@@ -27,13 +27,13 @@ input double InpLockProfitThreshold = 0.0; // Lock Profit Threshold (pips)
|
||||
input bool InpCloseOppositeTrades = false; // Close Opposite Trades When Profiting
|
||||
|
||||
input group "RSI Follow Strategy"
|
||||
input int InpRSIPeriod = 87; // RSI Period
|
||||
input int InpRSIOverbought = 72; // RSI Overbought Level
|
||||
input int InpRSIOversold = 50; // RSI Oversold Level
|
||||
input int InpRSIExitLevel = 40; // RSI Exit Level
|
||||
input int InpRSIFollowStartHour = 0; // RSI Follow Start Hour (0-23)
|
||||
input int InpRSIFollowEndHour = 7; // RSI Follow End Hour (0-23)
|
||||
input bool InpRSIFollowCloseOutsideHours = true; // Close trades outside trading hours
|
||||
input int InpRSIPeriod = 32; // RSI Period
|
||||
input int InpRSIOverbought = 78; // RSI Overbought Level
|
||||
input int InpRSIOversold = 46; // RSI Oversold Level
|
||||
input int InpRSIExitLevel = 44; // RSI Exit Level
|
||||
input int InpRSIFollowStartHour = 23; // RSI Follow Start Hour (0-23)
|
||||
input int InpRSIFollowEndHour = 8; // RSI Follow End Hour (0-23)
|
||||
input bool InpRSIFollowCloseOutsideHours = false; // Close trades outside trading hours
|
||||
|
||||
input group "RSI Reverse Strategy"
|
||||
input int InpRSIReversePeriod = 59; // RSI Period
|
||||
@@ -72,6 +72,12 @@ int emaCrossSignalBar = 0;
|
||||
datetime lastBarTime = 0;
|
||||
datetime rsiReverseLastCloseTime = 0;
|
||||
bool rsiReverseInCooldown = false;
|
||||
double lastBarRSI = 0; // Store last bar's RSI value
|
||||
double lastBarRSIReverse = 0; // Store last bar's RSI Reverse value
|
||||
double lastBarEMA = 0; // Store last bar's EMA value
|
||||
double lastBarClose = 0; // Store last bar's close value
|
||||
double lastBarEMAPrev = 0; // Store previous bar's EMA value
|
||||
double lastBarClosePrev = 0; // Store previous bar's close value
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert initialization function |
|
||||
@@ -224,20 +230,14 @@ void CheckRSIFollowStrategy()
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||||
if(InpEnableStrategyLock && HasProfitablePosition(InpMagicNumberRSIFollow))
|
||||
return;
|
||||
|
||||
double rsi[];
|
||||
ArraySetAsSeries(rsi, true);
|
||||
CopyBuffer(rsiHandle, 0, 0, 3, rsi);
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|
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if(ArraySize(rsi) < 3) return;
|
||||
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// Check for overbought condition
|
||||
if(rsi[1] > InpRSIOverbought)
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// Use lastBarRSI instead of copying buffer
|
||||
if(lastBarRSI > InpRSIOverbought)
|
||||
rsiOverbought = true;
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else if(rsi[1] < InpRSIOversold)
|
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else if(lastBarRSI < InpRSIOversold)
|
||||
rsiOversold = true;
|
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// Check for entry signals
|
||||
if(rsiOverbought && rsi[1] < rsi[0] && rsi[1] < InpRSIExitLevel)
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if(rsiOverbought && lastBarRSI < InpRSIExitLevel)
|
||||
{
|
||||
// Sell signal
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||||
if(!HasPosition(InpMagicNumberRSIFollow))
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@@ -247,7 +247,7 @@ void CheckRSIFollowStrategy()
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}
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rsiOverbought = false;
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}
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else if(rsiOversold && rsi[1] > rsi[0] && rsi[1] > InpRSIExitLevel)
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else if(rsiOversold && lastBarRSI > InpRSIExitLevel)
|
||||
{
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||||
// Buy signal
|
||||
if(!HasPosition(InpMagicNumberRSIFollow))
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@@ -312,20 +312,14 @@ void CheckRSIReverseStrategy()
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if(IsRSIReverseInCooldown())
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return;
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||||
|
||||
double rsi[];
|
||||
ArraySetAsSeries(rsi, true);
