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because magic numbers are not properly checked in all position-related functions. - -## Solution -1. Created `MagicNumberHelpers.mqh` with magic-aware helper functions -2. Updated EAs to use these helper functions -3. Created `_united/main.mq5` - a unified EA that runs multiple strategies together - -## Fixed Functions - -### Helper Functions (MagicNumberHelpers.mqh) -- `PositionSelectByMagic()` - Select position by symbol AND magic number -- `PositionSelectByTicketAndMagic()` - Verify ticket has correct magic number -- `PositionExistsByMagic()` - Check if position exists with magic number -- `GetPositionTicketByMagic()` - Get ticket by symbol and magic number -- `ClosePositionByMagic()` - Close position with magic number verification -- `ModifyPositionByMagic()` - Modify position with magic number verification -- `GetPositionProfitByMagic()` - Get profit with magic number check -- `GetPositionTypeByMagic()` - Get position type with magic number check -- `CountPositionsByMagic()` - Count positions with specific magic number - -## Fixed EAs - -### RSIScalpingXAUUSD -- ✅ Fixed `CheckExistingPosition()` to use `PositionSelectByTicketAndMagic()` -- ✅ Fixed `ClosePosition()` to verify magic number before closing -- ✅ Fixed entry signal check to use `PositionExistsByMagic()` - -### MeanReversionXAUUSD -- ✅ Fixed all `PositionSelect(_Symbol)` calls to use `PositionSelectByMagic()` -- ✅ Fixed `SchließePosition()` to use `ClosePositionByMagic()` -- ✅ Fixed `ÄndereStopLoss()` to use `ModifyPositionByMagic()` -- ✅ Fixed all position existence checks to use `PositionExistsByMagic()` - -## United EA - -The `_united/main.mq5` EA allows running multiple strategies together: -- Each strategy has its own unique magic number -- Strategies operate independently without interference -- Can enable/disable individual strategies via input parameters -- Currently implements: - - RSI Scalping Strategy - - Mean Reversion Strategy - - Framework for additional strategies (DarvasBox, RSICrossOver, RSIMidPoint) - -## Usage - -### For Individual EAs -Simply include the helper file: -```mql5 -#include "../_united/MagicNumberHelpers.mqh" -``` - -Then replace: -- `PositionSelect(_Symbol)` → `PositionSelectByMagic(_Symbol, MagicNumber)` -- `PositionSelectByTicket(ticket)` → `PositionSelectByTicketAndMagic(ticket, MagicNumber)` -- `trade.PositionClose(_Symbol)` → `ClosePositionByMagic(trade, _Symbol, MagicNumber)` -- `trade.PositionModify(_Symbol, ...)` → `ModifyPositionByMagic(trade, _Symbol, MagicNumber, ...)` - -### For United EA -1. Set unique magic numbers for each strategy -2. Enable/disable strategies via input parameters -3. Configure strategy-specific parameters -4. 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zm?CrT{Z-sU0U^bWjmTnbIwfVWwdC68fNGMkK{z(fMS6%-`dhG;?>j#NVSs_5gT@Xetc3aVw(lZJdzphG4)jFHFTJ=i>_C! zG1Bd2pwYm@3+c-IEwy4;g(Q)yzhAm@DAU(!#uRo(9^Qhpl;(}I&G>}8+ITnl7E zTOBiuOy|io)9otieLbt4EnP|Jp3EBgBeEzQ5IM7@wSz07E*G_)uf4RelBzUN)I->-qCXF`BZuHBMEHfAi$?D=Jva6l0wC=QH)x6;&I^8|ZZb i! hi) return hi; - return x; - } - -public: - CDeepMarkovRegimeModel() - { - m_seed = 0; - m_learning_trans = 0.05; - m_learning_emit = 0.02; - m_learning_param = 0.03; - m_penalty_param = 0.015; - m_emit_sigma = 0.35; - for(int i = 0; i < DMR_NUM_STATES; i++) - { - m_pi[i] = 1.0 / DMR_NUM_STATES; - for(int j = 0; j < DMR_NUM_STATES; j++) - m_T[i][j] = (i == j) ? 0.55 : 0.15; - m_d_overbought[i] = 0.0; - m_d_oversold[i] = 0.0; - m_d_target_buy[i] = 0.0; - m_d_target_sell[i] = 0.0; - m_d_bars_scale[i] = 1.0; - // Spread default emission prototypes across feature cube corners - m_center[i][0] = ((i & 1) != 0) ? 0.75 : 0.35; - m_center[i][1] = ((i & 2) != 0) ? 0.6 : 0.25; - m_center[i][2] = (double)(i % 3) * 0.25 + 0.2; - } - RowNormalizeT(); - } - - void SetLearningRates(const double lr_trans, const double lr_emit, const double lr_win, const double lr_loss) - { - m_learning_trans = lr_trans; - m_learning_emit = lr_emit; - m_learning_param = lr_win; - m_penalty_param = lr_loss; - } - - void SetBaseThresholds(const double ob, const double os, const double tb, const double ts, const int bars_wait) - { - m_base_overbought = ob; - m_base_oversold = os; - m_base_target_buy = tb; - m_base_target_sell = ts; - m_base_bars_wait = bars_wait; - } - - void SetSeed(const int seed) { m_seed = seed; } - - // f0: RSI/100, f1: tanh-like scaled delta RSI, f2: ATR short/long ratio capped - void Update(const double f0, const double f1, const double f2) - { - double emit[DMR_NUM_STATES]; - double max_ll = -1.0e100; - for(int s = 0; s < DMR_NUM_STATES; s++) - { - double d2 = FeatureDist2(f0, f1, f2, s); - emit[s] = MathExp(-0.5 * d2 / (m_emit_sigma * m_emit_sigma + 1.0e-12)); - if(emit[s] > max_ll) max_ll = emit[s]; - } - // numerical safety - for(int s2 = 0; s2 < DMR_NUM_STATES; s2++) - if(emit[s2] != emit[s2] || emit[s2] < 1.0e-12) - emit[s2] = 1.0e-12; - - double pi_new[DMR_NUM_STATES]; - for(int j = 0; j < DMR_NUM_STATES; j++) - { - double sum = 0.0; - for(int i = 0; i < DMR_NUM_STATES; i++) - sum += m_pi[i] * m_T[i][j]; - pi_new[j] = sum * emit[j]; - } - DMR_NormalizePi(pi_new); - - int imax_prev = ArgMaxPi(); - int imax_new = 0; - double best = pi_new[0]; - for(int j = 1; j < DMR_NUM_STATES; j++) - if(pi_new[j] > best) - { - best = pi_new[j]; - imax_new = j; - } - - // Online transition nudge toward observed edge imax_prev -> imax_new - for(int j = 0; j < DMR_NUM_STATES; j++) - m_T[imax_prev][j] *= (1.0 - m_learning_trans); - m_T[imax_prev][imax_new] += m_learning_trans; - RowNormalizeT(); - - // Pull emission center of dominant new state toward observation - for(int d = 0; d < 3; d++) - { - double obs[3] = {f0, f1, f2}; - m_center[imax_new][d] = (1.0 - m_learning_emit) * m_center[imax_new][d] + m_learning_emit * obs[d]; - } - - for(int k = 0; k < DMR_NUM_STATES; k++) - m_pi[k] = pi_new[k]; - NormalizePi(); - } - - int ArgMaxPi() const - { - int idx = 0; - double best = m_pi[0]; - for(int i = 1; i < DMR_NUM_STATES; i++) - if(m_pi[i] > best) - { - best = m_pi[i]; - idx = i; - } - return idx; - } - - double Belief(const int s) const - { - if(s < 0 || s >= DMR_NUM_STATES) return 0.0; - return m_pi[s]; - } - - // Blended effective thresholds (self-optimized offsets) - double EffectiveOverbought() const - { - double v = 0.0; - for(int s = 0; s < DMR_NUM_STATES; s++) - v += m_pi[s] * (m_base_overbought + m_d_overbought[s]); - return Clamp(v, 50.0, 95.0); - } - - double EffectiveOversold() const - { - double v = 0.0; - for(int s = 0; s < DMR_NUM_STATES; s++) - v += m_pi[s] * (m_base_oversold + m_d_oversold[s]); - return Clamp(v, 5.0, 50.0); - } - - double EffectiveTargetBuy() const - { - double v = 0.0; - for(int s = 0; s < DMR_NUM_STATES; s++) - v += m_pi[s] * (m_base_target_buy + m_d_target_buy[s]); - return Clamp(v, 55.0, 99.0); - } - - double EffectiveTargetSell() const - { - double v = 0.0; - for(int s = 0; s < DMR_NUM_STATES; s++) - v += m_pi[s] * (m_base_target_sell + m_d_target_sell[s]); - return Clamp(v, 1.0, 50.0); - } - - int EffectiveBarsToWait() const - { - double acc = 0.0; - for(int s = 0; s < DMR_NUM_STATES; s++) - acc += m_pi[s] * m_d_bars_scale[s]; - acc = Clamp(acc, 0.5, 2.0); - int b = (int)MathRound((double)m_base_bars_wait * acc); - return (int)Clamp((double)b, 1.0, 20.0); - } - - // Reinforce or soften parameters for the regime active at entry - void OnTradeClosed(const int dominant_state_at_entry, const double profit_money) - { - if(dominant_state_at_entry < 0 || dominant_state_at_entry >= DMR_NUM_STATES) - return; - const int s = dominant_state_at_entry; - const double mag = MathMin(1.0, MathAbs(profit_money) / 100.0 + 0.2); - if(profit_money > 0.0) - { - // Slightly widen capture: push targets outward in favorable direction - m_d_target_buy[s] += m_learning_param * mag * 0.5; - m_d_target_sell[s] -= m_learning_param * mag * 0.5; - m_d_overbought[s] += m_learning_param * mag * 0.25; - m_d_oversold[s] -= m_learning_param * mag * 0.25; - m_d_bars_scale[s] += m_learning_param * 0.05 * mag; - } - else if(profit_money < 0.0) - { - // Tighten: mean-revert offsets toward 0 and shorten patience - m_d_target_buy[s] *= (1.0 - m_penalty_param * mag); - m_d_target_sell[s] *= (1.0 - m_penalty_param * mag); - m_d_overbought[s] *= (1.0 - m_penalty_param * mag); - m_d_oversold[s] *= (1.0 - m_penalty_param * mag); - m_d_bars_scale[s] -= m_penalty_param * 0.05 * mag; - } - for(int i = 0; i < DMR_NUM_STATES; i++) - { - m_d_overbought[i] = Clamp(m_d_overbought[i], -15.0, 15.0); - m_d_oversold[i] = Clamp(m_d_oversold[i], -15.0, 15.0); - m_d_target_buy[i] = Clamp(m_d_target_buy[i], -20.0, 20.0); - m_d_target_sell[i] = Clamp(m_d_target_sell[i], -20.0, 20.0); - m_d_bars_scale[i] = Clamp(m_d_bars_scale[i], 0.5, 2.0); - } - } - - string DebugStateLine() const - { - string t = StringFormat("DMR pi=[%.2f,%.2f,%.2f,%.2f] OB=%.1f OS=%.1f TB=%.1f TS=%.1f BW=%d", - m_pi[0], m_pi[1], m_pi[2], m_pi[3], - EffectiveOverbought(), EffectiveOversold(), - EffectiveTargetBuy(), EffectiveTargetSell(), - EffectiveBarsToWait()); - return t; - } - - bool SaveToGlobals(const string prefix) const - { - string p = prefix + IntegerToString(m_seed) + "_"; - GlobalVariableSet(p + "pi0", m_pi[0]); - GlobalVariableSet(p + "pi1", m_pi[1]); - GlobalVariableSet(p + "pi2", m_pi[2]); - GlobalVariableSet(p + "pi3", m_pi[3]); - for(int i = 0; i < DMR_NUM_STATES; i++) - { - GlobalVariableSet(p + "dob" + IntegerToString(i), m_d_overbought[i]); - GlobalVariableSet(p + "dos" + IntegerToString(i), m_d_oversold[i]); - GlobalVariableSet(p + "dtb" + IntegerToString(i), m_d_target_buy[i]); - GlobalVariableSet(p + "dts" + IntegerToString(i), m_d_target_sell[i]); - GlobalVariableSet(p + "dbs" + IntegerToString(i), m_d_bars_scale[i]); - } - return true; - } - - bool LoadFromGlobals(const string prefix) - { - string p = prefix + IntegerToString(m_seed) + "_"; - if(!GlobalVariableCheck(p + "pi0")) - return false; - m_pi[0] = GlobalVariableGet(p + "pi0"); - m_pi[1] = GlobalVariableGet(p + "pi1"); - m_pi[2] = GlobalVariableGet(p + "pi2"); - m_pi[3] = GlobalVariableGet(p + "pi3"); - for(int i = 0; i < DMR_NUM_STATES; i++) - { - m_d_overbought[i] = GlobalVariableGet(p + "dob" + IntegerToString(i)); - m_d_oversold[i] = GlobalVariableGet(p + "dos" + IntegerToString(i)); - m_d_target_buy[i] = GlobalVariableGet(p + "dtb" + IntegerToString(i)); - m_d_target_sell[i] = GlobalVariableGet(p + "dts" + IntegerToString(i)); - m_d_bars_scale[i] = GlobalVariableGet(p + "dbs" + IntegerToString(i)); - } - NormalizePi(); - return true; - } -}; diff --git a/frontline/MQL5/RSIScalpingXAUUSD_DeepMarkov/main.mq5 b/frontline/MQL5/RSIScalpingXAUUSD_DeepMarkov/main.mq5 deleted file mode 100644 index 0804865..0000000 --- a/frontline/MQL5/RSIScalpingXAUUSD_DeepMarkov/main.mq5 +++ /dev/null @@ -1,350 +0,0 @@ -//+------------------------------------------------------------------+ -//| RSIScalpingXAUUSD_DeepMarkov.mq5 | -//| RSI scalping with online deep Markov regime filter + self-tune. | -//+------------------------------------------------------------------+ -#property copyright "Copyright 2026" -#property link "https://www.mql5.com" -#property version "1.00" - -#include "MagicNumberHelpers.mqh" -#include "DeepMarkovRegimeModel.mqh" - -//--- Input parameters -input group "=== Chart / RSI ===" -input ENUM_TIMEFRAMES TimeFrame = PERIOD_H1; -input int RSI_Period = 14; -input ENUM_APPLIED_PRICE RSI_Applied_Price = PRICE_CLOSE; - -input group "=== Base RSI levels (Markov blends & learns offsets) ===" -input double RSI_Overbought = 71; -input double RSI_Oversold = 57; -input double RSI_Target_Buy = 80; -input double RSI_Target_Sell = 57; -input int BarsToWait = 4; - -input group "=== Execution ===" -input double LotSize = 0.1; -input int MagicNumber = 129102316; -input int Slippage = 3; - -input group "=== Deep Markov self-optimization ===" -input double DMR_LearnTransition = 0.05; -input double DMR_LearnEmission = 0.02; -input double DMR_LearnWin = 0.03; -input double DMR_LearnLoss = 0.015; -input bool DMR_PersistGlobals = true; -input string DMR_GlobalPrefix = "DMR_XAU_"; -input bool DMR_LogEachBar = false; - -//--- Global variables -CTrade trade; -CDeepMarkovRegimeModel g_dm; - -int rsi_handle; -int atr_fast_handle; -int atr_slow_handle; -double rsi_buffer[]; -double rsi_prev, rsi_current, rsi_two_bars_ago; -double atr_fast, atr_slow; - -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; - -int entry_regime = 0; - -//+------------------------------------------------------------------+ -int OnInit() -{ - rsi_handle = iRSI(_Symbol, TimeFrame, RSI_Period, RSI_Applied_Price); - if(rsi_handle == INVALID_HANDLE) - return(INIT_FAILED); - - atr_fast_handle = iATR(_Symbol, TimeFrame, 8); - atr_slow_handle = iATR(_Symbol, TimeFrame, 34); - if(atr_fast_handle == INVALID_HANDLE || atr_slow_handle == INVALID_HANDLE) - return(INIT_FAILED); - - trade.SetExpertMagicNumber(MagicNumber); - trade.SetDeviationInPoints(Slippage); - trade.SetTypeFilling(ORDER_FILLING_FOK); - - ArraySetAsSeries(rsi_buffer, true); - - g_dm.SetSeed(MagicNumber); - g_dm.SetLearningRates(DMR_LearnTransition, DMR_LearnEmission, DMR_LearnWin, DMR_LearnLoss); - g_dm.SetBaseThresholds(RSI_Overbought, RSI_Oversold, RSI_Target_Buy, RSI_Target_Sell, BarsToWait); - - if(DMR_PersistGlobals) - { - if(g_dm.LoadFromGlobals(DMR_GlobalPrefix)) - Print("RSIScalpingXAUUSD_DeepMarkov: loaded persisted Markov state from globals."); - } - - return(INIT_SUCCEEDED); -} - -//+------------------------------------------------------------------+ -void OnDeinit(const int reason) -{ - if(DMR_PersistGlobals) - g_dm.SaveToGlobals(DMR_GlobalPrefix); - - if(rsi_handle != INVALID_HANDLE) - IndicatorRelease(rsi_handle); - if(atr_fast_handle != INVALID_HANDLE) - IndicatorRelease(atr_fast_handle); - if(atr_slow_handle != INVALID_HANDLE) - IndicatorRelease(atr_slow_handle); -} - -//+------------------------------------------------------------------+ -void OnTick() -{ - if(Bars(_Symbol, TimeFrame) < RSI_Period + 5) - return; - - datetime current_bar_time = iTime(_Symbol, TimeFrame, 0); - if(current_bar_time == last_bar_time) - return; - - last_bar_time = current_bar_time; - - if(!UpdateRSI()) - return; - - if(!UpdateATR()) - return; - - const double f0 = rsi_current / 100.0; - const double dr = rsi_current - rsi_prev; - const double f1 = MathTanh(dr / 10.0) * 0.5 + 0.5; - double ratio = 1.0; - if(atr_slow > 1.0e-12) - ratio = atr_fast / atr_slow; - if(ratio < 0.15) - ratio = 0.15; - if(ratio > 2.5) - ratio = 2.5; - const double f2 = ratio / 2.5; - - g_dm.Update(f0, f1, f2); - - if(DMR_LogEachBar) - Print(g_dm.DebugStateLine()); - - ResyncPositionFromMarket(); - - CheckExistingPosition(); - - if(!position_open && !PositionExistsByMagic(_Symbol, (ulong)MagicNumber)) - CheckEntrySignals(); -} - -//+------------------------------------------------------------------+ -bool UpdateRSI() -{ - if(CopyBuffer(rsi_handle, 0, 0, 3, rsi_buffer) < 3) - return false; - - rsi_current = rsi_buffer[0]; - rsi_prev = rsi_buffer[1]; - rsi_two_bars_ago = rsi_buffer[2]; - return true; -} - -//+------------------------------------------------------------------+ -bool UpdateATR() -{ - double af[], as[]; - ArrayResize(af, 1); - ArrayResize(as, 1); - ArraySetAsSeries(af, true); - ArraySetAsSeries(as, true); - if(CopyBuffer(atr_fast_handle, 0, 0, 1, af) < 1) - return false; - if(CopyBuffer(atr_slow_handle, 0, 0, 1, as) < 1) - return false; - atr_fast = af[0]; - atr_slow = as[0]; - return true; -} - -//+------------------------------------------------------------------+ -void ResyncPositionFromMarket() -{ - if(position_open) - return; - ulong t = GetPositionTicketByMagic(_Symbol, (ulong)MagicNumber); - if(t == 0 || !PositionSelectByTicket(t)) - return; - position_ticket = (int)t; - position_open = true; - current_position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE); - entry_regime = g_dm.ArgMaxPi(); -} - -//+------------------------------------------------------------------+ -double EffectiveOverbought() { return g_dm.EffectiveOverbought(); } -double EffectiveOversold() { return g_dm.EffectiveOversold(); } -double EffectiveTargetBuy() { return g_dm.EffectiveTargetBuy(); } -double EffectiveTargetSell() { return g_dm.EffectiveTargetSell(); } -int EffectiveBarsToWait() { return g_dm.EffectiveBarsToWait(); } - -//+------------------------------------------------------------------+ -void CheckExistingPosition() -{ - if(!position_open) - return; - - if(!PositionSelectByTicketAndMagic((ulong)position_ticket, (ulong)MagicNumber)) - { - position_open = false; - position_ticket = 0; - rsi_against_position = false; - bars_against_count = 0; - return; - } - - const double ob = EffectiveOverbought(); - const double os = EffectiveOversold(); - const double tb = EffectiveTargetBuy(); - const double ts = EffectiveTargetSell(); - const int bw = EffectiveBarsToWait(); - - if(current_position_type == POSITION_TYPE_BUY) - { - if(rsi_current < os) - { - if(!rsi_against_position) - { - rsi_against_position = true; - bars_against_count = 1; - } - else - bars_against_count++; - - if(bars_against_count >= bw) - { - ClosePosition(); - return; - } - } - else - { - if(rsi_against_position) - { - rsi_against_position = false; - bars_against_count = 0; - } - if(rsi_current >= tb) - ClosePosition(); - } - } - else if(current_position_type == POSITION_TYPE_SELL) - { - if(rsi_current > ob) - { - if(!rsi_against_position) - { - rsi_against_position = true; - bars_against_count = 1; - } - else - bars_against_count++; - - if(bars_against_count >= bw) - { - ClosePosition(); - return; - } - } - else - { - if(rsi_against_position) - { - rsi_against_position = false; - bars_against_count = 0; - } - if(rsi_current <= ts) - ClosePosition(); - } - } -} - -//+------------------------------------------------------------------+ -void CheckEntrySignals() -{ - const double os = EffectiveOversold(); - const double ob = EffectiveOverbought(); - - if(rsi_two_bars_ago <= os && rsi_prev > os) - OpenBuyPosition(); - - if(rsi_two_bars_ago >= ob && rsi_prev < ob) - OpenSellPosition(); -} - -//+------------------------------------------------------------------+ -void OpenBuyPosition() -{ - double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK); - entry_regime = g_dm.ArgMaxPi(); - - if(trade.Buy(LotSize, _Symbol, ask, 0, 0, "RSI DM Buy")) - { - ulong pt = GetPositionTicketByMagic(_Symbol, (ulong)MagicNumber); - position_ticket = (int)pt; - position_open = true; - current_position_type = POSITION_TYPE_BUY; - } -} - -//+------------------------------------------------------------------+ -void OpenSellPosition() -{ - double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID); - entry_regime = g_dm.ArgMaxPi(); - - if(trade.Sell(LotSize, _Symbol, bid, 0, 0, "RSI DM Sell")) - { - ulong pt = GetPositionTicketByMagic(_Symbol, (ulong)MagicNumber); - position_ticket = (int)pt; - position_open = true; - current_position_type = POSITION_TYPE_SELL; - } -} - -//+------------------------------------------------------------------+ -void ClosePosition() -{ - double profit = 0.0; - if(PositionSelectByTicket(position_ticket)) - profit = PositionGetDouble(POSITION_PROFIT); - - const int regime = entry_regime; - - if(ClosePositionByMagic(trade, _Symbol, (ulong)MagicNumber)) - { - position_open = false; - position_ticket = 0; - rsi_against_position = false; - bars_against_count = 0; - g_dm.OnTradeClosed(regime, profit); - return; - } - if(!PositionExistsByMagic(_Symbol, (ulong)MagicNumber)) - { - position_open = false; - position_ticket = 0; - rsi_against_position = false; - bars_against_count = 0; - g_dm.OnTradeClosed(regime, profit); - return; - } - Print("RSIScalpingXAUUSD_DeepMarkov: close failed (will retry). retcode=", - trade.ResultRetcode(), " lastError=", GetLastError()); -} diff --git a/frontline/MQL5/RSIScalpingXAUUSD_PlusHours/main.mq5 b/frontline/MQL5/RSIScalpingXAUUSD_PlusHours/main.mq5 deleted file mode 100644 index d393e76..0000000 --- a/frontline/MQL5/RSIScalpingXAUUSD_PlusHours/main.mq5 +++ /dev/null @@ -1,307 +0,0 @@ -//+------------------------------------------------------------------+ -//| RSIScalpingXAUUSD_PlusHours.mq5 | -//| Same logic as RSIScalpingXAUUSD + trading session filter | -//| (server time), day-of-week filter, and optional close-all when | -//| outside allowed hours/days | -//+------------------------------------------------------------------+ -#property copyright "Copyright 2025, MetaQuotes Ltd." -#property link "https://www.mql5.com" -#property version "1.00" - -#include -#include "../_united/MagicNumberHelpers.mqh" - -input group "=== RSI (same as RSIScalpingXAUUSD) ===" -input ENUM_TIMEFRAMES TimeFrame = PERIOD_H1; -input int RSI_Period = 14; -input ENUM_APPLIED_PRICE RSI_Applied_Price = PRICE_CLOSE; -input double RSI_Overbought = 71; -input double RSI_Oversold = 57; -input double RSI_Target_Buy = 80; -input double RSI_Target_Sell = 57; -input int BarsToWait = 4; -input double LotSize = 0.1; -input int MagicNumber = 129102317; -input int Slippage = 3; - -input group "=== Trading hours (broker server time) ===" -input bool InpUseTradingHours = true; -input int InpTradeHourStart = 8; -input int InpTradeHourEnd = 22; -input bool InpCloseOutsideTradingHours = true; - -input group "=== Trading days (broker server time) ===" -input bool InpUseTradingDays = true; -input bool InpTradeMonday = true; -input bool InpTradeTuesday = true; -input bool InpTradeWednesday = true; -input bool InpTradeThursday = true; -input bool InpTradeFriday = true; -input bool InpTradeSaturday = true; -input bool InpTradeSunday = true; -input bool InpCloseOutsideTradingDays = true; - -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; - -bool IsWithinTradingHours() -{ - if(!InpUseTradingHours) - return true; - - MqlDateTime dt; - TimeToStruct(TimeCurrent(), dt); - const int h = dt.hour; - const int hs = MathMax(0, MathMin(23, InpTradeHourStart)); - const int he = MathMax(0, MathMin(23, InpTradeHourEnd)); - - if(hs == he) - return true; - - if(hs < he) - return (h >= hs && h < he); - - return (h >= hs || h < he); -} - -bool IsTradingDayAllowed() -{ - if(!InpUseTradingDays) - return true; - - MqlDateTime dt; - TimeToStruct(TimeCurrent(), dt); - switch(dt.day_of_week) - { - case 0: return InpTradeSunday; - case 1: return InpTradeMonday; - case 2: return InpTradeTuesday; - case 3: return InpTradeWednesday; - case 4: return InpTradeThursday; - case 5: return InpTradeFriday; - case 6: return InpTradeSaturday; - } - return false; -} - -int OnInit() -{ - rsi_handle = iRSI(_Symbol, TimeFrame, RSI_Period, RSI_Applied_Price); - if(rsi_handle == INVALID_HANDLE) - return(INIT_FAILED); - - trade.SetExpertMagicNumber(MagicNumber); - trade.SetDeviationInPoints(Slippage); - trade.SetTypeFilling(ORDER_FILLING_FOK); - - ArraySetAsSeries(rsi_buffer, true); - return(INIT_SUCCEEDED); -} - -void OnDeinit(const int reason) -{ - if(rsi_handle != INVALID_HANDLE) - IndicatorRelease(rsi_handle); -} - -void OnTick() -{ - if(Bars(_Symbol, TimeFrame) < RSI_Period + 2) - return; - - datetime current_bar_time = iTime(_Symbol, TimeFrame, 0); - if(current_bar_time == last_bar_time) - return; - - last_bar_time = current_bar_time; - - if(!UpdateRSI()) - return; - - ResyncPositionFromMarket(); - - const bool inHours = IsWithinTradingHours(); - const bool inDays = IsTradingDayAllowed(); - const bool inSession = inHours && inDays; - - if(position_open && !inSession && - ((InpUseTradingHours && InpCloseOutsideTradingHours && !inHours) || - (InpUseTradingDays && InpCloseOutsideTradingDays && !inDays))) - { - ClosePosition(); - return; - } - - CheckExistingPosition(); - - if(!position_open && !PositionExistsByMagic(_Symbol, (ulong)MagicNumber) && inSession) - CheckEntrySignals(); -} - -bool UpdateRSI() -{ - if(CopyBuffer(rsi_handle, 0, 0, 3, rsi_buffer) < 3) - return false; - - rsi_current = rsi_buffer[0]; - rsi_prev = rsi_buffer[1]; - rsi_two_bars_ago = rsi_buffer[2]; - return true; -} - -void ResyncPositionFromMarket() -{ - if(position_open) - return; - ulong t = GetPositionTicketByMagic(_Symbol, (ulong)MagicNumber); - if(t == 0 || !PositionSelectByTicket(t)) - return; - position_ticket = (int)t; - position_open = true; - current_position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE); -} - -void CheckExistingPosition() -{ - if(!position_open) - return; - - if(!PositionSelectByTicketAndMagic(position_ticket, MagicNumber)) - { - position_open = false; - position_ticket = 0; - rsi_against_position = false; - bars_against_count = 0; - return; - } - - if(current_position_type == POSITION_TYPE_BUY) - { - if(rsi_current < RSI_Oversold) - { - if(!rsi_against_position) - { - rsi_against_position = true; - bars_against_count = 1; - } - else - bars_against_count++; - - if(bars_against_count >= BarsToWait) - { - ClosePosition(); - return; - } - } - else - { - if(rsi_against_position) - { - rsi_against_position = false; - bars_against_count = 0; - } - - if(rsi_current >= RSI_Target_Buy) - ClosePosition(); - } - } - else if(current_position_type == POSITION_TYPE_SELL) - { - if(rsi_current > RSI_Overbought) - { - if(!rsi_against_position) - { - rsi_against_position = true; - bars_against_count = 1; - } - else - bars_against_count++; - - if(bars_against_count >= BarsToWait) - { - ClosePosition(); - return; - } - } - else - { - if(rsi_against_position) - { - rsi_against_position = false; - bars_against_count = 0; - } - - if(rsi_current <= RSI_Target_Sell) - ClosePosition(); - } - } -} - -void CheckEntrySignals() -{ - if(rsi_two_bars_ago <= RSI_Oversold && rsi_prev > RSI_Oversold) - OpenBuyPosition(); - - if(rsi_two_bars_ago >= RSI_Overbought && rsi_prev < RSI_Overbought) - OpenSellPosition(); -} - -void OpenBuyPosition() -{ - double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK); - trade.SetExpertMagicNumber(MagicNumber); - if(trade.Buy(LotSize, _Symbol, ask, 0, 0, "RSI Scalping Hours Buy")) - { - ulong t = GetPositionTicketByMagic(_Symbol, (ulong)MagicNumber); - position_ticket = (int)t; - position_open = (position_ticket != 0); - current_position_type = POSITION_TYPE_BUY; - rsi_against_position = false; - bars_against_count = 0; - } -} - -void OpenSellPosition() -{ - double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID); - trade.SetExpertMagicNumber(MagicNumber); - if(trade.Sell(LotSize, _Symbol, bid, 0, 0, "RSI Scalping Hours Sell")) - { - ulong t = GetPositionTicketByMagic(_Symbol, (ulong)MagicNumber); - position_ticket = (int)t; - position_open = (position_ticket != 0); - current_position_type = POSITION_TYPE_SELL; - rsi_against_position = false; - bars_against_count = 0; - } -} - -void ClosePosition() -{ - if(ClosePositionByMagic(trade, _Symbol, (ulong)MagicNumber)) - { - position_open = false; - position_ticket = 0; - rsi_against_position = false; - bars_against_count = 0; - return; - } - if(!PositionExistsByMagic(_Symbol, (ulong)MagicNumber)) - { - position_open = false; - position_ticket = 0; - rsi_against_position = false; - bars_against_count = 0; - return; - } - Print("RSIScalpingXAUUSD_PlusHours: close failed (will retry). retcode=", - trade.ResultRetcode(), " lastError=", GetLastError()); -} diff --git a/frontline/MQL5/RSIScalpingXAUUSD_Trailing/main.mq5 b/frontline/MQL5/RSIScalpingXAUUSD_Trailing/main.mq5 deleted file mode 100644 index 0dc1208..0000000 --- a/frontline/MQL5/RSIScalpingXAUUSD_Trailing/main.mq5 +++ /dev/null @@ -1,367 +0,0 @@ -//+------------------------------------------------------------------+ -//| RSIScalpingXAUUSD_Trailing.mq5 | -//| Copyright 2025, MetaQuotes Ltd. | -//| https://www.mql5.com | -//+------------------------------------------------------------------+ -#property copyright "Copyright 2025, MetaQuotes Ltd." -#property link "https://www.mql5.com" -#property version "1.06" - -#include -#include "../_united/MagicNumberHelpers.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 bool UseRSI_StopLoss = true; // Close on RSI stop (separate timeframe below) -input ENUM_TIMEFRAMES RSI_StopLoss_TimeFrame = PERIOD_H1; // RSI timeframe for stop-loss only -input double RSI_StopLoss_BuyBelow = 30; // Close buy when stop-timeframe RSI drops below this -input double RSI_StopLoss_SellAbove = 70; // Close sell when stop-timeframe RSI rises above this -input double LotSize = 0.1; // Lot Size -input int MagicNumber = 129102316; // Magic Number (distinct from non-trailing EA) -input int Slippage = 3; // Slippage in points - -//--- Global variables -CTrade trade; -int rsi_handle; -int rsi_stoploss_handle = INVALID_HANDLE; -double rsi_buffer[]; -double rsi_stoploss_buffer[]; -double rsi_prev, rsi_current, rsi_two_bars_ago; -double rsi_stoploss_current = 0.0; -MqlTick rsi_stoploss_last_tick; -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() -{ - rsi_handle = iRSI(_Symbol, TimeFrame, RSI_Period, RSI_Applied_Price); - if(rsi_handle == INVALID_HANDLE) - { - return(INIT_FAILED); - } - - rsi_stoploss_handle = iRSI(_Symbol, RSI_StopLoss_TimeFrame, RSI_Period, RSI_Applied_Price); - if(rsi_stoploss_handle == INVALID_HANDLE) - { - IndicatorRelease(rsi_handle); - return(INIT_FAILED); - } - - trade.SetExpertMagicNumber(MagicNumber); - trade.SetDeviationInPoints(Slippage); - trade.SetTypeFilling(ORDER_FILLING_FOK); - - ArraySetAsSeries(rsi_buffer, true); - ArraySetAsSeries(rsi_stoploss_buffer, true); - - return(INIT_SUCCEEDED); -} - -//+------------------------------------------------------------------+ -//| Expert deinitialization function | -//+------------------------------------------------------------------+ -void OnDeinit(const int reason) -{ - if(rsi_handle != INVALID_HANDLE) - IndicatorRelease(rsi_handle); - if(rsi_stoploss_handle != INVALID_HANDLE) - IndicatorRelease(rsi_stoploss_handle); -} - -//+------------------------------------------------------------------+ -//| Expert tick function | -//+------------------------------------------------------------------+ -void OnTick() -{ - ResyncPositionFromMarket(); - - const int min_bars = RSI_Period + 2; - if(position_open) - { - if(UseRSI_StopLoss && Bars(_Symbol, RSI_StopLoss_TimeFrame) >= min_bars) - { - if(UpdateRSI_StopLoss()) - CheckRSIStopLossClose(); - } - } - - if(Bars(_Symbol, TimeFrame) < min_bars) - { - return; - } - - datetime current_bar_time = iTime(_Symbol, TimeFrame, 0); - if(current_bar_time == last_bar_time) - { - return; - } - - last_bar_time = current_bar_time; - - if(!UpdateRSI()) - { - return; - } - - ResyncPositionFromMarket(); - - CheckExistingPosition(); - - if(!position_open && !PositionExistsByMagic(_Symbol, MagicNumber)) - { - CheckEntrySignals(); - } -} - -//+------------------------------------------------------------------+ -//| Update RSI values | -//+------------------------------------------------------------------+ -bool UpdateRSI() -{ - if(CopyBuffer(rsi_handle, 0, 0, 3, rsi_buffer) < 3) - { - return false; - } - - rsi_current = rsi_buffer[0]; - rsi_prev = rsi_buffer[1]; - rsi_two_bars_ago = rsi_buffer[2]; - - return true; -} - -//+------------------------------------------------------------------+ -//| Stop-loss RSI (RSI_StopLoss_TimeFrame) | -//| Uses latest MqlTick before CopyBuffer so RSI matches current quote. | -//+------------------------------------------------------------------+ -bool UpdateRSI_StopLoss() -{ - if(rsi_stoploss_handle == INVALID_HANDLE) - return false; - if(!SymbolInfoTick(_Symbol, rsi_stoploss_last_tick)) - return false; - - int calc = BarsCalculated(rsi_stoploss_handle); - if(calc <= 0) - return false; - - if(CopyBuffer(rsi_stoploss_handle, 0, 0, 1, rsi_stoploss_buffer) < 1) - return false; - rsi_stoploss_current = rsi_stoploss_buffer[0]; - return true; -} - -void ResyncPositionFromMarket() -{ - if(position_open) - return; - ulong t = GetPositionTicketByMagic(_Symbol, (ulong)MagicNumber); - if(t == 0 || !PositionSelectByTicket(t)) - return; - position_ticket = (int)t; - position_open = true; - current_position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE); -} - -//+------------------------------------------------------------------+ -//| RSI-based stop: RSI_StopLoss_TimeFrame series (independent of TimeFrame) | -//+------------------------------------------------------------------+ -void CheckRSIStopLossClose() -{ - if(!UseRSI_StopLoss || !position_open) - return; - - if(!PositionSelectByTicketAndMagic(position_ticket, MagicNumber)) - { - position_open = false; - position_ticket = 0; - rsi_against_position = false; - bars_against_count = 0; - return; - } - - if(current_position_type == POSITION_TYPE_BUY) - { - if(rsi_stoploss_current < RSI_StopLoss_BuyBelow) - ClosePosition(); - } - else if(current_position_type == POSITION_TYPE_SELL) - { - if(rsi_stoploss_current > RSI_StopLoss_SellAbove) - ClosePosition(); - } -} - -//+------------------------------------------------------------------+ -//| Check existing position for exit conditions | -//+------------------------------------------------------------------+ -void CheckExistingPosition() -{ - if(!position_open) - { - return; - } - - if(!PositionSelectByTicketAndMagic(position_ticket, MagicNumber)) - { - position_open = false; - position_ticket = 0; - rsi_against_position = false; - bars_against_count = 0; - return; - } - - if(current_position_type == POSITION_TYPE_BUY) - { - if(rsi_current < RSI_Oversold) - { - if(!rsi_against_position) - { - rsi_against_position = true; - bars_against_count = 1; - } - else - { - bars_against_count++; - } - - if(bars_against_count >= BarsToWait) - { - ClosePosition(); - return; - } - } - else - { - if(rsi_against_position) - { - rsi_against_position = false; - bars_against_count = 0; - } - - if(rsi_current >= RSI_Target_Buy) - { - ClosePosition(); - } - } - } - else if(current_position_type == POSITION_TYPE_SELL) - { - if(rsi_current > RSI_Overbought) - { - if(!rsi_against_position) - { - rsi_against_position = true; - bars_against_count = 1; - } - else - { - bars_against_count++; - } - - if(bars_against_count >= BarsToWait) - { - ClosePosition(); - return; - } - } - else - { - if(rsi_against_position) - { - rsi_against_position = false; - bars_against_count = 0; - } - - if(rsi_current <= RSI_Target_Sell) - { - ClosePosition(); - } - } - } -} - -//+------------------------------------------------------------------+ -//| Check for entry signals | -//+------------------------------------------------------------------+ -void CheckEntrySignals() -{ - if(rsi_two_bars_ago <= RSI_Oversold && rsi_prev > RSI_Oversold) - OpenBuyPosition(); - - 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")) - { - ulong t = GetPositionTicketByMagic(_Symbol, (ulong)MagicNumber); - if(t != 0) - position_ticket = (int)t; - 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")) - { - ulong t = GetPositionTicketByMagic(_Symbol, (ulong)MagicNumber); - if(t != 0) - position_ticket = (int)t; - position_open = true; - current_position_type = POSITION_TYPE_SELL; - } -} - -//+------------------------------------------------------------------+ -//| Close current position | -//+------------------------------------------------------------------+ -void ClosePosition() -{ - if(ClosePositionByMagic(trade, _Symbol, (ulong)MagicNumber)) - { - position_open = false; - position_ticket = 0; - rsi_against_position = false; - bars_against_count = 0; - return; - } - if(!PositionExistsByMagic(_Symbol, (ulong)MagicNumber)) - { - position_open = false; - position_ticket = 0; - rsi_against_position = false; - bars_against_count = 0; - return; - } - Print("RSIScalpingXAUUSD: close failed (will retry on next bar). retcode=", - trade.ResultRetcode(), " lastError=", GetLastError()); -} diff --git a/frontline/MQL5/_united/PEPPERSTONE_US_SETUP.md b/frontline/MQL5/_united/PEPPERSTONE_US_SETUP.md deleted file mode 100644 index 82dc835..0000000 --- a/frontline/MQL5/_united/PEPPERSTONE_US_SETUP.md +++ /dev/null @@ -1,75 +0,0 @@ -# Pepperstone US - Symbol Setup Guide - -## Finding Correct Symbol Names in MetaTrader 5 - -### Step-by-Step Instructions: - -1. **Open Market Watch Window** - - Press `Ctrl+M` or go to `View > Market Watch` - -2. **Show All Symbols** - - Right-click in the Market Watch window - - Select `Show All` or `Symbols` - - This shows all available symbols from your broker - -3. **Search for Your Symbols** - - Use the search box in the Market Watch window - - Search for: "AAPL", "MSFT", "NVDA", "TSLA", "BTCUSD", "XAUUSD" - -4. **Note the Exact Symbol Name** - - The symbol name shown in Market Watch is what you need to use - - Common formats for Pepperstone US: - - Stocks: `AAPL.US`, `MSFT.US`, `NVDA.US`, `TSLA.US` - - Or: `NASDAQ:AAPL`, `NASDAQ:MSFT`, etc. - - Or: Just `AAPL`, `MSFT`, etc. (if available) - -5. **Add to Market Watch** - - Double-click the symbol to add it to your Market Watch - - Or right-click and select `Show` - -6. **Update EA Inputs** - - Open the EA inputs in MetaTrader 5 - - Update each symbol parameter with the exact name from Market Watch - -## Common Pepperstone US Symbol Formats - -### US Stocks: -- **Apple**: `AAPL.US` or `NASDAQ:AAPL` or `AAPL` -- **Microsoft**: `MSFT.US` or `NASDAQ:MSFT` or `MSFT` -- **NVIDIA**: `NVDA.US` or `NASDAQ:NVDA` or `NVDA` -- **Tesla**: `TSLA.US` or `NASDAQ:TSLA` or `TSLA` - -### Cryptocurrencies: -- **Bitcoin**: `BTCUSD` or `BTC/USD` or `BTCUSD.c` - -### Precious Metals: -- **Gold**: `XAUUSD` or `GOLD` or `XAU/USD` - -## Important Notes: - -1. **Symbol Names are Case-Sensitive**: Use exact capitalization -2. **Add Symbols to Market Watch**: Symbols must be in Market Watch for the EA to access them -3. **Check Trading Hours**: US stocks trade during US market hours (9:30 AM - 4:00 PM ET) -4. **CFD vs Stock**: Pepperstone offers CFDs on stocks, not actual stocks -5. **Spread**: Check the spread for each symbol - some may have wider spreads - -## Troubleshooting: - -### If Symbol Not Found: -1. Check if you're connected to Pepperstone US server -2. Verify your account type supports the symbol -3. Contact Pepperstone support for symbol availability -4. Check if symbol requires special account permissions - -### If EA Shows "Symbol Not Available": -1. Make sure symbol is added to Market Watch -2. Verify symbol name matches exactly (including dots, colons, etc.) -3. Check broker connection status -4. Try different symbol format variations - -## Testing Symbols: - -You can test if a symbol works by: -1. Opening a chart with that symbol -2. If chart opens successfully, the symbol name is correct -3. Use that exact symbol name in the EA inputs diff --git a/frontline/MQL5/_united_dynamic/AdaptiveMonthlyRegime.mqh b/frontline/MQL5/_united_dynamic/AdaptiveMonthlyRegime.mqh deleted file mode 100644 index 4ba0fb7..0000000 --- a/frontline/MQL5/_united_dynamic/AdaptiveMonthlyRegime.mqh +++ /dev/null @@ -1,639 +0,0 @@ -//+------------------------------------------------------------------+ -//| AdaptiveMonthlyRegime.mqh | -//| Streak unit (input): closed calendar MONTHS or closed DAYS | -//| (server time). Losing streak -> optional CANARY (next full month | -//| or next full day at InpAdaptiveCanaryLotMult). Canary P/L > 0 -> | -//| full size; else HARD PAUSE. CanaryLotMult==0 -> hard pause, no | -//| canary. Per-strat DD lot cap still uses last closed *month* P/L. | -//| Include after all `input` blocks. | -//+------------------------------------------------------------------+ -#ifndef ADAPTIVE_MONTHLY_REGIME_MQH -#define ADAPTIVE_MONTHLY_REGIME_MQH - -#define UNITED_ADAPTIVE_N 13 -#define UNITED_AD_MAX_DAY_BUCKETS 400 - -#define UNITED_AD_DARVAS 0 -#define UNITED_AD_ES 1 -#define UNITED_AD_RC 2 -#define UNITED_AD_RM 3 -#define UNITED_AD_RS_APPL 4 -#define UNITED_AD_RS_BTC 5 -#define UNITED_AD_RS_NVDA 6 -#define UNITED_AD_RS_TSLA 7 -#define UNITED_AD_RS_XAU 8 -#define UNITED_AD_RRA_EUR 9 -#define UNITED_AD_RRA_AUD 10 -#define UNITED_AD_RSS 11 -#define UNITED_AD_SUPEREMA 12 - -bool g_adHardPaused[UNITED_ADAPTIVE_N]; -bool g_adCanaryWaiting[UNITED_ADAPTIVE_N]; -bool g_adCanaryActive[UNITED_ADAPTIVE_N]; -datetime g_adCanaryMonthStart[UNITED_ADAPTIVE_N]; -datetime g_adCanaryMonthEnd[UNITED_ADAPTIVE_N]; -datetime g_adHardPauseUntil[UNITED_ADAPTIVE_N]; -datetime g_adPostCanaryCooldownUntil[UNITED_ADAPTIVE_N]; - -double g_adLastClosedMonthPl[UNITED_ADAPTIVE_N]; - -datetime g_unitedAdaptiveLastUpdate = 0; - -string UnitedAdaptive_StratName(const int s) -{ - const string names[] = - { - "DarvasBox", "EMASlope", "RSICrossOver", "RM_MidPoint", - "RS_Scalp_AAPL", "RS_Scalp_BTC", "RS_Scalp_NVDA", "RS_Scalp_TSLA", "RS_Scalp_XAU", - "RRA_EURUSD", "RRA_AUDUSD", "SecretSauce", "SuperEMA" - }; - if(s >= 0 && s < UNITED_ADAPTIVE_N) - return names[s]; - return "?"; -} - -void UnitedAdaptive_Init() -{ - for(int i = 0; i < UNITED_ADAPTIVE_N; i++) - { - g_adHardPaused[i] = false; - g_adCanaryWaiting[i] = false; - g_adCanaryActive[i] = false; - g_adCanaryMonthStart[i] = 0; - g_adCanaryMonthEnd[i] = 0; - g_adHardPauseUntil[i] = 0; - g_adPostCanaryCooldownUntil[i] = 0; - g_adLastClosedMonthPl[i] = 0.0; - } - g_unitedAdaptiveLastUpdate = 0; -} - -datetime UnitedAdaptive_MonthStartInt(const