = maxSpreadPoints;
|
||||
d.lastBar = 0;
|
||||
d.h_rsi = INVALID_HANDLE;
|
||||
d.h_adx = INVALID_HANDLE;
|
||||
d.h_atr = INVALID_HANDLE;
|
||||
d.h_ema_fast = INVALID_HANDLE;
|
||||
d.h_ema_slow = INVALID_HANDLE;
|
||||
d.isInitialized = false;
|
||||
|
||||
if(!SymbolSelect(d.symbol, true))
|
||||
{
|
||||
Print("RSIConsolidation: SymbolSelect failed: ", d.symbol);
|
||||
return false;
|
||||
}
|
||||
|
||||
d.trade.SetExpertMagicNumber((long)d.magic);
|
||||
d.trade.SetDeviationInPoints(d.slippage);
|
||||
d.trade.SetTypeFillingBySymbol(d.symbol);
|
||||
|
||||
d.h_rsi = iRSI(d.symbol, d.signalTF, d.rsiPeriod, d.rsiPrice);
|
||||
d.h_adx = iADX(d.symbol, d.signalTF, d.adxPeriod);
|
||||
d.h_atr = iATR(d.symbol, d.signalTF, d.atrPeriod);
|
||||
d.h_ema_fast = iMA(d.symbol, d.signalTF, d.emaFast, 0, MODE_EMA, PRICE_CLOSE);
|
||||
d.h_ema_slow = iMA(d.symbol, d.signalTF, d.emaSlow, 0, MODE_EMA, PRICE_CLOSE);
|
||||
|
||||
if(d.h_rsi == INVALID_HANDLE || d.h_adx == INVALID_HANDLE || d.h_atr == INVALID_HANDLE
|
||||
|| d.h_ema_fast == INVALID_HANDLE || d.h_ema_slow == INVALID_HANDLE)
|
||||
{
|
||||
Print("RSIConsolidation: indicator init failed");
|
||||
DeinitRSIConsolidation(d);
|
||||
return false;
|
||||
}
|
||||
|
||||
d.isInitialized = true;
|
||||
Print("RSIConsolidation: symbol=", d.symbol, " TF=", EnumToString(d.signalTF));
|
||||
return true;
|
||||
}
|
||||
|
||||
void DeinitRSIConsolidation(RSIConsolidationData &d)
|
||||
{
|
||||
if(d.h_rsi != INVALID_HANDLE)
|
||||
IndicatorRelease(d.h_rsi);
|
||||
if(d.h_adx != INVALID_HANDLE)
|
||||
IndicatorRelease(d.h_adx);
|
||||
if(d.h_atr != INVALID_HANDLE)
|
||||
IndicatorRelease(d.h_atr);
|
||||
if(d.h_ema_fast != INVALID_HANDLE)
|
||||
IndicatorRelease(d.h_ema_fast);
|
||||
if(d.h_ema_slow != INVALID_HANDLE)
|
||||
IndicatorRelease(d.h_ema_slow);
|
||||
d.h_rsi = INVALID_HANDLE;
|
||||
d.h_adx = INVALID_HANDLE;
|
||||
d.h_atr = INVALID_HANDLE;
|
||||
d.h_ema_fast = INVALID_HANDLE;
|
||||
d.h_ema_slow = INVALID_HANDLE;
|
||||
d.isInitialized = false;
|
||||
}
|
||||
|
||||
bool RCO_EnoughHistory(RSIConsolidationData &d)
|
||||
{
|
||||
int need = MathMax(d.rsiPeriod + 3, MathMax(d.adxPeriod + 2, d.atrSmaPeriod + 3));
|
||||
if(Bars(d.symbol, d.signalTF) < need)
|
||||
return false;
|
||||
return true;
|
||||
}
|
||||
|
||||
void ProcessRSIConsolidation(RSIConsolidationData &d, const double lots)
|
||||
{
|
||||
if(!d.isInitialized)
|
||||
return;
|
||||
|
||||
if(!RCO_EnoughHistory(d))
|
||||
return;
|
||||
|
||||
if(d.maxSpreadPoints > 0 && RCO_CurrentSpreadPoints(d.symbol) > d.maxSpreadPoints)
|
||||
return;
|
||||
|
||||
double rsi, rsiPrev, rsi2;
|
||||
if(!RCO_RsiBuffers(d, rsi, rsiPrev, rsi2))
|
||||
return;
|
||||
|
||||
datetime barTime = iTime(d.symbol, d.signalTF, 0);
|
||||
bool isNew = (barTime != d.lastBar);
|
||||
|
||||
if(PositionExistsByMagic(d.symbol, d.magic))
|
||||
{
|
||||
RCO_ManageOpenPosition(d, rsi);
|
||||
if(isNew)
|
||||
d.lastBar = barTime;
|
||||
return;
|
||||
}
|
||||
|
||||
if(d.entryOnNewBarOnly && !isNew)
|
||||
return;
|
||||
|
||||
d.lastBar = barTime;
|
||||
|
||||
if(!RCO_RegimeIsConsolidation(d))
|
||||
return;
|
||||
|
||||
double atrArr[];
|
||||
ArraySetAsSeries(atrArr, true);
|
||||
if(CopyBuffer(d.h_atr, 0, 0, 1, atrArr) < 1)
|
||||
return;
|
||||
double atr = atrArr[0];
|
||||
int dig = (int)SymbolInfoInteger(d.symbol, SYMBOL_DIGITS);
|
||||
|
||||
double slDist = atr * d.slAtrMult;
|
||||
double tpDist = atr * d.tpAtrMult;
|
||||
double minD = RCO_MinStopsDistancePrice(d.symbol);
|
||||
if(slDist < minD)
|
||||
slDist = minD;
|
||||
if(tpDist < minD)
|
||||
tpDist = minD;
|
||||
|
||||
double vol = RCO_NormalizeVolume(d.symbol, lots);
|
||||
|
||||
if(RCO_EntryBuyCross(d, rsi2, rsiPrev))
|
||||
{
|
||||
if(!United_MayOpenNewEntry(d.symbol, d.magic, true))
|
||||
return;
|
||||
double ask = SymbolInfoDouble(d.symbol, SYMBOL_ASK);
|
||||
double sl = ask - slDist;
|
||||
double tp = ask + tpDist;
|
||||
sl = NormalizeDouble(sl, dig);
|
||||
tp = NormalizeDouble(tp, dig);
|
||||
if(!d.trade.Buy(vol, d.symbol, ask, sl, tp, "RSIConsolidation BUY"))
|
||||
Print("RSIConsolidation BUY failed | retcode=", d.trade.ResultRetcode(), " ", d.trade.ResultRetcodeDescription());
|
||||
}
|
||||
else if(RCO_EntrySellCross(d, rsi2, rsiPrev))
|
||||
{
|
||||
if(!United_MayOpenNewEntry(d.symbol, d.magic, false))
|
||||
return;
|
||||
double bid = SymbolInfoDouble(d.symbol, SYMBOL_BID);
|
||||
double sl = bid + slDist;
|
||||
double tp = bid - tpDist;
|
||||
sl = NormalizeDouble(sl, dig);
|
||||
tp = NormalizeDouble(tp, dig);
|
||||
if(!d.trade.Sell(vol, d.symbol, bid, sl, tp, "RSIConsolidation SELL"))
|
||||
Print("RSIConsolidation SELL failed | retcode=", d.trade.ResultRetcode(), " ", d.trade.ResultRetcodeDescription());
|
||||
}
|
||||
}
|
||||
|
||||
#endif // RSI_CONSOLIDATION_STRATEGY_MQH
|
||||
@@ -0,0 +1,257 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSICrossOverReversalStrategy.mqh |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
void WeekDays_Init()
|
||||
{
|
||||
rcData.WeekDays[0] = RC_Sunday;
|
||||
rcData.WeekDays[1] = RC_Monday;
|
||||
rcData.WeekDays[2] = RC_Tuesday;
|
||||
rcData.WeekDays[3] = RC_Wednesday;
|
||||
rcData.WeekDays[4] = RC_Thursday;
|
||||
rcData.WeekDays[5] = RC_Friday;
|
||||
rcData.WeekDays[6] = RC_Saturday;
|
||||
}
|
||||
|
||||
bool WeekDays_Check(datetime aTime)
|
||||
{
|
||||
MqlDateTime stm;
|
||||
TimeToStruct(aTime, stm);
|
||||
return(rcData.WeekDays[stm.day_of_week]);
|
||||
}
|
||||
|
||||
bool RC_HourInWindow(const int h, const int beginRaw, const int endRaw)
|
||||
{
|
||||
const int b = beginRaw % 24;
|
||||
const int e = endRaw % 24;
|
||||
if(b == e)
|
||||
return false;
|
||||
if(b < e)
|
||||
return (h >= b && h < e);
|
||||
return (h >= b || h < e);
|
||||
}
|
||||
|
||||
bool RC_TradingHoursAllow(const int currentHour)
|
||||
{
|
||||
return RC_HourInWindow(currentHour, RC_tradingHourOneBegin, RC_tradingHourOneEnd)
|
||||
|| RC_HourInWindow(currentHour, RC_tradingHourTwoBegin, RC_tradingHourTwoEnd);
|
||||
}
|
||||
|
||||
int TimeHour(datetime when = 0)
|
||||
{
|
||||
if(when == 0) when = TimeCurrent();
|
||||
MqlDateTime dt;
|
||||
TimeToStruct(when, dt);
|
||||
return dt.hour;
|
||||
}
|
||||
|
||||
bool InitRSICrossOverReversal(string symbol)
|
||||
{
|
||||
WeekDays_Init();
|
||||
|
||||
rcData.symbol = symbol;
|
||||
rcData.previousRSIDef = 0;
|
||||
rcData.lastTradeTime = 0;
|
||||
rcData.bartime = 0;
|
||||
rcData.lastBarTime = 0;
|
||||
|
||||
// Check if symbol exists
|
||||
if(!SymbolSelect(symbol, true))
|
||||
{
|
||||
Print("RSICrossOverReversal: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
|
||||
return false;
|
||||
}
|
||||
|
||||
Sleep(100); // Wait for symbol to be ready
|
||||
|
||||
rcData.rsiHandle = iRSI(symbol, RC_TimeFrame1, RC_rsiPeriod, PRICE_CLOSE);
|
||||
if(rcData.rsiHandle == INVALID_HANDLE)
|
||||
{
|
||||
Print("RSICrossOverReversal: Error creating RSI handle for '", symbol, "'");
|
||||
return false;
|
||||
}
|
||||
|
||||
rcData.emaHandle = iMA(symbol, RC_TimeFrame2, RC_emaPeriod, 0, MODE_EMA, PRICE_CLOSE);
|
||||
if(rcData.emaHandle == INVALID_HANDLE)
|
||||
{
|
||||
Print("RSICrossOverReversal: Error creating EMA handle for '", symbol, "'");
|
||||
return false;
|
||||
}
|
||||
|
||||
rcData.trade.SetExpertMagicNumber(RC_MagicNumber);
|
||||
rcData.isInitialized = true;
|
||||
Print("RSICrossOverReversal: Successfully initialized for symbol '", symbol, "'");
|
||||
return true;
|
||||
}
|
||||
|
||||
void DeinitRSICrossOverReversal()
|
||||
{
|
||||
if(rcData.rsiHandle != INVALID_HANDLE)
|
||||
IndicatorRelease(rcData.rsiHandle);
|
||||
if(rcData.emaHandle != INVALID_HANDLE)
|
||||
IndicatorRelease(rcData.emaHandle);
|
||||
}
|
||||
|
||||
void Close_Position_MN(ulong magicNumber)
|
||||
{
|
||||
ClosePositionByMagic(rcData.trade, rcData.symbol, (int)magicNumber);
|
||||
}
|
||||
|
||||
void ApplyTrailingStop()
|
||||
{
|
||||
if(!PositionSelectByMagic(rcData.symbol, RC_MagicNumber))
|
||||
return;
|
||||
|
||||
ulong PositionTicket = PositionGetInteger(POSITION_TICKET);
|
||||
ENUM_POSITION_TYPE trade_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
string symbol = rcData.symbol;
|
||||
|
||||
double POINT = SymbolInfoDouble(symbol, SYMBOL_POINT);
|
||||
int DIGIT = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
|
||||
|
||||
if(trade_type == POSITION_TYPE_BUY)
|
||||
{
|
||||
double Bid = NormalizeDouble(SymbolInfoDouble(symbol, SYMBOL_BID), DIGIT);
|
||||
|
||||
if(Bid - PositionGetDouble(POSITION_PRICE_OPEN) > NormalizeDouble(POINT * RC_TrailingStop, DIGIT))
|
||||
{
|
||||
if(PositionGetDouble(POSITION_SL) < NormalizeDouble(Bid - POINT * RC_TrailingStop, DIGIT))
|
||||
{
|
||||
ModifyPositionByMagic(rcData.trade, symbol, RC_MagicNumber,
|
||||
NormalizeDouble(Bid - POINT * RC_TrailingStop, DIGIT),
|
||||
PositionGetDouble(POSITION_TP));
|
||||
}
|
||||
}
|
||||
}
|
||||
else if(trade_type == POSITION_TYPE_SELL)
|
||||
{
|
||||
double Ask = NormalizeDouble(SymbolInfoDouble(symbol, SYMBOL_ASK), DIGIT);
|
||||
|
||||
if((PositionGetDouble(POSITION_PRICE_OPEN) - Ask) > NormalizeDouble(POINT * RC_TrailingStop, DIGIT))
|
||||
{
|
||||
if((PositionGetDouble(POSITION_SL) > NormalizeDouble(Ask + POINT * RC_TrailingStop, DIGIT)) ||
|
||||
(PositionGetDouble(POSITION_SL) == 0))
|
||||
{
|
||||
ModifyPositionByMagic(rcData.trade, symbol, RC_MagicNumber,
|
||||
NormalizeDouble(Ask + POINT * RC_TrailingStop, DIGIT),
|
||||
PositionGetDouble(POSITION_TP));
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void ProcessRSICrossOverReversal(string symbol)
|
||||
{
|
||||
// Skip if not initialized (symbol not available)
|
||||
if(!rcData.isInitialized)
|
||||
return;
|
||||
|
||||
rcData.symbol = symbol; // Update symbol in case it changed
|
||||
if(rcData.bartime == iTime(rcData.symbol, RC_BarTimeFrame, 0))
|
||||
return;
|
||||
rcData.bartime = iTime(rcData.symbol, RC_BarTimeFrame, 0);
|
||||
|
||||
double rsi[];
|
||||
if(CopyBuffer(rcData.rsiHandle, 0, 0, 2, rsi) <= 0)
|
||||
return;
|
||||
|
||||
double ema[];
|
||||
if(CopyBuffer(rcData.emaHandle, 0, 0, 2, ema) <= 0)
|
||||
return;
|
||||
|
||||
datetime currentTime = TimeCurrent();
|
||||
int currentHour = TimeHour(TimeCurrent());
|
||||
|
||||
if(!WeekDays_Check(TimeTradeServer()))
|
||||
{
|
||||
Close_Position_MN(RC_MagicNumber);
|
||||
return;
|
||||
}
|
||||
|
||||
if(!RC_TradingHoursAllow(currentHour))
|
||||
{
|
||||
Close_Position_MN(RC_MagicNumber);
|
||||
return;
|
||||
}
|
||||
|
||||
bool hasPosition = PositionExistsByMagic(rcData.symbol, RC_MagicNumber);
|
||||
|
||||
double currentRSI = rsi[0];
|
||||
double previousRSI = rsi[1];
|
||||
|
||||
if(rcData.previousRSIDef == 0)
|
||||
{
|
||||
rcData.previousRSIDef = currentRSI;
|
||||
return;
|
||||
}
|
||||
|
||||
double currentEMA = ema[0];
|
||||
double previousEMA = ema[1];
|
||||
|
||||
double emaSlope = (currentEMA - previousEMA) * 100;
|
||||
const double closeCurr = iClose(rcData.symbol, RC_TimeFrame1, 0);
|
||||
double priceToEmaDistance = (closeCurr - currentEMA) * 10;
|
||||
|
||||
bool isBuyPosition = false;
|
||||
bool isSellPosition = false;
|
||||
if(hasPosition)
|
||||
{
|
||||
if(PositionSelectByMagic(rcData.symbol, RC_MagicNumber))
|
||||
{
|
||||
ENUM_POSITION_TYPE positionType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
if(positionType == POSITION_TYPE_BUY)
|
||||
isBuyPosition = true;
|
||||
else if(positionType == POSITION_TYPE_SELL)
|
||||
isSellPosition = true;
|
||||
}
|
||||
}
|
||||
|
||||
ApplyTrailingStop();
|
||||
|
||||
bool cooldownPassed = (currentTime - rcData.lastTradeTime) >= RC_cooldownSeconds;
|
||||
bool isTrendStrong = MathAbs(emaSlope) > RC_emaSlopeThreshold || MathAbs(priceToEmaDistance) > RC_emaDistanceThreshold;
|
||||
|
||||
if(isBuyPosition && currentRSI > RC_exitBuyRSI)
|
||||
{
|
||||
Close_Position_MN(RC_MagicNumber);
|
||||
rcData.lastTradeTime = currentTime;
|
||||
}
|
||||
|
||||
if(isSellPosition && currentRSI < RC_exitSellRSI)
|
||||
{
|
||||
Close_Position_MN(RC_MagicNumber);
|
||||
rcData.lastTradeTime = currentTime;
|
||||
}
|
||||
|
||||
if(isTrendStrong)
|
||||
{
|
||||
Close_Position_MN(RC_MagicNumber);
|
||||
rcData.lastTradeTime = currentTime;
|
||||
}
|
||||
|
||||
if(!isTrendStrong &&
|
||||
currentRSI < RC_overboughtLevel - RC_entryRSISellSpread && rcData.previousRSIDef >= RC_overboughtLevel &&
|
||||
!isSellPosition && !hasPosition && cooldownPassed)
|
||||
{
|
||||
rcData.trade.SetExpertMagicNumber(RC_MagicNumber);
|
||||
if(rcData.trade.Sell(g_RC_LotSize, rcData.symbol, 0.0, 0.0, 0.0, "Sell Order"))
|
||||
{
|
||||
rcData.lastTradeTime = currentTime;
|
||||
}
|
||||
}
|
||||
|
||||
if(!isTrendStrong &&
|
||||
currentRSI > RC_oversoldLevel + RC_entryRSIBuySpread && rcData.previousRSIDef <= RC_oversoldLevel &&
|
||||
!isBuyPosition && !hasPosition && cooldownPassed)
|
||||
{
|
||||
rcData.trade.SetExpertMagicNumber(RC_MagicNumber);
|
||||
if(rcData.trade.Buy(g_RC_LotSize, rcData.symbol, 0.0, 0.0, 0.0, "Buy Order"))
|
||||
{
|
||||
rcData.lastTradeTime = currentTime;
|
||||
}
|
||||
}
|
||||
|
||||
rcData.previousRSIDef = currentRSI;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,471 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSIMidPointHijackStrategy.mqh |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
bool IsNewBar(string symbol)
|
||||
{
|
||||
datetime time[];
|
||||
if(CopyTime(symbol, RM_InpTimeframe, 0, 1, time) > 0)
|
||||
{
|
||||
if(time[0] != rmData.lastBarTime)
|
||||
{
|
||||
rmData.lastBarTime = time[0];
|
||||
return true;
|
||||
}
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
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);
|
||||
}
|
||||
|
||||
bool HasPosition(string symbol, int magic)
|
||||
{
|
||||
return PositionExistsByMagic(symbol, magic);
|
||||
}
|
||||
|
||||
bool HasProfitablePosition(int excludeMagic)
|
||||
{
|
||||
bool hasProfitable = false;
|
||||
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
||||
{
|
||||
if(rmData.positionInfo.SelectByIndex(i))
|
||||
{
|
||||
if(rmData.positionInfo.Magic() != excludeMagic)
|
||||
{
|
||||
double profit = rmData.positionInfo.Profit();
|
||||
if(profit > RM_InpLockProfitThreshold * _Point)
|
||||
{
|
||||
hasProfitable = true;
|
||||
if(RM_InpCloseOppositeTrades)
|
||||
{
|
||||
if((excludeMagic == RM_InpMagicNumberRSIFollow && rmData.positionInfo.Magic() == RM_InpMagicNumberRSIReverse) ||
|
||||
(excludeMagic == RM_InpMagicNumberRSIReverse && rmData.positionInfo.Magic() == RM_InpMagicNumberRSIFollow) ||
|
||||
(excludeMagic == RM_InpMagicNumberEMACross && (rmData.positionInfo.Magic() == RM_InpMagicNumberRSIReverse || rmData.positionInfo.Magic() == RM_InpMagicNumberRSIFollow)) ||
|
||||
((excludeMagic == RM_InpMagicNumberRSIFollow || excludeMagic == RM_InpMagicNumberRSIReverse) && rmData.positionInfo.Magic() == RM_InpMagicNumberEMACross))
|
||||
{
|
||||
ClosePosition(rmData.symbol, (int)rmData.positionInfo.Magic());
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
return hasProfitable;
|
||||
}
|
||||
|
||||
bool IsRSIReverseInCooldown(string symbol)
|
||||
{
|
||||
if(RM_InpRSIReverseCooldownBars <= 0)
|
||||
return false;
|
||||
|
||||
if(!rmData.rsiReverseInCooldown)
|
||||
return false;
|
||||
|
||||
datetime time[];
|
||||
if(CopyTime(symbol, RM_InpTimeframe, 0, 1, time) > 0)
|
||||
{
|
||||
datetime currentBarTime = time[0];
|
||||
datetime cooldownEndTime = rmData.rsiReverseLastCloseTime + RM_InpRSIReverseCooldownBars * PeriodSeconds(RM_InpTimeframe);
|
||||
|
||||
if(currentBarTime >= cooldownEndTime)
|
||||
{
|
||||
rmData.rsiReverseInCooldown = false;
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
void CheckRSIFollowStrategy(string symbol)
|
||||
{
|
||||
if(!IsWithinTradingHours(RM_InpRSIFollowStartHour, RM_InpRSIFollowEndHour))
|
||||
{
|
||||
if(RM_InpRSIFollowCloseOutsideHours)
|
||||
{
|
||||
if(HasPosition(symbol, RM_InpMagicNumberRSIFollow))
|
||||
ClosePosition(symbol, RM_InpMagicNumberRSIFollow);
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
if(RM_InpEnableStrategyLock && HasProfitablePosition(RM_InpMagicNumberRSIFollow))
|
||||
return;
|
||||
|
||||
if(rmData.lastBarRSI > RM_InpRSIOverbought)
|
||||
rmData.rsiOverbought = true;
|
||||
else if(rmData.lastBarRSI < RM_InpRSIOversold)
|
||||
rmData.rsiOversold = true;
|
||||
|
||||
if(rmData.rsiOverbought && rmData.lastBarRSI < RM_InpRSIExitLevel)
|
||||
{
|
||||
if(!HasPosition(symbol, RM_InpMagicNumberRSIFollow))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberRSIFollow);
|
||||
rmData.trade.Sell(g_RM_LotSize, symbol, 0, 0, 0, "RSI Follow");
|
||||
}
|
||||
rmData.rsiOverbought = false;
|
||||
}
|
||||
else if(rmData.rsiOversold && rmData.lastBarRSI > RM_InpRSIExitLevel)
|
||||
{
|
||||
if(!HasPosition(symbol, RM_InpMagicNumberRSIFollow))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberRSIFollow);
|
||||
rmData.trade.Buy(g_RM_LotSize, symbol, 0, 0, 0, "RSI Follow");
|
||||
}
|
||||
rmData.rsiOversold = false;
|
||||
}
|
||||
}
|
||||
|
||||
void CheckRSIReverseStrategy(string symbol)
|
||||
{
|
||||
if(!IsWithinTradingHours(RM_InpRSIReverseStartHour, RM_InpRSIReverseEndHour))
|
||||
{
|
||||
if(RM_InpRSIReverseCloseOutsideHours)
|
||||
{
|
||||
if(HasPosition(symbol, RM_InpMagicNumberRSIReverse))
|
||||
ClosePosition(symbol, RM_InpMagicNumberRSIReverse);
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
if(RM_InpEnableStrategyLock && HasProfitablePosition(RM_InpMagicNumberRSIReverse))
|
||||
return;
|
||||
|
||||
if(IsRSIReverseInCooldown(symbol))
|
||||
return;
|
||||
|
||||
if(rmData.lastBarRSIReverse > RM_InpRSIReverseOverbought)
|
||||
rmData.rsiReverseOverbought = true;
|
||||
else if(rmData.lastBarRSIReverse < RM_InpRSIReverseOversold)
|
||||
rmData.rsiReverseOversold = true;
|
||||
|
||||
if(rmData.rsiReverseOverbought && rmData.lastBarRSIReverse < RM_InpRSIReverseCrossLevel)
|
||||
{
|
||||
if(!HasPosition(symbol, RM_InpMagicNumberRSIReverse))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberRSIReverse);
|
||||
rmData.trade.Sell(g_RM_LotSize, symbol, 0, 0, 0, "RSI Reverse");
|
||||
}
|
||||
rmData.rsiReverseOverbought = false;
|
||||
}
|
||||
else if(rmData.rsiReverseOversold && rmData.lastBarRSIReverse > RM_InpRSIReverseCrossLevel)
|
||||
{
|
||||
if(!HasPosition(symbol, RM_InpMagicNumberRSIReverse))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberRSIReverse);
|
||||
rmData.trade.Buy(g_RM_LotSize, symbol, 0, 0, 0, "RSI Reverse");
|
||||
}
|
||||
rmData.rsiReverseOversold = false;
|
||||
}
|
||||
}
|
||||
|
||||
void CheckEMACrossStrategy(string symbol)
|
||||
{
|
||||
if(!IsWithinTradingHours(RM_InpEMACrossStartHour, RM_InpEMACrossEndHour))
|
||||
{
|
||||
if(RM_InpEMACrossCloseOutsideHours)
|
||||
{
|
||||
if(HasPosition(symbol, RM_InpMagicNumberEMACross))
|
||||
ClosePosition(symbol, RM_InpMagicNumberEMACross);
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
if(RM_InpEnableStrategyLock && HasProfitablePosition(RM_InpMagicNumberEMACross))
|
||||
return;
|
||||
|
||||
if(rmData.lastBarEMAPrev < rmData.lastBarClosePrev && rmData.lastBarEMA > rmData.lastBarClose)
|
||||
{
|
||||
rmData.emaCrossBuySignal = true;
|
||||
rmData.emaCrossSellSignal = false;
|
||||
rmData.emaCrossSignalBar = 0;
|
||||
}
|
||||
else if(rmData.lastBarEMAPrev > rmData.lastBarClosePrev && rmData.lastBarEMA < rmData.lastBarClose)
|
||||
{
|
||||
rmData.emaCrossSellSignal = true;
|
||||
rmData.emaCrossBuySignal = false;
|
||||
rmData.emaCrossSignalBar = 0;
|
||||
}
|
||||
|
||||
if(RM_InpUseEMADistanceEntry)
|
||||
{
|
||||
if(rmData.emaCrossBuySignal)
|
||||
{
|
||||
bool distanceConditionMet = true;
|
||||
double emaHistory[], closeHistory[];
|
||||
ArraySetAsSeries(emaHistory, true);
|
||||
ArraySetAsSeries(closeHistory, true);
|
||||
|
||||
if(CopyBuffer(rmData.emaHandle, 0, 0, RM_InpEMADistancePeriod, emaHistory) > 0 &&
|
||||
CopyClose(symbol, RM_InpTimeframe, 0, RM_InpEMADistancePeriod, closeHistory) > 0)
|
||||
{
|
||||
double point = SymbolInfoDouble(symbol, SYMBOL_POINT);
|
||||
for(int i = 0; i < RM_InpEMADistancePeriod; i++)
|
||||
{
|
||||
double distance = (closeHistory[i] - emaHistory[i]) / point;
|
||||
if(distance < RM_InpEMADistancePips)
|
||||
{
|
||||
distanceConditionMet = false;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
if(distanceConditionMet && !HasPosition(symbol, RM_InpMagicNumberEMACross))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberEMACross);
|
||||
rmData.trade.Buy(g_RM_LotSize, symbol, 0, 0, 0, "EMA Cross Distance");
|
||||
rmData.emaCrossBuySignal = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
else if(rmData.emaCrossSellSignal)
|
||||
{
|
||||
bool distanceConditionMet = true;
|
||||
double emaHistory[], closeHistory[];
|
||||
ArraySetAsSeries(emaHistory, true);
|
||||
ArraySetAsSeries(closeHistory, true);
|
||||
|
||||
if(CopyBuffer(rmData.emaHandle, 0, 0, RM_InpEMADistancePeriod, emaHistory) > 0 &&
|
||||
CopyClose(symbol, RM_InpTimeframe, 0, RM_InpEMADistancePeriod, closeHistory) > 0)
|
||||
{
|
||||
double point = SymbolInfoDouble(symbol, SYMBOL_POINT);
|
||||
for(int i = 0; i < RM_InpEMADistancePeriod; i++)
|
||||
{
|
||||
double distance = (emaHistory[i] - closeHistory[i]) / point;
|
||||
if(distance < RM_InpEMADistancePips)
|
||||
{
|
||||
distanceConditionMet = false;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
if(distanceConditionMet && !HasPosition(symbol, RM_InpMagicNumberEMACross))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberEMACross);
|
||||
rmData.trade.Sell(g_RM_LotSize, symbol, 0, 0, 0, "EMA Cross Distance");
|
||||
rmData.emaCrossSellSignal = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
if(rmData.lastBarEMAPrev < rmData.lastBarClosePrev && rmData.lastBarEMA > rmData.lastBarClose)
|
||||
{
|
||||
if(!HasPosition(symbol, RM_InpMagicNumberEMACross))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberEMACross);
|
||||
rmData.trade.Buy(g_RM_LotSize, symbol, 0, 0, 0, "EMA Cross");
|
||||
}
|
||||
}
|
||||
else if(rmData.lastBarEMAPrev > rmData.lastBarClosePrev && rmData.lastBarEMA < rmData.lastBarClose)
|
||||
{
|
||||
if(!HasPosition(symbol, RM_InpMagicNumberEMACross))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberEMACross);
|
||||
rmData.trade.Sell(g_RM_LotSize, symbol, 0, 0, 0, "EMA Cross");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if(rmData.emaCrossBuySignal || rmData.emaCrossSellSignal)
|
||||
{
|
||||
rmData.emaCrossSignalBar++;
|
||||
if(rmData.emaCrossSignalBar > RM_InpEMADistancePeriod * 2)
|
||||
{
|
||||
rmData.emaCrossBuySignal = false;
|
||||
rmData.emaCrossSellSignal = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void CheckExitConditions(string symbol)
|
||||
{
|
||||
if(RM_InpEnableRSIFollow)
|
||||
{
|
||||
if(HasPosition(symbol, RM_InpMagicNumberRSIFollow))
|
||||
{
|
||||
if(PositionSelectByMagic(symbol, RM_InpMagicNumberRSIFollow))
|
||||
{
|
||||
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
if((posType == POSITION_TYPE_BUY && rmData.lastBarRSI < RM_InpRSIExitLevel) ||
|
||||
(posType == POSITION_TYPE_SELL && rmData.lastBarRSI > RM_InpRSIExitLevel))
|
||||
{
|
||||
ClosePosition(symbol, RM_InpMagicNumberRSIFollow);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if(RM_InpEnableRSIReverse)
|
||||
{
|
||||
if(HasPosition(symbol, RM_InpMagicNumberRSIReverse))
|
||||
{
|
||||
if(PositionSelectByMagic(symbol, RM_InpMagicNumberRSIReverse))
|
||||
{
|
||||
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
if((posType == POSITION_TYPE_BUY && rmData.lastBarRSIReverse < RM_InpRSIReverseExitLevel) ||
|
||||
(posType == POSITION_TYPE_SELL && rmData.lastBarRSIReverse > RM_InpRSIReverseExitLevel))
|
||||
{
|
||||
ClosePosition(symbol, RM_InpMagicNumberRSIReverse);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if(RM_InpEnableEMACross)
|
||||
{
|
||||
if(HasPosition(symbol, RM_InpMagicNumberEMACross))
|
||||
{
|
||||
if(PositionSelectByMagic(symbol, RM_InpMagicNumberEMACross))
|
||||
{
|
||||
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
if((posType == POSITION_TYPE_BUY && rmData.lastBarEMA > rmData.lastBarClose) ||
|
||||
(posType == POSITION_TYPE_SELL && rmData.lastBarEMA < rmData.lastBarClose))
|
||||
{
|
||||
ClosePosition(symbol, RM_InpMagicNumberEMACross);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void ClosePosition(string symbol, int magic)
|
||||
{
|
||||
if(!PositionExistsByMagic(symbol, magic))
|
||||
return;
|
||||
|
||||
ulong ticket = GetPositionTicketByMagic(symbol, magic);
|
||||
if(ticket == 0)
|
||||
return;
|
||||
|
||||
if(magic == RM_InpMagicNumberRSIReverse)
|
||||
{
|
||||
if(PositionSelectByTicketSymbolAndMagic(ticket, symbol, magic))
|
||||
{
|
||||
datetime time[];
|
||||
if(CopyTime(symbol, RM_InpTimeframe, 0, 1, time) > 0)
|
||||
{
|
||||
rmData.rsiReverseLastCloseTime = time[0];
|
||||
double profit = PositionGetDouble(POSITION_PROFIT);
|
||||
if(!RM_InpRSIReverseCooldownOnLoss || profit < 0)
|
||||
{
|
||||
rmData.rsiReverseInCooldown = true;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
ClosePositionByMagic(rmData.trade, symbol, magic);
|
||||
}
|
||||
|
||||
bool InitRSIMidPointHijack(string symbol)
|
||||
{
|
||||
rmData.symbol = symbol;
|
||||
rmData.rsiOverbought = false;
|
||||
rmData.rsiOversold = false;
|
||||
rmData.rsiReverseOverbought = false;
|
||||
rmData.rsiReverseOversold = false;
|
||||
rmData.emaCrossBuySignal = false;
|
||||
rmData.emaCrossSellSignal = false;
|
||||
rmData.emaCrossSignalBar = 0;
|
||||
rmData.rsiReverseInCooldown = false;
|
||||
rmData.lastBarRSI = 0;
|
||||
rmData.lastBarRSIReverse = 0;
|
||||
rmData.lastBarEMA = 0;
|
||||
rmData.lastBarClose = 0;
|
||||
rmData.lastBarEMAPrev = 0;
|
||||
rmData.lastBarClosePrev = 0;
|
||||
|
||||
// Check if symbol exists
|
||||
if(!SymbolSelect(symbol, true))
|
||||
{
|
||||
Print("RSIMidPointHijack: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
|
||||
return false;
|
||||
}
|
||||
|
||||
Sleep(100); // Wait for symbol to be ready
|
||||
|
||||
rmData.rsiHandle = iRSI(symbol, RM_InpTimeframe, RM_InpRSIPeriod, PRICE_CLOSE);
|
||||
rmData.rsiReverseHandle = iRSI(symbol, RM_InpTimeframe, RM_InpRSIReversePeriod, PRICE_CLOSE);
|
||||
rmData.emaHandle = iMA(symbol, RM_InpTimeframe, RM_InpEMAPeriod, 0, MODE_EMA, PRICE_CLOSE);
|
||||
|
||||
if(rmData.rsiHandle == INVALID_HANDLE || rmData.rsiReverseHandle == INVALID_HANDLE || rmData.emaHandle == INVALID_HANDLE)
|
||||
{
|
||||
Print("RSIMidPointHijack: Error creating indicators for '", symbol, "'");
|
||||
return false;
|
||||
}
|
||||
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberRSIFollow);
|
||||
rmData.trade.SetMarginMode();
|
||||
rmData.trade.SetTypeFillingBySymbol(symbol);
|
||||
rmData.trade.SetDeviationInPoints(10);
|
||||
|
||||
datetime time[];
|
||||
if(CopyTime(symbol, RM_InpTimeframe, 0, 1, time) > 0)
|
||||
rmData.lastBarTime = time[0];
|
||||
|
||||
rmData.isInitialized = true;
|
||||
Print("RSIMidPointHijack: Successfully initialized for symbol '", symbol, "'");
|
||||
return true;
|
||||
}
|
||||
|
||||
void DeinitRSIMidPointHijack()
|
||||
{
|
||||
if(rmData.rsiHandle != INVALID_HANDLE) IndicatorRelease(rmData.rsiHandle);
|
||||
if(rmData.rsiReverseHandle != INVALID_HANDLE) IndicatorRelease(rmData.rsiReverseHandle);
|
||||
if(rmData.emaHandle != INVALID_HANDLE) IndicatorRelease(rmData.emaHandle);
|
||||
}
|
||||
|
||||
void ProcessRSIMidPointHijack(string symbol)
|
||||
{
|
||||
// Skip if not initialized (symbol not available)
|
||||
if(!rmData.isInitialized)
|
||||
return;
|
||||
|
||||
rmData.symbol = symbol; // Update symbol in case it changed
|
||||
if(!IsNewBar(rmData.symbol))
|
||||
return;
|
||||
|
||||
double rsi[], rsiReverse[], ema[], close[];
|
||||
ArraySetAsSeries(rsi, true);
|
||||
ArraySetAsSeries(rsiReverse, true);
|
||||
ArraySetAsSeries(ema, true);
|
||||
ArraySetAsSeries(close, true);
|
||||
|
||||
rmData.lastBarEMAPrev = rmData.lastBarEMA;
|
||||
rmData.lastBarClosePrev = rmData.lastBarClose;
|
||||
|
||||
if(CopyBuffer(rmData.rsiHandle, 0, 0, 1, rsi) > 0)
|
||||
rmData.lastBarRSI = rsi[0];
|
||||
|
||||
if(CopyBuffer(rmData.rsiReverseHandle, 0, 0, 1, rsiReverse) > 0)
|
||||
rmData.lastBarRSIReverse = rsiReverse[0];
|
||||
|
||||
if(CopyBuffer(rmData.emaHandle, 0, 0, 1, ema) > 0)
|
||||
rmData.lastBarEMA = ema[0];
|
||||
|
||||
if(CopyClose(rmData.symbol, RM_InpTimeframe, 0, 1, close) > 0)
|
||||
rmData.lastBarClose = close[0];
|
||||
|
||||
if(RM_InpEnableRSIFollow)
|
||||
CheckRSIFollowStrategy(rmData.symbol);
|
||||
if(RM_InpEnableRSIReverse)
|
||||
CheckRSIReverseStrategy(rmData.symbol);
|
||||
if(RM_InpEnableEMACross)
|
||||
CheckEMACrossStrategy(rmData.symbol);
|
||||
|
||||
CheckExitConditions(rmData.symbol);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,493 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSIReversalAsianStrategy.mqh |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSI Reversal Asian Strategy Data Structure |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSIReversalAsianData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int rsiHandle;
|
||||
CTrade trade;
|
||||
bool isPositionOpen;
|
||||
double positionOpenPrice;
|
||||
datetime positionOpenTime;
|
||||
ENUM_POSITION_TYPE lastPositionType;
|
||||
bool sessionCloseAttempted;
|
||||
|
||||
// RSI crossover variables
|
||||
double rsiCurrent;
|
||||
double rsiPrevious;
|
||||
double rsiPrevious2;
|
||||
bool rsiCrossedOverbought;
|
||||
bool rsiCrossedOversold;
|
||||
bool rsiCrossedExitLevel;
|
||||
|
||||
// Strategy parameters
|
||||
int RSIPeriod;
|
||||
double OverboughtLevel;
|
||||
double OversoldLevel;
|
||||
int TakeProfitPips;
|
||||
int StopLossPips;
|
||||
double MaxLotSize;
|
||||
int MaxSpread;
|
||||
int MaxDuration;
|
||||
bool UseStopLoss;
|
||||
bool UseTakeProfit;
|
||||
bool UseRSIExit;
|
||||
double RSIExitLevel;
|
||||
bool CloseOutsideSession;
|
||||
ENUM_TIMEFRAMES TimeFrame;
|
||||
int MagicNumber;
|
||||
int Slippage;
|
||||
double point;
|
||||
};
|
||||
|
||||
// Session times (UTC)
|
||||
const int AsianSessionStart = 0; // 00:00 UTC
|
||||
const int AsianSessionEnd = 8; // 08:00 UTC
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| 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);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check if trading is allowed for symbol |
|
||||
//+------------------------------------------------------------------+
|
||||
bool IsTradingAllowed(RSIReversalAsianData& data)
|
||||
{
|
||||
// Check if market is open
|
||||
long tradeMode = SymbolInfoInteger(data.symbol, SYMBOL_TRADE_MODE);
|
||||
if(tradeMode != SYMBOL_TRADE_MODE_FULL)
|
||||
{
|
||||
return false;
|
||||
}
|
||||
|
||||
// Check if we have enough money
|
||||
if(AccountInfoDouble(ACCOUNT_MARGIN_FREE) <= 0)
|
||||
{
|
||||
return false;
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check RSI crossover conditions |
|
||||
//+------------------------------------------------------------------+
|
||||
void CheckRSICrossover(RSIReversalAsianData& data)
|
||||
{
|
||||
// Reset crossover flags
|
||||
data.rsiCrossedOverbought = false;
|
||||
data.rsiCrossedOversold = false;
|
||||
data.rsiCrossedExitLevel = false;
|
||||
|
||||
// Check for overbought crossover (RSI crosses above overbought level)
|
||||
if(data.rsiPrevious < data.OverboughtLevel && data.rsiCurrent >= data.OverboughtLevel)
|
||||
{
|
||||
data.rsiCrossedOverbought = true;
|
||||
}
|
||||
|
||||
// Check for oversold crossover (RSI crosses below oversold level)
|
||||
if(data.rsiPrevious > data.OversoldLevel && data.rsiCurrent <= data.OversoldLevel)
|
||||
{
|
||||
data.rsiCrossedOversold = true;
|
||||
}
|
||||
|
||||
// Check for exit level crossover
|
||||
if(data.rsiPrevious < data.RSIExitLevel && data.rsiCurrent >= data.RSIExitLevel)
|
||||
{
|
||||
data.rsiCrossedExitLevel = true;
|
||||
}
|
||||
else if(data.rsiPrevious > data.RSIExitLevel && data.rsiCurrent <= data.RSIExitLevel)
|
||||
{
|
||||
data.rsiCrossedExitLevel = true;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Close all trades for the symbol |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CloseAllTrades(RSIReversalAsianData& data, string reason = "")
|
||||
{
|
||||
bool allClosed = true;
|
||||
int totalPositions = PositionsTotal();
|
||||
|
||||
if(totalPositions == 0)
|
||||
return true;
|
||||
|
||||
for(int i = totalPositions - 1; i >= 0; i--)
|
||||
{
|
||||
if(PositionGetSymbol(i) == data.symbol)
|
||||
{
|
||||
ulong ticket = PositionGetTicket(i);
|
||||
if(ticket > 0 && PositionSelectByTicket(ticket))
|
||||
{
|
||||
if(PositionGetInteger(POSITION_MAGIC) == (ulong)data.MagicNumber)
|
||||
{
|
||||
// Try to close position with retry logic
|
||||
int retryCount = 0;
|
||||
bool positionClosed = false;
|
||||
|
||||
while(retryCount < 3 && !positionClosed)
|
||||
{
|
||||
if(data.trade.PositionClose(ticket))
|
||||
{
|
||||
data.isPositionOpen = false;
|
||||
positionClosed = true;
|
||||
}
|
||||
else
|
||||
{
|
||||
int error = GetLastError();
|
||||
|
||||
// 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)
|
||||
{
|
||||
allClosed = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return allClosed;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Initialize RSI Reversal Asian Strategy |
|
||||
//+------------------------------------------------------------------+
|
||||
bool InitRSIReversalAsian(RSIReversalAsianData& data, string symbol,
|
||||
int RSIPeriod, double OverboughtLevel, double OversoldLevel,
|
||||
int TakeProfitPips, int StopLossPips, double MaxLotSize,
|
||||
int MaxSpread, int MaxDuration, bool UseStopLoss,
|
||||
bool UseTakeProfit, bool UseRSIExit, double RSIExitLevel,
|
||||
bool CloseOutsideSession, ENUM_TIMEFRAMES TimeFrame,
|
||||
int MagicNumber, int Slippage)
|
||||
{
|
||||
data.symbol = symbol;
|
||||
data.isInitialized = false;
|
||||
|
||||
// Check if symbol exists
|
||||
if(!SymbolSelect(symbol, true))
|
||||
{
|
||||
Print("RSIReversalAsian: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
|
||||
return false;
|
||||
}
|
||||
|
||||
// Wait a bit for symbol to be ready
|
||||
Sleep(100);
|
||||
|
||||
// Get symbol point
|
||||
data.point = SymbolInfoDouble(symbol, SYMBOL_POINT);
|
||||
|
||||
// Store parameters
|
||||
data.RSIPeriod = RSIPeriod;
|
||||
data.OverboughtLevel = OverboughtLevel;
|
||||
data.OversoldLevel = OversoldLevel;
|
||||
data.TakeProfitPips = TakeProfitPips;
|
||||
data.StopLossPips = StopLossPips;
|
||||
data.MaxLotSize = MaxLotSize;
|
||||
data.MaxSpread = MaxSpread;
|
||||
data.MaxDuration = MaxDuration;
|
||||
data.UseStopLoss = UseStopLoss;
|
||||
data.UseTakeProfit = UseTakeProfit;
|
||||
data.UseRSIExit = UseRSIExit;
|
||||
data.RSIExitLevel = RSIExitLevel;
|
||||
data.CloseOutsideSession = CloseOutsideSession;
|
||||
data.TimeFrame = TimeFrame;
|
||||
data.MagicNumber = MagicNumber;
|
||||
data.Slippage = Slippage;
|
||||
|
||||
// Initialize RSI indicator with retry logic (for insufficient history in backtesting)
|
||||
data.rsiHandle = INVALID_HANDLE;
|
||||
int retryCount = 0;
|
||||
int maxRetries = 5;
|
||||
|
||||
while(retryCount < maxRetries && data.rsiHandle == INVALID_HANDLE)
|
||||
{
|
||||
data.rsiHandle = iRSI(symbol, TimeFrame, RSIPeriod, PRICE_CLOSE);
|
||||
|
||||
if(data.rsiHandle == INVALID_HANDLE)
|
||||
{
|
||||
int error = GetLastError();
|
||||
|
||||
// Error 4805 = insufficient history - wait longer and retry
|
||||
if(error == 4805 && retryCount < maxRetries - 1)
|
||||
{
|
||||
Sleep(1000); // Wait 1 second for history to load
|
||||
retryCount++;
|
||||
continue;
|
||||
}
|
||||
|
||||
Print("RSIReversalAsian: Error creating RSI indicator for '", symbol, "' - Error: ", error, " (", error == 4805 ? "Insufficient history data" : "Unknown", ")");
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
if(data.rsiHandle == INVALID_HANDLE)
|
||||
{
|
||||
Print("RSIReversalAsian: Failed to create RSI indicator for '", symbol, "' after ", maxRetries, " retries");
|
||||
return false;
|
||||
}
|
||||
|
||||
// Wait a bit for the indicator to be ready
|
||||
Sleep(100);
|
||||
|
||||
// Initialize RSI values with retry logic
|
||||
double rsi[];
|
||||
ArraySetAsSeries(rsi, true);
|
||||
|
||||
retryCount = 0;
|
||||
bool rsiInitialized = false;
|
||||
|
||||
while(retryCount < 10 && !rsiInitialized)
|
||||
{
|
||||
int copied = CopyBuffer(data.rsiHandle, 0, 0, 3, rsi);
|
||||
if(copied >= 3)
|
||||
{
|
||||
data.rsiCurrent = rsi[0];
|
||||
data.rsiPrevious = rsi[1];
|
||||
data.rsiPrevious2 = rsi[2];
|
||||
rsiInitialized = true;
|
||||
}
|
||||
else
|
||||
{
|
||||
retryCount++;
|
||||
Sleep(100);
|
||||
}
|
||||
}
|
||||
|
||||
if(!rsiInitialized)
|
||||
{
|
||||
// Don't fail initialization, just set default values
|
||||
data.rsiCurrent = 50.0;
|
||||
data.rsiPrevious = 50.0;
|
||||
data.rsiPrevious2 = 50.0;
|
||||
}
|
||||
|
||||
// Set trade parameters
|
||||
data.trade.SetExpertMagicNumber(MagicNumber);
|
||||
data.trade.SetDeviationInPoints(Slippage);
|
||||
data.trade.SetTypeFilling(ORDER_FILLING_IOC);
|
||||
|
||||
// Initialize state
|
||||
data.isPositionOpen = false;
|
||||
data.positionOpenPrice = 0;
|
||||
data.positionOpenTime = 0;
|
||||
data.lastPositionType = POSITION_TYPE_BUY;
|
||||
data.sessionCloseAttempted = false;
|
||||
data.rsiCrossedOverbought = false;
|
||||
data.rsiCrossedOversold = false;
|
||||
data.rsiCrossedExitLevel = false;
|
||||
|
||||
data.isInitialized = true;
|
||||
|
||||
Print("RSIReversalAsian: Successfully initialized for symbol '", symbol, "'");
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Deinitialize RSI Reversal Asian Strategy |
|
||||
//+------------------------------------------------------------------+
|
||||
void DeinitRSIReversalAsian(RSIReversalAsianData& data)
|
||||
{
|
||||
if(data.rsiHandle != INVALID_HANDLE)
|
||||
IndicatorRelease(data.rsiHandle);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Process RSI Reversal Asian Strategy |
|
||||
//+------------------------------------------------------------------+
|
||||
void ProcessRSIReversalAsian(RSIReversalAsianData& data, double lotSize)
|
||||
{
|
||||
if(!data.isInitialized)
|
||||
return;
|
||||
|
||||
// Check if trading is allowed
|
||||
if(!IsTradingAllowed(data))
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Check if we're in Asian session
|
||||
if(!IsAsianSession())
|
||||
{
|
||||
// Close all positions if outside Asian session and CloseOutsideSession is true
|
||||
if(data.CloseOutsideSession && !data.sessionCloseAttempted)
|
||||
{
|
||||
CloseAllTrades(data, "Outside Asian session");
|
||||
data.sessionCloseAttempted = true;
|
||||
}
|
||||
return;
|
||||
}
|
||||
else
|
||||
{
|
||||
// Reset the session close attempt flag when we enter Asian session
|
||||
data.sessionCloseAttempted = false;
|
||||
}
|
||||
|
||||
// Get current spread
|
||||
double spread = SymbolInfoDouble(data.symbol, SYMBOL_ASK) - SymbolInfoDouble(data.symbol, SYMBOL_BID);
|
||||
int spreadInPips = (int)(spread / data.point);
|
||||
|
||||
// Check if spread is too high
|
||||
if(spreadInPips > data.MaxSpread)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Get RSI values from bar data
|
||||
double rsi[];
|
||||
ArraySetAsSeries(rsi, true);
|
||||
|
||||
int copied = CopyBuffer(data.rsiHandle, 0, 0, 3, rsi);
|
||||
if(copied < 3)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Update RSI values
|
||||
data.rsiPrevious2 = data.rsiPrevious;
|
||||
data.rsiPrevious = data.rsiCurrent;
|
||||
data.rsiCurrent = rsi[0];
|
||||
|
||||
// Validate RSI values
|
||||
if(data.rsiCurrent == 0 || data.rsiPrevious == 0)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Check for RSI crossovers
|
||||
CheckRSICrossover(data);
|
||||
|
||||
// Get current prices
|
||||
double currentBid = SymbolInfoDouble(data.symbol, SYMBOL_BID);
|
||||
double currentAsk = SymbolInfoDouble(data.symbol, SYMBOL_ASK);
|
||||
|
||||
// Check for open position
|
||||
bool hasOpenPosition = PositionExistsByMagic(data.symbol, (ulong)data.MagicNumber);
|
||||
|
||||
if(hasOpenPosition)
|
||||
{
|
||||
// Get position details
|
||||
ulong ticket = GetPositionTicketByMagic(data.symbol, (ulong)data.MagicNumber);
|
||||
if(ticket > 0 && PositionSelectByTicket(ticket))
|
||||
{
|
||||
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
datetime openTime = (datetime)PositionGetInteger(POSITION_TIME);
|
||||
|
||||
// Check for RSI exit if enabled
|
||||
if(data.UseRSIExit && data.rsiCrossedExitLevel)
|
||||
{
|
||||
bool shouldExit = false;
|
||||
|
||||
// For long positions, exit when RSI crosses above exit level
|
||||
if(posType == POSITION_TYPE_BUY && data.rsiCurrent >= data.RSIExitLevel && data.rsiPrevious < data.RSIExitLevel)
|
||||
{
|
||||
shouldExit = true;
|
||||
}
|
||||
// For short positions, exit when RSI crosses below exit level
|
||||
else if(posType == POSITION_TYPE_SELL && data.rsiCurrent <= data.RSIExitLevel && data.rsiPrevious > data.RSIExitLevel)
|
||||
{
|
||||
shouldExit = true;
|
||||
}
|
||||
|
||||
if(shouldExit)
|
||||
{
|
||||
CloseAllTrades(data, "RSI Exit Crossover");
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
||||
// Check for timeout
|
||||
if(TimeCurrent() - openTime > data.MaxDuration * 3600)
|
||||
{
|
||||
CloseAllTrades(data, "Timeout");
|
||||
return;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// If no position is open, look for entry signals based on RSI crossover
|
||||
if(!hasOpenPosition)
|
||||
{
|
||||
// Place buy order if RSI crosses below oversold level (oversold crossover)
|
||||
if(data.rsiCrossedOversold)
|
||||
{
|
||||
double sl = data.UseStopLoss ? currentBid - data.StopLossPips * data.point : 0;
|
||||
double tp = data.UseTakeProfit ? currentBid + data.TakeProfitPips * data.point : 0;
|
||||
|
||||
if(data.UseStopLoss && sl >= currentBid)
|
||||
return;
|
||||
if(data.UseTakeProfit && tp <= currentBid)
|
||||
return;
|
||||
|
||||
// Set trade parameters
|
||||
data.trade.SetDeviationInPoints(data.Slippage);
|
||||
data.trade.SetTypeFilling(ORDER_FILLING_IOC);
|
||||
data.trade.SetExpertMagicNumber(data.MagicNumber);
|
||||
|
||||
// Use dynamic lot size
|
||||
double tradeLotSize = lotSize > 0 ? lotSize : data.MaxLotSize;
|
||||
|
||||
// Place buy order using CTrade
|
||||
if(data.trade.Buy(tradeLotSize, data.symbol, currentAsk, sl, tp, "RSI Oversold Crossover Buy"))
|
||||
{
|
||||
data.isPositionOpen = true;
|
||||
data.positionOpenPrice = currentAsk;
|
||||
data.positionOpenTime = TimeCurrent();
|
||||
data.lastPositionType = POSITION_TYPE_BUY;
|
||||
}
|
||||
}
|
||||
// Place sell order if RSI crosses above overbought level (overbought crossover)
|
||||
else if(data.rsiCrossedOverbought)
|
||||
{
|
||||
double sl = data.UseStopLoss ? currentAsk + data.StopLossPips * data.point : 0;
|
||||
double tp = data.UseTakeProfit ? currentAsk - data.TakeProfitPips * data.point : 0;
|
||||
|
||||
if(data.UseStopLoss && sl <= currentAsk)
|
||||
return;
|
||||
if(data.UseTakeProfit && tp >= currentAsk)
|
||||
return;
|
||||
|
||||
// Set trade parameters
|
||||
data.trade.SetDeviationInPoints(data.Slippage);
|
||||
data.trade.SetTypeFilling(ORDER_FILLING_IOC);
|
||||
data.trade.SetExpertMagicNumber(data.MagicNumber);
|
||||
|
||||
// Use dynamic lot size
|
||||
double tradeLotSize = lotSize > 0 ? lotSize : data.MaxLotSize;
|
||||
|
||||
// Place sell order using CTrade
|
||||
if(data.trade.Sell(tradeLotSize, data.symbol, currentBid, sl, tp, "RSI Overbought Crossover Sell"))
|
||||
{
|
||||
data.isPositionOpen = true;
|
||||
data.positionOpenPrice = currentBid;
|
||||
data.positionOpenTime = TimeCurrent();
|
||||
data.lastPositionType = POSITION_TYPE_SELL;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,560 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSIScalpingStrategy.mqh |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSI Scalping Strategy Data Structure |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSIScalpingData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
CTrade trade;
|
||||
int rsi_handle;
|
||||
double rsi_buffer[];
|
||||
double rsi_prev;
|
||||
double rsi_current;
|
||||
double rsi_two_bars_ago;
|
||||
bool position_open;
|
||||
ulong position_ticket;
|
||||
ENUM_POSITION_TYPE current_position_type;
|
||||
datetime last_bar_time;
|
||||
bool rsi_against_position;
|
||||
int bars_against_count;
|
||||
};
|
||||
|
||||
void ClosePosition(RSIScalpingData& data, int MagicNumber);
|
||||
|
||||
double RS_ATRPriceOnTF(const string symbol, const ENUM_TIMEFRAMES tf, const int period)
|
||||
{
|
||||
if(period < 1)
|
||||
return 0.0;
|
||||
MqlRates rates[];
|
||||
const int need = period + 2;
|
||||
if(CopyRates(symbol, tf, 0, need, rates) < need)
|
||||
return 0.0;
|
||||
ArraySetAsSeries(rates, true);
|
||||
double sum = 0.0;
|
||||
for(int i = 1; i <= period; i++)
|
||||
{
|
||||
const double hl = rates[i].high - rates[i].low;
|
||||
const double hc = MathAbs(rates[i].high - rates[i + 1].close);
|
||||
const double lc = MathAbs(rates[i].low - rates[i + 1].close);
|
||||
sum += MathMax(hl, MathMax(hc, lc));
|
||||
}
|
||||
return sum / (double)period;
|
||||
}
|
||||
|
||||
int RS_CountReversalEscapeSigns(RSIScalpingData& data, const ENUM_TIMEFRAMES tf,
|
||||
const ENUM_POSITION_TYPE ptype, const double atr,
|
||||
const double adverseAtrMult, const double rsiVelocity,
|
||||
const double bodyAtrMult)
|
||||
{
|
||||
if(atr <= 0.0)
|
||||
return 0;
|
||||
const double entry = PositionGetDouble(POSITION_PRICE_OPEN);
|
||||
const double bid = SymbolInfoDouble(data.symbol, SYMBOL_BID);
|
||||
const double ask = SymbolInfoDouble(data.symbol, SYMBOL_ASK);
|
||||
int signs = 0;
|
||||
|
||||
if(ptype == POSITION_TYPE_BUY)
|
||||
{
|
||||
if(entry - bid >= adverseAtrMult * atr)
|
||||
signs++;
|
||||
if(data.rsi_prev - data.rsi_current >= rsiVelocity)
|
||||
signs++;
|
||||
}
|
||||
else if(ptype == POSITION_TYPE_SELL)
|
||||
{
|
||||
if(ask - entry >= adverseAtrMult * atr)
|
||||
signs++;
|
||||
if(data.rsi_current - data.rsi_prev >= rsiVelocity)
|
||||
signs++;
|
||||
}
|
||||
else
|
||||
return 0;
|
||||
|
||||
MqlRates r[];
|
||||
if(CopyRates(data.symbol, tf, 0, 4, r) >= 4)
|
||||
{
|
||||
ArraySetAsSeries(r, true);
|
||||
const double body = MathAbs(r[1].close - r[1].open);
|
||||
if(body >= bodyAtrMult * atr)
|
||||
{
|
||||
if(ptype == POSITION_TYPE_BUY && r[1].close < r[1].open)
|
||||
signs++;
|
||||
else if(ptype == POSITION_TYPE_SELL && r[1].close > r[1].open)
|
||||
signs++;
|
||||
}
|
||||
if(ptype == POSITION_TYPE_BUY)
|
||||
{
|
||||
if(r[1].close < r[2].close && r[2].close < r[3].close)
|
||||
signs++;
|
||||
}
|
||||
else
|
||||
{
|
||||
if(r[1].close > r[2].close && r[2].close > r[3].close)
|
||||
signs++;
|
||||
}
|
||||
}
|
||||
return signs;
|
||||
}
|
||||
|
||||
void RS_TryReversalEscape(RSIScalpingData& data, const ENUM_TIMEFRAMES tf, const int MagicNumber,
|
||||
const int atrPeriod, const double adverseAtrMult, const int signsRequired,
|
||||
const double rsiVelocity, const double bodyAtrMult)
|
||||
{
|
||||
if(!PositionSelectByMagic(data.symbol, (ulong)MagicNumber))
|
||||
return;
|
||||
|
||||
const ENUM_POSITION_TYPE ptype = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
const double atr = RS_ATRPriceOnTF(data.symbol, tf, atrPeriod);
|
||||
if(atr <= 0.0)
|
||||
return;
|
||||
|
||||
const int n = RS_CountReversalEscapeSigns(data, tf, ptype, atr, adverseAtrMult, rsiVelocity, bodyAtrMult);
|
||||
if(n < signsRequired)
|
||||
return;
|
||||
|
||||
ClosePosition(data, MagicNumber);
|
||||
Print("RSIScalping: reversal escape symbol=", data.symbol, " signs=", n, " need=", signsRequired,
|
||||
" ATR=", DoubleToString(atr, (int)SymbolInfoInteger(data.symbol, SYMBOL_DIGITS)));
|
||||
}
|
||||
|
||||
string ErrorDescription(int errorCode)
|
||||
{
|
||||
switch(errorCode)
|
||||
{
|
||||
case 4801: return "Symbol not found";
|
||||
case 4802: return "Symbol not selected";
|
||||
case 4803: return "Symbol not visible";
|
||||
case 4804: return "Symbol not available";
|
||||
case 4805: return "Cannot load indicator - insufficient history data";
|
||||
default: return "Unknown error " + IntegerToString(errorCode);
|
||||
}
|
||||
}
|
||||
|
||||
bool InitRSIScalping(RSIScalpingData& data, string symbol, ENUM_TIMEFRAMES TimeFrame, int RSI_Period,
|
||||
ENUM_APPLIED_PRICE RSI_Applied_Price, int MagicNumber, int Slippage)
|
||||
{
|
||||
data.symbol = symbol;
|
||||
data.isInitialized = false;
|
||||
|
||||
// Check if symbol exists
|
||||
if(!SymbolSelect(symbol, true))
|
||||
{
|
||||
Print("RSIScalping: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
|
||||
return false; // Return false but don't fail entire EA
|
||||
}
|
||||
|
||||
// Wait a bit for symbol to be ready
|
||||
Sleep(100);
|
||||
|
||||
// Try to create RSI indicator with retry logic (for insufficient history in backtesting)
|
||||
data.rsi_handle = INVALID_HANDLE;
|
||||
int retryCount = 0;
|
||||
int maxRetries = 5;
|
||||
|
||||
while(retryCount < maxRetries && data.rsi_handle == INVALID_HANDLE)
|
||||
{
|
||||
data.rsi_handle = iRSI(symbol, TimeFrame, RSI_Period, RSI_Applied_Price);
|
||||
|
||||
if(data.rsi_handle == INVALID_HANDLE)
|
||||
{
|
||||
int error = GetLastError();
|
||||
|
||||
// Error 4805 = insufficient history - wait longer and retry
|
||||
if(error == 4805 && retryCount < maxRetries - 1)
|
||||
{
|
||||
Sleep(1000); // Wait 1 second for history to load
|
||||
retryCount++;
|
||||
continue;
|
||||
}
|
||||
|
||||
Print("RSIScalping: Error creating RSI indicator for '", symbol, "' - Error: ", error, " (", ErrorDescription(error), ")");
|
||||
return false; // Return false but don't fail entire EA
|
||||
}
|
||||
}
|
||||
|
||||
if(data.rsi_handle == INVALID_HANDLE)
|
||||
{
|
||||
Print("RSIScalping: Failed to create RSI indicator for '", symbol, "' after ", maxRetries, " retries");
|
||||
return false;
|
||||
}
|
||||
|
||||
data.trade.SetExpertMagicNumber(MagicNumber);
|
||||
data.trade.SetDeviationInPoints(Slippage);
|
||||
data.trade.SetTypeFilling(ORDER_FILLING_FOK);
|
||||
|
||||
ArraySetAsSeries(data.rsi_buffer, true);
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
data.isInitialized = true;
|
||||
|
||||
Print("RSIScalping: Successfully initialized for symbol '", symbol, "'");
|
||||
return true;
|
||||
}
|
||||
|
||||
void DeinitRSIScalping(RSIScalpingData& data)
|
||||
{
|
||||
if(data.rsi_handle != INVALID_HANDLE)
|
||||
IndicatorRelease(data.rsi_handle);
|
||||
}
|
||||
|
||||
bool UpdateRSI(RSIScalpingData& data)
|
||||
{
|
||||
if(CopyBuffer(data.rsi_handle, 0, 0, 3, data.rsi_buffer) < 3)
|
||||
return false;
|
||||
|
||||
data.rsi_current = data.rsi_buffer[0];
|
||||
data.rsi_prev = data.rsi_buffer[1];
|
||||
data.rsi_two_bars_ago = data.rsi_buffer[2];
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
void CheckExistingPosition(RSIScalpingData& data, ENUM_TIMEFRAMES TimeFrame, int MagicNumber,
|
||||
double RSI_Oversold, double RSI_Overbought, double RSI_Target_Buy,
|
||||
double RSI_Target_Sell, int BarsToWait)
|
||||
{
|
||||
// Always check if position exists, even if tracking says it doesn't
|
||||
bool positionExists = PositionExistsByMagic(data.symbol, MagicNumber);
|
||||
|
||||
if(!positionExists && data.position_open)
|
||||
{
|
||||
// Position was closed externally, reset tracking
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
return;
|
||||
}
|
||||
|
||||
if(!positionExists)
|
||||
return;
|
||||
|
||||
// Update tracking if we have a position but tracking was lost
|
||||
if(!data.position_open && positionExists)
|
||||
{
|
||||
ulong ticket = GetPositionTicketByMagic(data.symbol, MagicNumber);
|
||||
if(ticket > 0 && PositionSelectByTicketSymbolAndMagic(ticket, data.symbol, MagicNumber))
|
||||
{
|
||||
data.position_ticket = ticket;
|
||||
data.position_open = true;
|
||||
data.current_position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
}
|
||||
}
|
||||
|
||||
// Verify our tracked position still exists
|
||||
if(data.position_open && data.position_ticket > 0)
|
||||
{
|
||||
if(!PositionSelectByTicketSymbolAndMagic(data.position_ticket, data.symbol, MagicNumber))
|
||||
{
|
||||
// Try to find the position again
|
||||
ulong ticket = GetPositionTicketByMagic(data.symbol, MagicNumber);
|
||||
if(ticket > 0 && PositionSelectByTicketSymbolAndMagic(ticket, data.symbol, MagicNumber))
|
||||
{
|
||||
data.position_ticket = ticket;
|
||||
data.current_position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
}
|
||||
else
|
||||
{
|
||||
// Position doesn't exist, reset tracking
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
return;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// Update position type in case it changed (shouldn't happen, but be safe)
|
||||
data.current_position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
}
|
||||
}
|
||||
|
||||
if(data.current_position_type == POSITION_TYPE_BUY)
|
||||
{
|
||||
if(data.rsi_current < RSI_Oversold)
|
||||
{
|
||||
if(!data.rsi_against_position)
|
||||
{
|
||||
data.rsi_against_position = true;
|
||||
data.bars_against_count = 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
data.bars_against_count++;
|
||||
}
|
||||
|
||||
if(data.bars_against_count >= BarsToWait)
|
||||
{
|
||||
ClosePosition(data, MagicNumber);
|
||||
return;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
if(data.rsi_against_position)
|
||||
{
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
}
|
||||
|
||||
if(data.rsi_current >= RSI_Target_Buy)
|
||||
{
|
||||
ClosePosition(data, MagicNumber);
|
||||
}
|
||||
}
|
||||
}
|
||||
else if(data.current_position_type == POSITION_TYPE_SELL)
|
||||
{
|
||||
if(data.rsi_current > RSI_Overbought)
|
||||
{
|
||||
if(!data.rsi_against_position)
|
||||
{
|
||||
data.rsi_against_position = true;
|
||||
data.bars_against_count = 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
data.bars_against_count++;
|
||||
}
|
||||
|
||||
if(data.bars_against_count >= BarsToWait)
|
||||
{
|
||||
ClosePosition(data, MagicNumber);
|
||||
return;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
if(data.rsi_against_position)
|
||||
{
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
}
|
||||
|
||||
if(data.rsi_current <= RSI_Target_Sell)
|
||||
{
|
||||
ClosePosition(data, MagicNumber);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void CheckEntrySignals(RSIScalpingData& data, ENUM_TIMEFRAMES TimeFrame, int MagicNumber,
|
||||
double RSI_Oversold, double RSI_Overbought, double LotSize)
|
||||
{
|
||||
if(data.rsi_two_bars_ago <= RSI_Oversold && data.rsi_prev > RSI_Oversold)
|
||||
{
|
||||
OpenBuyPosition(data, MagicNumber, LotSize);
|
||||
}
|
||||
|
||||
if(data.rsi_two_bars_ago >= RSI_Overbought && data.rsi_prev < RSI_Overbought)
|
||||
{
|
||||
OpenSellPosition(data, MagicNumber, LotSize);
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Normalize Lot Size According to Symbol Properties |
|
||||
//+------------------------------------------------------------------+
|
||||
double NormalizeLotSize(string symbol, double lotSize)
|
||||
{
|
||||
double minLot = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MIN);
|
||||
double maxLot = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MAX);
|
||||
double lotStep = SymbolInfoDouble(symbol, SYMBOL_VOLUME_STEP);
|
||||
|
||||
// Round to lot step
|
||||
if(lotStep > 0)
|
||||
lotSize = MathFloor(lotSize / lotStep) * lotStep;
|
||||
|
||||
// Apply min/max constraints
|
||||
if(lotSize < minLot)
|
||||
lotSize = minLot;
|
||||
if(lotSize > maxLot)
|
||||
lotSize = maxLot;
|
||||
|
||||
return lotSize;
|
||||
}
|
||||
|
||||
void OpenBuyPosition(RSIScalpingData& data, int MagicNumber, double LotSize)
|
||||
{
|
||||
if(PositionExistsByMagic(data.symbol, MagicNumber))
|
||||
return;
|
||||
|
||||
// Normalize lot size according to symbol properties
|
||||
double normalizedLot = NormalizeLotSize(data.symbol, LotSize);
|
||||
|
||||
double ask = SymbolInfoDouble(data.symbol, SYMBOL_ASK);
|
||||
|
||||
if(data.trade.Buy(normalizedLot, data.symbol, ask, 0, 0, "RSI Scalping Buy"))
|
||||
{
|
||||
ulong new_ticket = data.trade.ResultOrder();
|
||||
if(new_ticket > 0)
|
||||
{
|
||||
if(PositionSelectByTicketSymbolAndMagic(new_ticket, data.symbol, MagicNumber))
|
||||
{
|
||||
data.position_ticket = new_ticket;
|
||||
data.position_open = true;
|
||||
data.current_position_type = POSITION_TYPE_BUY;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void OpenSellPosition(RSIScalpingData& data, int MagicNumber, double LotSize)
|
||||
{
|
||||
if(PositionExistsByMagic(data.symbol, MagicNumber))
|
||||
return;
|
||||
|
||||
// Normalize lot size according to symbol properties
|
||||
double normalizedLot = NormalizeLotSize(data.symbol, LotSize);
|
||||
|
||||
double bid = SymbolInfoDouble(data.symbol, SYMBOL_BID);
|
||||
|
||||
if(data.trade.Sell(normalizedLot, data.symbol, bid, 0, 0, "RSI Scalping Sell"))
|
||||
{
|
||||
ulong new_ticket = data.trade.ResultOrder();
|
||||
if(new_ticket > 0)
|
||||
{
|
||||
if(PositionSelectByTicketSymbolAndMagic(new_ticket, data.symbol, MagicNumber))
|
||||
{
|
||||
data.position_ticket = new_ticket;
|
||||
data.position_open = true;
|
||||
data.current_position_type = POSITION_TYPE_SELL;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void ClosePosition(RSIScalpingData& data, int MagicNumber)
|
||||
{
|
||||
// First verify position still exists
|
||||
if(!PositionExistsByMagic(data.symbol, MagicNumber))
|
||||
{
|
||||
// Position doesn't exist, reset tracking
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
return;
|
||||
}
|
||||
|
||||
// Try to close by ticket first (more reliable)
|
||||
bool closed = false;
|
||||
if(data.position_ticket > 0)
|
||||
{
|
||||
if(PositionSelectByTicket(data.position_ticket))
|
||||
{
|
||||
// Verify it's our position
|
||||
if(PositionGetString(POSITION_SYMBOL) == data.symbol &&
|
||||
PositionGetInteger(POSITION_MAGIC) == MagicNumber)
|
||||
{
|
||||
closed = data.trade.PositionClose(data.position_ticket);
|
||||
if(!closed)
|
||||
{
|
||||
Print("RSIScalping: Failed to close position by ticket ", data.position_ticket,
|
||||
" - Error: ", data.trade.ResultRetcode(), " (", data.trade.ResultRetcodeDescription(), ")");
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// If ticket method failed, try magic number method
|
||||
if(!closed)
|
||||
{
|
||||
closed = ClosePositionByMagic(data.trade, data.symbol, MagicNumber);
|
||||
if(!closed)
|
||||
{
|
||||
Print("RSIScalping: Failed to close position by magic number for '", data.symbol,
|
||||
"' - Error: ", data.trade.ResultRetcode(), " (", data.trade.ResultRetcodeDescription(), ")");
|
||||
}
|
||||
}
|
||||
|
||||
// Verify position is actually closed
|
||||
if(closed)
|
||||
{
|
||||
// Wait a moment and verify
|
||||
Sleep(50);
|
||||
if(!PositionExistsByMagic(data.symbol, MagicNumber))
|
||||
{
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
Print("RSIScalping: Position successfully closed for '", data.symbol, "'");
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("RSIScalping: Warning - Close returned success but position still exists for '", data.symbol, "'");
|
||||
// Try one more time
|
||||
Sleep(100);
|
||||
if(PositionExistsByMagic(data.symbol, MagicNumber))
|
||||
{
|
||||
ClosePositionByMagic(data.trade, data.symbol, MagicNumber);
|
||||
}
|
||||
// Reset tracking anyway to prevent getting stuck
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// Close failed, but reset tracking to prevent getting stuck
|
||||
// The position might have been closed externally
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
}
|
||||
}
|
||||
|
||||
void ProcessRSIScalping(RSIScalpingData& data, string symbol, ENUM_TIMEFRAMES TimeFrame, int RSI_Period,
|
||||
ENUM_APPLIED_PRICE RSI_Applied_Price, double RSI_Overbought,
|
||||
double RSI_Oversold, double RSI_Target_Buy, double RSI_Target_Sell,
|
||||
int BarsToWait, double LotSize, int MagicNumber,
|
||||
bool UseReversalEscape, int ReversalATRPeriod, double ReversalAdverseAtrMult,
|
||||
int ReversalSignsRequired, double ReversalRsiVelocity, double ReversalBodyAtrMult)
|
||||
{
|
||||
// Skip if not initialized (symbol not available)
|
||||
if(!data.isInitialized)
|
||||
return;
|
||||
|
||||
data.symbol = symbol; // Update symbol in case it changed
|
||||
if(Bars(data.symbol, TimeFrame) < RSI_Period + 2)
|
||||
return;
|
||||
|
||||
const datetime current_bar_time = iTime(data.symbol, TimeFrame, 0);
|
||||
const bool new_bar = (current_bar_time != data.last_bar_time);
|
||||
const bool in_pos = data.position_open || PositionExistsByMagic(data.symbol, MagicNumber);
|
||||
if(!in_pos && !new_bar)
|
||||
return;
|
||||
|
||||
if(!UpdateRSI(data))
|
||||
return;
|
||||
|
||||
if(in_pos && UseReversalEscape)
|
||||
RS_TryReversalEscape(data, TimeFrame, MagicNumber, ReversalATRPeriod, ReversalAdverseAtrMult,
|
||||
ReversalSignsRequired, ReversalRsiVelocity, ReversalBodyAtrMult);
|
||||
|
||||
if(!new_bar)
|
||||
return;
|
||||
|
||||
data.last_bar_time = current_bar_time;
|
||||
|
||||
CheckExistingPosition(data, TimeFrame, MagicNumber, RSI_Oversold, RSI_Overbought,
|
||||
RSI_Target_Buy, RSI_Target_Sell, BarsToWait);
|
||||
|
||||
if(!data.position_open && !PositionExistsByMagic(data.symbol, MagicNumber))
|
||||
{
|
||||
CheckEntrySignals(data, TimeFrame, MagicNumber, RSI_Oversold, RSI_Overbought, LotSize);
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,495 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| SuperEMAStrategy.mqh — EMA + CCI + MACD (United EA module) |
|
||||
//+------------------------------------------------------------------+
|
||||
#ifndef SUPER_EMA_STRATEGY_MQH
|
||||
#define SUPER_EMA_STRATEGY_MQH
|
||||
|
||||
#include <Trade/Trade.mqh>
|
||||
|
||||
enum ENUM_SE_ENTRY_STYLE
|
||||
{
|
||||
SE_ENTRY_CCIZERO_MACD = 0,
|
||||
SE_ENTRY_LAMBERT = 1,
|
||||
SE_ENTRY_PULLBACK = 2
|
||||
};
|
||||
|
||||
struct SuperEMAData
|
||||
{
|
||||
string symbol;
|
||||
ENUM_TIMEFRAMES tf;
|
||||
datetime lastBarTime;
|
||||
CTrade trade;
|
||||
bool isInitialized;
|
||||
int slippagePoints;
|
||||
int magic;
|
||||
int emaFast;
|
||||
int emaMid;
|
||||
int emaSlow;
|
||||
int emaTrendBars;
|
||||
int cciPeriod;
|
||||
double cciOverbought;
|
||||
double cciOversold;
|
||||
int pullbackCciLookback;
|
||||
int macdFast;
|
||||
int macdSlow;
|
||||
int macdSignal;
|
||||
ENUM_SE_ENTRY_STYLE entryStyle;
|
||||
bool oneTradeOnly;
|
||||
bool useStructuralSL;
|
||||
double slBufferPoints;
|
||||
bool exitOnTrendFlip;
|
||||
bool exitOnMacdFlip;
|
||||
bool exitOnCciZeroCross;
|
||||
int maxHoldingBars;
|
||||
bool exitBelowMidEma;
|
||||
bool debugLogs;
|
||||
};
|
||||
|
||||
void SuperEMA_Log(SuperEMAData &d, const string s)
|
||||
{
|
||||
if(d.debugLogs)
|
||||
Print("[SuperEMA] ", s);
|
||||
}
|
||||
|
||||
bool SuperEMA_IsNewBar(SuperEMAData &d)
|
||||
{
|
||||
datetime t = iTime(d.symbol, d.tf, 0);
|
||||
if(t <= 0 || t == d.lastBarTime)
|
||||
return false;
|
||||
d.lastBarTime = t;
|
||||
return true;
|
||||
}
|
||||
|
||||
double SuperEMA_EmaAt(SuperEMAData &d, const int period, const int shift)
|
||||
{
|
||||
int h = iMA(d.symbol, d.tf, period, 0, MODE_EMA, PRICE_CLOSE);
|
||||
if(h == INVALID_HANDLE)
|
||||
return 0.0;
|
||||
double b[1];
|
||||
if(CopyBuffer(h, 0, shift, 1, b) <= 0)
|
||||
{
|
||||
IndicatorRelease(h);
|
||||
return 0.0;
|
||||
}
|
||||
IndicatorRelease(h);
|
||||
return b[0];
|
||||
}
|
||||
|
||||
double SuperEMA_CciAt(SuperEMAData &d, const int shift)
|
||||
{
|
||||
int h = iCCI(d.symbol, d.tf, d.cciPeriod, PRICE_TYPICAL);
|
||||
if(h == INVALID_HANDLE)
|
||||
return 0.0;
|
||||
double b[1];
|
||||
if(CopyBuffer(h, 0, shift, 1, b) <= 0)
|
||||
{
|
||||
IndicatorRelease(h);
|
||||
return 0.0;
|
||||
}
|
||||
IndicatorRelease(h);
|
||||
return b[0];
|
||||
}
|
||||
|
||||
bool SuperEMA_MacdHistAt(SuperEMAData &d, const int shift, double &hist)
|
||||
{
|
||||
int h = iMACD(d.symbol, d.tf, d.macdFast, d.macdSlow, d.macdSignal, PRICE_CLOSE);
|
||||
if(h == INVALID_HANDLE)
|
||||
return false;
|
||||
double mainLine[1], sigLine[1];
|
||||
if(CopyBuffer(h, 0, shift, 1, mainLine) <= 0 || CopyBuffer(h, 1, shift, 1, sigLine) <= 0)
|
||||
{
|
||||
IndicatorRelease(h);
|
||||
return false;
|
||||
}
|
||||
IndicatorRelease(h);
|
||||
hist = mainLine[0] - sigLine[0];
|
||||
return true;
|
||||
}
|
||||
|
||||
bool SuperEMA_TrendUp(SuperEMAData &d, const int sh)
|
||||
{
|
||||
double c = iClose(d.symbol, d.tf, sh);
|
||||
double emaS = SuperEMA_EmaAt(d, d.emaSlow, sh);
|
||||
return (emaS > 0.0 && c > emaS);
|
||||
}
|
||||
|
||||
bool SuperEMA_TrendDown(SuperEMAData &d, const int sh)
|
||||
{
|
||||
double c = iClose(d.symbol, d.tf, sh);
|
||||
double emaS = SuperEMA_EmaAt(d, d.emaSlow, sh);
|
||||
return (emaS > 0.0 && c < emaS);
|
||||
}
|
||||
|
||||
bool SuperEMA_CciCrossAboveZero(SuperEMAData &d)
|
||||
{
|
||||
double c1 = SuperEMA_CciAt(d, 1);
|
||||
double c2 = SuperEMA_CciAt(d, 2);
|
||||
return (c2 <= 0.0 && c1 > 0.0);
|
||||
}
|
||||
|
||||
bool SuperEMA_CciCrossBelowZero(SuperEMAData &d)
|
||||
{
|
||||
double c1 = SuperEMA_CciAt(d, 1);
|
||||
double c2 = SuperEMA_CciAt(d, 2);
|
||||
return (c2 >= 0.0 && c1 < 0.0);
|
||||
}
|
||||
|
||||
bool SuperEMA_CciCrossAbove100(SuperEMAData &d)
|
||||
{
|
||||
double c1 = SuperEMA_CciAt(d, 1);
|
||||
double c2 = SuperEMA_CciAt(d, 2);
|
||||
return (c2 < d.cciOverbought && c1 > d.cciOverbought);
|
||||
}
|
||||
|
||||
bool SuperEMA_CciCrossBelowMinus100(SuperEMAData &d)
|
||||
{
|
||||
double c1 = SuperEMA_CciAt(d, 1);
|
||||
double c2 = SuperEMA_CciAt(d, 2);
|
||||
return (c2 > d.cciOversold && c1 < d.cciOversold);
|
||||
}
|
||||
|
||||
bool SuperEMA_HadCciOversoldRecently(SuperEMAData &d)
|
||||
{
|
||||
for(int i = 2; i <= d.pullbackCciLookback + 1; i++)
|
||||
{
|
||||
double v = SuperEMA_CciAt(d, i);
|
||||
if(v <= d.cciOversold)
|
||||
return true;
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
bool SuperEMA_HadCciOverboughtRecently(SuperEMAData &d)
|
||||
{
|
||||
for(int i = 2; i <= d.pullbackCciLookback + 1; i++)
|
||||
{
|
||||
double v = SuperEMA_CciAt(d, i);
|
||||
if(v >= d.cciOverbought)
|
||||
return true;
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
bool SuperEMA_PullbackNearFastEmaLong(SuperEMAData &d)
|
||||
{
|
||||
double emaF = SuperEMA_EmaAt(d, d.emaFast, 1);
|
||||
double lo = iLow(d.symbol, d.tf, 1);
|
||||
if(emaF <= 0.0)
|
||||
return false;
|
||||
return (lo <= emaF + d.slBufferPoints * _Point * 3.0);
|
||||
}
|
||||
|
||||
bool SuperEMA_PullbackNearFastEmaShort(SuperEMAData &d)
|
||||
{
|
||||
double emaF = SuperEMA_EmaAt(d, d.emaFast, 1);
|
||||
double hi = iHigh(d.symbol, d.tf, 1);
|
||||
if(emaF <= 0.0)
|
||||
return false;
|
||||
return (hi >= emaF - d.slBufferPoints * _Point * 3.0);
|
||||
}
|
||||
|
||||
int SuperEMA_PositionsByMagic(SuperEMAData &d)
|
||||
{
|
||||
int n = 0;
|
||||
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
||||
{
|
||||
ulong t = PositionGetTicket(i);
|
||||
if(t == 0)
|
||||
continue;
|
||||
if(PositionGetString(POSITION_SYMBOL) == d.symbol && (int)PositionGetInteger(POSITION_MAGIC) == d.magic)
|
||||
n++;
|
||||
}
|
||||
return n;
|
||||
}
|
||||
|
||||
void SuperEMA_ComputeSLTP(SuperEMAData &d, const bool isBuy, double &sl, double &tp)
|
||||
{
|
||||
sl = 0.0;
|
||||
tp = 0.0;
|
||||
if(!d.useStructuralSL)
|
||||
return;
|
||||
double emaM = SuperEMA_EmaAt(d, d.emaMid, d.emaTrendBars);
|
||||
double buf = d.slBufferPoints * _Point;
|
||||
if(isBuy)
|
||||
sl = emaM - buf;
|
||||
else
|
||||
sl = emaM + buf;
|
||||
}
|
||||
|
||||
int SuperEMA_BarsSinceOpen(SuperEMAData &d, const datetime openTime)
|
||||
{
|
||||
if(openTime <= 0)
|
||||
return 0;
|
||||
int sh = iBarShift(d.symbol, d.tf, openTime, false);
|
||||
if(sh < 0)
|
||||
return 999999;
|
||||
return sh;
|
||||
}
|
||||
|
||||
void SuperEMA_CloseTicket(SuperEMAData &d, const ulong ticket, const string reason)
|
||||
{
|
||||
#ifdef UNITED_MARTINGALE_NO_SELF_CLOSE
|
||||
return;
|
||||
#endif
|
||||
d.trade.SetExpertMagicNumber(d.magic);
|
||||
if(d.trade.PositionClose(ticket))
|
||||
SuperEMA_Log(d, "Close: " + reason);
|
||||
}
|
||||
|
||||
void SuperEMA_ManageExits(SuperEMAData &d)
|
||||
{
|
||||
#ifdef UNITED_MARTINGALE_NO_SELF_CLOSE
|
||||
return;
|
||||
#endif
|
||||
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
||||
{
|
||||
ulong ticket = PositionGetTicket(i);
|
||||
if(ticket == 0)
|
||||
continue;
|
||||
if(!PositionSelectByTicket(ticket))
|
||||
continue;
|
||||
if(PositionGetString(POSITION_SYMBOL) != d.symbol)
|
||||
continue;
|
||||
if((int)PositionGetInteger(POSITION_MAGIC) != d.magic)
|
||||
continue;
|
||||
|
||||
ENUM_POSITION_TYPE ptype = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
datetime openTime = (datetime)PositionGetInteger(POSITION_TIME);
|
||||
|
||||
double h1 = 0.0;
|
||||
if(!SuperEMA_MacdHistAt(d, 1, h1))
|
||||
continue;
|
||||
|
||||
bool closeLong = false;
|
||||
bool closeShort = false;
|
||||
string reason = "";
|
||||
|
||||
if(d.maxHoldingBars > 0)
|
||||
{
|
||||
int held = SuperEMA_BarsSinceOpen(d, openTime);
|
||||
if(held >= d.maxHoldingBars)
|
||||
{
|
||||
if(ptype == POSITION_TYPE_BUY)
|
||||
closeLong = true;
|
||||
else
|
||||
closeShort = true;
|
||||
reason = "time stop (max bars)";
|
||||
}
|
||||
}
|
||||
|
||||
if(ptype == POSITION_TYPE_BUY)
|
||||
{
|
||||
if(d.exitOnTrendFlip && SuperEMA_TrendDown(d, d.emaTrendBars))
|
||||
{
|
||||
closeLong = true;
|
||||
reason = "trend flip (below slow EMA)";
|
||||
}
|
||||
if(d.exitOnMacdFlip && h1 < 0.0)
|
||||
{
|
||||
closeLong = true;
|
||||
reason = "MACD histogram < 0";
|
||||
}
|
||||
if(d.exitOnCciZeroCross && SuperEMA_CciCrossBelowZero(d))
|
||||
{
|
||||
closeLong = true;
|
||||
reason = "CCI crossed below zero";
|
||||
}
|
||||
if(d.exitBelowMidEma)
|
||||
{
|
||||
double c = iClose(d.symbol, d.tf, 1);
|
||||
double emaM = SuperEMA_EmaAt(d, d.emaMid, 1);
|
||||
if(emaM > 0.0 && c < emaM)
|
||||
{
|
||||
closeLong = true;
|
||||
reason = "close below mid EMA";
|
||||
}
|
||||
}
|
||||
if(closeLong)
|
||||
SuperEMA_CloseTicket(d, ticket, reason);
|
||||
}
|
||||
else if(ptype == POSITION_TYPE_SELL)
|
||||
{
|
||||
if(d.exitOnTrendFlip && SuperEMA_TrendUp(d, d.emaTrendBars))
|
||||
{
|
||||
closeShort = true;
|
||||
reason = "trend flip (above slow EMA)";
|
||||
}
|
||||
if(d.exitOnMacdFlip && h1 > 0.0)
|
||||
{
|
||||
closeShort = true;
|
||||
reason = "MACD histogram > 0";
|
||||
}
|
||||
if(d.exitOnCciZeroCross && SuperEMA_CciCrossAboveZero(d))
|
||||
{
|
||||
closeShort = true;
|
||||
reason = "CCI crossed above zero";
|
||||
}
|
||||
if(d.exitBelowMidEma)
|
||||
{
|
||||
double c = iClose(d.symbol, d.tf, 1);
|
||||
double emaM = SuperEMA_EmaAt(d, d.emaMid, 1);
|
||||
if(emaM > 0.0 && c > emaM)
|
||||
{
|
||||
closeShort = true;
|
||||
reason = "close above mid EMA";
|
||||
}
|
||||
}
|
||||
if(closeShort)
|
||||
SuperEMA_CloseTicket(d, ticket, reason);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
bool InitSuperEMA(SuperEMAData &d,
|
||||
const string symbol,
|
||||
const ENUM_TIMEFRAMES tf,
|
||||
const int slippagePoints,
|
||||
const int magic,
|
||||
const int emaFast,
|
||||
const int emaMid,
|
||||
const int emaSlow,
|
||||
const int emaTrendBars,
|
||||
const int cciPeriod,
|
||||
const double cciOverbought,
|
||||
const double cciOversold,
|
||||
const int pullbackCciLookback,
|
||||
const int macdFast,
|
||||
const int macdSlow,
|
||||
const int macdSignal,
|
||||
const ENUM_SE_ENTRY_STYLE entryStyle,
|
||||
const bool oneTradeOnly,
|
||||
const bool useStructuralSL,
|
||||
const double slBufferPoints,
|
||||
const bool exitOnTrendFlip,
|
||||
const bool exitOnMacdFlip,
|
||||
const bool exitOnCciZeroCross,
|
||||
const int maxHoldingBars,
|
||||
const bool exitBelowMidEma,
|
||||
const bool debugLogs)
|
||||
{
|
||||
d.symbol = symbol;
|
||||
if(StringLen(d.symbol) == 0)
|
||||
d.symbol = _Symbol;
|
||||
d.tf = tf;
|
||||
d.lastBarTime = 0;
|
||||
d.isInitialized = false;
|
||||
d.slippagePoints = slippagePoints;
|
||||
d.magic = magic;
|
||||
d.emaFast = emaFast;
|
||||
d.emaMid = emaMid;
|
||||
d.emaSlow = emaSlow;
|
||||
d.emaTrendBars = emaTrendBars;
|
||||
d.cciPeriod = cciPeriod;
|
||||
d.cciOverbought = cciOverbought;
|
||||
d.cciOversold = cciOversold;
|
||||
d.pullbackCciLookback = pullbackCciLookback;
|
||||
d.macdFast = macdFast;
|
||||
d.macdSlow = macdSlow;
|
||||
d.macdSignal = macdSignal;
|
||||
d.entryStyle = entryStyle;
|
||||
d.oneTradeOnly = oneTradeOnly;
|
||||
d.useStructuralSL = useStructuralSL;
|
||||
d.slBufferPoints = slBufferPoints;
|
||||
d.exitOnTrendFlip = exitOnTrendFlip;
|
||||
d.exitOnMacdFlip = exitOnMacdFlip;
|
||||
d.exitOnCciZeroCross = exitOnCciZeroCross;
|
||||
d.maxHoldingBars = maxHoldingBars;
|
||||
d.exitBelowMidEma = exitBelowMidEma;
|
||||
d.debugLogs = debugLogs;
|
||||
|
||||
if(!SymbolSelect(d.symbol, true))
|
||||
{
|
||||
Print("SuperEMA: symbol not available: ", d.symbol);
|
||||
return false;
|
||||
}
|
||||
d.trade.SetExpertMagicNumber(d.magic);
|
||||
d.trade.SetDeviationInPoints(d.slippagePoints);
|
||||
d.isInitialized = true;
|
||||
return true;
|
||||
}
|
||||
|
||||
void ProcessSuperEMA(SuperEMAData &d, const double lots)
|
||||
{
|
||||
if(!d.isInitialized)
|
||||
return;
|
||||
|
||||
if(!SuperEMA_IsNewBar(d))
|
||||
return;
|
||||
|
||||
SuperEMA_ManageExits(d);
|
||||
|
||||
const int sh = d.emaTrendBars;
|
||||
double h1 = 0.0, h2 = 0.0;
|
||||
if(!SuperEMA_MacdHistAt(d, 1, h1) || !SuperEMA_MacdHistAt(d, 2, h2))
|
||||
return;
|
||||
|
||||
bool up = SuperEMA_TrendUp(d, sh);
|
||||
bool dn = SuperEMA_TrendDown(d, sh);
|
||||
|
||||
bool wantBuy = false;
|
||||
bool wantSell = false;
|
||||
|
||||
switch(d.entryStyle)
|
||||
{
|
||||
case SE_ENTRY_CCIZERO_MACD:
|
||||
if(up && SuperEMA_CciCrossAboveZero(d) && h1 > 0.0)
|
||||
wantBuy = true;
|
||||
if(dn && SuperEMA_CciCrossBelowZero(d) && h1 < 0.0)
|
||||
wantSell = true;
|
||||
break;
|
||||
|
||||
case SE_ENTRY_LAMBERT:
|
||||
if(up && SuperEMA_CciCrossAbove100(d) && h1 > 0.0)
|
||||
wantBuy = true;
|
||||
if(dn && SuperEMA_CciCrossBelowMinus100(d) && h1 < 0.0)
|
||||
wantSell = true;
|
||||
break;
|
||||
|
||||
case SE_ENTRY_PULLBACK:
|
||||
if(up && SuperEMA_HadCciOversoldRecently(d) && SuperEMA_CciCrossAboveZero(d) && h1 > 0.0 && SuperEMA_PullbackNearFastEmaLong(d))
|
||||
wantBuy = true;
|
||||
if(dn && SuperEMA_HadCciOverboughtRecently(d) && SuperEMA_CciCrossBelowZero(d) && h1 < 0.0 && SuperEMA_PullbackNearFastEmaShort(d))
|
||||
wantSell = true;
|
||||
break;
|
||||
}
|
||||
|
||||
if(d.oneTradeOnly && SuperEMA_PositionsByMagic(d) > 0)
|
||||
{
|
||||
if(wantBuy && !United_MayOpenNewEntry(d.symbol, (ulong)d.magic, true))
|
||||
wantBuy = false;
|
||||
if(wantSell && !United_MayOpenNewEntry(d.symbol, (ulong)d.magic, false))
|
||||
wantSell = false;
|
||||
if(!wantBuy && !wantSell)
|
||||
return;
|
||||
}
|
||||
|
||||
MqlTick tick;
|
||||
if(!SymbolInfoTick(d.symbol, tick))
|
||||
return;
|
||||
|
||||
double sl = 0.0, tp = 0.0;
|
||||
|
||||
if(wantBuy && !wantSell)
|
||||
{
|
||||
#ifndef UNITED_MARTINGALE_NO_SELF_CLOSE
|
||||
SuperEMA_ComputeSLTP(d, true, sl, tp);
|
||||
#endif
|
||||
if(d.trade.Buy(lots, d.symbol, tick.ask, sl, tp, "United SuperEMA long"))
|
||||
SuperEMA_Log(d, StringFormat("BUY ask=%.5f sl=%.5f", tick.ask, sl));
|
||||
}
|
||||
else if(wantSell && !wantBuy)
|
||||
{
|
||||
#ifndef UNITED_MARTINGALE_NO_SELF_CLOSE
|
||||
SuperEMA_ComputeSLTP(d, false, sl, tp);
|
||||
#endif
|
||||
if(d.trade.Sell(lots, d.symbol, tick.bid, sl, tp, "United SuperEMA short"))
|
||||
SuperEMA_Log(d, StringFormat("SELL bid=%.5f sl=%.5f", tick.bid, sl));
|
||||
}
|
||||
}
|
||||
|
||||
void DeinitSuperEMA(SuperEMAData &d)
|
||||
{
|
||||
d.isInitialized = false;
|
||||
}
|
||||
|
||||
#endif // SUPER_EMA_STRATEGY_MQH
|
||||
@@ -0,0 +1,704 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| UnitedEA.mq5 |
|
||||
//| Copyright 2025, MetaQuotes Ltd. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, MetaQuotes Ltd."