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CopyBuffer(rsiReverseHandle, 0, 0, 3, rsi);
|
||||
|
||||
if(ArraySize(rsi) < 3) return;
|
||||
|
||||
// Check for overbought/oversold conditions
|
||||
if(rsi[1] > InpRSIReverseOverbought)
|
||||
// Use lastBarRSIReverse instead of copying buffer
|
||||
if(lastBarRSIReverse > InpRSIReverseOverbought)
|
||||
rsiReverseOverbought = true;
|
||||
else if(rsi[1] < InpRSIReverseOversold)
|
||||
else if(lastBarRSIReverse < InpRSIReverseOversold)
|
||||
rsiReverseOversold = true;
|
||||
|
||||
// Check for entry signals
|
||||
if(rsiReverseOverbought && rsi[1] < InpRSIReverseCrossLevel)
|
||||
if(rsiReverseOverbought && lastBarRSIReverse < InpRSIReverseCrossLevel)
|
||||
{
|
||||
// Sell signal
|
||||
if(!HasPosition(InpMagicNumberRSIReverse))
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||||
@@ -335,7 +329,7 @@ void CheckRSIReverseStrategy()
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}
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||||
rsiReverseOverbought = false;
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||||
}
|
||||
else if(rsiReverseOversold && rsi[1] > InpRSIReverseCrossLevel)
|
||||
else if(rsiReverseOversold && lastBarRSIReverse > InpRSIReverseCrossLevel)
|
||||
{
|
||||
// Buy signal
|
||||
if(!HasPosition(InpMagicNumberRSIReverse))
|
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@@ -369,24 +363,15 @@ void CheckEMACrossStrategy()
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if(InpEnableStrategyLock && HasProfitablePosition(InpMagicNumberEMACross))
|
||||
return;
|
||||
|
||||
double ema[], close[];
|
||||
ArraySetAsSeries(ema, true);
|
||||
ArraySetAsSeries(close, true);
|
||||
|
||||
CopyBuffer(emaHandle, 0, 0, InpEMADistancePeriod + 2, ema);
|
||||
CopyClose(_Symbol, InpTimeframe, 0, InpEMADistancePeriod + 2, close);
|
||||
|
||||
if(ArraySize(ema) < InpEMADistancePeriod + 2 || ArraySize(close) < InpEMADistancePeriod + 2) return;
|
||||
|
||||
// Check for cross signals
|
||||
if(ema[1] < close[1] && ema[0] > close[0])
|
||||
// Check for cross signals using stored values
|
||||
if(lastBarEMAPrev < lastBarClosePrev && lastBarEMA > lastBarClose)
|
||||
{
|
||||
// Buy cross signal
|
||||
emaCrossBuySignal = true;
|
||||
emaCrossSellSignal = false;
|
||||
emaCrossSignalBar = 0;
|
||||
}
|
||||
else if(ema[1] > close[1] && ema[0] < close[0])
|
||||
else if(lastBarEMAPrev > lastBarClosePrev && lastBarEMA < lastBarClose)
|
||||
{
|
||||
// Sell cross signal
|
||||
emaCrossSellSignal = true;
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||||
@@ -401,49 +386,65 @@ void CheckEMACrossStrategy()
|
||||
{
|
||||
// Check if price has moved above EMA by the required distance for the required period
|
||||
bool distanceConditionMet = true;
|
||||
for(int i = 0; i < InpEMADistancePeriod; i++)
|
||||
{
|
||||
double distance = (close[i] - ema[i]) / _Point;
|
||||
if(distance < InpEMADistancePips)
|
||||
{
|
||||
distanceConditionMet = false;
|
||||
break;
|
||||
}
|
||||
}
|
||||
double emaHistory[], closeHistory[];
|
||||
ArraySetAsSeries(emaHistory, true);
|
||||
ArraySetAsSeries(closeHistory, true);
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||||
|
||||
if(distanceConditionMet && !HasPosition(InpMagicNumberEMACross))
|
||||
if(CopyBuffer(emaHandle, 0, 0, InpEMADistancePeriod, emaHistory) > 0 &&
|
||||
CopyClose(_Symbol, InpTimeframe, 0, InpEMADistancePeriod, closeHistory) > 0)
|
||||
{
|
||||
trade.SetExpertMagicNumber(InpMagicNumberEMACross);
|
||||
trade.Buy(InpLotSize, _Symbol, 0, 0, 0, "EMA Cross Distance");
|
||||
emaCrossBuySignal = false;
|
||||
for(int i = 0; i < InpEMADistancePeriod; i++)
|
||||
{
|
||||
double distance = (closeHistory[i] - emaHistory[i]) / _Point;
|
||||
if(distance < InpEMADistancePips)
|
||||
{
|
||||
distanceConditionMet = false;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
if(distanceConditionMet && !HasPosition(InpMagicNumberEMACross))
|
||||
{
|
||||
trade.SetExpertMagicNumber(InpMagicNumberEMACross);
|
||||
trade.Buy(InpLotSize, _Symbol, 0, 0, 0, "EMA Cross Distance");
|
||||
emaCrossBuySignal = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
else if(emaCrossSellSignal)
|
||||
{
|
||||
// Check if price has moved below EMA by the required distance for the required period