int y, const int m) -{ - MqlDateTime d; - d.year = y; - d.mon = m; - d.day = 1; - d.hour = 0; - d.min = 0; - d.sec = 0; - return StructToTime(d); -} - -void UnitedAdaptive_NextYm(int &y, int &m) -{ - m++; - if(m > 12) - { - m = 1; - y++; - } -} - -void UnitedAdaptive_ClosedMonthYm(const int offsetFromLastComplete, int &y, int &m) -{ - MqlDateTime now; - TimeToStruct(TimeCurrent(), now); - int ly = now.year; - int lm = now.mon - 1; - if(lm < 1) - { - lm = 12; - ly--; - } - for(int i = 0; i < offsetFromLastComplete; i++) - { - lm--; - if(lm < 1) - { - lm = 12; - ly--; - } - } - y = ly; - m = lm; -} - -// Start of calendar day: offset 0 = yesterday 00:00 (last fully closed day), 1 = day before, ... -datetime UnitedAdaptive_ClosedDayStart(const int offsetFromLastCompleteDay) -{ - MqlDateTime n; - TimeToStruct(TimeCurrent(), n); - n.hour = 0; - n.min = 0; - n.sec = 0; - const datetime today0 = StructToTime(n); - return today0 - (datetime)((offsetFromLastCompleteDay + 1) * 86400); -} - -// Bucket index 0 = yesterday. -1 = today (incomplete) or invalid. -int UnitedAdaptive_ClosedDayOffsetFromDealTime(const datetime dt) -{ - MqlDateTime d, n; - TimeToStruct(dt, d); - d.hour = 0; - d.min = 0; - d.sec = 0; - const datetime dealDay0 = StructToTime(d); - TimeToStruct(TimeCurrent(), n); - n.hour = 0; - n.min = 0; - n.sec = 0; - const datetime today0 = StructToTime(n); - const long deltaSec = (long)(today0 - dealDay0); - if(deltaSec < 86400L) - return -1; - const int daysAgo = (int)(deltaSec / 86400L); - return daysAgo - 1; -} - -datetime UnitedAdaptive_AddMonthsWallClock(const datetime dt0, const int months) -{ - MqlDateTime t; - TimeToStruct(dt0, t); - for(int i = 0; i < months; i++) - { - t.mon++; - if(t.mon > 12) - { - t.mon = 1; - t.year++; - } - } - return StructToTime(t); -} - -bool UnitedAdaptive_RMDealMatches(const long mg) -{ - if(EnableRSIMidPointHijack) - { - if(RM_InpEnableRSIFollow && mg == (long)RM_InpMagicNumberRSIFollow) - return true; - if(RM_InpEnableRSIReverse && mg == (long)RM_InpMagicNumberRSIReverse) - return true; - if(RM_InpEnableEMACross && mg == (long)RM_InpMagicNumberEMACross) - return true; - } - return false; -} - -bool UnitedAdaptive_DealBelongsToStrat(const int s, const long mg) -{ - if(s == UNITED_AD_DARVAS) - return EnableDarvasBox && mg == (long)DB_MagicNumber; - if(s == UNITED_AD_ES) - return EnableEMASlopeDistance && mg == (long)ES_MagicNumber; - if(s == UNITED_AD_RC) - return EnableRSICrossOverReversal && mg == (long)RC_MagicNumber; - if(s == UNITED_AD_RM) - return UnitedAdaptive_RMDealMatches(mg); - if(s == UNITED_AD_RS_APPL) - return EnableRSIScalpingAPPL && mg == (long)RS_APPL_MagicNumber; - if(s == UNITED_AD_RS_BTC) - return EnableRSIScalpingBTCUSD && mg == (long)RS_BTCUSD_MagicNumber; - if(s == UNITED_AD_RS_NVDA) - return EnableRSIScalpingNVDA && mg == (long)RS_NVDA_MagicNumber; - if(s == UNITED_AD_RS_TSLA) - return EnableRSIScalpingTSLA && mg == (long)RS_TSLA_MagicNumber; - if(s == UNITED_AD_RS_XAU) - return EnableRSIScalpingXAUUSD && mg == (long)RS_XAUUSD_MagicNumber; - if(s == UNITED_AD_RRA_EUR) - return EnableRSIReversalEURUSD && mg == (long)RRA_EURUSD_MagicNumber; - if(s == UNITED_AD_RRA_AUD) - return EnableRSIReversalAUDUSD && mg == (long)RRA_AUDUSD_MagicNumber; - if(s == UNITED_AD_RSS) - return EnableRSISecretSauceXAUUSD && mg == (long)RSS_XAUUSD_MagicNumber; - if(s == UNITED_AD_SUPEREMA) - return EnableSuperEMA && mg == (long)SE_MagicNumber; - return false; -} - -double UnitedAdaptive_SumStratDealsRange(const int s, const datetime from, const datetime to) -{ - if(from >= to) - return 0.0; - if(!HistorySelect(from, to)) - return 0.0; - double sum = 0.0; - const int n = HistoryDealsTotal(); - for(int i = 0; i < n; i++) - { - const ulong t = HistoryDealGetTicket(i); - if(t == 0) - continue; - const long mg = (long)HistoryDealGetInteger(t, DEAL_MAGIC); - if(!UnitedAdaptive_DealBelongsToStrat(s, mg)) - continue; - sum += HistoryDealGetDouble(t, DEAL_PROFIT); - sum += HistoryDealGetDouble(t, DEAL_SWAP); - sum += HistoryDealGetDouble(t, DEAL_COMMISSION); - } - return sum; -} - -void UnitedAdaptive_StartCanaryWait(const int s) -{ - if(InpAdaptiveStreakUnit == ADAPTIVE_STREAK_BY_DAY) - { - MqlDateTime t; - TimeToStruct(TimeCurrent(), t); - t.hour = 0; - t.min = 0; - t.sec = 0; - const datetime today0 = StructToTime(t); - g_adCanaryMonthStart[s] = today0 + 86400; - g_adCanaryMonthEnd[s] = g_adCanaryMonthStart[s] + 86400; - g_adCanaryWaiting[s] = true; - g_adCanaryActive[s] = false; - Print("AdaptiveRegime: ", UnitedAdaptive_StratName(s), - " -> CANARY WAIT until ", TimeToString(g_adCanaryMonthStart[s], TIME_DATE), - " then 1 day at lot x ", DoubleToString(InpAdaptiveCanaryLotMult, 4)); - return; - } - MqlDateTime t; - TimeToStruct(TimeCurrent(), t); - t.mon++; - if(t.mon > 12) - { - t.mon = 1; - t.year++; - } - t.day = 1; - t.hour = 0; - t.min = 0; - t.sec = 0; - g_adCanaryMonthStart[s] = StructToTime(t); - int ey = t.year; - int em = t.mon; - UnitedAdaptive_NextYm(ey, em); - g_adCanaryMonthEnd[s] = UnitedAdaptive_MonthStartInt(ey, em); - g_adCanaryWaiting[s] = true; - g_adCanaryActive[s] = false; - Print("AdaptiveRegime: ", UnitedAdaptive_StratName(s), - " -> CANARY WAIT until ", TimeToString(g_adCanaryMonthStart[s], TIME_DATE), - " then 1 month at lot x ", DoubleToString(InpAdaptiveCanaryLotMult, 4)); -} - -void UnitedAdaptive_TryExpireHardPauses() -{ - if(InpAdaptiveStreakUnit == ADAPTIVE_STREAK_BY_DAY) - { - if(InpAdaptiveHardRetryDays <= 0) - return; - } - else if(InpAdaptiveHardRetryMonths <= 0) - return; - - const datetime now = TimeCurrent(); - for(int s = 0; s < UNITED_ADAPTIVE_N; s++) - { - if(!g_adHardPaused[s]) - continue; - if(g_adHardPauseUntil[s] > 0 && now >= g_adHardPauseUntil[s]) - { - g_adHardPaused[s] = false; - g_adHardPauseUntil[s] = 0; - if(InpAdaptiveStreakUnit == ADAPTIVE_STREAK_BY_DAY) - Print("AdaptiveRegime: ", UnitedAdaptive_StratName(s), - " hard pause RETRY (after ", InpAdaptiveHardRetryDays, " d)"); - else - Print("AdaptiveRegime: ", UnitedAdaptive_StratName(s), - " hard pause RETRY (after ", InpAdaptiveHardRetryMonths, " mo)"); - } - } -} - -void UnitedAdaptive_ProcessCanaryTransitions() -{ - if(!InpAdaptiveEnable) - return; - - UnitedAdaptive_TryExpireHardPauses(); - - const datetime now = TimeCurrent(); - for(int s = 0; s < UNITED_ADAPTIVE_N; s++) - { - if(g_adCanaryWaiting[s] && !g_adCanaryActive[s] && now >= g_adCanaryMonthStart[s]) - { - g_adCanaryWaiting[s] = false; - g_adCanaryActive[s] = true; - if(InpAdaptiveStreakUnit == ADAPTIVE_STREAK_BY_DAY) - Print("AdaptiveRegime: ", UnitedAdaptive_StratName(s), " CANARY ACTIVE (probation day)"); - else - Print("AdaptiveRegime: ", UnitedAdaptive_StratName(s), " CANARY ACTIVE (probation month)"); - } - - if(g_adCanaryActive[s] && now >= g_adCanaryMonthEnd[s]) - { - const double pl = UnitedAdaptive_SumStratDealsRange(s, g_adCanaryMonthStart[s], g_adCanaryMonthEnd[s]); - g_adCanaryActive[s] = false; - g_adCanaryWaiting[s] = false; - if(pl > 0.0) - { - if(InpAdaptivePostCanaryCooldownDays > 0) - g_adPostCanaryCooldownUntil[s] = TimeCurrent() + InpAdaptivePostCanaryCooldownDays * 86400; - Print("AdaptiveRegime: ", UnitedAdaptive_StratName(s), - " canary OK P/L=", DoubleToString(pl, 2), " -> full size"); - } - else - { - g_adHardPaused[s] = true; - if(InpAdaptiveStreakUnit == ADAPTIVE_STREAK_BY_DAY) - { - if(InpAdaptiveHardRetryDays > 0) - g_adHardPauseUntil[s] = now + (datetime)InpAdaptiveHardRetryDays * 86400; - Print("AdaptiveRegime: ", UnitedAdaptive_StratName(s), - " canary FAIL P/L=", DoubleToString(pl, 2), " -> HARD PAUSE", - (InpAdaptiveHardRetryDays > 0 ? " (auto-retry later)" : "")); - } - else - { - if(InpAdaptiveHardRetryMonths > 0) - g_adHardPauseUntil[s] = UnitedAdaptive_AddMonthsWallClock(now, InpAdaptiveHardRetryMonths); - Print("AdaptiveRegime: ", UnitedAdaptive_StratName(s), - " canary FAIL P/L=", DoubleToString(pl, 2), " -> HARD PAUSE", - (InpAdaptiveHardRetryMonths > 0 ? " (auto-retry later)" : "")); - } - } - } - } -} - -bool UnitedAdaptive_StratLastMonthIsLosing(const int s) -{ - if(s < 0 || s >= UNITED_ADAPTIVE_N) - return false; - const double thr = MathMax(0.0, InpDdLotCapStratLossThreshold); - return g_adLastClosedMonthPl[s] < -thr; -} - -void UnitedAdaptive_RecomputeStreaks() -{ - const bool needMonthPlCap = InpDdLotCapEnable && InpDdLotCapPerStratEnable; - const bool adaptMonth = InpAdaptiveEnable && InpAdaptiveStreakUnit == ADAPTIVE_STREAK_BY_MONTH; - const bool adaptDay = InpAdaptiveEnable && InpAdaptiveStreakUnit == ADAPTIVE_STREAK_BY_DAY; - - int nMonthOff = 0; - int streakReqM = 1; - if(adaptMonth) - { - streakReqM = MathMax(1, InpAdaptiveRedStreak); - const int L = MathMax(InpAdaptiveLookbackMonths, streakReqM + 1); - nMonthOff = MathMin(L, 63); - } - else if(needMonthPlCap) - nMonthOff = 2; - - int nDayOff = 0; - int streakReqD = 1; - if(adaptDay) - { - streakReqD = MathMax(1, InpAdaptiveRedStreak); - const int L = MathMax(InpAdaptiveLookbackDays, streakReqD + 1); - nDayOff = MathMin(L, UNITED_AD_MAX_DAY_BUCKETS); - } - - if(nMonthOff == 0 && nDayOff == 0) - return; - - const datetime to = TimeCurrent() + 60; - datetime from = to; - if(nMonthOff > 0) - { - int oy = 0, om = 0; - UnitedAdaptive_ClosedMonthYm(nMonthOff - 1, oy, om); - const datetime mf = UnitedAdaptive_MonthStartInt(oy, om); - if(mf < from) - from = mf; - } - if(nDayOff > 0) - { - const datetime df = UnitedAdaptive_ClosedDayStart(nDayOff - 1); - if(df < from) - from = df; - } - - if(from >= to || !HistorySelect(from, to)) - return; - - double monthBuck[UNITED_ADAPTIVE_N][64]; - double dayBuck[UNITED_ADAPTIVE_N][UNITED_AD_MAX_DAY_BUCKETS]; - for(int s = 0; s < UNITED_ADAPTIVE_N; s++) - { - for(int o = 0; o < 64; o++) - monthBuck[s][o] = 0.0; - for(int o = 0; o < UNITED_AD_MAX_DAY_BUCKETS; o++) - dayBuck[s][o] = 0.0; - } - - const int total = HistoryDealsTotal(); - for(int i = 0; i < total; i++) - { - const ulong tk = HistoryDealGetTicket(i); - if(tk == 0) - continue; - const long mg = (long)HistoryDealGetInteger(tk, DEAL_MAGIC); - const datetime dt = (datetime)HistoryDealGetInteger(tk, DEAL_TIME); - const double pl = HistoryDealGetDouble(tk, DEAL_PROFIT) - + HistoryDealGetDouble(tk, DEAL_SWAP) - + HistoryDealGetDouble(tk, DEAL_COMMISSION); - - if(nMonthOff > 0) - { - for(int o = 0; o < nMonthOff; o++) - { - int y = 0, m = 0; - UnitedAdaptive_ClosedMonthYm(o, y, m); - const datetime ms = UnitedAdaptive_MonthStartInt(y, m); - int ny = y, nm = m; - UnitedAdaptive_NextYm(ny, nm); - const datetime me = UnitedAdaptive_MonthStartInt(ny, nm); - if(dt < ms || dt >= me) - continue; - - if(EnableDarvasBox && mg == (long)DB_MagicNumber) - monthBuck[UNITED_AD_DARVAS][o] += pl; - if(EnableEMASlopeDistance && mg == (long)ES_MagicNumber) - monthBuck[UNITED_AD_ES][o] += pl; - if(EnableRSICrossOverReversal && mg == (long)RC_MagicNumber) - monthBuck[UNITED_AD_RC][o] += pl; - if(UnitedAdaptive_RMDealMatches(mg)) - monthBuck[UNITED_AD_RM][o] += pl; - if(EnableRSIScalpingAPPL && mg == (long)RS_APPL_MagicNumber) - monthBuck[UNITED_AD_RS_APPL][o] += pl; - if(EnableRSIScalpingBTCUSD && mg == (long)RS_BTCUSD_MagicNumber) - monthBuck[UNITED_AD_RS_BTC][o] += pl; - if(EnableRSIScalpingNVDA && mg == (long)RS_NVDA_MagicNumber) - monthBuck[UNITED_AD_RS_NVDA][o] += pl; - if(EnableRSIScalpingTSLA && mg == (long)RS_TSLA_MagicNumber) - monthBuck[UNITED_AD_RS_TSLA][o] += pl; - if(EnableRSIScalpingXAUUSD && mg == (long)RS_XAUUSD_MagicNumber) - monthBuck[UNITED_AD_RS_XAU][o] += pl; - if(EnableRSIReversalEURUSD && mg == (long)RRA_EURUSD_MagicNumber) - monthBuck[UNITED_AD_RRA_EUR][o] += pl; - if(EnableRSIReversalAUDUSD && mg == (long)RRA_AUDUSD_MagicNumber) - monthBuck[UNITED_AD_RRA_AUD][o] += pl; - if(EnableRSISecretSauceXAUUSD && mg == (long)RSS_XAUUSD_MagicNumber) - monthBuck[UNITED_AD_RSS][o] += pl; - if(EnableSuperEMA && mg == (long)SE_MagicNumber) - monthBuck[UNITED_AD_SUPEREMA][o] += pl; - break; - } - } - - if(nDayOff > 0) - { - const int dOff = UnitedAdaptive_ClosedDayOffsetFromDealTime(dt); - if(dOff >= 0 && dOff < nDayOff) - { - if(EnableDarvasBox && mg == (long)DB_MagicNumber) - dayBuck[UNITED_AD_DARVAS][dOff] += pl; - if(EnableEMASlopeDistance && mg == (long)ES_MagicNumber) - dayBuck[UNITED_AD_ES][dOff] += pl; - if(EnableRSICrossOverReversal && mg == (long)RC_MagicNumber) - dayBuck[UNITED_AD_RC][dOff] += pl; - if(UnitedAdaptive_RMDealMatches(mg)) - dayBuck[UNITED_AD_RM][dOff] += pl; - if(EnableRSIScalpingAPPL && mg == (long)RS_APPL_MagicNumber) - dayBuck[UNITED_AD_RS_APPL][dOff] += pl; - if(EnableRSIScalpingBTCUSD && mg == (long)RS_BTCUSD_MagicNumber) - dayBuck[UNITED_AD_RS_BTC][dOff] += pl; - if(EnableRSIScalpingNVDA && mg == (long)RS_NVDA_MagicNumber) - dayBuck[UNITED_AD_RS_NVDA][dOff] += pl; - if(EnableRSIScalpingTSLA && mg == (long)RS_TSLA_MagicNumber) - dayBuck[UNITED_AD_RS_TSLA][dOff] += pl; - if(EnableRSIScalpingXAUUSD && mg == (long)RS_XAUUSD_MagicNumber) - dayBuck[UNITED_AD_RS_XAU][dOff] += pl; - if(EnableRSIReversalEURUSD && mg == (long)RRA_EURUSD_MagicNumber) - dayBuck[UNITED_AD_RRA_EUR][dOff] += pl; - if(EnableRSIReversalAUDUSD && mg == (long)RRA_AUDUSD_MagicNumber) - dayBuck[UNITED_AD_RRA_AUD][dOff] += pl; - if(EnableRSISecretSauceXAUUSD && mg == (long)RSS_XAUUSD_MagicNumber) - dayBuck[UNITED_AD_RSS][dOff] += pl; - if(EnableSuperEMA && mg == (long)SE_MagicNumber) - dayBuck[UNITED_AD_SUPEREMA][dOff] += pl; - } - } - } - - if(nMonthOff > 0) - { - for(int s = 0; s < UNITED_ADAPTIVE_N; s++) - g_adLastClosedMonthPl[s] = monthBuck[s][0]; - } - - if(!InpAdaptiveEnable) - return; - - const double thr = MathMax(0.0, InpAdaptiveRedThreshold); - const bool useDay = adaptDay; - const int streakReq = useDay ? streakReqD : streakReqM; - const int nOff = useDay ? nDayOff : nMonthOff; - - for(int s = 0; s < UNITED_ADAPTIVE_N; s++) - { - if(g_adHardPaused[s]) - continue; - if(g_adCanaryActive[s] || g_adCanaryWaiting[s]) - { - int consecOk = 0; - for(int o = 0; o < streakReq && o < nOff; o++) - { - const double bpl = useDay ? dayBuck[s][o] : monthBuck[s][o]; - if(bpl < -thr) - consecOk++; - else - break; - } - const bool streakBad = (consecOk >= streakReq); - if(!streakBad && g_adCanaryWaiting[s] && !g_adCanaryActive[s]) - { - g_adCanaryWaiting[s] = false; - Print("AdaptiveRegime: ", UnitedAdaptive_StratName(s), " canary wait CANCELLED (streak cleared)"); - } - continue; - } - - int consec = 0; - for(int o = 0; o < streakReq && o < nOff; o++) - { - const double bpl = useDay ? dayBuck[s][o] : monthBuck[s][o]; - if(bpl < -thr) - consec++; - else - break; - } - const bool streakBad = (consec >= streakReq); - if(!streakBad) - continue; - - const bool prevHard = g_adHardPaused[s]; - if(InpAdaptiveCanaryLotMult > 0.0) - { - if(!g_adCanaryWaiting[s] && !g_adCanaryActive[s]) - { - if(g_adPostCanaryCooldownUntil[s] > TimeCurrent()) - continue; - UnitedAdaptive_StartCanaryWait(s); - } - } - else - { - g_adHardPaused[s] = true; - if(!prevHard && useDay && InpAdaptiveHardRetryDays > 0) - g_adHardPauseUntil[s] = TimeCurrent() + (datetime)InpAdaptiveHardRetryDays * 86400; - else if(!prevHard && !useDay && InpAdaptiveHardRetryMonths > 0) - g_adHardPauseUntil[s] = UnitedAdaptive_AddMonthsWallClock(TimeCurrent(), InpAdaptiveHardRetryMonths); - if(!prevHard) - Print("AdaptiveRegime: ", UnitedAdaptive_StratName(s), - " HARD PAUSE (streak, canary disabled)"); - } - } -} - -void UnitedAdaptive_UpdateIfDue() -{ - if(!InpAdaptiveEnable && (!InpDdLotCapEnable || !InpDdLotCapPerStratEnable)) - { - UnitedAdaptive_Init(); - return; - } - - int everySec = 3600; - if(InpAdaptiveEnable) - everySec = MathMin(everySec, MathMax(60, InpAdaptiveUpdateSeconds)); - if(InpDdLotCapEnable && InpDdLotCapPerStratEnable) - everySec = MathMin(everySec, MathMax(60, InpDdLotCapUpdateSeconds)); - - if(g_unitedAdaptiveLastUpdate > 0 && (TimeCurrent() - g_unitedAdaptiveLastUpdate) < everySec) - return; - - g_unitedAdaptiveLastUpdate = TimeCurrent(); - UnitedAdaptive_RecomputeStreaks(); -} - -double UnitedAdaptive_GetLotMult(const int stratId) -{ - if(stratId < 0 || stratId >= UNITED_ADAPTIVE_N) - return 1.0; - if(!InpAdaptiveEnable) - return 1.0; - if(g_adCanaryActive[stratId]) - return MathMax(0.0, InpAdaptiveCanaryLotMult); - return 1.0; -} - -bool UnitedAdaptive_StrategyActive(const int stratId) -{ - if(stratId < 0 || stratId >= UNITED_ADAPTIVE_N) - return true; - if(!InpAdaptiveEnable) - return true; - if(g_adHardPaused[stratId]) - return false; - if(g_adCanaryWaiting[stratId] && !g_adCanaryActive[stratId]) - return false; - return true; -} - -#endif diff --git a/frontline/MQL5/_united_dynamic/PEPPERSTONE_US_SETUP.md b/frontline/MQL5/_united_dynamic/PEPPERSTONE_US_SETUP.md deleted file mode 100644 index 82dc835..0000000 --- a/frontline/MQL5/_united_dynamic/PEPPERSTONE_US_SETUP.md +++ /dev/null @@ -1,75 +0,0 @@ -# Pepperstone US - Symbol Setup Guide - -## Finding Correct Symbol Names in MetaTrader 5 - -### Step-by-Step Instructions: - -1. **Open Market Watch Window** - - Press `Ctrl+M` or go to `View > Market Watch` - -2. **Show All Symbols** - - Right-click in the Market Watch window - - Select `Show All` or `Symbols` - - This shows all available symbols from your broker - -3. **Search for Your Symbols** - - Use the search box in the Market Watch window - - Search for: "AAPL", "MSFT", "NVDA", "TSLA", "BTCUSD", "XAUUSD" - -4. **Note the Exact Symbol Name** - - The symbol name shown in Market Watch is what you need to use - - Common formats for Pepperstone US: - - Stocks: `AAPL.US`, `MSFT.US`, `NVDA.US`, `TSLA.US` - - Or: `NASDAQ:AAPL`, `NASDAQ:MSFT`, etc. - - Or: Just `AAPL`, `MSFT`, etc. (if available) - -5. **Add to Market Watch** - - Double-click the symbol to add it to your Market Watch - - Or right-click and select `Show` - -6. **Update EA Inputs** - - Open the EA inputs in MetaTrader 5 - - Update each symbol parameter with the exact name from Market Watch - -## Common Pepperstone US Symbol Formats - -### US Stocks: -- **Apple**: `AAPL.US` or `NASDAQ:AAPL` or `AAPL` -- **Microsoft**: `MSFT.US` or `NASDAQ:MSFT` or `MSFT` -- **NVIDIA**: `NVDA.US` or `NASDAQ:NVDA` or `NVDA` -- **Tesla**: `TSLA.US` or `NASDAQ:TSLA` or `TSLA` - -### Cryptocurrencies: -- **Bitcoin**: `BTCUSD` or `BTC/USD` or `BTCUSD.c` - -### Precious Metals: -- **Gold**: `XAUUSD` or `GOLD` or `XAU/USD` - -## Important Notes: - -1. **Symbol Names are Case-Sensitive**: Use exact capitalization -2. **Add Symbols to Market Watch**: Symbols must be in Market Watch for the EA to access them -3. **Check Trading Hours**: US stocks trade during US market hours (9:30 AM - 4:00 PM ET) -4. **CFD vs Stock**: Pepperstone offers CFDs on stocks, not actual stocks -5. **Spread**: Check the spread for each symbol - some may have wider spreads - -## Troubleshooting: - -### If Symbol Not Found: -1. Check if you're connected to Pepperstone US server -2. Verify your account type supports the symbol -3. Contact Pepperstone support for symbol availability -4. Check if symbol requires special account permissions - -### If EA Shows "Symbol Not Available": -1. Make sure symbol is added to Market Watch -2. Verify symbol name matches exactly (including dots, colons, etc.) -3. Check broker connection status -4. Try different symbol format variations - -## Testing Symbols: - -You can test if a symbol works by: -1. Opening a chart with that symbol -2. If chart opens successfully, the symbol name is correct -3. Use that exact symbol name in the EA inputs diff --git a/frontline/MQL5/_united_dynamic/Strategies/RSISecretSauceStrategy.mqh b/frontline/MQL5/_united_dynamic/Strategies/RSISecretSauceStrategy.mqh deleted file mode 100644 index 73bc500..0000000 --- a/frontline/MQL5/_united_dynamic/Strategies/RSISecretSauceStrategy.mqh +++ /dev/null @@ -1,438 +0,0 @@ -//+------------------------------------------------------------------+ -//| RSISecretSauceStrategy.mqh | -//| RSI Secret Sauce: leave 70/30 zone, re-enter, peak/bottom entry | -//+------------------------------------------------------------------+ - -struct RSISecretSauceData -{ - string symbol; - bool isInitialized; - CTrade trade; - CPositionInfo positionInfo; - int rsiHandle; - int atrHandle; - double rsiBuffer[]; - double atrBuffer[]; - double highBuffer[]; - double lowBuffer[]; - bool rsiWasOverbought; - bool rsiWasOversold; - bool rsiBackInRange; - datetime lastRSIExitTime; - datetime lastRSIReentryTime; - datetime lastTradeTime; - datetime lastBarTime; - ENUM_TIMEFRAMES timeframe; - int rsiPeriod; - double rsiOverbought; - double rsiOversold; - int rsiLookback; - int