|
||||
#property link "https://www.mql5.com"
|
||||
#property version "1.00"
|
||||
#property strict
|
||||
|
||||
#include <Trade\Trade.mqh>
|
||||
#include <Trade\PositionInfo.mqh>
|
||||
#include <Indicators\Trend.mqh>
|
||||
#include <Indicators\Volumes.mqh>
|
||||
#include "MagicNumberHelpers.mqh"
|
||||
// Include strategy implementations early so structs are available
|
||||
#include "Strategies/DarvasBoxStrategy.mqh"
|
||||
#include "Strategies/EMASlopeDistanceStrategy.mqh"
|
||||
#include "Strategies/RSICrossOverReversalStrategy.mqh"
|
||||
#include "Strategies/RSIMidPointHijackStrategy.mqh"
|
||||
#include "Strategies/RSIScalpingStrategy.mqh"
|
||||
#include "Strategies/SuperEMAStrategy.mqh"
|
||||
#include "Strategies/RSIReversalAsianStrategy.mqh"
|
||||
#include "Strategies/RSIConsolidationStrategy.mqh"
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Lot Size Variables (for dynamic lot sizing) |
|
||||
//+------------------------------------------------------------------+
|
||||
double g_ES_LotSize; // EMA Slope Distance lot size
|
||||
double g_RC_LotSize; // RSI CrossOver Reversal lot size
|
||||
double g_RM_LotSize; // RSI MidPoint Hijack lot size
|
||||
|
||||
bool United_MayOpenNewEntry(const string symbol, const ulong magic, const bool isBuy)
|
||||
{
|
||||
if(PositionExistsByMagic(symbol, magic))
|
||||
return false;
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy Enable/Disable Switches |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== Strategy Enable/Disable ==="
|
||||
input bool EnableDarvasBox = true;
|
||||
input bool EnableEMASlopeDistance = true;
|
||||
input bool EnableRSICrossOverReversal = true;
|
||||
input bool EnableRSIMidPointHijack = true;
|
||||
input bool EnableRSIScalpingAPPL = true;
|
||||
input bool EnableRSIScalpingBTCUSD = true;
|
||||
input bool EnableRSIScalpingNVDA = true;
|
||||
input bool EnableRSIScalpingTSLA = true;
|
||||
input bool EnableRSIScalpingXAUUSD = true;
|
||||
input bool EnableSuperEMA = true;
|
||||
input bool EnableRSIConsolidation = true;
|
||||
input bool EnableRSIReversalAsianEURUSD = true;
|
||||
input bool EnableRSIReversalAsianAUDUSD = true;
|
||||
|
||||
input group "=== Centralized Lot Size (Granular Per Robot) ==="
|
||||
input double LOT_ES_EMASlopeDistance = 0.05;
|
||||
input double LOT_RC_RSICrossOver = 0.1;
|
||||
input double LOT_RM_RSIMidPointHijack = 0.01;
|
||||
input double LOT_RS_APPL = 100.0;
|
||||
input double LOT_RS_BTCUSD = 0.15;
|
||||
input double LOT_RS_NVDA = 60.0;
|
||||
input double LOT_RS_TSLA = 20.0;
|
||||
input double LOT_RS_XAUUSD = 0.02;
|
||||
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;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 1: DarvasBoxXAUUSD |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== DarvasBox Strategy ==="
|
||||
input string DB_Symbol = "XAUUSD";
|
||||
input int DB_BoxPeriod = 165;
|
||||
input double DB_BoxDeviation = 30000; // Increased to allow larger ranges (was 25140)
|
||||
input int DB_VolumeThreshold = 0; // Set to 0 to disable volume threshold check. Volume data from indicator used instead.
|
||||
input double DB_StopLoss = 1665;
|
||||
input double DB_TakeProfit = 3685;
|
||||
input bool DB_EnableLogging = false;
|
||||
input color DB_BoxColor = clrBlue;
|
||||
input int DB_BoxWidth = 1;
|
||||
input ENUM_TIMEFRAMES DB_TrendTimeframe = PERIOD_H2;
|
||||
input int DB_MA_Period = 125;
|
||||
input ENUM_MA_METHOD DB_MA_Method = MODE_EMA;
|
||||
input ENUM_APPLIED_PRICE DB_MA_Price = PRICE_WEIGHTED;
|
||||
input double DB_TrendThreshold = 4.94;
|
||||
input int DB_VolumeMA_Period = 110;
|
||||
input double DB_VolumeThresholdMultiplier = 1.5;
|
||||
input int DB_MagicNumber = 135790;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 2: EMASlopeDistanceCocktailXAUUSD |
|
||||
//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== EMA Slope Distance Strategy ==="
|
||||
input string ES_Symbol = "XAUUSD";
|
||||
input int ES_EMA_Periode = 46;
|
||||
input double ES_PreisSchwelle = 600.0;
|
||||
input double ES_SteigungSchwelle = 80.0;
|
||||
input int ES_ÜberwachungTimeout = 800;
|
||||
input double ES_TrailingStop = 250.0;
|
||||
input double ES_LotGröße = 0.03;
|
||||
input int ES_MagicNumber = 12350;
|
||||
input bool ES_UseSpreadAdjustment = true;
|
||||
input ENUM_TIMEFRAMES ES_Timeframe = PERIOD_H1;
|
||||
input bool ES_UseBarData = true;
|
||||
input int ES_MaxTradesPerCrossover = 9;
|
||||
input int ES_ProfitCheckBars = 18;
|
||||
input bool ES_CloseUnprofitableTrades = true;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 3: RSICrossOverReversalXAUUSD |
|
||||
//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI CrossOver Reversal Strategy ==="
|
||||
input string RC_Symbol = "XAUUSD";
|
||||
input int RC_MagicNumber = 7;
|
||||
input int RC_rsiPeriod = 19;
|
||||
input int RC_overboughtLevel = 93;
|
||||
input int RC_oversoldLevel = 22;
|
||||
input double RC_entryRSIBuySpread = 0;
|
||||
input double RC_entryRSISellSpread = 0;
|
||||
input double RC_lotSize = 0.01;
|
||||
input int RC_slippage = 3;
|
||||
input int RC_cooldownSeconds = 209;
|
||||
input ENUM_TIMEFRAMES RC_TimeFrame1 = PERIOD_M1;
|
||||
input ENUM_TIMEFRAMES RC_TimeFrame2 = PERIOD_M1;
|
||||
input ENUM_TIMEFRAMES RC_BarTimeFrame = PERIOD_M12;
|
||||
input int RC_emaPeriod = 140;
|
||||
input double RC_emaSlopeThreshold = 105;
|
||||
input double RC_exitBuyRSI = 86;
|
||||
input double RC_exitSellRSI = 10;
|
||||
input double RC_TrailingStop = 295;
|
||||
input double RC_emaDistanceThreshold = 165;
|
||||
input int RC_tradingHourOneBegin = 24;
|
||||
input int RC_tradingHourOneEnd = 22;
|
||||
input int RC_tradingHourTwoBegin = 6;
|
||||
input int RC_tradingHourTwoEnd = 19;
|
||||
input bool RC_Sunday = false;
|
||||
input bool RC_Monday = false;
|
||||
input bool RC_Tuesday = true;
|
||||
input bool RC_Wednesday = true;
|
||||
input bool RC_Thursday = true;
|
||||
input bool RC_Friday = false;
|
||||
input bool RC_Saturday = false;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 4: RSIMidPointHijackXAUUSD |
|
||||
//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI MidPoint Hijack Strategy ==="
|
||||
input string RM_Symbol = "XAUUSD";
|
||||
input ENUM_TIMEFRAMES RM_InpTimeframe = PERIOD_H1;
|
||||
input double RM_InpLotSize = 0.02;
|
||||
input int RM_InpMagicNumberRSIFollow = 1001;
|
||||
input int RM_InpMagicNumberRSIReverse = 1002;
|
||||
input int RM_InpMagicNumberEMACross = 1003;
|
||||
input bool RM_InpEnableRSIFollow = true;
|
||||
input bool RM_InpEnableRSIReverse = true;
|
||||
input bool RM_InpEnableEMACross = true;
|
||||
input bool RM_InpEnableStrategyLock = false;
|
||||
input double RM_InpLockProfitThreshold = 0.0;
|
||||
input bool RM_InpCloseOppositeTrades = false;
|
||||
input int RM_InpRSIPeriod = 32;
|
||||
input int RM_InpRSIOverbought = 78;
|
||||
input int RM_InpRSIOversold = 46;
|
||||
input int RM_InpRSIExitLevel = 44;
|
||||
input int RM_InpRSIFollowStartHour = 23;
|
||||
input int RM_InpRSIFollowEndHour = 8;
|
||||
input bool RM_InpRSIFollowCloseOutsideHours = false;
|
||||
input int RM_InpRSIReversePeriod = 59;
|
||||
input int RM_InpRSIReverseOverbought = 51;
|
||||
input int RM_InpRSIReverseOversold = 49;
|
||||
input int RM_InpRSIReverseCrossLevel = 53;
|
||||
input int RM_InpRSIReverseExitLevel = 48;
|
||||
input int RM_InpRSIReverseStartHour = 7;
|
||||
input int RM_InpRSIReverseEndHour = 13;
|
||||
input bool RM_InpRSIReverseCloseOutsideHours = false;
|
||||
input int RM_InpRSIReverseCooldownBars = 15;
|
||||
input bool RM_InpRSIReverseCooldownOnLoss = true;
|
||||
input int RM_InpEMAPeriod = 120;
|
||||
input int RM_InpEMACrossStartHour = 8;
|
||||
input int RM_InpEMACrossEndHour = 14;
|
||||
input bool RM_InpEMACrossCloseOutsideHours = true;
|
||||
input bool RM_InpUseEMADistanceEntry = true;
|
||||
input double RM_InpEMADistancePips = 160.0;
|
||||
input int RM_InpEMADistancePeriod = 26;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 5-10: RSI Scalping Strategies |
|
||||
//| Each RSI Scalping strategy trades on its own symbol: |
|
||||
//| - APPL: Apple stock (AAPL) |
|
||||
//| - BTCUSD: Bitcoin/USD |
|
||||
//| - NVDA: NVIDIA stock |
|
||||
//| - TSLA: Tesla stock |
|
||||
//| - XAUUSD: Gold/USD |
|
||||
//| |
|
||||
//| PEPPERSTONE US SYMBOL FORMATS: |
|
||||
//| - Stocks may use: "AAPL.US", "NASDAQ:AAPL", or just "AAPL" |
|
||||
//| - To find correct symbols: |
|
||||
//| 1. Open Market Watch (Ctrl+M) |
|
||||
//| 2. Right-click > Show All |
|
||||
//| 3. Search for the stock name |
|
||||
//| 4. Use the exact symbol name shown |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI Scalping APPL (AAPL) - Pepperstone US ==="
|
||||
input string RS_APPL_Symbol = "AAPL.US"; // Try: "AAPL.US", "NASDAQ:AAPL", or "AAPL"
|
||||
input ENUM_TIMEFRAMES RS_APPL_TimeFrame = PERIOD_M10;
|
||||
input int RS_APPL_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_APPL_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_APPL_RSI_Overbought = 80;
|
||||
input double RS_APPL_RSI_Oversold = 78;
|
||||
input double RS_APPL_RSI_Target_Buy = 94;
|
||||
input double RS_APPL_RSI_Target_Sell = 44;
|
||||
input int RS_APPL_BarsToWait = 7;
|
||||
input double RS_APPL_LotSize = 25;
|
||||
input int RS_APPL_MagicNumber = 20001;
|
||||
input int RS_APPL_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping BTCUSD ==="
|
||||
input string RS_BTCUSD_Symbol = "BTCUSD"; // Pepperstone may use: "BTCUSD", "BTC/USD", or "BTCUSD.c"
|
||||
input ENUM_TIMEFRAMES RS_BTCUSD_TimeFrame = PERIOD_H1;
|
||||
input int RS_BTCUSD_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_BTCUSD_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_BTCUSD_RSI_Overbought = 90;
|
||||
input double RS_BTCUSD_RSI_Oversold = 73;
|
||||
input double RS_BTCUSD_RSI_Target_Buy = 88;
|
||||
input double RS_BTCUSD_RSI_Target_Sell = 48;
|
||||
input int RS_BTCUSD_BarsToWait = 6;
|
||||
input double RS_BTCUSD_LotSize = 0.1;
|
||||
input int RS_BTCUSD_MagicNumber = 123459123;
|
||||
input int RS_BTCUSD_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping NVDA - Pepperstone US ==="
|
||||
input string RS_NVDA_Symbol = "NVDA.US"; // Try: "NVDA.US", "NASDAQ:NVDA", or "NVDA"
|
||||
input ENUM_TIMEFRAMES RS_NVDA_TimeFrame = PERIOD_M15;
|
||||
input int RS_NVDA_RSI_Period = 8;
|
||||
input ENUM_APPLIED_PRICE RS_NVDA_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_NVDA_RSI_Overbought = 36;
|
||||
input double RS_NVDA_RSI_Oversold = 38;
|
||||
input double RS_NVDA_RSI_Target_Buy = 90;
|
||||
input double RS_NVDA_RSI_Target_Sell = 70;
|
||||
input int RS_NVDA_BarsToWait = 5;
|
||||
input double RS_NVDA_LotSize = 50;
|
||||
input int RS_NVDA_MagicNumber = 20003;
|
||||
input int RS_NVDA_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping TSLA - Pepperstone US ==="
|
||||
input string RS_TSLA_Symbol = "TSLA.US"; // Try: "TSLA.US", "NASDAQ:TSLA", or "TSLA"
|
||||
input ENUM_TIMEFRAMES RS_TSLA_TimeFrame = PERIOD_H1;
|
||||
input int RS_TSLA_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_TSLA_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_TSLA_RSI_Overbought = 54;
|
||||
input double RS_TSLA_RSI_Oversold = 73;
|
||||
input double RS_TSLA_RSI_Target_Buy = 87;
|
||||
input double RS_TSLA_RSI_Target_Sell = 33;
|
||||
input int RS_TSLA_BarsToWait = 1;
|
||||
input double RS_TSLA_LotSize = 50;
|
||||
input int RS_TSLA_MagicNumber = 125421321;
|
||||
input int RS_TSLA_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping XAUUSD ==="
|
||||
input string RS_XAUUSD_Symbol = "XAUUSD";
|
||||
input ENUM_TIMEFRAMES RS_XAUUSD_TimeFrame = PERIOD_H1;
|
||||
input int RS_XAUUSD_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_XAUUSD_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_XAUUSD_RSI_Overbought = 71;
|
||||
input double RS_XAUUSD_RSI_Oversold = 57;
|
||||
input double RS_XAUUSD_RSI_Target_Buy = 80;
|
||||
input double RS_XAUUSD_RSI_Target_Sell = 57;
|
||||
input int RS_XAUUSD_BarsToWait = 4;
|
||||
input double RS_XAUUSD_LotSize = 0.1;
|
||||
input int RS_XAUUSD_MagicNumber = 129102315;
|
||||
input int RS_XAUUSD_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping Reversal Escape (XAUUSD only) ==="
|
||||
input bool RS_UseReversalEscape = true;
|
||||
input int RS_ReversalATRPeriod = 14;
|
||||
input double RS_ReversalAdverseAtrMult = 5.25;
|
||||
input int RS_ReversalSignsRequired = 2;
|
||||
input double RS_ReversalRsiVelocity = 16.0;
|
||||
input double RS_ReversalBodyAtrMult = 5.1;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 11-12: RSI Reversal Asian Strategies |
|
||||
//| Each RSI Reversal Asian strategy trades on its own symbol: |
|
||||
//| - EURUSD: Euro/USD |
|
||||
//| - AUDUSD: Australian Dollar/USD |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI Reversal Asian EURUSD ==="
|
||||
input string RRA_EURUSD_Symbol = "EURUSD";
|
||||
input int RRA_EURUSD_RSIPeriod = 28;
|
||||
input double RRA_EURUSD_OverboughtLevel = 60;
|
||||
input double RRA_EURUSD_OversoldLevel = 8;
|
||||
input int RRA_EURUSD_TakeProfitPips = 175;
|
||||
input int RRA_EURUSD_StopLossPips = 5;
|
||||
input double RRA_EURUSD_MaxLotSize = 0.1;
|
||||
input int RRA_EURUSD_MaxSpread = 1000;
|
||||
input int RRA_EURUSD_MaxDuration = 270;
|
||||
input bool RRA_EURUSD_UseStopLoss = false;
|
||||
input bool RRA_EURUSD_UseTakeProfit = false;
|
||||
input bool RRA_EURUSD_UseRSIExit = true;
|
||||
input double RRA_EURUSD_RSIExitLevel = 55;
|
||||
input bool RRA_EURUSD_CloseOutsideSession = false;
|
||||
input ENUM_TIMEFRAMES RRA_EURUSD_TimeFrame = PERIOD_M15;
|
||||
input int RRA_EURUSD_MagicNumber = 30001;
|
||||
input int RRA_EURUSD_Slippage = 3;
|
||||
|
||||
input group "=== RSI Reversal Asian AUDUSD ==="
|
||||
input string RRA_AUDUSD_Symbol = "AUDUSD";
|
||||
input int RRA_AUDUSD_RSIPeriod = 28;
|
||||
input double RRA_AUDUSD_OverboughtLevel = 68;
|
||||
input double RRA_AUDUSD_OversoldLevel = 30;
|
||||
input int RRA_AUDUSD_TakeProfitPips = 175;
|
||||
input int RRA_AUDUSD_StopLossPips = 5;
|
||||
input double RRA_AUDUSD_MaxLotSize = 0.2;
|
||||
input int RRA_AUDUSD_MaxSpread = 1000;
|
||||
input int RRA_AUDUSD_MaxDuration = 340;
|
||||
input bool RRA_AUDUSD_UseStopLoss = false;
|
||||
input bool RRA_AUDUSD_UseTakeProfit = false;
|
||||
input bool RRA_AUDUSD_UseRSIExit = true;
|
||||
input double RRA_AUDUSD_RSIExitLevel = 48;
|
||||
input bool RRA_AUDUSD_CloseOutsideSession = true;
|
||||
input ENUM_TIMEFRAMES RRA_AUDUSD_TimeFrame = PERIOD_M15;
|
||||
input int RRA_AUDUSD_MagicNumber = 30002;
|
||||
input int RRA_AUDUSD_Slippage = 3;
|
||||
|
||||
input group "=== SuperEMA (EMA + CCI + MACD) ==="
|
||||
input string SE_Symbol = "XAUUSD";
|
||||
input ENUM_TIMEFRAMES SE_Timeframe = PERIOD_M15;
|
||||
input double SE_LotSize = 0.01;
|
||||
input int SE_SlippagePoints = 55;
|
||||
input int SE_MagicNumber = 940001;
|
||||
input int SE_EmaFast = 40;
|
||||
input int SE_EmaMid = 180;
|
||||
input int SE_EmaSlow = 125;
|
||||
input int SE_EmaTrendBars = 3;
|
||||
input int SE_CciPeriod = 17;
|
||||
input double SE_CciOverbought = 80.0;
|
||||
input double SE_CciOversold = -140.0;
|
||||
input int SE_PullbackCciLookback = 20;
|
||||
input int SE_MacdFast = 14;
|
||||
input int SE_MacdSlow = 38;
|
||||
input int SE_MacdSignal = 9;
|
||||
input ENUM_SE_ENTRY_STYLE SE_EntryStyle = SE_ENTRY_LAMBERT;
|
||||
input bool SE_OneTradeOnly = true;
|
||||
input bool SE_UseStructuralSL = false;
|
||||
input double SE_SlBufferPoints = 110;
|
||||
input bool SE_ExitOnTrendFlip = false;
|
||||
input bool SE_ExitOnMacdFlip = false;
|
||||
input bool SE_ExitOnCciZeroCross = true;
|
||||
input int SE_MaxHoldingBars = 168;
|
||||
input bool SE_ExitBelowMidEma = false;
|
||||
input bool SE_DebugLogs = false;
|
||||
|
||||
input group "=== RSI Consolidation (ranging / mean-reversion) ==="
|
||||
input string RCO_Symbol = "XAUUSD";
|
||||
input ENUM_TIMEFRAMES RCO_SignalTF = PERIOD_M15;
|
||||
input bool RCO_EntryOnNewBarOnly = true;
|
||||
input int RCO_ADX_Period = 23;
|
||||
input double RCO_ADX_Max = 29.0;
|
||||
input bool RCO_UseATRRatioFilter = true;
|
||||
input int RCO_ATR_Period = 8;
|
||||
input int RCO_ATR_SMA_Period = 35;
|
||||
input double RCO_ATR_Ratio_Max = 1.36;
|
||||
input bool RCO_UseFlatEMAFilter = true;
|
||||
input int RCO_EMA_Fast = 13;
|
||||
input int RCO_EMA_Slow = 17;
|
||||
input double RCO_EMA_Separation_MaxPct = 0.26;
|
||||
input int RCO_RSI_Period = 8;
|
||||
input ENUM_APPLIED_PRICE RCO_RSI_Price = PRICE_OPEN;
|
||||
input double RCO_RSI_Oversold = 22.0;
|
||||
input double RCO_RSI_Overbought = 63.0;
|
||||
input bool RCO_UseRSI_MeanExit = true;
|
||||
input double RCO_RSI_Exit_Long = 48.0;
|
||||
input double RCO_RSI_Exit_Short = 52.0;
|
||||
input double RCO_SL_ATR_Mult = 2.15;
|
||||
input double RCO_TP_ATR_Mult = 2.40;
|
||||
input int RCO_MaxBarsInTrade = 54;
|
||||
input double RCO_Lots = 0.10;
|
||||
input ulong RCO_MagicNumber = 20250420;
|
||||
input int RCO_Slippage = 10;
|
||||
input int RCO_MaxSpreadPoints = 28;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - DarvasBox |
|
||||
//+------------------------------------------------------------------+
|
||||
struct DarvasBoxData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
double boxHigh;
|
||||
double boxLow;
|
||||
bool boxFormed;
|
||||
datetime lastBoxTime;
|
||||
string boxName;
|
||||
double minStopLevel;
|
||||
double point;
|
||||
CTrade trade;
|
||||
int maHandle;
|
||||
int volumeHandle;
|
||||
datetime lastBarTime;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - EMA Slope Distance |
|
||||
//+------------------------------------------------------------------+
|
||||
struct EMASlopeData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int ema_handle;
|
||||
double ema_array[];
|
||||
datetime letzte_überwachung_zeit;
|
||||
bool überwachung_aktiv;
|
||||
bool preis_trigger_aktiv;
|
||||
bool steigung_trigger_aktiv;
|
||||
int ticket;
|
||||
CTrade trade;
|
||||
int trades_in_current_crossover;
|
||||
bool crossover_detected;
|
||||
datetime trade_open_time;
|
||||
datetime last_bar_time;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - RSI CrossOver Reversal |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSICrossOverData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int rsiHandle;
|
||||
int emaHandle;
|
||||
double previousRSIDef;
|
||||
CTrade trade;
|
||||
datetime lastTradeTime;
|
||||
datetime bartime;
|
||||
bool WeekDays[7];
|
||||
datetime lastBarTime;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - RSI MidPoint Hijack |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSIMidPointData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int rsiHandle;
|
||||
int rsiReverseHandle;
|
||||
int emaHandle;
|
||||
bool rsiOverbought;
|
||||
bool rsiOversold;
|
||||
bool rsiReverseOverbought;
|
||||
bool rsiReverseOversold;
|
||||
CTrade trade;
|
||||
CPositionInfo positionInfo;
|
||||
bool emaCrossBuySignal;
|
||||
bool emaCrossSellSignal;
|
||||
int emaCrossSignalBar;
|
||||
datetime lastBarTime;
|
||||
datetime rsiReverseLastCloseTime;
|
||||
bool rsiReverseInCooldown;
|
||||
double lastBarRSI;
|
||||
double lastBarRSIReverse;
|
||||
double lastBarEMA;
|
||||
double lastBarClose;
|
||||
double lastBarEMAPrev;
|
||||
double lastBarClosePrev;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Strategy Instances |
|
||||
//+------------------------------------------------------------------+
|
||||
DarvasBoxData dbData;
|
||||
EMASlopeData esData;
|
||||
RSICrossOverData rcData;
|
||||
RSIMidPointData rmData;
|
||||
RSIScalpingData rsAPPLData;
|
||||
RSIScalpingData rsBTCUSDData;
|
||||
RSIScalpingData rsNVDAData;
|
||||
RSIScalpingData rsTSLAData;
|
||||
RSIScalpingData rsXAUUSDData;
|
||||
SuperEMAData seData;
|
||||
RSIConsolidationData rcoData;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - RSI Reversal Asian |
|
||||
//+------------------------------------------------------------------+
|
||||
RSIReversalAsianData rraEURUSDData;
|
||||
RSIReversalAsianData rraAUDUSDData;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
int initResult = INIT_SUCCEEDED;
|
||||
|
||||
// Initialize global lot size variables
|
||||
g_ES_LotSize = LOT_ES_EMASlopeDistance;
|
||||
g_RC_LotSize = LOT_RC_RSICrossOver;
|
||||
g_RM_LotSize = LOT_RM_RSIMidPointHijack;
|
||||
|
||||
// Initialize strategies - log warnings but don't fail entire EA if symbol unavailable
|
||||
if(EnableDarvasBox)
|
||||
if(!InitDarvasBox(DB_Symbol))
|
||||
Print("Warning: DarvasBox strategy failed to initialize for symbol '", DB_Symbol, "'");
|
||||
|
||||
if(EnableEMASlopeDistance)
|
||||
if(!InitEMASlopeDistance(ES_Symbol))
|
||||
Print("Warning: EMASlopeDistance strategy failed to initialize for symbol '", ES_Symbol, "'");
|
||||
|
||||
if(EnableRSICrossOverReversal)
|
||||
if(!InitRSICrossOverReversal(RC_Symbol))
|
||||
Print("Warning: RSICrossOverReversal strategy failed to initialize for symbol '", RC_Symbol, "'");
|
||||
|
||||
if(EnableRSIMidPointHijack)
|
||||
if(!InitRSIMidPointHijack(RM_Symbol))
|
||||
Print("Warning: RSIMidPointHijack strategy failed to initialize for symbol '", RM_Symbol, "'");
|
||||
|
||||
// Initialize RSI Scalping strategies - don't fail entire EA if symbol unavailable
|
||||
if(EnableRSIScalpingAPPL)
|
||||
InitRSIScalping(rsAPPLData, RS_APPL_Symbol, RS_APPL_TimeFrame, RS_APPL_RSI_Period, RS_APPL_RSI_Applied_Price, RS_APPL_MagicNumber, RS_APPL_Slippage);
|
||||
|
||||
if(EnableRSIScalpingBTCUSD)
|
||||
InitRSIScalping(rsBTCUSDData, RS_BTCUSD_Symbol, RS_BTCUSD_TimeFrame, RS_BTCUSD_RSI_Period, RS_BTCUSD_RSI_Applied_Price, RS_BTCUSD_MagicNumber, RS_BTCUSD_Slippage);
|
||||
|
||||
if(EnableRSIScalpingNVDA)
|
||||
InitRSIScalping(rsNVDAData, RS_NVDA_Symbol, RS_NVDA_TimeFrame, RS_NVDA_RSI_Period, RS_NVDA_RSI_Applied_Price, RS_NVDA_MagicNumber, RS_NVDA_Slippage);
|
||||
|
||||
if(EnableRSIScalpingTSLA)
|
||||
InitRSIScalping(rsTSLAData, RS_TSLA_Symbol, RS_TSLA_TimeFrame, RS_TSLA_RSI_Period, RS_TSLA_RSI_Applied_Price, RS_TSLA_MagicNumber, RS_TSLA_Slippage);
|
||||
|
||||
if(EnableRSIScalpingXAUUSD)
|
||||
InitRSIScalping(rsXAUUSDData, RS_XAUUSD_Symbol, RS_XAUUSD_TimeFrame, RS_XAUUSD_RSI_Period, RS_XAUUSD_RSI_Applied_Price, RS_XAUUSD_MagicNumber, RS_XAUUSD_Slippage);
|
||||
|
||||
if(EnableSuperEMA)
|
||||
if(!InitSuperEMA(seData, SE_Symbol, SE_Timeframe, SE_SlippagePoints, SE_MagicNumber,
|
||||
SE_EmaFast, SE_EmaMid, SE_EmaSlow, SE_EmaTrendBars,
|
||||
SE_CciPeriod, SE_CciOverbought, SE_CciOversold, SE_PullbackCciLookback,
|
||||
SE_MacdFast, SE_MacdSlow, SE_MacdSignal,
|
||||
SE_EntryStyle, SE_OneTradeOnly, SE_UseStructuralSL, SE_SlBufferPoints,
|
||||
SE_ExitOnTrendFlip, SE_ExitOnMacdFlip, SE_ExitOnCciZeroCross,
|
||||
SE_MaxHoldingBars, SE_ExitBelowMidEma, SE_DebugLogs))
|
||||
Print("Warning: SuperEMA failed to initialize for symbol '", SE_Symbol, "'");
|
||||
|
||||
if(EnableRSIConsolidation)
|
||||
if(!InitRSIConsolidation(rcoData, RCO_Symbol, RCO_SignalTF, RCO_EntryOnNewBarOnly,
|
||||
RCO_ADX_Period, RCO_ADX_Max, RCO_UseATRRatioFilter, RCO_ATR_Period, RCO_ATR_SMA_Period, RCO_ATR_Ratio_Max,
|
||||
RCO_UseFlatEMAFilter, RCO_EMA_Fast, RCO_EMA_Slow, RCO_EMA_Separation_MaxPct,
|
||||
RCO_RSI_Period, RCO_RSI_Price, RCO_RSI_Oversold, RCO_RSI_Overbought,
|
||||
RCO_UseRSI_MeanExit, RCO_RSI_Exit_Long, RCO_RSI_Exit_Short, RCO_SL_ATR_Mult, RCO_TP_ATR_Mult,
|
||||
RCO_MaxBarsInTrade, RCO_MagicNumber, RCO_Slippage, RCO_MaxSpreadPoints))
|
||||
Print("Warning: RSIConsolidation failed to initialize for symbol '", RCO_Symbol, "'");
|
||||
|
||||
// Initialize RSI Reversal Asian strategies
|
||||
if(EnableRSIReversalAsianEURUSD)
|
||||
if(!InitRSIReversalAsian(rraEURUSDData, RRA_EURUSD_Symbol, RRA_EURUSD_RSIPeriod, RRA_EURUSD_OverboughtLevel, RRA_EURUSD_OversoldLevel,
|
||||
RRA_EURUSD_TakeProfitPips, RRA_EURUSD_StopLossPips, LOT_RRA_EURUSD,
|
||||
RRA_EURUSD_MaxSpread, RRA_EURUSD_MaxDuration, RRA_EURUSD_UseStopLoss,
|
||||
RRA_EURUSD_UseTakeProfit, RRA_EURUSD_UseRSIExit, RRA_EURUSD_RSIExitLevel,
|
||||
RRA_EURUSD_CloseOutsideSession, RRA_EURUSD_TimeFrame, RRA_EURUSD_MagicNumber, RRA_EURUSD_Slippage))
|
||||
Print("Warning: RSIReversalAsianEURUSD strategy failed to initialize for symbol '", RRA_EURUSD_Symbol, "'");
|
||||
|
||||
if(EnableRSIReversalAsianAUDUSD)
|
||||
if(!InitRSIReversalAsian(rraAUDUSDData, RRA_AUDUSD_Symbol, RRA_AUDUSD_RSIPeriod, RRA_AUDUSD_OverboughtLevel, RRA_AUDUSD_OversoldLevel,
|
||||
RRA_AUDUSD_TakeProfitPips, RRA_AUDUSD_StopLossPips, LOT_RRA_AUDUSD,
|
||||
RRA_AUDUSD_MaxSpread, RRA_AUDUSD_MaxDuration, RRA_AUDUSD_UseStopLoss,
|
||||
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, "'");
|
||||
|
||||
Print("United EA initialized. Active strategies: ",
|
||||
(EnableDarvasBox ? "DarvasBox " : ""),
|
||||
(EnableEMASlopeDistance ? "EMASlope " : ""),
|
||||
(EnableRSICrossOverReversal ? "RSICrossOver " : ""),
|
||||
(EnableRSIMidPointHijack ? "RSIMidPoint " : ""),
|
||||
(EnableRSIScalpingAPPL ? "RSIScalpingAPPL " : ""),
|
||||
(EnableRSIScalpingBTCUSD ? "RSIScalpingBTCUSD " : ""),
|
||||
(EnableRSIScalpingNVDA ? "RSIScalpingNVDA " : ""),
|
||||
(EnableRSIScalpingTSLA ? "RSIScalpingTSLA " : ""),
|
||||
(EnableRSIScalpingXAUUSD ? "RSIScalpingXAUUSD " : ""),
|
||||
(EnableSuperEMA ? "SuperEMA " : ""),
|
||||
(EnableRSIConsolidation ? "RSIConsolidation " : ""),
|
||||
(EnableRSIReversalAsianEURUSD ? "RSIReversalAsianEURUSD " : ""),
|
||||
(EnableRSIReversalAsianAUDUSD ? "RSIReversalAsianAUDUSD " : ""));
|
||||
|
||||
return initResult;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert deinitialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
if(EnableDarvasBox)
|
||||
DeinitDarvasBox();
|
||||
|
||||
if(EnableEMASlopeDistance)
|
||||
DeinitEMASlopeDistance();
|
||||
|
||||
if(EnableRSICrossOverReversal)
|
||||
DeinitRSICrossOverReversal();
|
||||
|
||||
if(EnableRSIMidPointHijack)
|
||||
DeinitRSIMidPointHijack();
|
||||
|
||||
if(EnableRSIScalpingAPPL)
|
||||
DeinitRSIScalping(rsAPPLData);
|
||||
|
||||
if(EnableRSIScalpingBTCUSD)
|
||||
DeinitRSIScalping(rsBTCUSDData);
|
||||
|
||||
if(EnableRSIScalpingNVDA)
|
||||
DeinitRSIScalping(rsNVDAData);
|
||||
|
||||
if(EnableRSIScalpingTSLA)
|
||||
DeinitRSIScalping(rsTSLAData);
|
||||
|
||||
if(EnableRSIScalpingXAUUSD)
|
||||
DeinitRSIScalping(rsXAUUSDData);
|
||||
|
||||
if(EnableSuperEMA)
|
||||
DeinitSuperEMA(seData);
|
||||
|
||||
if(EnableRSIConsolidation)
|
||||
DeinitRSIConsolidation(rcoData);
|
||||
|
||||
if(EnableRSIReversalAsianEURUSD)
|
||||
DeinitRSIReversalAsian(rraEURUSDData);
|
||||
|
||||
if(EnableRSIReversalAsianAUDUSD)
|
||||
DeinitRSIReversalAsian(rraAUDUSDData);
|
||||
|
||||
Print("United EA deinitialized. Reason: ", reason);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert tick function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTick()
|
||||
{
|
||||
if(EnableDarvasBox)
|
||||
ProcessDarvasBox(DB_Symbol);
|
||||
|
||||
if(EnableEMASlopeDistance)
|
||||
ProcessEMASlopeDistance(ES_Symbol);
|
||||
|
||||
if(EnableRSICrossOverReversal)
|
||||
ProcessRSICrossOverReversal(RC_Symbol);
|
||||
|
||||
if(EnableRSIMidPointHijack)
|
||||
ProcessRSIMidPointHijack(RM_Symbol);
|
||||
|
||||
if(EnableRSIScalpingAPPL)
|
||||
ProcessRSIScalping(rsAPPLData, RS_APPL_Symbol, RS_APPL_TimeFrame, RS_APPL_RSI_Period, RS_APPL_RSI_Applied_Price,
|
||||
RS_APPL_RSI_Overbought, RS_APPL_RSI_Oversold, RS_APPL_RSI_Target_Buy, RS_APPL_RSI_Target_Sell,
|
||||
RS_APPL_BarsToWait, LOT_RS_APPL, RS_APPL_MagicNumber,
|
||||
false, RS_ReversalATRPeriod, RS_ReversalAdverseAtrMult, RS_ReversalSignsRequired,
|
||||
RS_ReversalRsiVelocity, RS_ReversalBodyAtrMult);
|
||||
|
||||
if(EnableRSIScalpingBTCUSD)
|
||||
ProcessRSIScalping(rsBTCUSDData, RS_BTCUSD_Symbol, RS_BTCUSD_TimeFrame, RS_BTCUSD_RSI_Period, RS_BTCUSD_RSI_Applied_Price,
|
||||
RS_BTCUSD_RSI_Overbought, RS_BTCUSD_RSI_Oversold, RS_BTCUSD_RSI_Target_Buy, RS_BTCUSD_RSI_Target_Sell,
|
||||
RS_BTCUSD_BarsToWait, LOT_RS_BTCUSD, RS_BTCUSD_MagicNumber,
|
||||
false, RS_ReversalATRPeriod, RS_ReversalAdverseAtrMult, RS_ReversalSignsRequired,
|
||||
RS_ReversalRsiVelocity, RS_ReversalBodyAtrMult);
|
||||
|
||||
if(EnableRSIScalpingNVDA)
|
||||
ProcessRSIScalping(rsNVDAData, RS_NVDA_Symbol, RS_NVDA_TimeFrame, RS_NVDA_RSI_Period, RS_NVDA_RSI_Applied_Price,
|
||||
RS_NVDA_RSI_Overbought, RS_NVDA_RSI_Oversold, RS_NVDA_RSI_Target_Buy, RS_NVDA_RSI_Target_Sell,
|
||||
RS_NVDA_BarsToWait, LOT_RS_NVDA, RS_NVDA_MagicNumber,
|
||||
false, RS_ReversalATRPeriod, RS_ReversalAdverseAtrMult, RS_ReversalSignsRequired,
|
||||
RS_ReversalRsiVelocity, RS_ReversalBodyAtrMult);
|
||||
|
||||
if(EnableRSIScalpingTSLA)
|
||||
ProcessRSIScalping(rsTSLAData, RS_TSLA_Symbol, RS_TSLA_TimeFrame, RS_TSLA_RSI_Period, RS_TSLA_RSI_Applied_Price,
|
||||
RS_TSLA_RSI_Overbought, RS_TSLA_RSI_Oversold, RS_TSLA_RSI_Target_Buy, RS_TSLA_RSI_Target_Sell,
|
||||
RS_TSLA_BarsToWait, LOT_RS_TSLA, RS_TSLA_MagicNumber,
|
||||
false, RS_ReversalATRPeriod, RS_ReversalAdverseAtrMult, RS_ReversalSignsRequired,
|
||||
RS_ReversalRsiVelocity, RS_ReversalBodyAtrMult);
|
||||
|
||||
if(EnableRSIScalpingXAUUSD)
|
||||
ProcessRSIScalping(rsXAUUSDData, RS_XAUUSD_Symbol, RS_XAUUSD_TimeFrame, RS_XAUUSD_RSI_Period, RS_XAUUSD_RSI_Applied_Price,
|
||||
RS_XAUUSD_RSI_Overbought, RS_XAUUSD_RSI_Oversold, RS_XAUUSD_RSI_Target_Buy, RS_XAUUSD_RSI_Target_Sell,
|
||||
RS_XAUUSD_BarsToWait, LOT_RS_XAUUSD, RS_XAUUSD_MagicNumber,
|
||||
RS_UseReversalEscape, RS_ReversalATRPeriod, RS_ReversalAdverseAtrMult, RS_ReversalSignsRequired,
|
||||
RS_ReversalRsiVelocity, RS_ReversalBodyAtrMult);
|
||||
|
||||
if(EnableRSIReversalAsianEURUSD)
|
||||
ProcessRSIReversalAsian(rraEURUSDData, LOT_RRA_EURUSD);
|
||||
|
||||
if(EnableRSIReversalAsianAUDUSD)
|
||||
ProcessRSIReversalAsian(rraAUDUSDData, LOT_RRA_AUDUSD);
|
||||
|
||||
if(EnableSuperEMA)
|
||||
ProcessSuperEMA(seData, LOT_SE_SuperEMA);
|
||||
|
||||
if(EnableRSIConsolidation)
|
||||
ProcessRSIConsolidation(rcoData, LOT_RCO_RSIConsolidation);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
Binary file not shown.
|
After Width: | Height: | Size: 29 KiB |
@@ -0,0 +1,683 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| UnitedEA.mq5 |
|
||||
//| Copyright 2025, MetaQuotes Ltd. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, MetaQuotes Ltd."
|
||||
#property link "https://www.mql5.com"
|
||||
#property version "1.00"
|
||||
#property strict
|
||||
|
||||
#include <Trade\Trade.mqh>
|
||||
#include <Trade\PositionInfo.mqh>
|
||||
#include <Indicators\Trend.mqh>
|
||||
#include <Indicators\Volumes.mqh>
|
||||
#include "MagicNumberHelpers.mqh"
|
||||
#include "PerformanceEvaluator.mqh"
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy Enable/Disable Switches |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== Strategy Enable/Disable ==="
|
||||
input bool EnableDarvasBox = true;
|
||||
input bool EnableEMASlopeDistance = true;
|
||||
input bool EnableRSICrossOverReversal = true;
|
||||
input bool EnableRSIMidPointHijack = true;
|
||||
input bool EnableRSIScalpingAPPL = true;
|
||||
input bool EnableRSIScalpingBTCUSD = true;
|
||||
input bool EnableRSIScalpingMSFT = true;
|
||||
input bool EnableRSIScalpingNVDA = true;
|
||||
input bool EnableRSIScalpingTSLA = true;
|
||||
input bool EnableRSIScalpingXAUUSD = true;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 1: DarvasBoxXAUUSD |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== DarvasBox Strategy ==="
|
||||
input string DB_Symbol = "XAUUSD";
|
||||
input int DB_BoxPeriod = 165;
|
||||
input double DB_BoxDeviation = 30000; // Increased to allow larger ranges (was 25140)
|
||||
input int DB_VolumeThreshold = 0; // Set to 0 to disable volume threshold check. Volume data from indicator used instead.
|
||||
input double DB_StopLoss = 1665;
|
||||
input double DB_TakeProfit = 3685;
|
||||
input bool DB_EnableLogging = false;
|
||||
input color DB_BoxColor = clrBlue;
|
||||
input int DB_BoxWidth = 1;
|
||||
input ENUM_TIMEFRAMES DB_TrendTimeframe = PERIOD_H2;
|
||||
input int DB_MA_Period = 125;
|
||||
input ENUM_MA_METHOD DB_MA_Method = MODE_EMA;
|
||||
input ENUM_APPLIED_PRICE DB_MA_Price = PRICE_WEIGHTED;
|
||||
input double DB_TrendThreshold = 4.94;
|
||||
input int DB_VolumeMA_Period = 110;
|
||||
input double DB_VolumeThresholdMultiplier = 1.5;
|
||||
input int DB_MagicNumber = 135790;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 2: EMASlopeDistanceCocktailXAUUSD |
|
||||
//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== EMA Slope Distance Strategy ==="
|
||||
input string ES_Symbol = "XAUUSD";
|
||||
input int ES_EMA_Periode = 46;
|
||||
input double ES_PreisSchwelle = 600.0;
|
||||
input double ES_SteigungSchwelle = 80.0;
|
||||
input int ES_ÜberwachungTimeout = 800;
|
||||
input double ES_TrailingStop = 250.0;
|
||||
input double ES_LotGröße = 0.03;
|
||||
input int ES_MagicNumber = 12350;
|
||||
input bool ES_UseSpreadAdjustment = true;
|
||||
input ENUM_TIMEFRAMES ES_Timeframe = PERIOD_H1;
|
||||
input bool ES_UseBarData = true;
|
||||
input int ES_MaxTradesPerCrossover = 9;
|
||||
input int ES_ProfitCheckBars = 18;
|
||||
input bool ES_CloseUnprofitableTrades = true;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 3: RSICrossOverReversalXAUUSD |
|
||||
//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI CrossOver Reversal Strategy ==="
|
||||
input string RC_Symbol = "XAUUSD";
|
||||
input int RC_MagicNumber = 7;
|
||||
input int RC_rsiPeriod = 19;
|
||||
input int RC_overboughtLevel = 93;
|
||||
input int RC_oversoldLevel = 22;
|
||||
input double RC_entryRSIBuySpread = 0;
|
||||
input double RC_entryRSISellSpread = 0;
|
||||
input double RC_lotSize = 0.01;
|
||||
input int RC_slippage = 3;
|
||||
input int RC_cooldownSeconds = 209;
|
||||
input ENUM_TIMEFRAMES RC_TimeFrame1 = PERIOD_M1;
|
||||
input ENUM_TIMEFRAMES RC_TimeFrame2 = PERIOD_M1;
|
||||
input ENUM_TIMEFRAMES RC_BarTimeFrame = PERIOD_M12;
|
||||
input int RC_emaPeriod = 140;
|
||||
input double RC_emaSlopeThreshold = 105;
|
||||
input double RC_exitBuyRSI = 86;
|
||||
input double RC_exitSellRSI = 10;
|
||||
input double RC_TrailingStop = 295;
|
||||
input double RC_emaDistanceThreshold = 165;
|
||||
input int RC_tradingHourOneBegin = 24;
|
||||
input int RC_tradingHourOneEnd = 22;
|
||||
input int RC_tradingHourTwoBegin = 6;
|
||||
input int RC_tradingHourTwoEnd = 19;
|
||||
input bool RC_Sunday = false;
|
||||
input bool RC_Monday = false;
|
||||
input bool RC_Tuesday = true;
|
||||
input bool RC_Wednesday = true;
|
||||
input bool RC_Thursday = true;
|
||||
input bool RC_Friday = false;
|
||||
input bool RC_Saturday = false;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 4: RSIMidPointHijackXAUUSD |
|
||||
//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI MidPoint Hijack Strategy ==="
|
||||
input string RM_Symbol = "XAUUSD";
|
||||
input ENUM_TIMEFRAMES RM_InpTimeframe = PERIOD_H1;
|
||||
input double RM_InpLotSize = 0.02;
|
||||
input int RM_InpMagicNumberRSIFollow = 1001;
|
||||
input int RM_InpMagicNumberRSIReverse = 1002;
|
||||
input int RM_InpMagicNumberEMACross = 1003;
|
||||
input bool RM_InpEnableRSIFollow = true;
|
||||
input bool RM_InpEnableRSIReverse = true;
|
||||
input bool RM_InpEnableEMACross = true;
|
||||
input bool RM_InpEnableStrategyLock = false;
|
||||
input double RM_InpLockProfitThreshold = 0.0;
|
||||
input bool RM_InpCloseOppositeTrades = false;
|
||||
input int RM_InpRSIPeriod = 32;
|
||||
input int RM_InpRSIOverbought = 78;
|
||||
input int RM_InpRSIOversold = 46;
|
||||
input int RM_InpRSIExitLevel = 44;
|
||||
input int RM_InpRSIFollowStartHour = 23;
|
||||
input int RM_InpRSIFollowEndHour = 8;
|
||||
input bool RM_InpRSIFollowCloseOutsideHours = false;
|
||||
input int RM_InpRSIReversePeriod = 59;
|
||||
input int RM_InpRSIReverseOverbought = 51;
|
||||
input int RM_InpRSIReverseOversold = 49;
|
||||
input int RM_InpRSIReverseCrossLevel = 53;
|
||||
input int RM_InpRSIReverseExitLevel = 48;
|
||||
input int RM_InpRSIReverseStartHour = 7;
|
||||
input int RM_InpRSIReverseEndHour = 13;
|
||||
input bool RM_InpRSIReverseCloseOutsideHours = false;
|
||||
input int RM_InpRSIReverseCooldownBars = 15;
|
||||
input bool RM_InpRSIReverseCooldownOnLoss = true;
|
||||
input int RM_InpEMAPeriod = 120;
|
||||
input int RM_InpEMACrossStartHour = 8;
|
||||
input int RM_InpEMACrossEndHour = 14;
|
||||
input bool RM_InpEMACrossCloseOutsideHours = true;
|
||||
input bool RM_InpUseEMADistanceEntry = true;
|
||||
input double RM_InpEMADistancePips = 160.0;
|
||||
input int RM_InpEMADistancePeriod = 26;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 5-10: RSI Scalping Strategies |
|
||||
//| Each RSI Scalping strategy trades on its own symbol: |
|
||||
//| - APPL: Apple stock (AAPL) |
|
||||
//| - BTCUSD: Bitcoin/USD |
|
||||
//| - MSFT: Microsoft stock |
|
||||
//| - NVDA: NVIDIA stock |
|
||||
//| - TSLA: Tesla stock |
|
||||
//| - XAUUSD: Gold/USD |
|
||||
//| |
|
||||
//| PEPPERSTONE US SYMBOL FORMATS: |
|
||||
//| - Stocks may use: "AAPL.US", "NASDAQ:AAPL", or just "AAPL" |
|
||||
//| - To find correct symbols: |
|
||||
//| 1. Open Market Watch (Ctrl+M) |
|
||||
//| 2. Right-click > Show All |
|
||||
//| 3. Search for the stock name |
|
||||
//| 4. Use the exact symbol name shown |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI Scalping APPL (AAPL) - Pepperstone US ==="
|
||||
input string RS_APPL_Symbol = "AAPL.US"; // Try: "AAPL.US", "NASDAQ:AAPL", or "AAPL"
|
||||
input ENUM_TIMEFRAMES RS_APPL_TimeFrame = PERIOD_M10;
|
||||
input int RS_APPL_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_APPL_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_APPL_RSI_Overbought = 80;
|
||||
input double RS_APPL_RSI_Oversold = 78;
|
||||
input double RS_APPL_RSI_Target_Buy = 94;
|
||||
input double RS_APPL_RSI_Target_Sell = 44;
|
||||
input int RS_APPL_BarsToWait = 7;
|
||||
input double RS_APPL_LotSize = 25;
|
||||
input int RS_APPL_MagicNumber = 20001;
|
||||
input int RS_APPL_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping BTCUSD ==="
|
||||
input string RS_BTCUSD_Symbol = "BTCUSD"; // Pepperstone may use: "BTCUSD", "BTC/USD", or "BTCUSD.c"
|
||||
input ENUM_TIMEFRAMES RS_BTCUSD_TimeFrame = PERIOD_H1;
|
||||
input int RS_BTCUSD_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_BTCUSD_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_BTCUSD_RSI_Overbought = 90;
|
||||
input double RS_BTCUSD_RSI_Oversold = 73;
|
||||
input double RS_BTCUSD_RSI_Target_Buy = 88;
|
||||
input double RS_BTCUSD_RSI_Target_Sell = 48;
|
||||
input int RS_BTCUSD_BarsToWait = 6;
|
||||
input double RS_BTCUSD_LotSize = 0.1;
|
||||
input int RS_BTCUSD_MagicNumber = 123459123;
|
||||
input int RS_BTCUSD_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping MSFT - Pepperstone US ==="
|
||||
input string RS_MSFT_Symbol = "MSFT.US"; // Try: "MSFT.US", "NASDAQ:MSFT", or "MSFT"
|
||||
input ENUM_TIMEFRAMES RS_MSFT_TimeFrame = PERIOD_H3;
|
||||
input int RS_MSFT_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_MSFT_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_MSFT_RSI_Overbought = 19;
|
||||
input double RS_MSFT_RSI_Oversold = 50;
|
||||
input double RS_MSFT_RSI_Target_Buy = 71;
|
||||
input double RS_MSFT_RSI_Target_Sell = 70;
|
||||
input int RS_MSFT_BarsToWait = 1;
|
||||
input double RS_MSFT_LotSize = 50;
|
||||
input int RS_MSFT_MagicNumber = 20002;
|
||||
input int RS_MSFT_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping NVDA - Pepperstone US ==="
|
||||
input string RS_NVDA_Symbol = "NVDA.US"; // Try: "NVDA.US", "NASDAQ:NVDA", or "NVDA"
|
||||
input ENUM_TIMEFRAMES RS_NVDA_TimeFrame = PERIOD_M15;
|
||||
input int RS_NVDA_RSI_Period = 8;
|
||||
input ENUM_APPLIED_PRICE RS_NVDA_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_NVDA_RSI_Overbought = 36;
|
||||
input double RS_NVDA_RSI_Oversold = 38;
|
||||
input double RS_NVDA_RSI_Target_Buy = 90;
|
||||
input double RS_NVDA_RSI_Target_Sell = 70;
|
||||
input int RS_NVDA_BarsToWait = 5;
|
||||
input double RS_NVDA_LotSize = 50;
|
||||
input int RS_NVDA_MagicNumber = 20003;
|
||||
input int RS_NVDA_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping TSLA - Pepperstone US ==="
|
||||
input string RS_TSLA_Symbol = "TSLA.US"; // Try: "TSLA.US", "NASDAQ:TSLA", or "TSLA"
|
||||
input ENUM_TIMEFRAMES RS_TSLA_TimeFrame = PERIOD_H1;
|
||||
input int RS_TSLA_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_TSLA_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_TSLA_RSI_Overbought = 54;
|
||||
input double RS_TSLA_RSI_Oversold = 73;
|
||||
input double RS_TSLA_RSI_Target_Buy = 87;
|
||||
input double RS_TSLA_RSI_Target_Sell = 33;
|
||||
input int RS_TSLA_BarsToWait = 1;
|
||||
input double RS_TSLA_LotSize = 50;
|
||||
input int RS_TSLA_MagicNumber = 125421321;
|
||||
input int RS_TSLA_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping XAUUSD ==="
|
||||
input string RS_XAUUSD_Symbol = "XAUUSD";
|
||||
input ENUM_TIMEFRAMES RS_XAUUSD_TimeFrame = PERIOD_H1;
|
||||
input int RS_XAUUSD_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_XAUUSD_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_XAUUSD_RSI_Overbought = 71;
|
||||
input double RS_XAUUSD_RSI_Oversold = 57;
|
||||
input double RS_XAUUSD_RSI_Target_Buy = 80;
|
||||
input double RS_XAUUSD_RSI_Target_Sell = 57;
|
||||
input int RS_XAUUSD_BarsToWait = 4;
|
||||
input double RS_XAUUSD_LotSize = 0.1;
|
||||
input int RS_XAUUSD_MagicNumber = 129102315;
|
||||
input int RS_XAUUSD_Slippage = 3;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - DarvasBox |
|
||||
//+------------------------------------------------------------------+
|
||||
struct DarvasBoxData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
double boxHigh;
|
||||
double boxLow;
|
||||
bool boxFormed;
|
||||
datetime lastBoxTime;
|
||||
string boxName;
|
||||
double minStopLevel;
|
||||
double point;
|
||||
CTrade trade;
|
||||
int maHandle;
|
||||
int volumeHandle;
|
||||
datetime lastBarTime;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - EMA Slope Distance |
|
||||
//+------------------------------------------------------------------+
|
||||
struct EMASlopeData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int ema_handle;
|
||||
double ema_array[];
|
||||
datetime letzte_überwachung_zeit;
|
||||
bool überwachung_aktiv;
|
||||
bool preis_trigger_aktiv;
|
||||
bool steigung_trigger_aktiv;
|
||||
int ticket;
|
||||
CTrade trade;
|
||||
int trades_in_current_crossover;
|
||||
bool crossover_detected;
|
||||
datetime trade_open_time;
|
||||
datetime last_bar_time;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - RSI CrossOver Reversal |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSICrossOverData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int rsiHandle;
|
||||
int emaHandle;
|
||||
double previousRSIDef;
|
||||
CTrade trade;
|
||||
datetime lastTradeTime;
|
||||
datetime bartime;
|
||||
bool WeekDays[7];
|
||||
datetime lastBarTime;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - RSI MidPoint Hijack |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSIMidPointData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int rsiHandle;
|
||||
int rsiReverseHandle;
|
||||
int emaHandle;
|
||||
bool rsiOverbought;
|
||||
bool rsiOversold;
|
||||
bool rsiReverseOverbought;
|
||||
bool rsiReverseOversold;
|
||||
CTrade trade;
|
||||
CPositionInfo positionInfo;
|
||||
bool emaCrossBuySignal;
|
||||
bool emaCrossSellSignal;
|
||||
int emaCrossSignalBar;
|
||||
datetime lastBarTime;
|
||||
datetime rsiReverseLastCloseTime;
|
||||
bool rsiReverseInCooldown;
|
||||
double lastBarRSI;
|
||||
double lastBarRSIReverse;
|
||||
double lastBarEMA;
|
||||
double lastBarClose;
|
||||
double lastBarEMAPrev;
|
||||
double lastBarClosePrev;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - RSI Scalping |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSIScalpingData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
CTrade trade;
|
||||
int rsi_handle;
|
||||
double rsi_buffer[];
|
||||
double rsi_prev;
|
||||
double rsi_current;
|
||||
double rsi_two_bars_ago;
|
||||
bool position_open;
|
||||
ulong position_ticket;
|
||||
ENUM_POSITION_TYPE current_position_type;
|
||||
datetime last_bar_time;
|
||||
bool rsi_against_position;
|
||||
int bars_against_count;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Strategy Instances |
|
||||
//+------------------------------------------------------------------+
|
||||
DarvasBoxData dbData;
|
||||
EMASlopeData esData;
|
||||
RSICrossOverData rcData;
|
||||
RSIMidPointData rmData;
|
||||
RSIScalpingData rsAPPLData;
|
||||
RSIScalpingData rsBTCUSDData;
|
||||
RSIScalpingData rsMSFTData;
|
||||
RSIScalpingData rsNVDAData;
|
||||
RSIScalpingData rsTSLAData;
|
||||
RSIScalpingData rsXAUUSDData;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables for Dynamic Lot Sizes |
|
||||
//+------------------------------------------------------------------+
|
||||
// All strategies start with minimum lot size for safety (will be adjusted by performance evaluator)
|
||||
double g_DB_LotSize = 0.01; // DarvasBox uses fixed lot size
|
||||
double g_ES_LotSize = 0.01; // EMA Slope Distance - start with minimum
|
||||
double g_RC_LotSize = 0.01; // RSI CrossOver Reversal - start with minimum
|
||||
double g_RM_LotSize = 0.01; // RSI MidPoint Hijack - start with minimum
|
||||
double g_RS_APPL_LotSize = 5.0; // Stock - start with stock minimum (5.0)
|
||||
double g_RS_BTCUSD_LotSize = 0.01; // Crypto - start with forex minimum (0.01)
|
||||
double g_RS_MSFT_LotSize = 5.0; // Stock - start with stock minimum (5.0)
|
||||
double g_RS_NVDA_LotSize = 5.0; // Stock - start with stock minimum (5.0)
|
||||
double g_RS_TSLA_LotSize = 5.0; // Stock - start with stock minimum (5.0)
|
||||
double g_RS_XAUUSD_LotSize = 0.01; // Forex - start with forex minimum (0.01)
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
int initResult = INIT_SUCCEEDED;
|
||||
|
||||
// Initialize Performance Evaluator
|
||||
InitPerformanceTracking();
|
||||
|
||||
// Initialize strategies - log warnings but don't fail entire EA if symbol unavailable
|
||||
if(EnableDarvasBox)
|
||||
{
|
||||
if(!InitDarvasBox(DB_Symbol))
|
||||
Print("Warning: DarvasBox strategy failed to initialize for symbol '", DB_Symbol, "'");
|
||||
else
|
||||
RegisterStrategy("DarvasBox", DB_MagicNumber, 0.01, DB_Symbol); // Fixed lot size
|
||||
}
|
||||
|
||||
if(EnableEMASlopeDistance)
|
||||
{
|
||||
if(!InitEMASlopeDistance(ES_Symbol))
|
||||
Print("Warning: EMASlopeDistance strategy failed to initialize for symbol '", ES_Symbol, "'");
|
||||
else
|
||||
{
|
||||
RegisterStrategy("EMASlopeDistance", ES_MagicNumber, ES_LotGröße, ES_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(ES_Symbol);
|
||||
g_ES_LotSize = minLot;
|
||||
}
|
||||
}
|
||||
|
||||
if(EnableRSICrossOverReversal)
|
||||
{
|
||||
if(!InitRSICrossOverReversal(RC_Symbol))
|
||||
Print("Warning: RSICrossOverReversal strategy failed to initialize for symbol '", RC_Symbol, "'");
|
||||
else
|
||||
{
|
||||
RegisterStrategy("RSICrossOverReversal", RC_MagicNumber, RC_lotSize, RC_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RC_Symbol);
|
||||
g_RC_LotSize = minLot;
|
||||
}
|
||||
}
|
||||
|
||||
if(EnableRSIMidPointHijack)
|
||||
{
|
||||
if(!InitRSIMidPointHijack(RM_Symbol))
|
||||
Print("Warning: RSIMidPointHijack strategy failed to initialize for symbol '", RM_Symbol, "'");
|
||||
else
|
||||
{
|
||||
RegisterStrategy("RSIMidPointHijack", RM_InpMagicNumberRSIFollow, RM_InpLotSize, RM_Symbol);
|
||||
RegisterStrategy("RSIMidPointHijack_Reverse", RM_InpMagicNumberRSIReverse, RM_InpLotSize, RM_Symbol);
|
||||
RegisterStrategy("RSIMidPointHijack_EMACross", RM_InpMagicNumberEMACross, RM_InpLotSize, RM_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RM_Symbol);
|
||||
g_RM_LotSize = minLot;
|
||||
}
|
||||
}
|
||||
|
||||
// Initialize RSI Scalping strategies - don't fail entire EA if symbol unavailable
|
||||
if(EnableRSIScalpingAPPL)
|
||||
{
|
||||
InitRSIScalping(rsAPPLData, RS_APPL_Symbol, RS_APPL_TimeFrame, RS_APPL_RSI_Period, RS_APPL_RSI_Applied_Price, RS_APPL_MagicNumber, RS_APPL_Slippage);
|
||||
RegisterStrategy("RSIScalpingAPPL", RS_APPL_MagicNumber, RS_APPL_LotSize, RS_APPL_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RS_APPL_Symbol);
|
||||
g_RS_APPL_LotSize = minLot;
|
||||
}
|
||||
|
||||
if(EnableRSIScalpingBTCUSD)
|
||||
{
|
||||
InitRSIScalping(rsBTCUSDData, RS_BTCUSD_Symbol, RS_BTCUSD_TimeFrame, RS_BTCUSD_RSI_Period, RS_BTCUSD_RSI_Applied_Price, RS_BTCUSD_MagicNumber, RS_BTCUSD_Slippage);
|
||||
RegisterStrategy("RSIScalpingBTCUSD", RS_BTCUSD_MagicNumber, RS_BTCUSD_LotSize, RS_BTCUSD_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RS_BTCUSD_Symbol);
|
||||
g_RS_BTCUSD_LotSize = minLot;
|
||||
}
|
||||
|
||||
if(EnableRSIScalpingMSFT)
|
||||
{
|
||||
InitRSIScalping(rsMSFTData, RS_MSFT_Symbol, RS_MSFT_TimeFrame, RS_MSFT_RSI_Period, RS_MSFT_RSI_Applied_Price, RS_MSFT_MagicNumber, RS_MSFT_Slippage);
|
||||
RegisterStrategy("RSIScalpingMSFT", RS_MSFT_MagicNumber, RS_MSFT_LotSize, RS_MSFT_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RS_MSFT_Symbol);
|
||||
g_RS_MSFT_LotSize = minLot;
|
||||
}
|
||||
|
||||
if(EnableRSIScalpingNVDA)
|
||||
{
|
||||
InitRSIScalping(rsNVDAData, RS_NVDA_Symbol, RS_NVDA_TimeFrame, RS_NVDA_RSI_Period, RS_NVDA_RSI_Applied_Price, RS_NVDA_MagicNumber, RS_NVDA_Slippage);
|
||||
RegisterStrategy("RSIScalpingNVDA", RS_NVDA_MagicNumber, RS_NVDA_LotSize, RS_NVDA_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RS_NVDA_Symbol);
|
||||
g_RS_NVDA_LotSize = minLot;
|
||||
}
|
||||
|
||||
if(EnableRSIScalpingTSLA)
|
||||
{
|
||||
InitRSIScalping(rsTSLAData, RS_TSLA_Symbol, RS_TSLA_TimeFrame, RS_TSLA_RSI_Period, RS_TSLA_RSI_Applied_Price, RS_TSLA_MagicNumber, RS_TSLA_Slippage);
|
||||
RegisterStrategy("RSIScalpingTSLA", RS_TSLA_MagicNumber, RS_TSLA_LotSize, RS_TSLA_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RS_TSLA_Symbol);
|
||||
g_RS_TSLA_LotSize = minLot;
|
||||
}
|
||||
|
||||
if(EnableRSIScalpingXAUUSD)
|
||||
{
|
||||
InitRSIScalping(rsXAUUSDData, RS_XAUUSD_Symbol, RS_XAUUSD_TimeFrame, RS_XAUUSD_RSI_Period, RS_XAUUSD_RSI_Applied_Price, RS_XAUUSD_MagicNumber, RS_XAUUSD_Slippage);
|
||||
RegisterStrategy("RSIScalpingXAUUSD", RS_XAUUSD_MagicNumber, RS_XAUUSD_LotSize, RS_XAUUSD_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RS_XAUUSD_Symbol);
|
||||
g_RS_XAUUSD_LotSize = minLot;
|
||||
}
|
||||
|
||||
// Load adjusted lot sizes from performance evaluator
|
||||
if(PE_EnableAutoAdjustment)
|
||||
{
|
||||
double adjustedLot;
|
||||
adjustedLot = GetStrategyLotSize("EMASlopeDistance", ES_MagicNumber);
|
||||
if(adjustedLot > 0) g_ES_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSICrossOverReversal", RC_MagicNumber);
|
||||
if(adjustedLot > 0) g_RC_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIMidPointHijack", RM_InpMagicNumberRSIFollow);
|
||||
if(adjustedLot > 0) g_RM_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingAPPL", RS_APPL_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_APPL_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingBTCUSD", RS_BTCUSD_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_BTCUSD_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingMSFT", RS_MSFT_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_MSFT_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingNVDA", RS_NVDA_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_NVDA_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingTSLA", RS_TSLA_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_TSLA_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingXAUUSD", RS_XAUUSD_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_XAUUSD_LotSize = adjustedLot;
|
||||
}
|
||||
|
||||
Print("United EA initialized. Active strategies: ",
|
||||
(EnableDarvasBox ? "DarvasBox " : ""),
|
||||
(EnableEMASlopeDistance ? "EMASlope " : ""),
|
||||
(EnableRSICrossOverReversal ? "RSICrossOver " : ""),
|
||||
(EnableRSIMidPointHijack ? "RSIMidPoint " : ""),
|
||||
(EnableRSIScalpingAPPL ? "RSIScalpingAPPL " : ""),
|
||||
(EnableRSIScalpingBTCUSD ? "RSIScalpingBTCUSD " : ""),
|
||||
(EnableRSIScalpingMSFT ? "RSIScalpingMSFT " : ""),
|
||||
(EnableRSIScalpingNVDA ? "RSIScalpingNVDA " : ""),
|
||||
(EnableRSIScalpingTSLA ? "RSIScalpingTSLA " : ""),
|
||||
(EnableRSIScalpingXAUUSD ? "RSIScalpingXAUUSD " : ""));
|
||||
|
||||
if(PE_EnableLogging)
|
||||
Print(GetPerformanceSummary());
|
||||
|
||||
return initResult;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert deinitialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
if(EnableDarvasBox)
|
||||
DeinitDarvasBox();
|
||||
|
||||
if(EnableEMASlopeDistance)
|
||||
DeinitEMASlopeDistance();
|
||||
|
||||
if(EnableRSICrossOverReversal)
|
||||
DeinitRSICrossOverReversal();
|
||||
|
||||
if(EnableRSIMidPointHijack)
|
||||
DeinitRSIMidPointHijack();
|
||||
|
||||
if(EnableRSIScalpingAPPL)
|
||||
DeinitRSIScalping(rsAPPLData);
|
||||
|
||||
if(EnableRSIScalpingBTCUSD)
|
||||
DeinitRSIScalping(rsBTCUSDData);
|
||||
|
||||
if(EnableRSIScalpingMSFT)
|
||||
DeinitRSIScalping(rsMSFTData);
|
||||
|
||||
if(EnableRSIScalpingNVDA)
|
||||
DeinitRSIScalping(rsNVDAData);
|
||||
|
||||
if(EnableRSIScalpingTSLA)
|
||||
DeinitRSIScalping(rsTSLAData);
|
||||
|
||||
if(EnableRSIScalpingXAUUSD)
|
||||
DeinitRSIScalping(rsXAUUSDData);
|
||||
|
||||
Print("United EA deinitialized. Reason: ", reason);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert tick function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTick()
|
||||
{
|
||||
// Process performance evaluation (checks for quarter end and adjusts lot sizes)
|
||||
ProcessPerformanceEvaluation();
|
||||
|
||||
// Update lot sizes from performance evaluator if auto-adjustment is enabled
|
||||
if(PE_EnableAutoAdjustment)
|
||||
{
|
||||
double adjustedLot;
|
||||
adjustedLot = GetStrategyLotSize("EMASlopeDistance", ES_MagicNumber);
|
||||
if(adjustedLot > 0) g_ES_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSICrossOverReversal", RC_MagicNumber);
|
||||
if(adjustedLot > 0) g_RC_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIMidPointHijack", RM_InpMagicNumberRSIFollow);
|
||||
if(adjustedLot > 0) g_RM_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingAPPL", RS_APPL_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_APPL_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingBTCUSD", RS_BTCUSD_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_BTCUSD_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingMSFT", RS_MSFT_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_MSFT_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingNVDA", RS_NVDA_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_NVDA_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingTSLA", RS_TSLA_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_TSLA_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingXAUUSD", RS_XAUUSD_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_XAUUSD_LotSize = adjustedLot;
|
||||
}
|
||||
|
||||
if(EnableDarvasBox)
|
||||
ProcessDarvasBox(DB_Symbol);
|
||||
|
||||
if(EnableEMASlopeDistance)
|
||||
ProcessEMASlopeDistance(ES_Symbol);
|
||||
|
||||
if(EnableRSICrossOverReversal)
|
||||
ProcessRSICrossOverReversal(RC_Symbol);
|
||||
|
||||
if(EnableRSIMidPointHijack)
|
||||
ProcessRSIMidPointHijack(RM_Symbol);
|
||||
|
||||
if(EnableRSIScalpingAPPL)
|
||||
ProcessRSIScalping(rsAPPLData, RS_APPL_Symbol, RS_APPL_TimeFrame, RS_APPL_RSI_Period, RS_APPL_RSI_Applied_Price,
|
||||
RS_APPL_RSI_Overbought, RS_APPL_RSI_Oversold, RS_APPL_RSI_Target_Buy, RS_APPL_RSI_Target_Sell,
|
||||
RS_APPL_BarsToWait, g_RS_APPL_LotSize, RS_APPL_MagicNumber);
|
||||
|
||||
if(EnableRSIScalpingBTCUSD)
|
||||
ProcessRSIScalping(rsBTCUSDData, RS_BTCUSD_Symbol, RS_BTCUSD_TimeFrame, RS_BTCUSD_RSI_Period, RS_BTCUSD_RSI_Applied_Price,
|
||||
RS_BTCUSD_RSI_Overbought, RS_BTCUSD_RSI_Oversold, RS_BTCUSD_RSI_Target_Buy, RS_BTCUSD_RSI_Target_Sell,
|
||||
RS_BTCUSD_BarsToWait, g_RS_BTCUSD_LotSize, RS_BTCUSD_MagicNumber);
|
||||
|
||||
if(EnableRSIScalpingMSFT)
|
||||
ProcessRSIScalping(rsMSFTData, RS_MSFT_Symbol, RS_MSFT_TimeFrame, RS_MSFT_RSI_Period, RS_MSFT_RSI_Applied_Price,
|
||||
RS_MSFT_RSI_Overbought, RS_MSFT_RSI_Oversold, RS_MSFT_RSI_Target_Buy, RS_MSFT_RSI_Target_Sell,
|
||||
RS_MSFT_BarsToWait, g_RS_MSFT_LotSize, RS_MSFT_MagicNumber);
|
||||
|
||||
if(EnableRSIScalpingNVDA)
|
||||
ProcessRSIScalping(rsNVDAData, RS_NVDA_Symbol, RS_NVDA_TimeFrame, RS_NVDA_RSI_Period, RS_NVDA_RSI_Applied_Price,
|
||||
RS_NVDA_RSI_Overbought, RS_NVDA_RSI_Oversold, RS_NVDA_RSI_Target_Buy, RS_NVDA_RSI_Target_Sell,
|
||||
RS_NVDA_BarsToWait, g_RS_NVDA_LotSize, RS_NVDA_MagicNumber);
|
||||
|
||||
if(EnableRSIScalpingTSLA)
|
||||
ProcessRSIScalping(rsTSLAData, RS_TSLA_Symbol, RS_TSLA_TimeFrame, RS_TSLA_RSI_Period, RS_TSLA_RSI_Applied_Price,
|
||||
RS_TSLA_RSI_Overbought, RS_TSLA_RSI_Oversold, RS_TSLA_RSI_Target_Buy, RS_TSLA_RSI_Target_Sell,
|
||||
RS_TSLA_BarsToWait, g_RS_TSLA_LotSize, RS_TSLA_MagicNumber);
|
||||
|
||||
if(EnableRSIScalpingXAUUSD)
|
||||
ProcessRSIScalping(rsXAUUSDData, RS_XAUUSD_Symbol, RS_XAUUSD_TimeFrame, RS_XAUUSD_RSI_Period, RS_XAUUSD_RSI_Applied_Price,
|
||||
RS_XAUUSD_RSI_Overbought, RS_XAUUSD_RSI_Oversold, RS_XAUUSD_RSI_Target_Buy, RS_XAUUSD_RSI_Target_Sell,
|
||||
RS_XAUUSD_BarsToWait, g_RS_XAUUSD_LotSize, RS_XAUUSD_MagicNumber);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Include strategy implementations |
|
||||
//+------------------------------------------------------------------+
|
||||
#include "Strategies/DarvasBoxStrategy.mqh"
|
||||
#include "Strategies/EMASlopeDistanceStrategy.mqh"
|
||||
#include "Strategies/RSICrossOverReversalStrategy.mqh"
|
||||
#include "Strategies/RSIMidPointHijackStrategy.mqh"
|
||||
#include "Strategies/RSIScalpingStrategy.mqh"
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,159 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| MagicNumberHelpers.mqh |
|
||||
//| Copyright 2025, MetaQuotes Ltd. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, MetaQuotes Ltd."