|
||||
bool distanceConditionMet = true;
|
||||
for(int i = 0; i < InpEMADistancePeriod; i++)
|
||||
{
|
||||
double distance = (ema[i] - close[i]) / _Point;
|
||||
if(distance < InpEMADistancePips)
|
||||
{
|
||||
distanceConditionMet = false;
|
||||
break;
|
||||
}
|
||||
}
|
||||
double emaHistory[], closeHistory[];
|
||||
ArraySetAsSeries(emaHistory, true);
|
||||
ArraySetAsSeries(closeHistory, true);
|
||||
|
||||
if(distanceConditionMet && !HasPosition(InpMagicNumberEMACross))
|
||||
if(CopyBuffer(emaHandle, 0, 0, InpEMADistancePeriod, emaHistory) > 0 &&
|
||||
CopyClose(_Symbol, InpTimeframe, 0, InpEMADistancePeriod, closeHistory) > 0)
|
||||
{
|
||||
trade.SetExpertMagicNumber(InpMagicNumberEMACross);
|
||||
trade.Sell(InpLotSize, _Symbol, 0, 0, 0, "EMA Cross Distance");
|
||||
emaCrossSellSignal = false;
|
||||
for(int i = 0; i < InpEMADistancePeriod; i++)
|
||||
{
|
||||
double distance = (emaHistory[i] - closeHistory[i]) / _Point;
|
||||
if(distance < InpEMADistancePips)
|
||||
{
|
||||
distanceConditionMet = false;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
if(distanceConditionMet && !HasPosition(InpMagicNumberEMACross))
|
||||
{
|
||||
trade.SetExpertMagicNumber(InpMagicNumberEMACross);
|
||||
trade.Sell(InpLotSize, _Symbol, 0, 0, 0, "EMA Cross Distance");
|
||||
emaCrossSellSignal = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// Original cross entry logic
|
||||
if(ema[1] < close[1] && ema[0] > close[0])
|
||||
// Original cross entry logic using stored values
|
||||
if(lastBarEMAPrev < lastBarClosePrev && lastBarEMA > lastBarClose)
|
||||
{
|
||||
// Buy signal
|
||||
if(!HasPosition(InpMagicNumberEMACross))
|
||||
@@ -452,7 +453,7 @@ void CheckEMACrossStrategy()
|
||||
trade.Buy(InpLotSize, _Symbol, 0, 0, 0, "EMA Cross");
|
||||
}
|
||||
}
|
||||
else if(ema[1] > close[1] && ema[0] < close[0])
|
||||
else if(lastBarEMAPrev > lastBarClosePrev && lastBarEMA < lastBarClose)
|
||||
{
|
||||
// Sell signal
|
||||
if(!HasPosition(InpMagicNumberEMACross))
|
||||
@@ -485,6 +486,30 @@ void OnTick()
|
||||
if(!IsNewBar())
|
||||
return;
|
||||
|
||||
// Get indicator values for the new bar
|
||||
double rsi[], rsiReverse[], ema[], close[];
|
||||
ArraySetAsSeries(rsi, true);
|
||||
ArraySetAsSeries(rsiReverse, true);
|
||||
ArraySetAsSeries(ema, true);
|
||||
ArraySetAsSeries(close, true);
|
||||
|
||||
// Store previous values
|
||||
lastBarEMAPrev = lastBarEMA;
|
||||
lastBarClosePrev = lastBarClose;
|
||||
|
||||
// Get new values
|
||||
if(CopyBuffer(rsiHandle, 0, 0, 1, rsi) > 0)
|
||||
lastBarRSI = rsi[0];
|
||||
|
||||
if(CopyBuffer(rsiReverseHandle, 0, 0, 1, rsiReverse) > 0)
|
||||
lastBarRSIReverse = rsiReverse[0];
|
||||
|
||||
if(CopyBuffer(emaHandle, 0, 0, 1, ema) > 0)
|
||||
lastBarEMA = ema[0];
|
||||
|
||||
if(CopyClose(_Symbol, InpTimeframe, 0, 1, close) > 0)
|
||||
lastBarClose = close[0];
|
||||
|
||||
// Check for new signals
|
||||
if(InpEnableRSIFollow)
|
||||
CheckRSIFollowStrategy();
|
||||
@@ -502,20 +527,13 @@ void OnTick()
|
||||
//+------------------------------------------------------------------+
|
||||
void CheckExitConditions()
|
||||
{
|
||||
double rsi[], rsiReverse[], ema[], close[];
|
||||
ArraySetAsSeries(rsi, true);
|
||||
ArraySetAsSeries(rsiReverse, true);
|
||||
ArraySetAsSeries(ema, true);
|
||||
ArraySetAsSeries(close, true);
|
||||
|
||||
if(InpEnableRSIFollow)
|
||||
{
|
||||
CopyBuffer(rsiHandle, 0, 0, 1, rsi);
|
||||
// Check RSI Follow exit conditions
|
||||
if(HasPosition(InpMagicNumberRSIFollow))
|
||||
{
|
||||
if((positionInfo.PositionType() == POSITION_TYPE_BUY && rsi[0] < InpRSIExitLevel) ||
|
||||
(positionInfo.PositionType() == POSITION_TYPE_SELL && rsi[0] > InpRSIExitLevel))
|
||||
if((positionInfo.PositionType() == POSITION_TYPE_BUY && lastBarRSI < InpRSIExitLevel) ||
|
||||
(positionInfo.PositionType() == POSITION_TYPE_SELL && lastBarRSI > InpRSIExitLevel))
|
||||
{
|
||||
ClosePosition(InpMagicNumberRSIFollow);
|
||||
}
|
||||
@@ -524,12 +542,11 @@ void CheckExitConditions()
|
||||
|
||||
if(InpEnableRSIReverse)
|
||||
{
|
||||
CopyBuffer(rsiReverseHandle, 0, 0, 1, rsiReverse);
|
||||
// Check RSI Reverse exit conditions
|
||||
if(HasPosition(InpMagicNumberRSIReverse))
|
||||
{
|
||||