peakBars; - bool requireDivergence; - double stopLossATR; - double takeProfitATR; - int atrPeriod; - bool useSwingStopLoss; - int swingLookback; - int maxPositions; - int minBarsBetweenTrades; - int magicNumber; - int slippage; -}; - -bool RSS_UpdateIndicators(RSISecretSauceData& d); -void RSS_UpdateRSIState(RSISecretSauceData& d); -bool RSS_CanOpenNewPosition(RSISecretSauceData& d); -void RSS_CheckEntrySignals(RSISecretSauceData& d, const double lotSize); -bool RSS_IsRSIPeak(RSISecretSauceData& d); -bool RSS_IsRSIBottom(RSISecretSauceData& d); -void RSS_OpenPosition(RSISecretSauceData& d, ENUM_POSITION_TYPE type, const double lotSize); -bool RSS_CalculateStops(RSISecretSauceData& d, double price, ENUM_POSITION_TYPE type, double& sl, double& tp); -double RSS_GetSwingStopLoss(RSISecretSauceData& d, ENUM_POSITION_TYPE type); - -bool InitRSISecretSauce(RSISecretSauceData& d, - const string symbol, - const ENUM_TIMEFRAMES timeframe, - const int rsiPeriod, - const double rsiOverbought, - const double rsiOversold, - const int rsiLookback, - const int peakBars, - const bool requireDivergence, - const double stopLossATR, - const double takeProfitATR, - const int atrPeriod, - const bool useSwingStopLoss, - const int swingLookback, - const int maxPositions, - const int minBarsBetweenTrades, - const int magicNumber, - const int slippage) -{ - d.symbol = symbol; - if(StringLen(d.symbol) == 0) - d.symbol = _Symbol; - d.isInitialized = false; - d.rsiHandle = INVALID_HANDLE; - d.atrHandle = INVALID_HANDLE; - d.rsiWasOverbought = false; - d.rsiWasOversold = false; - d.rsiBackInRange = false; - d.lastRSIExitTime = 0; - d.lastRSIReentryTime = 0; - d.lastTradeTime = 0; - d.lastBarTime = 0; - - if(!SymbolSelect(d.symbol, true)) - { - Print("RSISecretSauce: Symbol '", d.symbol, "' not available in Market Watch."); - return false; - } - - d.timeframe = timeframe; - d.rsiPeriod = rsiPeriod; - d.rsiOverbought = rsiOverbought; - d.rsiOversold = rsiOversold; - d.rsiLookback = rsiLookback; - d.peakBars = peakBars; - d.requireDivergence = requireDivergence; - d.stopLossATR = stopLossATR; - d.takeProfitATR = takeProfitATR; - d.atrPeriod = atrPeriod; - d.useSwingStopLoss = useSwingStopLoss; - d.swingLookback = swingLookback; - d.maxPositions = maxPositions; - d.minBarsBetweenTrades = minBarsBetweenTrades; - d.magicNumber = magicNumber; - d.slippage = slippage; - - Sleep(100); - int retry = 0; - while(retry < 5 && d.rsiHandle == INVALID_HANDLE) - { - d.rsiHandle = iRSI(d.symbol, d.timeframe, d.rsiPeriod, PRICE_CLOSE); - if(d.rsiHandle == INVALID_HANDLE) - { - if(GetLastError() == 4805 && retry < 4) - { - Sleep(1000); - retry++; - continue; - } - Print("RSISecretSauce: Failed to create RSI for '", d.symbol, "'"); - return false; - } - } - - retry = 0; - while(retry < 5 && d.atrHandle == INVALID_HANDLE) - { - d.atrHandle = iATR(d.symbol, d.timeframe, d.atrPeriod); - if(d.atrHandle == INVALID_HANDLE) - { - if(GetLastError() == 4805 && retry < 4) - { - Sleep(1000); - retry++; - continue; - } - Print("RSISecretSauce: Failed to create ATR for '", d.symbol, "'"); - IndicatorRelease(d.rsiHandle); - d.rsiHandle = INVALID_HANDLE; - return false; - } - } - - ArraySetAsSeries(d.rsiBuffer, true); - ArraySetAsSeries(d.atrBuffer, true); - ArraySetAsSeries(d.highBuffer, true); - ArraySetAsSeries(d.lowBuffer, true); - - d.trade.SetExpertMagicNumber(d.magicNumber); - d.trade.SetDeviationInPoints(d.slippage); - d.trade.SetTypeFilling(ORDER_FILLING_FOK); - - d.isInitialized = true; - Print("RSISecretSauce: Initialized for '", d.symbol, "' TF=", EnumToString(d.timeframe)); - return true; -} - -void DeinitRSISecretSauce(RSISecretSauceData& d) -{ - if(d.rsiHandle != INVALID_HANDLE) - IndicatorRelease(d.rsiHandle); - if(d.atrHandle != INVALID_HANDLE) - IndicatorRelease(d.atrHandle); - d.rsiHandle = INVALID_HANDLE; - d.atrHandle = INVALID_HANDLE; - d.isInitialized = false; -} - -bool RSS_UpdateIndicators(RSISecretSauceData& d) -{ - int rsiBarsNeeded = d.rsiLookback + 5; - if(CopyBuffer(d.rsiHandle, 0, 0, rsiBarsNeeded, d.rsiBuffer) < rsiBarsNeeded) - return false; - if(CopyBuffer(d.atrHandle, 0, 0, 2, d.atrBuffer) < 2) - return false; - if(CopyHigh(d.symbol, d.timeframe, 0, d.swingLookback + 5, d.highBuffer) < d.swingLookback + 5) - return false; - if(CopyLow(d.symbol, d.timeframe, 0, d.swingLookback + 5, d.lowBuffer) < d.swingLookback + 5) - return false; - return true; -} - -void RSS_UpdateRSIState(RSISecretSauceData& d) -{ - double rsiCurrent = d.rsiBuffer[0]; - double rsiPrev = d.rsiBuffer[1]; - - if(rsiPrev >= d.rsiOverbought && rsiCurrent < d.rsiOverbought) - { - d.rsiWasOverbought = true; - d.rsiBackInRange = true; - d.lastRSIExitTime = TimeCurrent(); - d.lastRSIReentryTime = TimeCurrent(); - } - - if(rsiPrev <= d.rsiOversold && rsiCurrent > d.rsiOversold) - { - d.rsiWasOversold = true; - d.rsiBackInRange = true; - d.lastRSIExitTime = TimeCurrent(); - d.lastRSIReentryTime = TimeCurrent(); - } - - if(rsiCurrent >= d.rsiOverbought) - { - d.rsiWasOverbought = false; - d.rsiBackInRange = false; - } - - if(rsiCurrent <= d.rsiOversold) - { - d.rsiWasOversold = false; - d.rsiBackInRange = false; - } -} - -bool RSS_CanOpenNewPosition(RSISecretSauceData& d) -{ - int positionCount = 0; - for(int i = PositionsTotal() - 1; i >= 0; i--) - { - if(d.positionInfo.SelectByIndex(i)) - { - if(d.positionInfo.Symbol() == d.symbol && d.positionInfo.Magic() == d.magicNumber) - positionCount++; - } - } - - if(positionCount >= d.maxPositions) - return false; - - if(d.lastTradeTime > 0) - { - int barsSince = Bars(d.symbol, d.timeframe, d.lastTradeTime, TimeCurrent()); - if(barsSince < d.minBarsBetweenTrades) - return false; - } - - return true; -} - -bool RSS_IsRSIPeak(RSISecretSauceData& d) -{ - if(ArraySize(d.rsiBuffer) < d.peakBars + 2) - return false; - - double currentRSI = d.rsiBuffer[0]; - bool isPeak = true; - - for(int i = 1; i <= d.peakBars; i++) - { - if(d.rsiBuffer[i] >= currentRSI) - { - isPeak = false; - break; - } - } - - if(d.rsiBuffer[1] >= currentRSI) - isPeak = false; - - return isPeak; -} - -bool RSS_IsRSIBottom(RSISecretSauceData& d) -{ - if(ArraySize(d.rsiBuffer) < d.peakBars + 2) - return false; - - double currentRSI = d.rsiBuffer[0]; - bool isBottom = true; - - for(int i = 1; i <= d.peakBars; i++) - { - if(d.rsiBuffer[i] <= currentRSI) - { - isBottom = false; - break; - } - } - - if(d.rsiBuffer[1] <= currentRSI) - isBottom = false; - - return isBottom; -} - -void RSS_CheckEntrySignals(RSISecretSauceData& d, const double lotSize) -{ - if(d.rsiWasOverbought && d.rsiBackInRange) - { - if(d.rsiBuffer[0] < d.rsiOverbought) - { - if(RSS_IsRSIPeak(d)) - RSS_OpenPosition(d, POSITION_TYPE_BUY, lotSize); - } - } - - if(d.rsiWasOversold && d.rsiBackInRange) - { - if(d.rsiBuffer[0] > d.rsiOversold) - { - if(RSS_IsRSIBottom(d)) - RSS_OpenPosition(d, POSITION_TYPE_SELL, lotSize); - } - } -} - -bool RSS_CalculateStops(RSISecretSauceData& d, double price, ENUM_POSITION_TYPE type, double& sl, double& tp) -{ - double atrValue = d.atrBuffer[0]; - if(atrValue <= 0) - atrValue = price * 0.01; - - double slDistance = atrValue * d.stopLossATR; - double tpDistance = atrValue * d.takeProfitATR; - - int digits = (int)SymbolInfoInteger(d.symbol, SYMBOL_DIGITS); - double point = SymbolInfoDouble(d.symbol, SYMBOL_POINT); - int stopsLevel = (int)SymbolInfoInteger(d.symbol, SYMBOL_TRADE_STOPS_LEVEL); - double minStopDistance = MathMax(stopsLevel * point, point * 10); - - if(d.useSwingStopLoss) - { - double swingStop = RSS_GetSwingStopLoss(d, type); - if(swingStop > 0) - { - if(type == POSITION_TYPE_BUY) - { - if(swingStop < price && (price - swingStop) > minStopDistance) - slDistance = price - swingStop; - } - else - { - if(swingStop > price && (swingStop - price) > minStopDistance) - slDistance = swingStop - price; - } - } - } - - if(slDistance < minStopDistance) - slDistance = minStopDistance; - if(tpDistance < minStopDistance) - tpDistance = minStopDistance; - - if(type == POSITION_TYPE_BUY) - { - sl = NormalizeDouble(price - slDistance, digits); - tp = NormalizeDouble(price + tpDistance, digits); - } - else - { - sl = NormalizeDouble(price + slDistance, digits); - tp = NormalizeDouble(price - tpDistance, digits); - } - - return true; -} - -double RSS_GetSwingStopLoss(RSISecretSauceData& d, ENUM_POSITION_TYPE type) -{ - if(type == POSITION_TYPE_BUY) - { - double lowestLow = d.lowBuffer[0]; - for(int i = 1; i < d.swingLookback && i < ArraySize(d.lowBuffer); i++) - { - if(d.lowBuffer[i] < lowestLow) - lowestLow = d.lowBuffer[i]; - } - return lowestLow; - } - - double highestHigh = d.highBuffer[0]; - for(int i = 1; i < d.swingLookback && i < ArraySize(d.highBuffer); i++) - { - if(d.highBuffer[i] > highestHigh) - highestHigh = d.highBuffer[i]; - } - return highestHigh; -} - -void RSS_OpenPosition(RSISecretSauceData& d, ENUM_POSITION_TYPE type, const double lotSize) -{ - double price = (type == POSITION_TYPE_BUY) ? - SymbolInfoDouble(d.symbol, SYMBOL_ASK) : - SymbolInfoDouble(d.symbol, SYMBOL_BID); - - if(price <= 0) - return; - - double sl = 0.0, tp = 0.0; - if(!RSS_CalculateStops(d, price, type, sl, tp)) - return; - - string comment = "RSI_Secret_" + (type == POSITION_TYPE_BUY ? "LONG" : "SHORT"); - - bool result = false; - if(type == POSITION_TYPE_BUY) - result = d.trade.Buy(lotSize, d.symbol, 0, sl, tp, comment); - else - result = d.trade.Sell(lotSize, d.symbol, 0, sl, tp, comment); - - if(result) - { - d.lastTradeTime = TimeCurrent(); - if(type == POSITION_TYPE_BUY) - d.rsiWasOverbought = false; - else - d.rsiWasOversold = false; - d.rsiBackInRange = false; - } -} - -void ProcessRSISecretSauce(RSISecretSauceData& d, const double lotSize) -{ - if(!d.isInitialized) - return; - - int requiredBars = MathMax(d.rsiLookback, d.swingLookback) + 10; - if(Bars(d.symbol, d.timeframe) < requiredBars) - return; - - datetime currentBarTime = iTime(d.symbol, d.timeframe, 0); - if(currentBarTime == d.lastBarTime) - return; - - d.lastBarTime = currentBarTime; - - if(!RSS_UpdateIndicators(d)) - return; - - RSS_UpdateRSIState(d); - - if(RSS_CanOpenNewPosition(d)) - RSS_CheckEntrySignals(d, lotSize); -} diff --git a/frontline/MQL5/_united_dynamic/UnitedProfitPanel.mqh b/frontline/MQL5/_united_dynamic/UnitedProfitPanel.mqh deleted file mode 100644 