|
||||
#property link "https://www.mql5.com"
|
||||
#property version "1.00"
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Select position by symbol and magic number |
|
||||
//+------------------------------------------------------------------+
|
||||
bool PositionSelectByMagic(string symbol, ulong magic_number)
|
||||
{
|
||||
// First try to find position by symbol
|
||||
if(!PositionSelect(symbol))
|
||||
return false;
|
||||
|
||||
// Check if the selected position has the correct magic number
|
||||
if(PositionGetInteger(POSITION_MAGIC) != magic_number)
|
||||
{
|
||||
// Position exists but wrong magic number, search all positions
|
||||
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
||||
{
|
||||
if(PositionGetTicket(i) > 0)
|
||||
{
|
||||
if(PositionGetString(POSITION_SYMBOL) == symbol &&
|
||||
PositionGetInteger(POSITION_MAGIC) == magic_number)
|
||||
{
|
||||
return true;
|
||||
}
|
||||
}
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Select position by ticket and verify magic number and symbol |
|
||||
//+------------------------------------------------------------------+
|
||||
bool PositionSelectByTicketAndMagic(ulong ticket, ulong magic_number)
|
||||
{
|
||||
if(!PositionSelectByTicket(ticket))
|
||||
return false;
|
||||
|
||||
return (PositionGetInteger(POSITION_MAGIC) == magic_number);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Select position by ticket and verify symbol, magic number |
|
||||
//+------------------------------------------------------------------+
|
||||
bool PositionSelectByTicketSymbolAndMagic(ulong ticket, string symbol, ulong magic_number)
|
||||
{
|
||||
if(!PositionSelectByTicket(ticket))
|
||||
return false;
|
||||
|
||||
return (PositionGetString(POSITION_SYMBOL) == symbol &&
|
||||
PositionGetInteger(POSITION_MAGIC) == magic_number);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check if position exists with correct magic number |
|
||||
//+------------------------------------------------------------------+
|
||||
bool PositionExistsByMagic(string symbol, ulong magic_number)
|
||||
{
|
||||
return PositionSelectByMagic(symbol, magic_number);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Get position ticket by symbol and magic number |
|
||||
//+------------------------------------------------------------------+
|
||||
ulong GetPositionTicketByMagic(string symbol, ulong magic_number)
|
||||
{
|
||||
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
||||
{
|
||||
ulong ticket = PositionGetTicket(i);
|
||||
if(ticket > 0)
|
||||
{
|
||||
if(PositionGetString(POSITION_SYMBOL) == symbol &&
|
||||
PositionGetInteger(POSITION_MAGIC) == magic_number)
|
||||
{
|
||||
return ticket;
|
||||
}
|
||||
}
|
||||
}
|
||||
return 0;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Close position by symbol and magic number |
|
||||
//+------------------------------------------------------------------+
|
||||
bool ClosePositionByMagic(CTrade &trade_obj, string symbol, ulong magic_number)
|
||||
{
|
||||
ulong ticket = GetPositionTicketByMagic(symbol, magic_number);
|
||||
if(ticket == 0)
|
||||
return false;
|
||||
|
||||
return trade_obj.PositionClose(ticket);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Modify position by symbol and magic number |
|
||||
//+------------------------------------------------------------------+
|
||||
bool ModifyPositionByMagic(CTrade &trade_obj, string symbol, ulong magic_number,
|
||||
double sl, double tp)
|
||||
{
|
||||
ulong ticket = GetPositionTicketByMagic(symbol, magic_number);
|
||||
if(ticket == 0)
|
||||
return false;
|
||||
|
||||
return trade_obj.PositionModify(ticket, sl, tp);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Get position profit by symbol and magic number |
|
||||
//+------------------------------------------------------------------+
|
||||
double GetPositionProfitByMagic(string symbol, ulong magic_number)
|
||||
{
|
||||
if(!PositionSelectByMagic(symbol, magic_number))
|
||||
return 0.0;
|
||||
|
||||
return PositionGetDouble(POSITION_PROFIT);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Get position type by symbol and magic number |
|
||||
//+------------------------------------------------------------------+
|
||||
ENUM_POSITION_TYPE GetPositionTypeByMagic(string symbol, ulong magic_number)
|
||||
{
|
||||
if(!PositionSelectByMagic(symbol, magic_number))
|
||||
return WRONG_VALUE;
|
||||
|
||||
return (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Count positions by symbol and magic number |
|
||||
//+------------------------------------------------------------------+
|
||||
int CountPositionsByMagic(string symbol, ulong magic_number)
|
||||
{
|
||||
int count = 0;
|
||||
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
||||
{
|
||||
ulong ticket = PositionGetTicket(i);
|
||||
if(ticket > 0)
|
||||
{
|
||||
if(PositionGetString(POSITION_SYMBOL) == symbol &&
|
||||
PositionGetInteger(POSITION_MAGIC) == magic_number)
|
||||
{
|
||||
count++;
|
||||
}
|
||||
}
|
||||
}
|
||||
return count;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,607 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| PerformanceEvaluator.mqh |
|
||||
//| Copyright 2025, MetaQuotes Ltd. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, MetaQuotes Ltd."
|
||||
#property link "https://www.mql5.com"
|
||||
#property version "1.00"
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Performance Metrics Structure |
|
||||
//+------------------------------------------------------------------+
|
||||
struct StrategyPerformance {
|
||||
string strategyName;
|
||||
string symbol; // Store symbol to determine if it's a stock
|
||||
int magicNumber;
|
||||
double initialLotSize;
|
||||
double currentLotSize;
|
||||
double quarterProfit;
|
||||
double quarterTrades;
|
||||
double quarterWins;
|
||||
double quarterLosses;
|
||||
double maxDrawdown;
|
||||
double winRate;
|
||||
datetime quarterStart;
|
||||
datetime quarterEnd;
|
||||
bool isActive;
|
||||
bool inPenaltyMode; // True if strategy is in penalty (worst performer)
|
||||
double lotSizeBeforePenalty; // Store lot size before penalty
|
||||
datetime penaltyStartTime; // When penalty started
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Performance Tracking |
|
||||
//+------------------------------------------------------------------+
|
||||
StrategyPerformance strategyPerformances[];
|
||||
int totalStrategies = 0;
|
||||
datetime lastMonthCheck = 0;
|
||||
datetime currentMonthStart = 0;
|
||||
datetime currentMonthEnd = 0;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Performance Adjustment Parameters |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== Performance Evaluation Settings ==="
|
||||
input bool PE_EnableAutoAdjustment = true; // Enable automatic lot size adjustment
|
||||
input double PE_LotSizeIncreasePercent = 10.0; // % increase for top-ranked strategies
|
||||
input double PE_LotSizeDecreasePercent = 10.0; // % decrease for bottom-ranked strategies
|
||||
input double PE_MinLotSize = 0.01; // Minimum lot size for forex/crypto
|
||||
input double PE_MinLotSizeStocks = 5.0; // Minimum lot size for stocks (5-10 range)
|
||||
input double PE_MaxLotSize = 100.0; // Maximum lot size after adjustment
|
||||
input int PE_TopPerformersCount = 3; // Number of top strategies to increase lot size
|
||||
input int PE_BottomPerformersCount = 3; // Number of bottom strategies to decrease lot size
|
||||
input bool PE_UseWinRateWeight = true; // Consider win rate in ranking (50% profit, 50% win rate)
|
||||
input bool PE_EnableBlitzPlay = true; // Enable blitz play: worst performer gets minimum lot size penalty
|
||||
input bool PE_EnableLogging = true; // Enable performance logging
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Initialize Performance Tracking |
|
||||
//+------------------------------------------------------------------+
|
||||
void InitPerformanceTracking()
|
||||
{
|
||||
// Calculate current month dates
|
||||
MqlDateTime dt;
|
||||
TimeToStruct(TimeCurrent(), dt);
|
||||
|
||||
// Determine month start (first day of current month)
|
||||
dt.day = 1;
|
||||
dt.hour = 0;
|
||||
dt.min = 0;
|
||||
dt.sec = 0;
|
||||
currentMonthStart = StructToTime(dt);
|
||||
|
||||
// Calculate month end (first day of next month - 1 second)
|
||||
dt.mon += 1;
|
||||
if(dt.mon > 12)
|
||||
{
|
||||
dt.mon = 1;
|
||||
dt.year++;
|
||||
}
|
||||
currentMonthEnd = StructToTime(dt) - 1; // End of last day of month
|
||||
|
||||
lastMonthCheck = TimeCurrent();
|
||||
|
||||
if(PE_EnableLogging)
|
||||
{
|
||||
Print("Performance Evaluator: Initialized");
|
||||
Print("Current Month Start: ", TimeToString(currentMonthStart));
|
||||
Print("Current Month End: ", TimeToString(currentMonthEnd));
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check if Symbol is a Stock |
|
||||
//+------------------------------------------------------------------+
|
||||
bool IsStockSymbol(string symbol)
|
||||
{
|
||||
// Check if symbol contains common stock indicators
|
||||
if(StringFind(symbol, ".US") >= 0) return true;
|
||||
if(StringFind(symbol, "NASDAQ:") >= 0) return true;
|
||||
if(StringFind(symbol, "NYSE:") >= 0) return true;
|
||||
|
||||
// Note: Symbol category check removed to avoid enum conversion issues
|
||||
// String-based checks (.US, NASDAQ:, NYSE:, common tickers) are sufficient
|
||||
|
||||
// Common stock tickers (without .US suffix)
|
||||
string commonStocks[] = {"AAPL", "MSFT", "NVDA", "TSLA", "GOOGL", "AMZN", "META", "NFLX"};
|
||||
for(int i = 0; i < ArraySize(commonStocks); i++)
|
||||
{
|
||||
if(StringFind(symbol, commonStocks[i]) == 0) return true;
|
||||
}
|
||||
|
||||
return false;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Get Minimum Lot Size for Symbol |
|
||||
//+------------------------------------------------------------------+
|
||||
double GetMinLotSizeForSymbol(string symbol)
|
||||
{
|
||||
if(IsStockSymbol(symbol))
|
||||
return PE_MinLotSizeStocks;
|
||||
else
|
||||
return PE_MinLotSize;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Register Strategy for Performance Tracking |
|
||||
//+------------------------------------------------------------------+
|
||||
void RegisterStrategy(string strategyName, int magicNumber, double initialLotSize, string symbol = "")
|
||||
{
|
||||
// Check if strategy already registered
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].strategyName == strategyName &&
|
||||
strategyPerformances[i].magicNumber == magicNumber)
|
||||
{
|
||||
if(PE_EnableLogging)
|
||||
Print("Performance Evaluator: Strategy '", strategyName, "' already registered");
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
||||
// Add new strategy
|
||||
int newSize = ArraySize(strategyPerformances) + 1;
|
||||
ArrayResize(strategyPerformances, newSize);
|
||||
|
||||
strategyPerformances[newSize - 1].strategyName = strategyName;
|
||||
strategyPerformances[newSize - 1].symbol = symbol;
|
||||
strategyPerformances[newSize - 1].magicNumber = magicNumber;
|
||||
strategyPerformances[newSize - 1].initialLotSize = initialLotSize;
|
||||
// Start with minimum lot size for safety (symbol-specific minimum)
|
||||
double minLot = GetMinLotSizeForSymbol(symbol);
|
||||
strategyPerformances[newSize - 1].currentLotSize = minLot;
|
||||
strategyPerformances[newSize - 1].quarterProfit = 0.0;
|
||||
strategyPerformances[newSize - 1].quarterTrades = 0;
|
||||
strategyPerformances[newSize - 1].quarterWins = 0;
|
||||
strategyPerformances[newSize - 1].quarterLosses = 0;
|
||||
strategyPerformances[newSize - 1].maxDrawdown = 0.0;
|
||||
strategyPerformances[newSize - 1].winRate = 0.0;
|
||||
strategyPerformances[newSize - 1].quarterStart = currentMonthStart;
|
||||
strategyPerformances[newSize - 1].quarterEnd = currentMonthEnd;
|
||||
strategyPerformances[newSize - 1].isActive = true;
|
||||
strategyPerformances[newSize - 1].inPenaltyMode = false;
|
||||
strategyPerformances[newSize - 1].lotSizeBeforePenalty = initialLotSize;
|
||||
strategyPerformances[newSize - 1].penaltyStartTime = 0;
|
||||
|
||||
totalStrategies = newSize;
|
||||
|
||||
if(PE_EnableLogging)
|
||||
Print("Performance Evaluator: Registered strategy '", strategyName,
|
||||
"' (Magic: ", magicNumber, ", Initial Lot: ", initialLotSize, ")");
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Update Strategy Performance Metrics |
|
||||
//+------------------------------------------------------------------+
|
||||
void UpdateStrategyPerformance(string strategyName, int magicNumber)
|
||||
{
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].strategyName == strategyName &&
|
||||
strategyPerformances[i].magicNumber == magicNumber &&
|
||||
strategyPerformances[i].isActive)
|
||||
{
|
||||
// Calculate performance for current quarter
|
||||
double totalProfit = 0.0;
|
||||
int totalTrades = 0;
|
||||
int wins = 0;
|
||||
int losses = 0;
|
||||
double maxDD = 0.0;
|
||||
double peakBalance = 0.0;
|
||||
|
||||
// Scan all closed deals in current quarter
|
||||
datetime quarterStart = strategyPerformances[i].quarterStart;
|
||||
datetime quarterEnd = strategyPerformances[i].quarterEnd;
|
||||
|
||||
// Select history for the quarter
|
||||
if(HistorySelect(quarterStart, quarterEnd))
|
||||
{
|
||||
int totalDeals = HistoryDealsTotal();
|
||||
for(int j = 0; j < totalDeals; j++)
|
||||
{
|
||||
ulong ticket = HistoryDealGetTicket(j);
|
||||
if(ticket > 0)
|
||||
{
|
||||
long dealMagic = HistoryDealGetInteger(ticket, DEAL_MAGIC);
|
||||
if(dealMagic == magicNumber)
|
||||
{
|
||||
double profit = HistoryDealGetDouble(ticket, DEAL_PROFIT);
|
||||
double swap = HistoryDealGetDouble(ticket, DEAL_SWAP);
|
||||
double commission = HistoryDealGetDouble(ticket, DEAL_COMMISSION);
|
||||
double totalDealProfit = profit + swap + commission;
|
||||
|
||||
totalProfit += totalDealProfit;
|
||||
totalTrades++;
|
||||
|
||||
if(totalDealProfit > 0)
|
||||
wins++;
|
||||
else if(totalDealProfit < 0)
|
||||
losses++;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Calculate win rate
|
||||
double winRate = 0.0;
|
||||
if(totalTrades > 0)
|
||||
winRate = (double)wins / (double)totalTrades * 100.0;
|
||||
|
||||
// Update metrics
|
||||
strategyPerformances[i].quarterProfit = totalProfit;
|
||||
strategyPerformances[i].quarterTrades = totalTrades;
|
||||
strategyPerformances[i].quarterWins = wins;
|
||||
strategyPerformances[i].quarterLosses = losses;
|
||||
strategyPerformances[i].winRate = winRate;
|
||||
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy Ranking Structure |
|
||||
//+------------------------------------------------------------------+
|
||||
struct StrategyRank {
|
||||
int index;
|
||||
double score;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Calculate Strategy Score for Ranking |
|
||||
//+------------------------------------------------------------------+
|
||||
double CalculateStrategyScore(int strategyIndex)
|
||||
{
|
||||
double profit = strategyPerformances[strategyIndex].quarterProfit;
|
||||
double winRate = strategyPerformances[strategyIndex].winRate;
|
||||
double trades = strategyPerformances[strategyIndex].quarterTrades;
|
||||
|
||||
// Normalize profit (scale to 0-100 range, assuming max profit of $1000)
|
||||
double normalizedProfit = MathMin(profit / 10.0, 100.0);
|
||||
if(profit < 0) normalizedProfit = profit / 5.0; // Penalize losses more
|
||||
|
||||
// Calculate score
|
||||
double score = 0.0;
|
||||
if(PE_UseWinRateWeight)
|
||||
{
|
||||
// 50% profit, 50% win rate (if enough trades)
|
||||
if(trades >= 5)
|
||||
score = (normalizedProfit * 0.5) + (winRate * 0.5);
|
||||
else
|
||||
score = normalizedProfit; // Not enough trades, use profit only
|
||||
}
|
||||
else
|
||||
{
|
||||
// Profit only
|
||||
score = normalizedProfit;
|
||||
}
|
||||
|
||||
return score;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check if Month Ended and Evaluate Performance |
|
||||
//+------------------------------------------------------------------+
|
||||
void CheckMonthEnd()
|
||||
{
|
||||
datetime now = TimeCurrent();
|
||||
|
||||
// Check if we've entered a new month
|
||||
if(now >= currentMonthEnd)
|
||||
{
|
||||
if(PE_EnableLogging)
|
||||
Print("Performance Evaluator: Month ended. Evaluating and ranking strategies...");
|
||||
|
||||
// Update performance metrics for all strategies
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive)
|
||||
{
|
||||
UpdateStrategyPerformance(strategyPerformances[i].strategyName,
|
||||
strategyPerformances[i].magicNumber);
|
||||
}
|
||||
}
|
||||
|
||||
// Rank strategies
|
||||
int activeCount = 0;
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive)
|
||||
activeCount++;
|
||||
}
|
||||
|
||||
if(activeCount > 0)
|
||||
{
|
||||
// Create ranking array
|
||||
StrategyRank ranks[];
|
||||
ArrayResize(ranks, activeCount);
|
||||
int rankIndex = 0;
|
||||
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive)
|
||||
{
|
||||
ranks[rankIndex].index = i;
|
||||
ranks[rankIndex].score = CalculateStrategyScore(i);
|
||||
rankIndex++;
|
||||
}
|
||||
}
|
||||
|
||||
// Sort by score (descending - highest score first)
|
||||
for(int i = 0; i < activeCount - 1; i++)
|
||||
{
|
||||
for(int j = i + 1; j < activeCount; j++)
|
||||
{
|
||||
if(ranks[j].score > ranks[i].score)
|
||||
{
|
||||
StrategyRank temp = ranks[i];
|
||||
ranks[i] = ranks[j];
|
||||
ranks[j] = temp;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Adjust lot sizes based on ranking
|
||||
if(PE_EnableAutoAdjustment)
|
||||
{
|
||||
// Increase top performers (skip if in penalty mode)
|
||||
int topCount = MathMin(PE_TopPerformersCount, activeCount);
|
||||
for(int i = 0; i < topCount; i++)
|
||||
{
|
||||
int strategyIdx = ranks[i].index;
|
||||
|
||||
// Skip if strategy is in penalty mode
|
||||
if(strategyPerformances[strategyIdx].inPenaltyMode)
|
||||
continue;
|
||||
|
||||
double oldLotSize = strategyPerformances[strategyIdx].currentLotSize;
|
||||
double newLotSize = oldLotSize * (1.0 + PE_LotSizeIncreasePercent / 100.0);
|
||||
|
||||
if(newLotSize > PE_MaxLotSize)
|
||||
newLotSize = PE_MaxLotSize;
|
||||
|
||||
strategyPerformances[strategyIdx].currentLotSize = newLotSize;
|
||||
|
||||
if(PE_EnableLogging)
|
||||
Print("Performance Evaluator: Rank #", (i+1), " - Increasing '",
|
||||
strategyPerformances[strategyIdx].strategyName,
|
||||
"' lot size from ", oldLotSize, " to ", newLotSize,
|
||||
" (Score: ", DoubleToString(ranks[i].score, 2),
|
||||
", Profit: $", DoubleToString(strategyPerformances[strategyIdx].quarterProfit, 2),
|
||||
", Win Rate: ", DoubleToString(strategyPerformances[strategyIdx].winRate, 2), "%)");
|
||||
}
|
||||
|
||||
// Decrease bottom performers (skip worst one if blitz play is enabled)
|
||||
int bottomCount = MathMin(PE_BottomPerformersCount, activeCount);
|
||||
int startIdx = activeCount - bottomCount;
|
||||
|
||||
// If blitz play is enabled, skip the worst performer (it will get minimum penalty)
|
||||
if(PE_EnableBlitzPlay && activeCount > 0)
|
||||
startIdx = activeCount - bottomCount + 1;
|
||||
|
||||
for(int i = startIdx; i < activeCount; i++)
|
||||
{
|
||||
int strategyIdx = ranks[i].index;
|
||||
|
||||
// Skip if strategy is in penalty mode
|
||||
if(strategyPerformances[strategyIdx].inPenaltyMode)
|
||||
continue;
|
||||
|
||||
double oldLotSize = strategyPerformances[strategyIdx].currentLotSize;
|
||||
double newLotSize = oldLotSize * (1.0 - PE_LotSizeDecreasePercent / 100.0);
|
||||
|
||||
// Use symbol-specific minimum lot size
|
||||
double minLot = GetMinLotSizeForSymbol(strategyPerformances[strategyIdx].symbol);
|
||||
if(newLotSize < minLot)
|
||||
newLotSize = minLot;
|
||||
|
||||
strategyPerformances[strategyIdx].currentLotSize = newLotSize;
|
||||
|
||||
if(PE_EnableLogging)
|
||||
Print("Performance Evaluator: Rank #", (i+1), " - Decreasing '",
|
||||
strategyPerformances[strategyIdx].strategyName,
|
||||
"' lot size from ", oldLotSize, " to ", newLotSize,
|
||||
" (Score: ", DoubleToString(ranks[i].score, 2),
|
||||
", Profit: $", DoubleToString(strategyPerformances[strategyIdx].quarterProfit, 2),
|
||||
", Win Rate: ", DoubleToString(strategyPerformances[strategyIdx].winRate, 2), "%)");
|
||||
}
|
||||
}
|
||||
|
||||
// Blitz Play: Apply penalty to worst performer
|
||||
if(PE_EnableBlitzPlay && activeCount > 0)
|
||||
{
|
||||
// Find worst performer (last in ranking)
|
||||
int worstIdx = ranks[activeCount - 1].index;
|
||||
|
||||
// Remove penalty from previous worst performer (if any)
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive && strategyPerformances[i].inPenaltyMode)
|
||||
{
|
||||
// Check if penalty period has passed (one month)
|
||||
if(now - strategyPerformances[i].penaltyStartTime >= 2592000) // ~30 days
|
||||
{
|
||||
// Restore lot size to before penalty
|
||||
strategyPerformances[i].currentLotSize = strategyPerformances[i].lotSizeBeforePenalty;
|
||||
strategyPerformances[i].inPenaltyMode = false;
|
||||
strategyPerformances[i].penaltyStartTime = 0;
|
||||
|
||||
if(PE_EnableLogging)
|
||||
Print("Blitz Play: Penalty removed from '", strategyPerformances[i].strategyName,
|
||||
"'. Lot size restored to ", strategyPerformances[i].currentLotSize);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Apply penalty to new worst performer
|
||||
if(!strategyPerformances[worstIdx].inPenaltyMode)
|
||||
{
|
||||
strategyPerformances[worstIdx].lotSizeBeforePenalty = strategyPerformances[worstIdx].currentLotSize;
|
||||
// Use symbol-specific minimum lot size
|
||||
double minLot = GetMinLotSizeForSymbol(strategyPerformances[worstIdx].symbol);
|
||||
strategyPerformances[worstIdx].currentLotSize = minLot;
|
||||
strategyPerformances[worstIdx].inPenaltyMode = true;
|
||||
strategyPerformances[worstIdx].penaltyStartTime = now;
|
||||
|
||||
if(PE_EnableLogging)
|
||||
Print("Blitz Play: WORST PERFORMER - '", strategyPerformances[worstIdx].strategyName,
|
||||
"' penalized! Lot size reduced from ", strategyPerformances[worstIdx].lotSizeBeforePenalty,
|
||||
" to minimum ", minLot, " (Score: ", DoubleToString(ranks[activeCount - 1].score, 2),
|
||||
", Profit: $", DoubleToString(strategyPerformances[worstIdx].quarterProfit, 2), ")");
|
||||
}
|
||||
}
|
||||
|
||||
// Log performance report
|
||||
if(PE_EnableLogging)
|
||||
{
|
||||
Print("=== Monthly Performance Ranking ===");
|
||||
for(int i = 0; i < activeCount; i++)
|
||||
{
|
||||
int strategyIdx = ranks[i].index;
|
||||
Print("Rank #", (i+1), ": ", strategyPerformances[strategyIdx].strategyName,
|
||||
" - Score: ", DoubleToString(ranks[i].score, 2),
|
||||
", Profit: $", DoubleToString(strategyPerformances[strategyIdx].quarterProfit, 2),
|
||||
", Win Rate: ", DoubleToString(strategyPerformances[strategyIdx].winRate, 2), "%",
|
||||
", Trades: ", (int)strategyPerformances[strategyIdx].quarterTrades,
|
||||
", Lot Size: ", DoubleToString(strategyPerformances[strategyIdx].currentLotSize, 2));
|
||||
}
|
||||
Print("===================================");
|
||||
}
|
||||
}
|
||||
|
||||
// Reset month metrics for all strategies
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive)
|
||||
{
|
||||
strategyPerformances[i].quarterProfit = 0.0;
|
||||
strategyPerformances[i].quarterTrades = 0;
|
||||
strategyPerformances[i].quarterWins = 0;
|
||||
strategyPerformances[i].quarterLosses = 0;
|
||||
strategyPerformances[i].maxDrawdown = 0.0;
|
||||
strategyPerformances[i].winRate = 0.0;
|
||||
}
|
||||
}
|
||||
|
||||
// Update month dates
|
||||
MqlDateTime dt;
|
||||
TimeToStruct(now, dt);
|
||||
|
||||
// First day of current month
|
||||
dt.day = 1;
|
||||
dt.hour = 0;
|
||||
dt.min = 0;
|
||||
dt.sec = 0;
|
||||
currentMonthStart = StructToTime(dt);
|
||||
|
||||
// First day of next month - 1 second
|
||||
dt.mon += 1;
|
||||
if(dt.mon > 12)
|
||||
{
|
||||
dt.mon = 1;
|
||||
dt.year++;
|
||||
}
|
||||
currentMonthEnd = StructToTime(dt) - 1;
|
||||
|
||||
// Update month dates for all strategies
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
strategyPerformances[i].quarterStart = currentMonthStart;
|
||||
strategyPerformances[i].quarterEnd = currentMonthEnd;
|
||||
}
|
||||
|
||||
lastMonthCheck = now;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Get Current Lot Size for Strategy |
|
||||
//+------------------------------------------------------------------+
|
||||
double GetStrategyLotSize(string strategyName, int magicNumber)
|
||||
{
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].strategyName == strategyName &&
|
||||
strategyPerformances[i].magicNumber == magicNumber &&
|
||||
strategyPerformances[i].isActive)
|
||||
{
|
||||
return strategyPerformances[i].currentLotSize;
|
||||
}
|
||||
}
|
||||
return 0.0;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Process Performance Evaluation (call from OnTick) |
|
||||
//+------------------------------------------------------------------+
|
||||
void ProcessPerformanceEvaluation()
|
||||
{
|
||||
// Check if month ended
|
||||
CheckMonthEnd();
|
||||
|
||||
// Check for penalty expiration (blitz play)
|
||||
if(PE_EnableBlitzPlay)
|
||||
{
|
||||
datetime now = TimeCurrent();
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive && strategyPerformances[i].inPenaltyMode)
|
||||
{
|
||||
// Check if penalty period has passed (one month = ~30 days)
|
||||
if(now - strategyPerformances[i].penaltyStartTime >= 2592000)
|
||||
{
|
||||
// Restore lot size to before penalty
|
||||
strategyPerformances[i].currentLotSize = strategyPerformances[i].lotSizeBeforePenalty;
|
||||
strategyPerformances[i].inPenaltyMode = false;
|
||||
strategyPerformances[i].penaltyStartTime = 0;
|
||||
|
||||
if(PE_EnableLogging)
|
||||
Print("Blitz Play: Penalty expired for '", strategyPerformances[i].strategyName,
|
||||
"'. Lot size restored to ", strategyPerformances[i].currentLotSize);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Update performance metrics periodically (every hour)
|
||||
static datetime lastUpdate = 0;
|
||||
if(TimeCurrent() - lastUpdate >= 3600)
|
||||
{
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive)
|
||||
{
|
||||
UpdateStrategyPerformance(strategyPerformances[i].strategyName,
|
||||
strategyPerformances[i].magicNumber);
|
||||
}
|
||||
}
|
||||
lastUpdate = TimeCurrent();
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Get Performance Summary |
|
||||
//+------------------------------------------------------------------+
|
||||
string GetPerformanceSummary()
|
||||
{
|
||||
string summary = "\n=== Performance Summary ===\n";
|
||||
summary += "Current Month: " + TimeToString(currentMonthStart) + " to " + TimeToString(currentMonthEnd) + "\n\n";
|
||||
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive)
|
||||
{
|
||||
summary += strategyPerformances[i].strategyName + ":\n";
|
||||
summary += " Profit: $" + DoubleToString(strategyPerformances[i].quarterProfit, 2) + "\n";
|
||||
summary += " Trades: " + IntegerToString((int)strategyPerformances[i].quarterTrades) + "\n";
|
||||
summary += " Win Rate: " + DoubleToString(strategyPerformances[i].winRate, 2) + "%\n";
|
||||
summary += " Lot Size: " + DoubleToString(strategyPerformances[i].currentLotSize, 2) + "\n\n";
|
||||
}
|
||||
}
|
||||
|
||||
return summary;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,76 @@
|
||||
# United EA Strategy Configuration Summary
|
||||
|
||||
## Strategy Symbols and Magic Numbers
|
||||
|
||||
### Strategy 1: DarvasBox
|
||||
- **Symbol**: XAUUSD (Gold/USD)
|
||||
- **Magic Number**: 135790
|
||||
|
||||
### Strategy 2: EMASlopeDistance
|
||||
- **Symbol**: XAUUSD (Gold/USD)
|
||||
- **Magic Number**: 12350
|
||||
|
||||
### Strategy 3: RSICrossOverReversal
|
||||
- **Symbol**: XAUUSD (Gold/USD)
|
||||
- **Magic Number**: 7
|
||||
|
||||
### Strategy 4: RSIMidPointHijack
|
||||
- **Symbol**: XAUUSD (Gold/USD)
|
||||
- **Magic Numbers**:
|
||||
- RSIFollow: 1001
|
||||
- RSIReverse: 1002
|
||||
- EMACross: 1003
|
||||
|
||||
### Strategy 5: RSI Scalping APPL (Apple)
|
||||
- **Symbol**: AAPL (Apple stock)
|
||||
- **Magic Number**: 20001
|
||||
- **Note**: Changed from "APPL" to "AAPL" (correct ticker symbol)
|
||||
|
||||
### Strategy 6: RSI Scalping BTCUSD
|
||||
- **Symbol**: BTCUSD (Bitcoin/USD)
|
||||
- **Magic Number**: 123459123
|
||||
|
||||
### Strategy 7: RSI Scalping MSFT
|
||||
- **Symbol**: MSFT (Microsoft stock)
|
||||
- **Magic Number**: 20002
|
||||
|
||||
### Strategy 8: RSI Scalping NVDA
|
||||
- **Symbol**: NVDA (NVIDIA stock)
|
||||
- **Magic Number**: 20003
|
||||
|
||||
### Strategy 9: RSI Scalping TSLA
|
||||
- **Symbol**: TSLA (Tesla stock)
|
||||
- **Magic Number**: 125421321
|
||||
|
||||
### Strategy 10: RSI Scalping XAUUSD
|
||||
- **Symbol**: XAUUSD (Gold/USD)
|
||||
- **Magic Number**: 129102315
|
||||
|
||||
## Important Notes
|
||||
|
||||
1. **Stock Symbols**: Stock symbols (AAPL, MSFT, NVDA, TSLA) must be:
|
||||
- Added to Market Watch in MetaTrader 5
|
||||
- Available from your broker
|
||||
- Use the correct ticker symbol (e.g., "AAPL" not "APPL")
|
||||
|
||||
2. **Magic Numbers**: All strategies have unique magic numbers to prevent interference:
|
||||
- Each strategy can be identified by its magic number
|
||||
- RSIMidPointHijack uses 3 magic numbers (one for each sub-strategy)
|
||||
|
||||
3. **Symbol Configuration**: Each strategy trades on its own symbol:
|
||||
- You can change symbols in the input parameters
|
||||
- The EA will log warnings if a symbol is not available
|
||||
- Strategies with unavailable symbols will be skipped (EA continues running)
|
||||
|
||||
4. **RSI Scalping Strategies**:
|
||||
- Each RSI Scalping variant trades on a different symbol
|
||||
- They all use the same strategy logic but with different parameters
|
||||
- Buy and sell signals are generated based on RSI levels for each symbol
|
||||
|
||||
## Troubleshooting
|
||||
|
||||
If stock symbols are not working:
|
||||
1. Check if the symbol exists in your broker's symbol list
|
||||
2. Add the symbol to Market Watch in MetaTrader 5
|
||||
3. Verify the symbol name matches your broker's naming convention
|
||||
4. Some brokers use prefixes/suffixes (e.g., "NASDAQ:AAPL" or "AAPL.US")
|
||||
@@ -0,0 +1,300 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| DarvasBoxStrategy.mqh |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
bool InitDarvasBox(string symbol)
|
||||
{
|
||||
dbData.symbol = symbol;
|
||||
dbData.boxHigh = 0;
|
||||
dbData.boxLow = 0;
|
||||
dbData.boxFormed = false;
|
||||
dbData.lastBoxTime = 0;
|
||||
dbData.boxName = "DarvasBox_" + IntegerToString(DB_MagicNumber) + "_";
|
||||
|
||||
// Check if symbol exists
|
||||
if(!SymbolSelect(symbol, true))
|
||||
{
|
||||
Print("DarvasBox: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
|
||||
return false;
|
||||
}
|
||||
|
||||
Sleep(100); // Wait for symbol to be ready
|
||||
|
||||
dbData.point = SymbolInfoDouble(symbol, SYMBOL_POINT);
|
||||
dbData.minStopLevel = SymbolInfoInteger(symbol, SYMBOL_TRADE_STOPS_LEVEL) * dbData.point;
|
||||
|
||||
dbData.maHandle = iMA(symbol, DB_TrendTimeframe, DB_MA_Period, 0, DB_MA_Method, DB_MA_Price);
|
||||
dbData.volumeHandle = iVolumes(symbol, PERIOD_CURRENT, VOLUME_TICK);
|
||||
|
||||
if(dbData.maHandle == INVALID_HANDLE || dbData.volumeHandle == INVALID_HANDLE)
|
||||
{
|
||||
Print("DarvasBox: Error creating indicators for '", symbol, "'");
|
||||
return false;
|
||||
}
|
||||
|
||||
dbData.trade.SetDeviationInPoints(10);
|
||||
dbData.trade.SetTypeFilling(ORDER_FILLING_IOC);
|
||||
dbData.trade.SetAsyncMode(false);
|
||||
dbData.trade.SetExpertMagicNumber(DB_MagicNumber);
|
||||
|
||||
ObjectsDeleteAll(0, dbData.boxName);
|
||||
dbData.isInitialized = true;
|
||||
Print("DarvasBox: Successfully initialized for symbol '", symbol, "'");
|
||||
return true;
|
||||
}
|
||||
|
||||
void DeinitDarvasBox()
|
||||
{
|
||||
if(dbData.maHandle != INVALID_HANDLE) IndicatorRelease(dbData.maHandle);
|
||||
if(dbData.volumeHandle != INVALID_HANDLE) IndicatorRelease(dbData.volumeHandle);
|
||||
ObjectsDeleteAll(0, dbData.boxName);
|
||||
}
|
||||
|
||||
void DrawDarvasBox()
|
||||
{
|
||||
if(!dbData.boxFormed) return;
|
||||
|
||||
datetime time1 = iTime(dbData.symbol, PERIOD_H1, DB_BoxPeriod);
|
||||
datetime time2 = iTime(dbData.symbol, PERIOD_H1, 0);
|
||||
|
||||
ObjectsDeleteAll(0, dbData.boxName);
|
||||
|
||||
ObjectCreate(0, dbData.boxName + "Top", OBJ_TREND, 0, time1, dbData.boxHigh, time2, dbData.boxHigh);
|
||||
ObjectCreate(0, dbData.boxName + "Bottom", OBJ_TREND, 0, time1, dbData.boxLow, time2, dbData.boxLow);
|
||||
|
||||
ObjectSetInteger(0, dbData.boxName + "Top", OBJPROP_COLOR, DB_BoxColor);
|
||||
ObjectSetInteger(0, dbData.boxName + "Bottom", OBJPROP_COLOR, DB_BoxColor);
|
||||
ObjectSetInteger(0, dbData.boxName + "Top", OBJPROP_WIDTH, DB_BoxWidth);
|
||||
ObjectSetInteger(0, dbData.boxName + "Bottom", OBJPROP_WIDTH, DB_BoxWidth);
|
||||
ObjectSetInteger(0, dbData.boxName + "Top", OBJPROP_RAY_RIGHT, true);
|
||||
ObjectSetInteger(0, dbData.boxName + "Bottom", OBJPROP_RAY_RIGHT, true);
|
||||
}
|
||||
|
||||
void CalculateDarvasBox()
|
||||
{
|
||||
double high = 0;
|
||||
double low = DBL_MAX;
|
||||
|
||||
// Find highest high and lowest low in the period - EXACTLY like original
|
||||
for(int i = 0; i < DB_BoxPeriod; i++)
|
||||
{
|
||||
high = MathMax(high, iHigh(dbData.symbol, PERIOD_H1, i));
|
||||
low = MathMin(low, iLow(dbData.symbol, PERIOD_H1, i));
|
||||
}
|
||||
|
||||
double range = high - low;
|
||||
double allowedRange = DB_BoxDeviation * dbData.point; // Use dbData.point instead of _Point
|
||||
|
||||
if(DB_EnableLogging)
|
||||
{
|
||||
Print("DarvasBox: Box Calculation - High: ", high, " Low: ", low, " Range: ", range, " Allowed Range: ", allowedRange);
|
||||
}
|
||||
|
||||
// Check if box is formed - EXACTLY like original
|
||||
if(range <= allowedRange)
|
||||
{
|
||||
dbData.boxHigh = high;
|
||||
dbData.boxLow = low;
|
||||
dbData.boxFormed = true;
|
||||
dbData.lastBoxTime = iTime(dbData.symbol, PERIOD_CURRENT, 0);
|
||||
|
||||
// Draw the box
|
||||
DrawDarvasBox();
|
||||
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Box Formed - High: ", dbData.boxHigh, " Low: ", dbData.boxLow, " Time: ", dbData.lastBoxTime);
|
||||
}
|
||||
else
|
||||
{
|
||||
dbData.boxFormed = false;
|
||||
// Delete box if it exists
|
||||
ObjectsDeleteAll(0, dbData.boxName);
|
||||
}
|
||||
}
|
||||
|
||||
bool ValidateStopLevels(double price, double &sl, double &tp, ENUM_ORDER_TYPE orderType)
|
||||
{
|
||||
double minSlDistance = MathMax(dbData.minStopLevel, DB_StopLoss * dbData.point);
|
||||
double minTpDistance = MathMax(dbData.minStopLevel, DB_TakeProfit * dbData.point);
|
||||
|
||||
if(orderType == ORDER_TYPE_BUY)
|
||||
{
|
||||
sl = price - minSlDistance;
|
||||
tp = price + minTpDistance;
|
||||
}
|
||||
else
|
||||
{
|
||||
sl = price + minSlDistance;
|
||||
tp = price - minTpDistance;
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
bool IsTrendFavorable(ENUM_ORDER_TYPE orderType)
|
||||
{
|
||||
double ma[];
|
||||
ArraySetAsSeries(ma, true);
|
||||
|
||||
if(CopyBuffer(dbData.maHandle, 0, 0, 2, ma) <= 0)
|
||||
return false;
|
||||
|
||||
double currentPrice = SymbolInfoDouble(dbData.symbol, SYMBOL_ASK);
|
||||
double trendStrength = MathAbs(currentPrice - ma[0]) / dbData.point;
|
||||
|
||||
if(orderType == ORDER_TYPE_BUY)
|
||||
return (currentPrice > ma[0] && trendStrength > DB_TrendThreshold);
|
||||
else
|
||||
return (currentPrice < ma[0] && trendStrength > DB_TrendThreshold);
|
||||
}
|
||||
|
||||
bool CheckVolumeConditions()
|
||||
{
|
||||
double volumes[];
|
||||
ArraySetAsSeries(volumes, true);
|
||||
|
||||
if(CopyBuffer(dbData.volumeHandle, 0, 0, DB_VolumeMA_Period + 1, volumes) <= 0)
|
||||
return false;
|
||||
|
||||
double volumeMA = 0;
|
||||
for(int i = 1; i <= DB_VolumeMA_Period; i++)
|
||||
volumeMA += volumes[i];
|
||||
volumeMA /= DB_VolumeMA_Period;
|
||||
|
||||
double currentVolume = volumes[0];
|
||||
double volumeRatio = currentVolume / volumeMA;
|
||||
|
||||
return (volumeRatio > DB_VolumeThresholdMultiplier);
|
||||
}
|
||||
|
||||
bool PlaceOrder(ENUM_ORDER_TYPE orderType, double price, double sl, double tp)
|
||||
{
|
||||
if(!ValidateStopLevels(price, sl, tp, orderType))
|
||||
{
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Order rejected - Stop levels validation failed");
|
||||
return false;
|
||||
}
|
||||
|
||||
if(!IsTrendFavorable(orderType))
|
||||
{
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Order rejected - Trend not favorable for ", EnumToString(orderType));
|
||||
return false;
|
||||
}
|
||||
|
||||
if(!CheckVolumeConditions())
|
||||
{
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Order rejected - Volume conditions not met");
|
||||
return false;
|
||||
}
|
||||
|
||||
bool result = false;
|
||||
|
||||
// Use market price (0) instead of explicit price - this ensures market order execution
|
||||
// In backtesting, explicit price might fail if price has moved
|
||||
if(orderType == ORDER_TYPE_BUY)
|
||||
result = dbData.trade.Buy(0.01, dbData.symbol, 0, sl, tp, "Darvas Box Breakout");
|
||||
else
|
||||
result = dbData.trade.Sell(0.01, dbData.symbol, 0, sl, tp, "Darvas Box Breakdown");
|
||||
|
||||
// Always log errors, success only if logging enabled
|
||||
if(result)
|
||||
{
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: ", (orderType == ORDER_TYPE_BUY ? "Buy" : "Sell"), " Order Placed Successfully");
|
||||
}
|
||||
else
|
||||
{
|
||||
// Always log failures with detailed info
|
||||
uint retcode_uint = dbData.trade.ResultRetcode();
|
||||
int retcode = (int)retcode_uint;
|
||||
string desc = dbData.trade.ResultRetcodeDescription();
|
||||
ulong deal = dbData.trade.ResultDeal();
|
||||
ulong order = dbData.trade.ResultOrder();
|
||||
Print("DarvasBox: ", (orderType == ORDER_TYPE_BUY ? "Buy" : "Sell"),
|
||||
" Order Failed - Retcode: ", retcode,
|
||||
", Description: ", desc,
|
||||
", Deal: ", deal,
|
||||
", Order: ", order,
|
||||
", Symbol: ", dbData.symbol,
|
||||
", Requested Price: ", price,
|
||||
", SL: ", sl,
|
||||
", TP: ", tp);
|
||||
}
|
||||
|
||||
return result;
|
||||
}
|
||||
|
||||
void ProcessDarvasBox(string symbol)
|
||||
{
|
||||
// Skip if not initialized (symbol not available)
|
||||
if(!dbData.isInitialized)
|
||||
return;
|
||||
|
||||
dbData.symbol = symbol; // Update symbol in case it changed
|
||||
|
||||
// Calculate new box levels - EXACTLY like original (called every tick)
|
||||
CalculateDarvasBox();
|
||||
|
||||
// Check for trading signals - EXACTLY like original (checked every tick)
|
||||
if(dbData.boxFormed)
|
||||
{
|
||||
double currentPrice = SymbolInfoDouble(dbData.symbol, SYMBOL_ASK);
|
||||
long currentVolume_long = iVolume(dbData.symbol, PERIOD_CURRENT, 0);
|
||||
double currentVolume = (double)currentVolume_long;
|
||||
|
||||
if(DB_EnableLogging)
|
||||
{
|
||||
Print("DarvasBox: Current Price: ", currentPrice, " Box High: ", dbData.boxHigh, " Box Low: ", dbData.boxLow);
|
||||
Print("DarvasBox: Current Volume: ", currentVolume, " Volume Threshold: ", DB_VolumeThreshold);
|
||||
}
|
||||
|
||||
// Check for breakout above box - EXACTLY like original
|
||||
if(currentPrice > dbData.boxHigh && currentVolume > DB_VolumeThreshold)
|
||||
{
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Breakout Signal Detected - Price above box high");
|
||||
|
||||
// Buy signal
|
||||
if(!PositionExistsByMagic(dbData.symbol, (ulong)DB_MagicNumber)) // No existing positions with our magic number
|
||||
{
|
||||
double sl = currentPrice - DB_StopLoss * dbData.point;
|
||||
double tp = currentPrice + DB_TakeProfit * dbData.point;
|
||||
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Preparing Buy Order - Price: ", currentPrice, " SL: ", sl, " TP: ", tp);
|
||||
|
||||
PlaceOrder(ORDER_TYPE_BUY, currentPrice, sl, tp);
|
||||
}
|
||||
else if(DB_EnableLogging)
|
||||
Print("DarvasBox: Skipping Buy Signal - Position already exists");
|
||||
}
|
||||
|
||||
// Check for breakdown below box - EXACTLY like original
|
||||
if(currentPrice < dbData.boxLow && currentVolume > DB_VolumeThreshold)
|
||||
{
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Breakdown Signal Detected - Price below box low");
|
||||
|
||||
// Sell signal
|
||||
if(!PositionExistsByMagic(dbData.symbol, (ulong)DB_MagicNumber)) // No existing positions with our magic number
|
||||
{
|
||||
double sl = currentPrice + DB_StopLoss * dbData.point;
|
||||
double tp = currentPrice - DB_TakeProfit * dbData.point;
|
||||
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Preparing Sell Order - Price: ", currentPrice, " SL: ", sl, " TP: ", tp);
|
||||
|
||||
PlaceOrder(ORDER_TYPE_SELL, currentPrice, sl, tp);
|
||||
}
|
||||
else if(DB_EnableLogging)
|
||||
Print("DarvasBox: Skipping Sell Signal - Position already exists");
|
||||
}
|
||||
}
|
||||
else if(DB_EnableLogging)
|
||||
Print("DarvasBox: No Box Formed - Waiting for consolidation");
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
+496
@@ -0,0 +1,496 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| EMASlopeDistanceStrategy.mqh |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
bool InitEMASlopeDistance(string symbol)
|
||||
{
|
||||
esData.symbol = symbol;
|
||||
esData.letzte_überwachung_zeit = 0;
|
||||
esData.überwachung_aktiv = false;
|
||||
esData.preis_trigger_aktiv = false;
|
||||
esData.steigung_trigger_aktiv = false;
|
||||
esData.ticket = 0;
|
||||
esData.trades_in_current_crossover = 0;
|
||||
esData.crossover_detected = false;
|
||||
esData.trade_open_time = 0;
|
||||
esData.last_bar_time = 0;
|
||||
|
||||
// Check if symbol exists
|
||||
if(!SymbolSelect(symbol, true))
|
||||
{
|
||||
Print("EMASlopeDistance: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
|
||||
return false;
|
||||
}
|
||||
|
||||
Sleep(100); // Wait for symbol to be ready
|
||||
|
||||
esData.trade.SetExpertMagicNumber(ES_MagicNumber);
|
||||
esData.trade.SetDeviationInPoints(10);
|
||||
esData.trade.SetTypeFilling(ORDER_FILLING_IOC);
|
||||
|
||||
esData.ema_handle = iMA(symbol, ES_Timeframe, ES_EMA_Periode, 0, MODE_EMA, PRICE_CLOSE);
|
||||
|
||||
if(esData.ema_handle == INVALID_HANDLE)
|
||||
{
|
||||
Print("EMASlopeDistance: Error creating EMA indicator for '", symbol, "'");
|
||||
return false;
|
||||
}
|
||||
|
||||
ArraySetAsSeries(esData.ema_array, true);
|
||||
esData.isInitialized = true;
|
||||
Print("EMASlopeDistance: Successfully initialized for symbol '", symbol, "'");
|
||||
return true;
|
||||
}
|
||||
|
||||
void DeinitEMASlopeDistance()
|
||||
{
|
||||
if(esData.ema_handle != INVALID_HANDLE)
|
||||
IndicatorRelease(esData.ema_handle);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| EMA Berechnung (EMA Calculation) |
|
||||
//+------------------------------------------------------------------+
|
||||
void BerechneEMA()
|
||||
{
|
||||
//--- EMA Werte vom Indicator kopieren (Copy EMA values from indicator)
|
||||
int copied = CopyBuffer(esData.ema_handle, 0, 0, 3, esData.ema_array);
|
||||
|
||||
if(copied <= 0)
|
||||
{
|
||||
Print("TRACE: Fehler beim Kopieren der EMA Werte - Copied: ", copied);
|
||||
return;
|
||||
}
|
||||
|
||||
Print("TRACE: EMA Werte kopiert: ", copied, " Bars");
|
||||
Print("TRACE: EMA [0]: ", esData.ema_array[0], " [1]: ", esData.ema_array[1], " [2]: ", esData.ema_array[2]);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Trigger-Bedingungen prüfen (Check trigger conditions) |
|
||||
//+------------------------------------------------------------------+
|
||||
void PrüfeTrigger()
|
||||
{
|
||||
if(ArraySize(esData.ema_array) < 2)
|
||||
{
|
||||
Print("TRACE: Array zu klein - Größe: ", ArraySize(esData.ema_array));
|
||||
return;
|
||||
}
|
||||
|
||||
//--- Aktuelle Werte (Current values)
|
||||
double aktueller_preis = SymbolInfoDouble(esData.symbol, SYMBOL_BID);
|
||||
double aktueller_ask = SymbolInfoDouble(esData.symbol, SYMBOL_ASK);
|
||||
double aktueller_close = iClose(esData.symbol, ES_Timeframe, 0);
|
||||
int digits = (int)SymbolInfoInteger(esData.symbol, SYMBOL_DIGITS);
|
||||
double point = SymbolInfoDouble(esData.symbol, SYMBOL_POINT);
|
||||
double pips_multiplier = (digits == 3 || digits == 5) ? 10.0 : 1.0;
|
||||
|
||||
//--- EMA Werte in Variablen (EMA values in variables)
|
||||
double ema_aktuell = esData.ema_array[0];
|
||||
double ema_vorher = esData.ema_array[1];
|
||||
|
||||
//--- EMA Crossover Erkennung (EMA Crossover Detection)
|
||||
// Prüfe ob Preis die EMA kreuzt (Check if price crosses EMA)
|
||||
static double last_close = 0;
|
||||
static double last_ema = 0;
|
||||
|
||||
if(last_close != 0 && last_ema != 0)
|
||||
{
|
||||
bool crossover_bullish = (last_close <= last_ema) && (aktueller_close > ema_aktuell);
|
||||
bool crossover_bearish = (last_close >= last_ema) && (aktueller_close < ema_aktuell);
|
||||
|
||||
//--- Neues Crossover-Ereignis erkannt (New crossover event detected)
|
||||
if(crossover_bullish || crossover_bearish)
|
||||
{
|
||||
esData.trades_in_current_crossover = 0; // Reset trade counter
|
||||
Print("TRACE: EMA Crossover erkannt - ", (crossover_bullish ? "BULLISH" : "BEARISH"), " - Trade-Counter zurückgesetzt");
|
||||
Print("TRACE: Vorher: Close=", last_close, " EMA=", last_ema, " Jetzt: Close=", aktueller_close, " EMA=", ema_aktuell);
|
||||
}
|
||||
}
|
||||
|
||||
//--- Aktuelle Werte für nächsten Vergleich speichern (Save current values for next comparison)
|
||||
last_close = aktueller_close;
|
||||
last_ema = ema_aktuell;
|
||||
|
||||
//--- Preisbewegung zur EMA prüfen (Check price action to EMA)
|
||||
double preis_abstand = MathAbs(aktueller_close - ema_aktuell) / point / pips_multiplier;
|
||||
|
||||
Print("TRACE: Preis-Abstand: ", preis_abstand, " Pips (Schwelle: ", ES_PreisSchwelle, ")");
|
||||
Print("TRACE: Close: ", aktueller_close, " EMA: ", ema_aktuell);
|
||||
Print("TRACE: Trades im aktuellen Crossover: ", esData.trades_in_current_crossover, "/", ES_MaxTradesPerCrossover);
|
||||
|
||||
if(preis_abstand > ES_PreisSchwelle && !esData.preis_trigger_aktiv)
|
||||
{
|
||||
esData.preis_trigger_aktiv = true;
|
||||
Print("TRACE: Preis-Trigger aktiviert: ", preis_abstand, " Pips");
|
||||
}
|
||||
|
||||
//--- EMA Steigung prüfen (Check EMA slope)
|
||||
double steigung = (ema_aktuell - ema_vorher) / point / pips_multiplier;
|
||||
|
||||
Print("TRACE: EMA Steigung: ", steigung, " Pips (Schwelle: ", ES_SteigungSchwelle, ")");
|
||||
|
||||
if(MathAbs(steigung) > ES_SteigungSchwelle && !esData.steigung_trigger_aktiv)
|
||||
{
|
||||
esData.steigung_trigger_aktiv = true;
|
||||
Print("TRACE: Steigungs-Trigger aktiviert: ", steigung, " Pips");
|
||||
}
|
||||
|
||||
//--- Überwachung starten wenn beide Trigger aktiv sind (Start monitoring when both triggers are active)
|
||||
if(esData.preis_trigger_aktiv && esData.steigung_trigger_aktiv && !esData.überwachung_aktiv)
|
||||
{
|
||||
esData.überwachung_aktiv = true;
|
||||
|
||||
if(ES_UseBarData)
|
||||
{
|
||||
esData.letzte_überwachung_zeit = iTime(esData.symbol, ES_Timeframe, 0); // Aktuelle Bar-Zeit
|
||||
Print("TRACE: Überwachung gestartet - Beide Trigger aktiv (Bar: ", TimeToString(esData.letzte_überwachung_zeit), ")");
|
||||
}
|
||||
else
|
||||
{
|
||||
esData.letzte_überwachung_zeit = TimeCurrent(); // Aktuelle Tick-Zeit
|
||||
Print("TRACE: Überwachung gestartet - Beide Trigger aktiv (Tick)");
|
||||
}
|
||||
}
|
||||
|
||||
//--- Trade platzieren wenn Überwachung aktiv und Preis über/unter EMA (Place trade when monitoring active and price above/below EMA)
|
||||
if(esData.überwachung_aktiv)
|
||||
{
|
||||
bool bullish_signal = aktueller_close > ema_aktuell;
|
||||
bool bearish_signal = aktueller_close < ema_aktuell;
|
||||
|
||||
Print("TRACE: Signal Check - Bullish: ", bullish_signal, " Bearish: ", bearish_signal);
|
||||
Print("TRACE: Close: ", aktueller_close, " EMA: ", ema_aktuell);
|
||||
Print("TRACE: Differenz: ", aktueller_close - ema_aktuell);
|
||||
|
||||
//--- Trade-Limit prüfen (Check trade limit)
|
||||
if(esData.trades_in_current_crossover >= ES_MaxTradesPerCrossover)
|
||||
{
|
||||
Print("TRACE: Trade-Limit erreicht (", ES_MaxTradesPerCrossover, ") - Kein neuer Trade");
|
||||
return;
|
||||
}
|
||||
|
||||
if(bullish_signal && !PositionExistsByMagic(esData.symbol, (ulong)ES_MagicNumber))
|
||||
{
|
||||
Print("TRACE: Versuche KAUF-Trade zu platzieren (Trade #", esData.trades_in_current_crossover + 1, ")");
|
||||
if(PlatziereTrade(ORDER_TYPE_BUY))
|
||||
{
|
||||
esData.trades_in_current_crossover++;
|
||||
}
|
||||
}
|
||||
else if(bearish_signal && !PositionExistsByMagic(esData.symbol, (ulong)ES_MagicNumber))
|
||||
{
|
||||
Print("TRACE: Versuche VERKAUF-Trade zu platzieren (Trade #", esData.trades_in_current_crossover + 1, ")");
|
||||
if(PlatziereTrade(ORDER_TYPE_SELL))
|
||||
{
|
||||
esData.trades_in_current_crossover++;
|
||||
}
|
||||
}
|
||||
else if(PositionExistsByMagic(esData.symbol, (ulong)ES_MagicNumber))
|
||||
{
|
||||
Print("TRACE: Position bereits offen - kein neuer Trade");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Trade platzieren (Place trade) |
|
||||
//+------------------------------------------------------------------+
|
||||
bool PlatziereTrade(ENUM_ORDER_TYPE order_type)
|
||||
{
|
||||
Print("TRACE: Versuche Trade zu platzieren - Typ: ", (order_type == ORDER_TYPE_BUY) ? "KAUF" : "VERKAUF");
|
||||
Print("TRACE: Lot: ", g_ES_LotSize);
|
||||
|
||||
bool success = false;
|
||||
|
||||
if(order_type == ORDER_TYPE_BUY)
|
||||
{
|
||||
success = esData.trade.Buy(g_ES_LotSize, esData.symbol, 0, 0, 0, "EMA Crossover Trade");
|
||||
}
|
||||
else
|
||||
{
|
||||
success = esData.trade.Sell(g_ES_LotSize, esData.symbol, 0, 0, 0, "EMA Crossover Trade");
|
||||
}
|
||||
|
||||
if(success)
|
||||
{
|
||||
esData.ticket = (int)esData.trade.ResultOrder();
|
||||
Print("TRACE: Trade erfolgreich platziert: ", (order_type == ORDER_TYPE_BUY) ? "KAUF" : "VERKAUF", " Ticket: ", esData.ticket);
|
||||
|
||||
//--- Trade-Öffnungszeit speichern (Save trade opening time)
|
||||
esData.trade_open_time = iTime(esData.symbol, ES_Timeframe, 0);
|
||||
Print("TRACE: Trade-Öffnungszeit: ", TimeToString(esData.trade_open_time));
|
||||
|
||||
//--- Überwachung zurücksetzen (Reset monitoring)
|
||||
esData.überwachung_aktiv = false;
|
||||
esData.preis_trigger_aktiv = false;
|
||||
esData.steigung_trigger_aktiv = false;
|
||||
|
||||
return true;
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Fehler beim Platzieren des Trades - Retcode: ", esData.trade.ResultRetcode());
|
||||
Print("TRACE: Fehlerbeschreibung: ", esData.trade.ResultRetcodeDescription());
|
||||
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Trades verwalten (Manage trades) |
|
||||
//+------------------------------------------------------------------+
|
||||
void VerwalteTrades()
|
||||
{
|
||||
if(!PositionSelectByMagic(esData.symbol, (ulong)ES_MagicNumber))
|
||||
return;
|
||||
|
||||
double position_profit = PositionGetDouble(POSITION_PROFIT);
|
||||
double position_open_price = PositionGetDouble(POSITION_PRICE_OPEN);
|
||||
double current_price = PositionGetDouble(POSITION_PRICE_CURRENT);
|
||||
ENUM_POSITION_TYPE position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
|
||||
int digits = (int)SymbolInfoInteger(esData.symbol, SYMBOL_DIGITS);
|
||||
double point = SymbolInfoDouble(esData.symbol, SYMBOL_POINT);
|
||||
double pips_multiplier = (digits == 3 || digits == 5) ? 10.0 : 1.0;
|
||||
double trailing_stop_pips = ES_TrailingStop;
|
||||
|
||||
//--- Gleitender Stop (Trailing Stop) - nur wenn Position im Profit ist
|
||||
if(position_profit > 0) // Only apply trailing stop when in profit
|
||||
{
|
||||
if(position_type == POSITION_TYPE_BUY)
|
||||
{
|
||||
double new_stop_loss = current_price - (trailing_stop_pips * point * pips_multiplier);
|
||||
double current_stop_loss = PositionGetDouble(POSITION_SL);
|
||||
|
||||
// Only move stop loss if new stop is higher than current stop
|
||||
if(new_stop_loss > current_stop_loss)
|
||||
{
|
||||
ÄndereStopLoss(new_stop_loss);
|
||||
}
|
||||
}
|
||||
else if(position_type == POSITION_TYPE_SELL)
|
||||
{
|
||||
double new_stop_loss = current_price + (trailing_stop_pips * point * pips_multiplier);
|
||||
double current_stop_loss = PositionGetDouble(POSITION_SL);
|
||||
|
||||
// Only move stop loss if new stop is lower than current stop
|
||||
if(new_stop_loss < current_stop_loss || current_stop_loss == 0)
|
||||
{
|
||||
ÄndereStopLoss(new_stop_loss);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//--- Ausstieg bei Preis unter/über EMA (Exit when price below/above EMA)
|
||||
if(ArraySize(esData.ema_array) >= 1)
|
||||
{
|
||||
double aktueller_close = iClose(esData.symbol, ES_Timeframe, 0);
|
||||
double ema_aktuell = esData.ema_array[0];
|
||||
bool exit_bullish = (position_type == POSITION_TYPE_SELL && aktueller_close > ema_aktuell);
|
||||
bool exit_bearish = (position_type == POSITION_TYPE_BUY && aktueller_close < ema_aktuell);
|
||||
|
||||
if(exit_bullish || exit_bearish)
|
||||
{
|
||||
Print("TRACE: Ausstiegssignal - Close: ", aktueller_close, " EMA: ", ema_aktuell);
|
||||
SchließePosition("EMA Crossover Exit");
|
||||
|
||||
Print("TRACE: Position geschlossen - Trade-Counter bleibt bei ", esData.trades_in_current_crossover);
|
||||
}
|
||||
}
|
||||
|
||||
//--- Profit-Prüfung nach X Bars (Profit check after X bars)
|
||||
if(ES_CloseUnprofitableTrades && esData.trade_open_time != 0 && PositionExistsByMagic(esData.symbol, (ulong)ES_MagicNumber))
|
||||
{
|
||||
Print("TRACE: Profit-Prüfung aktiviert - CloseUnprofitableTrades: ", ES_CloseUnprofitableTrades);
|
||||
PrüfeProfitNachBars();
|
||||
}
|
||||
else if(!ES_CloseUnprofitableTrades)
|
||||
{
|
||||
Print("TRACE: Profit-Prüfung deaktiviert - CloseUnprofitableTrades: ", ES_CloseUnprofitableTrades);
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Profit-Prüfung nach X Bars (Profit check after X bars) |
|
||||
//+------------------------------------------------------------------+
|
||||
void PrüfeProfitNachBars()
|
||||
{
|
||||
if(!PositionSelectByMagic(esData.symbol, (ulong)ES_MagicNumber))
|
||||
{
|
||||
return; // Keine Position offen
|
||||
}
|
||||
|
||||
datetime current_bar_time = iTime(esData.symbol, ES_Timeframe, 0);
|
||||
int bars_since_trade_open = iBarShift(esData.symbol, ES_Timeframe, esData.trade_open_time);
|
||||
|
||||
Print("TRACE: Bars seit Trade-Öffnung: ", bars_since_trade_open, "/", ES_ProfitCheckBars);
|
||||
|
||||
//--- Prüfe ob genügend Bars vergangen sind (Check if enough bars have passed)
|
||||
if(bars_since_trade_open >= ES_ProfitCheckBars)
|
||||
{
|
||||
double position_profit = PositionGetDouble(POSITION_PROFIT);
|
||||
double position_volume = PositionGetDouble(POSITION_VOLUME);
|
||||
ENUM_POSITION_TYPE position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
|
||||
Print("TRACE: Profit-Prüfung nach ", ES_ProfitCheckBars, " Bars");
|
||||
Print("TRACE: Position Profit: ", position_profit, " USD");
|
||||
|
||||
//--- Schließe Position wenn nicht im Profit (Close position if not in profit)
|
||||
if(position_profit <= 0)
|
||||
{
|
||||
Print("TRACE: Position nicht im Profit - Schließe Position");
|
||||
SchließePosition("Profit Check - Unprofitable");
|
||||
|
||||
//--- Trade-Öffnungszeit zurücksetzen (Reset trade opening time)
|
||||
esData.trade_open_time = 0;
|
||||
Print("TRACE: Trade-Öffnungszeit zurückgesetzt");
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Position im Profit - Behalte Position");
|
||||
//--- Trade-Öffnungszeit zurücksetzen um weitere Prüfungen zu vermeiden (Reset to avoid further checks)
|
||||
esData.trade_open_time = 0;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Stop Loss ändern (Modify Stop Loss) |
|
||||
//+------------------------------------------------------------------+
|
||||
void ÄndereStopLoss(double new_stop_loss)
|
||||
{
|
||||
Print("TRACE: Versuche Stop Loss zu ändern auf: ", new_stop_loss);
|
||||
|
||||
bool success = ModifyPositionByMagic(esData.trade, esData.symbol, (ulong)ES_MagicNumber, new_stop_loss, PositionGetDouble(POSITION_TP));
|
||||
|
||||
if(success)
|
||||
{
|
||||
Print("TRACE: Stop Loss erfolgreich geändert auf: ", new_stop_loss);
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Fehler beim Ändern des Stop Loss - Retcode: ", esData.trade.ResultRetcode());
|
||||
Print("TRACE: Fehlerbeschreibung: ", esData.trade.ResultRetcodeDescription());
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Position schließen (Close position) |
|
||||
//+------------------------------------------------------------------+
|
||||
void SchließePosition(string reason = "Unbekannt")
|
||||
{
|
||||
Print("TRACE: Versuche Position zu schließen - Grund: ", reason);
|
||||
|
||||
bool success = ClosePositionByMagic(esData.trade, esData.symbol, (ulong)ES_MagicNumber);
|
||||
|
||||
if(success)
|
||||
{
|
||||
Print("TRACE: Position erfolgreich geschlossen - Grund: ", reason);
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Fehler beim Schließen der Position - Retcode: ", esData.trade.ResultRetcode());
|
||||
Print("TRACE: Fehlerbeschreibung: ", esData.trade.ResultRetcodeDescription());
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert tick function |
|
||||
//+------------------------------------------------------------------+
|
||||
void ProcessEMASlopeDistance(string symbol)
|
||||
{
|
||||
// Skip if not initialized (symbol not available)
|
||||
if(!esData.isInitialized)
|
||||
return;
|
||||
|
||||
esData.symbol = symbol; // Update symbol in case it changed
|
||||
|
||||
//--- Bar-Daten oder Tick-Daten verwenden (Use bar data or tick data)
|
||||
if(ES_UseBarData)
|
||||
{
|
||||
//--- Nur bei neuen Bars ausführen (Only execute on new bars)
|
||||
datetime current_bar_time = iTime(esData.symbol, ES_Timeframe, 0);
|
||||
|
||||
if(current_bar_time == esData.last_bar_time)
|
||||
{
|
||||
return; // Kein neuer Bar, nichts tun
|
||||
}
|
||||
|
||||
esData.last_bar_time = current_bar_time;
|
||||
}
|
||||
|
||||
//--- EMA Werte berechnen (Calculate EMA values)
|
||||
BerechneEMA();
|
||||
|
||||
//--- Debug: Aktuelle Werte ausgeben (Debug: Output current values)
|
||||
if(ArraySize(esData.ema_array) > 0)
|
||||
{
|
||||
double aktueller_close = iClose(esData.symbol, ES_Timeframe, 0);
|
||||
double ema_aktuell = esData.ema_array[0];
|
||||
double ema_vorher = esData.ema_array[1];
|
||||
int digits = (int)SymbolInfoInteger(esData.symbol, SYMBOL_DIGITS);
|
||||
double point = SymbolInfoDouble(esData.symbol, SYMBOL_POINT);
|
||||
double preis_abstand = MathAbs(aktueller_close - ema_aktuell) / point;
|
||||
double steigung = (ema_aktuell - ema_vorher) / point;
|
||||
|
||||
if(ES_UseBarData)
|
||||
{
|
||||
Print("=== DEBUG INFO (Neuer Bar) ===");
|
||||
Print("Bar Zeit: ", TimeToString(iTime(esData.symbol, ES_Timeframe, 0)));
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("=== DEBUG INFO (Tick) ===");
|
||||
}
|
||||
|
||||
Print("Aktueller Close: ", aktueller_close);
|
||||
Print("EMA: ", ema_aktuell);
|
||||
Print("Preis-Abstand: ", preis_abstand, " Pips");
|
||||
Print("EMA Steigung: ", steigung, " Pips");
|
||||
Print("Differenz Close-EMA: ", aktueller_close - ema_aktuell);
|
||||
Print("Preis-Trigger: ", esData.preis_trigger_aktiv, " Steigungs-Trigger: ", esData.steigung_trigger_aktiv);
|
||||
Print("Überwachung aktiv: ", esData.überwachung_aktiv);
|
||||
Print("Position offen: ", PositionExistsByMagic(esData.symbol, (ulong)ES_MagicNumber));
|
||||
Print("Trades im aktuellen Crossover: ", esData.trades_in_current_crossover, "/", ES_MaxTradesPerCrossover);
|
||||
Print("==================");
|
||||
}
|
||||
|
||||
//--- Überwachung prüfen (Check monitoring)
|
||||
if(esData.überwachung_aktiv)
|
||||
{
|
||||
if(ES_UseBarData)
|
||||
{
|
||||
// Bar-basierte Überwachungszeit
|
||||
int bars_since_monitoring = iBarShift(esData.symbol, ES_Timeframe, esData.letzte_überwachung_zeit);
|
||||
int timeout_bars = (int)(ES_ÜberwachungTimeout / PeriodSeconds(ES_Timeframe));
|
||||
|
||||
if(bars_since_monitoring > timeout_bars)
|
||||
{
|
||||
esData.überwachung_aktiv = false;
|
||||
esData.preis_trigger_aktiv = false;
|
||||
esData.steigung_trigger_aktiv = false;
|
||||
Print("Überwachung beendet - Bar-basierte Zeitüberschreitung (", bars_since_monitoring, " Bars)");