if((positionInfo.PositionType() == POSITION_TYPE_BUY && rsiReverse[0] < InpRSIReverseExitLevel) ||
|
||||
(positionInfo.PositionType() == POSITION_TYPE_SELL && rsiReverse[0] > InpRSIReverseExitLevel))
|
||||
if((positionInfo.PositionType() == POSITION_TYPE_BUY && lastBarRSIReverse < InpRSIReverseExitLevel) ||
|
||||
(positionInfo.PositionType() == POSITION_TYPE_SELL && lastBarRSIReverse > InpRSIReverseExitLevel))
|
||||
{
|
||||
ClosePosition(InpMagicNumberRSIReverse);
|
||||
}
|
||||
@@ -538,13 +555,11 @@ void CheckExitConditions()
|
||||
|
||||
if(InpEnableEMACross)
|
||||
{
|
||||
CopyBuffer(emaHandle, 0, 0, 2, ema);
|
||||
CopyClose(_Symbol, InpTimeframe, 0, 2, close);
|
||||
// Check EMA Cross exit conditions
|
||||
// Check EMA Cross exit conditions using stored values
|
||||
if(HasPosition(InpMagicNumberEMACross))
|
||||
{
|
||||
if((positionInfo.PositionType() == POSITION_TYPE_BUY && ema[0] > close[0]) ||
|
||||
(positionInfo.PositionType() == POSITION_TYPE_SELL && ema[0] < close[0]))
|
||||
if((positionInfo.PositionType() == POSITION_TYPE_BUY && lastBarEMA > lastBarClose) ||
|
||||
(positionInfo.PositionType() == POSITION_TYPE_SELL && lastBarEMA < lastBarClose))
|
||||
{
|
||||
ClosePosition(InpMagicNumberEMACross);
|
||||
}
|
||||
|
||||
@@ -0,0 +1,363 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSIScalping.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"
|
||||
|
||||
#include <Trade\Trade.mqh>
|
||||
|
||||
//--- Input parameters
|
||||
input ENUM_TIMEFRAMES TimeFrame = PERIOD_M30; // Timeframe for Analysis
|
||||
input int RSI_Period = 14; // RSI Period
|
||||
input ENUM_APPLIED_PRICE RSI_Applied_Price = PRICE_CLOSE; // RSI Applied Price
|
||||
input double RSI_Overbought = 77; // RSI Overbought Level
|
||||
input double RSI_Oversold = 10; // RSI Oversold Level
|
||||
input double RSI_Target_Buy = 27; // RSI Target for Buy Exit
|
||||
input double RSI_Target_Sell = 43; // RSI Target for Sell Exit
|
||||
input int BarsToWait = 14; // Bars to wait when RSI goes against position
|
||||
input double LotSize = 0.1; // Lot Size
|
||||
input int MagicNumber = 12345; // Magic Number
|
||||
input int Slippage = 3; // Slippage in points
|
||||
|
||||
//--- Global variables
|
||||
CTrade trade;
|
||||
int rsi_handle;
|
||||
double rsi_buffer[];
|
||||
double rsi_prev, rsi_current, rsi_two_bars_ago;
|
||||
bool position_open = false;
|
||||
int position_ticket = 0;
|
||||
ENUM_POSITION_TYPE current_position_type = POSITION_TYPE_BUY;
|
||||
datetime last_bar_time = 0;
|
||||
bool rsi_against_position = false;
|
||||
int bars_against_count = 0;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
// Initialize RSI indicator
|
||||
rsi_handle = iRSI(_Symbol, TimeFrame, RSI_Period, RSI_Applied_Price);
|
||||
if(rsi_handle == INVALID_HANDLE)
|
||||
{
|
||||
Print("Error creating RSI indicator");
|
||||
return(INIT_FAILED);
|
||||
}
|
||||
|
||||
// Initialize trade object
|
||||
trade.SetExpertMagicNumber(MagicNumber);
|
||||
trade.SetDeviationInPoints(Slippage);
|
||||
trade.SetTypeFilling(ORDER_FILLING_FOK);
|
||||
|
||||
// Allocate arrays
|
||||
ArraySetAsSeries(rsi_buffer, true);
|
||||
|
||||
Print("RSI Scalping EA initialized successfully on timeframe: ", EnumToString(TimeFrame));
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert deinitialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
if(rsi_handle != INVALID_HANDLE)
|
||||
IndicatorRelease(rsi_handle);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert tick function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTick()
|
||||
{
|
||||
// Check if we have enough bars
|
||||
if(Bars(_Symbol, TimeFrame) < RSI_Period + 2)
|
||||
{
|
||||
Print("TRACE: Not enough bars. Bars=", Bars(_Symbol, TimeFrame), " RSI_Period+2=", RSI_Period+2);
|
||||
return;
|
||||
}
|
||||
|
||||
// Check if this is a new bar
|
||||
datetime current_bar_time = iTime(_Symbol, TimeFrame, 0);
|
||||
if(current_bar_time == last_bar_time)
|
||||
{
|
||||
Print("TRACE: Same bar, skipping. current_bar_time=", current_bar_time, " last_bar_time=", last_bar_time);
|
||||
return; // Still the same bar, don't process
|
||||
}
|
||||
|
||||
Print("TRACE: New bar detected. current_bar_time=", current_bar_time, " last_bar_time=", last_bar_time);
|
||||
