Merge pull request #15 from zhutoutoutousan/develop

Develop
This commit is contained in:
zhutoutoutousan
2025-08-17 00:15:18 +02:00
committed by GitHub
5 changed files with 746 additions and 87 deletions
+102 -87
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@@ -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()
if(InpEnableStrategyLock && HasProfitablePosition(InpMagicNumberRSIFollow))
return;
double rsi[];
ArraySetAsSeries(rsi, true);
CopyBuffer(rsiHandle, 0, 0, 3, rsi);
if(ArraySize(rsi) < 3) return;
// Check for overbought condition
if(rsi[1] > InpRSIOverbought)
// Use lastBarRSI instead of copying buffer
if(lastBarRSI > InpRSIOverbought)
rsiOverbought = true;
else if(rsi[1] < InpRSIOversold)
else if(lastBarRSI < InpRSIOversold)
rsiOversold = true;
// Check for entry signals
if(rsiOverbought && rsi[1] < rsi[0] && rsi[1] < InpRSIExitLevel)
if(rsiOverbought && lastBarRSI < InpRSIExitLevel)
{
// Sell signal
if(!HasPosition(InpMagicNumberRSIFollow))
@@ -247,7 +247,7 @@ void CheckRSIFollowStrategy()
}
rsiOverbought = false;
}
else if(rsiOversold && rsi[1] > rsi[0] && rsi[1] > InpRSIExitLevel)
else if(rsiOversold && lastBarRSI > InpRSIExitLevel)
{
// Buy signal
if(!HasPosition(InpMagicNumberRSIFollow))
@@ -312,20 +312,14 @@ void CheckRSIReverseStrategy()
if(IsRSIReverseInCooldown())
return;
double rsi[];
ArraySetAsSeries(rsi, true);
CopyBuffer(rsiReverseHandle, 0, 0, 3, rsi);
if(ArraySize(rsi) < 3) return;
// Check for overbought/oversold conditions
if(rsi[1] > InpRSIReverseOverbought)
// 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))
@@ -335,7 +329,7 @@ void CheckRSIReverseStrategy()
}
rsiReverseOverbought = false;
}
else if(rsiReverseOversold && rsi[1] > InpRSIReverseCrossLevel)
else if(rsiReverseOversold && lastBarRSIReverse > InpRSIReverseCrossLevel)
{
// Buy signal
if(!HasPosition(InpMagicNumberRSIReverse))
@@ -369,24 +363,15 @@ void CheckEMACrossStrategy()
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;
@@ -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);
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);
}
+363
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@@ -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());
}
}
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//+------------------------------------------------------------------+
//| 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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