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// Tick-basierte Überwachungszeit
|
||||
if(TimeCurrent() - esData.letzte_überwachung_zeit > ES_ÜberwachungTimeout)
|
||||
{
|
||||
esData.überwachung_aktiv = false;
|
||||
esData.preis_trigger_aktiv = false;
|
||||
esData.steigung_trigger_aktiv = false;
|
||||
Print("Überwachung beendet - Tick-basierte Zeitüberschreitung");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//--- Trigger-Bedingungen prüfen (Check trigger conditions)
|
||||
PrüfeTrigger();
|
||||
|
||||
//--- Trade Management (Trade management)
|
||||
VerwalteTrades();
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
+387
@@ -0,0 +1,387 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSIConsolidationStrategy.mqh |
|
||||
//| Ported from cluster-0/RSIConsolidation/RSIConsolidation.mq5 |
|
||||
//+------------------------------------------------------------------+
|
||||
#ifndef RSI_CONSOLIDATION_STRATEGY_MQH
|
||||
#define RSI_CONSOLIDATION_STRATEGY_MQH
|
||||
|
||||
struct RSIConsolidationData
|
||||
{
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
CTrade trade;
|
||||
ENUM_TIMEFRAMES signalTF;
|
||||
bool entryOnNewBarOnly;
|
||||
int adxPeriod;
|
||||
double adxMax;
|
||||
bool useATRRatioFilter;
|
||||
int atrPeriod;
|
||||
int atrSmaPeriod;
|
||||
double atrRatioMax;
|
||||
bool useFlatEMAFilter;
|
||||
int emaFast;
|
||||
int emaSlow;
|
||||
double emaSeparationMaxPct;
|
||||
int rsiPeriod;
|
||||
ENUM_APPLIED_PRICE rsiPrice;
|
||||
double rsiOversold;
|
||||
double rsiOverbought;
|
||||
bool useRSIMeanExit;
|
||||
double rsiExitLong;
|
||||
double rsiExitShort;
|
||||
double slAtrMult;
|
||||
double tpAtrMult;
|
||||
int maxBarsInTrade;
|
||||
ulong magic;
|
||||
int slippage;
|
||||
int maxSpreadPoints;
|
||||
int h_rsi;
|
||||
int h_adx;
|
||||
int h_atr;
|
||||
int h_ema_fast;
|
||||
int h_ema_slow;
|
||||
datetime lastBar;
|
||||
};
|
||||
|
||||
bool RCO_Copy1(const int handle, double &v)
|
||||
{
|
||||
double b[];
|
||||
ArraySetAsSeries(b, true);
|
||||
if(CopyBuffer(handle, 0, 0, 1, b) < 1)
|
||||
return false;
|
||||
v = b[0];
|
||||
return true;
|
||||
}
|
||||
|
||||
bool RCO_RsiBuffers(RSIConsolidationData &d, double &cur, double &prev, double &twoAgo)
|
||||
{
|
||||
double b[];
|
||||
ArraySetAsSeries(b, true);
|
||||
if(CopyBuffer(d.h_rsi, 0, 0, 3, b) < 3)
|
||||
return false;
|
||||
cur = b[0];
|
||||
prev = b[1];
|
||||
twoAgo = b[2];
|
||||
return true;
|
||||
}
|
||||
|
||||
double RCO_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;
|
||||
}
|
||||
|
||||
int RCO_CurrentSpreadPoints(const string sym)
|
||||
{
|
||||
long spread = 0;
|
||||
if(!SymbolInfoInteger(sym, SYMBOL_SPREAD, spread))
|
||||
return 999999;
|
||||
return (int)spread;
|
||||
}
|
||||
|
||||
double RCO_MinStopsDistancePrice(const string sym)
|
||||
{
|
||||
long lvl = 0;
|
||||
if(!SymbolInfoInteger(sym, SYMBOL_TRADE_STOPS_LEVEL, lvl))
|
||||
return 0;
|
||||
double pt = SymbolInfoDouble(sym, SYMBOL_POINT);
|
||||
if(pt <= 0)
|
||||
return 0;
|
||||
return (double)lvl * pt;
|
||||
}
|
||||
|
||||
bool RCO_RegimeIsConsolidation(RSIConsolidationData &d)
|
||||
{
|
||||
double adx = 0;
|
||||
if(!RCO_Copy1(d.h_adx, adx))
|
||||
return false;
|
||||
if(adx >= d.adxMax)
|
||||
return false;
|
||||
|
||||
if(d.useATRRatioFilter)
|
||||
{
|
||||
double atrArr[];
|
||||
ArraySetAsSeries(atrArr, true);
|
||||
if(CopyBuffer(d.h_atr, 0, 0, d.atrSmaPeriod + 1, atrArr) < d.atrSmaPeriod + 1)
|
||||
return false;
|
||||
double sum = 0;
|
||||
for(int i = 1; i <= d.atrSmaPeriod; i++)
|
||||
sum += atrArr[i];
|
||||
double smaAtr = sum / (double)d.atrSmaPeriod;
|
||||
if(smaAtr <= 0.0)
|
||||
return false;
|
||||
double ratio = atrArr[0] / smaAtr;
|
||||
if(ratio > d.atrRatioMax)
|
||||
return false;
|
||||
}
|
||||
|
||||
if(d.useFlatEMAFilter)
|
||||
{
|
||||
double ef[], es[];
|
||||
ArraySetAsSeries(ef, true);
|
||||
ArraySetAsSeries(es, true);
|
||||
if(CopyBuffer(d.h_ema_fast, 0, 0, 1, ef) < 1)
|
||||
return false;
|
||||
if(CopyBuffer(d.h_ema_slow, 0, 0, 1, es) < 1)
|
||||
return false;
|
||||
double c = SymbolInfoDouble(d.symbol, SYMBOL_BID);
|
||||
if(c <= 0)
|
||||
return false;
|
||||
double sep = MathAbs(ef[0] - es[0]) / c * 100.0;
|
||||
if(sep > d.emaSeparationMaxPct)
|
||||
return false;
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
bool RCO_EntryBuyCross(RSIConsolidationData &d, const double twoAgo, const double prev)
|
||||
{
|
||||
return (twoAgo <= d.rsiOversold && prev > d.rsiOversold);
|
||||
}
|
||||
|
||||
bool RCO_EntrySellCross(RSIConsolidationData &d, const double twoAgo, const double prev)
|
||||
{
|
||||
return (twoAgo >= d.rsiOverbought && prev < d.rsiOverbought);
|
||||
}
|
||||
|
||||
void RCO_TryCloseByRSI(RSIConsolidationData &d, const ENUM_POSITION_TYPE typ, const double rsi)
|
||||
{
|
||||
ulong tk = GetPositionTicketByMagic(d.symbol, d.magic);
|
||||
if(tk == 0 || !PositionSelectByTicketSymbolAndMagic(tk, d.symbol, d.magic))
|
||||
return;
|
||||
if(!d.useRSIMeanExit)
|
||||
return;
|
||||
if(typ == POSITION_TYPE_BUY && rsi >= d.rsiExitLong)
|
||||
d.trade.PositionClose(tk);
|
||||
else if(typ == POSITION_TYPE_SELL && rsi <= d.rsiExitShort)
|
||||
d.trade.PositionClose(tk);
|
||||
}
|
||||
|
||||
void RCO_ManageOpenPosition(RSIConsolidationData &d, const double rsi)
|
||||
{
|
||||
ulong tk = GetPositionTicketByMagic(d.symbol, d.magic);
|
||||
if(tk == 0 || !PositionSelectByTicketSymbolAndMagic(tk, d.symbol, d.magic))
|
||||
return;
|
||||
ENUM_POSITION_TYPE typ = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
datetime openT = (datetime)PositionGetInteger(POSITION_TIME);
|
||||
int barsAgo = iBarShift(d.symbol, d.signalTF, openT, false);
|
||||
if(barsAgo >= 0 && barsAgo >= d.maxBarsInTrade)
|
||||
{
|
||||
d.trade.PositionClose(tk);
|
||||
return;
|
||||
}
|
||||
RCO_TryCloseByRSI(d, typ, rsi);
|
||||
}
|
||||
|
||||
bool InitRSIConsolidation(RSIConsolidationData &d,
|
||||
const string inpSymbol,
|
||||
const ENUM_TIMEFRAMES signalTF,
|
||||
const bool entryOnNewBarOnly,
|
||||
const int adxPeriod,
|
||||
const double adxMax,
|
||||
const bool useATRRatioFilter,
|
||||
const int atrPeriod,
|
||||
const int atrSmaPeriod,
|
||||
const double atrRatioMax,
|
||||
const bool useFlatEMAFilter,
|
||||
const int emaFast,
|
||||
const int emaSlow,
|
||||
const double emaSeparationMaxPct,
|
||||
const int rsiPeriod,
|
||||
const ENUM_APPLIED_PRICE rsiPrice,
|
||||
const double rsiOversold,
|
||||
const double rsiOverbought,
|
||||
const bool useRSIMeanExit,
|
||||
const double rsiExitLong,
|
||||
const double rsiExitShort,
|
||||
const double slAtrMult,
|
||||
const double tpAtrMult,
|
||||
const int maxBarsInTrade,
|
||||
const ulong magic,
|
||||
const int slippage,
|
||||
const int maxSpreadPoints)
|
||||
{
|
||||
d.isInitialized = false;
|
||||
d.symbol = inpSymbol;
|
||||
StringTrimLeft(d.symbol);
|
||||
StringTrimRight(d.symbol);
|
||||
if(StringLen(d.symbol) == 0)
|
||||
d.symbol = _Symbol;
|
||||
|
||||
d.signalTF = signalTF;
|
||||
d.entryOnNewBarOnly = entryOnNewBarOnly;
|
||||
d.adxPeriod = adxPeriod;
|
||||
d.adxMax = adxMax;
|
||||
d.useATRRatioFilter = useATRRatioFilter;
|
||||
d.atrPeriod = atrPeriod;
|
||||
d.atrSmaPeriod = atrSmaPeriod;
|
||||
d.atrRatioMax = atrRatioMax;
|
||||
d.useFlatEMAFilter = useFlatEMAFilter;
|
||||
d.emaFast = emaFast;
|
||||
d.emaSlow = emaSlow;
|
||||
d.emaSeparationMaxPct = emaSeparationMaxPct;
|
||||
d.rsiPeriod = rsiPeriod;
|
||||
d.rsiPrice = rsiPrice;
|
||||
d.rsiOversold = rsiOversold;
|
||||
d.rsiOverbought = rsiOverbought;
|
||||
d.useRSIMeanExit = useRSIMeanExit;
|
||||
d.rsiExitLong = rsiExitLong;
|
||||
d.rsiExitShort = rsiExitShort;
|
||||
d.slAtrMult = slAtrMult;
|
||||
d.tpAtrMult = tpAtrMult;
|
||||
d.maxBarsInTrade = maxBarsInTrade;
|
||||
d.magic = magic;
|
||||
d.slippage = slippage;
|
||||
d.maxSpreadPoints = maxSpreadPoints;
|
||||
d.lastBar = 0;
|
||||
d.h_rsi = INVALID_HANDLE;
|
||||
d.h_adx = INVALID_HANDLE;
|
||||
d.h_atr = INVALID_HANDLE;
|
||||
d.h_ema_fast = INVALID_HANDLE;
|
||||
d.h_ema_slow = INVALID_HANDLE;
|
||||
d.isInitialized = false;
|
||||
|
||||
if(!SymbolSelect(d.symbol, true))
|
||||
{
|
||||
Print("RSIConsolidation: SymbolSelect failed: ", d.symbol);
|
||||
return false;
|
||||
}
|
||||
|
||||
d.trade.SetExpertMagicNumber((long)d.magic);
|
||||
d.trade.SetDeviationInPoints(d.slippage);
|
||||
d.trade.SetTypeFillingBySymbol(d.symbol);
|
||||
|
||||
d.h_rsi = iRSI(d.symbol, d.signalTF, d.rsiPeriod, d.rsiPrice);
|
||||
d.h_adx = iADX(d.symbol, d.signalTF, d.adxPeriod);
|
||||
d.h_atr = iATR(d.symbol, d.signalTF, d.atrPeriod);
|
||||
d.h_ema_fast = iMA(d.symbol, d.signalTF, d.emaFast, 0, MODE_EMA, PRICE_CLOSE);
|
||||
d.h_ema_slow = iMA(d.symbol, d.signalTF, d.emaSlow, 0, MODE_EMA, PRICE_CLOSE);
|
||||
|
||||
if(d.h_rsi == INVALID_HANDLE || d.h_adx == INVALID_HANDLE || d.h_atr == INVALID_HANDLE
|
||||
|| d.h_ema_fast == INVALID_HANDLE || d.h_ema_slow == INVALID_HANDLE)
|
||||
{
|
||||
Print("RSIConsolidation: indicator init failed");
|
||||
DeinitRSIConsolidation(d);
|
||||
return false;
|
||||
}
|
||||
|
||||
d.isInitialized = true;
|
||||
Print("RSIConsolidation: symbol=", d.symbol, " TF=", EnumToString(d.signalTF));
|
||||
return true;
|
||||
}
|
||||
|
||||
void DeinitRSIConsolidation(RSIConsolidationData &d)
|
||||
{
|
||||
if(d.h_rsi != INVALID_HANDLE)
|
||||
IndicatorRelease(d.h_rsi);
|
||||
if(d.h_adx != INVALID_HANDLE)
|
||||
IndicatorRelease(d.h_adx);
|
||||
if(d.h_atr != INVALID_HANDLE)
|
||||
IndicatorRelease(d.h_atr);
|
||||
if(d.h_ema_fast != INVALID_HANDLE)
|
||||
IndicatorRelease(d.h_ema_fast);
|
||||
if(d.h_ema_slow != INVALID_HANDLE)
|
||||
IndicatorRelease(d.h_ema_slow);
|
||||
d.h_rsi = INVALID_HANDLE;
|
||||
d.h_adx = INVALID_HANDLE;
|
||||
d.h_atr = INVALID_HANDLE;
|
||||
d.h_ema_fast = INVALID_HANDLE;
|
||||
d.h_ema_slow = INVALID_HANDLE;
|
||||
d.isInitialized = false;
|
||||
}
|
||||
|
||||
bool RCO_EnoughHistory(RSIConsolidationData &d)
|
||||
{
|
||||
int need = MathMax(d.rsiPeriod + 3, MathMax(d.adxPeriod + 2, d.atrSmaPeriod + 3));
|
||||
if(Bars(d.symbol, d.signalTF) < need)
|
||||
return false;
|
||||
return true;
|
||||
}
|
||||
|
||||
void ProcessRSIConsolidation(RSIConsolidationData &d, const double lots)
|
||||
{
|
||||
if(!d.isInitialized)
|
||||
return;
|
||||
|
||||
if(!RCO_EnoughHistory(d))
|
||||
return;
|
||||
|
||||
if(d.maxSpreadPoints > 0 && RCO_CurrentSpreadPoints(d.symbol) > d.maxSpreadPoints)
|
||||
return;
|
||||
|
||||
double rsi, rsiPrev, rsi2;
|
||||
if(!RCO_RsiBuffers(d, rsi, rsiPrev, rsi2))
|
||||
return;
|
||||
|
||||
datetime barTime = iTime(d.symbol, d.signalTF, 0);
|
||||
bool isNew = (barTime != d.lastBar);
|
||||
|
||||
if(PositionExistsByMagic(d.symbol, d.magic))
|
||||
{
|
||||
RCO_ManageOpenPosition(d, rsi);
|
||||
if(isNew)
|
||||
d.lastBar = barTime;
|
||||
return;
|
||||
}
|
||||
|
||||
if(d.entryOnNewBarOnly && !isNew)
|
||||
return;
|
||||
|
||||
d.lastBar = barTime;
|
||||
|
||||
if(!RCO_RegimeIsConsolidation(d))
|
||||
return;
|
||||
|
||||
double atrArr[];
|
||||
ArraySetAsSeries(atrArr, true);
|
||||
if(CopyBuffer(d.h_atr, 0, 0, 1, atrArr) < 1)
|
||||
return;
|
||||
double atr = atrArr[0];
|
||||
int dig = (int)SymbolInfoInteger(d.symbol, SYMBOL_DIGITS);
|
||||
|
||||
double slDist = atr * d.slAtrMult;
|
||||
double tpDist = atr * d.tpAtrMult;
|
||||
double minD = RCO_MinStopsDistancePrice(d.symbol);
|
||||
if(slDist < minD)
|
||||
slDist = minD;
|
||||
if(tpDist < minD)
|
||||
tpDist = minD;
|
||||
|
||||
double vol = RCO_NormalizeVolume(d.symbol, lots);
|
||||
|
||||
if(RCO_EntryBuyCross(d, rsi2, rsiPrev))
|
||||
{
|
||||
if(!United_MayOpenNewEntry(d.symbol, d.magic, true))
|
||||
return;
|
||||
double ask = SymbolInfoDouble(d.symbol, SYMBOL_ASK);
|
||||
double sl = ask - slDist;
|
||||
double tp = ask + tpDist;
|
||||
sl = NormalizeDouble(sl, dig);
|
||||
tp = NormalizeDouble(tp, dig);
|
||||
if(!d.trade.Buy(vol, d.symbol, ask, sl, tp, "RSIConsolidation BUY"))
|
||||
Print("RSIConsolidation BUY failed | retcode=", d.trade.ResultRetcode(), " ", d.trade.ResultRetcodeDescription());
|
||||
}
|
||||
else if(RCO_EntrySellCross(d, rsi2, rsiPrev))
|
||||
{
|
||||
if(!United_MayOpenNewEntry(d.symbol, d.magic, false))
|
||||
return;
|
||||
double bid = SymbolInfoDouble(d.symbol, SYMBOL_BID);
|
||||
double sl = bid + slDist;
|
||||
double tp = bid - tpDist;
|
||||
sl = NormalizeDouble(sl, dig);
|
||||
tp = NormalizeDouble(tp, dig);
|
||||
if(!d.trade.Sell(vol, d.symbol, bid, sl, tp, "RSIConsolidation SELL"))
|
||||
Print("RSIConsolidation SELL failed | retcode=", d.trade.ResultRetcode(), " ", d.trade.ResultRetcodeDescription());
|
||||
}
|
||||
}
|
||||
|
||||
#endif // RSI_CONSOLIDATION_STRATEGY_MQH
|
||||
+257
@@ -0,0 +1,257 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSICrossOverReversalStrategy.mqh |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
void WeekDays_Init()
|
||||
{
|
||||
rcData.WeekDays[0] = RC_Sunday;
|
||||
rcData.WeekDays[1] = RC_Monday;
|
||||
rcData.WeekDays[2] = RC_Tuesday;
|
||||
rcData.WeekDays[3] = RC_Wednesday;
|
||||
rcData.WeekDays[4] = RC_Thursday;
|
||||
rcData.WeekDays[5] = RC_Friday;
|
||||
rcData.WeekDays[6] = RC_Saturday;
|
||||
}
|
||||
|
||||
bool WeekDays_Check(datetime aTime)
|
||||
{
|
||||
MqlDateTime stm;
|
||||
TimeToStruct(aTime, stm);
|
||||
return(rcData.WeekDays[stm.day_of_week]);
|
||||
}
|
||||
|
||||
bool RC_HourInWindow(const int h, const int beginRaw, const int endRaw)
|
||||
{
|
||||
const int b = beginRaw % 24;
|
||||
const int e = endRaw % 24;
|
||||
if(b == e)
|
||||
return false;
|
||||
if(b < e)
|
||||
return (h >= b && h < e);
|
||||
return (h >= b || h < e);
|
||||
}
|
||||
|
||||
bool RC_TradingHoursAllow(const int currentHour)
|
||||
{
|
||||
return RC_HourInWindow(currentHour, RC_tradingHourOneBegin, RC_tradingHourOneEnd)
|
||||
|| RC_HourInWindow(currentHour, RC_tradingHourTwoBegin, RC_tradingHourTwoEnd);
|
||||
}
|
||||
|
||||
int TimeHour(datetime when = 0)
|
||||
{
|
||||
if(when == 0) when = TimeCurrent();
|
||||
MqlDateTime dt;
|
||||
TimeToStruct(when, dt);
|
||||
return dt.hour;
|
||||
}
|
||||
|
||||
bool InitRSICrossOverReversal(string symbol)
|
||||
{
|
||||
WeekDays_Init();
|
||||
|
||||
rcData.symbol = symbol;
|
||||
rcData.previousRSIDef = 0;
|
||||
rcData.lastTradeTime = 0;
|
||||
rcData.bartime = 0;
|
||||
rcData.lastBarTime = 0;
|
||||
|
||||
// Check if symbol exists
|
||||
if(!SymbolSelect(symbol, true))
|
||||
{
|
||||
Print("RSICrossOverReversal: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
|
||||
return false;
|
||||
}
|
||||
|
||||
Sleep(100); // Wait for symbol to be ready
|
||||
|
||||
rcData.rsiHandle = iRSI(symbol, RC_TimeFrame1, RC_rsiPeriod, PRICE_CLOSE);
|
||||
if(rcData.rsiHandle == INVALID_HANDLE)
|
||||
{
|
||||
Print("RSICrossOverReversal: Error creating RSI handle for '", symbol, "'");
|
||||
return false;
|
||||
}
|
||||
|
||||
rcData.emaHandle = iMA(symbol, RC_TimeFrame2, RC_emaPeriod, 0, MODE_EMA, PRICE_CLOSE);
|
||||
if(rcData.emaHandle == INVALID_HANDLE)
|
||||
{
|
||||
Print("RSICrossOverReversal: Error creating EMA handle for '", symbol, "'");
|
||||
return false;
|
||||
}
|
||||
|
||||
rcData.trade.SetExpertMagicNumber(RC_MagicNumber);
|
||||
rcData.isInitialized = true;
|
||||
Print("RSICrossOverReversal: Successfully initialized for symbol '", symbol, "'");
|
||||
return true;
|
||||
}
|
||||
|
||||
void DeinitRSICrossOverReversal()
|
||||
{
|
||||
if(rcData.rsiHandle != INVALID_HANDLE)
|
||||
IndicatorRelease(rcData.rsiHandle);
|
||||
if(rcData.emaHandle != INVALID_HANDLE)
|
||||
IndicatorRelease(rcData.emaHandle);
|
||||
}
|
||||
|
||||
void Close_Position_MN(ulong magicNumber)
|
||||
{
|
||||
ClosePositionByMagic(rcData.trade, rcData.symbol, (int)magicNumber);
|
||||
}
|
||||
|
||||
void ApplyTrailingStop()
|
||||
{
|
||||
if(!PositionSelectByMagic(rcData.symbol, RC_MagicNumber))
|
||||
return;
|
||||
|
||||
ulong PositionTicket = PositionGetInteger(POSITION_TICKET);
|
||||
ENUM_POSITION_TYPE trade_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
string symbol = rcData.symbol;
|
||||
|
||||
double POINT = SymbolInfoDouble(symbol, SYMBOL_POINT);
|
||||
int DIGIT = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
|
||||
|
||||
if(trade_type == POSITION_TYPE_BUY)
|
||||
{
|
||||
double Bid = NormalizeDouble(SymbolInfoDouble(symbol, SYMBOL_BID), DIGIT);
|
||||
|
||||
if(Bid - PositionGetDouble(POSITION_PRICE_OPEN) > NormalizeDouble(POINT * RC_TrailingStop, DIGIT))
|
||||
{
|
||||
if(PositionGetDouble(POSITION_SL) < NormalizeDouble(Bid - POINT * RC_TrailingStop, DIGIT))
|
||||
{
|
||||
ModifyPositionByMagic(rcData.trade, symbol, RC_MagicNumber,
|
||||
NormalizeDouble(Bid - POINT * RC_TrailingStop, DIGIT),
|
||||
PositionGetDouble(POSITION_TP));
|
||||
}
|
||||
}
|
||||
}
|
||||
else if(trade_type == POSITION_TYPE_SELL)
|
||||
{
|
||||
double Ask = NormalizeDouble(SymbolInfoDouble(symbol, SYMBOL_ASK), DIGIT);
|
||||
|
||||
if((PositionGetDouble(POSITION_PRICE_OPEN) - Ask) > NormalizeDouble(POINT * RC_TrailingStop, DIGIT))
|
||||
{
|
||||
if((PositionGetDouble(POSITION_SL) > NormalizeDouble(Ask + POINT * RC_TrailingStop, DIGIT)) ||
|
||||
(PositionGetDouble(POSITION_SL) == 0))
|
||||
{
|
||||
ModifyPositionByMagic(rcData.trade, symbol, RC_MagicNumber,
|
||||
NormalizeDouble(Ask + POINT * RC_TrailingStop, DIGIT),
|
||||
PositionGetDouble(POSITION_TP));
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void ProcessRSICrossOverReversal(string symbol)
|
||||
{
|
||||
// Skip if not initialized (symbol not available)
|
||||
if(!rcData.isInitialized)
|
||||
return;
|
||||
|
||||
rcData.symbol = symbol; // Update symbol in case it changed
|
||||
if(rcData.bartime == iTime(rcData.symbol, RC_BarTimeFrame, 0))
|
||||
return;
|
||||
rcData.bartime = iTime(rcData.symbol, RC_BarTimeFrame, 0);
|
||||
|
||||
double rsi[];
|
||||
if(CopyBuffer(rcData.rsiHandle, 0, 0, 2, rsi) <= 0)
|
||||
return;
|
||||
|
||||
double ema[];
|
||||
if(CopyBuffer(rcData.emaHandle, 0, 0, 2, ema) <= 0)
|
||||
return;
|
||||
|
||||
datetime currentTime = TimeCurrent();
|
||||
int currentHour = TimeHour(TimeCurrent());
|
||||
|
||||
if(!WeekDays_Check(TimeTradeServer()))
|
||||
{
|
||||
Close_Position_MN(RC_MagicNumber);
|
||||
return;
|
||||
}
|
||||
|
||||
if(!RC_TradingHoursAllow(currentHour))
|
||||
{
|
||||
Close_Position_MN(RC_MagicNumber);
|
||||
return;
|
||||
}
|
||||
|
||||
bool hasPosition = PositionExistsByMagic(rcData.symbol, RC_MagicNumber);
|
||||
|
||||
double currentRSI = rsi[0];
|
||||
double previousRSI = rsi[1];
|
||||
|
||||
if(rcData.previousRSIDef == 0)
|
||||
{
|
||||
rcData.previousRSIDef = currentRSI;
|
||||
return;
|
||||
}
|
||||
|
||||
double currentEMA = ema[0];
|
||||
double previousEMA = ema[1];
|
||||
|
||||
double emaSlope = (currentEMA - previousEMA) * 100;
|
||||
const double closeCurr = iClose(rcData.symbol, RC_TimeFrame1, 0);
|
||||
double priceToEmaDistance = (closeCurr - currentEMA) * 10;
|
||||
|
||||
bool isBuyPosition = false;
|
||||
bool isSellPosition = false;
|
||||
if(hasPosition)
|
||||
{
|
||||
if(PositionSelectByMagic(rcData.symbol, RC_MagicNumber))
|
||||
{
|
||||
ENUM_POSITION_TYPE positionType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
if(positionType == POSITION_TYPE_BUY)
|
||||
isBuyPosition = true;
|
||||
else if(positionType == POSITION_TYPE_SELL)
|
||||
isSellPosition = true;
|
||||
}
|
||||
}
|
||||
|
||||
ApplyTrailingStop();
|
||||
|
||||
bool cooldownPassed = (currentTime - rcData.lastTradeTime) >= RC_cooldownSeconds;
|
||||
bool isTrendStrong = MathAbs(emaSlope) > RC_emaSlopeThreshold || MathAbs(priceToEmaDistance) > RC_emaDistanceThreshold;
|
||||
|
||||
if(isBuyPosition && currentRSI > RC_exitBuyRSI)
|
||||
{
|
||||
Close_Position_MN(RC_MagicNumber);
|
||||
rcData.lastTradeTime = currentTime;
|
||||
}
|
||||
|
||||
if(isSellPosition && currentRSI < RC_exitSellRSI)
|
||||
{
|
||||
Close_Position_MN(RC_MagicNumber);
|
||||
rcData.lastTradeTime = currentTime;
|
||||
}
|
||||
|
||||
if(isTrendStrong)
|
||||
{
|
||||
Close_Position_MN(RC_MagicNumber);
|
||||
rcData.lastTradeTime = currentTime;
|
||||
}
|
||||
|
||||
if(!isTrendStrong &&
|
||||
currentRSI < RC_overboughtLevel - RC_entryRSISellSpread && rcData.previousRSIDef >= RC_overboughtLevel &&
|
||||
!isSellPosition && !hasPosition && cooldownPassed)
|
||||
{
|
||||
rcData.trade.SetExpertMagicNumber(RC_MagicNumber);
|
||||
if(rcData.trade.Sell(g_RC_LotSize, rcData.symbol, 0.0, 0.0, 0.0, "Sell Order"))
|
||||
{
|
||||
rcData.lastTradeTime = currentTime;
|
||||
}
|
||||
}
|
||||
|
||||
if(!isTrendStrong &&
|
||||
currentRSI > RC_oversoldLevel + RC_entryRSIBuySpread && rcData.previousRSIDef <= RC_oversoldLevel &&
|
||||
!isBuyPosition && !hasPosition && cooldownPassed)
|
||||
{
|
||||
rcData.trade.SetExpertMagicNumber(RC_MagicNumber);
|
||||
if(rcData.trade.Buy(g_RC_LotSize, rcData.symbol, 0.0, 0.0, 0.0, "Buy Order"))
|
||||
{
|
||||
rcData.lastTradeTime = currentTime;
|
||||
}
|
||||
}
|
||||
|
||||
rcData.previousRSIDef = currentRSI;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
+471
@@ -0,0 +1,471 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSIMidPointHijackStrategy.mqh |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
bool IsNewBar(string symbol)
|
||||
{
|
||||
datetime time[];
|
||||
if(CopyTime(symbol, RM_InpTimeframe, 0, 1, time) > 0)
|
||||
{
|
||||
if(time[0] != rmData.lastBarTime)
|
||||
{
|
||||
rmData.lastBarTime = time[0];
|
||||
return true;
|
||||
}
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
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);
|
||||
}
|
||||
|
||||
bool HasPosition(string symbol, int magic)
|
||||
{
|
||||
return PositionExistsByMagic(symbol, magic);
|
||||
}
|
||||
|
||||
bool HasProfitablePosition(int excludeMagic)
|
||||
{
|
||||
bool hasProfitable = false;
|
||||
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
||||
{
|
||||
if(rmData.positionInfo.SelectByIndex(i))
|
||||
{
|
||||
if(rmData.positionInfo.Magic() != excludeMagic)
|
||||
{
|
||||
double profit = rmData.positionInfo.Profit();
|
||||
if(profit > RM_InpLockProfitThreshold * _Point)
|
||||
{
|
||||
hasProfitable = true;
|
||||
if(RM_InpCloseOppositeTrades)
|
||||
{
|
||||
if((excludeMagic == RM_InpMagicNumberRSIFollow && rmData.positionInfo.Magic() == RM_InpMagicNumberRSIReverse) ||
|
||||
(excludeMagic == RM_InpMagicNumberRSIReverse && rmData.positionInfo.Magic() == RM_InpMagicNumberRSIFollow) ||
|
||||
(excludeMagic == RM_InpMagicNumberEMACross && (rmData.positionInfo.Magic() == RM_InpMagicNumberRSIReverse || rmData.positionInfo.Magic() == RM_InpMagicNumberRSIFollow)) ||
|
||||
((excludeMagic == RM_InpMagicNumberRSIFollow || excludeMagic == RM_InpMagicNumberRSIReverse) && rmData.positionInfo.Magic() == RM_InpMagicNumberEMACross))
|
||||
{
|
||||
ClosePosition(rmData.symbol, (int)rmData.positionInfo.Magic());
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
return hasProfitable;
|
||||
}
|
||||
|
||||
bool IsRSIReverseInCooldown(string symbol)
|
||||
{
|
||||
if(RM_InpRSIReverseCooldownBars <= 0)
|
||||
return false;
|
||||
|
||||
if(!rmData.rsiReverseInCooldown)
|
||||
return false;
|
||||
|
||||
datetime time[];
|
||||
if(CopyTime(symbol, RM_InpTimeframe, 0, 1, time) > 0)
|
||||
{
|
||||
datetime currentBarTime = time[0];
|
||||
datetime cooldownEndTime = rmData.rsiReverseLastCloseTime + RM_InpRSIReverseCooldownBars * PeriodSeconds(RM_InpTimeframe);
|
||||
|
||||
if(currentBarTime >= cooldownEndTime)
|
||||
{
|
||||
rmData.rsiReverseInCooldown = false;
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
void CheckRSIFollowStrategy(string symbol)
|
||||
{
|
||||
if(!IsWithinTradingHours(RM_InpRSIFollowStartHour, RM_InpRSIFollowEndHour))
|
||||
{
|
||||
if(RM_InpRSIFollowCloseOutsideHours)
|
||||
{
|
||||
if(HasPosition(symbol, RM_InpMagicNumberRSIFollow))
|
||||
ClosePosition(symbol, RM_InpMagicNumberRSIFollow);
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
if(RM_InpEnableStrategyLock && HasProfitablePosition(RM_InpMagicNumberRSIFollow))
|
||||
return;
|
||||
|
||||
if(rmData.lastBarRSI > RM_InpRSIOverbought)
|
||||
rmData.rsiOverbought = true;
|
||||
else if(rmData.lastBarRSI < RM_InpRSIOversold)
|
||||
rmData.rsiOversold = true;
|
||||
|
||||
if(rmData.rsiOverbought && rmData.lastBarRSI < RM_InpRSIExitLevel)
|
||||
{
|
||||
if(!HasPosition(symbol, RM_InpMagicNumberRSIFollow))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberRSIFollow);
|
||||
rmData.trade.Sell(g_RM_LotSize, symbol, 0, 0, 0, "RSI Follow");
|
||||
}
|
||||
rmData.rsiOverbought = false;
|
||||
}
|
||||
else if(rmData.rsiOversold && rmData.lastBarRSI > RM_InpRSIExitLevel)
|
||||
{
|
||||
if(!HasPosition(symbol, RM_InpMagicNumberRSIFollow))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberRSIFollow);
|
||||
rmData.trade.Buy(g_RM_LotSize, symbol, 0, 0, 0, "RSI Follow");
|
||||
}
|
||||
rmData.rsiOversold = false;
|
||||
}
|
||||
}
|
||||
|
||||
void CheckRSIReverseStrategy(string symbol)
|
||||
{
|
||||
if(!IsWithinTradingHours(RM_InpRSIReverseStartHour, RM_InpRSIReverseEndHour))
|
||||
{
|
||||
if(RM_InpRSIReverseCloseOutsideHours)
|
||||
{
|
||||
if(HasPosition(symbol, RM_InpMagicNumberRSIReverse))
|
||||
ClosePosition(symbol, RM_InpMagicNumberRSIReverse);
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
if(RM_InpEnableStrategyLock && HasProfitablePosition(RM_InpMagicNumberRSIReverse))
|
||||
return;
|
||||
|
||||
if(IsRSIReverseInCooldown(symbol))
|
||||
return;
|
||||
|
||||
if(rmData.lastBarRSIReverse > RM_InpRSIReverseOverbought)
|
||||
rmData.rsiReverseOverbought = true;
|
||||
else if(rmData.lastBarRSIReverse < RM_InpRSIReverseOversold)
|
||||
rmData.rsiReverseOversold = true;
|
||||
|
||||
if(rmData.rsiReverseOverbought && rmData.lastBarRSIReverse < RM_InpRSIReverseCrossLevel)
|
||||
{
|
||||
if(!HasPosition(symbol, RM_InpMagicNumberRSIReverse))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberRSIReverse);
|
||||
rmData.trade.Sell(g_RM_LotSize, symbol, 0, 0, 0, "RSI Reverse");
|
||||
}
|
||||
rmData.rsiReverseOverbought = false;
|
||||
}
|
||||
else if(rmData.rsiReverseOversold && rmData.lastBarRSIReverse > RM_InpRSIReverseCrossLevel)
|
||||
{
|
||||
if(!HasPosition(symbol, RM_InpMagicNumberRSIReverse))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberRSIReverse);
|
||||
rmData.trade.Buy(g_RM_LotSize, symbol, 0, 0, 0, "RSI Reverse");
|
||||
}
|
||||
rmData.rsiReverseOversold = false;
|
||||
}
|
||||
}
|
||||
|
||||
void CheckEMACrossStrategy(string symbol)
|
||||
{
|
||||
if(!IsWithinTradingHours(RM_InpEMACrossStartHour, RM_InpEMACrossEndHour))
|
||||
{
|
||||
if(RM_InpEMACrossCloseOutsideHours)
|
||||
{
|
||||
if(HasPosition(symbol, RM_InpMagicNumberEMACross))
|
||||
ClosePosition(symbol, RM_InpMagicNumberEMACross);
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
if(RM_InpEnableStrategyLock && HasProfitablePosition(RM_InpMagicNumberEMACross))
|
||||
return;
|
||||
|
||||
if(rmData.lastBarEMAPrev < rmData.lastBarClosePrev && rmData.lastBarEMA > rmData.lastBarClose)
|
||||
{
|
||||
rmData.emaCrossBuySignal = true;
|
||||
rmData.emaCrossSellSignal = false;
|
||||
rmData.emaCrossSignalBar = 0;
|
||||
}
|
||||
else if(rmData.lastBarEMAPrev > rmData.lastBarClosePrev && rmData.lastBarEMA < rmData.lastBarClose)
|
||||
{
|
||||
rmData.emaCrossSellSignal = true;
|
||||
rmData.emaCrossBuySignal = false;
|
||||
rmData.emaCrossSignalBar = 0;
|
||||
}
|
||||
|
||||
if(RM_InpUseEMADistanceEntry)
|
||||
{
|
||||
if(rmData.emaCrossBuySignal)
|
||||
{
|
||||
bool distanceConditionMet = true;
|
||||
double emaHistory[], closeHistory[];
|
||||
ArraySetAsSeries(emaHistory, true);
|
||||
ArraySetAsSeries(closeHistory, true);
|
||||
|
||||
if(CopyBuffer(rmData.emaHandle, 0, 0, RM_InpEMADistancePeriod, emaHistory) > 0 &&
|
||||
CopyClose(symbol, RM_InpTimeframe, 0, RM_InpEMADistancePeriod, closeHistory) > 0)
|
||||
{
|
||||
double point = SymbolInfoDouble(symbol, SYMBOL_POINT);
|
||||
for(int i = 0; i < RM_InpEMADistancePeriod; i++)
|
||||
{
|
||||
double distance = (closeHistory[i] - emaHistory[i]) / point;
|
||||
if(distance < RM_InpEMADistancePips)
|
||||
{
|
||||
distanceConditionMet = false;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
if(distanceConditionMet && !HasPosition(symbol, RM_InpMagicNumberEMACross))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberEMACross);
|
||||
rmData.trade.Buy(g_RM_LotSize, symbol, 0, 0, 0, "EMA Cross Distance");
|
||||
rmData.emaCrossBuySignal = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
else if(rmData.emaCrossSellSignal)
|
||||
{
|
||||
bool distanceConditionMet = true;
|
||||
double emaHistory[], closeHistory[];
|
||||
ArraySetAsSeries(emaHistory, true);
|
||||
ArraySetAsSeries(closeHistory, true);
|
||||
|
||||
if(CopyBuffer(rmData.emaHandle, 0, 0, RM_InpEMADistancePeriod, emaHistory) > 0 &&
|
||||
CopyClose(symbol, RM_InpTimeframe, 0, RM_InpEMADistancePeriod, closeHistory) > 0)
|
||||
{
|
||||
double point = SymbolInfoDouble(symbol, SYMBOL_POINT);
|
||||
for(int i = 0; i < RM_InpEMADistancePeriod; i++)
|
||||
{
|
||||
double distance = (emaHistory[i] - closeHistory[i]) / point;
|
||||
if(distance < RM_InpEMADistancePips)
|
||||
{
|
||||
distanceConditionMet = false;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
if(distanceConditionMet && !HasPosition(symbol, RM_InpMagicNumberEMACross))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberEMACross);
|
||||
rmData.trade.Sell(g_RM_LotSize, symbol, 0, 0, 0, "EMA Cross Distance");
|
||||
rmData.emaCrossSellSignal = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
if(rmData.lastBarEMAPrev < rmData.lastBarClosePrev && rmData.lastBarEMA > rmData.lastBarClose)
|
||||
{
|
||||
if(!HasPosition(symbol, RM_InpMagicNumberEMACross))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberEMACross);
|
||||
rmData.trade.Buy(g_RM_LotSize, symbol, 0, 0, 0, "EMA Cross");
|
||||
}
|
||||
}
|
||||
else if(rmData.lastBarEMAPrev > rmData.lastBarClosePrev && rmData.lastBarEMA < rmData.lastBarClose)
|
||||
{
|
||||
if(!HasPosition(symbol, RM_InpMagicNumberEMACross))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberEMACross);
|
||||
rmData.trade.Sell(g_RM_LotSize, symbol, 0, 0, 0, "EMA Cross");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if(rmData.emaCrossBuySignal || rmData.emaCrossSellSignal)
|
||||
{
|
||||
rmData.emaCrossSignalBar++;
|
||||
if(rmData.emaCrossSignalBar > RM_InpEMADistancePeriod * 2)
|
||||
{
|
||||
rmData.emaCrossBuySignal = false;
|
||||
rmData.emaCrossSellSignal = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void CheckExitConditions(string symbol)
|
||||
{
|
||||
if(RM_InpEnableRSIFollow)
|
||||
{
|
||||
if(HasPosition(symbol, RM_InpMagicNumberRSIFollow))
|
||||
{
|
||||
if(PositionSelectByMagic(symbol, RM_InpMagicNumberRSIFollow))
|
||||
{
|
||||
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
if((posType == POSITION_TYPE_BUY && rmData.lastBarRSI < RM_InpRSIExitLevel) ||
|
||||
(posType == POSITION_TYPE_SELL && rmData.lastBarRSI > RM_InpRSIExitLevel))
|
||||
{
|
||||
ClosePosition(symbol, RM_InpMagicNumberRSIFollow);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if(RM_InpEnableRSIReverse)
|
||||
{
|
||||
if(HasPosition(symbol, RM_InpMagicNumberRSIReverse))
|
||||
{
|
||||
if(PositionSelectByMagic(symbol, RM_InpMagicNumberRSIReverse))
|
||||
{
|
||||
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
if((posType == POSITION_TYPE_BUY && rmData.lastBarRSIReverse < RM_InpRSIReverseExitLevel) ||
|
||||
(posType == POSITION_TYPE_SELL && rmData.lastBarRSIReverse > RM_InpRSIReverseExitLevel))
|
||||
{
|
||||
ClosePosition(symbol, RM_InpMagicNumberRSIReverse);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if(RM_InpEnableEMACross)
|
||||
{
|
||||
if(HasPosition(symbol, RM_InpMagicNumberEMACross))
|
||||
{
|
||||
if(PositionSelectByMagic(symbol, RM_InpMagicNumberEMACross))
|
||||
{
|
||||
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
if((posType == POSITION_TYPE_BUY && rmData.lastBarEMA > rmData.lastBarClose) ||
|
||||
(posType == POSITION_TYPE_SELL && rmData.lastBarEMA < rmData.lastBarClose))
|
||||
{
|
||||
ClosePosition(symbol, RM_InpMagicNumberEMACross);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void ClosePosition(string symbol, int magic)
|
||||
{
|
||||
if(!PositionExistsByMagic(symbol, magic))
|
||||
return;
|
||||
|
||||
ulong ticket = GetPositionTicketByMagic(symbol, magic);
|
||||
if(ticket == 0)
|
||||
return;
|
||||
|
||||
if(magic == RM_InpMagicNumberRSIReverse)
|
||||
{
|
||||
if(PositionSelectByTicketSymbolAndMagic(ticket, symbol, magic))
|
||||
{
|
||||
datetime time[];
|
||||
if(CopyTime(symbol, RM_InpTimeframe, 0, 1, time) > 0)
|
||||
{
|
||||
rmData.rsiReverseLastCloseTime = time[0];
|
||||
double profit = PositionGetDouble(POSITION_PROFIT);
|
||||
if(!RM_InpRSIReverseCooldownOnLoss || profit < 0)
|
||||
{
|
||||
rmData.rsiReverseInCooldown = true;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
ClosePositionByMagic(rmData.trade, symbol, magic);
|
||||
}
|
||||
|
||||
bool InitRSIMidPointHijack(string symbol)
|
||||
{
|
||||
rmData.symbol = symbol;
|
||||
rmData.rsiOverbought = false;
|
||||
rmData.rsiOversold = false;
|
||||
rmData.rsiReverseOverbought = false;
|
||||
rmData.rsiReverseOversold = false;
|
||||
rmData.emaCrossBuySignal = false;
|
||||
rmData.emaCrossSellSignal = false;
|
||||
rmData.emaCrossSignalBar = 0;
|
||||
rmData.rsiReverseInCooldown = false;
|
||||
rmData.lastBarRSI = 0;
|
||||
rmData.lastBarRSIReverse = 0;
|
||||
rmData.lastBarEMA = 0;
|
||||
rmData.lastBarClose = 0;
|
||||
rmData.lastBarEMAPrev = 0;
|
||||
rmData.lastBarClosePrev = 0;
|
||||
|
||||
// Check if symbol exists
|
||||
if(!SymbolSelect(symbol, true))
|
||||
{
|
||||
Print("RSIMidPointHijack: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
|
||||
return false;
|
||||
}
|
||||
|
||||
Sleep(100); // Wait for symbol to be ready
|
||||
|
||||
rmData.rsiHandle = iRSI(symbol, RM_InpTimeframe, RM_InpRSIPeriod, PRICE_CLOSE);
|
||||
rmData.rsiReverseHandle = iRSI(symbol, RM_InpTimeframe, RM_InpRSIReversePeriod, PRICE_CLOSE);
|
||||
rmData.emaHandle = iMA(symbol, RM_InpTimeframe, RM_InpEMAPeriod, 0, MODE_EMA, PRICE_CLOSE);
|
||||
|
||||
if(rmData.rsiHandle == INVALID_HANDLE || rmData.rsiReverseHandle == INVALID_HANDLE || rmData.emaHandle == INVALID_HANDLE)
|
||||
{
|
||||
Print("RSIMidPointHijack: Error creating indicators for '", symbol, "'");
|
||||
return false;
|
||||
}
|
||||
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberRSIFollow);
|
||||
rmData.trade.SetMarginMode();
|
||||
rmData.trade.SetTypeFillingBySymbol(symbol);
|
||||
rmData.trade.SetDeviationInPoints(10);
|
||||
|
||||
datetime time[];
|
||||
if(CopyTime(symbol, RM_InpTimeframe, 0, 1, time) > 0)
|
||||
rmData.lastBarTime = time[0];
|
||||
|
||||
rmData.isInitialized = true;
|
||||
Print("RSIMidPointHijack: Successfully initialized for symbol '", symbol, "'");
|
||||
return true;
|
||||
}
|
||||
|
||||
void DeinitRSIMidPointHijack()
|
||||
{
|
||||
if(rmData.rsiHandle != INVALID_HANDLE) IndicatorRelease(rmData.rsiHandle);
|
||||
if(rmData.rsiReverseHandle != INVALID_HANDLE) IndicatorRelease(rmData.rsiReverseHandle);
|
||||
if(rmData.emaHandle != INVALID_HANDLE) IndicatorRelease(rmData.emaHandle);
|
||||
}
|
||||
|
||||
void ProcessRSIMidPointHijack(string symbol)
|
||||
{
|
||||
// Skip if not initialized (symbol not available)
|
||||
if(!rmData.isInitialized)
|
||||
return;
|
||||
|
||||
rmData.symbol = symbol; // Update symbol in case it changed
|
||||
if(!IsNewBar(rmData.symbol))
|
||||
return;
|
||||
|
||||
double rsi[], rsiReverse[], ema[], close[];
|
||||
ArraySetAsSeries(rsi, true);
|
||||
ArraySetAsSeries(rsiReverse, true);
|
||||
ArraySetAsSeries(ema, true);
|
||||
ArraySetAsSeries(close, true);
|
||||
|
||||
rmData.lastBarEMAPrev = rmData.lastBarEMA;
|
||||
rmData.lastBarClosePrev = rmData.lastBarClose;
|
||||
|
||||
if(CopyBuffer(rmData.rsiHandle, 0, 0, 1, rsi) > 0)
|
||||
rmData.lastBarRSI = rsi[0];
|
||||
|
||||
if(CopyBuffer(rmData.rsiReverseHandle, 0, 0, 1, rsiReverse) > 0)
|
||||
rmData.lastBarRSIReverse = rsiReverse[0];
|
||||
|
||||
if(CopyBuffer(rmData.emaHandle, 0, 0, 1, ema) > 0)
|
||||
rmData.lastBarEMA = ema[0];
|
||||
|
||||
if(CopyClose(rmData.symbol, RM_InpTimeframe, 0, 1, close) > 0)
|
||||
rmData.lastBarClose = close[0];
|
||||
|
||||
if(RM_InpEnableRSIFollow)
|
||||
CheckRSIFollowStrategy(rmData.symbol);
|
||||
if(RM_InpEnableRSIReverse)
|
||||
CheckRSIReverseStrategy(rmData.symbol);
|
||||
if(RM_InpEnableEMACross)
|
||||
CheckEMACrossStrategy(rmData.symbol);
|
||||
|
||||
CheckExitConditions(rmData.symbol);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
+493
@@ -0,0 +1,493 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSIReversalAsianStrategy.mqh |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSI Reversal Asian Strategy Data Structure |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSIReversalAsianData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int rsiHandle;
|
||||
CTrade trade;
|
||||
bool isPositionOpen;
|
||||
double positionOpenPrice;
|
||||
datetime positionOpenTime;
|
||||
ENUM_POSITION_TYPE lastPositionType;
|
||||
bool sessionCloseAttempted;
|
||||
|
||||
// RSI crossover variables
|
||||
double rsiCurrent;
|
||||
double rsiPrevious;
|
||||
double rsiPrevious2;
|
||||
bool rsiCrossedOverbought;
|
||||
bool rsiCrossedOversold;
|
||||
bool rsiCrossedExitLevel;
|
||||
|
||||
// Strategy parameters
|
||||
int RSIPeriod;
|
||||
double OverboughtLevel;
|
||||
double OversoldLevel;
|
||||
int TakeProfitPips;
|
||||
int StopLossPips;
|
||||
double MaxLotSize;
|
||||
int MaxSpread;
|
||||
int MaxDuration;
|
||||
bool UseStopLoss;
|
||||
bool UseTakeProfit;
|
||||
bool UseRSIExit;
|
||||
double RSIExitLevel;
|
||||
bool CloseOutsideSession;
|
||||
ENUM_TIMEFRAMES TimeFrame;
|
||||
int MagicNumber;
|
||||
int Slippage;
|
||||
double point;
|
||||
};
|
||||
|
||||
// Session times (UTC)
|
||||
const int AsianSessionStart = 0; // 00:00 UTC
|
||||
const int AsianSessionEnd = 8; // 08:00 UTC
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| 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);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check if trading is allowed for symbol |
|
||||
//+------------------------------------------------------------------+
|
||||
bool IsTradingAllowed(RSIReversalAsianData& data)
|
||||
{
|
||||
// Check if market is open
|
||||
long tradeMode = SymbolInfoInteger(data.symbol, SYMBOL_TRADE_MODE);
|
||||
if(tradeMode != SYMBOL_TRADE_MODE_FULL)
|
||||
{
|
||||
return false;
|
||||
}
|
||||
|
||||
// Check if we have enough money
|
||||
if(AccountInfoDouble(ACCOUNT_MARGIN_FREE) <= 0)
|
||||
{
|
||||
return false;
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check RSI crossover conditions |
|
||||
//+------------------------------------------------------------------+
|
||||
void CheckRSICrossover(RSIReversalAsianData& data)
|
||||
{
|
||||
// Reset crossover flags
|
||||
data.rsiCrossedOverbought = false;
|
||||
data.rsiCrossedOversold = false;
|
||||
data.rsiCrossedExitLevel = false;
|
||||
|
||||
// Check for overbought crossover (RSI crosses above overbought level)
|
||||
if(data.rsiPrevious < data.OverboughtLevel && data.rsiCurrent >= data.OverboughtLevel)
|
||||
{
|
||||
data.rsiCrossedOverbought = true;
|
||||
}
|
||||
|
||||
// Check for oversold crossover (RSI crosses below oversold level)
|
||||
if(data.rsiPrevious > data.OversoldLevel && data.rsiCurrent <= data.OversoldLevel)
|
||||
{
|
||||
data.rsiCrossedOversold = true;
|
||||
}
|
||||
|
||||
// Check for exit level crossover
|
||||
if(data.rsiPrevious < data.RSIExitLevel && data.rsiCurrent >= data.RSIExitLevel)
|
||||
{
|
||||
data.rsiCrossedExitLevel = true;
|
||||
}
|
||||
else if(data.rsiPrevious > data.RSIExitLevel && data.rsiCurrent <= data.RSIExitLevel)
|
||||
{
|
||||
data.rsiCrossedExitLevel = true;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Close all trades for the symbol |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CloseAllTrades(RSIReversalAsianData& data, string reason = "")
|
||||
{
|
||||
bool allClosed = true;
|
||||
int totalPositions = PositionsTotal();
|
||||
|
||||
if(totalPositions == 0)
|
||||
return true;
|
||||
|
||||
for(int i = totalPositions - 1; i >= 0; i--)
|
||||
{
|
||||
if(PositionGetSymbol(i) == data.symbol)
|
||||
{
|
||||
ulong ticket = PositionGetTicket(i);
|
||||
if(ticket > 0 && PositionSelectByTicket(ticket))
|
||||
{
|
||||
if(PositionGetInteger(POSITION_MAGIC) == (ulong)data.MagicNumber)
|
||||
{
|
||||
// Try to close position with retry logic
|
||||
int retryCount = 0;
|
||||
bool positionClosed = false;
|
||||
|
||||
while(retryCount < 3 && !positionClosed)
|
||||
{
|
||||
if(data.trade.PositionClose(ticket))
|
||||
{
|
||||
data.isPositionOpen = false;
|
||||
positionClosed = true;
|
||||
}
|
||||
else
|
||||
{
|
||||
int error = GetLastError();
|
||||
|
||||
// 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)
|
||||
{
|
||||
allClosed = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return allClosed;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Initialize RSI Reversal Asian Strategy |
|
||||
//+------------------------------------------------------------------+
|
||||
bool InitRSIReversalAsian(RSIReversalAsianData& data, string symbol,
|
||||
int RSIPeriod, double OverboughtLevel, double OversoldLevel,
|
||||
int TakeProfitPips, int StopLossPips, double MaxLotSize,
|
||||
int MaxSpread, int MaxDuration, bool UseStopLoss,
|
||||
bool UseTakeProfit, bool UseRSIExit, double RSIExitLevel,
|
||||
bool CloseOutsideSession, ENUM_TIMEFRAMES TimeFrame,
|
||||
int MagicNumber, int Slippage)
|
||||
{
|
||||
data.symbol = symbol;
|
||||
data.isInitialized = false;
|
||||
|
||||
// Check if symbol exists
|
||||
if(!SymbolSelect(symbol, true))
|
||||
{
|
||||
Print("RSIReversalAsian: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
|
||||
return false;
|
||||
}
|
||||
|
||||
// Wait a bit for symbol to be ready
|
||||
Sleep(100);
|
||||
|
||||
// Get symbol point
|
||||
data.point = SymbolInfoDouble(symbol, SYMBOL_POINT);
|
||||
|
||||
// Store parameters
|
||||
data.RSIPeriod = RSIPeriod;
|
||||
data.OverboughtLevel = OverboughtLevel;
|
||||
data.OversoldLevel = OversoldLevel;
|
||||
data.TakeProfitPips = TakeProfitPips;
|
||||
data.StopLossPips = StopLossPips;
|
||||
data.MaxLotSize = MaxLotSize;
|
||||
data.MaxSpread = MaxSpread;
|
||||
data.MaxDuration = MaxDuration;
|
||||
data.UseStopLoss = UseStopLoss;
|
||||
data.UseTakeProfit = UseTakeProfit;
|
||||
data.UseRSIExit = UseRSIExit;
|
||||
data.RSIExitLevel = RSIExitLevel;
|
||||
data.CloseOutsideSession = CloseOutsideSession;
|
||||
data.TimeFrame = TimeFrame;
|
||||
data.MagicNumber = MagicNumber;
|
||||
data.Slippage = Slippage;
|
||||
|
||||
// Initialize RSI indicator with retry logic (for insufficient history in backtesting)
|
||||
data.rsiHandle = INVALID_HANDLE;
|
||||
int retryCount = 0;
|
||||
int maxRetries = 5;
|
||||
|
||||
while(retryCount < maxRetries && data.rsiHandle == INVALID_HANDLE)
|
||||
{
|
||||
data.rsiHandle = iRSI(symbol, TimeFrame, RSIPeriod, PRICE_CLOSE);
|
||||
|
||||
if(data.rsiHandle == INVALID_HANDLE)
|
||||
{
|
||||
int error = GetLastError();
|
||||
|
||||
// Error 4805 = insufficient history - wait longer and retry
|
||||
if(error == 4805 && retryCount < maxRetries - 1)
|
||||
{
|
||||
Sleep(1000); // Wait 1 second for history to load
|
||||
retryCount++;
|
||||
continue;
|
||||
}
|
||||
|
||||
Print("RSIReversalAsian: Error creating RSI indicator for '", symbol, "' - Error: ", error, " (", error == 4805 ? "Insufficient history data" : "Unknown", ")");
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
if(data.rsiHandle == INVALID_HANDLE)
|
||||
{
|
||||
Print("RSIReversalAsian: Failed to create RSI indicator for '", symbol, "' after ", maxRetries, " retries");
|
||||
return false;
|
||||
}
|
||||
|
||||
// Wait a bit for the indicator to be ready
|
||||
Sleep(100);
|
||||
|
||||
// Initialize RSI values with retry logic
|
||||
double rsi[];
|
||||
ArraySetAsSeries(rsi, true);
|
||||
|
||||
retryCount = 0;
|
||||
bool rsiInitialized = false;
|
||||
|
||||
while(retryCount < 10 && !rsiInitialized)
|
||||
{
|
||||
int copied = CopyBuffer(data.rsiHandle, 0, 0, 3, rsi);
|
||||
if(copied >= 3)
|
||||
{
|
||||
data.rsiCurrent = rsi[0];
|
||||
data.rsiPrevious = rsi[1];
|
||||
data.rsiPrevious2 = rsi[2];
|
||||
rsiInitialized = true;
|
||||
}
|
||||
else
|
||||
{
|
||||
retryCount++;
|
||||
Sleep(100);
|
||||
}
|
||||
}
|
||||
|
||||
if(!rsiInitialized)
|
||||
{
|
||||
// Don't fail initialization, just set default values
|
||||
data.rsiCurrent = 50.0;
|
||||
data.rsiPrevious = 50.0;
|
||||
data.rsiPrevious2 = 50.0;
|
||||
}
|
||||
|
||||
// Set trade parameters
|
||||
data.trade.SetExpertMagicNumber(MagicNumber);
|
||||
data.trade.SetDeviationInPoints(Slippage);
|
||||
data.trade.SetTypeFilling(ORDER_FILLING_IOC);
|
||||
|
||||
// Initialize state
|
||||
data.isPositionOpen = false;
|
||||
data.positionOpenPrice = 0;
|
||||
data.positionOpenTime = 0;
|
||||
data.lastPositionType = POSITION_TYPE_BUY;
|
||||
data.sessionCloseAttempted = false;
|
||||
data.rsiCrossedOverbought = false;
|
||||
data.rsiCrossedOversold = false;
|
||||
data.rsiCrossedExitLevel = false;
|
||||
|
||||
data.isInitialized = true;
|
||||
|
||||
Print("RSIReversalAsian: Successfully initialized for symbol '", symbol, "'");
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Deinitialize RSI Reversal Asian Strategy |
|
||||
//+------------------------------------------------------------------+
|
||||
void DeinitRSIReversalAsian(RSIReversalAsianData& data)
|
||||
{
|
||||
if(data.rsiHandle != INVALID_HANDLE)
|
||||
IndicatorRelease(data.rsiHandle);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Process RSI Reversal Asian Strategy |
|
||||
//+------------------------------------------------------------------+
|
||||
void ProcessRSIReversalAsian(RSIReversalAsianData& data, double lotSize)
|
||||
{
|
||||
if(!data.isInitialized)
|
||||
return;
|
||||
|
||||
// Check if trading is allowed
|
||||
if(!IsTradingAllowed(data))
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Check if we're in Asian session
|
||||
if(!IsAsianSession())
|
||||
{
|
||||
// Close all positions if outside Asian session and CloseOutsideSession is true
|
||||
if(data.CloseOutsideSession && !data.sessionCloseAttempted)
|
||||
{
|
||||
CloseAllTrades(data, "Outside Asian session");
|
||||
data.sessionCloseAttempted = true;
|
||||
}
|
||||
return;
|
||||
}
|
||||
else
|
||||
{
|
||||
// Reset the session close attempt flag when we enter Asian session
|
||||
data.sessionCloseAttempted = false;
|
||||
}
|
||||
|
||||
// Get current spread
|
||||
double spread = SymbolInfoDouble(data.symbol, SYMBOL_ASK) - SymbolInfoDouble(data.symbol, SYMBOL_BID);
|
||||
int spreadInPips = (int)(spread / data.point);
|
||||
|
||||
// Check if spread is too high
|
||||
if(spreadInPips > data.MaxSpread)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Get RSI values from bar data
|
||||
double rsi[];
|
||||
ArraySetAsSeries(rsi, true);
|
||||
|
||||
int copied = CopyBuffer(data.rsiHandle, 0, 0, 3, rsi);
|
||||
if(copied < 3)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Update RSI values
|
||||
data.rsiPrevious2 = data.rsiPrevious;
|
||||
data.rsiPrevious = data.rsiCurrent;
|
||||
data.rsiCurrent = rsi[0];
|
||||
|
||||
// Validate RSI values
|
||||
if(data.rsiCurrent == 0 || data.rsiPrevious == 0)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Check for RSI crossovers
|
||||
CheckRSICrossover(data);
|
||||
|
||||
// Get current prices
|
||||
double currentBid = SymbolInfoDouble(data.symbol, SYMBOL_BID);
|
||||
double currentAsk = SymbolInfoDouble(data.symbol, SYMBOL_ASK);
|
||||
|
||||
// Check for open position
|
||||
bool hasOpenPosition = PositionExistsByMagic(data.symbol, (ulong)data.MagicNumber);
|
||||
|
||||
if(hasOpenPosition)
|
||||
{
|
||||
// Get position details
|
||||
ulong ticket = GetPositionTicketByMagic(data.symbol, (ulong)data.MagicNumber);
|
||||
if(ticket > 0 && PositionSelectByTicket(ticket))
|
||||
{
|
||||
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
datetime openTime = (datetime)PositionGetInteger(POSITION_TIME);
|
||||
|
||||
// Check for RSI exit if enabled
|
||||
if(data.UseRSIExit && data.rsiCrossedExitLevel)
|
||||
{
|
||||
bool shouldExit = false;
|
||||
|
||||
// For long positions, exit when RSI crosses above exit level
|
||||
if(posType == POSITION_TYPE_BUY && data.rsiCurrent >= data.RSIExitLevel && data.rsiPrevious < data.RSIExitLevel)
|
||||
{
|
||||
shouldExit = true;
|
||||
}
|
||||
// For short positions, exit when RSI crosses below exit level
|
||||
else if(posType == POSITION_TYPE_SELL && data.rsiCurrent <= data.RSIExitLevel && data.rsiPrevious > data.RSIExitLevel)
|
||||
{
|
||||
shouldExit = true;
|
||||
}
|
||||
|
||||
if(shouldExit)
|
||||
{
|
||||
CloseAllTrades(data, "RSI Exit Crossover");
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
||||
// Check for timeout
|
||||
if(TimeCurrent() - openTime > data.MaxDuration * 3600)
|
||||
{
|
||||
CloseAllTrades(data, "Timeout");
|
||||
return;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// If no position is open, look for entry signals based on RSI crossover
|
||||
if(!hasOpenPosition)
|
||||
{
|
||||
// Place buy order if RSI crosses below oversold level (oversold crossover)
|
||||
if(data.rsiCrossedOversold)
|
||||
{
|
||||
double sl = data.UseStopLoss ? currentBid - data.StopLossPips * data.point : 0;
|
||||
double tp = data.UseTakeProfit ? currentBid + data.TakeProfitPips * data.point : 0;
|
||||
|
||||
if(data.UseStopLoss && sl >= currentBid)
|
||||
return;
|
||||
if(data.UseTakeProfit && tp <= currentBid)
|
||||
return;
|
||||
|
||||
// Set trade parameters
|
||||
data.trade.SetDeviationInPoints(data.Slippage);
|
||||
data.trade.SetTypeFilling(ORDER_FILLING_IOC);
|
||||
data.trade.SetExpertMagicNumber(data.MagicNumber);
|
||||
|
||||
// Use dynamic lot size
|
||||
double tradeLotSize = lotSize > 0 ? lotSize : data.MaxLotSize;
|
||||
|
||||
// Place buy order using CTrade
|
||||
if(data.trade.Buy(tradeLotSize, data.symbol, currentAsk, sl, tp, "RSI Oversold Crossover Buy"))
|
||||
{
|
||||
data.isPositionOpen = true;
|
||||
data.positionOpenPrice = currentAsk;
|
||||
data.positionOpenTime = TimeCurrent();
|
||||
data.lastPositionType = POSITION_TYPE_BUY;
|
||||
}
|
||||
}
|
||||
// Place sell order if RSI crosses above overbought level (overbought crossover)
|
||||
else if(data.rsiCrossedOverbought)
|
||||
{
|
||||
double sl = data.UseStopLoss ? currentAsk + data.StopLossPips * data.point : 0;
|
||||
double tp = data.UseTakeProfit ? currentAsk - data.TakeProfitPips * data.point : 0;
|
||||
|
||||
if(data.UseStopLoss && sl <= currentAsk)
|
||||
return;
|
||||
if(data.UseTakeProfit && tp >= currentAsk)
|
||||
return;
|
||||
|
||||
// Set trade parameters
|
||||
data.trade.SetDeviationInPoints(data.Slippage);
|
||||
data.trade.SetTypeFilling(ORDER_FILLING_IOC);
|
||||
data.trade.SetExpertMagicNumber(data.MagicNumber);
|
||||
|
||||
// Use dynamic lot size
|
||||
double tradeLotSize = lotSize > 0 ? lotSize : data.MaxLotSize;
|
||||
|
||||
// Place sell order using CTrade
|
||||
if(data.trade.Sell(tradeLotSize, data.symbol, currentBid, sl, tp, "RSI Overbought Crossover Sell"))
|
||||
{
|
||||
data.isPositionOpen = true;
|
||||
data.positionOpenPrice = currentBid;
|
||||
data.positionOpenTime = TimeCurrent();
|
||||
data.lastPositionType = POSITION_TYPE_SELL;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,560 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSIScalpingStrategy.mqh |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSI Scalping Strategy Data Structure |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSIScalpingData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
CTrade trade;
|
||||
int rsi_handle;
|
||||
double rsi_buffer[];
|
||||
double rsi_prev;
|
||||
double rsi_current;
|
||||
double rsi_two_bars_ago;
|
||||
bool position_open;
|
||||
ulong position_ticket;
|
||||
ENUM_POSITION_TYPE current_position_type;
|
||||
datetime last_bar_time;
|
||||
bool rsi_against_position;
|
||||
int bars_against_count;
|
||||
};
|
||||
|
||||
void ClosePosition(RSIScalpingData& data, int MagicNumber);
|
||||
|
||||
double RS_ATRPriceOnTF(const string symbol, const ENUM_TIMEFRAMES tf, const int period)
|
||||
{
|
||||
if(period < 1)
|
||||
return 0.0;
|
||||
MqlRates rates[];
|
||||
const int need = period + 2;
|
||||
if(CopyRates(symbol, tf, 0, need, rates) < need)
|
||||
return 0.0;
|
||||
ArraySetAsSeries(rates, true);
|
||||
double sum = 0.0;
|
||||
for(int i = 1; i <= period; i++)
|
||||
{
|
||||
const double hl = rates[i].high - rates[i].low;
|
||||
const double hc = MathAbs(rates[i].high - rates[i + 1].close);
|
||||
const double lc = MathAbs(rates[i].low - rates[i + 1].close);
|
||||
sum += MathMax(hl, MathMax(hc, lc));
|
||||
}
|
||||
return sum / (double)period;
|
||||
}
|
||||
|
||||
int RS_CountReversalEscapeSigns(RSIScalpingData& data, const ENUM_TIMEFRAMES tf,
|
||||
const ENUM_POSITION_TYPE ptype, const double atr,
|
||||
const double adverseAtrMult, const double rsiVelocity,
|
||||
const double bodyAtrMult)
|
||||
{
|
||||
if(atr <= 0.0)
|
||||
return 0;
|
||||
const double entry = PositionGetDouble(POSITION_PRICE_OPEN);
|
||||
const double bid = SymbolInfoDouble(data.symbol, SYMBOL_BID);
|
||||
const double ask = SymbolInfoDouble(data.symbol, SYMBOL_ASK);
|
||||
int signs = 0;
|
||||
|
||||
if(ptype == POSITION_TYPE_BUY)
|
||||
{
|
||||
if(entry - bid >= adverseAtrMult * atr)
|
||||
signs++;
|
||||
if(data.rsi_prev - data.rsi_current >= rsiVelocity)
|
||||
signs++;
|
||||
}
|
||||
else if(ptype == POSITION_TYPE_SELL)
|
||||
{
|
||||
if(ask - entry >= adverseAtrMult * atr)
|
||||
signs++;
|
||||
if(data.rsi_current - data.rsi_prev >= rsiVelocity)
|
||||
signs++;
|
||||
}
|
||||
else
|
||||
return 0;
|
||||
|
||||
MqlRates r[];
|
||||
if(CopyRates(data.symbol, tf, 0, 4, r) >= 4)
|
||||
{
|
||||
ArraySetAsSeries(r, true);
|
||||
const double body = MathAbs(r[1].close - r[1].open);
|
||||
if(body >= bodyAtrMult * atr)
|
||||
{
|
||||
if(ptype == POSITION_TYPE_BUY && r[1].close < r[1].open)
|
||||
signs++;
|
||||
else if(ptype == POSITION_TYPE_SELL && r[1].close > r[1].open)
|
||||
signs++;
|
||||
}
|
||||
if(ptype == POSITION_TYPE_BUY)
|
||||
{
|
||||
if(r[1].close < r[2].close && r[2].close < r[3].close)
|
||||
signs++;
|
||||
}
|
||||
else
|
||||
{
|
||||
if(r[1].close > r[2].close && r[2].close > r[3].close)
|
||||
signs++;
|
||||
}
|
||||
}
|
||||
return signs;
|
||||
}
|
||||
|
||||
void RS_TryReversalEscape(RSIScalpingData& data, const ENUM_TIMEFRAMES tf, const int MagicNumber,
|
||||
const int atrPeriod, const double adverseAtrMult, const int signsRequired,
|
||||
const double rsiVelocity, const double bodyAtrMult)
|
||||
{
|
||||
if(!PositionSelectByMagic(data.symbol, (ulong)MagicNumber))
|
||||
return;
|
||||
|
||||
const ENUM_POSITION_TYPE ptype = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
const double atr = RS_ATRPriceOnTF(data.symbol, tf, atrPeriod);
|
||||
if(atr <= 0.0)
|
||||
return;
|
||||
|
||||
const int n = RS_CountReversalEscapeSigns(data, tf, ptype, atr, adverseAtrMult, rsiVelocity, bodyAtrMult);
|
||||
if(n < signsRequired)
|
||||
return;
|
||||
|
||||
ClosePosition(data, MagicNumber);
|
||||
Print("RSIScalping: reversal escape symbol=", data.symbol, " signs=", n, " need=", signsRequired,
|
||||
" ATR=", DoubleToString(atr, (int)SymbolInfoInteger(data.symbol, SYMBOL_DIGITS)));
|
||||
}
|
||||
|
||||
string ErrorDescription(int errorCode)
|
||||
{
|
||||
switch(errorCode)
|
||||
{
|
||||
case 4801: return "Symbol not found";
|
||||
case 4802: return "Symbol not selected";
|
||||
case 4803: return "Symbol not visible";
|
||||
case 4804: return "Symbol not available";
|
||||
case 4805: return "Cannot load indicator - insufficient history data";
|
||||
default: return "Unknown error " + IntegerToString(errorCode);
|
||||
}
|
||||
}
|
||||
|
||||
bool InitRSIScalping(RSIScalpingData& data, string symbol, ENUM_TIMEFRAMES TimeFrame, int RSI_Period,
|
||||
ENUM_APPLIED_PRICE RSI_Applied_Price, int MagicNumber, int Slippage)
|
||||
{
|
||||
data.symbol = symbol;
|
||||
data.isInitialized = false;
|
||||
|
||||
// Check if symbol exists
|
||||
if(!SymbolSelect(symbol, true))
|
||||
{
|
||||
Print("RSIScalping: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
|
||||
return false; // Return false but don't fail entire EA
|
||||
}
|
||||
|
||||
// Wait a bit for symbol to be ready
|
||||
Sleep(100);
|
||||
|
||||
// Try to create RSI indicator with retry logic (for insufficient history in backtesting)
|
||||
data.rsi_handle = INVALID_HANDLE;
|
||||
int retryCount = 0;
|
||||
int maxRetries = 5;
|
||||
|
||||
while(retryCount < maxRetries && data.rsi_handle == INVALID_HANDLE)
|
||||
{
|
||||
data.rsi_handle = iRSI(symbol, TimeFrame, RSI_Period, RSI_Applied_Price);
|
||||
|
||||
if(data.rsi_handle == INVALID_HANDLE)
|
||||
{
|
||||
int error = GetLastError();
|
||||
|
||||
// Error 4805 = insufficient history - wait longer and retry
|
||||
if(error == 4805 && retryCount < maxRetries - 1)
|
||||
{
|
||||
Sleep(1000); // Wait 1 second for history to load
|
||||
retryCount++;
|
||||
continue;
|
||||
}
|
||||
|
||||
Print("RSIScalping: Error creating RSI indicator for '", symbol, "' - Error: ", error, " (", ErrorDescription(error), ")");
|
||||
return false; // Return false but don't fail entire EA
|
||||
}
|
||||
}
|
||||
|
||||
if(data.rsi_handle == INVALID_HANDLE)
|
||||
{
|
||||
Print("RSIScalping: Failed to create RSI indicator for '", symbol, "' after ", maxRetries, " retries");
|
||||
return false;
|
||||
}
|
||||
|
||||
data.trade.SetExpertMagicNumber(MagicNumber);
|
||||
data.trade.SetDeviationInPoints(Slippage);
|
||||
data.trade.SetTypeFilling(ORDER_FILLING_FOK);
|
||||
|
||||
ArraySetAsSeries(data.rsi_buffer, true);
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
data.isInitialized = true;
|
||||
|
||||
Print("RSIScalping: Successfully initialized for symbol '", symbol, "'");
|
||||
return true;
|
||||
}
|
||||
|
||||
void DeinitRSIScalping(RSIScalpingData& data)
|
||||
{
|
||||
if(data.rsi_handle != INVALID_HANDLE)
|
||||
IndicatorRelease(data.rsi_handle);
|
||||
}
|
||||
|
||||
bool UpdateRSI(RSIScalpingData& data)
|
||||
{
|
||||
if(CopyBuffer(data.rsi_handle, 0, 0, 3, data.rsi_buffer) < 3)
|
||||
return false;
|
||||
|
||||
data.rsi_current = data.rsi_buffer[0];
|
||||
data.rsi_prev = data.rsi_buffer[1];
|
||||
data.rsi_two_bars_ago = data.rsi_buffer[2];
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
void CheckExistingPosition(RSIScalpingData& data, ENUM_TIMEFRAMES TimeFrame, int MagicNumber,
|
||||
double RSI_Oversold, double RSI_Overbought, double RSI_Target_Buy,
|
||||
double RSI_Target_Sell, int BarsToWait)
|
||||
{
|
||||
// Always check if position exists, even if tracking says it doesn't
|
||||
bool positionExists = PositionExistsByMagic(data.symbol, MagicNumber);
|
||||
|
||||
if(!positionExists && data.position_open)
|
||||
{
|
||||
// Position was closed externally, reset tracking
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
return;
|
||||
}
|
||||
|
||||
if(!positionExists)
|
||||
return;
|
||||
|
||||
// Update tracking if we have a position but tracking was lost
|
||||
if(!data.position_open && positionExists)
|
||||
{
|
||||
ulong ticket = GetPositionTicketByMagic(data.symbol, MagicNumber);
|
||||
if(ticket > 0 && PositionSelectByTicketSymbolAndMagic(ticket, data.symbol, MagicNumber))
|
||||
{
|
||||
data.position_ticket = ticket;
|
||||
data.position_open = true;
|
||||
data.current_position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
}
|
||||
}
|
||||
|
||||
// Verify our tracked position still exists
|
||||
if(data.position_open && data.position_ticket > 0)
|
||||
{
|
||||
if(!PositionSelectByTicketSymbolAndMagic(data.position_ticket, data.symbol, MagicNumber))
|
||||
{
|
||||
// Try to find the position again
|
||||
ulong ticket = GetPositionTicketByMagic(data.symbol, MagicNumber);
|
||||
if(ticket > 0 && PositionSelectByTicketSymbolAndMagic(ticket, data.symbol, MagicNumber))
|
||||
{
|
||||
data.position_ticket = ticket;
|
||||
data.current_position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
}
|
||||
else
|
||||
{
|
||||