last_bar_time = current_bar_time;
|
||||
|
||||
// Update RSI values
|
||||
if(!UpdateRSI())
|
||||
{
|
||||
Print("TRACE: Failed to update RSI values");
|
||||
return;
|
||||
}
|
||||
|
||||
Print("TRACE: RSI values - Current=", rsi_current, " Previous=", rsi_prev);
|
||||
|
||||
// Check for existing position
|
||||
CheckExistingPosition();
|
||||
|
||||
// Check for new entry signals
|
||||
if(!position_open)
|
||||
{
|
||||
Print("TRACE: No position open, checking entry signals");
|
||||
CheckEntrySignals();
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Position already open, skipping entry signals");
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Update RSI values |
|
||||
//+------------------------------------------------------------------+
|
||||
bool UpdateRSI()
|
||||
{
|
||||
Print("TRACE: Updating RSI values...");
|
||||
|
||||
if(CopyBuffer(rsi_handle, 0, 0, 3, rsi_buffer) < 3)
|
||||
{
|
||||
Print("TRACE: Error copying RSI data. Copied=", CopyBuffer(rsi_handle, 0, 0, 3, rsi_buffer));
|
||||
return false;
|
||||
}
|
||||
|
||||
rsi_current = rsi_buffer[0]; // Current bar
|
||||
rsi_prev = rsi_buffer[1]; // Previous bar
|
||||
rsi_two_bars_ago = rsi_buffer[2]; // Two bars ago
|
||||
|
||||
Print("TRACE: RSI buffer values - [0]=", rsi_buffer[0], " [1]=", rsi_buffer[1], " [2]=", rsi_buffer[2]);
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check existing position for exit conditions |
|
||||
//+------------------------------------------------------------------+
|
||||
void CheckExistingPosition()
|
||||
{
|
||||
if(!position_open)
|
||||
{
|
||||
Print("TRACE: No position open, skipping position check");
|
||||
return;
|
||||
}
|
||||
|
||||
Print("TRACE: Checking existing position. Ticket=", position_ticket, " Type=", (current_position_type == POSITION_TYPE_BUY ? "BUY" : "SELL"));
|
||||
|
||||
// Check if position still exists
|
||||
if(!PositionSelectByTicket(position_ticket))
|
||||
{
|
||||
Print("TRACE: Position no longer exists, resetting state");
|
||||
position_open = false;
|
||||
position_ticket = 0;
|
||||
rsi_against_position = false;
|
||||
bars_against_count = 0;
|
||||
return;
|
||||
}
|
||||
|
||||
// Exit conditions based on RSI target
|
||||
if(current_position_type == POSITION_TYPE_BUY)
|
||||
{
|
||||
Print("TRACE: Checking BUY position exit - rsi_current=", rsi_current, " RSI_Target_Buy=", RSI_Target_Buy, " RSI_Oversold=", RSI_Oversold);
|
||||
|
||||
// Check if RSI is against the position (below oversold)
|
||||
if(rsi_current < RSI_Oversold)
|
||||
{
|
||||
if(!rsi_against_position)
|
||||
{
|
||||
Print("TRACE: RSI went against BUY position (below oversold), starting counter");
|
||||
rsi_against_position = true;
|
||||
bars_against_count = 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
bars_against_count++;
|
||||
Print("TRACE: RSI still against BUY position. Bars against: ", bars_against_count, "/", BarsToWait);
|
||||
}
|
||||
|
||||
// Close position if RSI has been against for Y bars
|
||||
if(bars_against_count >= BarsToWait)
|
||||
{
|
||||
Print("TRACE: RSI against BUY position for ", BarsToWait, " bars, closing position!");
|
||||
ClosePosition();
|
||||
return;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// RSI is no longer against the position, reset counter
|
||||
if(rsi_against_position)
|
||||
{
|
||||
Print("TRACE: RSI no longer against BUY position, resetting counter");
|
||||
rsi_against_position = false;
|
||||
bars_against_count = 0;
|
||||
}
|
||||
|
||||
// Exit long position when RSI reaches buy target
|
||||
if(rsi_current >= RSI_Target_Buy)
|
||||
{
|
||||
Print("TRACE: BUY position target reached!");
|
||||
ClosePosition();
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: BUY position exit condition not met");
|
||||
}
|
||||
}
|
||||
}
|
||||
else if(current_position_type == POSITION_TYPE_SELL)
|
||||
{
|
||||
Print("TRACE: Checking SELL position exit - rsi_current=", rsi_current, " RSI_Target_Sell=", RSI_Target_Sell, " RSI_Overbought=", RSI_Overbought);
|
||||
|
||||
// Check if RSI is against the position (above overbought)
|
||||
if(rsi_current > RSI_Overbought)
|
||||
{
|
||||
if(!rsi_against_position)
|
||||
{
|
||||
Print("TRACE: RSI went against SELL position (above overbought), starting counter");
|
||||