// Position doesn't exist, reset tracking
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
return;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// Update position type in case it changed (shouldn't happen, but be safe)
|
||||
data.current_position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
}
|
||||
}
|
||||
|
||||
if(data.current_position_type == POSITION_TYPE_BUY)
|
||||
{
|
||||
if(data.rsi_current < RSI_Oversold)
|
||||
{
|
||||
if(!data.rsi_against_position)
|
||||
{
|
||||
data.rsi_against_position = true;
|
||||
data.bars_against_count = 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
data.bars_against_count++;
|
||||
}
|
||||
|
||||
if(data.bars_against_count >= BarsToWait)
|
||||
{
|
||||
ClosePosition(data, MagicNumber);
|
||||
return;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
if(data.rsi_against_position)
|
||||
{
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
}
|
||||
|
||||
if(data.rsi_current >= RSI_Target_Buy)
|
||||
{
|
||||
ClosePosition(data, MagicNumber);
|
||||
}
|
||||
}
|
||||
}
|
||||
else if(data.current_position_type == POSITION_TYPE_SELL)
|
||||
{
|
||||
if(data.rsi_current > RSI_Overbought)
|
||||
{
|
||||
if(!data.rsi_against_position)
|
||||
{
|
||||
data.rsi_against_position = true;
|
||||
data.bars_against_count = 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
data.bars_against_count++;
|
||||
}
|
||||
|
||||
if(data.bars_against_count >= BarsToWait)
|
||||
{
|
||||
ClosePosition(data, MagicNumber);
|
||||
return;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
if(data.rsi_against_position)
|
||||
{
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
}
|
||||
|
||||
if(data.rsi_current <= RSI_Target_Sell)
|
||||
{
|
||||
ClosePosition(data, MagicNumber);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void CheckEntrySignals(RSIScalpingData& data, ENUM_TIMEFRAMES TimeFrame, int MagicNumber,
|
||||
double RSI_Oversold, double RSI_Overbought, double LotSize)
|
||||
{
|
||||
if(data.rsi_two_bars_ago <= RSI_Oversold && data.rsi_prev > RSI_Oversold)
|
||||
{
|
||||
OpenBuyPosition(data, MagicNumber, LotSize);
|
||||
}
|
||||
|
||||
if(data.rsi_two_bars_ago >= RSI_Overbought && data.rsi_prev < RSI_Overbought)
|
||||
{
|
||||
OpenSellPosition(data, MagicNumber, LotSize);
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Normalize Lot Size According to Symbol Properties |
|
||||
//+------------------------------------------------------------------+
|
||||
double NormalizeLotSize(string symbol, double lotSize)
|
||||
{
|
||||
double minLot = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MIN);
|
||||
double maxLot = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MAX);
|
||||
double lotStep = SymbolInfoDouble(symbol, SYMBOL_VOLUME_STEP);
|
||||
|
||||
// Round to lot step
|
||||
if(lotStep > 0)
|
||||
lotSize = MathFloor(lotSize / lotStep) * lotStep;
|
||||
|
||||
// Apply min/max constraints
|
||||
if(lotSize < minLot)
|
||||
lotSize = minLot;
|
||||
if(lotSize > maxLot)
|
||||
lotSize = maxLot;
|
||||
|
||||
return lotSize;
|
||||
}
|
||||
|
||||
void OpenBuyPosition(RSIScalpingData& data, int MagicNumber, double LotSize)
|
||||
{
|
||||
if(PositionExistsByMagic(data.symbol, MagicNumber))
|
||||
return;
|
||||
|
||||
// Normalize lot size according to symbol properties
|
||||
double normalizedLot = NormalizeLotSize(data.symbol, LotSize);
|
||||
|
||||
double ask = SymbolInfoDouble(data.symbol, SYMBOL_ASK);
|
||||
|
||||
if(data.trade.Buy(normalizedLot, data.symbol, ask, 0, 0, "RSI Scalping Buy"))
|
||||
{
|
||||
ulong new_ticket = data.trade.ResultOrder();
|
||||
if(new_ticket > 0)
|
||||
{
|
||||
if(PositionSelectByTicketSymbolAndMagic(new_ticket, data.symbol, MagicNumber))
|
||||
{
|
||||
data.position_ticket = new_ticket;
|
||||
data.position_open = true;
|
||||
data.current_position_type = POSITION_TYPE_BUY;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void OpenSellPosition(RSIScalpingData& data, int MagicNumber, double LotSize)
|
||||
{
|
||||
if(PositionExistsByMagic(data.symbol, MagicNumber))
|
||||
return;
|
||||
|
||||
// Normalize lot size according to symbol properties
|
||||
double normalizedLot = NormalizeLotSize(data.symbol, LotSize);
|
||||
|
||||
double bid = SymbolInfoDouble(data.symbol, SYMBOL_BID);
|
||||
|
||||
if(data.trade.Sell(normalizedLot, data.symbol, bid, 0, 0, "RSI Scalping Sell"))
|
||||
{
|
||||
ulong new_ticket = data.trade.ResultOrder();
|
||||
if(new_ticket > 0)
|
||||
{
|
||||
if(PositionSelectByTicketSymbolAndMagic(new_ticket, data.symbol, MagicNumber))
|
||||
{
|
||||
data.position_ticket = new_ticket;
|
||||
data.position_open = true;
|
||||
data.current_position_type = POSITION_TYPE_SELL;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void ClosePosition(RSIScalpingData& data, int MagicNumber)
|
||||
{
|
||||
// First verify position still exists
|
||||
if(!PositionExistsByMagic(data.symbol, MagicNumber))
|
||||
{
|
||||
// Position doesn't exist, reset tracking
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
return;
|
||||
}
|
||||
|
||||
// Try to close by ticket first (more reliable)
|
||||
bool closed = false;
|
||||
if(data.position_ticket > 0)
|
||||
{
|
||||
if(PositionSelectByTicket(data.position_ticket))
|
||||
{
|
||||
// Verify it's our position
|
||||
if(PositionGetString(POSITION_SYMBOL) == data.symbol &&
|
||||
PositionGetInteger(POSITION_MAGIC) == MagicNumber)
|
||||
{
|
||||
closed = data.trade.PositionClose(data.position_ticket);
|
||||
if(!closed)
|
||||
{
|
||||
Print("RSIScalping: Failed to close position by ticket ", data.position_ticket,
|
||||
" - Error: ", data.trade.ResultRetcode(), " (", data.trade.ResultRetcodeDescription(), ")");
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// If ticket method failed, try magic number method
|
||||
if(!closed)
|
||||
{
|
||||
closed = ClosePositionByMagic(data.trade, data.symbol, MagicNumber);
|
||||
if(!closed)
|
||||
{
|
||||
Print("RSIScalping: Failed to close position by magic number for '", data.symbol,
|
||||
"' - Error: ", data.trade.ResultRetcode(), " (", data.trade.ResultRetcodeDescription(), ")");
|
||||
}
|
||||
}
|
||||
|
||||
// Verify position is actually closed
|
||||
if(closed)
|
||||
{
|
||||
// Wait a moment and verify
|
||||
Sleep(50);
|
||||
if(!PositionExistsByMagic(data.symbol, MagicNumber))
|
||||
{
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
Print("RSIScalping: Position successfully closed for '", data.symbol, "'");
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("RSIScalping: Warning - Close returned success but position still exists for '", data.symbol, "'");
|
||||
// Try one more time
|
||||
Sleep(100);
|
||||
if(PositionExistsByMagic(data.symbol, MagicNumber))
|
||||
{
|
||||
ClosePositionByMagic(data.trade, data.symbol, MagicNumber);
|
||||
}
|
||||
// Reset tracking anyway to prevent getting stuck
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// Close failed, but reset tracking to prevent getting stuck
|
||||
// The position might have been closed externally
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
}
|
||||
}
|
||||
|
||||
void ProcessRSIScalping(RSIScalpingData& data, string symbol, ENUM_TIMEFRAMES TimeFrame, int RSI_Period,
|
||||
ENUM_APPLIED_PRICE RSI_Applied_Price, double RSI_Overbought,
|
||||
double RSI_Oversold, double RSI_Target_Buy, double RSI_Target_Sell,
|
||||
int BarsToWait, double LotSize, int MagicNumber,
|
||||
bool UseReversalEscape, int ReversalATRPeriod, double ReversalAdverseAtrMult,
|
||||
int ReversalSignsRequired, double ReversalRsiVelocity, double ReversalBodyAtrMult)
|
||||
{
|
||||
// Skip if not initialized (symbol not available)
|
||||
if(!data.isInitialized)
|
||||
return;
|
||||
|
||||
data.symbol = symbol; // Update symbol in case it changed
|
||||
if(Bars(data.symbol, TimeFrame) < RSI_Period + 2)
|
||||
return;
|
||||
|
||||
const datetime current_bar_time = iTime(data.symbol, TimeFrame, 0);
|
||||
const bool new_bar = (current_bar_time != data.last_bar_time);
|
||||
const bool in_pos = data.position_open || PositionExistsByMagic(data.symbol, MagicNumber);
|
||||
if(!in_pos && !new_bar)
|
||||
return;
|
||||
|
||||
if(!UpdateRSI(data))
|
||||
return;
|
||||
|
||||
if(in_pos && UseReversalEscape)
|
||||
RS_TryReversalEscape(data, TimeFrame, MagicNumber, ReversalATRPeriod, ReversalAdverseAtrMult,
|
||||
ReversalSignsRequired, ReversalRsiVelocity, ReversalBodyAtrMult);
|
||||
|
||||
if(!new_bar)
|
||||
return;
|
||||
|
||||
data.last_bar_time = current_bar_time;
|
||||
|
||||
CheckExistingPosition(data, TimeFrame, MagicNumber, RSI_Oversold, RSI_Overbought,
|
||||
RSI_Target_Buy, RSI_Target_Sell, BarsToWait);
|
||||
|
||||
if(!data.position_open && !PositionExistsByMagic(data.symbol, MagicNumber))
|
||||
{
|
||||
CheckEntrySignals(data, TimeFrame, MagicNumber, RSI_Oversold, RSI_Overbought, LotSize);
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,495 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| SuperEMAStrategy.mqh — EMA + CCI + MACD (United EA module) |
|
||||
//+------------------------------------------------------------------+
|
||||
#ifndef SUPER_EMA_STRATEGY_MQH
|
||||
#define SUPER_EMA_STRATEGY_MQH
|
||||
|
||||
#include <Trade/Trade.mqh>
|
||||
|
||||
enum ENUM_SE_ENTRY_STYLE
|
||||
{
|
||||
SE_ENTRY_CCIZERO_MACD = 0,
|
||||
SE_ENTRY_LAMBERT = 1,
|
||||
SE_ENTRY_PULLBACK = 2
|
||||
};
|
||||
|
||||
struct SuperEMAData
|
||||
{
|
||||
string symbol;
|
||||
ENUM_TIMEFRAMES tf;
|
||||
datetime lastBarTime;
|
||||
CTrade trade;
|
||||
bool isInitialized;
|
||||
int slippagePoints;
|
||||
int magic;
|
||||
int emaFast;
|
||||
int emaMid;
|
||||
int emaSlow;
|
||||
int emaTrendBars;
|
||||
int cciPeriod;
|
||||
double cciOverbought;
|
||||
double cciOversold;
|
||||
int pullbackCciLookback;
|
||||
int macdFast;
|
||||
int macdSlow;
|
||||
int macdSignal;
|
||||
ENUM_SE_ENTRY_STYLE entryStyle;
|
||||
bool oneTradeOnly;
|
||||
bool useStructuralSL;
|
||||
double slBufferPoints;
|
||||
bool exitOnTrendFlip;
|
||||
bool exitOnMacdFlip;
|
||||
bool exitOnCciZeroCross;
|
||||
int maxHoldingBars;
|
||||
bool exitBelowMidEma;
|
||||
bool debugLogs;
|
||||
};
|
||||
|
||||
void SuperEMA_Log(SuperEMAData &d, const string s)
|
||||
{
|
||||
if(d.debugLogs)
|
||||
Print("[SuperEMA] ", s);
|
||||
}
|
||||
|
||||
bool SuperEMA_IsNewBar(SuperEMAData &d)
|
||||
{
|
||||
datetime t = iTime(d.symbol, d.tf, 0);
|
||||
if(t <= 0 || t == d.lastBarTime)
|
||||
return false;
|
||||
d.lastBarTime = t;
|
||||
return true;
|
||||
}
|
||||
|
||||
double SuperEMA_EmaAt(SuperEMAData &d, const int period, const int shift)
|
||||
{
|
||||
int h = iMA(d.symbol, d.tf, period, 0, MODE_EMA, PRICE_CLOSE);
|
||||
if(h == INVALID_HANDLE)
|
||||
return 0.0;
|
||||
double b[1];
|
||||
if(CopyBuffer(h, 0, shift, 1, b) <= 0)
|
||||
{
|
||||
IndicatorRelease(h);
|
||||
return 0.0;
|
||||
}
|
||||
IndicatorRelease(h);
|
||||
return b[0];
|
||||
}
|
||||
|
||||
double SuperEMA_CciAt(SuperEMAData &d, const int shift)
|
||||
{
|
||||
int h = iCCI(d.symbol, d.tf, d.cciPeriod, PRICE_TYPICAL);
|
||||
if(h == INVALID_HANDLE)
|
||||
return 0.0;
|
||||
double b[1];
|
||||
if(CopyBuffer(h, 0, shift, 1, b) <= 0)
|
||||
{
|
||||
IndicatorRelease(h);
|
||||
return 0.0;
|
||||
}
|
||||
IndicatorRelease(h);
|
||||
return b[0];
|
||||
}
|
||||
|
||||
bool SuperEMA_MacdHistAt(SuperEMAData &d, const int shift, double &hist)
|
||||
{
|
||||
int h = iMACD(d.symbol, d.tf, d.macdFast, d.macdSlow, d.macdSignal, PRICE_CLOSE);
|
||||
if(h == INVALID_HANDLE)
|
||||
return false;
|
||||
double mainLine[1], sigLine[1];
|
||||
if(CopyBuffer(h, 0, shift, 1, mainLine) <= 0 || CopyBuffer(h, 1, shift, 1, sigLine) <= 0)
|
||||
{
|
||||
IndicatorRelease(h);
|
||||
return false;
|
||||
}
|
||||
IndicatorRelease(h);
|
||||
hist = mainLine[0] - sigLine[0];
|
||||
return true;
|
||||
}
|
||||
|
||||
bool SuperEMA_TrendUp(SuperEMAData &d, const int sh)
|
||||
{
|
||||
double c = iClose(d.symbol, d.tf, sh);
|
||||
double emaS = SuperEMA_EmaAt(d, d.emaSlow, sh);
|
||||
return (emaS > 0.0 && c > emaS);
|
||||
}
|
||||
|
||||
bool SuperEMA_TrendDown(SuperEMAData &d, const int sh)
|
||||
{
|
||||
double c = iClose(d.symbol, d.tf, sh);
|
||||
double emaS = SuperEMA_EmaAt(d, d.emaSlow, sh);
|
||||
return (emaS > 0.0 && c < emaS);
|
||||
}
|
||||
|
||||
bool SuperEMA_CciCrossAboveZero(SuperEMAData &d)
|
||||
{
|
||||
double c1 = SuperEMA_CciAt(d, 1);
|
||||
double c2 = SuperEMA_CciAt(d, 2);
|
||||
return (c2 <= 0.0 && c1 > 0.0);
|
||||
}
|
||||
|
||||
bool SuperEMA_CciCrossBelowZero(SuperEMAData &d)
|
||||
{
|
||||
double c1 = SuperEMA_CciAt(d, 1);
|
||||
double c2 = SuperEMA_CciAt(d, 2);
|
||||
return (c2 >= 0.0 && c1 < 0.0);
|
||||
}
|
||||
|
||||
bool SuperEMA_CciCrossAbove100(SuperEMAData &d)
|
||||
{
|
||||
double c1 = SuperEMA_CciAt(d, 1);
|
||||
double c2 = SuperEMA_CciAt(d, 2);
|
||||
return (c2 < d.cciOverbought && c1 > d.cciOverbought);
|
||||
}
|
||||
|
||||
bool SuperEMA_CciCrossBelowMinus100(SuperEMAData &d)
|
||||
{
|
||||
double c1 = SuperEMA_CciAt(d, 1);
|
||||
double c2 = SuperEMA_CciAt(d, 2);
|
||||
return (c2 > d.cciOversold && c1 < d.cciOversold);
|
||||
}
|
||||
|
||||
bool SuperEMA_HadCciOversoldRecently(SuperEMAData &d)
|
||||
{
|
||||
for(int i = 2; i <= d.pullbackCciLookback + 1; i++)
|
||||
{
|
||||
double v = SuperEMA_CciAt(d, i);
|
||||
if(v <= d.cciOversold)
|
||||
return true;
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
bool SuperEMA_HadCciOverboughtRecently(SuperEMAData &d)
|
||||
{
|
||||
for(int i = 2; i <= d.pullbackCciLookback + 1; i++)
|
||||
{
|
||||
double v = SuperEMA_CciAt(d, i);
|
||||
if(v >= d.cciOverbought)
|
||||
return true;
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
bool SuperEMA_PullbackNearFastEmaLong(SuperEMAData &d)
|
||||
{
|
||||
double emaF = SuperEMA_EmaAt(d, d.emaFast, 1);
|
||||
double lo = iLow(d.symbol, d.tf, 1);
|
||||
if(emaF <= 0.0)
|
||||
return false;
|
||||
return (lo <= emaF + d.slBufferPoints * _Point * 3.0);
|
||||
}
|
||||
|
||||
bool SuperEMA_PullbackNearFastEmaShort(SuperEMAData &d)
|
||||
{
|
||||
double emaF = SuperEMA_EmaAt(d, d.emaFast, 1);
|
||||
double hi = iHigh(d.symbol, d.tf, 1);
|
||||
if(emaF <= 0.0)
|
||||
return false;
|
||||
return (hi >= emaF - d.slBufferPoints * _Point * 3.0);
|
||||
}
|
||||
|
||||
int SuperEMA_PositionsByMagic(SuperEMAData &d)
|
||||
{
|
||||
int n = 0;
|
||||
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
||||
{
|
||||
ulong t = PositionGetTicket(i);
|
||||
if(t == 0)
|
||||
continue;
|
||||
if(PositionGetString(POSITION_SYMBOL) == d.symbol && (int)PositionGetInteger(POSITION_MAGIC) == d.magic)
|
||||
n++;
|
||||
}
|
||||
return n;
|
||||
}
|
||||
|
||||
void SuperEMA_ComputeSLTP(SuperEMAData &d, const bool isBuy, double &sl, double &tp)
|
||||
{
|
||||
sl = 0.0;
|
||||
tp = 0.0;
|
||||
if(!d.useStructuralSL)
|
||||
return;
|
||||
double emaM = SuperEMA_EmaAt(d, d.emaMid, d.emaTrendBars);
|
||||
double buf = d.slBufferPoints * _Point;
|
||||
if(isBuy)
|
||||
sl = emaM - buf;
|
||||
else
|
||||
sl = emaM + buf;
|
||||
}
|
||||
|
||||
int SuperEMA_BarsSinceOpen(SuperEMAData &d, const datetime openTime)
|
||||
{
|
||||
if(openTime <= 0)
|
||||
return 0;
|
||||
int sh = iBarShift(d.symbol, d.tf, openTime, false);
|
||||
if(sh < 0)
|
||||
return 999999;
|
||||
return sh;
|
||||
}
|
||||
|
||||
void SuperEMA_CloseTicket(SuperEMAData &d, const ulong ticket, const string reason)
|
||||
{
|
||||
#ifdef UNITED_MARTINGALE_NO_SELF_CLOSE
|
||||
return;
|
||||
#endif
|
||||
d.trade.SetExpertMagicNumber(d.magic);
|
||||
if(d.trade.PositionClose(ticket))
|
||||
SuperEMA_Log(d, "Close: " + reason);
|
||||
}
|
||||
|
||||
void SuperEMA_ManageExits(SuperEMAData &d)
|
||||
{
|
||||
#ifdef UNITED_MARTINGALE_NO_SELF_CLOSE
|
||||
return;
|
||||
#endif
|
||||
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
||||
{
|
||||
ulong ticket = PositionGetTicket(i);
|
||||
if(ticket == 0)
|
||||
continue;
|
||||
if(!PositionSelectByTicket(ticket))
|
||||
continue;
|
||||
if(PositionGetString(POSITION_SYMBOL) != d.symbol)
|
||||
continue;
|
||||
if((int)PositionGetInteger(POSITION_MAGIC) != d.magic)
|
||||
continue;
|
||||
|
||||
ENUM_POSITION_TYPE ptype = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
datetime openTime = (datetime)PositionGetInteger(POSITION_TIME);
|
||||
|
||||
double h1 = 0.0;
|
||||
if(!SuperEMA_MacdHistAt(d, 1, h1))
|
||||
continue;
|
||||
|
||||
bool closeLong = false;
|
||||
bool closeShort = false;
|
||||
string reason = "";
|
||||
|
||||
if(d.maxHoldingBars > 0)
|
||||
{
|
||||
int held = SuperEMA_BarsSinceOpen(d, openTime);
|
||||
if(held >= d.maxHoldingBars)
|
||||
{
|
||||
if(ptype == POSITION_TYPE_BUY)
|
||||
closeLong = true;
|
||||
else
|
||||
closeShort = true;
|
||||
reason = "time stop (max bars)";
|
||||
}
|
||||
}
|
||||
|
||||
if(ptype == POSITION_TYPE_BUY)
|
||||
{
|
||||
if(d.exitOnTrendFlip && SuperEMA_TrendDown(d, d.emaTrendBars))
|
||||
{
|
||||
closeLong = true;
|
||||
reason = "trend flip (below slow EMA)";
|
||||
}
|
||||
if(d.exitOnMacdFlip && h1 < 0.0)
|
||||
{
|
||||
closeLong = true;
|
||||
reason = "MACD histogram < 0";
|
||||
}
|
||||
if(d.exitOnCciZeroCross && SuperEMA_CciCrossBelowZero(d))
|
||||
{
|
||||
closeLong = true;
|
||||
reason = "CCI crossed below zero";
|
||||
}
|
||||
if(d.exitBelowMidEma)
|
||||
{
|
||||
double c = iClose(d.symbol, d.tf, 1);
|
||||
double emaM = SuperEMA_EmaAt(d, d.emaMid, 1);
|
||||
if(emaM > 0.0 && c < emaM)
|
||||
{
|
||||
closeLong = true;
|
||||
reason = "close below mid EMA";
|
||||
}
|
||||
}
|
||||
if(closeLong)
|
||||
SuperEMA_CloseTicket(d, ticket, reason);
|
||||
}
|
||||
else if(ptype == POSITION_TYPE_SELL)
|
||||
{
|
||||
if(d.exitOnTrendFlip && SuperEMA_TrendUp(d, d.emaTrendBars))
|
||||
{
|
||||
closeShort = true;
|
||||
reason = "trend flip (above slow EMA)";
|
||||
}
|
||||
if(d.exitOnMacdFlip && h1 > 0.0)
|
||||
{
|
||||
closeShort = true;
|
||||
reason = "MACD histogram > 0";
|
||||
}
|
||||
if(d.exitOnCciZeroCross && SuperEMA_CciCrossAboveZero(d))
|
||||
{
|
||||
closeShort = true;
|
||||
reason = "CCI crossed above zero";
|
||||
}
|
||||
if(d.exitBelowMidEma)
|
||||
{
|
||||
double c = iClose(d.symbol, d.tf, 1);
|
||||
double emaM = SuperEMA_EmaAt(d, d.emaMid, 1);
|
||||
if(emaM > 0.0 && c > emaM)
|
||||
{
|
||||
closeShort = true;
|
||||
reason = "close above mid EMA";
|
||||
}
|
||||
}
|
||||
if(closeShort)
|
||||
SuperEMA_CloseTicket(d, ticket, reason);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
bool InitSuperEMA(SuperEMAData &d,
|
||||
const string symbol,
|
||||
const ENUM_TIMEFRAMES tf,
|
||||
const int slippagePoints,
|
||||
const int magic,
|
||||
const int emaFast,
|
||||
const int emaMid,
|
||||
const int emaSlow,
|
||||
const int emaTrendBars,
|
||||
const int cciPeriod,
|
||||
const double cciOverbought,
|
||||
const double cciOversold,
|
||||
const int pullbackCciLookback,
|
||||
const int macdFast,
|
||||
const int macdSlow,
|
||||
const int macdSignal,
|
||||
const ENUM_SE_ENTRY_STYLE entryStyle,
|
||||
const bool oneTradeOnly,
|
||||
const bool useStructuralSL,
|
||||
const double slBufferPoints,
|
||||
const bool exitOnTrendFlip,
|
||||
const bool exitOnMacdFlip,
|
||||
const bool exitOnCciZeroCross,
|
||||
const int maxHoldingBars,
|
||||
const bool exitBelowMidEma,
|
||||
const bool debugLogs)
|
||||
{
|
||||
d.symbol = symbol;
|
||||
if(StringLen(d.symbol) == 0)
|
||||
d.symbol = _Symbol;
|
||||
d.tf = tf;
|
||||
d.lastBarTime = 0;
|
||||
d.isInitialized = false;
|
||||
d.slippagePoints = slippagePoints;
|
||||
d.magic = magic;
|
||||
d.emaFast = emaFast;
|
||||
d.emaMid = emaMid;
|
||||
d.emaSlow = emaSlow;
|
||||
d.emaTrendBars = emaTrendBars;
|
||||
d.cciPeriod = cciPeriod;
|
||||
d.cciOverbought = cciOverbought;
|
||||
d.cciOversold = cciOversold;
|
||||
d.pullbackCciLookback = pullbackCciLookback;
|
||||
d.macdFast = macdFast;
|
||||
d.macdSlow = macdSlow;
|
||||
d.macdSignal = macdSignal;
|
||||
d.entryStyle = entryStyle;
|
||||
d.oneTradeOnly = oneTradeOnly;
|
||||
d.useStructuralSL = useStructuralSL;
|
||||
d.slBufferPoints = slBufferPoints;
|
||||
d.exitOnTrendFlip = exitOnTrendFlip;
|
||||
d.exitOnMacdFlip = exitOnMacdFlip;
|
||||
d.exitOnCciZeroCross = exitOnCciZeroCross;
|
||||
d.maxHoldingBars = maxHoldingBars;
|
||||
d.exitBelowMidEma = exitBelowMidEma;
|
||||
d.debugLogs = debugLogs;
|
||||
|
||||
if(!SymbolSelect(d.symbol, true))
|
||||
{
|
||||
Print("SuperEMA: symbol not available: ", d.symbol);
|
||||
return false;
|
||||
}
|
||||
d.trade.SetExpertMagicNumber(d.magic);
|
||||
d.trade.SetDeviationInPoints(d.slippagePoints);
|
||||
d.isInitialized = true;
|
||||
return true;
|
||||
}
|
||||
|
||||
void ProcessSuperEMA(SuperEMAData &d, const double lots)
|
||||
{
|
||||
if(!d.isInitialized)
|
||||
return;
|
||||
|
||||
if(!SuperEMA_IsNewBar(d))
|
||||
return;
|
||||
|
||||
SuperEMA_ManageExits(d);
|
||||
|
||||
const int sh = d.emaTrendBars;
|
||||
double h1 = 0.0, h2 = 0.0;
|
||||
if(!SuperEMA_MacdHistAt(d, 1, h1) || !SuperEMA_MacdHistAt(d, 2, h2))
|
||||
return;
|
||||
|
||||
bool up = SuperEMA_TrendUp(d, sh);
|
||||
bool dn = SuperEMA_TrendDown(d, sh);
|
||||
|
||||
bool wantBuy = false;
|
||||
bool wantSell = false;
|
||||
|
||||
switch(d.entryStyle)
|
||||
{
|
||||
case SE_ENTRY_CCIZERO_MACD:
|
||||
if(up && SuperEMA_CciCrossAboveZero(d) && h1 > 0.0)
|
||||
wantBuy = true;
|
||||
if(dn && SuperEMA_CciCrossBelowZero(d) && h1 < 0.0)
|
||||
wantSell = true;
|
||||
break;
|
||||
|
||||
case SE_ENTRY_LAMBERT:
|
||||
if(up && SuperEMA_CciCrossAbove100(d) && h1 > 0.0)
|
||||
wantBuy = true;
|
||||
if(dn && SuperEMA_CciCrossBelowMinus100(d) && h1 < 0.0)
|
||||
wantSell = true;
|
||||
break;
|
||||
|
||||
case SE_ENTRY_PULLBACK:
|
||||
if(up && SuperEMA_HadCciOversoldRecently(d) && SuperEMA_CciCrossAboveZero(d) && h1 > 0.0 && SuperEMA_PullbackNearFastEmaLong(d))
|
||||
wantBuy = true;
|
||||
if(dn && SuperEMA_HadCciOverboughtRecently(d) && SuperEMA_CciCrossBelowZero(d) && h1 < 0.0 && SuperEMA_PullbackNearFastEmaShort(d))
|
||||
wantSell = true;
|
||||
break;
|
||||
}
|
||||
|
||||
if(d.oneTradeOnly && SuperEMA_PositionsByMagic(d) > 0)
|
||||
{
|
||||
if(wantBuy && !United_MayOpenNewEntry(d.symbol, (ulong)d.magic, true))
|
||||
wantBuy = false;
|
||||
if(wantSell && !United_MayOpenNewEntry(d.symbol, (ulong)d.magic, false))
|
||||
wantSell = false;
|
||||
if(!wantBuy && !wantSell)
|
||||
return;
|
||||
}
|
||||
|
||||
MqlTick tick;
|
||||
if(!SymbolInfoTick(d.symbol, tick))
|
||||
return;
|
||||
|
||||
double sl = 0.0, tp = 0.0;
|
||||
|
||||
if(wantBuy && !wantSell)
|
||||
{
|
||||
#ifndef UNITED_MARTINGALE_NO_SELF_CLOSE
|
||||
SuperEMA_ComputeSLTP(d, true, sl, tp);
|
||||
#endif
|
||||
if(d.trade.Buy(lots, d.symbol, tick.ask, sl, tp, "United SuperEMA long"))
|
||||
SuperEMA_Log(d, StringFormat("BUY ask=%.5f sl=%.5f", tick.ask, sl));
|
||||
}
|
||||
else if(wantSell && !wantBuy)
|
||||
{
|
||||
#ifndef UNITED_MARTINGALE_NO_SELF_CLOSE
|
||||
SuperEMA_ComputeSLTP(d, false, sl, tp);
|
||||
#endif
|
||||
if(d.trade.Sell(lots, d.symbol, tick.bid, sl, tp, "United SuperEMA short"))
|
||||
SuperEMA_Log(d, StringFormat("SELL bid=%.5f sl=%.5f", tick.bid, sl));
|
||||
}
|
||||
}
|
||||
|
||||
void DeinitSuperEMA(SuperEMAData &d)
|
||||
{
|
||||
d.isInitialized = false;
|
||||
}
|
||||
|
||||
#endif // SUPER_EMA_STRATEGY_MQH
|
||||
@@ -0,0 +1,868 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| UnitedEA.mq5 |
|
||||
//| Copyright 2025, MetaQuotes Ltd. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, MetaQuotes Ltd."
|
||||
#property link "https://www.mql5.com"
|
||||
#property version "1.00"
|
||||
#property strict
|
||||
|
||||
#include <Trade\Trade.mqh>
|
||||
#include <Trade\PositionInfo.mqh>
|
||||
#include <Indicators\Trend.mqh>
|
||||
#include <Indicators\Volumes.mqh>
|
||||
#include "MagicNumberHelpers.mqh"
|
||||
// Include strategy implementations early so structs are available
|
||||
#include "Strategies/DarvasBoxStrategy.mqh"
|
||||
#include "Strategies/EMASlopeDistanceStrategy.mqh"
|
||||
#include "Strategies/RSICrossOverReversalStrategy.mqh"
|
||||
#include "Strategies/RSIMidPointHijackStrategy.mqh"
|
||||
#include "Strategies/RSIScalpingStrategy.mqh"
|
||||
#include "Strategies/SuperEMAStrategy.mqh"
|
||||
#include "Strategies/RSIReversalAsianStrategy.mqh"
|
||||
#include "Strategies/RSIConsolidationStrategy.mqh"
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Lot Size Variables (for dynamic lot sizing) |
|
||||
//+------------------------------------------------------------------+
|
||||
double g_ES_LotSize; // EMA Slope Distance lot size
|
||||
double g_RC_LotSize; // RSI CrossOver Reversal lot size
|
||||
double g_RM_LotSize; // RSI MidPoint Hijack lot size
|
||||
double g_LotScaleGrowth = 1.0;
|
||||
double g_LotScaleMargin = 1.0;
|
||||
double g_LotScaleFinal = 1.0;
|
||||
datetime g_LastScaleLogTime = 0;
|
||||
|
||||
bool United_MayOpenNewEntry(const string symbol, const ulong magic, const bool isBuy)
|
||||
{
|
||||
if(PositionExistsByMagic(symbol, magic))
|
||||
return false;
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy Enable/Disable Switches |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== Strategy Enable/Disable ==="
|
||||
input bool EnableDarvasBox = true;
|
||||
input bool EnableEMASlopeDistance = true;
|
||||
input bool EnableRSICrossOverReversal = true;
|
||||
input bool EnableRSIMidPointHijack = true;
|
||||
input bool EnableRSIScalpingAPPL = true;
|
||||
input bool EnableRSIScalpingBTCUSD = true;
|
||||
input bool EnableRSIScalpingNVDA = true;
|
||||
input bool EnableRSIScalpingTSLA = true;
|
||||
input bool EnableRSIScalpingXAUUSD = true;
|
||||
input bool EnableSuperEMA = true;
|
||||
input bool EnableRSIConsolidation = true;
|
||||
input bool EnableRSIReversalAsianEURUSD = true;
|
||||
input bool EnableRSIReversalAsianAUDUSD = true;
|
||||
|
||||
input group "=== Centralized Lot Size (Granular Per Robot) ==="
|
||||
input double LOT_ES_EMASlopeDistance = 0.05;
|
||||
input double LOT_RC_RSICrossOver = 0.1;
|
||||
input double LOT_RM_RSIMidPointHijack = 0.01;
|
||||
input double LOT_RS_APPL = 100.0;
|
||||
input double LOT_RS_BTCUSD = 0.15;
|
||||
input double LOT_RS_NVDA = 60.0;
|
||||
input double LOT_RS_TSLA = 20.0;
|
||||
input double LOT_RS_XAUUSD = 0.02;
|
||||
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 group "=== Auto Lot Scaling (Equity/Balance + Margin Guard) ==="
|
||||
input bool EnableAutoLotScaling = true;
|
||||
input double ScalingReferenceBalanceUSD = 1000.0;
|
||||
input double ScalingCurveExponent = 0.70; // 1.0=linear, <1 smoother, >1 aggressive
|
||||
input double ScaleMinMultiplier = 0.50;
|
||||
input double ScaleMaxMultiplier = 3.00;
|
||||
input bool EnableMarginGuard = true;
|
||||
input double MarginSafeLevelPercent = 420.0; // >= safe: no reduction
|
||||
input double MarginCriticalLevelPercent = 170.0;
|
||||
input double MarginGuardMinMultiplier = 0.20;
|
||||
input int ScaleLogIntervalSeconds = 300;
|
||||
input bool ShowScaleStatusOnChart = true;
|
||||
|
||||
input group "=== Minimum Balance Recommendation ==="
|
||||
input bool PrintMinimumBalanceRecommendation = true;
|
||||
input double MinBalPerLot_ES = 1200.0;
|
||||
input double MinBalPerLot_RC = 900.0;
|
||||
input double MinBalPerLot_RM = 900.0;
|
||||
input double MinBalPerLot_RS_APPL = 8.0;
|
||||
input double MinBalPerLot_RS_BTCUSD = 2500.0;
|
||||
input double MinBalPerLot_RS_NVDA = 8.0;
|
||||
input double MinBalPerLot_RS_TSLA = 8.0;
|
||||
input double MinBalPerLot_RS_XAUUSD = 3000.0;
|
||||
input double MinBalPerLot_RRA_EURUSD = 1200.0;
|
||||
input double MinBalPerLot_RRA_AUDUSD = 1200.0;
|
||||
input double MinBalPerLot_SE = 1500.0;
|
||||
input double MinBalPerLot_RCO = 1800.0;
|
||||
input double MinBalanceSafetyBufferPercent = 25.0;
|
||||
input double MinAbsoluteRecommendedBalance = 300.0;
|
||||
|
||||
double ClampValue(const double v, const double minV, const double maxV)
|
||||
{
|
||||
if(v < minV) return minV;
|
||||
if(v > maxV) return maxV;
|
||||
return v;
|
||||
}
|
||||
|
||||
double GetAutoScaledLot(const double baseLot)
|
||||
{
|
||||
const double scaled = baseLot * g_LotScaleFinal;
|
||||
if(scaled <= 0.0)
|
||||
return 0.0;
|
||||
return scaled;
|
||||
}
|
||||
|
||||
double ComputeRecommendedMinBalance()
|
||||
{
|
||||
double required = 0.0;
|
||||
required += LOT_ES_EMASlopeDistance * MinBalPerLot_ES;
|
||||
required += LOT_RC_RSICrossOver * MinBalPerLot_RC;
|
||||
required += LOT_RM_RSIMidPointHijack * MinBalPerLot_RM;
|
||||
required += LOT_RS_APPL * MinBalPerLot_RS_APPL;
|
||||
required += LOT_RS_BTCUSD * MinBalPerLot_RS_BTCUSD;
|
||||
required += LOT_RS_NVDA * MinBalPerLot_RS_NVDA;
|
||||
required += LOT_RS_TSLA * MinBalPerLot_RS_TSLA;
|
||||
required += LOT_RS_XAUUSD * MinBalPerLot_RS_XAUUSD;
|
||||
required += LOT_RRA_EURUSD * MinBalPerLot_RRA_EURUSD;
|
||||
required += LOT_RRA_AUDUSD * MinBalPerLot_RRA_AUDUSD;
|
||||
required += LOT_SE_SuperEMA * MinBalPerLot_SE;
|
||||
required += LOT_RCO_RSIConsolidation * MinBalPerLot_RCO;
|
||||
required *= (1.0 + MinBalanceSafetyBufferPercent / 100.0);
|
||||
if(required < MinAbsoluteRecommendedBalance)
|
||||
required = MinAbsoluteRecommendedBalance;
|
||||
return required;
|
||||
}
|
||||
|
||||
void UpdateAutoLotScaling()
|
||||
{
|
||||
if(!EnableAutoLotScaling)
|
||||
{
|
||||
g_LotScaleGrowth = 1.0;
|
||||
g_LotScaleMargin = 1.0;
|
||||
g_LotScaleFinal = 1.0;
|
||||
return;
|
||||
}
|
||||
|
||||
double refBalance = ScalingReferenceBalanceUSD;
|
||||
if(refBalance < 1.0)
|
||||
refBalance = 1.0;
|
||||
|
||||
const double balance = AccountInfoDouble(ACCOUNT_BALANCE);
|
||||
const double equity = AccountInfoDouble(ACCOUNT_EQUITY);
|
||||
double base = MathMax(balance, equity);
|
||||
if(base < 1.0)
|
||||
base = 1.0;
|
||||
|
||||
const double growthRatio = base / refBalance;
|
||||
g_LotScaleGrowth = MathPow(growthRatio, ScalingCurveExponent);
|
||||
g_LotScaleGrowth = ClampValue(g_LotScaleGrowth, ScaleMinMultiplier, ScaleMaxMultiplier);
|
||||
|
||||
g_LotScaleMargin = 1.0;
|
||||
if(EnableMarginGuard)
|
||||
{
|
||||
const double ml = AccountInfoDouble(ACCOUNT_MARGIN_LEVEL);
|
||||
if(ml <= 0.0 || ml != ml)
|
||||
{
|
||||
g_LotScaleMargin = 1.0;
|
||||
}
|
||||
else if(ml >= MarginSafeLevelPercent)
|
||||
{
|
||||
g_LotScaleMargin = 1.0;
|
||||
}
|
||||
else if(ml <= MarginCriticalLevelPercent)
|
||||
{
|
||||
g_LotScaleMargin = MarginGuardMinMultiplier;
|
||||
}
|
||||
else
|
||||
{
|
||||
const double span = MarginSafeLevelPercent - MarginCriticalLevelPercent;
|
||||
const double t = (span > 0.0) ? (ml - MarginCriticalLevelPercent) / span : 0.0;
|
||||
g_LotScaleMargin = MarginGuardMinMultiplier + t * (1.0 - MarginGuardMinMultiplier);
|
||||
}
|
||||
g_LotScaleMargin = ClampValue(g_LotScaleMargin, MarginGuardMinMultiplier, 1.0);
|
||||
}
|
||||
|
||||
g_LotScaleFinal = g_LotScaleGrowth * g_LotScaleMargin;
|
||||
g_LotScaleFinal = ClampValue(g_LotScaleFinal, ScaleMinMultiplier, ScaleMaxMultiplier);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 1: DarvasBoxXAUUSD |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== DarvasBox Strategy ==="
|
||||
input string DB_Symbol = "XAUUSD";
|
||||
input int DB_BoxPeriod = 165;
|
||||
input double DB_BoxDeviation = 30000; // Increased to allow larger ranges (was 25140)
|
||||
input int DB_VolumeThreshold = 0; // Set to 0 to disable volume threshold check. Volume data from indicator used instead.
|
||||
input double DB_StopLoss = 1665;
|
||||
input double DB_TakeProfit = 3685;
|
||||
input bool DB_EnableLogging = false;
|
||||
input color DB_BoxColor = clrBlue;
|
||||
input int DB_BoxWidth = 1;
|
||||
input ENUM_TIMEFRAMES DB_TrendTimeframe = PERIOD_H2;
|
||||
input int DB_MA_Period = 125;
|
||||
input ENUM_MA_METHOD DB_MA_Method = MODE_EMA;
|
||||
input ENUM_APPLIED_PRICE DB_MA_Price = PRICE_WEIGHTED;
|
||||
input double DB_TrendThreshold = 4.94;
|
||||
input int DB_VolumeMA_Period = 110;
|
||||
input double DB_VolumeThresholdMultiplier = 1.5;
|
||||
input int DB_MagicNumber = 135790;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 2: EMASlopeDistanceCocktailXAUUSD |
|
||||
//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== EMA Slope Distance Strategy ==="
|
||||
input string ES_Symbol = "XAUUSD";
|
||||
input int ES_EMA_Periode = 46;
|
||||
input double ES_PreisSchwelle = 600.0;
|
||||
input double ES_SteigungSchwelle = 80.0;
|
||||
input int ES_ÜberwachungTimeout = 800;
|
||||
input double ES_TrailingStop = 250.0;
|
||||
input double ES_LotGröße = 0.03;
|
||||
input int ES_MagicNumber = 12350;
|
||||
input bool ES_UseSpreadAdjustment = true;
|
||||
input ENUM_TIMEFRAMES ES_Timeframe = PERIOD_H1;
|
||||
input bool ES_UseBarData = true;
|
||||
input int ES_MaxTradesPerCrossover = 9;
|
||||
input int ES_ProfitCheckBars = 18;
|
||||
input bool ES_CloseUnprofitableTrades = true;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 3: RSICrossOverReversalXAUUSD |
|
||||
//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI CrossOver Reversal Strategy ==="
|
||||
input string RC_Symbol = "XAUUSD";
|
||||
input int RC_MagicNumber = 7;
|
||||
input int RC_rsiPeriod = 19;
|
||||
input int RC_overboughtLevel = 93;
|
||||
input int RC_oversoldLevel = 22;
|
||||
input double RC_entryRSIBuySpread = 0;
|
||||
input double RC_entryRSISellSpread = 0;
|
||||
input double RC_lotSize = 0.01;
|
||||
input int RC_slippage = 3;
|
||||
input int RC_cooldownSeconds = 209;
|
||||
input ENUM_TIMEFRAMES RC_TimeFrame1 = PERIOD_M1;
|
||||
input ENUM_TIMEFRAMES RC_TimeFrame2 = PERIOD_M1;
|
||||
input ENUM_TIMEFRAMES RC_BarTimeFrame = PERIOD_M12;
|
||||
input int RC_emaPeriod = 140;
|
||||
input double RC_emaSlopeThreshold = 105;
|
||||
input double RC_exitBuyRSI = 86;
|
||||
input double RC_exitSellRSI = 10;
|
||||
input double RC_TrailingStop = 295;
|
||||
input double RC_emaDistanceThreshold = 165;
|
||||
input int RC_tradingHourOneBegin = 24;
|
||||
input int RC_tradingHourOneEnd = 22;
|
||||
input int RC_tradingHourTwoBegin = 6;
|
||||
input int RC_tradingHourTwoEnd = 19;
|
||||
input bool RC_Sunday = false;
|
||||
input bool RC_Monday = false;
|
||||
input bool RC_Tuesday = true;
|
||||
input bool RC_Wednesday = true;
|
||||
input bool RC_Thursday = true;
|
||||
input bool RC_Friday = false;
|
||||
input bool RC_Saturday = false;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 4: RSIMidPointHijackXAUUSD |
|
||||
//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI MidPoint Hijack Strategy ==="
|
||||
input string RM_Symbol = "XAUUSD";
|
||||
input ENUM_TIMEFRAMES RM_InpTimeframe = PERIOD_H1;
|
||||
input double RM_InpLotSize = 0.02;
|
||||
input int RM_InpMagicNumberRSIFollow = 1001;
|
||||
input int RM_InpMagicNumberRSIReverse = 1002;
|
||||
input int RM_InpMagicNumberEMACross = 1003;
|
||||
input bool RM_InpEnableRSIFollow = true;
|
||||
input bool RM_InpEnableRSIReverse = true;
|
||||
input bool RM_InpEnableEMACross = true;
|
||||
input bool RM_InpEnableStrategyLock = false;
|
||||
input double RM_InpLockProfitThreshold = 0.0;
|
||||
input bool RM_InpCloseOppositeTrades = false;
|
||||
input int RM_InpRSIPeriod = 32;
|
||||
input int RM_InpRSIOverbought = 78;
|
||||
input int RM_InpRSIOversold = 46;
|
||||
input int RM_InpRSIExitLevel = 44;
|
||||
input int RM_InpRSIFollowStartHour = 23;
|
||||
input int RM_InpRSIFollowEndHour = 8;
|
||||
input bool RM_InpRSIFollowCloseOutsideHours = false;
|
||||
input int RM_InpRSIReversePeriod = 59;
|
||||
input int RM_InpRSIReverseOverbought = 51;
|
||||
input int RM_InpRSIReverseOversold = 49;
|
||||
input int RM_InpRSIReverseCrossLevel = 53;
|
||||
input int RM_InpRSIReverseExitLevel = 48;
|
||||
input int RM_InpRSIReverseStartHour = 7;
|
||||
input int RM_InpRSIReverseEndHour = 13;
|
||||
input bool RM_InpRSIReverseCloseOutsideHours = false;
|
||||
input int RM_InpRSIReverseCooldownBars = 15;
|
||||
input bool RM_InpRSIReverseCooldownOnLoss = true;
|
||||
input int RM_InpEMAPeriod = 120;
|
||||
input int RM_InpEMACrossStartHour = 8;
|
||||
input int RM_InpEMACrossEndHour = 14;
|
||||
input bool RM_InpEMACrossCloseOutsideHours = true;
|
||||
input bool RM_InpUseEMADistanceEntry = true;
|
||||
input double RM_InpEMADistancePips = 160.0;
|
||||
input int RM_InpEMADistancePeriod = 26;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 5-10: RSI Scalping Strategies |
|
||||
//| Each RSI Scalping strategy trades on its own symbol: |
|
||||
//| - APPL: Apple stock (AAPL) |
|
||||
//| - BTCUSD: Bitcoin/USD |
|
||||
//| - NVDA: NVIDIA stock |
|
||||
//| - TSLA: Tesla stock |
|
||||
//| - XAUUSD: Gold/USD |
|
||||
//| |
|
||||
//| PEPPERSTONE US SYMBOL FORMATS: |
|
||||
//| - Stocks may use: "AAPL.US", "NASDAQ:AAPL", or just "AAPL" |
|
||||
//| - To find correct symbols: |
|
||||
//| 1. Open Market Watch (Ctrl+M) |
|
||||
//| 2. Right-click > Show All |
|
||||
//| 3. Search for the stock name |
|
||||
//| 4. Use the exact symbol name shown |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI Scalping APPL (AAPL) - Pepperstone US ==="
|
||||
input string RS_APPL_Symbol = "AAPL.US"; // Try: "AAPL.US", "NASDAQ:AAPL", or "AAPL"
|
||||
input ENUM_TIMEFRAMES RS_APPL_TimeFrame = PERIOD_M10;
|
||||
input int RS_APPL_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_APPL_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_APPL_RSI_Overbought = 80;
|
||||
input double RS_APPL_RSI_Oversold = 78;
|
||||
input double RS_APPL_RSI_Target_Buy = 94;
|
||||
input double RS_APPL_RSI_Target_Sell = 44;
|
||||
input int RS_APPL_BarsToWait = 7;
|
||||
input double RS_APPL_LotSize = 25;
|
||||
input int RS_APPL_MagicNumber = 20001;
|
||||
input int RS_APPL_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping BTCUSD ==="
|
||||
input string RS_BTCUSD_Symbol = "BTCUSD"; // Pepperstone may use: "BTCUSD", "BTC/USD", or "BTCUSD.c"
|
||||
input ENUM_TIMEFRAMES RS_BTCUSD_TimeFrame = PERIOD_H1;
|
||||
input int RS_BTCUSD_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_BTCUSD_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_BTCUSD_RSI_Overbought = 90;
|
||||
input double RS_BTCUSD_RSI_Oversold = 73;
|
||||
input double RS_BTCUSD_RSI_Target_Buy = 88;
|
||||
input double RS_BTCUSD_RSI_Target_Sell = 48;
|
||||
input int RS_BTCUSD_BarsToWait = 6;
|
||||
input double RS_BTCUSD_LotSize = 0.1;
|
||||
input int RS_BTCUSD_MagicNumber = 123459123;
|
||||
input int RS_BTCUSD_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping NVDA - Pepperstone US ==="
|
||||
input string RS_NVDA_Symbol = "NVDA.US"; // Try: "NVDA.US", "NASDAQ:NVDA", or "NVDA"
|
||||
input ENUM_TIMEFRAMES RS_NVDA_TimeFrame = PERIOD_M15;
|
||||
input int RS_NVDA_RSI_Period = 8;
|
||||
input ENUM_APPLIED_PRICE RS_NVDA_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_NVDA_RSI_Overbought = 36;
|
||||
input double RS_NVDA_RSI_Oversold = 38;
|
||||
input double RS_NVDA_RSI_Target_Buy = 90;
|
||||
input double RS_NVDA_RSI_Target_Sell = 70;
|
||||
input int RS_NVDA_BarsToWait = 5;
|
||||
input double RS_NVDA_LotSize = 50;
|
||||
input int RS_NVDA_MagicNumber = 20003;
|
||||
input int RS_NVDA_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping TSLA - Pepperstone US ==="
|
||||
input string RS_TSLA_Symbol = "TSLA.US"; // Try: "TSLA.US", "NASDAQ:TSLA", or "TSLA"
|
||||
input ENUM_TIMEFRAMES RS_TSLA_TimeFrame = PERIOD_H1;
|
||||
input int RS_TSLA_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_TSLA_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_TSLA_RSI_Overbought = 54;
|
||||
input double RS_TSLA_RSI_Oversold = 73;
|
||||
input double RS_TSLA_RSI_Target_Buy = 87;
|
||||
input double RS_TSLA_RSI_Target_Sell = 33;
|
||||
input int RS_TSLA_BarsToWait = 1;
|
||||
input double RS_TSLA_LotSize = 50;
|
||||
input int RS_TSLA_MagicNumber = 125421321;
|
||||
input int RS_TSLA_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping XAUUSD ==="
|
||||
input string RS_XAUUSD_Symbol = "XAUUSD";
|
||||
input ENUM_TIMEFRAMES RS_XAUUSD_TimeFrame = PERIOD_H1;
|
||||
input int RS_XAUUSD_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_XAUUSD_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_XAUUSD_RSI_Overbought = 71;
|
||||
input double RS_XAUUSD_RSI_Oversold = 57;
|
||||
input double RS_XAUUSD_RSI_Target_Buy = 80;
|
||||
input double RS_XAUUSD_RSI_Target_Sell = 57;
|
||||
input int RS_XAUUSD_BarsToWait = 4;
|
||||
input double RS_XAUUSD_LotSize = 0.1;
|
||||
input int RS_XAUUSD_MagicNumber = 129102315;
|
||||
input int RS_XAUUSD_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping Reversal Escape (XAUUSD only) ==="
|
||||
input bool RS_UseReversalEscape = true;
|
||||
input int RS_ReversalATRPeriod = 14;
|
||||
input double RS_ReversalAdverseAtrMult = 5.25;
|
||||
input int RS_ReversalSignsRequired = 2;
|
||||
input double RS_ReversalRsiVelocity = 16.0;
|
||||
input double RS_ReversalBodyAtrMult = 5.1;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 11-12: RSI Reversal Asian Strategies |
|
||||
//| Each RSI Reversal Asian strategy trades on its own symbol: |
|
||||
//| - EURUSD: Euro/USD |
|
||||
//| - AUDUSD: Australian Dollar/USD |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI Reversal Asian EURUSD ==="
|
||||
input string RRA_EURUSD_Symbol = "EURUSD";
|
||||
input int RRA_EURUSD_RSIPeriod = 28;
|
||||
input double RRA_EURUSD_OverboughtLevel = 60;
|
||||
input double RRA_EURUSD_OversoldLevel = 8;
|
||||
input int RRA_EURUSD_TakeProfitPips = 175;
|
||||
input int RRA_EURUSD_StopLossPips = 5;
|
||||
input double RRA_EURUSD_MaxLotSize = 0.1;
|
||||
input int RRA_EURUSD_MaxSpread = 1000;
|
||||
input int RRA_EURUSD_MaxDuration = 270;
|
||||
input bool RRA_EURUSD_UseStopLoss = false;
|
||||
input bool RRA_EURUSD_UseTakeProfit = false;
|
||||
input bool RRA_EURUSD_UseRSIExit = true;
|
||||
input double RRA_EURUSD_RSIExitLevel = 55;
|
||||
input bool RRA_EURUSD_CloseOutsideSession = false;
|
||||
input ENUM_TIMEFRAMES RRA_EURUSD_TimeFrame = PERIOD_M15;
|
||||
input int RRA_EURUSD_MagicNumber = 30001;
|
||||
input int RRA_EURUSD_Slippage = 3;
|
||||
|
||||
input group "=== RSI Reversal Asian AUDUSD ==="
|
||||
input string RRA_AUDUSD_Symbol = "AUDUSD";
|
||||
input int RRA_AUDUSD_RSIPeriod = 28;
|
||||
input double RRA_AUDUSD_OverboughtLevel = 68;
|
||||
input double RRA_AUDUSD_OversoldLevel = 30;
|
||||
input int RRA_AUDUSD_TakeProfitPips = 175;
|
||||
input int RRA_AUDUSD_StopLossPips = 5;
|
||||
input double RRA_AUDUSD_MaxLotSize = 0.2;
|
||||
input int RRA_AUDUSD_MaxSpread = 1000;
|
||||
input int RRA_AUDUSD_MaxDuration = 340;
|
||||
input bool RRA_AUDUSD_UseStopLoss = false;
|
||||
input bool RRA_AUDUSD_UseTakeProfit = false;
|
||||
input bool RRA_AUDUSD_UseRSIExit = true;
|
||||
input double RRA_AUDUSD_RSIExitLevel = 48;
|
||||
input bool RRA_AUDUSD_CloseOutsideSession = true;
|
||||
input ENUM_TIMEFRAMES RRA_AUDUSD_TimeFrame = PERIOD_M15;
|
||||
input int RRA_AUDUSD_MagicNumber = 30002;
|
||||
input int RRA_AUDUSD_Slippage = 3;
|
||||
|
||||
input group "=== SuperEMA (EMA + CCI + MACD) ==="
|
||||
input string SE_Symbol = "XAUUSD";
|
||||
input ENUM_TIMEFRAMES SE_Timeframe = PERIOD_M15;
|
||||
input double SE_LotSize = 0.01;
|
||||
input int SE_SlippagePoints = 55;
|
||||
input int SE_MagicNumber = 940001;
|
||||
input int SE_EmaFast = 40;
|
||||
input int SE_EmaMid = 180;
|
||||
input int SE_EmaSlow = 125;
|
||||
input int SE_EmaTrendBars = 3;
|
||||
input int SE_CciPeriod = 17;
|
||||
input double SE_CciOverbought = 80.0;
|
||||
input double SE_CciOversold = -140.0;
|
||||
input int SE_PullbackCciLookback = 20;
|
||||
input int SE_MacdFast = 14;
|
||||
input int SE_MacdSlow = 38;
|
||||
input int SE_MacdSignal = 9;
|
||||
input ENUM_SE_ENTRY_STYLE SE_EntryStyle = SE_ENTRY_LAMBERT;
|
||||
input bool SE_OneTradeOnly = true;
|
||||
input bool SE_UseStructuralSL = false;
|
||||
input double SE_SlBufferPoints = 110;
|
||||
input bool SE_ExitOnTrendFlip = false;
|
||||
input bool SE_ExitOnMacdFlip = false;
|
||||
input bool SE_ExitOnCciZeroCross = true;
|
||||
input int SE_MaxHoldingBars = 168;
|
||||
input bool SE_ExitBelowMidEma = false;
|
||||
input bool SE_DebugLogs = false;
|
||||
|
||||
input group "=== RSI Consolidation (ranging / mean-reversion) ==="
|
||||
input string RCO_Symbol = "XAUUSD";
|
||||
input ENUM_TIMEFRAMES RCO_SignalTF = PERIOD_M15;
|
||||
input bool RCO_EntryOnNewBarOnly = true;
|
||||
input int RCO_ADX_Period = 23;
|
||||
input double RCO_ADX_Max = 29.0;
|
||||
input bool RCO_UseATRRatioFilter = true;
|
||||
input int RCO_ATR_Period = 8;
|
||||
input int RCO_ATR_SMA_Period = 35;
|
||||
input double RCO_ATR_Ratio_Max = 1.36;
|
||||
input bool RCO_UseFlatEMAFilter = true;
|
||||
input int RCO_EMA_Fast = 13;
|
||||
input int RCO_EMA_Slow = 17;
|
||||
input double RCO_EMA_Separation_MaxPct = 0.26;
|
||||
input int RCO_RSI_Period = 8;
|
||||
input ENUM_APPLIED_PRICE RCO_RSI_Price = PRICE_OPEN;
|
||||
input double RCO_RSI_Oversold = 22.0;
|
||||
input double RCO_RSI_Overbought = 63.0;
|
||||
input bool RCO_UseRSI_MeanExit = true;
|
||||
input double RCO_RSI_Exit_Long = 48.0;
|
||||
input double RCO_RSI_Exit_Short = 52.0;
|
||||
input double RCO_SL_ATR_Mult = 2.15;
|
||||
input double RCO_TP_ATR_Mult = 2.40;
|
||||
input int RCO_MaxBarsInTrade = 54;
|
||||
input double RCO_Lots = 0.10;
|
||||
input ulong RCO_MagicNumber = 20250420;
|
||||
input int RCO_Slippage = 10;
|
||||
input int RCO_MaxSpreadPoints = 28;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - DarvasBox |
|
||||
//+------------------------------------------------------------------+
|
||||
struct DarvasBoxData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
double boxHigh;
|
||||
double boxLow;
|
||||
bool boxFormed;
|
||||
datetime lastBoxTime;
|
||||
string boxName;
|
||||
double minStopLevel;
|
||||
double point;
|
||||
CTrade trade;
|
||||
int maHandle;
|
||||
int volumeHandle;
|
||||
datetime lastBarTime;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - EMA Slope Distance |
|
||||
//+------------------------------------------------------------------+
|
||||
struct EMASlopeData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int ema_handle;
|
||||
double ema_array[];
|
||||
datetime letzte_überwachung_zeit;
|
||||
bool überwachung_aktiv;
|
||||
bool preis_trigger_aktiv;
|
||||
bool steigung_trigger_aktiv;
|
||||
int ticket;
|
||||
CTrade trade;
|
||||
int trades_in_current_crossover;
|
||||
bool crossover_detected;
|
||||
datetime trade_open_time;
|
||||
datetime last_bar_time;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - RSI CrossOver Reversal |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSICrossOverData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int rsiHandle;
|
||||
int emaHandle;
|
||||
double previousRSIDef;
|
||||
CTrade trade;
|
||||
datetime lastTradeTime;
|
||||
datetime bartime;
|
||||
bool WeekDays[7];
|
||||
datetime lastBarTime;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - RSI MidPoint Hijack |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSIMidPointData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int rsiHandle;
|
||||
int rsiReverseHandle;
|
||||
int emaHandle;
|
||||
bool rsiOverbought;
|
||||
bool rsiOversold;
|
||||
bool rsiReverseOverbought;
|
||||
bool rsiReverseOversold;
|
||||
CTrade trade;
|
||||
CPositionInfo positionInfo;
|
||||
bool emaCrossBuySignal;
|
||||
bool emaCrossSellSignal;
|
||||
int emaCrossSignalBar;
|
||||
datetime lastBarTime;
|
||||
datetime rsiReverseLastCloseTime;
|
||||
bool rsiReverseInCooldown;
|
||||
double lastBarRSI;
|
||||
double lastBarRSIReverse;
|
||||
double lastBarEMA;
|
||||
double lastBarClose;
|
||||
double lastBarEMAPrev;
|
||||
double lastBarClosePrev;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Strategy Instances |
|
||||
//+------------------------------------------------------------------+
|
||||
DarvasBoxData dbData;
|
||||
EMASlopeData esData;
|
||||
RSICrossOverData rcData;
|
||||
RSIMidPointData rmData;
|
||||
RSIScalpingData rsAPPLData;
|
||||
RSIScalpingData rsBTCUSDData;
|
||||
RSIScalpingData rsNVDAData;
|
||||
RSIScalpingData rsTSLAData;
|
||||
RSIScalpingData rsXAUUSDData;
|
||||
SuperEMAData seData;
|
||||
RSIConsolidationData rcoData;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - RSI Reversal Asian |
|
||||
//+------------------------------------------------------------------+
|
||||
RSIReversalAsianData rraEURUSDData;
|
||||
RSIReversalAsianData rraAUDUSDData;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
int initResult = INIT_SUCCEEDED;
|
||||
|
||||
UpdateAutoLotScaling();
|
||||
|
||||
// Initialize global lot size variables
|
||||
g_ES_LotSize = GetAutoScaledLot(LOT_ES_EMASlopeDistance);
|
||||
g_RC_LotSize = GetAutoScaledLot(LOT_RC_RSICrossOver);
|
||||
g_RM_LotSize = GetAutoScaledLot(LOT_RM_RSIMidPointHijack);
|
||||
|
||||
if(PrintMinimumBalanceRecommendation)
|
||||
{
|
||||
const double minBalance = ComputeRecommendedMinBalance();
|
||||
Print("Lot scaling initialized | scale=", DoubleToString(g_LotScaleFinal, 3),
|
||||
" (growth=", DoubleToString(g_LotScaleGrowth, 3),
|
||||
", margin=", DoubleToString(g_LotScaleMargin, 3), ")",
|
||||
" | recommended minimum balance=", DoubleToString(minBalance, 2));
|
||||
}
|
||||
|
||||
// Initialize strategies - log warnings but don't fail entire EA if symbol unavailable
|
||||
if(EnableDarvasBox)
|
||||
if(!InitDarvasBox(DB_Symbol))
|
||||
Print("Warning: DarvasBox strategy failed to initialize for symbol '", DB_Symbol, "'");
|
||||
|
||||
if(EnableEMASlopeDistance)
|
||||
if(!InitEMASlopeDistance(ES_Symbol))
|
||||
Print("Warning: EMASlopeDistance strategy failed to initialize for symbol '", ES_Symbol, "'");
|
||||
|
||||
if(EnableRSICrossOverReversal)
|
||||
if(!InitRSICrossOverReversal(RC_Symbol))
|
||||
Print("Warning: RSICrossOverReversal strategy failed to initialize for symbol '", RC_Symbol, "'");
|
||||
|
||||
if(EnableRSIMidPointHijack)
|
||||
if(!InitRSIMidPointHijack(RM_Symbol))
|
||||
Print("Warning: RSIMidPointHijack strategy failed to initialize for symbol '", RM_Symbol, "'");
|
||||
|
||||
// Initialize RSI Scalping strategies - don't fail entire EA if symbol unavailable
|
||||
if(EnableRSIScalpingAPPL)
|
||||
InitRSIScalping(rsAPPLData, RS_APPL_Symbol, RS_APPL_TimeFrame, RS_APPL_RSI_Period, RS_APPL_RSI_Applied_Price, RS_APPL_MagicNumber, RS_APPL_Slippage);
|
||||
|
||||
if(EnableRSIScalpingBTCUSD)
|
||||
InitRSIScalping(rsBTCUSDData, RS_BTCUSD_Symbol, RS_BTCUSD_TimeFrame, RS_BTCUSD_RSI_Period, RS_BTCUSD_RSI_Applied_Price, RS_BTCUSD_MagicNumber, RS_BTCUSD_Slippage);
|
||||
|
||||
if(EnableRSIScalpingNVDA)
|
||||
InitRSIScalping(rsNVDAData, RS_NVDA_Symbol, RS_NVDA_TimeFrame, RS_NVDA_RSI_Period, RS_NVDA_RSI_Applied_Price, RS_NVDA_MagicNumber, RS_NVDA_Slippage);
|
||||
|
||||
if(EnableRSIScalpingTSLA)
|
||||
InitRSIScalping(rsTSLAData, RS_TSLA_Symbol, RS_TSLA_TimeFrame, RS_TSLA_RSI_Period, RS_TSLA_RSI_Applied_Price, RS_TSLA_MagicNumber, RS_TSLA_Slippage);
|
||||
|
||||
if(EnableRSIScalpingXAUUSD)
|
||||
InitRSIScalping(rsXAUUSDData, RS_XAUUSD_Symbol, RS_XAUUSD_TimeFrame, RS_XAUUSD_RSI_Period, RS_XAUUSD_RSI_Applied_Price, RS_XAUUSD_MagicNumber, RS_XAUUSD_Slippage);
|
||||
|
||||
if(EnableSuperEMA)
|
||||
if(!InitSuperEMA(seData, SE_Symbol, SE_Timeframe, SE_SlippagePoints, SE_MagicNumber,
|
||||
SE_EmaFast, SE_EmaMid, SE_EmaSlow, SE_EmaTrendBars,
|
||||
SE_CciPeriod, SE_CciOverbought, SE_CciOversold, SE_PullbackCciLookback,
|
||||
SE_MacdFast, SE_MacdSlow, SE_MacdSignal,
|
||||
SE_EntryStyle, SE_OneTradeOnly, SE_UseStructuralSL, SE_SlBufferPoints,
|
||||
SE_ExitOnTrendFlip, SE_ExitOnMacdFlip, SE_ExitOnCciZeroCross,
|
||||
SE_MaxHoldingBars, SE_ExitBelowMidEma, SE_DebugLogs))
|
||||
Print("Warning: SuperEMA failed to initialize for symbol '", SE_Symbol, "'");
|
||||
|
||||
if(EnableRSIConsolidation)
|
||||
if(!InitRSIConsolidation(rcoData, RCO_Symbol, RCO_SignalTF, RCO_EntryOnNewBarOnly,
|
||||
RCO_ADX_Period, RCO_ADX_Max, RCO_UseATRRatioFilter, RCO_ATR_Period, RCO_ATR_SMA_Period, RCO_ATR_Ratio_Max,
|
||||
RCO_UseFlatEMAFilter, RCO_EMA_Fast, RCO_EMA_Slow, RCO_EMA_Separation_MaxPct,
|
||||
RCO_RSI_Period, RCO_RSI_Price, RCO_RSI_Oversold, RCO_RSI_Overbought,
|
||||
RCO_UseRSI_MeanExit, RCO_RSI_Exit_Long, RCO_RSI_Exit_Short, RCO_SL_ATR_Mult, RCO_TP_ATR_Mult,
|
||||
RCO_MaxBarsInTrade, RCO_MagicNumber, RCO_Slippage, RCO_MaxSpreadPoints))
|
||||
Print("Warning: RSIConsolidation failed to initialize for symbol '", RCO_Symbol, "'");
|
||||
|
||||
// Initialize RSI Reversal Asian strategies
|
||||
if(EnableRSIReversalAsianEURUSD)
|
||||
if(!InitRSIReversalAsian(rraEURUSDData, RRA_EURUSD_Symbol, RRA_EURUSD_RSIPeriod, RRA_EURUSD_OverboughtLevel, RRA_EURUSD_OversoldLevel,
|
||||
RRA_EURUSD_TakeProfitPips, RRA_EURUSD_StopLossPips, LOT_RRA_EURUSD,
|
||||
RRA_EURUSD_MaxSpread, RRA_EURUSD_MaxDuration, RRA_EURUSD_UseStopLoss,
|
||||
RRA_EURUSD_UseTakeProfit, RRA_EURUSD_UseRSIExit, RRA_EURUSD_RSIExitLevel,
|
||||
RRA_EURUSD_CloseOutsideSession, RRA_EURUSD_TimeFrame, RRA_EURUSD_MagicNumber, RRA_EURUSD_Slippage))
|
||||
Print("Warning: RSIReversalAsianEURUSD strategy failed to initialize for symbol '", RRA_EURUSD_Symbol, "'");
|
||||
|
||||
if(EnableRSIReversalAsianAUDUSD)
|
||||
if(!InitRSIReversalAsian(rraAUDUSDData, RRA_AUDUSD_Symbol, RRA_AUDUSD_RSIPeriod, RRA_AUDUSD_OverboughtLevel, RRA_AUDUSD_OversoldLevel,
|
||||
RRA_AUDUSD_TakeProfitPips, RRA_AUDUSD_StopLossPips, LOT_RRA_AUDUSD,
|
||||
RRA_AUDUSD_MaxSpread, RRA_AUDUSD_MaxDuration, RRA_AUDUSD_UseStopLoss,
|
||||
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, "'");
|
||||
|
||||
Print("United EA initialized. Active strategies: ",
|
||||
(EnableDarvasBox ? "DarvasBox " : ""),
|
||||
(EnableEMASlopeDistance ? "EMASlope " : ""),
|
||||
(EnableRSICrossOverReversal ? "RSICrossOver " : ""),
|
||||
(EnableRSIMidPointHijack ? "RSIMidPoint " : ""),
|
||||
(EnableRSIScalpingAPPL ? "RSIScalpingAPPL " : ""),
|
||||
(EnableRSIScalpingBTCUSD ? "RSIScalpingBTCUSD " : ""),
|
||||
(EnableRSIScalpingNVDA ? "RSIScalpingNVDA " : ""),
|
||||
(EnableRSIScalpingTSLA ? "RSIScalpingTSLA " : ""),
|
||||
(EnableRSIScalpingXAUUSD ? "RSIScalpingXAUUSD " : ""),
|
||||
(EnableSuperEMA ? "SuperEMA " : ""),
|
||||
(EnableRSIConsolidation ? "RSIConsolidation " : ""),
|
||||
(EnableRSIReversalAsianEURUSD ? "RSIReversalAsianEURUSD " : ""),
|
||||
(EnableRSIReversalAsianAUDUSD ? "RSIReversalAsianAUDUSD " : ""));
|
||||
|
||||
return initResult;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert deinitialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
if(EnableDarvasBox)
|
||||
DeinitDarvasBox();
|
||||
|
||||
if(EnableEMASlopeDistance)
|
||||
DeinitEMASlopeDistance();
|
||||
|
||||
if(EnableRSICrossOverReversal)
|
||||
DeinitRSICrossOverReversal();
|
||||
|
||||
if(EnableRSIMidPointHijack)
|
||||
DeinitRSIMidPointHijack();
|
||||
|
||||
if(EnableRSIScalpingAPPL)
|
||||
DeinitRSIScalping(rsAPPLData);
|
||||
|
||||
if(EnableRSIScalpingBTCUSD)
|
||||
DeinitRSIScalping(rsBTCUSDData);
|
||||
|
||||
if(EnableRSIScalpingNVDA)
|
||||
DeinitRSIScalping(rsNVDAData);
|
||||
|
||||
if(EnableRSIScalpingTSLA)
|
||||
DeinitRSIScalping(rsTSLAData);
|
||||
|
||||
if(EnableRSIScalpingXAUUSD)
|
||||
DeinitRSIScalping(rsXAUUSDData);
|
||||
|
||||
if(EnableSuperEMA)
|
||||
DeinitSuperEMA(seData);
|
||||
|
||||
if(EnableRSIConsolidation)
|
||||
DeinitRSIConsolidation(rcoData);
|
||||
|
||||
if(EnableRSIReversalAsianEURUSD)
|
||||
DeinitRSIReversalAsian(rraEURUSDData);
|
||||
|
||||
if(EnableRSIReversalAsianAUDUSD)
|
||||
DeinitRSIReversalAsian(rraAUDUSDData);
|
||||
|
||||
Print("United EA deinitialized. Reason: ", reason);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert tick function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTick()
|
||||
{
|
||||
UpdateAutoLotScaling();
|
||||
g_ES_LotSize = GetAutoScaledLot(LOT_ES_EMASlopeDistance);
|
||||
g_RC_LotSize = GetAutoScaledLot(LOT_RC_RSICrossOver);
|
||||
g_RM_LotSize = GetAutoScaledLot(LOT_RM_RSIMidPointHijack);
|
||||
|
||||
if(ScaleLogIntervalSeconds > 0)
|
||||
{
|
||||
const datetime now = TimeCurrent();
|
||||
if(g_LastScaleLogTime == 0 || (now - g_LastScaleLogTime) >= ScaleLogIntervalSeconds)
|
||||
{
|
||||
g_LastScaleLogTime = now;
|
||||
Print("Lot scale update | final=", DoubleToString(g_LotScaleFinal, 3),
|
||||
" growth=", DoubleToString(g_LotScaleGrowth, 3),
|
||||
" margin=", DoubleToString(g_LotScaleMargin, 3),
|
||||
" ml=", DoubleToString(AccountInfoDouble(ACCOUNT_MARGIN_LEVEL), 1),
|
||||
" eq=", DoubleToString(AccountInfoDouble(ACCOUNT_EQUITY), 2),
|
||||
" bal=", DoubleToString(AccountInfoDouble(ACCOUNT_BALANCE), 2));
|
||||
}
|
||||
}
|
||||
|
||||
if(ShowScaleStatusOnChart)
|
||||
{
|
||||
const double minBalance = ComputeRecommendedMinBalance();
|
||||
Comment("Scale=", DoubleToString(g_LotScaleFinal, 3),
|
||||
" (growth=", DoubleToString(g_LotScaleGrowth, 3),
|
||||
", margin=", DoubleToString(g_LotScaleMargin, 3), ")",
|
||||
" | Rec.Min.Balance=", DoubleToString(minBalance, 2),
|
||||
" | MarginLevel=", DoubleToString(AccountInfoDouble(ACCOUNT_MARGIN_LEVEL), 1), "%");
|
||||
}
|
||||
|
||||
if(EnableDarvasBox)
|
||||
ProcessDarvasBox(DB_Symbol);
|
||||
|
||||
if(EnableEMASlopeDistance)
|
||||
ProcessEMASlopeDistance(ES_Symbol);
|
||||
|
||||
if(EnableRSICrossOverReversal)
|
||||
ProcessRSICrossOverReversal(RC_Symbol);
|
||||
|
||||
if(EnableRSIMidPointHijack)
|
||||
ProcessRSIMidPointHijack(RM_Symbol);
|
||||
|
||||
if(EnableRSIScalpingAPPL)
|
||||
ProcessRSIScalping(rsAPPLData, RS_APPL_Symbol, RS_APPL_TimeFrame, RS_APPL_RSI_Period, RS_APPL_RSI_Applied_Price,
|
||||
RS_APPL_RSI_Overbought, RS_APPL_RSI_Oversold, RS_APPL_RSI_Target_Buy, RS_APPL_RSI_Target_Sell,
|
||||
RS_APPL_BarsToWait, GetAutoScaledLot(LOT_RS_APPL), RS_APPL_MagicNumber,
|
||||
false, RS_ReversalATRPeriod, RS_ReversalAdverseAtrMult, RS_ReversalSignsRequired,
|
||||
RS_ReversalRsiVelocity, RS_ReversalBodyAtrMult);
|
||||
|
||||
if(EnableRSIScalpingBTCUSD)
|
||||
ProcessRSIScalping(rsBTCUSDData, RS_BTCUSD_Symbol, RS_BTCUSD_TimeFrame, RS_BTCUSD_RSI_Period, RS_BTCUSD_RSI_Applied_Price,
|
||||
RS_BTCUSD_RSI_Overbought, RS_BTCUSD_RSI_Oversold, RS_BTCUSD_RSI_Target_Buy, RS_BTCUSD_RSI_Target_Sell,
|
||||
RS_BTCUSD_BarsToWait, GetAutoScaledLot(LOT_RS_BTCUSD), RS_BTCUSD_MagicNumber,
|
||||
false, RS_ReversalATRPeriod, RS_ReversalAdverseAtrMult, RS_ReversalSignsRequired,
|
||||
RS_ReversalRsiVelocity, RS_ReversalBodyAtrMult);
|
||||
|
||||
if(EnableRSIScalpingNVDA)
|
||||
ProcessRSIScalping(rsNVDAData, RS_NVDA_Symbol, RS_NVDA_TimeFrame, RS_NVDA_RSI_Period, RS_NVDA_RSI_Applied_Price,
|
||||
RS_NVDA_RSI_Overbought, RS_NVDA_RSI_Oversold, RS_NVDA_RSI_Target_Buy, RS_NVDA_RSI_Target_Sell,
|
||||
RS_NVDA_BarsToWait, GetAutoScaledLot(LOT_RS_NVDA), RS_NVDA_MagicNumber,
|
||||
false, RS_ReversalATRPeriod, RS_ReversalAdverseAtrMult, RS_ReversalSignsRequired,
|
||||
RS_ReversalRsiVelocity, RS_ReversalBodyAtrMult);
|
||||
|
||||
if(EnableRSIScalpingTSLA)
|
||||
ProcessRSIScalping(rsTSLAData, RS_TSLA_Symbol, RS_TSLA_TimeFrame, RS_TSLA_RSI_Period, RS_TSLA_RSI_Applied_Price,
|
||||
RS_TSLA_RSI_Overbought, RS_TSLA_RSI_Oversold, RS_TSLA_RSI_Target_Buy, RS_TSLA_RSI_Target_Sell,
|
||||
RS_TSLA_BarsToWait, GetAutoScaledLot(LOT_RS_TSLA), RS_TSLA_MagicNumber,
|
||||
false, RS_ReversalATRPeriod, RS_ReversalAdverseAtrMult, RS_ReversalSignsRequired,
|
||||
RS_ReversalRsiVelocity, RS_ReversalBodyAtrMult);
|
||||
|
||||
if(EnableRSIScalpingXAUUSD)
|
||||
ProcessRSIScalping(rsXAUUSDData, RS_XAUUSD_Symbol, RS_XAUUSD_TimeFrame, RS_XAUUSD_RSI_Period, RS_XAUUSD_RSI_Applied_Price,
|
||||
RS_XAUUSD_RSI_Overbought, RS_XAUUSD_RSI_Oversold, RS_XAUUSD_RSI_Target_Buy, RS_XAUUSD_RSI_Target_Sell,
|
||||
RS_XAUUSD_BarsToWait, GetAutoScaledLot(LOT_RS_XAUUSD), RS_XAUUSD_MagicNumber,
|
||||
RS_UseReversalEscape, RS_ReversalATRPeriod, RS_ReversalAdverseAtrMult, RS_ReversalSignsRequired,
|
||||
RS_ReversalRsiVelocity, RS_ReversalBodyAtrMult);
|
||||
|
||||
if(EnableRSIReversalAsianEURUSD)
|
||||
ProcessRSIReversalAsian(rraEURUSDData, GetAutoScaledLot(LOT_RRA_EURUSD));
|
||||
|
||||
if(EnableRSIReversalAsianAUDUSD)
|
||||
ProcessRSIReversalAsian(rraAUDUSDData, GetAutoScaledLot(LOT_RRA_AUDUSD));
|
||||
|
||||
if(EnableSuperEMA)
|
||||
ProcessSuperEMA(seData, GetAutoScaledLot(LOT_SE_SuperEMA));
|
||||
|
||||
if(EnableRSIConsolidation)
|
||||
ProcessRSIConsolidation(rcoData, GetAutoScaledLot(LOT_RCO_RSIConsolidation));
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
Binary file not shown.
|
After Width: | Height: | Size: 29 KiB |
@@ -0,0 +1,683 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| UnitedEA.mq5 |
|
||||
//| Copyright 2025, MetaQuotes Ltd. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, MetaQuotes Ltd."
|
||||
#property link "https://www.mql5.com"
|
||||
#property version "1.00"
|
||||
#property strict
|
||||
|
||||
#include <Trade\Trade.mqh>
|
||||
#include <Trade\PositionInfo.mqh>
|
||||
#include <Indicators\Trend.mqh>
|
||||
#include <Indicators\Volumes.mqh>
|
||||
#include "MagicNumberHelpers.mqh"
|
||||
#include "PerformanceEvaluator.mqh"
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy Enable/Disable Switches |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== Strategy Enable/Disable ==="
|
||||
input bool EnableDarvasBox = true;
|
||||
input bool EnableEMASlopeDistance = true;
|
||||
input bool EnableRSICrossOverReversal = true;
|
||||
input bool EnableRSIMidPointHijack = true;
|
||||
input bool EnableRSIScalpingAPPL = true;
|
||||
input bool EnableRSIScalpingBTCUSD = true;
|
||||
input bool EnableRSIScalpingMSFT = true;
|
||||
input bool EnableRSIScalpingNVDA = true;
|
||||
input bool EnableRSIScalpingTSLA = true;
|
||||
input bool EnableRSIScalpingXAUUSD = true;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 1: DarvasBoxXAUUSD |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== DarvasBox Strategy ==="
|
||||
input string DB_Symbol = "XAUUSD";
|
||||
input int DB_BoxPeriod = 165;
|
||||
input double DB_BoxDeviation = 30000; // Increased to allow larger ranges (was 25140)
|
||||
input int DB_VolumeThreshold = 0; // Set to 0 to disable volume threshold check. Volume data from indicator used instead.
|
||||
input double DB_StopLoss = 1665;
|
||||
input double DB_TakeProfit = 3685;
|
||||
input bool DB_EnableLogging = false;
|
||||
input color DB_BoxColor = clrBlue;
|
||||
input int DB_BoxWidth = 1;
|
||||
input ENUM_TIMEFRAMES DB_TrendTimeframe = PERIOD_H2;
|
||||
input int DB_MA_Period = 125;
|
||||
input ENUM_MA_METHOD DB_MA_Method = MODE_EMA;
|
||||
input ENUM_APPLIED_PRICE DB_MA_Price = PRICE_WEIGHTED;
|
||||
input double DB_TrendThreshold = 4.94;
|
||||
input int DB_VolumeMA_Period = 110;
|
||||
input double DB_VolumeThresholdMultiplier = 1.5;
|
||||
input int DB_MagicNumber = 135790;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 2: EMASlopeDistanceCocktailXAUUSD |
|
||||
//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== EMA Slope Distance Strategy ==="
|
||||
input string ES_Symbol = "XAUUSD";
|
||||
input int ES_EMA_Periode = 46;
|
||||
input double ES_PreisSchwelle = 600.0;
|
||||
input double ES_SteigungSchwelle = 80.0;
|
||||
input int ES_ÜberwachungTimeout = 800;
|
||||
input double ES_TrailingStop = 250.0;
|
||||
input double ES_LotGröße = 0.03;
|
||||
input int ES_MagicNumber = 12350;
|
||||
input bool ES_UseSpreadAdjustment = true;
|
||||
input ENUM_TIMEFRAMES ES_Timeframe = PERIOD_H1;
|
||||
input bool ES_UseBarData = true;
|
||||
input int ES_MaxTradesPerCrossover = 9;
|
||||
input int ES_ProfitCheckBars = 18;
|
||||
input bool ES_CloseUnprofitableTrades = true;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 3: RSICrossOverReversalXAUUSD |
|
||||
//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI CrossOver Reversal Strategy ==="
|
||||
input string RC_Symbol = "XAUUSD";
|
||||
input int RC_MagicNumber = 7;
|
||||
input int RC_rsiPeriod = 19;
|
||||
input int RC_overboughtLevel = 93;
|
||||
input int RC_oversoldLevel = 22;
|
||||
input double RC_entryRSIBuySpread = 0;
|
||||
input double RC_entryRSISellSpread = 0;
|
||||
input double RC_lotSize = 0.01;
|
||||
input int RC_slippage = 3;
|
||||
input int RC_cooldownSeconds = 209;
|
||||
input ENUM_TIMEFRAMES RC_TimeFrame1 = PERIOD_M1;
|
||||
input ENUM_TIMEFRAMES RC_TimeFrame2 = PERIOD_M1;
|
||||
input ENUM_TIMEFRAMES RC_BarTimeFrame = PERIOD_M12;
|
||||
input int RC_emaPeriod = 140;
|
||||
input double RC_emaSlopeThreshold = 105;
|
||||
input double RC_exitBuyRSI = 86;
|
||||
input double RC_exitSellRSI = 10;
|
||||
input double RC_TrailingStop = 295;
|
||||
input double RC_emaDistanceThreshold = 165;
|
||||
input int RC_tradingHourOneBegin = 24;
|
||||
input int RC_tradingHourOneEnd = 22;
|
||||
input int RC_tradingHourTwoBegin = 6;
|
||||
input int RC_tradingHourTwoEnd = 19;
|
||||
input bool RC_Sunday = false;
|
||||
input bool RC_Monday = false;
|
||||
input bool RC_Tuesday = true;
|
||||
input bool RC_Wednesday = true;
|
||||
input bool RC_Thursday = true;
|
||||
input bool RC_Friday = false;
|
||||
input bool RC_Saturday = false;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 4: RSIMidPointHijackXAUUSD |
|
||||
//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI MidPoint Hijack Strategy ==="
|
||||
input string RM_Symbol = "XAUUSD";
|
||||
input ENUM_TIMEFRAMES RM_InpTimeframe = PERIOD_H1;
|
||||
input double RM_InpLotSize = 0.02;
|
||||
input int RM_InpMagicNumberRSIFollow = 1001;
|
||||
input int RM_InpMagicNumberRSIReverse = 1002;
|
||||
input int RM_InpMagicNumberEMACross = 1003;
|
||||
input bool RM_InpEnableRSIFollow = true;
|
||||
input bool RM_InpEnableRSIReverse = true;
|
||||
input bool RM_InpEnableEMACross = true;
|
||||
input bool RM_InpEnableStrategyLock = false;
|
||||
input double RM_InpLockProfitThreshold = 0.0;
|
||||
input bool RM_InpCloseOppositeTrades = false;
|
||||
input int RM_InpRSIPeriod = 32;
|
||||
input int RM_InpRSIOverbought = 78;
|
||||
input int RM_InpRSIOversold = 46;
|
||||
input int RM_InpRSIExitLevel = 44;
|
||||
input int RM_InpRSIFollowStartHour = 23;
|
||||
input int RM_InpRSIFollowEndHour = 8;
|
||||
input bool RM_InpRSIFollowCloseOutsideHours = false;
|
||||
input int RM_InpRSIReversePeriod = 59;
|
||||
input int RM_InpRSIReverseOverbought = 51;
|
||||
input int RM_InpRSIReverseOversold = 49;
|
||||
input int RM_InpRSIReverseCrossLevel = 53;
|
||||
input int RM_InpRSIReverseExitLevel = 48;
|
||||
input int RM_InpRSIReverseStartHour = 7;
|
||||
input int RM_InpRSIReverseEndHour = 13;
|
||||
input bool RM_InpRSIReverseCloseOutsideHours = false;
|
||||
input int RM_InpRSIReverseCooldownBars = 15;
|
||||
input bool RM_InpRSIReverseCooldownOnLoss = true;
|
||||
input int RM_InpEMAPeriod = 120;
|
||||
input int RM_InpEMACrossStartHour = 8;
|
||||
input int RM_InpEMACrossEndHour = 14;
|
||||
input bool RM_InpEMACrossCloseOutsideHours = true;
|
||||
input bool RM_InpUseEMADistanceEntry = true;
|
||||
input double RM_InpEMADistancePips = 160.0;
|
||||
input int RM_InpEMADistancePeriod = 26;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 5-10: RSI Scalping Strategies |
|
||||
//| Each RSI Scalping strategy trades on its own symbol: |
|
||||
//| - APPL: Apple stock (AAPL) |
|
||||
//| - BTCUSD: Bitcoin/USD |
|
||||
//| - MSFT: Microsoft stock |
|
||||
//| - NVDA: NVIDIA stock |
|
||||
//| - TSLA: Tesla stock |
|
||||
//| - XAUUSD: Gold/USD |
|
||||
//| |
|
||||
//| PEPPERSTONE US SYMBOL FORMATS: |
|
||||
//| - Stocks may use: "AAPL.US", "NASDAQ:AAPL", or just "AAPL" |
|
||||
//| - To find correct symbols: |
|
||||
//| 1. Open Market Watch (Ctrl+M) |
|
||||
//| 2. Right-click > Show All |
|
||||
//| 3. Search for the stock name |
|
||||
//| 4. Use the exact symbol name shown |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI Scalping APPL (AAPL) - Pepperstone US ==="
|
||||
input string RS_APPL_Symbol = "AAPL.US"; // Try: "AAPL.US", "NASDAQ:AAPL", or "AAPL"
|
||||
input ENUM_TIMEFRAMES RS_APPL_TimeFrame = PERIOD_M10;
|
||||
input int RS_APPL_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_APPL_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_APPL_RSI_Overbought = 80;
|
||||
input double RS_APPL_RSI_Oversold = 78;
|
||||
input double RS_APPL_RSI_Target_Buy = 94;
|
||||
input double RS_APPL_RSI_Target_Sell = 44;
|
||||
input int RS_APPL_BarsToWait = 7;
|
||||
input double RS_APPL_LotSize = 25;
|
||||
input int RS_APPL_MagicNumber = 20001;
|
||||
input int RS_APPL_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping BTCUSD ==="
|
||||
input string RS_BTCUSD_Symbol = "BTCUSD"; // Pepperstone may use: "BTCUSD", "BTC/USD", or "BTCUSD.c"
|
||||
input ENUM_TIMEFRAMES RS_BTCUSD_TimeFrame = PERIOD_H1;
|
||||
input int RS_BTCUSD_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_BTCUSD_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_BTCUSD_RSI_Overbought = 90;
|
||||
input double RS_BTCUSD_RSI_Oversold = 73;
|
||||
input double RS_BTCUSD_RSI_Target_Buy = 88;
|
||||
input double RS_BTCUSD_RSI_Target_Sell = 48;
|
||||
input int RS_BTCUSD_BarsToWait = 6;
|
||||
input double RS_BTCUSD_LotSize = 0.1;
|
||||
input int RS_BTCUSD_MagicNumber = 123459123;
|
||||
input int RS_BTCUSD_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping MSFT - Pepperstone US ==="
|
||||
input string RS_MSFT_Symbol = "MSFT.US"; // Try: "MSFT.US", "NASDAQ:MSFT", or "MSFT"
|
||||
input ENUM_TIMEFRAMES RS_MSFT_TimeFrame = PERIOD_H3;
|
||||
input int RS_MSFT_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_MSFT_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_MSFT_RSI_Overbought = 19;
|
||||
input double RS_MSFT_RSI_Oversold = 50;
|
||||
input double RS_MSFT_RSI_Target_Buy = 71;
|
||||
input double RS_MSFT_RSI_Target_Sell = 70;
|
||||
input int RS_MSFT_BarsToWait = 1;
|
||||
input double RS_MSFT_LotSize = 50;
|
||||
input int RS_MSFT_MagicNumber = 20002;
|
||||
input int RS_MSFT_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping NVDA - Pepperstone US ==="
|
||||
input string RS_NVDA_Symbol = "NVDA.US"; // Try: "NVDA.US", "NASDAQ:NVDA", or "NVDA"
|
||||
input ENUM_TIMEFRAMES RS_NVDA_TimeFrame = PERIOD_M15;
|
||||
input int RS_NVDA_RSI_Period = 8;
|
||||
input ENUM_APPLIED_PRICE RS_NVDA_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_NVDA_RSI_Overbought = 36;
|
||||
input double RS_NVDA_RSI_Oversold = 38;
|
||||
input double RS_NVDA_RSI_Target_Buy = 90;
|
||||
input double RS_NVDA_RSI_Target_Sell = 70;
|
||||
input int RS_NVDA_BarsToWait = 5;
|
||||
input double RS_NVDA_LotSize = 50;
|
||||
input int RS_NVDA_MagicNumber = 20003;
|
||||
input int RS_NVDA_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping TSLA - Pepperstone US ==="
|
||||
input string RS_TSLA_Symbol = "TSLA.US"; // Try: "TSLA.US", "NASDAQ:TSLA", or "TSLA"
|
||||
input ENUM_TIMEFRAMES RS_TSLA_TimeFrame = PERIOD_H1;
|
||||
input int RS_TSLA_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_TSLA_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_TSLA_RSI_Overbought = 54;
|
||||
input double RS_TSLA_RSI_Oversold = 73;
|
||||
input double RS_TSLA_RSI_Target_Buy = 87;
|
||||
input double RS_TSLA_RSI_Target_Sell = 33;
|
||||
input int RS_TSLA_BarsToWait = 1;
|
||||
input double RS_TSLA_LotSize = 50;
|
||||
input int RS_TSLA_MagicNumber = 125421321;
|
||||
input int RS_TSLA_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping XAUUSD ==="
|
||||
input string RS_XAUUSD_Symbol = "XAUUSD";
|
||||
input ENUM_TIMEFRAMES RS_XAUUSD_TimeFrame = PERIOD_H1;
|
||||
input int RS_XAUUSD_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_XAUUSD_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_XAUUSD_RSI_Overbought = 71;
|
||||
input double RS_XAUUSD_RSI_Oversold = 57;
|
||||
input double RS_XAUUSD_RSI_Target_Buy = 80;
|
||||
input double RS_XAUUSD_RSI_Target_Sell = 57;
|
||||
input int RS_XAUUSD_BarsToWait = 4;
|
||||
input double RS_XAUUSD_LotSize = 0.1;
|
||||
input int RS_XAUUSD_MagicNumber = 129102315;
|
||||
input int RS_XAUUSD_Slippage = 3;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - DarvasBox |
|
||||
//+------------------------------------------------------------------+
|
||||
struct DarvasBoxData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
double boxHigh;
|
||||
double boxLow;
|
||||
bool boxFormed;
|
||||
datetime lastBoxTime;
|
||||
string boxName;
|
||||
double minStopLevel;
|
||||
double point;
|
||||
CTrade trade;
|
||||
int maHandle;
|
||||
int volumeHandle;
|
||||
datetime lastBarTime;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - EMA Slope Distance |
|
||||
//+------------------------------------------------------------------+
|
||||
struct EMASlopeData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int ema_handle;
|
||||
double ema_array[];
|
||||
datetime letzte_überwachung_zeit;
|
||||
bool überwachung_aktiv;
|
||||
bool preis_trigger_aktiv;
|
||||
bool steigung_trigger_aktiv;
|
||||
int ticket;
|
||||
CTrade trade;
|
||||
int trades_in_current_crossover;
|
||||
bool crossover_detected;
|
||||
datetime trade_open_time;
|
||||
datetime last_bar_time;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - RSI CrossOver Reversal |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSICrossOverData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int rsiHandle;
|
||||
int emaHandle;
|
||||
double previousRSIDef;
|
||||
CTrade trade;
|
||||
datetime lastTradeTime;
|
||||
datetime bartime;
|
||||
bool WeekDays[7];
|
||||
datetime lastBarTime;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - RSI MidPoint Hijack |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSIMidPointData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int rsiHandle;
|
||||
int rsiReverseHandle;
|
||||
int emaHandle;
|
||||
bool rsiOverbought;
|
||||
bool rsiOversold;
|
||||
bool rsiReverseOverbought;
|
||||
bool rsiReverseOversold;
|
||||
CTrade trade;
|
||||
CPositionInfo positionInfo;
|
||||
bool emaCrossBuySignal;
|
||||
bool emaCrossSellSignal;
|
||||
int emaCrossSignalBar;
|
||||
datetime lastBarTime;
|
||||
datetime rsiReverseLastCloseTime;
|
||||
bool rsiReverseInCooldown;
|
||||
double lastBarRSI;
|
||||
double lastBarRSIReverse;
|
||||
double lastBarEMA;
|
||||
double lastBarClose;
|
||||
double lastBarEMAPrev;
|
||||
double lastBarClosePrev;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - RSI Scalping |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSIScalpingData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
CTrade trade;
|
||||
int rsi_handle;
|
||||
double rsi_buffer[];
|
||||
double rsi_prev;
|
||||
double rsi_current;
|
||||
double rsi_two_bars_ago;
|
||||
bool position_open;
|
||||
ulong position_ticket;
|
||||
ENUM_POSITION_TYPE current_position_type;
|
||||
datetime last_bar_time;
|
||||
bool rsi_against_position;
|
||||
int bars_against_count;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Strategy Instances |
|
||||
//+------------------------------------------------------------------+
|
||||
DarvasBoxData dbData;
|
||||
EMASlopeData esData;
|
||||
RSICrossOverData rcData;
|
||||
RSIMidPointData rmData;
|
||||
RSIScalpingData rsAPPLData;
|
||||
RSIScalpingData rsBTCUSDData;
|
||||
RSIScalpingData rsMSFTData;
|
||||
RSIScalpingData rsNVDAData;
|
||||
RSIScalpingData rsTSLAData;
|
||||
RSIScalpingData rsXAUUSDData;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables for Dynamic Lot Sizes |
|
||||
//+------------------------------------------------------------------+
|
||||
// All strategies start with minimum lot size for safety (will be adjusted by performance evaluator)
|
||||
double g_DB_LotSize = 0.01; // DarvasBox uses fixed lot size
|
||||
double g_ES_LotSize = 0.01; // EMA Slope Distance - start with minimum
|
||||
double g_RC_LotSize = 0.01; // RSI CrossOver Reversal - start with minimum
|
||||
double g_RM_LotSize = 0.01; // RSI MidPoint Hijack - start with minimum
|
||||
double g_RS_APPL_LotSize = 5.0; // Stock - start with stock minimum (5.0)
|
||||
double g_RS_BTCUSD_LotSize = 0.01; // Crypto - start with forex minimum (0.01)
|
||||
double g_RS_MSFT_LotSize = 5.0; // Stock - start with stock minimum (5.0)
|
||||
double g_RS_NVDA_LotSize = 5.0; // Stock - start with stock minimum (5.0)
|
||||
double g_RS_TSLA_LotSize = 5.0; // Stock - start with stock minimum (5.0)
|
||||
double g_RS_XAUUSD_LotSize = 0.01; // Forex - start with forex minimum (0.01)
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
int initResult = INIT_SUCCEEDED;
|
||||
|
||||
// Initialize Performance Evaluator
|
||||
InitPerformanceTracking();
|
||||
|
||||
// Initialize strategies - log warnings but don't fail entire EA if symbol unavailable
|
||||
if(EnableDarvasBox)
|
||||
{
|
||||
if(!InitDarvasBox(DB_Symbol))
|
||||
Print("Warning: DarvasBox strategy failed to initialize for symbol '", DB_Symbol, "'");
|
||||
else
|
||||
RegisterStrategy("DarvasBox", DB_MagicNumber, 0.01, DB_Symbol); // Fixed lot size
|
||||
}
|
||||
|
||||
if(EnableEMASlopeDistance)
|
||||
{
|
||||
if(!InitEMASlopeDistance(ES_Symbol))
|
||||
Print("Warning: EMASlopeDistance strategy failed to initialize for symbol '", ES_Symbol, "'");
|
||||
else
|
||||
{
|
||||
RegisterStrategy("EMASlopeDistance", ES_MagicNumber, ES_LotGröße, ES_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(ES_Symbol);
|
||||
g_ES_LotSize = minLot;
|
||||
}
|
||||
}
|
||||
|
||||
if(EnableRSICrossOverReversal)
|
||||
{
|
||||
if(!InitRSICrossOverReversal(RC_Symbol))
|
||||
Print("Warning: RSICrossOverReversal strategy failed to initialize for symbol '", RC_Symbol, "'");
|
||||
else
|
||||
{
|
||||
RegisterStrategy("RSICrossOverReversal", RC_MagicNumber, RC_lotSize, RC_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RC_Symbol);
|
||||
g_RC_LotSize = minLot;
|
||||
}
|
||||
}
|
||||
|
||||
if(EnableRSIMidPointHijack)
|
||||
{
|
||||
if(!InitRSIMidPointHijack(RM_Symbol))
|
||||
Print("Warning: RSIMidPointHijack strategy failed to initialize for symbol '", RM_Symbol, "'");
|
||||
else
|
||||
{
|
||||
RegisterStrategy("RSIMidPointHijack", RM_InpMagicNumberRSIFollow, RM_InpLotSize, RM_Symbol);
|
||||
RegisterStrategy("RSIMidPointHijack_Reverse", RM_InpMagicNumberRSIReverse, RM_InpLotSize, RM_Symbol);
|
||||
RegisterStrategy("RSIMidPointHijack_EMACross", RM_InpMagicNumberEMACross, RM_InpLotSize, RM_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RM_Symbol);
|
||||
g_RM_LotSize = minLot;
|
||||
}
|
||||
}
|
||||
|
||||
// Initialize RSI Scalping strategies - don't fail entire EA if symbol unavailable
|
||||
if(EnableRSIScalpingAPPL)
|
||||
{
|
||||
InitRSIScalping(rsAPPLData, RS_APPL_Symbol, RS_APPL_TimeFrame, RS_APPL_RSI_Period, RS_APPL_RSI_Applied_Price, RS_APPL_MagicNumber, RS_APPL_Slippage);
|
||||
RegisterStrategy("RSIScalpingAPPL", RS_APPL_MagicNumber, RS_APPL_LotSize, RS_APPL_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RS_APPL_Symbol);
|
||||
g_RS_APPL_LotSize = minLot;
|
||||
}
|
||||
|
||||
if(EnableRSIScalpingBTCUSD)
|
||||
{
|
||||
InitRSIScalping(rsBTCUSDData, RS_BTCUSD_Symbol, RS_BTCUSD_TimeFrame, RS_BTCUSD_RSI_Period, RS_BTCUSD_RSI_Applied_Price, RS_BTCUSD_MagicNumber, RS_BTCUSD_Slippage);
|
||||
RegisterStrategy("RSIScalpingBTCUSD", RS_BTCUSD_MagicNumber, RS_BTCUSD_LotSize, RS_BTCUSD_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RS_BTCUSD_Symbol);
|
||||
g_RS_BTCUSD_LotSize = minLot;
|
||||
}
|
||||
|
||||
if(EnableRSIScalpingMSFT)
|
||||
{
|
||||
InitRSIScalping(rsMSFTData, RS_MSFT_Symbol, RS_MSFT_TimeFrame, RS_MSFT_RSI_Period, RS_MSFT_RSI_Applied_Price, RS_MSFT_MagicNumber, RS_MSFT_Slippage);
|
||||
RegisterStrategy("RSIScalpingMSFT", RS_MSFT_MagicNumber, RS_MSFT_LotSize, RS_MSFT_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RS_MSFT_Symbol);
|
||||
g_RS_MSFT_LotSize = minLot;
|
||||
}
|
||||
|
||||
if(EnableRSIScalpingNVDA)
|
||||
{
|
||||
InitRSIScalping(rsNVDAData, RS_NVDA_Symbol, RS_NVDA_TimeFrame, RS_NVDA_RSI_Period, RS_NVDA_RSI_Applied_Price, RS_NVDA_MagicNumber, RS_NVDA_Slippage);
|
||||
RegisterStrategy("RSIScalpingNVDA", RS_NVDA_MagicNumber, RS_NVDA_LotSize, RS_NVDA_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RS_NVDA_Symbol);
|
||||
g_RS_NVDA_LotSize = minLot;
|
||||
}
|
||||
|
||||
if(EnableRSIScalpingTSLA)
|
||||
{
|
||||
InitRSIScalping(rsTSLAData, RS_TSLA_Symbol, RS_TSLA_TimeFrame, RS_TSLA_RSI_Period, RS_TSLA_RSI_Applied_Price, RS_TSLA_MagicNumber, RS_TSLA_Slippage);
|
||||
RegisterStrategy("RSIScalpingTSLA", RS_TSLA_MagicNumber, RS_TSLA_LotSize, RS_TSLA_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RS_TSLA_Symbol);
|
||||
g_RS_TSLA_LotSize = minLot;
|
||||
}
|
||||
|
||||
if(EnableRSIScalpingXAUUSD)
|
||||
{
|
||||
InitRSIScalping(rsXAUUSDData, RS_XAUUSD_Symbol, RS_XAUUSD_TimeFrame, RS_XAUUSD_RSI_Period, RS_XAUUSD_RSI_Applied_Price, RS_XAUUSD_MagicNumber, RS_XAUUSD_Slippage);
|
||||
RegisterStrategy("RSIScalpingXAUUSD", RS_XAUUSD_MagicNumber, RS_XAUUSD_LotSize, RS_XAUUSD_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RS_XAUUSD_Symbol);
|
||||
g_RS_XAUUSD_LotSize = minLot;
|
||||
}
|
||||
|
||||
// Load adjusted lot sizes from performance evaluator
|
||||
if(PE_EnableAutoAdjustment)
|
||||
{
|
||||
double adjustedLot;
|
||||
adjustedLot = GetStrategyLotSize("EMASlopeDistance", ES_MagicNumber);
|
||||
if(adjustedLot > 0) g_ES_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSICrossOverReversal", RC_MagicNumber);
|
||||
if(adjustedLot > 0) g_RC_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIMidPointHijack", RM_InpMagicNumberRSIFollow);
|
||||
if(adjustedLot > 0) g_RM_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingAPPL", RS_APPL_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_APPL_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingBTCUSD", RS_BTCUSD_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_BTCUSD_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingMSFT", RS_MSFT_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_MSFT_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingNVDA", RS_NVDA_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_NVDA_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingTSLA", RS_TSLA_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_TSLA_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingXAUUSD", RS_XAUUSD_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_XAUUSD_LotSize = adjustedLot;
|
||||
}
|
||||
|
||||
Print("United EA initialized. Active strategies: ",
|
||||
(EnableDarvasBox ? "DarvasBox " : ""),
|
||||
(EnableEMASlopeDistance ? "EMASlope " : ""),
|
||||
(EnableRSICrossOverReversal ? "RSICrossOver " : ""),
|
||||
(EnableRSIMidPointHijack ? "RSIMidPoint " : ""),
|
||||
(EnableRSIScalpingAPPL ? "RSIScalpingAPPL " : ""),
|
||||
(EnableRSIScalpingBTCUSD ? "RSIScalpingBTCUSD " : ""),
|
||||
(EnableRSIScalpingMSFT ? "RSIScalpingMSFT " : ""),
|
||||
(EnableRSIScalpingNVDA ? "RSIScalpingNVDA " : ""),
|
||||
(EnableRSIScalpingTSLA ? "RSIScalpingTSLA " : ""),
|
||||
(EnableRSIScalpingXAUUSD ? "RSIScalpingXAUUSD " : ""));
|
||||
|
||||
if(PE_EnableLogging)
|
||||
Print(GetPerformanceSummary());
|
||||
|
||||
return initResult;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert deinitialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
if(EnableDarvasBox)
|
||||
DeinitDarvasBox();
|
||||
|
||||
if(EnableEMASlopeDistance)
|
||||
DeinitEMASlopeDistance();
|
||||
|
||||
if(EnableRSICrossOverReversal)
|
||||
DeinitRSICrossOverReversal();
|
||||
|
||||
if(EnableRSIMidPointHijack)
|
||||
DeinitRSIMidPointHijack();
|
||||
|
||||
if(EnableRSIScalpingAPPL)
|
||||
DeinitRSIScalping(rsAPPLData);
|
||||
|
||||
if(EnableRSIScalpingBTCUSD)
|
||||
DeinitRSIScalping(rsBTCUSDData);
|
||||
|
||||
if(EnableRSIScalpingMSFT)
|
||||
DeinitRSIScalping(rsMSFTData);
|
||||
|
||||
if(EnableRSIScalpingNVDA)
|
||||
DeinitRSIScalping(rsNVDAData);
|
||||
|
||||
if(EnableRSIScalpingTSLA)
|
||||
DeinitRSIScalping(rsTSLAData);
|
||||
|
||||
if(EnableRSIScalpingXAUUSD)
|
||||
DeinitRSIScalping(rsXAUUSDData);
|
||||
|
||||
Print("United EA deinitialized. Reason: ", reason);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert tick function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTick()
|
||||
{
|
||||
// Process performance evaluation (checks for quarter end and adjusts lot sizes)
|
||||
ProcessPerformanceEvaluation();
|
||||
|
||||
// Update lot sizes from performance evaluator if auto-adjustment is enabled
|
||||
if(PE_EnableAutoAdjustment)
|
||||
{
|
||||
double adjustedLot;
|
||||
adjustedLot = GetStrategyLotSize("EMASlopeDistance", ES_MagicNumber);
|
||||
if(adjustedLot > 0) g_ES_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSICrossOverReversal", RC_MagicNumber);
|
||||
if(adjustedLot > 0) g_RC_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIMidPointHijack", RM_InpMagicNumberRSIFollow);
|
||||
if(adjustedLot > 0) g_RM_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingAPPL", RS_APPL_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_APPL_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingBTCUSD", RS_BTCUSD_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_BTCUSD_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingMSFT", RS_MSFT_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_MSFT_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingNVDA", RS_NVDA_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_NVDA_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingTSLA", RS_TSLA_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_TSLA_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingXAUUSD", RS_XAUUSD_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_XAUUSD_LotSize = adjustedLot;
|
||||
}
|
||||
|
||||
if(EnableDarvasBox)
|
||||
ProcessDarvasBox(DB_Symbol);
|
||||
|
||||
if(EnableEMASlopeDistance)
|
||||
ProcessEMASlopeDistance(ES_Symbol);
|
||||
|
||||
if(EnableRSICrossOverReversal)
|
||||
ProcessRSICrossOverReversal(RC_Symbol);
|
||||
|
||||
if(EnableRSIMidPointHijack)
|
||||
ProcessRSIMidPointHijack(RM_Symbol);
|
||||
|
||||
if(EnableRSIScalpingAPPL)
|
||||
ProcessRSIScalping(rsAPPLData, RS_APPL_Symbol, RS_APPL_TimeFrame, RS_APPL_RSI_Period, RS_APPL_RSI_Applied_Price,
|
||||
RS_APPL_RSI_Overbought, RS_APPL_RSI_Oversold, RS_APPL_RSI_Target_Buy, RS_APPL_RSI_Target_Sell,
|
||||
RS_APPL_BarsToWait, g_RS_APPL_LotSize, RS_APPL_MagicNumber);
|
||||
|
||||
if(EnableRSIScalpingBTCUSD)
|
||||
ProcessRSIScalping(rsBTCUSDData, RS_BTCUSD_Symbol, RS_BTCUSD_TimeFrame, RS_BTCUSD_RSI_Period, RS_BTCUSD_RSI_Applied_Price,
|
||||
RS_BTCUSD_RSI_Overbought, RS_BTCUSD_RSI_Oversold, RS_BTCUSD_RSI_Target_Buy, RS_BTCUSD_RSI_Target_Sell,
|
||||
RS_BTCUSD_BarsToWait, g_RS_BTCUSD_LotSize, RS_BTCUSD_MagicNumber);
|
||||
|
||||
if(EnableRSIScalpingMSFT)
|
||||
ProcessRSIScalping(rsMSFTData, RS_MSFT_Symbol, RS_MSFT_TimeFrame, RS_MSFT_RSI_Period, RS_MSFT_RSI_Applied_Price,
|
||||
RS_MSFT_RSI_Overbought, RS_MSFT_RSI_Oversold, RS_MSFT_RSI_Target_Buy, RS_MSFT_RSI_Target_Sell,
|
||||
RS_MSFT_BarsToWait, g_RS_MSFT_LotSize, RS_MSFT_MagicNumber);
|
||||
|
||||
if(EnableRSIScalpingNVDA)
|
||||
ProcessRSIScalping(rsNVDAData, RS_NVDA_Symbol, RS_NVDA_TimeFrame, RS_NVDA_RSI_Period, RS_NVDA_RSI_Applied_Price,
|
||||
RS_NVDA_RSI_Overbought, RS_NVDA_RSI_Oversold, RS_NVDA_RSI_Target_Buy, RS_NVDA_RSI_Target_Sell,
|
||||
RS_NVDA_BarsToWait, g_RS_NVDA_LotSize, RS_NVDA_MagicNumber);
|
||||
|
||||
if(EnableRSIScalpingTSLA)
|
||||
ProcessRSIScalping(rsTSLAData, RS_TSLA_Symbol, RS_TSLA_TimeFrame, RS_TSLA_RSI_Period, RS_TSLA_RSI_Applied_Price,
|
||||
RS_TSLA_RSI_Overbought, RS_TSLA_RSI_Oversold, RS_TSLA_RSI_Target_Buy, RS_TSLA_RSI_Target_Sell,
|
||||
RS_TSLA_BarsToWait, g_RS_TSLA_LotSize, RS_TSLA_MagicNumber);
|
||||
|
||||
if(EnableRSIScalpingXAUUSD)
|
||||
ProcessRSIScalping(rsXAUUSDData, RS_XAUUSD_Symbol, RS_XAUUSD_TimeFrame, RS_XAUUSD_RSI_Period, RS_XAUUSD_RSI_Applied_Price,
|
||||
RS_XAUUSD_RSI_Overbought, RS_XAUUSD_RSI_Oversold, RS_XAUUSD_RSI_Target_Buy, RS_XAUUSD_RSI_Target_Sell,
|
||||
RS_XAUUSD_BarsToWait, g_RS_XAUUSD_LotSize, RS_XAUUSD_MagicNumber);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Include strategy implementations |
|
||||
//+------------------------------------------------------------------+
|
||||
#include "Strategies/DarvasBoxStrategy.mqh"
|
||||
#include "Strategies/EMASlopeDistanceStrategy.mqh"
|
||||
#include "Strategies/RSICrossOverReversalStrategy.mqh"
|
||||
#include "Strategies/RSIMidPointHijackStrategy.mqh"
|
||||
#include "Strategies/RSIScalpingStrategy.mqh"
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,159 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| MagicNumberHelpers.mqh |
|
||||
//| Copyright 2025, MetaQuotes Ltd. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, MetaQuotes Ltd."
|
||||
#property link "https://www.mql5.com"
|
||||
#property version "1.00"
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Select position by symbol and magic number |
|
||||
//+------------------------------------------------------------------+
|
||||
bool PositionSelectByMagic(string symbol, ulong magic_number)
|
||||
{
|
||||
// First try to find position by symbol
|
||||
if(!PositionSelect(symbol))
|
||||
return false;
|
||||
|
||||
// Check if the selected position has the correct magic number
|
||||
if(PositionGetInteger(POSITION_MAGIC) != magic_number)
|
||||
{
|
||||
// Position exists but wrong magic number, search all positions
|
||||
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
||||
{
|
||||
if(PositionGetTicket(i) > 0)
|
||||
{
|
||||
if(PositionGetString(POSITION_SYMBOL) == symbol &&
|
||||
PositionGetInteger(POSITION_MAGIC) == magic_number)
|
||||
{
|
||||
return true;
|
||||
}
|
||||
}
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Select position by ticket and verify magic number and symbol |
|
||||
//+------------------------------------------------------------------+
|
||||
bool PositionSelectByTicketAndMagic(ulong ticket, ulong magic_number)
|
||||
{
|
||||
if(!PositionSelectByTicket(ticket))
|
||||
return false;
|
||||
|
||||
return (PositionGetInteger(POSITION_MAGIC) == magic_number);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Select position by ticket and verify symbol, magic number |
|
||||
//+------------------------------------------------------------------+
|
||||
bool PositionSelectByTicketSymbolAndMagic(ulong ticket, string symbol, ulong magic_number)
|
||||
{
|
||||
if(!PositionSelectByTicket(ticket))
|
||||
return false;
|
||||
|
||||
return (PositionGetString(POSITION_SYMBOL) == symbol &&
|
||||
PositionGetInteger(POSITION_MAGIC) == magic_number);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check if position exists with correct magic number |
|
||||
//+------------------------------------------------------------------+
|
||||
bool PositionExistsByMagic(string symbol, ulong magic_number)
|
||||
{
|
||||
return PositionSelectByMagic(symbol, magic_number);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Get position ticket by symbol and magic number |
|
||||
//+------------------------------------------------------------------+
|
||||
ulong GetPositionTicketByMagic(string symbol, ulong magic_number)
|
||||
{
|
||||
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
||||
{
|
||||
ulong ticket = PositionGetTicket(i);
|
||||
if(ticket > 0)
|
||||
{
|
||||
if(PositionGetString(POSITION_SYMBOL) == symbol &&
|
||||
PositionGetInteger(POSITION_MAGIC) == magic_number)
|
||||
{
|
||||
return ticket;
|
||||
}
|
||||
}
|
||||
}
|
||||
return 0;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Close position by symbol and magic number |
|
||||
//+------------------------------------------------------------------+
|
||||
bool ClosePositionByMagic(CTrade &trade_obj, string symbol, ulong magic_number)
|
||||
{
|
||||
ulong ticket = GetPositionTicketByMagic(symbol, magic_number);
|
||||
if(ticket == 0)
|
||||
return false;
|
||||
|
||||
return trade_obj.PositionClose(ticket);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Modify position by symbol and magic number |
|
||||
//+------------------------------------------------------------------+
|
||||
bool ModifyPositionByMagic(CTrade &trade_obj, string symbol, ulong magic_number,
|
||||
double sl, double tp)
|
||||
{
|
||||
ulong ticket = GetPositionTicketByMagic(symbol, magic_number);
|
||||
if(ticket == 0)
|
||||
return false;
|
||||
|
||||
return trade_obj.PositionModify(ticket, sl, tp);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Get position profit by symbol and magic number |
|
||||
//+------------------------------------------------------------------+
|
||||
double GetPositionProfitByMagic(string symbol, ulong magic_number)
|
||||
{
|
||||
if(!PositionSelectByMagic(symbol, magic_number))
|
||||
return 0.0;
|
||||
|
||||
return PositionGetDouble(POSITION_PROFIT);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Get position type by symbol and magic number |
|
||||
//+------------------------------------------------------------------+
|
||||
ENUM_POSITION_TYPE GetPositionTypeByMagic(string symbol, ulong magic_number)
|
||||
{
|
||||
if(!PositionSelectByMagic(symbol, magic_number))
|
||||
return WRONG_VALUE;
|
||||
|
||||
return (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Count positions by symbol and magic number |
|
||||
//+------------------------------------------------------------------+
|
||||
int CountPositionsByMagic(string symbol, ulong magic_number)
|
||||
{
|
||||
int count = 0;
|
||||
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
||||
{
|
||||
ulong ticket = PositionGetTicket(i);
|
||||
if(ticket > 0)
|
||||
{
|
||||
if(PositionGetString(POSITION_SYMBOL) == symbol &&
|
||||
PositionGetInteger(POSITION_MAGIC) == magic_number)
|
||||
{
|
||||
count++;
|
||||
}
|
||||
}
|
||||
}
|
||||
return count;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,607 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| PerformanceEvaluator.mqh |
|
||||
//| Copyright 2025, MetaQuotes Ltd. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, MetaQuotes Ltd."
|
||||
#property link "https://www.mql5.com"
|
||||
#property version "1.00"
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Performance Metrics Structure |
|
||||
//+------------------------------------------------------------------+
|
||||
struct StrategyPerformance {
|
||||
string strategyName;
|
||||
string symbol; // Store symbol to determine if it's a stock
|
||||
int magicNumber;
|
||||
double initialLotSize;
|
||||
double currentLotSize;
|
||||
double quarterProfit;
|
||||
double quarterTrades;
|
||||
double quarterWins;
|
||||
double quarterLosses;
|
||||
double maxDrawdown;
|
||||
double winRate;
|
||||
datetime quarterStart;
|
||||
datetime quarterEnd;
|
||||
bool isActive;
|
||||
bool inPenaltyMode; // True if strategy is in penalty (worst performer)
|
||||
double lotSizeBeforePenalty; // Store lot size before penalty
|
||||
datetime penaltyStartTime; // When penalty started
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Performance Tracking |
|
||||
//+------------------------------------------------------------------+
|
||||
StrategyPerformance strategyPerformances[];
|
||||
int totalStrategies = 0;
|
||||
datetime lastMonthCheck = 0;
|
||||
datetime currentMonthStart = 0;
|
||||
datetime currentMonthEnd = 0;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Performance Adjustment Parameters |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== Performance Evaluation Settings ==="
|
||||
input bool PE_EnableAutoAdjustment = true; // Enable automatic lot size adjustment
|
||||
input double PE_LotSizeIncreasePercent = 10.0; // % increase for top-ranked strategies
|
||||
input double PE_LotSizeDecreasePercent = 10.0; // % decrease for bottom-ranked strategies
|
||||
input double PE_MinLotSize = 0.01; // Minimum lot size for forex/crypto
|
||||
input double PE_MinLotSizeStocks = 5.0; // Minimum lot size for stocks (5-10 range)
|
||||
input double PE_MaxLotSize = 100.0; // Maximum lot size after adjustment
|
||||
input int PE_TopPerformersCount = 3; // Number of top strategies to increase lot size
|
||||
input int PE_BottomPerformersCount = 3; // Number of bottom strategies to decrease lot size
|
||||
input bool PE_UseWinRateWeight = true; // Consider win rate in ranking (50% profit, 50% win rate)
|
||||
input bool PE_EnableBlitzPlay = true; // Enable blitz play: worst performer gets minimum lot size penalty
|
||||
input bool PE_EnableLogging = true; // Enable performance logging
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Initialize Performance Tracking |
|
||||
//+------------------------------------------------------------------+
|
||||
void InitPerformanceTracking()
|
||||
{
|
||||
// Calculate current month dates
|
||||
MqlDateTime dt;
|
||||
TimeToStruct(TimeCurrent(), dt);
|
||||
|
||||
// Determine month start (first day of current month)
|
||||
dt.day = 1;
|
||||
dt.hour = 0;
|
||||
dt.min = 0;
|
||||
dt.sec = 0;
|
||||
currentMonthStart = StructToTime(dt);
|
||||
|
||||
// Calculate month end (first day of next month - 1 second)
|
||||
dt.mon += 1;
|
||||
if(dt.mon > 12)
|
||||
{
|
||||
dt.mon = 1;
|
||||
dt.year++;
|
||||
}
|
||||
currentMonthEnd = StructToTime(dt) - 1; // End of last day of month
|
||||
|
||||
lastMonthCheck = TimeCurrent();
|
||||
|
||||
if(PE_EnableLogging)
|
||||
{
|
||||
Print("Performance Evaluator: Initialized");
|
||||
Print("Current Month Start: ", TimeToString(currentMonthStart));
|
||||
Print("Current Month End: ", TimeToString(currentMonthEnd));
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check if Symbol is a Stock |
|
||||
//+------------------------------------------------------------------+
|
||||
bool IsStockSymbol(string symbol)
|
||||
{
|
||||
// Check if symbol contains common stock indicators
|
||||
if(StringFind(symbol, ".US") >= 0) return true;
|
||||
if(StringFind(symbol, "NASDAQ:") >= 0) return true;
|
||||
if(StringFind(symbol, "NYSE:") >= 0) return true;
|
||||
|
||||
// Note: Symbol category check removed to avoid enum conversion issues
|
||||
// String-based checks (.US, NASDAQ:, NYSE:, common tickers) are sufficient
|
||||
|
||||
// Common stock tickers (without .US suffix)
|
||||
string commonStocks[] = {"AAPL", "MSFT", "NVDA", "TSLA", "GOOGL", "AMZN", "META", "NFLX"};
|
||||
for(int i = 0; i < ArraySize(commonStocks); i++)
|
||||
{
|
||||
if(StringFind(symbol, commonStocks[i]) == 0) return true;
|
||||
}
|
||||
|
||||
return false;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Get Minimum Lot Size for Symbol |
|
||||
//+------------------------------------------------------------------+
|
||||
double GetMinLotSizeForSymbol(string symbol)
|
||||
{
|
||||
if(IsStockSymbol(symbol))
|
||||
return PE_MinLotSizeStocks;
|
||||
else
|
||||
return PE_MinLotSize;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Register Strategy for Performance Tracking |
|
||||
//+------------------------------------------------------------------+
|
||||
void RegisterStrategy(string strategyName, int magicNumber, double initialLotSize, string symbol = "")
|
||||
{
|
||||
// Check if strategy already registered
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].strategyName == strategyName &&
|
||||
strategyPerformances[i].magicNumber == magicNumber)
|
||||
{
|
||||
if(PE_EnableLogging)
|
||||
Print("Performance Evaluator: Strategy '", strategyName, "' already registered");
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
||||
// Add new strategy
|
||||
int newSize = ArraySize(strategyPerformances) + 1;
|
||||
ArrayResize(strategyPerformances, newSize);
|
||||
|
||||
strategyPerformances[newSize - 1].strategyName = strategyName;
|
||||
strategyPerformances[newSize - 1].symbol = symbol;
|
||||
strategyPerformances[newSize - 1].magicNumber = magicNumber;
|
||||
strategyPerformances[newSize - 1].initialLotSize = initialLotSize;
|
||||
// Start with minimum lot size for safety (symbol-specific minimum)
|
||||
double minLot = GetMinLotSizeForSymbol(symbol);
|
||||
strategyPerformances[newSize - 1].currentLotSize = minLot;
|
||||
strategyPerformances[newSize - 1].quarterProfit = 0.0;
|
||||
strategyPerformances[newSize - 1].quarterTrades = 0;
|
||||
strategyPerformances[newSize - 1].quarterWins = 0;
|
||||
strategyPerformances[newSize - 1].quarterLosses = 0;
|
||||
strategyPerformances[newSize - 1].maxDrawdown = 0.0;
|
||||
strategyPerformances[newSize - 1].winRate = 0.0;
|
||||
strategyPerformances[newSize - 1].quarterStart = currentMonthStart;
|
||||
strategyPerformances[newSize - 1].quarterEnd = currentMonthEnd;
|
||||
strategyPerformances[newSize - 1].isActive = true;
|
||||
strategyPerformances[newSize - 1].inPenaltyMode = false;
|
||||
strategyPerformances[newSize - 1].lotSizeBeforePenalty = initialLotSize;
|
||||
strategyPerformances[newSize - 1].penaltyStartTime = 0;
|
||||
|
||||
totalStrategies = newSize;
|
||||
|
||||
if(PE_EnableLogging)
|
||||
Print("Performance Evaluator: Registered strategy '", strategyName,
|
||||
"' (Magic: ", magicNumber, ", Initial Lot: ", initialLotSize, ")");
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Update Strategy Performance Metrics |
|
||||
//+------------------------------------------------------------------+
|
||||
void UpdateStrategyPerformance(string strategyName, int magicNumber)
|
||||
{
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].strategyName == strategyName &&
|
||||
strategyPerformances[i].magicNumber == magicNumber &&
|
||||
strategyPerformances[i].isActive)
|
||||
{
|
||||
// Calculate performance for current quarter
|
||||
double totalProfit = 0.0;
|
||||
int totalTrades = 0;
|
||||
int wins = 0;
|
||||
int losses = 0;
|
||||
double maxDD = 0.0;
|
||||
double peakBalance = 0.0;
|
||||
|
||||
// Scan all closed deals in current quarter
|
||||
datetime quarterStart = strategyPerformances[i].quarterStart;
|
||||
datetime quarterEnd = strategyPerformances[i].quarterEnd;
|
||||
|
||||
// Select history for the quarter
|
||||
if(HistorySelect(quarterStart, quarterEnd))
|
||||
{
|
||||
int totalDeals = HistoryDealsTotal();
|
||||
for(int j = 0; j < totalDeals; j++)
|
||||
{
|
||||
ulong ticket = HistoryDealGetTicket(j);
|
||||
if(ticket > 0)
|
||||
{
|
||||
long dealMagic = HistoryDealGetInteger(ticket, DEAL_MAGIC);
|
||||
if(dealMagic == magicNumber)
|
||||
{
|
||||
double profit = HistoryDealGetDouble(ticket, DEAL_PROFIT);
|
||||
double swap = HistoryDealGetDouble(ticket, DEAL_SWAP);
|
||||
double commission = HistoryDealGetDouble(ticket, DEAL_COMMISSION);
|
||||
double totalDealProfit = profit + swap + commission;
|
||||
|
||||
totalProfit += totalDealProfit;
|
||||
totalTrades++;
|
||||
|
||||
if(totalDealProfit > 0)
|
||||
wins++;
|
||||
else if(totalDealProfit < 0)
|
||||
losses++;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Calculate win rate
|
||||
double winRate = 0.0;
|
||||
if(totalTrades > 0)
|
||||
winRate = (double)wins / (double)totalTrades * 100.0;
|
||||
|
||||
// Update metrics
|
||||
strategyPerformances[i].quarterProfit = totalProfit;
|
||||
strategyPerformances[i].quarterTrades = totalTrades;
|
||||
strategyPerformances[i].quarterWins = wins;
|
||||
strategyPerformances[i].quarterLosses = losses;
|
||||
strategyPerformances[i].winRate = winRate;
|
||||
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy Ranking Structure |
|
||||
//+------------------------------------------------------------------+
|
||||
struct StrategyRank {
|
||||
int index;
|
||||
double score;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Calculate Strategy Score for Ranking |
|
||||
//+------------------------------------------------------------------+
|
||||
double CalculateStrategyScore(int strategyIndex)
|
||||
{
|
||||
double profit = strategyPerformances[strategyIndex].quarterProfit;
|
||||
double winRate = strategyPerformances[strategyIndex].winRate;
|
||||
double trades = strategyPerformances[strategyIndex].quarterTrades;
|
||||
|
||||
// Normalize profit (scale to 0-100 range, assuming max profit of $1000)
|
||||
double normalizedProfit = MathMin(profit / 10.0, 100.0);
|
||||
if(profit < 0) normalizedProfit = profit / 5.0; // Penalize losses more
|
||||
|
||||
// Calculate score
|
||||
double score = 0.0;
|
||||
if(PE_UseWinRateWeight)
|
||||
{
|
||||
// 50% profit, 50% win rate (if enough trades)
|
||||
if(trades >= 5)
|
||||
score = (normalizedProfit * 0.5) + (winRate * 0.5);
|
||||
else
|
||||
score = normalizedProfit; // Not enough trades, use profit only
|
||||
}
|
||||
else
|
||||
{
|
||||
// Profit only
|
||||
score = normalizedProfit;
|
||||
}
|
||||
|
||||
return score;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check if Month Ended and Evaluate Performance |
|
||||
//+------------------------------------------------------------------+
|
||||
void CheckMonthEnd()
|
||||
{
|
||||
datetime now = TimeCurrent();
|
||||
|
||||
// Check if we've entered a new month
|
||||
if(now >= currentMonthEnd)
|
||||
{
|
||||
if(PE_EnableLogging)
|
||||
Print("Performance Evaluator: Month ended. Evaluating and ranking strategies...");
|
||||
|
||||
// Update performance metrics for all strategies
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive)
|
||||
{
|
||||
UpdateStrategyPerformance(strategyPerformances[i].strategyName,
|
||||
strategyPerformances[i].magicNumber);
|
||||
}
|
||||
}
|
||||
|
||||
// Rank strategies
|
||||
int activeCount = 0;
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive)
|
||||
activeCount++;
|
||||
}
|
||||
|
||||
if(activeCount > 0)
|
||||
{
|
||||
// Create ranking array
|
||||
StrategyRank ranks[];
|
||||
ArrayResize(ranks, activeCount);
|
||||
int rankIndex = 0;
|
||||
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive)
|
||||
{
|
||||
ranks[rankIndex].index = i;
|
||||
ranks[rankIndex].score = CalculateStrategyScore(i);
|
||||
rankIndex++;
|
||||
}
|
||||
}
|
||||
|
||||
// Sort by score (descending - highest score first)
|
||||
for(int i = 0; i < activeCount - 1; i++)
|
||||
{
|
||||
for(int j = i + 1; j < activeCount; j++)
|
||||
{
|
||||
if(ranks[j].score > ranks[i].score)
|
||||
{
|
||||
StrategyRank temp = ranks[i];
|
||||
ranks[i] = ranks[j];
|
||||
ranks[j] = temp;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Adjust lot sizes based on ranking
|
||||
if(PE_EnableAutoAdjustment)
|
||||
{
|
||||
// Increase top performers (skip if in penalty mode)
|
||||
int topCount = MathMin(PE_TopPerformersCount, activeCount);
|
||||
for(int i = 0; i < topCount; i++)
|
||||
{
|
||||
int strategyIdx = ranks[i].index;
|
||||
|
||||
// Skip if strategy is in penalty mode
|
||||
if(strategyPerformances[strategyIdx].inPenaltyMode)
|
||||
continue;
|
||||
|
||||
double oldLotSize = strategyPerformances[strategyIdx].currentLotSize;
|
||||
double newLotSize = oldLotSize * (1.0 + PE_LotSizeIncreasePercent / 100.0);
|
||||
|
||||
if(newLotSize > PE_MaxLotSize)
|
||||
newLotSize = PE_MaxLotSize;
|
||||
|
||||
strategyPerformances[strategyIdx].currentLotSize = newLotSize;
|
||||
|
||||
if(PE_EnableLogging)
|
||||
Print("Performance Evaluator: Rank #", (i+1), " - Increasing '",
|
||||
strategyPerformances[strategyIdx].strategyName,
|
||||
"' lot size from ", oldLotSize, " to ", newLotSize,
|
||||
" (Score: ", DoubleToString(ranks[i].score, 2),
|
||||
", Profit: $", DoubleToString(strategyPerformances[strategyIdx].quarterProfit, 2),
|
||||
", Win Rate: ", DoubleToString(strategyPerformances[strategyIdx].winRate, 2), "%)");
|
||||
}
|
||||
|
||||
// Decrease bottom performers (skip worst one if blitz play is enabled)
|
||||
int bottomCount = MathMin(PE_BottomPerformersCount, activeCount);
|
||||
int startIdx = activeCount - bottomCount;
|
||||
|
||||
// If blitz play is enabled, skip the worst performer (it will get minimum penalty)
|
||||
if(PE_EnableBlitzPlay && activeCount > 0)
|
||||
startIdx = activeCount - bottomCount + 1;
|
||||
|
||||
for(int i = startIdx; i < activeCount; i++)
|
||||
{
|
||||
int strategyIdx = ranks[i].index;
|
||||
|
||||
// Skip if strategy is in penalty mode
|
||||
if(strategyPerformances[strategyIdx].inPenaltyMode)
|
||||
continue;
|
||||
|
||||
double oldLotSize = strategyPerformances[strategyIdx].currentLotSize;
|
||||
double newLotSize = oldLotSize * (1.0 - PE_LotSizeDecreasePercent / 100.0);
|
||||
|
||||
// Use symbol-specific minimum lot size
|
||||
double minLot = GetMinLotSizeForSymbol(strategyPerformances[strategyIdx].symbol);
|
||||
if(newLotSize < minLot)
|
||||
newLotSize = minLot;
|
||||
|
||||
strategyPerformances[strategyIdx].currentLotSize = newLotSize;
|
||||
|
||||
if(PE_EnableLogging)
|
||||
Print("Performance Evaluator: Rank #", (i+1), " - Decreasing '",
|
||||
strategyPerformances[strategyIdx].strategyName,
|
||||
"' lot size from ", oldLotSize, " to ", newLotSize,
|
||||
" (Score: ", DoubleToString(ranks[i].score, 2),
|
||||
", Profit: $", DoubleToString(strategyPerformances[strategyIdx].quarterProfit, 2),
|
||||
", Win Rate: ", DoubleToString(strategyPerformances[strategyIdx].winRate, 2), "%)");
|
||||
}
|
||||
}
|
||||
|
||||
// Blitz Play: Apply penalty to worst performer
|
||||
if(PE_EnableBlitzPlay && activeCount > 0)
|
||||
{
|
||||
// Find worst performer (last in ranking)
|
||||
int worstIdx = ranks[activeCount - 1].index;
|
||||
|
||||
// Remove penalty from previous worst performer (if any)
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive && strategyPerformances[i].inPenaltyMode)
|
||||
{
|
||||
// Check if penalty period has passed (one month)
|
||||
if(now - strategyPerformances[i].penaltyStartTime >= 2592000) // ~30 days
|
||||
{
|
||||
// Restore lot size to before penalty
|
||||
strategyPerformances[i].currentLotSize = strategyPerformances[i].lotSizeBeforePenalty;
|
||||
strategyPerformances[i].inPenaltyMode = false;
|
||||
strategyPerformances[i].penaltyStartTime = 0;
|
||||
|
||||
if(PE_EnableLogging)
|
||||
Print("Blitz Play: Penalty removed from '", strategyPerformances[i].strategyName,
|
||||
"'. Lot size restored to ", strategyPerformances[i].currentLotSize);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Apply penalty to new worst performer
|
||||
if(!strategyPerformances[worstIdx].inPenaltyMode)
|
||||
{
|
||||
strategyPerformances[worstIdx].lotSizeBeforePenalty = strategyPerformances[worstIdx].currentLotSize;
|
||||
// Use symbol-specific minimum lot size
|
||||
double minLot = GetMinLotSizeForSymbol(strategyPerformances[worstIdx].symbol);
|
||||
strategyPerformances[worstIdx].currentLotSize = minLot;
|
||||
strategyPerformances[worstIdx].inPenaltyMode = true;
|
||||
strategyPerformances[worstIdx].penaltyStartTime = now;
|
||||
|
||||
if(PE_EnableLogging)
|
||||
Print("Blitz Play: WORST PERFORMER - '", strategyPerformances[worstIdx].strategyName,
|
||||
"' penalized! Lot size reduced from ", strategyPerformances[worstIdx].lotSizeBeforePenalty,
|
||||
" to minimum ", minLot, " (Score: ", DoubleToString(ranks[activeCount - 1].score, 2),
|
||||
", Profit: $", DoubleToString(strategyPerformances[worstIdx].quarterProfit, 2), ")");
|
||||
}
|
||||
}
|
||||
|
||||
// Log performance report
|
||||
if(PE_EnableLogging)
|
||||
{
|
||||
Print("=== Monthly Performance Ranking ===");
|
||||
for(int i = 0; i < activeCount; i++)
|
||||
{
|
||||
int strategyIdx = ranks[i].index;
|
||||
Print("Rank #", (i+1), ": ", strategyPerformances[strategyIdx].strategyName,
|
||||
" - Score: ", DoubleToString(ranks[i].score, 2),
|
||||
", Profit: $", DoubleToString(strategyPerformances[strategyIdx].quarterProfit, 2),
|
||||
", Win Rate: ", DoubleToString(strategyPerformances[strategyIdx].winRate, 2), "%",
|
||||
", Trades: ", (int)strategyPerformances[strategyIdx].quarterTrades,
|
||||
", Lot Size: ", DoubleToString(strategyPerformances[strategyIdx].currentLotSize, 2));
|
||||
}
|
||||
Print("===================================");
|
||||
}
|
||||
}
|
||||
|
||||
// Reset month metrics for all strategies
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive)
|
||||
{
|
||||
strategyPerformances[i].quarterProfit = 0.0;
|
||||
strategyPerformances[i].quarterTrades = 0;
|
||||
strategyPerformances[i].quarterWins = 0;
|
||||
strategyPerformances[i].quarterLosses = 0;
|
||||
strategyPerformances[i].maxDrawdown = 0.0;
|
||||
strategyPerformances[i].winRate = 0.0;
|
||||
}
|
||||
}
|
||||
|
||||
// Update month dates
|
||||
MqlDateTime dt;
|
||||
TimeToStruct(now, dt);
|
||||
|
||||
// First day of current month
|
||||
dt.day = 1;
|
||||
dt.hour = 0;
|
||||
dt.min = 0;
|
||||
dt.sec = 0;
|
||||
currentMonthStart = StructToTime(dt);
|
||||
|
||||
// First day of next month - 1 second
|
||||
dt.mon += 1;
|
||||
if(dt.mon > 12)
|
||||
{
|
||||
dt.mon = 1;
|
||||
dt.year++;
|
||||
}
|
||||
currentMonthEnd = StructToTime(dt) - 1;
|
||||
|
||||
// Update month dates for all strategies
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
strategyPerformances[i].quarterStart = currentMonthStart;
|
||||
strategyPerformances[i].quarterEnd = currentMonthEnd;
|
||||
}
|
||||
|
||||
lastMonthCheck = now;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Get Current Lot Size for Strategy |
|
||||
//+------------------------------------------------------------------+
|
||||
double GetStrategyLotSize(string strategyName, int magicNumber)
|
||||
{
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].strategyName == strategyName &&
|
||||
strategyPerformances[i].magicNumber == magicNumber &&
|
||||
strategyPerformances[i].isActive)
|
||||
{
|
||||
return strategyPerformances[i].currentLotSize;
|
||||
}
|
||||
}
|
||||
return 0.0;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Process Performance Evaluation (call from OnTick) |
|
||||
//+------------------------------------------------------------------+
|
||||
void ProcessPerformanceEvaluation()
|
||||
{
|
||||
// Check if month ended
|
||||
CheckMonthEnd();
|
||||
|
||||
// Check for penalty expiration (blitz play)
|
||||
if(PE_EnableBlitzPlay)
|
||||
{
|
||||
datetime now = TimeCurrent();
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive && strategyPerformances[i].inPenaltyMode)
|
||||
{
|
||||
// Check if penalty period has passed (one month = ~30 days)
|
||||
if(now - strategyPerformances[i].penaltyStartTime >= 2592000)
|
||||
{
|
||||
// Restore lot size to before penalty
|
||||
strategyPerformances[i].currentLotSize = strategyPerformances[i].lotSizeBeforePenalty;
|
||||
strategyPerformances[i].inPenaltyMode = false;
|
||||
strategyPerformances[i].penaltyStartTime = 0;
|
||||
|
||||
if(PE_EnableLogging)
|
||||
Print("Blitz Play: Penalty expired for '", strategyPerformances[i].strategyName,
|
||||
"'. Lot size restored to ", strategyPerformances[i].currentLotSize);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Update performance metrics periodically (every hour)
|
||||
static datetime lastUpdate = 0;
|
||||
if(TimeCurrent() - lastUpdate >= 3600)
|
||||
{
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive)
|
||||
{
|
||||
UpdateStrategyPerformance(strategyPerformances[i].strategyName,
|
||||
strategyPerformances[i].magicNumber);
|
||||
}
|
||||
}
|
||||
lastUpdate = TimeCurrent();
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Get Performance Summary |
|
||||
//+------------------------------------------------------------------+
|
||||
string GetPerformanceSummary()
|
||||
{
|
||||
string summary = "\n=== Performance Summary ===\n";
|
||||
summary += "Current Month: " + TimeToString(currentMonthStart) + " to " + TimeToString(currentMonthEnd) + "\n\n";
|
||||
|
||||
for(int i = 0; i < ArraySize(strategyPerformances); i++)
|
||||
{
|
||||
if(strategyPerformances[i].isActive)
|
||||
{
|
||||
summary += strategyPerformances[i].strategyName + ":\n";
|
||||
summary += " Profit: $" + DoubleToString(strategyPerformances[i].quarterProfit, 2) + "\n";
|
||||
summary += " Trades: " + IntegerToString((int)strategyPerformances[i].quarterTrades) + "\n";
|
||||
summary += " Win Rate: " + DoubleToString(strategyPerformances[i].winRate, 2) + "%\n";
|
||||
summary += " Lot Size: " + DoubleToString(strategyPerformances[i].currentLotSize, 2) + "\n\n";
|
||||
}
|
||||
}
|
||||
|
||||
return summary;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,76 @@
|
||||
# United EA Strategy Configuration Summary
|
||||
|
||||
## Strategy Symbols and Magic Numbers
|
||||
|
||||
### Strategy 1: DarvasBox
|
||||
- **Symbol**: XAUUSD (Gold/USD)
|
||||
- **Magic Number**: 135790
|
||||
|
||||
### Strategy 2: EMASlopeDistance
|
||||
- **Symbol**: XAUUSD (Gold/USD)
|
||||
- **Magic Number**: 12350
|
||||
|
||||
### Strategy 3: RSICrossOverReversal
|
||||
- **Symbol**: XAUUSD (Gold/USD)
|
||||
- **Magic Number**: 7
|
||||
|
||||
### Strategy 4: RSIMidPointHijack
|
||||
- **Symbol**: XAUUSD (Gold/USD)
|
||||
- **Magic Numbers**:
|
||||
- RSIFollow: 1001
|
||||
- RSIReverse: 1002
|
||||
- EMACross: 1003
|
||||
|
||||
### Strategy 5: RSI Scalping APPL (Apple)
|
||||
- **Symbol**: AAPL (Apple stock)
|
||||
- **Magic Number**: 20001
|
||||
- **Note**: Changed from "APPL" to "AAPL" (correct ticker symbol)
|
||||
|
||||
### Strategy 6: RSI Scalping BTCUSD
|
||||
- **Symbol**: BTCUSD (Bitcoin/USD)
|
||||
- **Magic Number**: 123459123
|
||||
|
||||
### Strategy 7: RSI Scalping MSFT
|
||||
- **Symbol**: MSFT (Microsoft stock)
|
||||
- **Magic Number**: 20002
|
||||
|
||||
### Strategy 8: RSI Scalping NVDA
|
||||
- **Symbol**: NVDA (NVIDIA stock)
|
||||
- **Magic Number**: 20003
|
||||
|
||||
### Strategy 9: RSI Scalping TSLA
|
||||
- **Symbol**: TSLA (Tesla stock)
|
||||
- **Magic Number**: 125421321
|
||||
|
||||
### Strategy 10: RSI Scalping XAUUSD
|
||||
- **Symbol**: XAUUSD (Gold/USD)
|
||||
- **Magic Number**: 129102315
|
||||
|
||||
## Important Notes
|
||||
|
||||
1. **Stock Symbols**: Stock symbols (AAPL, MSFT, NVDA, TSLA) must be:
|
||||
- Added to Market Watch in MetaTrader 5
|
||||
- Available from your broker
|
||||
- Use the correct ticker symbol (e.g., "AAPL" not "APPL")
|
||||
|
||||
2. **Magic Numbers**: All strategies have unique magic numbers to prevent interference:
|
||||
- Each strategy can be identified by its magic number
|
||||
- RSIMidPointHijack uses 3 magic numbers (one for each sub-strategy)
|
||||
|
||||
3. **Symbol Configuration**: Each strategy trades on its own symbol:
|
||||
- You can change symbols in the input parameters
|
||||
- The EA will log warnings if a symbol is not available
|
||||
- Strategies with unavailable symbols will be skipped (EA continues running)
|
||||
|
||||
4. **RSI Scalping Strategies**:
|
||||
- Each RSI Scalping variant trades on a different symbol
|
||||
- They all use the same strategy logic but with different parameters
|
||||
- Buy and sell signals are generated based on RSI levels for each symbol
|
||||
|
||||
## Troubleshooting
|
||||
|
||||
If stock symbols are not working:
|
||||
1. Check if the symbol exists in your broker's symbol list
|
||||
2. Add the symbol to Market Watch in MetaTrader 5
|
||||
3. Verify the symbol name matches your broker's naming convention
|
||||
4. Some brokers use prefixes/suffixes (e.g., "NASDAQ:AAPL" or "AAPL.US")
|
||||
@@ -0,0 +1,300 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| DarvasBoxStrategy.mqh |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
bool InitDarvasBox(string symbol)
|
||||
{
|
||||
dbData.symbol = symbol;
|
||||
dbData.boxHigh = 0;
|
||||
dbData.boxLow = 0;
|
||||
dbData.boxFormed = false;
|
||||
dbData.lastBoxTime = 0;
|
||||
dbData.boxName = "DarvasBox_" + IntegerToString(DB_MagicNumber) + "_";
|
||||
|
||||
// Check if symbol exists
|
||||
if(!SymbolSelect(symbol, true))
|
||||
{
|
||||
Print("DarvasBox: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
|
||||
return false;
|
||||
}
|
||||
|
||||
Sleep(100); // Wait for symbol to be ready
|
||||
|
||||
dbData.point = SymbolInfoDouble(symbol, SYMBOL_POINT);
|
||||
dbData.minStopLevel = SymbolInfoInteger(symbol, SYMBOL_TRADE_STOPS_LEVEL) * dbData.point;
|
||||
|
||||
dbData.maHandle = iMA(symbol, DB_TrendTimeframe, DB_MA_Period, 0, DB_MA_Method, DB_MA_Price);
|
||||
dbData.volumeHandle = iVolumes(symbol, PERIOD_CURRENT, VOLUME_TICK);
|
||||
|
||||
if(dbData.maHandle == INVALID_HANDLE || dbData.volumeHandle == INVALID_HANDLE)
|
||||
{
|
||||
Print("DarvasBox: Error creating indicators for '", symbol, "'");
|
||||
return false;
|
||||
}
|
||||
|
||||
dbData.trade.SetDeviationInPoints(10);
|
||||
dbData.trade.SetTypeFilling(ORDER_FILLING_IOC);
|
||||
dbData.trade.SetAsyncMode(false);
|
||||
dbData.trade.SetExpertMagicNumber(DB_MagicNumber);
|
||||
|
||||
ObjectsDeleteAll(0, dbData.boxName);
|
||||
dbData.isInitialized = true;
|
||||
Print("DarvasBox: Successfully initialized for symbol '", symbol, "'");
|
||||
return true;
|
||||
}
|
||||
|
||||
void DeinitDarvasBox()
|
||||
{
|
||||
if(dbData.maHandle != INVALID_HANDLE) IndicatorRelease(dbData.maHandle);
|
||||
if(dbData.volumeHandle != INVALID_HANDLE) IndicatorRelease(dbData.volumeHandle);
|
||||
ObjectsDeleteAll(0, dbData.boxName);
|
||||
}
|
||||
|
||||
void DrawDarvasBox()
|
||||
{
|
||||
if(!dbData.boxFormed) return;
|
||||
|
||||
datetime time1 = iTime(dbData.symbol, PERIOD_H1, DB_BoxPeriod);
|
||||
datetime time2 = iTime(dbData.symbol, PERIOD_H1, 0);
|
||||
|
||||
ObjectsDeleteAll(0, dbData.boxName);
|
||||
|
||||
ObjectCreate(0, dbData.boxName + "Top", OBJ_TREND, 0, time1, dbData.boxHigh, time2, dbData.boxHigh);
|
||||
ObjectCreate(0, dbData.boxName + "Bottom", OBJ_TREND, 0, time1, dbData.boxLow, time2, dbData.boxLow);
|
||||
|
||||
ObjectSetInteger(0, dbData.boxName + "Top", OBJPROP_COLOR, DB_BoxColor);
|
||||
ObjectSetInteger(0, dbData.boxName + "Bottom", OBJPROP_COLOR, DB_BoxColor);
|
||||
ObjectSetInteger(0, dbData.boxName + "Top", OBJPROP_WIDTH, DB_BoxWidth);
|
||||
ObjectSetInteger(0, dbData.boxName + "Bottom", OBJPROP_WIDTH, DB_BoxWidth);
|
||||
ObjectSetInteger(0, dbData.boxName + "Top", OBJPROP_RAY_RIGHT, true);
|
||||
ObjectSetInteger(0, dbData.boxName + "Bottom", OBJPROP_RAY_RIGHT, true);
|
||||
}
|
||||
|
||||
void CalculateDarvasBox()
|
||||
{
|
||||
double high = 0;
|
||||
double low = DBL_MAX;
|
||||
|
||||
// Find highest high and lowest low in the period - EXACTLY like original
|
||||
for(int i = 0; i < DB_BoxPeriod; i++)
|
||||
{
|
||||
high = MathMax(high, iHigh(dbData.symbol, PERIOD_H1, i));
|
||||
low = MathMin(low, iLow(dbData.symbol, PERIOD_H1, i));
|
||||
}
|
||||
|
||||
double range = high - low;
|
||||
double allowedRange = DB_BoxDeviation * dbData.point; // Use dbData.point instead of _Point
|
||||
|
||||
if(DB_EnableLogging)
|
||||
{
|
||||
Print("DarvasBox: Box Calculation - High: ", high, " Low: ", low, " Range: ", range, " Allowed Range: ", allowedRange);
|
||||
}
|
||||
|
||||
// Check if box is formed - EXACTLY like original
|
||||
if(range <= allowedRange)
|
||||
{
|
||||
dbData.boxHigh = high;
|
||||
dbData.boxLow = low;
|
||||
dbData.boxFormed = true;
|
||||
dbData.lastBoxTime = iTime(dbData.symbol, PERIOD_CURRENT, 0);
|
||||
|
||||
// Draw the box
|
||||
DrawDarvasBox();
|
||||
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Box Formed - High: ", dbData.boxHigh, " Low: ", dbData.boxLow, " Time: ", dbData.lastBoxTime);
|
||||
}
|
||||
else
|
||||
{
|
||||
dbData.boxFormed = false;
|
||||
// Delete box if it exists
|
||||
ObjectsDeleteAll(0, dbData.boxName);
|
||||
}
|
||||
}
|
||||
|
||||
bool ValidateStopLevels(double price, double &sl, double &tp, ENUM_ORDER_TYPE orderType)
|
||||
{
|
||||
double minSlDistance = MathMax(dbData.minStopLevel, DB_StopLoss * dbData.point);
|
||||
double minTpDistance = MathMax(dbData.minStopLevel, DB_TakeProfit * dbData.point);
|
||||
|
||||
if(orderType == ORDER_TYPE_BUY)
|
||||
{
|
||||
sl = price - minSlDistance;
|
||||
tp = price + minTpDistance;
|
||||
}
|
||||
else
|
||||
{
|
||||
sl = price + minSlDistance;
|
||||
tp = price - minTpDistance;
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
bool IsTrendFavorable(ENUM_ORDER_TYPE orderType)
|
||||
{
|
||||
double ma[];
|
||||
ArraySetAsSeries(ma, true);
|
||||
|
||||
if(CopyBuffer(dbData.maHandle, 0, 0, 2, ma) <= 0)
|
||||
return false;
|
||||
|
||||
double currentPrice = SymbolInfoDouble(dbData.symbol, SYMBOL_ASK);
|
||||
double trendStrength = MathAbs(currentPrice - ma[0]) / dbData.point;
|
||||
|
||||
if(orderType == ORDER_TYPE_BUY)
|
||||
return (currentPrice > ma[0] && trendStrength > DB_TrendThreshold);
|
||||
else
|
||||
return (currentPrice < ma[0] && trendStrength > DB_TrendThreshold);
|
||||
}
|
||||
|
||||
bool CheckVolumeConditions()
|
||||
{
|
||||
double volumes[];
|
||||
ArraySetAsSeries(volumes, true);
|
||||
|
||||
if(CopyBuffer(dbData.volumeHandle, 0, 0, DB_VolumeMA_Period + 1, volumes) <= 0)
|
||||
return false;
|
||||
|
||||
double volumeMA = 0;
|
||||
for(int i = 1; i <= DB_VolumeMA_Period; i++)
|
||||
volumeMA += volumes[i];
|
||||
volumeMA /= DB_VolumeMA_Period;
|
||||
|
||||
double currentVolume = volumes[0];
|
||||
double volumeRatio = currentVolume / volumeMA;
|
||||
|
||||
return (volumeRatio > DB_VolumeThresholdMultiplier);
|
||||
}
|
||||
|
||||
bool PlaceOrder(ENUM_ORDER_TYPE orderType, double price, double sl, double tp)
|
||||
{
|
||||
if(!ValidateStopLevels(price, sl, tp, orderType))
|
||||
{
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Order rejected - Stop levels validation failed");
|
||||
return false;
|
||||
}
|
||||
|
||||
if(!IsTrendFavorable(orderType))
|
||||
{
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Order rejected - Trend not favorable for ", EnumToString(orderType));
|
||||
return false;
|
||||
}
|
||||
|
||||
if(!CheckVolumeConditions())
|
||||
{
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Order rejected - Volume conditions not met");
|
||||
return false;
|
||||
}
|
||||
|
||||
bool result = false;
|
||||
|
||||
// Use market price (0) instead of explicit price - this ensures market order execution
|
||||
// In backtesting, explicit price might fail if price has moved
|
||||
if(orderType == ORDER_TYPE_BUY)
|
||||
result = dbData.trade.Buy(0.01, dbData.symbol, 0, sl, tp, "Darvas Box Breakout");
|
||||
else
|
||||
result = dbData.trade.Sell(0.01, dbData.symbol, 0, sl, tp, "Darvas Box Breakdown");
|
||||
|
||||
// Always log errors, success only if logging enabled
|
||||
if(result)
|
||||
{
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: ", (orderType == ORDER_TYPE_BUY ? "Buy" : "Sell"), " Order Placed Successfully");
|
||||
}
|
||||
else
|
||||
{
|
||||
// Always log failures with detailed info
|
||||
uint retcode_uint = dbData.trade.ResultRetcode();
|
||||
int retcode = (int)retcode_uint;
|
||||
string desc = dbData.trade.ResultRetcodeDescription();
|
||||
ulong deal = dbData.trade.ResultDeal();
|
||||
ulong order = dbData.trade.ResultOrder();
|
||||
Print("DarvasBox: ", (orderType == ORDER_TYPE_BUY ? "Buy" : "Sell"),
|
||||
" Order Failed - Retcode: ", retcode,
|
||||
", Description: ", desc,
|
||||
", Deal: ", deal,
|
||||
", Order: ", order,
|
||||
", Symbol: ", dbData.symbol,
|
||||
", Requested Price: ", price,
|
||||
", SL: ", sl,
|
||||
", TP: ", tp);
|
||||
}
|
||||
|
||||
return result;
|
||||
}
|
||||
|
||||
void ProcessDarvasBox(string symbol)
|
||||
{
|
||||
// Skip if not initialized (symbol not available)
|
||||
if(!dbData.isInitialized)
|
||||
return;
|
||||
|
||||
dbData.symbol = symbol; // Update symbol in case it changed
|
||||
|
||||
// Calculate new box levels - EXACTLY like original (called every tick)
|
||||
CalculateDarvasBox();
|
||||
|
||||
// Check for trading signals - EXACTLY like original (checked every tick)
|
||||
if(dbData.boxFormed)
|
||||
{
|
||||
double currentPrice = SymbolInfoDouble(dbData.symbol, SYMBOL_ASK);
|
||||
long currentVolume_long = iVolume(dbData.symbol, PERIOD_CURRENT, 0);
|
||||
double currentVolume = (double)currentVolume_long;
|
||||
|
||||
if(DB_EnableLogging)
|
||||
{
|
||||
Print("DarvasBox: Current Price: ", currentPrice, " Box High: ", dbData.boxHigh, " Box Low: ", dbData.boxLow);
|
||||
Print("DarvasBox: Current Volume: ", currentVolume, " Volume Threshold: ", DB_VolumeThreshold);
|
||||
}
|
||||
|
||||
// Check for breakout above box - EXACTLY like original
|
||||
if(currentPrice > dbData.boxHigh && currentVolume > DB_VolumeThreshold)
|
||||
{
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Breakout Signal Detected - Price above box high");
|
||||
|
||||
// Buy signal
|
||||
if(!PositionExistsByMagic(dbData.symbol, (ulong)DB_MagicNumber)) // No existing positions with our magic number
|
||||
{
|
||||
double sl = currentPrice - DB_StopLoss * dbData.point;
|
||||
double tp = currentPrice + DB_TakeProfit * dbData.point;
|
||||
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Preparing Buy Order - Price: ", currentPrice, " SL: ", sl, " TP: ", tp);
|
||||
|
||||
PlaceOrder(ORDER_TYPE_BUY, currentPrice, sl, tp);
|
||||
}
|
||||
else if(DB_EnableLogging)
|
||||
Print("DarvasBox: Skipping Buy Signal - Position already exists");
|
||||
}
|
||||
|
||||
// Check for breakdown below box - EXACTLY like original
|
||||
if(currentPrice < dbData.boxLow && currentVolume > DB_VolumeThreshold)
|
||||
{
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Breakdown Signal Detected - Price below box low");
|
||||
|
||||
// Sell signal
|
||||
if(!PositionExistsByMagic(dbData.symbol, (ulong)DB_MagicNumber)) // No existing positions with our magic number
|
||||
{
|
||||
double sl = currentPrice + DB_StopLoss * dbData.point;
|
||||
double tp = currentPrice - DB_TakeProfit * dbData.point;
|
||||
|
||||
if(DB_EnableLogging)
|
||||
Print("DarvasBox: Preparing Sell Order - Price: ", currentPrice, " SL: ", sl, " TP: ", tp);
|
||||
|
||||
PlaceOrder(ORDER_TYPE_SELL, currentPrice, sl, tp);
|
||||
}
|
||||
else if(DB_EnableLogging)
|
||||
Print("DarvasBox: Skipping Sell Signal - Position already exists");
|
||||
}
|
||||
}
|
||||
else if(DB_EnableLogging)
|
||||
Print("DarvasBox: No Box Formed - Waiting for consolidation");
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,496 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| EMASlopeDistanceStrategy.mqh |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
bool InitEMASlopeDistance(string symbol)
|
||||
{
|
||||
esData.symbol = symbol;
|
||||
esData.letzte_überwachung_zeit = 0;
|
||||
esData.überwachung_aktiv = false;
|
||||
esData.preis_trigger_aktiv = false;
|
||||
esData.steigung_trigger_aktiv = false;
|
||||
esData.ticket = 0;
|
||||
esData.trades_in_current_crossover = 0;
|
||||
esData.crossover_detected = false;
|
||||
esData.trade_open_time = 0;
|
||||
esData.last_bar_time = 0;
|
||||
|
||||
// Check if symbol exists
|
||||
if(!SymbolSelect(symbol, true))
|
||||
{
|
||||
Print("EMASlopeDistance: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
|
||||
return false;
|
||||
}
|
||||
|
||||
Sleep(100); // Wait for symbol to be ready
|
||||
|
||||
esData.trade.SetExpertMagicNumber(ES_MagicNumber);
|
||||
esData.trade.SetDeviationInPoints(10);
|
||||
esData.trade.SetTypeFilling(ORDER_FILLING_IOC);
|
||||
|
||||
esData.ema_handle = iMA(symbol, ES_Timeframe, ES_EMA_Periode, 0, MODE_EMA, PRICE_CLOSE);
|
||||
|
||||
if(esData.ema_handle == INVALID_HANDLE)
|
||||
{
|
||||
Print("EMASlopeDistance: Error creating EMA indicator for '", symbol, "'");
|
||||
return false;
|
||||
}
|
||||
|
||||
ArraySetAsSeries(esData.ema_array, true);
|
||||
esData.isInitialized = true;
|
||||
Print("EMASlopeDistance: Successfully initialized for symbol '", symbol, "'");
|
||||
return true;
|
||||
}
|
||||
|
||||
void DeinitEMASlopeDistance()
|
||||
{
|
||||
if(esData.ema_handle != INVALID_HANDLE)
|
||||
IndicatorRelease(esData.ema_handle);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| EMA Berechnung (EMA Calculation) |
|
||||
//+------------------------------------------------------------------+
|
||||
void BerechneEMA()
|
||||
{
|
||||