rsi_against_position = true;
|
||||
bars_against_count = 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
bars_against_count++;
|
||||
Print("TRACE: RSI still against SELL position. Bars against: ", bars_against_count, "/", BarsToWait);
|
||||
}
|
||||
|
||||
// Close position if RSI has been against for Y bars
|
||||
if(bars_against_count >= BarsToWait)
|
||||
{
|
||||
Print("TRACE: RSI against SELL position for ", BarsToWait, " bars, closing position!");
|
||||
ClosePosition();
|
||||
return;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// RSI is no longer against the position, reset counter
|
||||
if(rsi_against_position)
|
||||
{
|
||||
Print("TRACE: RSI no longer against SELL position, resetting counter");
|
||||
rsi_against_position = false;
|
||||
bars_against_count = 0;
|
||||
}
|
||||
|
||||
// Exit short position when RSI reaches sell target
|
||||
if(rsi_current <= RSI_Target_Sell)
|
||||
{
|
||||
Print("TRACE: SELL position target reached!");
|
||||
ClosePosition();
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: SELL position exit condition not met");
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check for entry signals |
|
||||
//+------------------------------------------------------------------+
|
||||
void CheckEntrySignals()
|
||||
{
|
||||
Print("TRACE: Checking entry signals...");
|
||||
Print("TRACE: Buy condition - rsi_two_bars_ago <= RSI_Oversold && rsi_prev > RSI_Oversold");
|
||||
Print("TRACE: Buy condition values - rsi_two_bars_ago=", rsi_two_bars_ago, " <= ", RSI_Oversold, " && rsi_prev=", rsi_prev, " > ", RSI_Oversold);
|
||||
|
||||
// Buy signal: RSI crosses from oversold to above oversold (checking the actual crossover)
|
||||
if(rsi_two_bars_ago <= RSI_Oversold && rsi_prev > RSI_Oversold)
|
||||
{
|
||||
Print("TRACE: Buy signal detected!");
|
||||
OpenBuyPosition();
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Buy signal condition not met");
|
||||
}
|
||||
|
||||
Print("TRACE: Sell condition - rsi_two_bars_ago >= RSI_Overbought && rsi_prev < RSI_Overbought");
|
||||
Print("TRACE: Sell condition values - rsi_two_bars_ago=", rsi_two_bars_ago, " >= ", RSI_Overbought, " && rsi_prev=", rsi_prev, " < ", RSI_Overbought);
|
||||
|
||||
// Sell signal: RSI crosses from overbought to below overbought (checking the actual crossover)
|
||||
if(rsi_two_bars_ago >= RSI_Overbought && rsi_prev < RSI_Overbought)
|
||||
{
|
||||
Print("TRACE: Sell signal detected!");
|
||||
OpenSellPosition();
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Sell signal condition not met");
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Open buy position |
|
||||
//+------------------------------------------------------------------+
|
||||
void OpenBuyPosition()
|
||||
{
|
||||
Print("TRACE: Attempting to open buy position...");
|
||||
double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
||||
Print("TRACE: Current ask price=", ask, " LotSize=", LotSize);
|
||||
|
||||
if(trade.Buy(LotSize, _Symbol, ask, 0, 0, "RSI Scalping Buy"))
|
||||
{
|
||||
position_ticket = trade.ResultOrder();
|
||||
position_open = true;
|
||||
current_position_type = POSITION_TYPE_BUY;
|
||||
Print("TRACE: Buy position opened successfully! Ticket=", position_ticket, " Price=", ask);
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Error opening buy position. Retcode=", trade.ResultRetcode(), " Description=", trade.ResultRetcodeDescription());
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Open sell position |
|
||||
//+------------------------------------------------------------------+
|
||||
void OpenSellPosition()
|
||||
{
|
||||
Print("TRACE: Attempting to open sell position...");
|
||||
double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
|
||||
Print("TRACE: Current bid price=", bid, " LotSize=", LotSize);
|
||||
|
||||
if(trade.Sell(LotSize, _Symbol, bid, 0, 0, "RSI Scalping Sell"))
|
||||
{
|
||||
position_ticket = trade.ResultOrder();
|
||||
position_open = true;
|
||||
current_position_type = POSITION_TYPE_SELL;
|
||||
Print("TRACE: Sell position opened successfully! Ticket=", position_ticket, " Price=", bid);
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Error opening sell position. Retcode=", trade.ResultRetcode(), " Description=", trade.ResultRetcodeDescription());