//--- EMA Werte vom Indicator kopieren (Copy EMA values from indicator)
|
||||
int copied = CopyBuffer(esData.ema_handle, 0, 0, 3, esData.ema_array);
|
||||
|
||||
if(copied <= 0)
|
||||
{
|
||||
Print("TRACE: Fehler beim Kopieren der EMA Werte - Copied: ", copied);
|
||||
return;
|
||||
}
|
||||
|
||||
Print("TRACE: EMA Werte kopiert: ", copied, " Bars");
|
||||
Print("TRACE: EMA [0]: ", esData.ema_array[0], " [1]: ", esData.ema_array[1], " [2]: ", esData.ema_array[2]);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Trigger-Bedingungen prüfen (Check trigger conditions) |
|
||||
//+------------------------------------------------------------------+
|
||||
void PrüfeTrigger()
|
||||
{
|
||||
if(ArraySize(esData.ema_array) < 2)
|
||||
{
|
||||
Print("TRACE: Array zu klein - Größe: ", ArraySize(esData.ema_array));
|
||||
return;
|
||||
}
|
||||
|
||||
//--- Aktuelle Werte (Current values)
|
||||
double aktueller_preis = SymbolInfoDouble(esData.symbol, SYMBOL_BID);
|
||||
double aktueller_ask = SymbolInfoDouble(esData.symbol, SYMBOL_ASK);
|
||||
double aktueller_close = iClose(esData.symbol, ES_Timeframe, 0);
|
||||
int digits = (int)SymbolInfoInteger(esData.symbol, SYMBOL_DIGITS);
|
||||
double point = SymbolInfoDouble(esData.symbol, SYMBOL_POINT);
|
||||
double pips_multiplier = (digits == 3 || digits == 5) ? 10.0 : 1.0;
|
||||
|
||||
//--- EMA Werte in Variablen (EMA values in variables)
|
||||
double ema_aktuell = esData.ema_array[0];
|
||||
double ema_vorher = esData.ema_array[1];
|
||||
|
||||
//--- EMA Crossover Erkennung (EMA Crossover Detection)
|
||||
// Prüfe ob Preis die EMA kreuzt (Check if price crosses EMA)
|
||||
static double last_close = 0;
|
||||
static double last_ema = 0;
|
||||
|
||||
if(last_close != 0 && last_ema != 0)
|
||||
{
|
||||
bool crossover_bullish = (last_close <= last_ema) && (aktueller_close > ema_aktuell);
|
||||
bool crossover_bearish = (last_close >= last_ema) && (aktueller_close < ema_aktuell);
|
||||
|
||||
//--- Neues Crossover-Ereignis erkannt (New crossover event detected)
|
||||
if(crossover_bullish || crossover_bearish)
|
||||
{
|
||||
esData.trades_in_current_crossover = 0; // Reset trade counter
|
||||
Print("TRACE: EMA Crossover erkannt - ", (crossover_bullish ? "BULLISH" : "BEARISH"), " - Trade-Counter zurückgesetzt");
|
||||
Print("TRACE: Vorher: Close=", last_close, " EMA=", last_ema, " Jetzt: Close=", aktueller_close, " EMA=", ema_aktuell);
|
||||
}
|
||||
}
|
||||
|
||||
//--- Aktuelle Werte für nächsten Vergleich speichern (Save current values for next comparison)
|
||||
last_close = aktueller_close;
|
||||
last_ema = ema_aktuell;
|
||||
|
||||
//--- Preisbewegung zur EMA prüfen (Check price action to EMA)
|
||||
double preis_abstand = MathAbs(aktueller_close - ema_aktuell) / point / pips_multiplier;
|
||||
|
||||
Print("TRACE: Preis-Abstand: ", preis_abstand, " Pips (Schwelle: ", ES_PreisSchwelle, ")");
|
||||
Print("TRACE: Close: ", aktueller_close, " EMA: ", ema_aktuell);
|
||||
Print("TRACE: Trades im aktuellen Crossover: ", esData.trades_in_current_crossover, "/", ES_MaxTradesPerCrossover);
|
||||
|
||||
if(preis_abstand > ES_PreisSchwelle && !esData.preis_trigger_aktiv)
|
||||
{
|
||||
esData.preis_trigger_aktiv = true;
|
||||
Print("TRACE: Preis-Trigger aktiviert: ", preis_abstand, " Pips");
|
||||
}
|
||||
|
||||
//--- EMA Steigung prüfen (Check EMA slope)
|
||||
double steigung = (ema_aktuell - ema_vorher) / point / pips_multiplier;
|
||||
|
||||
Print("TRACE: EMA Steigung: ", steigung, " Pips (Schwelle: ", ES_SteigungSchwelle, ")");
|
||||
|
||||
if(MathAbs(steigung) > ES_SteigungSchwelle && !esData.steigung_trigger_aktiv)
|
||||
{
|
||||
esData.steigung_trigger_aktiv = true;
|
||||
Print("TRACE: Steigungs-Trigger aktiviert: ", steigung, " Pips");
|
||||
}
|
||||
|
||||
//--- Überwachung starten wenn beide Trigger aktiv sind (Start monitoring when both triggers are active)
|
||||
if(esData.preis_trigger_aktiv && esData.steigung_trigger_aktiv && !esData.überwachung_aktiv)
|
||||
{
|
||||
esData.überwachung_aktiv = true;
|
||||
|
||||
if(ES_UseBarData)
|
||||
{
|
||||
esData.letzte_überwachung_zeit = iTime(esData.symbol, ES_Timeframe, 0); // Aktuelle Bar-Zeit
|
||||
Print("TRACE: Überwachung gestartet - Beide Trigger aktiv (Bar: ", TimeToString(esData.letzte_überwachung_zeit), ")");
|
||||
}
|
||||
else
|
||||
{
|
||||
esData.letzte_überwachung_zeit = TimeCurrent(); // Aktuelle Tick-Zeit
|
||||
Print("TRACE: Überwachung gestartet - Beide Trigger aktiv (Tick)");
|
||||
}
|
||||
}
|
||||
|
||||
//--- Trade platzieren wenn Überwachung aktiv und Preis über/unter EMA (Place trade when monitoring active and price above/below EMA)
|
||||
if(esData.überwachung_aktiv)
|
||||
{
|
||||
bool bullish_signal = aktueller_close > ema_aktuell;
|
||||
bool bearish_signal = aktueller_close < ema_aktuell;
|
||||
|
||||
Print("TRACE: Signal Check - Bullish: ", bullish_signal, " Bearish: ", bearish_signal);
|
||||
Print("TRACE: Close: ", aktueller_close, " EMA: ", ema_aktuell);
|
||||
Print("TRACE: Differenz: ", aktueller_close - ema_aktuell);
|
||||
|
||||
//--- Trade-Limit prüfen (Check trade limit)
|
||||
if(esData.trades_in_current_crossover >= ES_MaxTradesPerCrossover)
|
||||
{
|
||||
Print("TRACE: Trade-Limit erreicht (", ES_MaxTradesPerCrossover, ") - Kein neuer Trade");
|
||||
return;
|
||||
}
|
||||
|
||||
if(bullish_signal && !PositionExistsByMagic(esData.symbol, (ulong)ES_MagicNumber))
|
||||
{
|
||||
Print("TRACE: Versuche KAUF-Trade zu platzieren (Trade #", esData.trades_in_current_crossover + 1, ")");
|
||||
if(PlatziereTrade(ORDER_TYPE_BUY))
|
||||
{
|
||||
esData.trades_in_current_crossover++;
|
||||
}
|
||||
}
|
||||
else if(bearish_signal && !PositionExistsByMagic(esData.symbol, (ulong)ES_MagicNumber))
|
||||
{
|
||||
Print("TRACE: Versuche VERKAUF-Trade zu platzieren (Trade #", esData.trades_in_current_crossover + 1, ")");
|
||||
if(PlatziereTrade(ORDER_TYPE_SELL))
|
||||
{
|
||||
esData.trades_in_current_crossover++;
|
||||
}
|
||||
}
|
||||
else if(PositionExistsByMagic(esData.symbol, (ulong)ES_MagicNumber))
|
||||
{
|
||||
Print("TRACE: Position bereits offen - kein neuer Trade");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Trade platzieren (Place trade) |
|
||||
//+------------------------------------------------------------------+
|
||||
bool PlatziereTrade(ENUM_ORDER_TYPE order_type)
|
||||
{
|
||||
Print("TRACE: Versuche Trade zu platzieren - Typ: ", (order_type == ORDER_TYPE_BUY) ? "KAUF" : "VERKAUF");
|
||||
Print("TRACE: Lot: ", g_ES_LotSize);
|
||||
|
||||
bool success = false;
|
||||
|
||||
if(order_type == ORDER_TYPE_BUY)
|
||||
{
|
||||
success = esData.trade.Buy(g_ES_LotSize, esData.symbol, 0, 0, 0, "EMA Crossover Trade");
|
||||
}
|
||||
else
|
||||
{
|
||||
success = esData.trade.Sell(g_ES_LotSize, esData.symbol, 0, 0, 0, "EMA Crossover Trade");
|
||||
}
|
||||
|
||||
if(success)
|
||||
{
|
||||
esData.ticket = (int)esData.trade.ResultOrder();
|
||||
Print("TRACE: Trade erfolgreich platziert: ", (order_type == ORDER_TYPE_BUY) ? "KAUF" : "VERKAUF", " Ticket: ", esData.ticket);
|
||||
|
||||
//--- Trade-Öffnungszeit speichern (Save trade opening time)
|
||||
esData.trade_open_time = iTime(esData.symbol, ES_Timeframe, 0);
|
||||
Print("TRACE: Trade-Öffnungszeit: ", TimeToString(esData.trade_open_time));
|
||||
|
||||
//--- Überwachung zurücksetzen (Reset monitoring)
|
||||
esData.überwachung_aktiv = false;
|
||||
esData.preis_trigger_aktiv = false;
|
||||
esData.steigung_trigger_aktiv = false;
|
||||
|
||||
return true;
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Fehler beim Platzieren des Trades - Retcode: ", esData.trade.ResultRetcode());
|
||||
Print("TRACE: Fehlerbeschreibung: ", esData.trade.ResultRetcodeDescription());
|
||||
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Trades verwalten (Manage trades) |
|
||||
//+------------------------------------------------------------------+
|
||||
void VerwalteTrades()
|
||||
{
|
||||
if(!PositionSelectByMagic(esData.symbol, (ulong)ES_MagicNumber))
|
||||
return;
|
||||
|
||||
double position_profit = PositionGetDouble(POSITION_PROFIT);
|
||||
double position_open_price = PositionGetDouble(POSITION_PRICE_OPEN);
|
||||
double current_price = PositionGetDouble(POSITION_PRICE_CURRENT);
|
||||
ENUM_POSITION_TYPE position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
|
||||
int digits = (int)SymbolInfoInteger(esData.symbol, SYMBOL_DIGITS);
|
||||
double point = SymbolInfoDouble(esData.symbol, SYMBOL_POINT);
|
||||
double pips_multiplier = (digits == 3 || digits == 5) ? 10.0 : 1.0;
|
||||
double trailing_stop_pips = ES_TrailingStop;
|
||||
|
||||
//--- Gleitender Stop (Trailing Stop) - nur wenn Position im Profit ist
|
||||
if(position_profit > 0) // Only apply trailing stop when in profit
|
||||
{
|
||||
if(position_type == POSITION_TYPE_BUY)
|
||||
{
|
||||
double new_stop_loss = current_price - (trailing_stop_pips * point * pips_multiplier);
|
||||
double current_stop_loss = PositionGetDouble(POSITION_SL);
|
||||
|
||||
// Only move stop loss if new stop is higher than current stop
|
||||
if(new_stop_loss > current_stop_loss)
|
||||
{
|
||||
ÄndereStopLoss(new_stop_loss);
|
||||
}
|
||||
}
|
||||
else if(position_type == POSITION_TYPE_SELL)
|
||||
{
|
||||
double new_stop_loss = current_price + (trailing_stop_pips * point * pips_multiplier);
|
||||
double current_stop_loss = PositionGetDouble(POSITION_SL);
|
||||
|
||||
// Only move stop loss if new stop is lower than current stop
|
||||
if(new_stop_loss < current_stop_loss || current_stop_loss == 0)
|
||||
{
|
||||
ÄndereStopLoss(new_stop_loss);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//--- Ausstieg bei Preis unter/über EMA (Exit when price below/above EMA)
|
||||
if(ArraySize(esData.ema_array) >= 1)
|
||||
{
|
||||
double aktueller_close = iClose(esData.symbol, ES_Timeframe, 0);
|
||||
double ema_aktuell = esData.ema_array[0];
|
||||
bool exit_bullish = (position_type == POSITION_TYPE_SELL && aktueller_close > ema_aktuell);
|
||||
bool exit_bearish = (position_type == POSITION_TYPE_BUY && aktueller_close < ema_aktuell);
|
||||
|
||||
if(exit_bullish || exit_bearish)
|
||||
{
|
||||
Print("TRACE: Ausstiegssignal - Close: ", aktueller_close, " EMA: ", ema_aktuell);
|
||||
SchließePosition("EMA Crossover Exit");
|
||||
|
||||
Print("TRACE: Position geschlossen - Trade-Counter bleibt bei ", esData.trades_in_current_crossover);
|
||||
}
|
||||
}
|
||||
|
||||
//--- Profit-Prüfung nach X Bars (Profit check after X bars)
|
||||
if(ES_CloseUnprofitableTrades && esData.trade_open_time != 0 && PositionExistsByMagic(esData.symbol, (ulong)ES_MagicNumber))
|
||||
{
|
||||
Print("TRACE: Profit-Prüfung aktiviert - CloseUnprofitableTrades: ", ES_CloseUnprofitableTrades);
|
||||
PrüfeProfitNachBars();
|
||||
}
|
||||
else if(!ES_CloseUnprofitableTrades)
|
||||
{
|
||||
Print("TRACE: Profit-Prüfung deaktiviert - CloseUnprofitableTrades: ", ES_CloseUnprofitableTrades);
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Profit-Prüfung nach X Bars (Profit check after X bars) |
|
||||
//+------------------------------------------------------------------+
|
||||
void PrüfeProfitNachBars()
|
||||
{
|
||||
if(!PositionSelectByMagic(esData.symbol, (ulong)ES_MagicNumber))
|
||||
{
|
||||
return; // Keine Position offen
|
||||
}
|
||||
|
||||
datetime current_bar_time = iTime(esData.symbol, ES_Timeframe, 0);
|
||||
int bars_since_trade_open = iBarShift(esData.symbol, ES_Timeframe, esData.trade_open_time);
|
||||
|
||||
Print("TRACE: Bars seit Trade-Öffnung: ", bars_since_trade_open, "/", ES_ProfitCheckBars);
|
||||
|
||||
//--- Prüfe ob genügend Bars vergangen sind (Check if enough bars have passed)
|
||||
if(bars_since_trade_open >= ES_ProfitCheckBars)
|
||||
{
|
||||
double position_profit = PositionGetDouble(POSITION_PROFIT);
|
||||
double position_volume = PositionGetDouble(POSITION_VOLUME);
|
||||
ENUM_POSITION_TYPE position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
|
||||
Print("TRACE: Profit-Prüfung nach ", ES_ProfitCheckBars, " Bars");
|
||||
Print("TRACE: Position Profit: ", position_profit, " USD");
|
||||
|
||||
//--- Schließe Position wenn nicht im Profit (Close position if not in profit)
|
||||
if(position_profit <= 0)
|
||||
{
|
||||
Print("TRACE: Position nicht im Profit - Schließe Position");
|
||||
SchließePosition("Profit Check - Unprofitable");
|
||||
|
||||
//--- Trade-Öffnungszeit zurücksetzen (Reset trade opening time)
|
||||
esData.trade_open_time = 0;
|
||||
Print("TRACE: Trade-Öffnungszeit zurückgesetzt");
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Position im Profit - Behalte Position");
|
||||
//--- Trade-Öffnungszeit zurücksetzen um weitere Prüfungen zu vermeiden (Reset to avoid further checks)
|
||||
esData.trade_open_time = 0;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Stop Loss ändern (Modify Stop Loss) |
|
||||
//+------------------------------------------------------------------+
|
||||
void ÄndereStopLoss(double new_stop_loss)
|
||||
{
|
||||
Print("TRACE: Versuche Stop Loss zu ändern auf: ", new_stop_loss);
|
||||
|
||||
bool success = ModifyPositionByMagic(esData.trade, esData.symbol, (ulong)ES_MagicNumber, new_stop_loss, PositionGetDouble(POSITION_TP));
|
||||
|
||||
if(success)
|
||||
{
|
||||
Print("TRACE: Stop Loss erfolgreich geändert auf: ", new_stop_loss);
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Fehler beim Ändern des Stop Loss - Retcode: ", esData.trade.ResultRetcode());
|
||||
Print("TRACE: Fehlerbeschreibung: ", esData.trade.ResultRetcodeDescription());
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Position schließen (Close position) |
|
||||
//+------------------------------------------------------------------+
|
||||
void SchließePosition(string reason = "Unbekannt")
|
||||
{
|
||||
Print("TRACE: Versuche Position zu schließen - Grund: ", reason);
|
||||
|
||||
bool success = ClosePositionByMagic(esData.trade, esData.symbol, (ulong)ES_MagicNumber);
|
||||
|
||||
if(success)
|
||||
{
|
||||
Print("TRACE: Position erfolgreich geschlossen - Grund: ", reason);
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Fehler beim Schließen der Position - Retcode: ", esData.trade.ResultRetcode());
|
||||
Print("TRACE: Fehlerbeschreibung: ", esData.trade.ResultRetcodeDescription());
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert tick function |
|
||||
//+------------------------------------------------------------------+
|
||||
void ProcessEMASlopeDistance(string symbol)
|
||||
{
|
||||
// Skip if not initialized (symbol not available)
|
||||
if(!esData.isInitialized)
|
||||
return;
|
||||
|
||||
esData.symbol = symbol; // Update symbol in case it changed
|
||||
|
||||
//--- Bar-Daten oder Tick-Daten verwenden (Use bar data or tick data)
|
||||
if(ES_UseBarData)
|
||||
{
|
||||
//--- Nur bei neuen Bars ausführen (Only execute on new bars)
|
||||
datetime current_bar_time = iTime(esData.symbol, ES_Timeframe, 0);
|
||||
|
||||
if(current_bar_time == esData.last_bar_time)
|
||||
{
|
||||
return; // Kein neuer Bar, nichts tun
|
||||
}
|
||||
|
||||
esData.last_bar_time = current_bar_time;
|
||||
}
|
||||
|
||||
//--- EMA Werte berechnen (Calculate EMA values)
|
||||
BerechneEMA();
|
||||
|
||||
//--- Debug: Aktuelle Werte ausgeben (Debug: Output current values)
|
||||
if(ArraySize(esData.ema_array) > 0)
|
||||
{
|
||||
double aktueller_close = iClose(esData.symbol, ES_Timeframe, 0);
|
||||
double ema_aktuell = esData.ema_array[0];
|
||||
double ema_vorher = esData.ema_array[1];
|
||||
int digits = (int)SymbolInfoInteger(esData.symbol, SYMBOL_DIGITS);
|
||||
double point = SymbolInfoDouble(esData.symbol, SYMBOL_POINT);
|
||||
double preis_abstand = MathAbs(aktueller_close - ema_aktuell) / point;
|
||||
double steigung = (ema_aktuell - ema_vorher) / point;
|
||||
|
||||
if(ES_UseBarData)
|
||||
{
|
||||
Print("=== DEBUG INFO (Neuer Bar) ===");
|
||||
Print("Bar Zeit: ", TimeToString(iTime(esData.symbol, ES_Timeframe, 0)));
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("=== DEBUG INFO (Tick) ===");
|
||||
}
|
||||
|
||||
Print("Aktueller Close: ", aktueller_close);
|
||||
Print("EMA: ", ema_aktuell);
|
||||
Print("Preis-Abstand: ", preis_abstand, " Pips");
|
||||
Print("EMA Steigung: ", steigung, " Pips");
|
||||
Print("Differenz Close-EMA: ", aktueller_close - ema_aktuell);
|
||||
Print("Preis-Trigger: ", esData.preis_trigger_aktiv, " Steigungs-Trigger: ", esData.steigung_trigger_aktiv);
|
||||
Print("Überwachung aktiv: ", esData.überwachung_aktiv);
|
||||
Print("Position offen: ", PositionExistsByMagic(esData.symbol, (ulong)ES_MagicNumber));
|
||||
Print("Trades im aktuellen Crossover: ", esData.trades_in_current_crossover, "/", ES_MaxTradesPerCrossover);
|
||||
Print("==================");
|
||||
}
|
||||
|
||||
//--- Überwachung prüfen (Check monitoring)
|
||||
if(esData.überwachung_aktiv)
|
||||
{
|
||||
if(ES_UseBarData)
|
||||
{
|
||||
// Bar-basierte Überwachungszeit
|
||||
int bars_since_monitoring = iBarShift(esData.symbol, ES_Timeframe, esData.letzte_überwachung_zeit);
|
||||
int timeout_bars = (int)(ES_ÜberwachungTimeout / PeriodSeconds(ES_Timeframe));
|
||||
|
||||
if(bars_since_monitoring > timeout_bars)
|
||||
{
|
||||
esData.überwachung_aktiv = false;
|
||||
esData.preis_trigger_aktiv = false;
|
||||
esData.steigung_trigger_aktiv = false;
|
||||
Print("Überwachung beendet - Bar-basierte Zeitüberschreitung (", bars_since_monitoring, " Bars)");
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// Tick-basierte Überwachungszeit
|
||||
if(TimeCurrent() - esData.letzte_überwachung_zeit > ES_ÜberwachungTimeout)
|
||||
{
|
||||
esData.überwachung_aktiv = false;
|
||||
esData.preis_trigger_aktiv = false;
|
||||
esData.steigung_trigger_aktiv = false;
|
||||
Print("Überwachung beendet - Tick-basierte Zeitüberschreitung");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//--- Trigger-Bedingungen prüfen (Check trigger conditions)
|
||||
PrüfeTrigger();
|
||||
|
||||
//--- Trade Management (Trade management)
|
||||
VerwalteTrades();
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,257 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSICrossOverReversalStrategy.mqh |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
void WeekDays_Init()
|
||||
{
|
||||
rcData.WeekDays[0] = RC_Sunday;
|
||||
rcData.WeekDays[1] = RC_Monday;
|
||||
rcData.WeekDays[2] = RC_Tuesday;
|
||||
rcData.WeekDays[3] = RC_Wednesday;
|
||||
rcData.WeekDays[4] = RC_Thursday;
|
||||
rcData.WeekDays[5] = RC_Friday;
|
||||
rcData.WeekDays[6] = RC_Saturday;
|
||||
}
|
||||
|
||||
bool WeekDays_Check(datetime aTime)
|
||||
{
|
||||
MqlDateTime stm;
|
||||
TimeToStruct(aTime, stm);
|
||||
return(rcData.WeekDays[stm.day_of_week]);
|
||||
}
|
||||
|
||||
bool RC_HourInWindow(const int h, const int beginRaw, const int endRaw)
|
||||
{
|
||||
const int b = beginRaw % 24;
|
||||
const int e = endRaw % 24;
|
||||
if(b == e)
|
||||
return false;
|
||||
if(b < e)
|
||||
return (h >= b && h < e);
|
||||
return (h >= b || h < e);
|
||||
}
|
||||
|
||||
bool RC_TradingHoursAllow(const int currentHour)
|
||||
{
|
||||
return RC_HourInWindow(currentHour, RC_tradingHourOneBegin, RC_tradingHourOneEnd)
|
||||
|| RC_HourInWindow(currentHour, RC_tradingHourTwoBegin, RC_tradingHourTwoEnd);
|
||||
}
|
||||
|
||||
int TimeHour(datetime when = 0)
|
||||
{
|
||||
if(when == 0) when = TimeCurrent();
|
||||
MqlDateTime dt;
|
||||
TimeToStruct(when, dt);
|
||||
return dt.hour;
|
||||
}
|
||||
|
||||
bool InitRSICrossOverReversal(string symbol)
|
||||
{
|
||||
WeekDays_Init();
|
||||
|
||||
rcData.symbol = symbol;
|
||||
rcData.previousRSIDef = 0;
|
||||
rcData.lastTradeTime = 0;
|
||||
rcData.bartime = 0;
|
||||
rcData.lastBarTime = 0;
|
||||
|
||||
// Check if symbol exists
|
||||
if(!SymbolSelect(symbol, true))
|
||||
{
|
||||
Print("RSICrossOverReversal: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
|
||||
return false;
|
||||
}
|
||||
|
||||
Sleep(100); // Wait for symbol to be ready
|
||||
|
||||
rcData.rsiHandle = iRSI(symbol, RC_TimeFrame1, RC_rsiPeriod, PRICE_CLOSE);
|
||||
if(rcData.rsiHandle == INVALID_HANDLE)
|
||||
{
|
||||
Print("RSICrossOverReversal: Error creating RSI handle for '", symbol, "'");
|
||||
return false;
|
||||
}
|
||||
|
||||
rcData.emaHandle = iMA(symbol, RC_TimeFrame2, RC_emaPeriod, 0, MODE_EMA, PRICE_CLOSE);
|
||||
if(rcData.emaHandle == INVALID_HANDLE)
|
||||
{
|
||||
Print("RSICrossOverReversal: Error creating EMA handle for '", symbol, "'");
|
||||
return false;
|
||||
}
|
||||
|
||||
rcData.trade.SetExpertMagicNumber(RC_MagicNumber);
|
||||
rcData.isInitialized = true;
|
||||
Print("RSICrossOverReversal: Successfully initialized for symbol '", symbol, "'");
|
||||
return true;
|
||||
}
|
||||
|
||||
void DeinitRSICrossOverReversal()
|
||||
{
|
||||
if(rcData.rsiHandle != INVALID_HANDLE)
|
||||
IndicatorRelease(rcData.rsiHandle);
|
||||
if(rcData.emaHandle != INVALID_HANDLE)
|
||||
IndicatorRelease(rcData.emaHandle);
|
||||
}
|
||||
|
||||
void Close_Position_MN(ulong magicNumber)
|
||||
{
|
||||
ClosePositionByMagic(rcData.trade, rcData.symbol, (int)magicNumber);
|
||||
}
|
||||
|
||||
void ApplyTrailingStop()
|
||||
{
|
||||
if(!PositionSelectByMagic(rcData.symbol, RC_MagicNumber))
|
||||
return;
|
||||
|
||||
ulong PositionTicket = PositionGetInteger(POSITION_TICKET);
|
||||
ENUM_POSITION_TYPE trade_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
string symbol = rcData.symbol;
|
||||
|
||||
double POINT = SymbolInfoDouble(symbol, SYMBOL_POINT);
|
||||
int DIGIT = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
|
||||
|
||||
if(trade_type == POSITION_TYPE_BUY)
|
||||
{
|
||||
double Bid = NormalizeDouble(SymbolInfoDouble(symbol, SYMBOL_BID), DIGIT);
|
||||
|
||||
if(Bid - PositionGetDouble(POSITION_PRICE_OPEN) > NormalizeDouble(POINT * RC_TrailingStop, DIGIT))
|
||||
{
|
||||
if(PositionGetDouble(POSITION_SL) < NormalizeDouble(Bid - POINT * RC_TrailingStop, DIGIT))
|
||||
{
|
||||
ModifyPositionByMagic(rcData.trade, symbol, RC_MagicNumber,
|
||||
NormalizeDouble(Bid - POINT * RC_TrailingStop, DIGIT),
|
||||
PositionGetDouble(POSITION_TP));
|
||||
}
|
||||
}
|
||||
}
|
||||
else if(trade_type == POSITION_TYPE_SELL)
|
||||
{
|
||||
double Ask = NormalizeDouble(SymbolInfoDouble(symbol, SYMBOL_ASK), DIGIT);
|
||||
|
||||
if((PositionGetDouble(POSITION_PRICE_OPEN) - Ask) > NormalizeDouble(POINT * RC_TrailingStop, DIGIT))
|
||||
{
|
||||
if((PositionGetDouble(POSITION_SL) > NormalizeDouble(Ask + POINT * RC_TrailingStop, DIGIT)) ||
|
||||
(PositionGetDouble(POSITION_SL) == 0))
|
||||
{
|
||||
ModifyPositionByMagic(rcData.trade, symbol, RC_MagicNumber,
|
||||
NormalizeDouble(Ask + POINT * RC_TrailingStop, DIGIT),
|
||||
PositionGetDouble(POSITION_TP));
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void ProcessRSICrossOverReversal(string symbol)
|
||||
{
|
||||
// Skip if not initialized (symbol not available)
|
||||
if(!rcData.isInitialized)
|
||||
return;
|
||||
|
||||
rcData.symbol = symbol; // Update symbol in case it changed
|
||||
if(rcData.bartime == iTime(rcData.symbol, RC_BarTimeFrame, 0))
|
||||
return;
|
||||
rcData.bartime = iTime(rcData.symbol, RC_BarTimeFrame, 0);
|
||||
|
||||
double rsi[];
|
||||
if(CopyBuffer(rcData.rsiHandle, 0, 0, 2, rsi) <= 0)
|
||||
return;
|
||||
|
||||
double ema[];
|
||||
if(CopyBuffer(rcData.emaHandle, 0, 0, 2, ema) <= 0)
|
||||
return;
|
||||
|
||||
datetime currentTime = TimeCurrent();
|
||||
int currentHour = TimeHour(TimeCurrent());
|
||||
|
||||
if(!WeekDays_Check(TimeTradeServer()))
|
||||
{
|
||||
Close_Position_MN(RC_MagicNumber);
|
||||
return;
|
||||
}
|
||||
|
||||
if(!RC_TradingHoursAllow(currentHour))
|
||||
{
|
||||
Close_Position_MN(RC_MagicNumber);
|
||||
return;
|
||||
}
|
||||
|
||||
bool hasPosition = PositionExistsByMagic(rcData.symbol, RC_MagicNumber);
|
||||
|
||||
double currentRSI = rsi[0];
|
||||
double previousRSI = rsi[1];
|
||||
|
||||
if(rcData.previousRSIDef == 0)
|
||||
{
|
||||
rcData.previousRSIDef = currentRSI;
|
||||
return;
|
||||
}
|
||||
|
||||
double currentEMA = ema[0];
|
||||
double previousEMA = ema[1];
|
||||
|
||||
double emaSlope = (currentEMA - previousEMA) * 100;
|
||||
const double closeCurr = iClose(rcData.symbol, RC_TimeFrame1, 0);
|
||||
double priceToEmaDistance = (closeCurr - currentEMA) * 10;
|
||||
|
||||
bool isBuyPosition = false;
|
||||
bool isSellPosition = false;
|
||||
if(hasPosition)
|
||||
{
|
||||
if(PositionSelectByMagic(rcData.symbol, RC_MagicNumber))
|
||||
{
|
||||
ENUM_POSITION_TYPE positionType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
if(positionType == POSITION_TYPE_BUY)
|
||||
isBuyPosition = true;
|
||||
else if(positionType == POSITION_TYPE_SELL)
|
||||
isSellPosition = true;
|
||||
}
|
||||
}
|
||||
|
||||
ApplyTrailingStop();
|
||||
|
||||
bool cooldownPassed = (currentTime - rcData.lastTradeTime) >= RC_cooldownSeconds;
|
||||
bool isTrendStrong = MathAbs(emaSlope) > RC_emaSlopeThreshold || MathAbs(priceToEmaDistance) > RC_emaDistanceThreshold;
|
||||
|
||||
if(isBuyPosition && currentRSI > RC_exitBuyRSI)
|
||||
{
|
||||
Close_Position_MN(RC_MagicNumber);
|
||||
rcData.lastTradeTime = currentTime;
|
||||
}
|
||||
|
||||
if(isSellPosition && currentRSI < RC_exitSellRSI)
|
||||
{
|
||||
Close_Position_MN(RC_MagicNumber);
|
||||
rcData.lastTradeTime = currentTime;
|
||||
}
|
||||
|
||||
if(isTrendStrong)
|
||||
{
|
||||
Close_Position_MN(RC_MagicNumber);
|
||||
rcData.lastTradeTime = currentTime;
|
||||
}
|
||||
|
||||
if(!isTrendStrong &&
|
||||
currentRSI < RC_overboughtLevel - RC_entryRSISellSpread && rcData.previousRSIDef >= RC_overboughtLevel &&
|
||||
!isSellPosition && !hasPosition && cooldownPassed)
|
||||
{
|
||||
rcData.trade.SetExpertMagicNumber(RC_MagicNumber);
|
||||
if(rcData.trade.Sell(g_RC_LotSize, rcData.symbol, 0.0, 0.0, 0.0, "Sell Order"))
|
||||
{
|
||||
rcData.lastTradeTime = currentTime;
|
||||
}
|
||||
}
|
||||
|
||||
if(!isTrendStrong &&
|
||||
currentRSI > RC_oversoldLevel + RC_entryRSIBuySpread && rcData.previousRSIDef <= RC_oversoldLevel &&
|
||||
!isBuyPosition && !hasPosition && cooldownPassed)
|
||||
{
|
||||
rcData.trade.SetExpertMagicNumber(RC_MagicNumber);
|
||||
if(rcData.trade.Buy(g_RC_LotSize, rcData.symbol, 0.0, 0.0, 0.0, "Buy Order"))
|
||||
{
|
||||
rcData.lastTradeTime = currentTime;
|
||||
}
|
||||
}
|
||||
|
||||
rcData.previousRSIDef = currentRSI;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,471 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSIMidPointHijackStrategy.mqh |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
bool IsNewBar(string symbol)
|
||||
{
|
||||
datetime time[];
|
||||
if(CopyTime(symbol, RM_InpTimeframe, 0, 1, time) > 0)
|
||||
{
|
||||
if(time[0] != rmData.lastBarTime)
|
||||
{
|
||||
rmData.lastBarTime = time[0];
|
||||
return true;
|
||||
}
|
||||
}
|
||||
return false;
|
||||
}
|
||||
|
||||
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);
|
||||
}
|
||||
|
||||
bool HasPosition(string symbol, int magic)
|
||||
{
|
||||
return PositionExistsByMagic(symbol, magic);
|
||||
}
|
||||
|
||||
bool HasProfitablePosition(int excludeMagic)
|
||||
{
|
||||
bool hasProfitable = false;
|
||||
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
||||
{
|
||||
if(rmData.positionInfo.SelectByIndex(i))
|
||||
{
|
||||
if(rmData.positionInfo.Magic() != excludeMagic)
|
||||
{
|
||||
double profit = rmData.positionInfo.Profit();
|
||||
if(profit > RM_InpLockProfitThreshold * _Point)
|
||||
{
|
||||
hasProfitable = true;
|
||||
if(RM_InpCloseOppositeTrades)
|
||||
{
|
||||
if((excludeMagic == RM_InpMagicNumberRSIFollow && rmData.positionInfo.Magic() == RM_InpMagicNumberRSIReverse) ||
|
||||
(excludeMagic == RM_InpMagicNumberRSIReverse && rmData.positionInfo.Magic() == RM_InpMagicNumberRSIFollow) ||
|
||||
(excludeMagic == RM_InpMagicNumberEMACross && (rmData.positionInfo.Magic() == RM_InpMagicNumberRSIReverse || rmData.positionInfo.Magic() == RM_InpMagicNumberRSIFollow)) ||
|
||||
((excludeMagic == RM_InpMagicNumberRSIFollow || excludeMagic == RM_InpMagicNumberRSIReverse) && rmData.positionInfo.Magic() == RM_InpMagicNumberEMACross))
|
||||
{
|
||||
ClosePosition(rmData.symbol, (int)rmData.positionInfo.Magic());
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
return hasProfitable;
|
||||
}
|
||||
|
||||
bool IsRSIReverseInCooldown(string symbol)
|
||||
{
|
||||
if(RM_InpRSIReverseCooldownBars <= 0)
|
||||
return false;
|
||||
|
||||
if(!rmData.rsiReverseInCooldown)
|
||||
return false;
|
||||
|
||||
datetime time[];
|
||||
if(CopyTime(symbol, RM_InpTimeframe, 0, 1, time) > 0)
|
||||
{
|
||||
datetime currentBarTime = time[0];
|
||||
datetime cooldownEndTime = rmData.rsiReverseLastCloseTime + RM_InpRSIReverseCooldownBars * PeriodSeconds(RM_InpTimeframe);
|
||||
|
||||
if(currentBarTime >= cooldownEndTime)
|
||||
{
|
||||
rmData.rsiReverseInCooldown = false;
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
void CheckRSIFollowStrategy(string symbol)
|
||||
{
|
||||
if(!IsWithinTradingHours(RM_InpRSIFollowStartHour, RM_InpRSIFollowEndHour))
|
||||
{
|
||||
if(RM_InpRSIFollowCloseOutsideHours)
|
||||
{
|
||||
if(HasPosition(symbol, RM_InpMagicNumberRSIFollow))
|
||||
ClosePosition(symbol, RM_InpMagicNumberRSIFollow);
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
if(RM_InpEnableStrategyLock && HasProfitablePosition(RM_InpMagicNumberRSIFollow))
|
||||
return;
|
||||
|
||||
if(rmData.lastBarRSI > RM_InpRSIOverbought)
|
||||
rmData.rsiOverbought = true;
|
||||
else if(rmData.lastBarRSI < RM_InpRSIOversold)
|
||||
rmData.rsiOversold = true;
|
||||
|
||||
if(rmData.rsiOverbought && rmData.lastBarRSI < RM_InpRSIExitLevel)
|
||||
{
|
||||
if(!HasPosition(symbol, RM_InpMagicNumberRSIFollow))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberRSIFollow);
|
||||
rmData.trade.Sell(g_RM_LotSize, symbol, 0, 0, 0, "RSI Follow");
|
||||
}
|
||||
rmData.rsiOverbought = false;
|
||||
}
|
||||
else if(rmData.rsiOversold && rmData.lastBarRSI > RM_InpRSIExitLevel)
|
||||
{
|
||||
if(!HasPosition(symbol, RM_InpMagicNumberRSIFollow))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberRSIFollow);
|
||||
rmData.trade.Buy(g_RM_LotSize, symbol, 0, 0, 0, "RSI Follow");
|
||||
}
|
||||
rmData.rsiOversold = false;
|
||||
}
|
||||
}
|
||||
|
||||
void CheckRSIReverseStrategy(string symbol)
|
||||
{
|
||||
if(!IsWithinTradingHours(RM_InpRSIReverseStartHour, RM_InpRSIReverseEndHour))
|
||||
{
|
||||
if(RM_InpRSIReverseCloseOutsideHours)
|
||||
{
|
||||
if(HasPosition(symbol, RM_InpMagicNumberRSIReverse))
|
||||
ClosePosition(symbol, RM_InpMagicNumberRSIReverse);
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
if(RM_InpEnableStrategyLock && HasProfitablePosition(RM_InpMagicNumberRSIReverse))
|
||||
return;
|
||||
|
||||
if(IsRSIReverseInCooldown(symbol))
|
||||
return;
|
||||
|
||||
if(rmData.lastBarRSIReverse > RM_InpRSIReverseOverbought)
|
||||
rmData.rsiReverseOverbought = true;
|
||||
else if(rmData.lastBarRSIReverse < RM_InpRSIReverseOversold)
|
||||
rmData.rsiReverseOversold = true;
|
||||
|
||||
if(rmData.rsiReverseOverbought && rmData.lastBarRSIReverse < RM_InpRSIReverseCrossLevel)
|
||||
{
|
||||
if(!HasPosition(symbol, RM_InpMagicNumberRSIReverse))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberRSIReverse);
|
||||
rmData.trade.Sell(g_RM_LotSize, symbol, 0, 0, 0, "RSI Reverse");
|
||||
}
|
||||
rmData.rsiReverseOverbought = false;
|
||||
}
|
||||
else if(rmData.rsiReverseOversold && rmData.lastBarRSIReverse > RM_InpRSIReverseCrossLevel)
|
||||
{
|
||||
if(!HasPosition(symbol, RM_InpMagicNumberRSIReverse))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberRSIReverse);
|
||||
rmData.trade.Buy(g_RM_LotSize, symbol, 0, 0, 0, "RSI Reverse");
|
||||
}
|
||||
rmData.rsiReverseOversold = false;
|
||||
}
|
||||
}
|
||||
|
||||
void CheckEMACrossStrategy(string symbol)
|
||||
{
|
||||
if(!IsWithinTradingHours(RM_InpEMACrossStartHour, RM_InpEMACrossEndHour))
|
||||
{
|
||||
if(RM_InpEMACrossCloseOutsideHours)
|
||||
{
|
||||
if(HasPosition(symbol, RM_InpMagicNumberEMACross))
|
||||
ClosePosition(symbol, RM_InpMagicNumberEMACross);
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
if(RM_InpEnableStrategyLock && HasProfitablePosition(RM_InpMagicNumberEMACross))
|
||||
return;
|
||||
|
||||
if(rmData.lastBarEMAPrev < rmData.lastBarClosePrev && rmData.lastBarEMA > rmData.lastBarClose)
|
||||
{
|
||||
rmData.emaCrossBuySignal = true;
|
||||
rmData.emaCrossSellSignal = false;
|
||||
rmData.emaCrossSignalBar = 0;
|
||||
}
|
||||
else if(rmData.lastBarEMAPrev > rmData.lastBarClosePrev && rmData.lastBarEMA < rmData.lastBarClose)
|
||||
{
|
||||
rmData.emaCrossSellSignal = true;
|
||||
rmData.emaCrossBuySignal = false;
|
||||
rmData.emaCrossSignalBar = 0;
|
||||
}
|
||||
|
||||
if(RM_InpUseEMADistanceEntry)
|
||||
{
|
||||
if(rmData.emaCrossBuySignal)
|
||||
{
|
||||
bool distanceConditionMet = true;
|
||||
double emaHistory[], closeHistory[];
|
||||
ArraySetAsSeries(emaHistory, true);
|
||||
ArraySetAsSeries(closeHistory, true);
|
||||
|
||||
if(CopyBuffer(rmData.emaHandle, 0, 0, RM_InpEMADistancePeriod, emaHistory) > 0 &&
|
||||
CopyClose(symbol, RM_InpTimeframe, 0, RM_InpEMADistancePeriod, closeHistory) > 0)
|
||||
{
|
||||
double point = SymbolInfoDouble(symbol, SYMBOL_POINT);
|
||||
for(int i = 0; i < RM_InpEMADistancePeriod; i++)
|
||||
{
|
||||
double distance = (closeHistory[i] - emaHistory[i]) / point;
|
||||
if(distance < RM_InpEMADistancePips)
|
||||
{
|
||||
distanceConditionMet = false;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
if(distanceConditionMet && !HasPosition(symbol, RM_InpMagicNumberEMACross))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberEMACross);
|
||||
rmData.trade.Buy(g_RM_LotSize, symbol, 0, 0, 0, "EMA Cross Distance");
|
||||
rmData.emaCrossBuySignal = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
else if(rmData.emaCrossSellSignal)
|
||||
{
|
||||
bool distanceConditionMet = true;
|
||||
double emaHistory[], closeHistory[];
|
||||
ArraySetAsSeries(emaHistory, true);
|
||||
ArraySetAsSeries(closeHistory, true);
|
||||
|
||||
if(CopyBuffer(rmData.emaHandle, 0, 0, RM_InpEMADistancePeriod, emaHistory) > 0 &&
|
||||
CopyClose(symbol, RM_InpTimeframe, 0, RM_InpEMADistancePeriod, closeHistory) > 0)
|
||||
{
|
||||
double point = SymbolInfoDouble(symbol, SYMBOL_POINT);
|
||||
for(int i = 0; i < RM_InpEMADistancePeriod; i++)
|
||||
{
|
||||
double distance = (emaHistory[i] - closeHistory[i]) / point;
|
||||
if(distance < RM_InpEMADistancePips)
|
||||
{
|
||||
distanceConditionMet = false;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
if(distanceConditionMet && !HasPosition(symbol, RM_InpMagicNumberEMACross))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberEMACross);
|
||||
rmData.trade.Sell(g_RM_LotSize, symbol, 0, 0, 0, "EMA Cross Distance");
|
||||
rmData.emaCrossSellSignal = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
if(rmData.lastBarEMAPrev < rmData.lastBarClosePrev && rmData.lastBarEMA > rmData.lastBarClose)
|
||||
{
|
||||
if(!HasPosition(symbol, RM_InpMagicNumberEMACross))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberEMACross);
|
||||
rmData.trade.Buy(g_RM_LotSize, symbol, 0, 0, 0, "EMA Cross");
|
||||
}
|
||||
}
|
||||
else if(rmData.lastBarEMAPrev > rmData.lastBarClosePrev && rmData.lastBarEMA < rmData.lastBarClose)
|
||||
{
|
||||
if(!HasPosition(symbol, RM_InpMagicNumberEMACross))
|
||||
{
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberEMACross);
|
||||
rmData.trade.Sell(g_RM_LotSize, symbol, 0, 0, 0, "EMA Cross");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if(rmData.emaCrossBuySignal || rmData.emaCrossSellSignal)
|
||||
{
|
||||
rmData.emaCrossSignalBar++;
|
||||
if(rmData.emaCrossSignalBar > RM_InpEMADistancePeriod * 2)
|
||||
{
|
||||
rmData.emaCrossBuySignal = false;
|
||||
rmData.emaCrossSellSignal = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void CheckExitConditions(string symbol)
|
||||
{
|
||||
if(RM_InpEnableRSIFollow)
|
||||
{
|
||||
if(HasPosition(symbol, RM_InpMagicNumberRSIFollow))
|
||||
{
|
||||
if(PositionSelectByMagic(symbol, RM_InpMagicNumberRSIFollow))
|
||||
{
|
||||
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
if((posType == POSITION_TYPE_BUY && rmData.lastBarRSI < RM_InpRSIExitLevel) ||
|
||||
(posType == POSITION_TYPE_SELL && rmData.lastBarRSI > RM_InpRSIExitLevel))
|
||||
{
|
||||
ClosePosition(symbol, RM_InpMagicNumberRSIFollow);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if(RM_InpEnableRSIReverse)
|
||||
{
|
||||
if(HasPosition(symbol, RM_InpMagicNumberRSIReverse))
|
||||
{
|
||||
if(PositionSelectByMagic(symbol, RM_InpMagicNumberRSIReverse))
|
||||
{
|
||||
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
if((posType == POSITION_TYPE_BUY && rmData.lastBarRSIReverse < RM_InpRSIReverseExitLevel) ||
|
||||
(posType == POSITION_TYPE_SELL && rmData.lastBarRSIReverse > RM_InpRSIReverseExitLevel))
|
||||
{
|
||||
ClosePosition(symbol, RM_InpMagicNumberRSIReverse);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if(RM_InpEnableEMACross)
|
||||
{
|
||||
if(HasPosition(symbol, RM_InpMagicNumberEMACross))
|
||||
{
|
||||
if(PositionSelectByMagic(symbol, RM_InpMagicNumberEMACross))
|
||||
{
|
||||
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
if((posType == POSITION_TYPE_BUY && rmData.lastBarEMA > rmData.lastBarClose) ||
|
||||
(posType == POSITION_TYPE_SELL && rmData.lastBarEMA < rmData.lastBarClose))
|
||||
{
|
||||
ClosePosition(symbol, RM_InpMagicNumberEMACross);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void ClosePosition(string symbol, int magic)
|
||||
{
|
||||
if(!PositionExistsByMagic(symbol, magic))
|
||||
return;
|
||||
|
||||
ulong ticket = GetPositionTicketByMagic(symbol, magic);
|
||||
if(ticket == 0)
|
||||
return;
|
||||
|
||||
if(magic == RM_InpMagicNumberRSIReverse)
|
||||
{
|
||||
if(PositionSelectByTicketSymbolAndMagic(ticket, symbol, magic))
|
||||
{
|
||||
datetime time[];
|
||||
if(CopyTime(symbol, RM_InpTimeframe, 0, 1, time) > 0)
|
||||
{
|
||||
rmData.rsiReverseLastCloseTime = time[0];
|
||||
double profit = PositionGetDouble(POSITION_PROFIT);
|
||||
if(!RM_InpRSIReverseCooldownOnLoss || profit < 0)
|
||||
{
|
||||
rmData.rsiReverseInCooldown = true;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
ClosePositionByMagic(rmData.trade, symbol, magic);
|
||||
}
|
||||
|
||||
bool InitRSIMidPointHijack(string symbol)
|
||||
{
|
||||
rmData.symbol = symbol;
|
||||
rmData.rsiOverbought = false;
|
||||
rmData.rsiOversold = false;
|
||||
rmData.rsiReverseOverbought = false;
|
||||
rmData.rsiReverseOversold = false;
|
||||
rmData.emaCrossBuySignal = false;
|
||||
rmData.emaCrossSellSignal = false;
|
||||
rmData.emaCrossSignalBar = 0;
|
||||
rmData.rsiReverseInCooldown = false;
|
||||
rmData.lastBarRSI = 0;
|
||||
rmData.lastBarRSIReverse = 0;
|
||||
rmData.lastBarEMA = 0;
|
||||
rmData.lastBarClose = 0;
|
||||
rmData.lastBarEMAPrev = 0;
|
||||
rmData.lastBarClosePrev = 0;
|
||||
|
||||
// Check if symbol exists
|
||||
if(!SymbolSelect(symbol, true))
|
||||
{
|
||||
Print("RSIMidPointHijack: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
|
||||
return false;
|
||||
}
|
||||
|
||||
Sleep(100); // Wait for symbol to be ready
|
||||
|
||||
rmData.rsiHandle = iRSI(symbol, RM_InpTimeframe, RM_InpRSIPeriod, PRICE_CLOSE);
|
||||
rmData.rsiReverseHandle = iRSI(symbol, RM_InpTimeframe, RM_InpRSIReversePeriod, PRICE_CLOSE);
|
||||
rmData.emaHandle = iMA(symbol, RM_InpTimeframe, RM_InpEMAPeriod, 0, MODE_EMA, PRICE_CLOSE);
|
||||
|
||||
if(rmData.rsiHandle == INVALID_HANDLE || rmData.rsiReverseHandle == INVALID_HANDLE || rmData.emaHandle == INVALID_HANDLE)
|
||||
{
|
||||
Print("RSIMidPointHijack: Error creating indicators for '", symbol, "'");
|
||||
return false;
|
||||
}
|
||||
|
||||
rmData.trade.SetExpertMagicNumber(RM_InpMagicNumberRSIFollow);
|
||||
rmData.trade.SetMarginMode();
|
||||
rmData.trade.SetTypeFillingBySymbol(symbol);
|
||||
rmData.trade.SetDeviationInPoints(10);
|
||||
|
||||
datetime time[];
|
||||
if(CopyTime(symbol, RM_InpTimeframe, 0, 1, time) > 0)
|
||||
rmData.lastBarTime = time[0];
|
||||
|
||||
rmData.isInitialized = true;
|
||||
Print("RSIMidPointHijack: Successfully initialized for symbol '", symbol, "'");
|
||||
return true;
|
||||
}
|
||||
|
||||
void DeinitRSIMidPointHijack()
|
||||
{
|
||||
if(rmData.rsiHandle != INVALID_HANDLE) IndicatorRelease(rmData.rsiHandle);
|
||||
if(rmData.rsiReverseHandle != INVALID_HANDLE) IndicatorRelease(rmData.rsiReverseHandle);
|
||||
if(rmData.emaHandle != INVALID_HANDLE) IndicatorRelease(rmData.emaHandle);
|
||||
}
|
||||
|
||||
void ProcessRSIMidPointHijack(string symbol)
|
||||
{
|
||||
// Skip if not initialized (symbol not available)
|
||||
if(!rmData.isInitialized)
|
||||
return;
|
||||
|
||||
rmData.symbol = symbol; // Update symbol in case it changed
|
||||
if(!IsNewBar(rmData.symbol))
|
||||
return;
|
||||
|
||||
double rsi[], rsiReverse[], ema[], close[];
|
||||
ArraySetAsSeries(rsi, true);
|
||||
ArraySetAsSeries(rsiReverse, true);
|
||||
ArraySetAsSeries(ema, true);
|
||||
ArraySetAsSeries(close, true);
|
||||
|
||||
rmData.lastBarEMAPrev = rmData.lastBarEMA;
|
||||
rmData.lastBarClosePrev = rmData.lastBarClose;
|
||||
|
||||
if(CopyBuffer(rmData.rsiHandle, 0, 0, 1, rsi) > 0)
|
||||
rmData.lastBarRSI = rsi[0];
|
||||
|
||||
if(CopyBuffer(rmData.rsiReverseHandle, 0, 0, 1, rsiReverse) > 0)
|
||||
rmData.lastBarRSIReverse = rsiReverse[0];
|
||||
|
||||
if(CopyBuffer(rmData.emaHandle, 0, 0, 1, ema) > 0)
|
||||
rmData.lastBarEMA = ema[0];
|
||||
|
||||
if(CopyClose(rmData.symbol, RM_InpTimeframe, 0, 1, close) > 0)
|
||||
rmData.lastBarClose = close[0];
|
||||
|
||||
if(RM_InpEnableRSIFollow)
|
||||
CheckRSIFollowStrategy(rmData.symbol);
|
||||
if(RM_InpEnableRSIReverse)
|
||||
CheckRSIReverseStrategy(rmData.symbol);
|
||||
if(RM_InpEnableEMACross)
|
||||
CheckEMACrossStrategy(rmData.symbol);
|
||||
|
||||
CheckExitConditions(rmData.symbol);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,493 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSIReversalAsianStrategy.mqh |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSI Reversal Asian Strategy Data Structure |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSIReversalAsianData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int rsiHandle;
|
||||
CTrade trade;
|
||||
bool isPositionOpen;
|
||||
double positionOpenPrice;
|
||||
datetime positionOpenTime;
|
||||
ENUM_POSITION_TYPE lastPositionType;
|
||||
bool sessionCloseAttempted;
|
||||
|
||||
// RSI crossover variables
|
||||
double rsiCurrent;
|
||||
double rsiPrevious;
|
||||
double rsiPrevious2;
|
||||
bool rsiCrossedOverbought;
|
||||
bool rsiCrossedOversold;
|
||||
bool rsiCrossedExitLevel;
|
||||
|
||||
// Strategy parameters
|
||||
int RSIPeriod;
|
||||
double OverboughtLevel;
|
||||
double OversoldLevel;
|
||||
int TakeProfitPips;
|
||||
int StopLossPips;
|
||||
double MaxLotSize;
|
||||
int MaxSpread;
|
||||
int MaxDuration;
|
||||
bool UseStopLoss;
|
||||
bool UseTakeProfit;
|
||||
bool UseRSIExit;
|
||||
double RSIExitLevel;
|
||||
bool CloseOutsideSession;
|
||||
ENUM_TIMEFRAMES TimeFrame;
|
||||
int MagicNumber;
|
||||
int Slippage;
|
||||
double point;
|
||||
};
|
||||
|
||||
// Session times (UTC)
|
||||
const int AsianSessionStart = 0; // 00:00 UTC
|
||||
const int AsianSessionEnd = 8; // 08:00 UTC
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| 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);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check if trading is allowed for symbol |
|
||||
//+------------------------------------------------------------------+
|
||||
bool IsTradingAllowed(RSIReversalAsianData& data)
|
||||
{
|
||||
// Check if market is open
|
||||
long tradeMode = SymbolInfoInteger(data.symbol, SYMBOL_TRADE_MODE);
|
||||
if(tradeMode != SYMBOL_TRADE_MODE_FULL)
|
||||
{
|
||||
return false;
|
||||
}
|
||||
|
||||
// Check if we have enough money
|
||||
if(AccountInfoDouble(ACCOUNT_MARGIN_FREE) <= 0)
|
||||
{
|
||||
return false;
|
||||
}
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check RSI crossover conditions |
|
||||
//+------------------------------------------------------------------+
|
||||
void CheckRSICrossover(RSIReversalAsianData& data)
|
||||
{
|
||||
// Reset crossover flags
|
||||
data.rsiCrossedOverbought = false;
|
||||
data.rsiCrossedOversold = false;
|
||||
data.rsiCrossedExitLevel = false;
|
||||
|
||||
// Check for overbought crossover (RSI crosses above overbought level)
|
||||
if(data.rsiPrevious < data.OverboughtLevel && data.rsiCurrent >= data.OverboughtLevel)
|
||||
{
|
||||
data.rsiCrossedOverbought = true;
|
||||
}
|
||||
|
||||
// Check for oversold crossover (RSI crosses below oversold level)
|
||||
if(data.rsiPrevious > data.OversoldLevel && data.rsiCurrent <= data.OversoldLevel)
|
||||
{
|
||||
data.rsiCrossedOversold = true;
|
||||
}
|
||||
|
||||
// Check for exit level crossover
|
||||
if(data.rsiPrevious < data.RSIExitLevel && data.rsiCurrent >= data.RSIExitLevel)
|
||||
{
|
||||
data.rsiCrossedExitLevel = true;
|
||||
}
|
||||
else if(data.rsiPrevious > data.RSIExitLevel && data.rsiCurrent <= data.RSIExitLevel)
|
||||
{
|
||||
data.rsiCrossedExitLevel = true;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Close all trades for the symbol |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CloseAllTrades(RSIReversalAsianData& data, string reason = "")
|
||||
{
|
||||
bool allClosed = true;
|
||||
int totalPositions = PositionsTotal();
|
||||
|
||||
if(totalPositions == 0)
|
||||
return true;
|
||||
|
||||
for(int i = totalPositions - 1; i >= 0; i--)
|
||||
{
|
||||
if(PositionGetSymbol(i) == data.symbol)
|
||||
{
|
||||
ulong ticket = PositionGetTicket(i);
|
||||
if(ticket > 0 && PositionSelectByTicket(ticket))
|
||||
{
|
||||
if(PositionGetInteger(POSITION_MAGIC) == (ulong)data.MagicNumber)
|
||||
{
|
||||
// Try to close position with retry logic
|
||||
int retryCount = 0;
|
||||
bool positionClosed = false;
|
||||
|
||||
while(retryCount < 3 && !positionClosed)
|
||||
{
|
||||
if(data.trade.PositionClose(ticket))
|
||||
{
|
||||
data.isPositionOpen = false;
|
||||
positionClosed = true;
|
||||
}
|
||||
else
|
||||
{
|
||||
int error = GetLastError();
|
||||
|
||||
// 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)
|
||||
{
|
||||
allClosed = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
return allClosed;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Initialize RSI Reversal Asian Strategy |
|
||||
//+------------------------------------------------------------------+
|
||||
bool InitRSIReversalAsian(RSIReversalAsianData& data, string symbol,
|
||||
int RSIPeriod, double OverboughtLevel, double OversoldLevel,
|
||||
int TakeProfitPips, int StopLossPips, double MaxLotSize,
|
||||
int MaxSpread, int MaxDuration, bool UseStopLoss,
|
||||
bool UseTakeProfit, bool UseRSIExit, double RSIExitLevel,
|
||||
bool CloseOutsideSession, ENUM_TIMEFRAMES TimeFrame,
|
||||
int MagicNumber, int Slippage)
|
||||
{
|
||||
data.symbol = symbol;
|
||||
data.isInitialized = false;
|
||||
|
||||
// Check if symbol exists
|
||||
if(!SymbolSelect(symbol, true))
|
||||
{
|
||||
Print("RSIReversalAsian: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
|
||||
return false;
|
||||
}
|
||||
|
||||
// Wait a bit for symbol to be ready
|
||||
Sleep(100);
|
||||
|
||||
// Get symbol point
|
||||
data.point = SymbolInfoDouble(symbol, SYMBOL_POINT);
|
||||
|
||||
// Store parameters
|
||||
data.RSIPeriod = RSIPeriod;
|
||||
data.OverboughtLevel = OverboughtLevel;
|
||||
data.OversoldLevel = OversoldLevel;
|
||||
data.TakeProfitPips = TakeProfitPips;
|
||||
data.StopLossPips = StopLossPips;
|
||||
data.MaxLotSize = MaxLotSize;
|
||||
data.MaxSpread = MaxSpread;
|
||||
data.MaxDuration = MaxDuration;
|
||||
data.UseStopLoss = UseStopLoss;
|
||||
data.UseTakeProfit = UseTakeProfit;
|
||||
data.UseRSIExit = UseRSIExit;
|
||||
data.RSIExitLevel = RSIExitLevel;
|
||||
data.CloseOutsideSession = CloseOutsideSession;
|
||||
data.TimeFrame = TimeFrame;
|
||||
data.MagicNumber = MagicNumber;
|
||||
data.Slippage = Slippage;
|
||||
|
||||
// Initialize RSI indicator with retry logic (for insufficient history in backtesting)
|
||||
data.rsiHandle = INVALID_HANDLE;
|
||||
int retryCount = 0;
|
||||
int maxRetries = 5;
|
||||
|
||||
while(retryCount < maxRetries && data.rsiHandle == INVALID_HANDLE)
|
||||
{
|
||||
data.rsiHandle = iRSI(symbol, TimeFrame, RSIPeriod, PRICE_CLOSE);
|
||||
|
||||
if(data.rsiHandle == INVALID_HANDLE)
|
||||
{
|
||||
int error = GetLastError();
|
||||
|
||||
// Error 4805 = insufficient history - wait longer and retry
|
||||
if(error == 4805 && retryCount < maxRetries - 1)
|
||||
{
|
||||
Sleep(1000); // Wait 1 second for history to load
|
||||
retryCount++;
|
||||
continue;
|
||||
}
|
||||
|
||||
Print("RSIReversalAsian: Error creating RSI indicator for '", symbol, "' - Error: ", error, " (", error == 4805 ? "Insufficient history data" : "Unknown", ")");
|
||||
return false;
|
||||
}
|
||||
}
|
||||
|
||||
if(data.rsiHandle == INVALID_HANDLE)
|
||||
{
|
||||
Print("RSIReversalAsian: Failed to create RSI indicator for '", symbol, "' after ", maxRetries, " retries");
|
||||
return false;
|
||||
}
|
||||
|
||||
// Wait a bit for the indicator to be ready
|
||||
Sleep(100);
|
||||
|
||||
// Initialize RSI values with retry logic
|
||||
double rsi[];
|
||||
ArraySetAsSeries(rsi, true);
|
||||
|
||||
retryCount = 0;
|
||||
bool rsiInitialized = false;
|
||||
|
||||
while(retryCount < 10 && !rsiInitialized)
|
||||
{
|
||||
int copied = CopyBuffer(data.rsiHandle, 0, 0, 3, rsi);
|
||||
if(copied >= 3)
|
||||
{
|
||||
data.rsiCurrent = rsi[0];
|
||||
data.rsiPrevious = rsi[1];
|
||||
data.rsiPrevious2 = rsi[2];
|
||||
rsiInitialized = true;
|
||||
}
|
||||
else
|
||||
{
|
||||
retryCount++;
|
||||
Sleep(100);
|
||||
}
|
||||
}
|
||||
|
||||
if(!rsiInitialized)
|
||||
{
|
||||
// Don't fail initialization, just set default values
|
||||
data.rsiCurrent = 50.0;
|
||||
data.rsiPrevious = 50.0;
|
||||
data.rsiPrevious2 = 50.0;
|
||||
}
|
||||
|
||||
// Set trade parameters
|
||||
data.trade.SetExpertMagicNumber(MagicNumber);
|
||||
data.trade.SetDeviationInPoints(Slippage);
|
||||
data.trade.SetTypeFilling(ORDER_FILLING_IOC);
|
||||
|
||||
// Initialize state
|
||||
data.isPositionOpen = false;
|
||||
data.positionOpenPrice = 0;
|
||||
data.positionOpenTime = 0;
|
||||
data.lastPositionType = POSITION_TYPE_BUY;
|
||||
data.sessionCloseAttempted = false;
|
||||
data.rsiCrossedOverbought = false;
|
||||
data.rsiCrossedOversold = false;
|
||||
data.rsiCrossedExitLevel = false;
|
||||
|
||||
data.isInitialized = true;
|
||||
|
||||
Print("RSIReversalAsian: Successfully initialized for symbol '", symbol, "'");
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Deinitialize RSI Reversal Asian Strategy |
|
||||
//+------------------------------------------------------------------+
|
||||
void DeinitRSIReversalAsian(RSIReversalAsianData& data)
|
||||
{
|
||||
if(data.rsiHandle != INVALID_HANDLE)
|
||||
IndicatorRelease(data.rsiHandle);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Process RSI Reversal Asian Strategy |
|
||||
//+------------------------------------------------------------------+
|
||||
void ProcessRSIReversalAsian(RSIReversalAsianData& data, double lotSize)
|
||||
{
|
||||
if(!data.isInitialized)
|
||||
return;
|
||||
|
||||
// Check if trading is allowed
|
||||
if(!IsTradingAllowed(data))
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Check if we're in Asian session
|
||||
if(!IsAsianSession())
|
||||
{
|
||||
// Close all positions if outside Asian session and CloseOutsideSession is true
|
||||
if(data.CloseOutsideSession && !data.sessionCloseAttempted)
|
||||
{
|
||||
CloseAllTrades(data, "Outside Asian session");
|
||||
data.sessionCloseAttempted = true;
|
||||
}
|
||||
return;
|
||||
}
|
||||
else
|
||||
{
|
||||
// Reset the session close attempt flag when we enter Asian session
|
||||
data.sessionCloseAttempted = false;
|
||||
}
|
||||
|
||||
// Get current spread
|
||||
double spread = SymbolInfoDouble(data.symbol, SYMBOL_ASK) - SymbolInfoDouble(data.symbol, SYMBOL_BID);
|
||||
int spreadInPips = (int)(spread / data.point);
|
||||
|
||||
// Check if spread is too high
|
||||
if(spreadInPips > data.MaxSpread)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Get RSI values from bar data
|
||||
double rsi[];
|
||||
ArraySetAsSeries(rsi, true);
|
||||
|
||||
int copied = CopyBuffer(data.rsiHandle, 0, 0, 3, rsi);
|
||||
if(copied < 3)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Update RSI values
|
||||
data.rsiPrevious2 = data.rsiPrevious;
|
||||
data.rsiPrevious = data.rsiCurrent;
|
||||
data.rsiCurrent = rsi[0];
|
||||
|
||||
// Validate RSI values
|
||||
if(data.rsiCurrent == 0 || data.rsiPrevious == 0)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Check for RSI crossovers
|
||||
CheckRSICrossover(data);
|
||||
|
||||
// Get current prices
|
||||
double currentBid = SymbolInfoDouble(data.symbol, SYMBOL_BID);
|
||||
double currentAsk = SymbolInfoDouble(data.symbol, SYMBOL_ASK);
|
||||
|
||||
// Check for open position
|
||||
bool hasOpenPosition = PositionExistsByMagic(data.symbol, (ulong)data.MagicNumber);
|
||||
|
||||
if(hasOpenPosition)
|
||||
{
|
||||
// Get position details
|
||||
ulong ticket = GetPositionTicketByMagic(data.symbol, (ulong)data.MagicNumber);
|
||||
if(ticket > 0 && PositionSelectByTicket(ticket))
|
||||
{
|
||||
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
datetime openTime = (datetime)PositionGetInteger(POSITION_TIME);
|
||||
|
||||
// Check for RSI exit if enabled
|
||||
if(data.UseRSIExit && data.rsiCrossedExitLevel)
|
||||
{
|
||||
bool shouldExit = false;
|
||||
|
||||
// For long positions, exit when RSI crosses above exit level
|
||||
if(posType == POSITION_TYPE_BUY && data.rsiCurrent >= data.RSIExitLevel && data.rsiPrevious < data.RSIExitLevel)
|
||||
{
|
||||
shouldExit = true;
|
||||
}
|
||||
// For short positions, exit when RSI crosses below exit level
|
||||
else if(posType == POSITION_TYPE_SELL && data.rsiCurrent <= data.RSIExitLevel && data.rsiPrevious > data.RSIExitLevel)
|
||||
{
|
||||
shouldExit = true;
|
||||
}
|
||||
|
||||
if(shouldExit)
|
||||
{
|
||||
CloseAllTrades(data, "RSI Exit Crossover");
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
||||
// Check for timeout
|
||||
if(TimeCurrent() - openTime > data.MaxDuration * 3600)
|
||||
{
|
||||
CloseAllTrades(data, "Timeout");
|
||||
return;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// If no position is open, look for entry signals based on RSI crossover
|
||||
if(!hasOpenPosition)
|
||||
{
|
||||
// Place buy order if RSI crosses below oversold level (oversold crossover)
|
||||
if(data.rsiCrossedOversold)
|
||||
{
|
||||
double sl = data.UseStopLoss ? currentBid - data.StopLossPips * data.point : 0;
|
||||
double tp = data.UseTakeProfit ? currentBid + data.TakeProfitPips * data.point : 0;
|
||||
|
||||
if(data.UseStopLoss && sl >= currentBid)
|
||||
return;
|
||||
if(data.UseTakeProfit && tp <= currentBid)
|
||||
return;
|
||||
|
||||
// Set trade parameters
|
||||
data.trade.SetDeviationInPoints(data.Slippage);
|
||||
data.trade.SetTypeFilling(ORDER_FILLING_IOC);
|
||||
data.trade.SetExpertMagicNumber(data.MagicNumber);
|
||||
|
||||
// Use dynamic lot size
|
||||
double tradeLotSize = lotSize > 0 ? lotSize : data.MaxLotSize;
|
||||
|
||||
// Place buy order using CTrade
|
||||
if(data.trade.Buy(tradeLotSize, data.symbol, currentAsk, sl, tp, "RSI Oversold Crossover Buy"))
|
||||
{
|
||||
data.isPositionOpen = true;
|
||||
data.positionOpenPrice = currentAsk;
|
||||
data.positionOpenTime = TimeCurrent();
|
||||
data.lastPositionType = POSITION_TYPE_BUY;
|
||||
}
|
||||
}
|
||||
// Place sell order if RSI crosses above overbought level (overbought crossover)
|
||||
else if(data.rsiCrossedOverbought)
|
||||
{
|
||||
double sl = data.UseStopLoss ? currentAsk + data.StopLossPips * data.point : 0;
|
||||
double tp = data.UseTakeProfit ? currentAsk - data.TakeProfitPips * data.point : 0;
|
||||
|
||||
if(data.UseStopLoss && sl <= currentAsk)
|
||||
return;
|
||||
if(data.UseTakeProfit && tp >= currentAsk)
|
||||
return;
|
||||
|
||||
// Set trade parameters
|
||||
data.trade.SetDeviationInPoints(data.Slippage);
|
||||
data.trade.SetTypeFilling(ORDER_FILLING_IOC);
|
||||
data.trade.SetExpertMagicNumber(data.MagicNumber);
|
||||
|
||||
// Use dynamic lot size
|
||||
double tradeLotSize = lotSize > 0 ? lotSize : data.MaxLotSize;
|
||||
|
||||
// Place sell order using CTrade
|
||||
if(data.trade.Sell(tradeLotSize, data.symbol, currentBid, sl, tp, "RSI Overbought Crossover Sell"))
|
||||
{
|
||||
data.isPositionOpen = true;
|
||||
data.positionOpenPrice = currentBid;
|
||||
data.positionOpenTime = TimeCurrent();
|
||||
data.lastPositionType = POSITION_TYPE_SELL;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -0,0 +1,451 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSIScalpingStrategy.mqh |
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSI Scalping Strategy Data Structure |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSIScalpingData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
CTrade trade;
|
||||
int rsi_handle;
|
||||
double rsi_buffer[];
|
||||
double rsi_prev;
|
||||
double rsi_current;
|
||||
double rsi_two_bars_ago;
|
||||
bool position_open;
|
||||
ulong position_ticket;
|
||||
ENUM_POSITION_TYPE current_position_type;
|
||||
datetime last_bar_time;
|
||||
bool rsi_against_position;
|
||||
int bars_against_count;
|
||||
};
|
||||
|
||||
string ErrorDescription(int errorCode)
|
||||
{
|
||||
switch(errorCode)
|
||||
{
|
||||
case 4801: return "Symbol not found";
|
||||
case 4802: return "Symbol not selected";
|
||||
case 4803: return "Symbol not visible";
|
||||
case 4804: return "Symbol not available";
|
||||
case 4805: return "Cannot load indicator - insufficient history data";
|
||||
default: return "Unknown error " + IntegerToString(errorCode);
|
||||
}
|
||||
}
|
||||
|
||||
bool InitRSIScalping(RSIScalpingData& data, string symbol, ENUM_TIMEFRAMES TimeFrame, int RSI_Period,
|
||||
ENUM_APPLIED_PRICE RSI_Applied_Price, int MagicNumber, int Slippage)
|
||||
{
|
||||
data.symbol = symbol;
|
||||
data.isInitialized = false;
|
||||
|
||||
// Check if symbol exists
|
||||
if(!SymbolSelect(symbol, true))
|
||||
{
|
||||
Print("RSIScalping: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
|
||||
return false; // Return false but don't fail entire EA
|
||||
}
|
||||
|
||||
// Wait a bit for symbol to be ready
|
||||
Sleep(100);
|
||||
|
||||
// Try to create RSI indicator with retry logic (for insufficient history in backtesting)
|
||||
data.rsi_handle = INVALID_HANDLE;
|
||||
int retryCount = 0;
|
||||
int maxRetries = 5;
|
||||
|
||||
while(retryCount < maxRetries && data.rsi_handle == INVALID_HANDLE)
|
||||
{
|
||||
data.rsi_handle = iRSI(symbol, TimeFrame, RSI_Period, RSI_Applied_Price);
|
||||
|
||||
if(data.rsi_handle == INVALID_HANDLE)
|
||||
{
|
||||
int error = GetLastError();
|
||||
|
||||
// Error 4805 = insufficient history - wait longer and retry
|
||||
if(error == 4805 && retryCount < maxRetries - 1)
|
||||
{
|
||||
Sleep(1000); // Wait 1 second for history to load
|
||||
retryCount++;
|
||||
continue;
|
||||
}
|
||||
|
||||
Print("RSIScalping: Error creating RSI indicator for '", symbol, "' - Error: ", error, " (", ErrorDescription(error), ")");
|
||||
return false; // Return false but don't fail entire EA
|
||||
}
|
||||
}
|
||||
|
||||
if(data.rsi_handle == INVALID_HANDLE)
|
||||
{
|
||||
Print("RSIScalping: Failed to create RSI indicator for '", symbol, "' after ", maxRetries, " retries");
|
||||
return false;
|
||||
}
|
||||
|
||||
data.trade.SetExpertMagicNumber(MagicNumber);
|
||||
data.trade.SetDeviationInPoints(Slippage);
|
||||
data.trade.SetTypeFilling(ORDER_FILLING_FOK);
|
||||
|
||||
ArraySetAsSeries(data.rsi_buffer, true);
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
data.isInitialized = true;
|
||||
|
||||
Print("RSIScalping: Successfully initialized for symbol '", symbol, "'");
|
||||
return true;
|
||||
}
|
||||
|
||||
void DeinitRSIScalping(RSIScalpingData& data)
|
||||
{
|
||||
if(data.rsi_handle != INVALID_HANDLE)
|
||||
IndicatorRelease(data.rsi_handle);
|
||||
}
|
||||
|
||||
bool UpdateRSI(RSIScalpingData& data)
|
||||
{
|
||||
if(CopyBuffer(data.rsi_handle, 0, 0, 3, data.rsi_buffer) < 3)
|
||||
return false;
|
||||
|
||||
data.rsi_current = data.rsi_buffer[0];
|
||||
data.rsi_prev = data.rsi_buffer[1];
|
||||
data.rsi_two_bars_ago = data.rsi_buffer[2];
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
void CheckExistingPosition(RSIScalpingData& data, ENUM_TIMEFRAMES TimeFrame, int MagicNumber,
|
||||
double RSI_Oversold, double RSI_Overbought, double RSI_Target_Buy,
|
||||
double RSI_Target_Sell, int BarsToWait)
|
||||
{
|
||||
// Always check if position exists, even if tracking says it doesn't
|
||||
bool positionExists = PositionExistsByMagic(data.symbol, MagicNumber);
|
||||
|
||||
if(!positionExists && data.position_open)
|
||||
{
|
||||
// Position was closed externally, reset tracking
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
return;
|
||||
}
|
||||
|
||||
if(!positionExists)
|
||||
return;
|
||||
|
||||
// Update tracking if we have a position but tracking was lost
|
||||
if(!data.position_open && positionExists)
|
||||
{
|
||||
ulong ticket = GetPositionTicketByMagic(data.symbol, MagicNumber);
|
||||
if(ticket > 0 && PositionSelectByTicketSymbolAndMagic(ticket, data.symbol, MagicNumber))
|
||||
{
|
||||
data.position_ticket = ticket;
|
||||
data.position_open = true;
|
||||
data.current_position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
}
|
||||
}
|
||||
|
||||
// Verify our tracked position still exists
|
||||
if(data.position_open && data.position_ticket > 0)
|
||||
{
|
||||
if(!PositionSelectByTicketSymbolAndMagic(data.position_ticket, data.symbol, MagicNumber))
|
||||
{
|
||||
// Try to find the position again
|
||||
ulong ticket = GetPositionTicketByMagic(data.symbol, MagicNumber);
|
||||
if(ticket > 0 && PositionSelectByTicketSymbolAndMagic(ticket, data.symbol, MagicNumber))
|
||||
{
|
||||
data.position_ticket = ticket;
|
||||
data.current_position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
}
|
||||
else
|
||||
{
|
||||
// Position doesn't exist, reset tracking
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
return;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// Update position type in case it changed (shouldn't happen, but be safe)
|
||||
data.current_position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
}
|
||||
}
|
||||
|
||||
if(data.current_position_type == POSITION_TYPE_BUY)
|
||||
{
|
||||
if(data.rsi_current < RSI_Oversold)
|
||||
{
|
||||
if(!data.rsi_against_position)
|
||||
{
|
||||
data.rsi_against_position = true;
|
||||
data.bars_against_count = 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
data.bars_against_count++;
|
||||
}
|
||||
|
||||
if(data.bars_against_count >= BarsToWait)
|
||||
{
|
||||
ClosePosition(data, MagicNumber);
|
||||
return;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
if(data.rsi_against_position)
|
||||
{
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
}
|
||||
|
||||
if(data.rsi_current >= RSI_Target_Buy)
|
||||
{
|
||||
ClosePosition(data, MagicNumber);
|
||||
}
|
||||
}
|
||||
}
|
||||
else if(data.current_position_type == POSITION_TYPE_SELL)
|
||||
{
|
||||
if(data.rsi_current > RSI_Overbought)
|
||||
{
|
||||
if(!data.rsi_against_position)
|
||||
{
|
||||
data.rsi_against_position = true;
|
||||
data.bars_against_count = 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
data.bars_against_count++;
|
||||
}
|
||||
|
||||
if(data.bars_against_count >= BarsToWait)
|
||||
{
|
||||
ClosePosition(data, MagicNumber);
|
||||
return;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
if(data.rsi_against_position)
|
||||
{
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
}
|
||||
|
||||
if(data.rsi_current <= RSI_Target_Sell)
|
||||
{
|
||||
ClosePosition(data, MagicNumber);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void CheckEntrySignals(RSIScalpingData& data, ENUM_TIMEFRAMES TimeFrame, int MagicNumber,
|
||||
double RSI_Oversold, double RSI_Overbought, double LotSize)
|
||||
{
|
||||
if(data.rsi_two_bars_ago <= RSI_Oversold && data.rsi_prev > RSI_Oversold)
|
||||
{
|
||||
OpenBuyPosition(data, MagicNumber, LotSize);
|
||||
}
|
||||
|
||||
if(data.rsi_two_bars_ago >= RSI_Overbought && data.rsi_prev < RSI_Overbought)
|
||||
{
|
||||
OpenSellPosition(data, MagicNumber, LotSize);
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Normalize Lot Size According to Symbol Properties |
|
||||
//+------------------------------------------------------------------+
|
||||
double NormalizeLotSize(string symbol, double lotSize)
|
||||
{
|
||||
double minLot = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MIN);
|
||||
double maxLot = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MAX);
|
||||
double lotStep = SymbolInfoDouble(symbol, SYMBOL_VOLUME_STEP);
|
||||
|
||||
// Round to lot step
|
||||
if(lotStep > 0)
|
||||
lotSize = MathFloor(lotSize / lotStep) * lotStep;
|
||||
|
||||
// Apply min/max constraints
|
||||
if(lotSize < minLot)
|
||||
lotSize = minLot;
|
||||
if(lotSize > maxLot)
|
||||
lotSize = maxLot;
|
||||
|
||||
return lotSize;
|
||||
}
|
||||
|
||||
void OpenBuyPosition(RSIScalpingData& data, int MagicNumber, double LotSize)
|
||||
{
|
||||
if(PositionExistsByMagic(data.symbol, MagicNumber))
|
||||
return;
|
||||
|
||||
// Normalize lot size according to symbol properties
|
||||
double normalizedLot = NormalizeLotSize(data.symbol, LotSize);
|
||||
|
||||
double ask = SymbolInfoDouble(data.symbol, SYMBOL_ASK);
|
||||
|
||||
if(data.trade.Buy(normalizedLot, data.symbol, ask, 0, 0, "RSI Scalping Buy"))
|
||||
{
|
||||
ulong new_ticket = data.trade.ResultOrder();
|
||||
if(new_ticket > 0)
|
||||
{
|
||||
if(PositionSelectByTicketSymbolAndMagic(new_ticket, data.symbol, MagicNumber))
|
||||
{
|
||||
data.position_ticket = new_ticket;
|
||||
data.position_open = true;
|
||||
data.current_position_type = POSITION_TYPE_BUY;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void OpenSellPosition(RSIScalpingData& data, int MagicNumber, double LotSize)
|
||||
{
|
||||
if(PositionExistsByMagic(data.symbol, MagicNumber))
|
||||
return;
|
||||
|
||||
// Normalize lot size according to symbol properties
|
||||
double normalizedLot = NormalizeLotSize(data.symbol, LotSize);
|
||||
|
||||
double bid = SymbolInfoDouble(data.symbol, SYMBOL_BID);
|
||||
|
||||
if(data.trade.Sell(normalizedLot, data.symbol, bid, 0, 0, "RSI Scalping Sell"))
|
||||
{
|
||||
ulong new_ticket = data.trade.ResultOrder();
|
||||
if(new_ticket > 0)
|
||||
{
|
||||
if(PositionSelectByTicketSymbolAndMagic(new_ticket, data.symbol, MagicNumber))
|
||||
{
|
||||
data.position_ticket = new_ticket;
|
||||
data.position_open = true;
|
||||
data.current_position_type = POSITION_TYPE_SELL;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
void ClosePosition(RSIScalpingData& data, int MagicNumber)
|
||||
{
|
||||
// First verify position still exists
|
||||
if(!PositionExistsByMagic(data.symbol, MagicNumber))
|
||||
{
|
||||
// Position doesn't exist, reset tracking
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
return;
|
||||
}
|
||||
|
||||
// Try to close by ticket first (more reliable)
|
||||
bool closed = false;
|
||||
if(data.position_ticket > 0)
|
||||
{
|
||||
if(PositionSelectByTicket(data.position_ticket))
|
||||
{
|
||||
// Verify it's our position
|
||||
if(PositionGetString(POSITION_SYMBOL) == data.symbol &&
|
||||
PositionGetInteger(POSITION_MAGIC) == MagicNumber)
|
||||
{
|
||||
closed = data.trade.PositionClose(data.position_ticket);
|
||||
if(!closed)
|
||||
{
|
||||
Print("RSIScalping: Failed to close position by ticket ", data.position_ticket,
|
||||
" - Error: ", data.trade.ResultRetcode(), " (", data.trade.ResultRetcodeDescription(), ")");
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// If ticket method failed, try magic number method
|
||||
if(!closed)
|
||||
{
|
||||
closed = ClosePositionByMagic(data.trade, data.symbol, MagicNumber);
|
||||
if(!closed)
|
||||
{
|
||||
Print("RSIScalping: Failed to close position by magic number for '", data.symbol,
|
||||
"' - Error: ", data.trade.ResultRetcode(), " (", data.trade.ResultRetcodeDescription(), ")");
|
||||
}
|
||||
}
|
||||
|
||||
// Verify position is actually closed
|
||||
if(closed)
|
||||
{
|
||||
// Wait a moment and verify
|
||||
Sleep(50);
|
||||
if(!PositionExistsByMagic(data.symbol, MagicNumber))
|
||||
{
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
Print("RSIScalping: Position successfully closed for '", data.symbol, "'");
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("RSIScalping: Warning - Close returned success but position still exists for '", data.symbol, "'");
|
||||
// Try one more time
|
||||
Sleep(100);
|
||||
if(PositionExistsByMagic(data.symbol, MagicNumber))
|
||||
{
|
||||
ClosePositionByMagic(data.trade, data.symbol, MagicNumber);
|
||||
}
|
||||
// Reset tracking anyway to prevent getting stuck
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// Close failed, but reset tracking to prevent getting stuck
|
||||
// The position might have been closed externally
|
||||
data.position_open = false;
|
||||
data.position_ticket = 0;
|
||||
data.rsi_against_position = false;
|
||||
data.bars_against_count = 0;
|
||||
}
|
||||
}
|
||||
|
||||
void ProcessRSIScalping(RSIScalpingData& data, string symbol, ENUM_TIMEFRAMES TimeFrame, int RSI_Period,
|
||||
ENUM_APPLIED_PRICE RSI_Applied_Price, double RSI_Overbought,
|
||||
double RSI_Oversold, double RSI_Target_Buy, double RSI_Target_Sell,
|
||||
int BarsToWait, double LotSize, int MagicNumber)
|
||||
{
|
||||
// Skip if not initialized (symbol not available)
|
||||
if(!data.isInitialized)
|
||||
return;
|
||||
|
||||
data.symbol = symbol; // Update symbol in case it changed
|
||||
if(Bars(data.symbol, TimeFrame) < RSI_Period + 2)
|
||||
return;
|
||||
|
||||
datetime current_bar_time = iTime(data.symbol, TimeFrame, 0);
|
||||
if(current_bar_time == data.last_bar_time)
|
||||
return;
|
||||
|
||||
data.last_bar_time = current_bar_time;
|
||||
|
||||
if(!UpdateRSI(data))
|
||||
return;
|
||||
|
||||
CheckExistingPosition(data, TimeFrame, MagicNumber, RSI_Oversold, RSI_Overbought,
|
||||
RSI_Target_Buy, RSI_Target_Sell, BarsToWait);
|
||||
|
||||
if(!data.position_open && !PositionExistsByMagic(data.symbol, MagicNumber))
|
||||
{
|
||||
CheckEntrySignals(data, TimeFrame, MagicNumber, RSI_Oversold, RSI_Overbought, LotSize);
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
@@ -0,0 +1,598 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| UnitedEA.mq5 |
|
||||
//| Copyright 2025, MetaQuotes Ltd. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, MetaQuotes Ltd."
|
||||
#property link "https://www.mql5.com"
|
||||
#property version "1.00"
|
||||
#property strict
|
||||
|
||||
#include <Trade\Trade.mqh>
|
||||
#include <Trade\PositionInfo.mqh>
|
||||
#include <Indicators\Trend.mqh>
|
||||
#include <Indicators\Volumes.mqh>
|
||||
#include "MagicNumberHelpers.mqh"
|
||||
// Include strategy implementations early so structs are available
|
||||
#include "Strategies/DarvasBoxStrategy.mqh"
|
||||
#include "Strategies/EMASlopeDistanceStrategy.mqh"
|
||||
#include "Strategies/RSICrossOverReversalStrategy.mqh"
|
||||
#include "Strategies/RSIMidPointHijackStrategy.mqh"
|
||||
#include "Strategies/RSIScalpingStrategy.mqh"
|
||||
#include "Strategies/RSIReversalAsianStrategy.mqh"
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Lot Size Variables (for dynamic lot sizing) |
|
||||
//+------------------------------------------------------------------+
|
||||
double g_ES_LotSize; // EMA Slope Distance lot size
|
||||
double g_RC_LotSize; // RSI CrossOver Reversal lot size
|
||||
double g_RM_LotSize; // RSI MidPoint Hijack lot size
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy Enable/Disable Switches |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== Strategy Enable/Disable ==="
|
||||
input bool EnableDarvasBox = true;
|
||||
input bool EnableEMASlopeDistance = true;
|
||||
input bool EnableRSICrossOverReversal = true;
|
||||
input bool EnableRSIMidPointHijack = true;
|
||||
input bool EnableRSIScalpingAPPL = true;
|
||||
input bool EnableRSIScalpingBTCUSD = true;
|
||||
input bool EnableRSIScalpingMSFT = true;
|
||||
input bool EnableRSIScalpingNVDA = true;
|
||||
input bool EnableRSIScalpingTSLA = true;
|
||||
input bool EnableRSIScalpingXAUUSD = true;
|
||||
input bool EnableRSIReversalAsianEURUSD = true;
|
||||
input bool EnableRSIReversalAsianAUDUSD = true;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 1: DarvasBoxXAUUSD |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== DarvasBox Strategy ==="
|
||||
input string DB_Symbol = "XAUUSD";
|
||||
input int DB_BoxPeriod = 165;
|
||||
input double DB_BoxDeviation = 30000; // Increased to allow larger ranges (was 25140)
|
||||
input int DB_VolumeThreshold = 0; // Set to 0 to disable volume threshold check. Volume data from indicator used instead.
|
||||
input double DB_StopLoss = 1665;
|
||||
input double DB_TakeProfit = 3685;
|
||||
input bool DB_EnableLogging = false;
|
||||
input color DB_BoxColor = clrBlue;
|
||||
input int DB_BoxWidth = 1;
|
||||
input ENUM_TIMEFRAMES DB_TrendTimeframe = PERIOD_H2;
|
||||
input int DB_MA_Period = 125;
|
||||
input ENUM_MA_METHOD DB_MA_Method = MODE_EMA;
|
||||
input ENUM_APPLIED_PRICE DB_MA_Price = PRICE_WEIGHTED;
|
||||
input double DB_TrendThreshold = 4.94;
|
||||
input int DB_VolumeMA_Period = 110;
|
||||
input double DB_VolumeThresholdMultiplier = 1.5;
|
||||
input int DB_MagicNumber = 135790;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 2: EMASlopeDistanceCocktailXAUUSD |
|
||||
//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== EMA Slope Distance Strategy ==="
|
||||
input string ES_Symbol = "XAUUSD";
|
||||
input int ES_EMA_Periode = 46;
|
||||
input double ES_PreisSchwelle = 600.0;
|
||||
input double ES_SteigungSchwelle = 80.0;
|
||||
input int ES_ÜberwachungTimeout = 800;
|
||||
input double ES_TrailingStop = 250.0;
|
||||
input double ES_LotGröße = 0.03;
|
||||
input int ES_MagicNumber = 12350;
|
||||
input bool ES_UseSpreadAdjustment = true;
|
||||
input ENUM_TIMEFRAMES ES_Timeframe = PERIOD_H1;
|
||||
input bool ES_UseBarData = true;
|
||||
input int ES_MaxTradesPerCrossover = 9;
|
||||
input int ES_ProfitCheckBars = 18;
|
||||
input bool ES_CloseUnprofitableTrades = true;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 3: RSICrossOverReversalXAUUSD |
|
||||
//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI CrossOver Reversal Strategy ==="
|
||||
input string RC_Symbol = "XAUUSD";
|
||||
input int RC_MagicNumber = 7;
|
||||
input int RC_rsiPeriod = 19;
|
||||
input int RC_overboughtLevel = 93;
|
||||
input int RC_oversoldLevel = 22;
|
||||
input double RC_entryRSIBuySpread = 0;
|
||||
input double RC_entryRSISellSpread = 0;
|
||||
input double RC_lotSize = 0.01;
|
||||
input int RC_slippage = 3;
|
||||
input int RC_cooldownSeconds = 209;
|
||||
input ENUM_TIMEFRAMES RC_TimeFrame1 = PERIOD_M1;
|
||||
input ENUM_TIMEFRAMES RC_TimeFrame2 = PERIOD_M1;
|
||||
input ENUM_TIMEFRAMES RC_BarTimeFrame = PERIOD_M12;
|
||||
input int RC_emaPeriod = 140;
|
||||
input double RC_emaSlopeThreshold = 105;
|
||||
input double RC_exitBuyRSI = 86;
|
||||
input double RC_exitSellRSI = 10;
|
||||
input double RC_TrailingStop = 295;
|
||||
input double RC_emaDistanceThreshold = 165;
|
||||
input int RC_tradingHourOneBegin = 24;
|
||||
input int RC_tradingHourOneEnd = 22;
|
||||
input int RC_tradingHourTwoBegin = 6;
|
||||
input int RC_tradingHourTwoEnd = 19;
|
||||
input bool RC_Sunday = false;
|
||||
input bool RC_Monday = false;
|
||||
input bool RC_Tuesday = true;
|
||||
input bool RC_Wednesday = true;
|
||||
input bool RC_Thursday = true;
|
||||
input bool RC_Friday = false;
|
||||
input bool RC_Saturday = false;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 4: RSIMidPointHijackXAUUSD |
|
||||
//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI MidPoint Hijack Strategy ==="
|
||||
input string RM_Symbol = "XAUUSD";
|
||||
input ENUM_TIMEFRAMES RM_InpTimeframe = PERIOD_H1;
|
||||
input double RM_InpLotSize = 0.02;
|
||||
input int RM_InpMagicNumberRSIFollow = 1001;
|
||||
input int RM_InpMagicNumberRSIReverse = 1002;
|
||||
input int RM_InpMagicNumberEMACross = 1003;
|
||||
input bool RM_InpEnableRSIFollow = true;
|
||||
input bool RM_InpEnableRSIReverse = true;
|
||||
input bool RM_InpEnableEMACross = true;
|
||||
input bool RM_InpEnableStrategyLock = false;
|
||||
input double RM_InpLockProfitThreshold = 0.0;
|
||||
input bool RM_InpCloseOppositeTrades = false;
|
||||
input int RM_InpRSIPeriod = 32;
|
||||
input int RM_InpRSIOverbought = 78;
|
||||
input int RM_InpRSIOversold = 46;
|
||||
input int RM_InpRSIExitLevel = 44;
|
||||
input int RM_InpRSIFollowStartHour = 23;
|
||||
input int RM_InpRSIFollowEndHour = 8;
|
||||
input bool RM_InpRSIFollowCloseOutsideHours = false;
|
||||
input int RM_InpRSIReversePeriod = 59;
|
||||
input int RM_InpRSIReverseOverbought = 51;
|
||||
input int RM_InpRSIReverseOversold = 49;
|
||||
input int RM_InpRSIReverseCrossLevel = 53;
|
||||
input int RM_InpRSIReverseExitLevel = 48;
|
||||
input int RM_InpRSIReverseStartHour = 7;
|
||||
input int RM_InpRSIReverseEndHour = 13;
|
||||
input bool RM_InpRSIReverseCloseOutsideHours = false;
|
||||
input int RM_InpRSIReverseCooldownBars = 15;
|
||||
input bool RM_InpRSIReverseCooldownOnLoss = true;
|
||||
input int RM_InpEMAPeriod = 120;
|
||||
input int RM_InpEMACrossStartHour = 8;
|
||||
input int RM_InpEMACrossEndHour = 14;
|
||||
input bool RM_InpEMACrossCloseOutsideHours = true;
|
||||
input bool RM_InpUseEMADistanceEntry = true;
|
||||
input double RM_InpEMADistancePips = 160.0;
|
||||
input int RM_InpEMADistancePeriod = 26;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 5-10: RSI Scalping Strategies |
|
||||
//| Each RSI Scalping strategy trades on its own symbol: |
|
||||
//| - APPL: Apple stock (AAPL) |
|
||||
//| - BTCUSD: Bitcoin/USD |
|
||||
//| - MSFT: Microsoft stock |
|
||||
//| - NVDA: NVIDIA stock |
|
||||
//| - TSLA: Tesla stock |
|
||||
//| - XAUUSD: Gold/USD |
|
||||
//| |
|
||||
//| PEPPERSTONE US SYMBOL FORMATS: |
|
||||
//| - Stocks may use: "AAPL.US", "NASDAQ:AAPL", or just "AAPL" |
|
||||
//| - To find correct symbols: |
|
||||
//| 1. Open Market Watch (Ctrl+M) |
|
||||
//| 2. Right-click > Show All |
|
||||
//| 3. Search for the stock name |
|
||||
//| 4. Use the exact symbol name shown |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI Scalping APPL (AAPL) - Pepperstone US ==="
|
||||
input string RS_APPL_Symbol = "AAPL.US"; // Try: "AAPL.US", "NASDAQ:AAPL", or "AAPL"
|
||||
input ENUM_TIMEFRAMES RS_APPL_TimeFrame = PERIOD_M10;
|
||||
input int RS_APPL_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_APPL_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_APPL_RSI_Overbought = 80;
|
||||
input double RS_APPL_RSI_Oversold = 78;
|
||||
input double RS_APPL_RSI_Target_Buy = 94;
|
||||
input double RS_APPL_RSI_Target_Sell = 44;
|
||||
input int RS_APPL_BarsToWait = 7;
|
||||
input double RS_APPL_LotSize = 25;
|
||||
input int RS_APPL_MagicNumber = 20001;
|
||||
input int RS_APPL_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping BTCUSD ==="
|
||||
input string RS_BTCUSD_Symbol = "BTCUSD"; // Pepperstone may use: "BTCUSD", "BTC/USD", or "BTCUSD.c"
|
||||
input ENUM_TIMEFRAMES RS_BTCUSD_TimeFrame = PERIOD_H1;
|
||||
input int RS_BTCUSD_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_BTCUSD_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_BTCUSD_RSI_Overbought = 90;
|
||||
input double RS_BTCUSD_RSI_Oversold = 73;
|
||||
input double RS_BTCUSD_RSI_Target_Buy = 88;
|
||||
input double RS_BTCUSD_RSI_Target_Sell = 48;
|
||||
input int RS_BTCUSD_BarsToWait = 6;
|
||||
input double RS_BTCUSD_LotSize = 0.1;
|
||||
input int RS_BTCUSD_MagicNumber = 123459123;
|
||||
input int RS_BTCUSD_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping MSFT - Pepperstone US ==="
|
||||
input string RS_MSFT_Symbol = "MSFT.US"; // Try: "MSFT.US", "NASDAQ:MSFT", or "MSFT"
|
||||
input ENUM_TIMEFRAMES RS_MSFT_TimeFrame = PERIOD_H3;
|
||||
input int RS_MSFT_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_MSFT_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_MSFT_RSI_Overbought = 19;
|
||||
input double RS_MSFT_RSI_Oversold = 50;
|
||||
input double RS_MSFT_RSI_Target_Buy = 71;
|
||||
input double RS_MSFT_RSI_Target_Sell = 70;
|
||||
input int RS_MSFT_BarsToWait = 1;
|
||||
input double RS_MSFT_LotSize = 50;
|
||||
input int RS_MSFT_MagicNumber = 20002;
|
||||
input int RS_MSFT_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping NVDA - Pepperstone US ==="
|
||||
input string RS_NVDA_Symbol = "NVDA.US"; // Try: "NVDA.US", "NASDAQ:NVDA", or "NVDA"
|
||||
input ENUM_TIMEFRAMES RS_NVDA_TimeFrame = PERIOD_M15;
|
||||
input int RS_NVDA_RSI_Period = 8;
|
||||
input ENUM_APPLIED_PRICE RS_NVDA_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_NVDA_RSI_Overbought = 36;
|
||||
input double RS_NVDA_RSI_Oversold = 38;
|
||||
input double RS_NVDA_RSI_Target_Buy = 90;
|
||||
input double RS_NVDA_RSI_Target_Sell = 70;
|
||||
input int RS_NVDA_BarsToWait = 5;
|
||||
input double RS_NVDA_LotSize = 50;
|
||||
input int RS_NVDA_MagicNumber = 20003;
|
||||
input int RS_NVDA_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping TSLA - Pepperstone US ==="
|
||||
input string RS_TSLA_Symbol = "TSLA.US"; // Try: "TSLA.US", "NASDAQ:TSLA", or "TSLA"
|
||||
input ENUM_TIMEFRAMES RS_TSLA_TimeFrame = PERIOD_H1;
|
||||
input int RS_TSLA_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_TSLA_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_TSLA_RSI_Overbought = 54;
|
||||
input double RS_TSLA_RSI_Oversold = 73;
|
||||
input double RS_TSLA_RSI_Target_Buy = 87;
|
||||
input double RS_TSLA_RSI_Target_Sell = 33;
|
||||
input int RS_TSLA_BarsToWait = 1;
|
||||
input double RS_TSLA_LotSize = 50;
|
||||
input int RS_TSLA_MagicNumber = 125421321;
|
||||
input int RS_TSLA_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping XAUUSD ==="
|
||||
input string RS_XAUUSD_Symbol = "XAUUSD";
|
||||
input ENUM_TIMEFRAMES RS_XAUUSD_TimeFrame = PERIOD_H1;
|
||||
input int RS_XAUUSD_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_XAUUSD_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_XAUUSD_RSI_Overbought = 71;
|
||||
input double RS_XAUUSD_RSI_Oversold = 57;
|
||||
input double RS_XAUUSD_RSI_Target_Buy = 80;
|
||||
input double RS_XAUUSD_RSI_Target_Sell = 57;
|
||||
input int RS_XAUUSD_BarsToWait = 4;
|
||||
input double RS_XAUUSD_LotSize = 0.1;
|
||||
input int RS_XAUUSD_MagicNumber = 129102315;
|
||||
input int RS_XAUUSD_Slippage = 3;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 11-12: RSI Reversal Asian Strategies |
|
||||
//| Each RSI Reversal Asian strategy trades on its own symbol: |
|
||||
//| - EURUSD: Euro/USD |
|
||||
//| - AUDUSD: Australian Dollar/USD |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI Reversal Asian EURUSD ==="
|
||||
input string RRA_EURUSD_Symbol = "EURUSD";
|
||||
input int RRA_EURUSD_RSIPeriod = 28;
|
||||
input double RRA_EURUSD_OverboughtLevel = 60;
|
||||
input double RRA_EURUSD_OversoldLevel = 8;
|
||||
input int RRA_EURUSD_TakeProfitPips = 175;
|
||||
input int RRA_EURUSD_StopLossPips = 5;
|
||||
input double RRA_EURUSD_MaxLotSize = 0.1;
|
||||
input int RRA_EURUSD_MaxSpread = 1000;
|
||||
input int RRA_EURUSD_MaxDuration = 270;
|
||||
input bool RRA_EURUSD_UseStopLoss = false;
|
||||
input bool RRA_EURUSD_UseTakeProfit = false;
|
||||
input bool RRA_EURUSD_UseRSIExit = true;
|
||||
input double RRA_EURUSD_RSIExitLevel = 55;
|
||||
input bool RRA_EURUSD_CloseOutsideSession = false;
|
||||
input ENUM_TIMEFRAMES RRA_EURUSD_TimeFrame = PERIOD_M15;
|
||||
input int RRA_EURUSD_MagicNumber = 30001;
|
||||
input int RRA_EURUSD_Slippage = 3;
|
||||
|
||||
input group "=== RSI Reversal Asian AUDUSD ==="
|
||||
input string RRA_AUDUSD_Symbol = "AUDUSD";
|
||||
input int RRA_AUDUSD_RSIPeriod = 28;
|
||||
input double RRA_AUDUSD_OverboughtLevel = 68;
|
||||
input double RRA_AUDUSD_OversoldLevel = 30;
|
||||
input int RRA_AUDUSD_TakeProfitPips = 175;
|
||||
input int RRA_AUDUSD_StopLossPips = 5;
|
||||
input double RRA_AUDUSD_MaxLotSize = 0.2;
|
||||
input int RRA_AUDUSD_MaxSpread = 1000;
|
||||
input int RRA_AUDUSD_MaxDuration = 340;
|
||||
input bool RRA_AUDUSD_UseStopLoss = false;
|
||||
input bool RRA_AUDUSD_UseTakeProfit = false;
|
||||
input bool RRA_AUDUSD_UseRSIExit = true;
|
||||
input double RRA_AUDUSD_RSIExitLevel = 48;
|
||||
input bool RRA_AUDUSD_CloseOutsideSession = true;
|
||||
input ENUM_TIMEFRAMES RRA_AUDUSD_TimeFrame = PERIOD_M15;
|
||||
input int RRA_AUDUSD_MagicNumber = 30002;
|
||||
input int RRA_AUDUSD_Slippage = 3;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - DarvasBox |
|
||||
//+------------------------------------------------------------------+
|
||||
struct DarvasBoxData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
double boxHigh;
|
||||
double boxLow;
|
||||
bool boxFormed;
|
||||
datetime lastBoxTime;
|
||||
string boxName;
|
||||
double minStopLevel;
|
||||
double point;
|
||||
CTrade trade;
|
||||
int maHandle;
|
||||
int volumeHandle;
|
||||
datetime lastBarTime;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - EMA Slope Distance |
|
||||
//+------------------------------------------------------------------+
|
||||
struct EMASlopeData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int ema_handle;
|
||||
double ema_array[];
|
||||
datetime letzte_überwachung_zeit;
|
||||
bool überwachung_aktiv;
|
||||
bool preis_trigger_aktiv;
|
||||
bool steigung_trigger_aktiv;
|
||||
int ticket;
|
||||
CTrade trade;
|
||||
int trades_in_current_crossover;
|
||||
bool crossover_detected;
|
||||
datetime trade_open_time;
|
||||
datetime last_bar_time;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - RSI CrossOver Reversal |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSICrossOverData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int rsiHandle;
|
||||
int emaHandle;
|
||||
double previousRSIDef;
|
||||
CTrade trade;
|
||||
datetime lastTradeTime;
|
||||
datetime bartime;
|
||||
bool WeekDays[7];
|
||||
datetime lastBarTime;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - RSI MidPoint Hijack |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSIMidPointData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int rsiHandle;
|
||||
int rsiReverseHandle;
|
||||
int emaHandle;
|
||||
bool rsiOverbought;
|
||||
bool rsiOversold;
|
||||
bool rsiReverseOverbought;
|
||||
bool rsiReverseOversold;
|
||||
CTrade trade;
|
||||
CPositionInfo positionInfo;
|
||||
bool emaCrossBuySignal;
|
||||
bool emaCrossSellSignal;
|
||||
int emaCrossSignalBar;
|
||||
datetime lastBarTime;
|
||||
datetime rsiReverseLastCloseTime;
|
||||
bool rsiReverseInCooldown;
|
||||
double lastBarRSI;
|
||||
double lastBarRSIReverse;
|
||||
double lastBarEMA;
|
||||
double lastBarClose;
|
||||
double lastBarEMAPrev;
|
||||
double lastBarClosePrev;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Strategy Instances |
|
||||
//+------------------------------------------------------------------+
|
||||
DarvasBoxData dbData;
|
||||
EMASlopeData esData;
|
||||
RSICrossOverData rcData;
|
||||
RSIMidPointData rmData;
|
||||
RSIScalpingData rsAPPLData;
|
||||
RSIScalpingData rsBTCUSDData;
|
||||
RSIScalpingData rsMSFTData;
|
||||
RSIScalpingData rsNVDAData;
|
||||
RSIScalpingData rsTSLAData;
|
||||
RSIScalpingData rsXAUUSDData;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - RSI Reversal Asian |
|
||||
//+------------------------------------------------------------------+
|
||||
RSIReversalAsianData rraEURUSDData;
|
||||
RSIReversalAsianData rraAUDUSDData;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
int initResult = INIT_SUCCEEDED;
|
||||
|
||||
// Initialize global lot size variables
|
||||
g_ES_LotSize = 0.03;
|
||||
g_RC_LotSize = 0.01;
|
||||
g_RM_LotSize = 0.02;
|
||||
|
||||
// Initialize strategies - log warnings but don't fail entire EA if symbol unavailable
|
||||
if(EnableDarvasBox)
|
||||
if(!InitDarvasBox(DB_Symbol))
|
||||
Print("Warning: DarvasBox strategy failed to initialize for symbol '", DB_Symbol, "'");
|
||||
|
||||
if(EnableEMASlopeDistance)
|
||||
if(!InitEMASlopeDistance(ES_Symbol))
|
||||
Print("Warning: EMASlopeDistance strategy failed to initialize for symbol '", ES_Symbol, "'");
|
||||
|
||||
if(EnableRSICrossOverReversal)
|
||||
if(!InitRSICrossOverReversal(RC_Symbol))
|
||||
Print("Warning: RSICrossOverReversal strategy failed to initialize for symbol '", RC_Symbol, "'");
|
||||
|
||||
if(EnableRSIMidPointHijack)
|
||||
if(!InitRSIMidPointHijack(RM_Symbol))
|
||||
Print("Warning: RSIMidPointHijack strategy failed to initialize for symbol '", RM_Symbol, "'");
|
||||
|
||||
// Initialize RSI Scalping strategies - don't fail entire EA if symbol unavailable
|
||||
if(EnableRSIScalpingAPPL)
|
||||
InitRSIScalping(rsAPPLData, RS_APPL_Symbol, RS_APPL_TimeFrame, RS_APPL_RSI_Period, RS_APPL_RSI_Applied_Price, RS_APPL_MagicNumber, RS_APPL_Slippage);
|
||||
|
||||
if(EnableRSIScalpingBTCUSD)
|
||||
InitRSIScalping(rsBTCUSDData, RS_BTCUSD_Symbol, RS_BTCUSD_TimeFrame, RS_BTCUSD_RSI_Period, RS_BTCUSD_RSI_Applied_Price, RS_BTCUSD_MagicNumber, RS_BTCUSD_Slippage);
|
||||
|
||||
if(EnableRSIScalpingMSFT)
|
||||
InitRSIScalping(rsMSFTData, RS_MSFT_Symbol, RS_MSFT_TimeFrame, RS_MSFT_RSI_Period, RS_MSFT_RSI_Applied_Price, RS_MSFT_MagicNumber, RS_MSFT_Slippage);
|
||||
|
||||
if(EnableRSIScalpingNVDA)
|
||||
InitRSIScalping(rsNVDAData, RS_NVDA_Symbol, RS_NVDA_TimeFrame, RS_NVDA_RSI_Period, RS_NVDA_RSI_Applied_Price, RS_NVDA_MagicNumber, RS_NVDA_Slippage);
|
||||
|
||||
if(EnableRSIScalpingTSLA)
|
||||
InitRSIScalping(rsTSLAData, RS_TSLA_Symbol, RS_TSLA_TimeFrame, RS_TSLA_RSI_Period, RS_TSLA_RSI_Applied_Price, RS_TSLA_MagicNumber, RS_TSLA_Slippage);
|
||||
|
||||
if(EnableRSIScalpingXAUUSD)
|
||||
InitRSIScalping(rsXAUUSDData, RS_XAUUSD_Symbol, RS_XAUUSD_TimeFrame, RS_XAUUSD_RSI_Period, RS_XAUUSD_RSI_Applied_Price, RS_XAUUSD_MagicNumber, RS_XAUUSD_Slippage);
|
||||
|
||||
// Initialize RSI Reversal Asian strategies
|
||||
if(EnableRSIReversalAsianEURUSD)
|
||||
if(!InitRSIReversalAsian(rraEURUSDData, RRA_EURUSD_Symbol, RRA_EURUSD_RSIPeriod, RRA_EURUSD_OverboughtLevel, RRA_EURUSD_OversoldLevel,
|
||||
RRA_EURUSD_TakeProfitPips, RRA_EURUSD_StopLossPips, RRA_EURUSD_MaxLotSize,
|
||||
RRA_EURUSD_MaxSpread, RRA_EURUSD_MaxDuration, RRA_EURUSD_UseStopLoss,
|
||||
RRA_EURUSD_UseTakeProfit, RRA_EURUSD_UseRSIExit, RRA_EURUSD_RSIExitLevel,
|
||||
RRA_EURUSD_CloseOutsideSession, RRA_EURUSD_TimeFrame, RRA_EURUSD_MagicNumber, RRA_EURUSD_Slippage))
|
||||
Print("Warning: RSIReversalAsianEURUSD strategy failed to initialize for symbol '", RRA_EURUSD_Symbol, "'");
|
||||
|
||||
if(EnableRSIReversalAsianAUDUSD)
|
||||
if(!InitRSIReversalAsian(rraAUDUSDData, RRA_AUDUSD_Symbol, RRA_AUDUSD_RSIPeriod, RRA_AUDUSD_OverboughtLevel, RRA_AUDUSD_OversoldLevel,
|
||||
RRA_AUDUSD_TakeProfitPips, RRA_AUDUSD_StopLossPips, RRA_AUDUSD_MaxLotSize,
|
||||
RRA_AUDUSD_MaxSpread, RRA_AUDUSD_MaxDuration, RRA_AUDUSD_UseStopLoss,
|
||||
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, "'");
|
||||
|
||||
Print("United EA initialized. Active strategies: ",
|
||||
(EnableDarvasBox ? "DarvasBox " : ""),
|
||||
(EnableEMASlopeDistance ? "EMASlope " : ""),
|
||||
(EnableRSICrossOverReversal ? "RSICrossOver " : ""),
|
||||
(EnableRSIMidPointHijack ? "RSIMidPoint " : ""),
|
||||
(EnableRSIScalpingAPPL ? "RSIScalpingAPPL " : ""),
|
||||
(EnableRSIScalpingBTCUSD ? "RSIScalpingBTCUSD " : ""),
|
||||
(EnableRSIScalpingMSFT ? "RSIScalpingMSFT " : ""),
|
||||
(EnableRSIScalpingNVDA ? "RSIScalpingNVDA " : ""),
|
||||
(EnableRSIScalpingTSLA ? "RSIScalpingTSLA " : ""),
|
||||
(EnableRSIScalpingXAUUSD ? "RSIScalpingXAUUSD " : ""),
|
||||
(EnableRSIReversalAsianEURUSD ? "RSIReversalAsianEURUSD " : ""),
|
||||
(EnableRSIReversalAsianAUDUSD ? "RSIReversalAsianAUDUSD " : ""));
|
||||
|
||||
return initResult;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert deinitialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
if(EnableDarvasBox)
|
||||
DeinitDarvasBox();
|
||||
|
||||
if(EnableEMASlopeDistance)
|
||||
DeinitEMASlopeDistance();
|
||||
|
||||
if(EnableRSICrossOverReversal)
|
||||
DeinitRSICrossOverReversal();
|
||||
|
||||
if(EnableRSIMidPointHijack)
|
||||
DeinitRSIMidPointHijack();
|
||||
|
||||
if(EnableRSIScalpingAPPL)
|
||||
DeinitRSIScalping(rsAPPLData);
|
||||
|
||||
if(EnableRSIScalpingBTCUSD)
|
||||
DeinitRSIScalping(rsBTCUSDData);
|
||||
|
||||
if(EnableRSIScalpingMSFT)
|
||||
DeinitRSIScalping(rsMSFTData);
|
||||
|
||||
if(EnableRSIScalpingNVDA)
|
||||
DeinitRSIScalping(rsNVDAData);
|
||||
|
||||
if(EnableRSIScalpingTSLA)
|
||||
DeinitRSIScalping(rsTSLAData);
|
||||
|
||||
if(EnableRSIScalpingXAUUSD)
|
||||
DeinitRSIScalping(rsXAUUSDData);
|
||||
|
||||
if(EnableRSIReversalAsianEURUSD)
|
||||
DeinitRSIReversalAsian(rraEURUSDData);
|
||||
|
||||
if(EnableRSIReversalAsianAUDUSD)
|
||||
DeinitRSIReversalAsian(rraAUDUSDData);
|
||||
|
||||
Print("United EA deinitialized. Reason: ", reason);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert tick function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTick()
|
||||
{
|
||||
if(EnableDarvasBox)
|
||||
ProcessDarvasBox(DB_Symbol);
|
||||
|
||||
if(EnableEMASlopeDistance)
|
||||
ProcessEMASlopeDistance(ES_Symbol);
|
||||
|
||||
if(EnableRSICrossOverReversal)
|
||||
ProcessRSICrossOverReversal(RC_Symbol);
|
||||
|
||||
if(EnableRSIMidPointHijack)
|
||||
ProcessRSIMidPointHijack(RM_Symbol);
|
||||
|
||||
if(EnableRSIScalpingAPPL)
|
||||
ProcessRSIScalping(rsAPPLData, RS_APPL_Symbol, RS_APPL_TimeFrame, RS_APPL_RSI_Period, RS_APPL_RSI_Applied_Price,
|
||||
RS_APPL_RSI_Overbought, RS_APPL_RSI_Oversold, RS_APPL_RSI_Target_Buy, RS_APPL_RSI_Target_Sell,
|
||||
RS_APPL_BarsToWait, RS_APPL_LotSize, RS_APPL_MagicNumber);
|
||||
|
||||
if(EnableRSIScalpingBTCUSD)
|
||||
ProcessRSIScalping(rsBTCUSDData, RS_BTCUSD_Symbol, RS_BTCUSD_TimeFrame, RS_BTCUSD_RSI_Period, RS_BTCUSD_RSI_Applied_Price,
|
||||
RS_BTCUSD_RSI_Overbought, RS_BTCUSD_RSI_Oversold, RS_BTCUSD_RSI_Target_Buy, RS_BTCUSD_RSI_Target_Sell,
|
||||
RS_BTCUSD_BarsToWait, RS_BTCUSD_LotSize, RS_BTCUSD_MagicNumber);
|
||||
|
||||
if(EnableRSIScalpingMSFT)
|
||||
ProcessRSIScalping(rsMSFTData, RS_MSFT_Symbol, RS_MSFT_TimeFrame, RS_MSFT_RSI_Period, RS_MSFT_RSI_Applied_Price,
|
||||
RS_MSFT_RSI_Overbought, RS_MSFT_RSI_Oversold, RS_MSFT_RSI_Target_Buy, RS_MSFT_RSI_Target_Sell,
|
||||
RS_MSFT_BarsToWait, RS_MSFT_LotSize, RS_MSFT_MagicNumber);
|
||||
|
||||
if(EnableRSIScalpingNVDA)
|
||||
ProcessRSIScalping(rsNVDAData, RS_NVDA_Symbol, RS_NVDA_TimeFrame, RS_NVDA_RSI_Period, RS_NVDA_RSI_Applied_Price,
|
||||
RS_NVDA_RSI_Overbought, RS_NVDA_RSI_Oversold, RS_NVDA_RSI_Target_Buy, RS_NVDA_RSI_Target_Sell,
|
||||
RS_NVDA_BarsToWait, RS_NVDA_LotSize, RS_NVDA_MagicNumber);
|
||||
|
||||
if(EnableRSIScalpingTSLA)
|
||||
ProcessRSIScalping(rsTSLAData, RS_TSLA_Symbol, RS_TSLA_TimeFrame, RS_TSLA_RSI_Period, RS_TSLA_RSI_Applied_Price,
|
||||
RS_TSLA_RSI_Overbought, RS_TSLA_RSI_Oversold, RS_TSLA_RSI_Target_Buy, RS_TSLA_RSI_Target_Sell,
|
||||
RS_TSLA_BarsToWait, RS_TSLA_LotSize, RS_TSLA_MagicNumber);
|
||||
|
||||
if(EnableRSIScalpingXAUUSD)
|
||||
ProcessRSIScalping(rsXAUUSDData, RS_XAUUSD_Symbol, RS_XAUUSD_TimeFrame, RS_XAUUSD_RSI_Period, RS_XAUUSD_RSI_Applied_Price,
|
||||
RS_XAUUSD_RSI_Overbought, RS_XAUUSD_RSI_Oversold, RS_XAUUSD_RSI_Target_Buy, RS_XAUUSD_RSI_Target_Sell,
|
||||
RS_XAUUSD_BarsToWait, RS_XAUUSD_LotSize, RS_XAUUSD_MagicNumber);
|
||||
|
||||
if(EnableRSIReversalAsianEURUSD)
|
||||
ProcessRSIReversalAsian(rraEURUSDData, RRA_EURUSD_MaxLotSize);
|
||||
|
||||
if(EnableRSIReversalAsianAUDUSD)
|
||||
ProcessRSIReversalAsian(rraAUDUSDData, RRA_AUDUSD_MaxLotSize);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
Binary file not shown.
|
After Width: | Height: | Size: 29 KiB |
@@ -0,0 +1,683 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| UnitedEA.mq5 |
|
||||
//| Copyright 2025, MetaQuotes Ltd. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, MetaQuotes Ltd."
|
||||
#property link "https://www.mql5.com"
|
||||
#property version "1.00"
|
||||
#property strict
|
||||
|
||||
#include <Trade\Trade.mqh>
|
||||
#include <Trade\PositionInfo.mqh>
|
||||
#include <Indicators\Trend.mqh>
|
||||
#include <Indicators\Volumes.mqh>
|
||||
#include "MagicNumberHelpers.mqh"
|
||||
#include "PerformanceEvaluator.mqh"
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy Enable/Disable Switches |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== Strategy Enable/Disable ==="
|
||||
input bool EnableDarvasBox = true;
|
||||
input bool EnableEMASlopeDistance = true;
|
||||
input bool EnableRSICrossOverReversal = true;
|
||||
input bool EnableRSIMidPointHijack = true;
|
||||
input bool EnableRSIScalpingAPPL = true;
|
||||
input bool EnableRSIScalpingBTCUSD = true;
|
||||
input bool EnableRSIScalpingMSFT = true;
|
||||
input bool EnableRSIScalpingNVDA = true;
|
||||
input bool EnableRSIScalpingTSLA = true;
|
||||
input bool EnableRSIScalpingXAUUSD = true;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 1: DarvasBoxXAUUSD |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== DarvasBox Strategy ==="
|
||||
input string DB_Symbol = "XAUUSD";
|
||||
input int DB_BoxPeriod = 165;
|
||||
input double DB_BoxDeviation = 30000; // Increased to allow larger ranges (was 25140)
|
||||
input int DB_VolumeThreshold = 0; // Set to 0 to disable volume threshold check. Volume data from indicator used instead.
|
||||
input double DB_StopLoss = 1665;
|
||||
input double DB_TakeProfit = 3685;
|
||||
input bool DB_EnableLogging = false;
|
||||
input color DB_BoxColor = clrBlue;
|
||||
input int DB_BoxWidth = 1;
|
||||
input ENUM_TIMEFRAMES DB_TrendTimeframe = PERIOD_H2;
|
||||
input int DB_MA_Period = 125;
|
||||
input ENUM_MA_METHOD DB_MA_Method = MODE_EMA;
|
||||
input ENUM_APPLIED_PRICE DB_MA_Price = PRICE_WEIGHTED;
|
||||
input double DB_TrendThreshold = 4.94;
|
||||
input int DB_VolumeMA_Period = 110;
|
||||
input double DB_VolumeThresholdMultiplier = 1.5;
|
||||
input int DB_MagicNumber = 135790;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 2: EMASlopeDistanceCocktailXAUUSD |
|
||||
//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== EMA Slope Distance Strategy ==="
|
||||
input string ES_Symbol = "XAUUSD";
|
||||
input int ES_EMA_Periode = 46;
|
||||
input double ES_PreisSchwelle = 600.0;
|
||||
input double ES_SteigungSchwelle = 80.0;
|
||||
input int ES_ÜberwachungTimeout = 800;
|
||||
input double ES_TrailingStop = 250.0;
|
||||
input double ES_LotGröße = 0.03;
|
||||
input int ES_MagicNumber = 12350;
|
||||
input bool ES_UseSpreadAdjustment = true;
|
||||
input ENUM_TIMEFRAMES ES_Timeframe = PERIOD_H1;
|
||||
input bool ES_UseBarData = true;
|
||||
input int ES_MaxTradesPerCrossover = 9;
|
||||
input int ES_ProfitCheckBars = 18;
|
||||
input bool ES_CloseUnprofitableTrades = true;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 3: RSICrossOverReversalXAUUSD |
|
||||
//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI CrossOver Reversal Strategy ==="
|
||||
input string RC_Symbol = "XAUUSD";
|
||||
input int RC_MagicNumber = 7;
|
||||
input int RC_rsiPeriod = 19;
|
||||
input int RC_overboughtLevel = 93;
|
||||
input int RC_oversoldLevel = 22;
|
||||
input double RC_entryRSIBuySpread = 0;
|
||||
input double RC_entryRSISellSpread = 0;
|
||||
input double RC_lotSize = 0.01;
|
||||
input int RC_slippage = 3;
|
||||
input int RC_cooldownSeconds = 209;
|
||||
input ENUM_TIMEFRAMES RC_TimeFrame1 = PERIOD_M1;
|
||||
input ENUM_TIMEFRAMES RC_TimeFrame2 = PERIOD_M1;
|
||||
input ENUM_TIMEFRAMES RC_BarTimeFrame = PERIOD_M12;
|
||||
input int RC_emaPeriod = 140;
|
||||
input double RC_emaSlopeThreshold = 105;
|
||||
input double RC_exitBuyRSI = 86;
|
||||
input double RC_exitSellRSI = 10;
|
||||
input double RC_TrailingStop = 295;
|
||||
input double RC_emaDistanceThreshold = 165;
|
||||
input int RC_tradingHourOneBegin = 24;
|
||||
input int RC_tradingHourOneEnd = 22;
|
||||
input int RC_tradingHourTwoBegin = 6;
|
||||
input int RC_tradingHourTwoEnd = 19;
|
||||
input bool RC_Sunday = false;
|
||||
input bool RC_Monday = false;
|
||||
input bool RC_Tuesday = true;
|
||||
input bool RC_Wednesday = true;
|
||||
input bool RC_Thursday = true;
|
||||
input bool RC_Friday = false;
|
||||
input bool RC_Saturday = false;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 4: RSIMidPointHijackXAUUSD |
|
||||
//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI MidPoint Hijack Strategy ==="
|
||||
input string RM_Symbol = "XAUUSD";
|
||||
input ENUM_TIMEFRAMES RM_InpTimeframe = PERIOD_H1;
|
||||
input double RM_InpLotSize = 0.02;
|
||||
input int RM_InpMagicNumberRSIFollow = 1001;
|
||||
input int RM_InpMagicNumberRSIReverse = 1002;
|
||||
input int RM_InpMagicNumberEMACross = 1003;
|
||||
input bool RM_InpEnableRSIFollow = true;
|
||||
input bool RM_InpEnableRSIReverse = true;
|
||||
input bool RM_InpEnableEMACross = true;
|
||||
input bool RM_InpEnableStrategyLock = false;
|
||||
input double RM_InpLockProfitThreshold = 0.0;
|
||||
input bool RM_InpCloseOppositeTrades = false;
|
||||
input int RM_InpRSIPeriod = 32;
|
||||
input int RM_InpRSIOverbought = 78;
|
||||
input int RM_InpRSIOversold = 46;
|
||||
input int RM_InpRSIExitLevel = 44;
|
||||
input int RM_InpRSIFollowStartHour = 23;
|
||||
input int RM_InpRSIFollowEndHour = 8;
|
||||
input bool RM_InpRSIFollowCloseOutsideHours = false;
|
||||
input int RM_InpRSIReversePeriod = 59;
|
||||
input int RM_InpRSIReverseOverbought = 51;
|
||||
input int RM_InpRSIReverseOversold = 49;
|
||||
input int RM_InpRSIReverseCrossLevel = 53;
|
||||
input int RM_InpRSIReverseExitLevel = 48;
|
||||
input int RM_InpRSIReverseStartHour = 7;
|
||||
input int RM_InpRSIReverseEndHour = 13;
|
||||
input bool RM_InpRSIReverseCloseOutsideHours = false;
|
||||
input int RM_InpRSIReverseCooldownBars = 15;
|
||||
input bool RM_InpRSIReverseCooldownOnLoss = true;
|
||||
input int RM_InpEMAPeriod = 120;
|
||||
input int RM_InpEMACrossStartHour = 8;
|
||||
input int RM_InpEMACrossEndHour = 14;
|
||||
input bool RM_InpEMACrossCloseOutsideHours = true;
|
||||
input bool RM_InpUseEMADistanceEntry = true;
|
||||
input double RM_InpEMADistancePips = 160.0;
|
||||
input int RM_InpEMADistancePeriod = 26;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Strategy 5-10: RSI Scalping Strategies |
|
||||
//| Each RSI Scalping strategy trades on its own symbol: |
|
||||
//| - APPL: Apple stock (AAPL) |
|
||||
//| - BTCUSD: Bitcoin/USD |
|
||||
//| - MSFT: Microsoft stock |
|
||||
//| - NVDA: NVIDIA stock |
|
||||
//| - TSLA: Tesla stock |
|
||||
//| - XAUUSD: Gold/USD |
|
||||
//| |
|
||||
//| PEPPERSTONE US SYMBOL FORMATS: |
|
||||
//| - Stocks may use: "AAPL.US", "NASDAQ:AAPL", or just "AAPL" |
|
||||
//| - To find correct symbols: |
|
||||
//| 1. Open Market Watch (Ctrl+M) |
|
||||
//| 2. Right-click > Show All |
|
||||
//| 3. Search for the stock name |
|
||||
//| 4. Use the exact symbol name shown |
|
||||
//+------------------------------------------------------------------+
|
||||
input group "=== RSI Scalping APPL (AAPL) - Pepperstone US ==="
|
||||
input string RS_APPL_Symbol = "AAPL.US"; // Try: "AAPL.US", "NASDAQ:AAPL", or "AAPL"
|
||||
input ENUM_TIMEFRAMES RS_APPL_TimeFrame = PERIOD_M10;
|
||||
input int RS_APPL_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_APPL_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_APPL_RSI_Overbought = 80;
|
||||
input double RS_APPL_RSI_Oversold = 78;
|
||||
input double RS_APPL_RSI_Target_Buy = 94;
|
||||
input double RS_APPL_RSI_Target_Sell = 44;
|
||||
input int RS_APPL_BarsToWait = 7;
|
||||
input double RS_APPL_LotSize = 25;
|
||||
input int RS_APPL_MagicNumber = 20001;
|
||||
input int RS_APPL_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping BTCUSD ==="
|
||||
input string RS_BTCUSD_Symbol = "BTCUSD"; // Pepperstone may use: "BTCUSD", "BTC/USD", or "BTCUSD.c"
|
||||
input ENUM_TIMEFRAMES RS_BTCUSD_TimeFrame = PERIOD_H1;
|
||||
input int RS_BTCUSD_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_BTCUSD_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_BTCUSD_RSI_Overbought = 90;
|
||||
input double RS_BTCUSD_RSI_Oversold = 73;
|
||||
input double RS_BTCUSD_RSI_Target_Buy = 88;
|
||||
input double RS_BTCUSD_RSI_Target_Sell = 48;
|
||||
input int RS_BTCUSD_BarsToWait = 6;
|
||||
input double RS_BTCUSD_LotSize = 0.1;
|
||||
input int RS_BTCUSD_MagicNumber = 123459123;
|
||||
input int RS_BTCUSD_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping MSFT - Pepperstone US ==="
|
||||
input string RS_MSFT_Symbol = "MSFT.US"; // Try: "MSFT.US", "NASDAQ:MSFT", or "MSFT"
|
||||
input ENUM_TIMEFRAMES RS_MSFT_TimeFrame = PERIOD_H3;
|
||||
input int RS_MSFT_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_MSFT_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_MSFT_RSI_Overbought = 19;
|
||||
input double RS_MSFT_RSI_Oversold = 50;
|
||||
input double RS_MSFT_RSI_Target_Buy = 71;
|
||||
input double RS_MSFT_RSI_Target_Sell = 70;
|
||||
input int RS_MSFT_BarsToWait = 1;
|
||||
input double RS_MSFT_LotSize = 50;
|
||||
input int RS_MSFT_MagicNumber = 20002;
|
||||
input int RS_MSFT_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping NVDA - Pepperstone US ==="
|
||||
input string RS_NVDA_Symbol = "NVDA.US"; // Try: "NVDA.US", "NASDAQ:NVDA", or "NVDA"
|
||||
input ENUM_TIMEFRAMES RS_NVDA_TimeFrame = PERIOD_M15;
|
||||
input int RS_NVDA_RSI_Period = 8;
|
||||
input ENUM_APPLIED_PRICE RS_NVDA_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_NVDA_RSI_Overbought = 36;
|
||||
input double RS_NVDA_RSI_Oversold = 38;
|
||||
input double RS_NVDA_RSI_Target_Buy = 90;
|
||||
input double RS_NVDA_RSI_Target_Sell = 70;
|
||||
input int RS_NVDA_BarsToWait = 5;
|
||||
input double RS_NVDA_LotSize = 50;
|
||||
input int RS_NVDA_MagicNumber = 20003;
|
||||
input int RS_NVDA_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping TSLA - Pepperstone US ==="
|
||||
input string RS_TSLA_Symbol = "TSLA.US"; // Try: "TSLA.US", "NASDAQ:TSLA", or "TSLA"
|
||||
input ENUM_TIMEFRAMES RS_TSLA_TimeFrame = PERIOD_H1;
|
||||
input int RS_TSLA_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_TSLA_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_TSLA_RSI_Overbought = 54;
|
||||
input double RS_TSLA_RSI_Oversold = 73;
|
||||
input double RS_TSLA_RSI_Target_Buy = 87;
|
||||
input double RS_TSLA_RSI_Target_Sell = 33;
|
||||
input int RS_TSLA_BarsToWait = 1;
|
||||
input double RS_TSLA_LotSize = 50;
|
||||
input int RS_TSLA_MagicNumber = 125421321;
|
||||
input int RS_TSLA_Slippage = 3;
|
||||
|
||||
input group "=== RSI Scalping XAUUSD ==="
|
||||
input string RS_XAUUSD_Symbol = "XAUUSD";
|
||||
input ENUM_TIMEFRAMES RS_XAUUSD_TimeFrame = PERIOD_H1;
|
||||
input int RS_XAUUSD_RSI_Period = 14;
|
||||
input ENUM_APPLIED_PRICE RS_XAUUSD_RSI_Applied_Price = PRICE_CLOSE;
|
||||
input double RS_XAUUSD_RSI_Overbought = 71;
|
||||
input double RS_XAUUSD_RSI_Oversold = 57;
|
||||
input double RS_XAUUSD_RSI_Target_Buy = 80;
|
||||
input double RS_XAUUSD_RSI_Target_Sell = 57;
|
||||
input int RS_XAUUSD_BarsToWait = 4;
|
||||
input double RS_XAUUSD_LotSize = 0.1;
|
||||
input int RS_XAUUSD_MagicNumber = 129102315;
|
||||
input int RS_XAUUSD_Slippage = 3;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - DarvasBox |
|
||||
//+------------------------------------------------------------------+
|
||||
struct DarvasBoxData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
double boxHigh;
|
||||
double boxLow;
|
||||
bool boxFormed;
|
||||
datetime lastBoxTime;
|
||||
string boxName;
|
||||
double minStopLevel;
|
||||
double point;
|
||||
CTrade trade;
|
||||
int maHandle;
|
||||
int volumeHandle;
|
||||
datetime lastBarTime;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - EMA Slope Distance |
|
||||
//+------------------------------------------------------------------+
|
||||
struct EMASlopeData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int ema_handle;
|
||||
double ema_array[];
|
||||
datetime letzte_überwachung_zeit;
|
||||
bool überwachung_aktiv;
|
||||
bool preis_trigger_aktiv;
|
||||
bool steigung_trigger_aktiv;
|
||||
int ticket;
|
||||
CTrade trade;
|
||||
int trades_in_current_crossover;
|
||||
bool crossover_detected;
|
||||
datetime trade_open_time;
|
||||
datetime last_bar_time;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - RSI CrossOver Reversal |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSICrossOverData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int rsiHandle;
|
||||
int emaHandle;
|
||||
double previousRSIDef;
|
||||
CTrade trade;
|
||||
datetime lastTradeTime;
|
||||
datetime bartime;
|
||||
bool WeekDays[7];
|
||||
datetime lastBarTime;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - RSI MidPoint Hijack |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSIMidPointData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
int rsiHandle;
|
||||
int rsiReverseHandle;
|
||||
int emaHandle;
|
||||
bool rsiOverbought;
|
||||
bool rsiOversold;
|
||||
bool rsiReverseOverbought;
|
||||
bool rsiReverseOversold;
|
||||
CTrade trade;
|
||||
CPositionInfo positionInfo;
|
||||
bool emaCrossBuySignal;
|
||||
bool emaCrossSellSignal;
|
||||
int emaCrossSignalBar;
|
||||
datetime lastBarTime;
|
||||
datetime rsiReverseLastCloseTime;
|
||||
bool rsiReverseInCooldown;
|
||||
double lastBarRSI;
|
||||
double lastBarRSIReverse;
|
||||
double lastBarEMA;
|
||||
double lastBarClose;
|
||||
double lastBarEMAPrev;
|
||||
double lastBarClosePrev;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables - RSI Scalping |
|
||||
//+------------------------------------------------------------------+
|
||||
struct RSIScalpingData {
|
||||
string symbol;
|
||||
bool isInitialized;
|
||||
CTrade trade;
|
||||
int rsi_handle;
|
||||
double rsi_buffer[];
|
||||
double rsi_prev;
|
||||
double rsi_current;
|
||||
double rsi_two_bars_ago;
|
||||
bool position_open;
|
||||
ulong position_ticket;
|
||||
ENUM_POSITION_TYPE current_position_type;
|
||||
datetime last_bar_time;
|
||||
bool rsi_against_position;
|
||||
int bars_against_count;
|
||||
};
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Strategy Instances |
|
||||
//+------------------------------------------------------------------+
|
||||
DarvasBoxData dbData;
|
||||
EMASlopeData esData;
|
||||
RSICrossOverData rcData;
|
||||
RSIMidPointData rmData;
|
||||
RSIScalpingData rsAPPLData;
|
||||
RSIScalpingData rsBTCUSDData;
|
||||
RSIScalpingData rsMSFTData;
|
||||
RSIScalpingData rsNVDAData;
|
||||
RSIScalpingData rsTSLAData;
|
||||
RSIScalpingData rsXAUUSDData;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Global Variables for Dynamic Lot Sizes |
|
||||
//+------------------------------------------------------------------+
|
||||
// All strategies start with minimum lot size for safety (will be adjusted by performance evaluator)
|
||||
double g_DB_LotSize = 0.01; // DarvasBox uses fixed lot size
|
||||
double g_ES_LotSize = 0.01; // EMA Slope Distance - start with minimum
|
||||
double g_RC_LotSize = 0.01; // RSI CrossOver Reversal - start with minimum
|
||||
double g_RM_LotSize = 0.01; // RSI MidPoint Hijack - start with minimum
|
||||
double g_RS_APPL_LotSize = 5.0; // Stock - start with stock minimum (5.0)
|
||||
double g_RS_BTCUSD_LotSize = 0.01; // Crypto - start with forex minimum (0.01)
|
||||
double g_RS_MSFT_LotSize = 5.0; // Stock - start with stock minimum (5.0)
|
||||
double g_RS_NVDA_LotSize = 5.0; // Stock - start with stock minimum (5.0)
|
||||
double g_RS_TSLA_LotSize = 5.0; // Stock - start with stock minimum (5.0)
|
||||
double g_RS_XAUUSD_LotSize = 0.01; // Forex - start with forex minimum (0.01)
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
int initResult = INIT_SUCCEEDED;
|
||||
|
||||
// Initialize Performance Evaluator
|
||||
InitPerformanceTracking();
|
||||
|
||||
// Initialize strategies - log warnings but don't fail entire EA if symbol unavailable
|
||||
if(EnableDarvasBox)
|
||||
{
|
||||
if(!InitDarvasBox(DB_Symbol))
|
||||
Print("Warning: DarvasBox strategy failed to initialize for symbol '", DB_Symbol, "'");
|
||||
else
|
||||
RegisterStrategy("DarvasBox", DB_MagicNumber, 0.01, DB_Symbol); // Fixed lot size
|
||||
}
|
||||
|
||||
if(EnableEMASlopeDistance)
|
||||
{
|
||||
if(!InitEMASlopeDistance(ES_Symbol))
|
||||
Print("Warning: EMASlopeDistance strategy failed to initialize for symbol '", ES_Symbol, "'");
|
||||
else
|
||||
{
|
||||
RegisterStrategy("EMASlopeDistance", ES_MagicNumber, ES_LotGröße, ES_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(ES_Symbol);
|
||||
g_ES_LotSize = minLot;
|
||||
}
|
||||
}
|
||||
|
||||
if(EnableRSICrossOverReversal)
|
||||
{
|
||||
if(!InitRSICrossOverReversal(RC_Symbol))
|
||||
Print("Warning: RSICrossOverReversal strategy failed to initialize for symbol '", RC_Symbol, "'");
|
||||
else
|
||||
{
|
||||
RegisterStrategy("RSICrossOverReversal", RC_MagicNumber, RC_lotSize, RC_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RC_Symbol);
|
||||
g_RC_LotSize = minLot;
|
||||
}
|
||||
}
|
||||
|
||||
if(EnableRSIMidPointHijack)
|
||||
{
|
||||
if(!InitRSIMidPointHijack(RM_Symbol))
|
||||
Print("Warning: RSIMidPointHijack strategy failed to initialize for symbol '", RM_Symbol, "'");
|
||||
else
|
||||
{
|
||||
RegisterStrategy("RSIMidPointHijack", RM_InpMagicNumberRSIFollow, RM_InpLotSize, RM_Symbol);
|
||||
RegisterStrategy("RSIMidPointHijack_Reverse", RM_InpMagicNumberRSIReverse, RM_InpLotSize, RM_Symbol);
|
||||
RegisterStrategy("RSIMidPointHijack_EMACross", RM_InpMagicNumberEMACross, RM_InpLotSize, RM_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RM_Symbol);
|
||||
g_RM_LotSize = minLot;
|
||||
}
|
||||
}
|
||||
|
||||
// Initialize RSI Scalping strategies - don't fail entire EA if symbol unavailable
|
||||
if(EnableRSIScalpingAPPL)
|
||||
{
|
||||
InitRSIScalping(rsAPPLData, RS_APPL_Symbol, RS_APPL_TimeFrame, RS_APPL_RSI_Period, RS_APPL_RSI_Applied_Price, RS_APPL_MagicNumber, RS_APPL_Slippage);
|
||||
RegisterStrategy("RSIScalpingAPPL", RS_APPL_MagicNumber, RS_APPL_LotSize, RS_APPL_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RS_APPL_Symbol);
|
||||
g_RS_APPL_LotSize = minLot;
|
||||
}
|
||||
|
||||
if(EnableRSIScalpingBTCUSD)
|
||||
{
|
||||
InitRSIScalping(rsBTCUSDData, RS_BTCUSD_Symbol, RS_BTCUSD_TimeFrame, RS_BTCUSD_RSI_Period, RS_BTCUSD_RSI_Applied_Price, RS_BTCUSD_MagicNumber, RS_BTCUSD_Slippage);
|
||||
RegisterStrategy("RSIScalpingBTCUSD", RS_BTCUSD_MagicNumber, RS_BTCUSD_LotSize, RS_BTCUSD_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RS_BTCUSD_Symbol);
|
||||
g_RS_BTCUSD_LotSize = minLot;
|
||||
}
|
||||
|
||||
if(EnableRSIScalpingMSFT)
|
||||
{
|
||||
InitRSIScalping(rsMSFTData, RS_MSFT_Symbol, RS_MSFT_TimeFrame, RS_MSFT_RSI_Period, RS_MSFT_RSI_Applied_Price, RS_MSFT_MagicNumber, RS_MSFT_Slippage);
|
||||
RegisterStrategy("RSIScalpingMSFT", RS_MSFT_MagicNumber, RS_MSFT_LotSize, RS_MSFT_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RS_MSFT_Symbol);
|
||||
g_RS_MSFT_LotSize = minLot;
|
||||
}
|
||||
|
||||
if(EnableRSIScalpingNVDA)
|
||||
{
|
||||
InitRSIScalping(rsNVDAData, RS_NVDA_Symbol, RS_NVDA_TimeFrame, RS_NVDA_RSI_Period, RS_NVDA_RSI_Applied_Price, RS_NVDA_MagicNumber, RS_NVDA_Slippage);
|
||||
RegisterStrategy("RSIScalpingNVDA", RS_NVDA_MagicNumber, RS_NVDA_LotSize, RS_NVDA_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RS_NVDA_Symbol);
|
||||
g_RS_NVDA_LotSize = minLot;
|
||||
}
|
||||
|
||||
if(EnableRSIScalpingTSLA)
|
||||
{
|
||||
InitRSIScalping(rsTSLAData, RS_TSLA_Symbol, RS_TSLA_TimeFrame, RS_TSLA_RSI_Period, RS_TSLA_RSI_Applied_Price, RS_TSLA_MagicNumber, RS_TSLA_Slippage);
|
||||
RegisterStrategy("RSIScalpingTSLA", RS_TSLA_MagicNumber, RS_TSLA_LotSize, RS_TSLA_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RS_TSLA_Symbol);
|
||||
g_RS_TSLA_LotSize = minLot;
|
||||
}
|
||||
|
||||
if(EnableRSIScalpingXAUUSD)
|
||||
{
|
||||
InitRSIScalping(rsXAUUSDData, RS_XAUUSD_Symbol, RS_XAUUSD_TimeFrame, RS_XAUUSD_RSI_Period, RS_XAUUSD_RSI_Applied_Price, RS_XAUUSD_MagicNumber, RS_XAUUSD_Slippage);
|
||||
RegisterStrategy("RSIScalpingXAUUSD", RS_XAUUSD_MagicNumber, RS_XAUUSD_LotSize, RS_XAUUSD_Symbol);
|
||||
// Start with minimum lot size (will be adjusted by performance evaluator)
|
||||
double minLot = GetMinLotSizeForSymbol(RS_XAUUSD_Symbol);
|
||||
g_RS_XAUUSD_LotSize = minLot;
|
||||
}
|
||||
|
||||
// Load adjusted lot sizes from performance evaluator
|
||||
if(PE_EnableAutoAdjustment)
|
||||
{
|
||||
double adjustedLot;
|
||||
adjustedLot = GetStrategyLotSize("EMASlopeDistance", ES_MagicNumber);
|
||||
if(adjustedLot > 0) g_ES_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSICrossOverReversal", RC_MagicNumber);
|
||||
if(adjustedLot > 0) g_RC_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIMidPointHijack", RM_InpMagicNumberRSIFollow);
|
||||
if(adjustedLot > 0) g_RM_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingAPPL", RS_APPL_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_APPL_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingBTCUSD", RS_BTCUSD_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_BTCUSD_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingMSFT", RS_MSFT_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_MSFT_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingNVDA", RS_NVDA_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_NVDA_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingTSLA", RS_TSLA_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_TSLA_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingXAUUSD", RS_XAUUSD_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_XAUUSD_LotSize = adjustedLot;
|
||||
}
|
||||
|
||||
Print("United EA initialized. Active strategies: ",
|
||||
(EnableDarvasBox ? "DarvasBox " : ""),
|
||||
(EnableEMASlopeDistance ? "EMASlope " : ""),
|
||||
(EnableRSICrossOverReversal ? "RSICrossOver " : ""),
|
||||
(EnableRSIMidPointHijack ? "RSIMidPoint " : ""),
|
||||
(EnableRSIScalpingAPPL ? "RSIScalpingAPPL " : ""),
|
||||
(EnableRSIScalpingBTCUSD ? "RSIScalpingBTCUSD " : ""),
|
||||
(EnableRSIScalpingMSFT ? "RSIScalpingMSFT " : ""),
|
||||
(EnableRSIScalpingNVDA ? "RSIScalpingNVDA " : ""),
|
||||
(EnableRSIScalpingTSLA ? "RSIScalpingTSLA " : ""),
|
||||
(EnableRSIScalpingXAUUSD ? "RSIScalpingXAUUSD " : ""));
|
||||
|
||||
if(PE_EnableLogging)
|
||||
Print(GetPerformanceSummary());
|
||||
|
||||
return initResult;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert deinitialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
if(EnableDarvasBox)
|
||||
DeinitDarvasBox();
|
||||
|
||||
if(EnableEMASlopeDistance)
|
||||
DeinitEMASlopeDistance();
|
||||
|
||||
if(EnableRSICrossOverReversal)
|
||||
DeinitRSICrossOverReversal();
|
||||
|
||||
if(EnableRSIMidPointHijack)
|
||||
DeinitRSIMidPointHijack();
|
||||
|
||||
if(EnableRSIScalpingAPPL)
|
||||
DeinitRSIScalping(rsAPPLData);
|
||||
|
||||
if(EnableRSIScalpingBTCUSD)
|
||||
DeinitRSIScalping(rsBTCUSDData);
|
||||
|
||||
if(EnableRSIScalpingMSFT)
|
||||
DeinitRSIScalping(rsMSFTData);
|
||||
|
||||
if(EnableRSIScalpingNVDA)
|
||||
DeinitRSIScalping(rsNVDAData);
|
||||
|
||||
if(EnableRSIScalpingTSLA)
|
||||
DeinitRSIScalping(rsTSLAData);
|
||||
|
||||
if(EnableRSIScalpingXAUUSD)
|
||||
DeinitRSIScalping(rsXAUUSDData);
|
||||
|
||||
Print("United EA deinitialized. Reason: ", reason);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert tick function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTick()
|
||||
{
|
||||
// Process performance evaluation (checks for quarter end and adjusts lot sizes)
|
||||
ProcessPerformanceEvaluation();
|
||||
|
||||
// Update lot sizes from performance evaluator if auto-adjustment is enabled
|
||||
if(PE_EnableAutoAdjustment)
|
||||
{
|
||||
double adjustedLot;
|
||||
adjustedLot = GetStrategyLotSize("EMASlopeDistance", ES_MagicNumber);
|
||||
if(adjustedLot > 0) g_ES_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSICrossOverReversal", RC_MagicNumber);
|
||||
if(adjustedLot > 0) g_RC_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIMidPointHijack", RM_InpMagicNumberRSIFollow);
|
||||
if(adjustedLot > 0) g_RM_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingAPPL", RS_APPL_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_APPL_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingBTCUSD", RS_BTCUSD_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_BTCUSD_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingMSFT", RS_MSFT_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_MSFT_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingNVDA", RS_NVDA_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_NVDA_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingTSLA", RS_TSLA_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_TSLA_LotSize = adjustedLot;
|
||||
|
||||
adjustedLot = GetStrategyLotSize("RSIScalpingXAUUSD", RS_XAUUSD_MagicNumber);
|
||||
if(adjustedLot > 0) g_RS_XAUUSD_LotSize = adjustedLot;
|
||||
}
|
||||
|
||||
if(EnableDarvasBox)
|
||||
ProcessDarvasBox(DB_Symbol);
|
||||
|
||||
if(EnableEMASlopeDistance)
|
||||
ProcessEMASlopeDistance(ES_Symbol);
|
||||
|
||||
if(EnableRSICrossOverReversal)
|
||||
ProcessRSICrossOverReversal(RC_Symbol);
|
||||
|
||||
if(EnableRSIMidPointHijack)
|
||||
ProcessRSIMidPointHijack(RM_Symbol);
|
||||
|
||||
if(EnableRSIScalpingAPPL)
|
||||
ProcessRSIScalping(rsAPPLData, RS_APPL_Symbol, RS_APPL_TimeFrame, RS_APPL_RSI_Period, RS_APPL_RSI_Applied_Price,
|
||||
RS_APPL_RSI_Overbought, RS_APPL_RSI_Oversold, RS_APPL_RSI_Target_Buy, RS_APPL_RSI_Target_Sell,
|
||||
RS_APPL_BarsToWait, g_RS_APPL_LotSize, RS_APPL_MagicNumber);
|
||||
|
||||
if(EnableRSIScalpingBTCUSD)
|
||||
ProcessRSIScalping(rsBTCUSDData, RS_BTCUSD_Symbol, RS_BTCUSD_TimeFrame, RS_BTCUSD_RSI_Period, RS_BTCUSD_RSI_Applied_Price,
|
||||
RS_BTCUSD_RSI_Overbought, RS_BTCUSD_RSI_Oversold, RS_BTCUSD_RSI_Target_Buy, RS_BTCUSD_RSI_Target_Sell,
|
||||
RS_BTCUSD_BarsToWait, g_RS_BTCUSD_LotSize, RS_BTCUSD_MagicNumber);
|
||||
|
||||
if(EnableRSIScalpingMSFT)
|
||||
ProcessRSIScalping(rsMSFTData, RS_MSFT_Symbol, RS_MSFT_TimeFrame, RS_MSFT_RSI_Period, RS_MSFT_RSI_Applied_Price,
|
||||
RS_MSFT_RSI_Overbought, RS_MSFT_RSI_Oversold, RS_MSFT_RSI_Target_Buy, RS_MSFT_RSI_Target_Sell,
|
||||
RS_MSFT_BarsToWait, g_RS_MSFT_LotSize, RS_MSFT_MagicNumber);
|
||||
|
||||
if(EnableRSIScalpingNVDA)
|
||||
ProcessRSIScalping(rsNVDAData, RS_NVDA_Symbol, RS_NVDA_TimeFrame, RS_NVDA_RSI_Period, RS_NVDA_RSI_Applied_Price,
|
||||
RS_NVDA_RSI_Overbought, RS_NVDA_RSI_Oversold, RS_NVDA_RSI_Target_Buy, RS_NVDA_RSI_Target_Sell,
|
||||
RS_NVDA_BarsToWait, g_RS_NVDA_LotSize, RS_NVDA_MagicNumber);
|
||||
|
||||
if(EnableRSIScalpingTSLA)
|
||||
ProcessRSIScalping(rsTSLAData, RS_TSLA_Symbol, RS_TSLA_TimeFrame, RS_TSLA_RSI_Period, RS_TSLA_RSI_Applied_Price,
|
||||
RS_TSLA_RSI_Overbought, RS_TSLA_RSI_Oversold, RS_TSLA_RSI_Target_Buy, RS_TSLA_RSI_Target_Sell,
|
||||
RS_TSLA_BarsToWait, g_RS_TSLA_LotSize, RS_TSLA_MagicNumber);
|
||||
|
||||
if(EnableRSIScalpingXAUUSD)
|
||||
ProcessRSIScalping(rsXAUUSDData, RS_XAUUSD_Symbol, RS_XAUUSD_TimeFrame, RS_XAUUSD_RSI_Period, RS_XAUUSD_RSI_Applied_Price,
|
||||
RS_XAUUSD_RSI_Overbought, RS_XAUUSD_RSI_Oversold, RS_XAUUSD_RSI_Target_Buy, RS_XAUUSD_RSI_Target_Sell,
|
||||
RS_XAUUSD_BarsToWait, g_RS_XAUUSD_LotSize, RS_XAUUSD_MagicNumber);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Include strategy implementations |
|
||||
//+------------------------------------------------------------------+
|
||||
#include "Strategies/DarvasBoxStrategy.mqh"
|
||||
#include "Strategies/EMASlopeDistanceStrategy.mqh"
|
||||
#include "Strategies/RSICrossOverReversalStrategy.mqh"
|
||||
#include "Strategies/RSIMidPointHijackStrategy.mqh"
|
||||
#include "Strategies/RSIScalpingStrategy.mqh"
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user