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Close current position |
|
||||
//+------------------------------------------------------------------+
|
||||
void ClosePosition()
|
||||
{
|
||||
Print("TRACE: Attempting to close position. Ticket=", position_ticket);
|
||||
|
||||
if(trade.PositionClose(position_ticket))
|
||||
{
|
||||
Print("TRACE: Position closed successfully! Ticket=", position_ticket);
|
||||
position_open = false;
|
||||
position_ticket = 0;
|
||||
rsi_against_position = false;
|
||||
bars_against_count = 0;
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Error closing position. Retcode=", trade.ResultRetcode(), " Description=", trade.ResultRetcodeDescription());
|
||||
}
|
||||
}
|
||||
Binary file not shown.
|
After Width: | Height: | Size: 223 KiB |
@@ -0,0 +1,281 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSIScalping.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"
|
||||
|
||||
#include <Trade\Trade.mqh>
|
||||
|
||||
//--- Input parameters
|
||||
input ENUM_TIMEFRAMES TimeFrame = PERIOD_H1; // Timeframe for Analysis
|
||||
input int RSI_Period = 14; // RSI Period
|
||||
input ENUM_APPLIED_PRICE RSI_Applied_Price = PRICE_CLOSE; // RSI Applied Price
|
||||
input double RSI_Overbought = 71; // RSI Overbought Level
|
||||
input double RSI_Oversold = 57; // RSI Oversold Level
|
||||
input double RSI_Target_Buy = 80; // RSI Target for Buy Exit
|
||||
input double RSI_Target_Sell = 57; // RSI Target for Sell Exit
|
||||
input int BarsToWait = 4; // Bars to wait when RSI goes against position
|
||||
input double LotSize = 0.1; // Lot Size
|
||||
input int MagicNumber = 12345; // Magic Number
|
||||
input int Slippage = 3; // Slippage in points
|
||||
|
||||
//--- Global variables
|
||||
CTrade trade;
|
||||
int rsi_handle;
|
||||
double rsi_buffer[];
|
||||
double rsi_prev, rsi_current, rsi_two_bars_ago;
|
||||
bool position_open = false;
|
||||
int position_ticket = 0;
|
||||
ENUM_POSITION_TYPE current_position_type = POSITION_TYPE_BUY;
|
||||
datetime last_bar_time = 0;
|
||||
bool rsi_against_position = false;
|
||||
int bars_against_count = 0;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
// Initialize RSI indicator
|
||||
rsi_handle = iRSI(_Symbol, TimeFrame, RSI_Period, RSI_Applied_Price);
|
||||
if(rsi_handle == INVALID_HANDLE)
|
||||
{
|
||||
return(INIT_FAILED);
|
||||
}
|
||||
|
||||
// Initialize trade object
|
||||
trade.SetExpertMagicNumber(MagicNumber);
|
||||
trade.SetDeviationInPoints(Slippage);
|
||||
trade.SetTypeFilling(ORDER_FILLING_FOK);
|
||||
|
||||
// Allocate arrays
|
||||
ArraySetAsSeries(rsi_buffer, true);
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert deinitialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
if(rsi_handle != INVALID_HANDLE)
|
||||
IndicatorRelease(rsi_handle);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert tick function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTick()
|
||||
{
|
||||
// Check if we have enough bars
|
||||
if(Bars(_Symbol, TimeFrame) < RSI_Period + 2)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Check if this is a new bar
|
||||
datetime current_bar_time = iTime(_Symbol, TimeFrame, 0);
|
||||
if(current_bar_time == last_bar_time)
|
||||
{
|
||||
return; // Still the same bar, don't process
|
||||
}
|
||||
|
||||
last_bar_time = current_bar_time;
|
||||
|
||||
// Update RSI values
|
||||
if(!UpdateRSI())
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Check for existing position
|
||||
CheckExistingPosition();
|
||||
|
||||
// Check for new entry signals
|
||||
if(!position_open)
|
||||
{
|
||||
CheckEntrySignals();
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Update RSI values |
|
||||
//+------------------------------------------------------------------+
|
||||
bool UpdateRSI()
|
||||
{
|
||||
if(CopyBuffer(rsi_handle, 0, 0, 3, rsi_buffer) < 3)
|
||||
{
|
||||
return false;
|
||||
}
|
||||
|
||||
rsi_current = rsi_buffer[0]; // Current bar
|
||||
rsi_prev = rsi_buffer[1]; // Previous bar
|
||||
rsi_two_bars_ago = rsi_buffer[2]; // Two bars ago
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check existing position for exit conditions |
|
||||
//+------------------------------------------------------------------+
|
||||
void CheckExistingPosition()
|
||||
{
|
||||
if(!position_open)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Check if position still exists
|
||||
if(!PositionSelectByTicket(position_ticket))
|
||||
{
|
||||
position_open = false;
|
||||
position_ticket = 0;
|
||||
rsi_against_position = false;
|
||||
bars_against_count = 0;
|
||||
return;
|
||||
}
|
||||
|
||||
// Exit conditions based on RSI target
|
||||
if(current_position_type == POSITION_TYPE_BUY)
|
||||
{
|
||||
// Check if RSI is against the position (below oversold)
|
||||
if(rsi_current < RSI_Oversold)
|
||||
{
|
||||
if(!rsi_against_position)
|
||||
{
|
||||
rsi_against_position = true;
|
||||
bars_against_count = 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
bars_against_count++;
|
||||
}
|
||||
|
||||
// Close position if RSI has been against for Y bars
|
||||
if(bars_against_count >= BarsToWait)
|
||||
{
|
||||
ClosePosition();
|
||||
return;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// RSI is no longer against the position, reset counter
|
||||
if(rsi_against_position)
|
||||
{
|
||||
rsi_against_position = false;
|
||||
bars_against_count = 0;
|
||||
}
|
||||
|
||||
// Exit long position when RSI reaches buy target
|
||||
if(rsi_current >= RSI_Target_Buy)
|
||||
{
|
||||
ClosePosition();
|
||||
}
|
||||
}
|
||||
}
|
||||
else if(current_position_type == POSITION_TYPE_SELL)
|
||||
{
|
||||
// Check if RSI is against the position (above overbought)
|
||||
if(rsi_current > RSI_Overbought)
|
||||
{
|
||||
if(!rsi_against_position)
|
||||
{
|
||||
rsi_against_position = true;
|
||||
bars_against_count = 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
bars_against_count++;
|
||||
}
|
||||
|
||||
// Close position if RSI has been against for Y bars
|
||||
if(bars_against_count >= BarsToWait)
|
||||
{
|
||||
ClosePosition();
|
||||
return;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// RSI is no longer against the position, reset counter
|
||||
if(rsi_against_position)
|
||||
{
|
||||
rsi_against_position = false;
|
||||
bars_against_count = 0;
|
||||
}
|
||||
|
||||
// Exit short position when RSI reaches sell target
|
||||
if(rsi_current <= RSI_Target_Sell)
|
||||
{
|
||||
ClosePosition();
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check for entry signals |
|
||||
//+------------------------------------------------------------------+
|
||||
void CheckEntrySignals()
|
||||
{
|
||||
// Buy signal: RSI crosses from oversold to above oversold (checking the actual crossover)
|
||||
if(rsi_two_bars_ago <= RSI_Oversold && rsi_prev > RSI_Oversold)
|
||||
{
|
||||
OpenBuyPosition();
|
||||
}
|
||||
|
||||
// Sell signal: RSI crosses from overbought to below overbought (checking the actual crossover)
|
||||
if(rsi_two_bars_ago >= RSI_Overbought && rsi_prev < RSI_Overbought)
|
||||
{
|
||||
OpenSellPosition();
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Open buy position |
|
||||
//+------------------------------------------------------------------+
|
||||
void OpenBuyPosition()
|
||||
{
|
||||
double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
||||
|
||||
if(trade.Buy(LotSize, _Symbol, ask, 0, 0, "RSI Scalping Buy"))
|
||||
{
|
||||
position_ticket = trade.ResultOrder();
|
||||
position_open = true;
|
||||
current_position_type = POSITION_TYPE_BUY;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Open sell position |
|
||||
//+------------------------------------------------------------------+
|
||||
void OpenSellPosition()
|
||||
{
|
||||
double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
|
||||
|
||||
if(trade.Sell(LotSize, _Symbol, bid, 0, 0, "RSI Scalping Sell"))
|
||||
{
|
||||
position_ticket = trade.ResultOrder();
|
||||
position_open = true;
|
||||
current_position_type = POSITION_TYPE_SELL;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Close current position |
|
||||
//+------------------------------------------------------------------+
|
||||
void ClosePosition()
|
||||
{
|
||||
if(trade.PositionClose(position_ticket))
|
||||
{
|
||||
position_open = false;
|
||||
position_ticket = 0;
|
||||
rsi_against_position = false;
|
||||
bars_against_count = 0;
|
||||
}
|
||||
}
|
||||
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Reference in New Issue
Block a user