index ae8eb2e..0000000 --- a/frontline/MQL5/_united_dynamic/UnitedProfitPanel.mqh +++ /dev/null @@ -1,437 +0,0 @@ -//+------------------------------------------------------------------+ -//| UnitedProfitPanel.mqh — chart object P&L by strategy / magic | -//| One OBJ_LABEL per line (MT5 often ignores \n in a single label). | -//| Include only after all United EA `input` declarations. | -//+------------------------------------------------------------------+ -#ifndef UNITED_PROFIT_PANEL_MQH -#define UNITED_PROFIT_PANEL_MQH - -#define UNITED_PNL_MAX_LINES 48 - -struct UnitedPnLRow -{ - string name; - long magic; -}; - -UnitedPnLRow g_unitedPnLRows[]; -int g_unitedPnLRowCount = 0; -int g_unitedPnL_visibleLineCount = 0; - -string UnitedPnL_Obj(const string suffix) { return "UnitedPnL_" + suffix; } - -long UnitedPnL_ChartId() { return ChartID(); } - -string UnitedPnL_LineObjName(const int idx) { return UnitedPnL_Obj("L") + IntegerToString(idx); } - -datetime UnitedPnL_StartOfYear(const datetime now) -{ - MqlDateTime dt; - TimeToStruct(now, dt); - dt.mon = 1; - dt.day = 1; - dt.hour = 0; - dt.min = 0; - dt.sec = 0; - return StructToTime(dt); -} - -datetime UnitedPnL_StartOfMonth(const datetime now) -{ - MqlDateTime dt; - TimeToStruct(now, dt); - dt.day = 1; - dt.hour = 0; - dt.min = 0; - dt.sec = 0; - return StructToTime(dt); -} - -int UnitedPnL_FindRowIndex(const long magic) -{ - for(int r = 0; r < g_unitedPnLRowCount; r++) - { - if(g_unitedPnLRows[r].magic == magic) - return r; - } - return -1; -} - -bool UnitedPnL_ScanDealsOnce(double &yearPl[], double &monthPl[], const datetime y0, const datetime m0, const datetime now) -{ - const int R = g_unitedPnLRowCount; - ArrayResize(yearPl, R); - ArrayResize(monthPl, R); - for(int j = 0; j < R; j++) - { - yearPl[j] = 0.0; - monthPl[j] = 0.0; - } - - if(R <= 0 || y0 >= now) - return true; - - datetime to = now; - if(to <= y0) - to = y0 + 1; - - if(!HistorySelect(y0, to)) - return false; - - const int n = HistoryDealsTotal(); - for(int i = 0; i < n; i++) - { - const ulong dealTicket = HistoryDealGetTicket(i); - if(dealTicket == 0) - continue; - - const long mg = (long)HistoryDealGetInteger(dealTicket, DEAL_MAGIC); - const int idx = UnitedPnL_FindRowIndex(mg); - if(idx < 0) - continue; - - const datetime dt = (datetime)HistoryDealGetInteger(dealTicket, DEAL_TIME); - const double p = HistoryDealGetDouble(dealTicket, DEAL_PROFIT) - + HistoryDealGetDouble(dealTicket, DEAL_SWAP) - + HistoryDealGetDouble(dealTicket, DEAL_COMMISSION); - - yearPl[idx] += p; - if(dt >= m0) - monthPl[idx] += p; - } - return true; -} - -double UnitedPnL_SumFloatingForMagic(const long magic) -{ - double sum = 0.0; - for(int i = PositionsTotal() - 1; i >= 0; i--) - { - const ulong ticket = PositionGetTicket(i); - if(ticket == 0) - continue; - if(!PositionSelectByTicket(ticket)) - continue; - if((long)PositionGetInteger(POSITION_MAGIC) != magic) - continue; - sum += PositionGetDouble(POSITION_PROFIT); - sum += PositionGetDouble(POSITION_SWAP); - } - return sum; -} - -void UnitedPnL_CollectRows() -{ - g_unitedPnLRowCount = 0; - ArrayResize(g_unitedPnLRows, 24); - - if(EnableDarvasBox) - { - g_unitedPnLRows[g_unitedPnLRowCount].name = "DarvasBox"; - g_unitedPnLRows[g_unitedPnLRowCount].magic = (long)DB_MagicNumber; - g_unitedPnLRowCount++; - } - if(EnableEMASlopeDistance) - { - g_unitedPnLRows[g_unitedPnLRowCount].name = "EMASlope"; - g_unitedPnLRows[g_unitedPnLRowCount].magic = (long)ES_MagicNumber; - g_unitedPnLRowCount++; - } - if(EnableRSICrossOverReversal) - { - g_unitedPnLRows[g_unitedPnLRowCount].name = "RSICrossOver"; - g_unitedPnLRows[g_unitedPnLRowCount].magic = (long)RC_MagicNumber; - g_unitedPnLRowCount++; - } - if(EnableRSIMidPointHijack) - { - if(RM_InpEnableRSIFollow) - { - g_unitedPnLRows[g_unitedPnLRowCount].name = "RM_RSIFollow"; - g_unitedPnLRows[g_unitedPnLRowCount].magic = (long)RM_InpMagicNumberRSIFollow; - g_unitedPnLRowCount++; - } - if(RM_InpEnableRSIReverse) - { - g_unitedPnLRows[g_unitedPnLRowCount].name = "RM_RSIRev"; - g_unitedPnLRows[g_unitedPnLRowCount].magic = (long)RM_InpMagicNumberRSIReverse; - g_unitedPnLRowCount++; - } - if(RM_InpEnableEMACross) - { - g_unitedPnLRows[g_unitedPnLRowCount].name = "RM_EMACross"; - g_unitedPnLRows[g_unitedPnLRowCount].magic = (long)RM_InpMagicNumberEMACross; - g_unitedPnLRowCount++; - } - } - if(EnableRSIScalpingAPPL) - { - g_unitedPnLRows[g_unitedPnLRowCount].name = "RS_Scalp_AAPL"; - g_unitedPnLRows[g_unitedPnLRowCount].magic = (long)RS_APPL_MagicNumber; - g_unitedPnLRowCount++; - } - if(EnableRSIScalpingBTCUSD) - { - g_unitedPnLRows[g_unitedPnLRowCount].name = "RS_Scalp_BTC"; - g_unitedPnLRows[g_unitedPnLRowCount].magic = (long)RS_BTCUSD_MagicNumber; - g_unitedPnLRowCount++; - } - if(EnableRSIScalpingNVDA) - { - g_unitedPnLRows[g_unitedPnLRowCount].name = "RS_Scalp_NVDA"; - g_unitedPnLRows[g_unitedPnLRowCount].magic = (long)RS_NVDA_MagicNumber; - g_unitedPnLRowCount++; - } - if(EnableRSIScalpingTSLA) - { - g_unitedPnLRows[g_unitedPnLRowCount].name = "RS_Scalp_TSLA"; - g_unitedPnLRows[g_unitedPnLRowCount].magic = (long)RS_TSLA_MagicNumber; - g_unitedPnLRowCount++; - } - if(EnableRSIScalpingXAUUSD) - { - g_unitedPnLRows[g_unitedPnLRowCount].name = "RS_Scalp_XAU"; - g_unitedPnLRows[g_unitedPnLRowCount].magic = (long)RS_XAUUSD_MagicNumber; - g_unitedPnLRowCount++; - } - if(EnableRSIReversalEURUSD) - { - g_unitedPnLRows[g_unitedPnLRowCount].name = "RRA_EURUSD"; - g_unitedPnLRows[g_unitedPnLRowCount].magic = (long)RRA_EURUSD_MagicNumber; - g_unitedPnLRowCount++; - } - if(EnableRSIReversalAUDUSD) - { - g_unitedPnLRows[g_unitedPnLRowCount].name = "RRA_AUDUSD"; - g_unitedPnLRows[g_unitedPnLRowCount].magic = (long)RRA_AUDUSD_MagicNumber; - g_unitedPnLRowCount++; - } - if(EnableRSISecretSauceXAUUSD) - { - g_unitedPnLRows[g_unitedPnLRowCount].name = "SecretSauce"; - g_unitedPnLRows[g_unitedPnLRowCount].magic = (long)RSS_XAUUSD_MagicNumber; - g_unitedPnLRowCount++; - } - if(EnableSuperEMA) - { - g_unitedPnLRows[g_unitedPnLRowCount].name = "SuperEMA"; - g_unitedPnLRows[g_unitedPnLRowCount].magic = (long)SE_MagicNumber; - g_unitedPnLRowCount++; - } - - ArrayResize(g_unitedPnLRows, MathMax(g_unitedPnLRowCount, 1)); -} - -void UnitedPnL_EnsureObjects() -{ - const long ch = UnitedPnL_ChartId(); - const string bg = UnitedPnL_Obj("BG"); - if(ObjectFind(ch, bg) < 0) - { - if(!ObjectCreate(ch, bg, OBJ_RECTANGLE_LABEL, 0, 0, 0)) - { - Print("UnitedPnL: BG ObjectCreate failed, err=", GetLastError()); - return; - } - ObjectSetInteger(ch, bg, OBJPROP_BORDER_TYPE, BORDER_FLAT); - ObjectSetInteger(ch, bg, OBJPROP_COLOR, C'90,90,90'); - ObjectSetInteger(ch, bg, OBJPROP_BGCOLOR, C'25,25,30'); - ObjectSetInteger(ch, bg, OBJPROP_WIDTH, 1); - ObjectSetInteger(ch, bg, OBJPROP_BACK, false); - ObjectSetInteger(ch, bg, OBJPROP_SELECTABLE, false); - ObjectSetInteger(ch, bg, OBJPROP_HIDDEN, false); - ObjectSetInteger(ch, bg, OBJPROP_ZORDER, 0); - } - - for(int i = 0; i < UNITED_PNL_MAX_LINES; i++) - { - const string nm = UnitedPnL_LineObjName(i); - if(ObjectFind(ch, nm) >= 0) - continue; - if(!ObjectCreate(ch, nm, OBJ_LABEL, 0, 0, 0)) - { - Print("UnitedPnL: line ", i, " ObjectCreate failed, err=", GetLastError()); - continue; - } - ObjectSetString(ch, nm, OBJPROP_FONT, "Arial"); - ObjectSetInteger(ch, nm, OBJPROP_FONTSIZE, UnitedPanel_FontSize); - ObjectSetInteger(ch, nm, OBJPROP_BACK, false); - ObjectSetInteger(ch, nm, OBJPROP_SELECTABLE, false); - ObjectSetInteger(ch, nm, OBJPROP_HIDDEN, false); - ObjectSetInteger(ch, nm, OBJPROP_ZORDER, 2); - } -} - -void UnitedPnL_ApplyGeometry() -{ - if(!UnitedPanel_Enable) - return; - const long ch = UnitedPnL_ChartId(); - const string bg = UnitedPnL_Obj("BG"); - if(ObjectFind(ch, bg) < 0) - return; - - const int lineH = UnitedPanel_FontSize + 5; - const int vis = MathMax(g_unitedPnL_visibleLineCount, 6); - const int h = UnitedPanel_YMargin * 2 + lineH * vis; - - const ENUM_BASE_CORNER corner = (ENUM_BASE_CORNER)UnitedPanel_Corner; - ObjectSetInteger(ch, bg, OBJPROP_CORNER, corner); - ObjectSetInteger(ch, bg, OBJPROP_XDISTANCE, UnitedPanel_X); - ObjectSetInteger(ch, bg, OBJPROP_YDISTANCE, UnitedPanel_Y); - ObjectSetInteger(ch, bg, OBJPROP_XSIZE, UnitedPanel_Width); - ObjectSetInteger(ch, bg, OBJPROP_YSIZE, MathMax(h, 80)); - - const int baseX = UnitedPanel_X + UnitedPanel_XMargin; - const int baseY = UnitedPanel_Y + UnitedPanel_YMargin; - for(int i = 0; i < UNITED_PNL_MAX_LINES; i++) - { - const string nm = UnitedPnL_LineObjName(i); - if(ObjectFind(ch, nm) < 0) - continue; - ObjectSetInteger(ch, nm, OBJPROP_CORNER, corner); - ObjectSetInteger(ch, nm, OBJPROP_XDISTANCE, baseX); - ObjectSetInteger(ch, nm, OBJPROP_YDISTANCE, baseY + i * lineH); - ObjectSetInteger(ch, nm, OBJPROP_FONTSIZE, UnitedPanel_FontSize); - } -} - -void UnitedPnL_RefreshText() -{ - const long ch = UnitedPnL_ChartId(); - const string bg = UnitedPnL_Obj("BG"); - if(ObjectFind(ch, bg) < 0) - return; - - UnitedPnL_CollectRows(); - - const datetime now = TimeCurrent(); - const datetime y0 = UnitedPnL_StartOfYear(now); - const datetime m0 = UnitedPnL_StartOfMonth(now); - const string cur = AccountInfoString(ACCOUNT_CURRENCY); - - double yearPl[]; - double monthPl[]; - const bool histOk = UnitedPnL_ScanDealsOnce(yearPl, monthPl, y0, m0, now); - const string histNote = histOk ? "" : " [hist fail: Toolbox>History]"; - - double sumY = 0.0, sumM = 0.0, sumF = 0.0; - - string lines[]; - int n = 0; - ArrayResize(lines, UNITED_PNL_MAX_LINES); - - lines[n++] = "United EA " + cur + histNote; - lines[n++] = UnitedPanel_ShowFloating - ? "Y/M = closed deals | F = open P/L+swap" - : "Y/M = closed deal P/L+swap+comm"; - lines[n++] = "----------------------------------"; - - for(int r = 0; r < g_unitedPnLRowCount; r++) - { - const long mg = g_unitedPnLRows[r].magic; - double yv = 0.0, mv = 0.0; - if(histOk && r < ArraySize(yearPl)) - yv = yearPl[r]; - if(histOk && r < ArraySize(monthPl)) - mv = monthPl[r]; - const double fv = UnitedPanel_ShowFloating ? UnitedPnL_SumFloatingForMagic(mg) : 0.0; - sumY += yv; - sumM += mv; - sumF += fv; - } - - string tot = "TOTAL Y:" + DoubleToString(sumY, 2) + " M:" + DoubleToString(sumM, 2); - if(UnitedPanel_ShowFloating) - tot += " F:" + DoubleToString(sumF, 2); - lines[n++] = tot; - lines[n++] = "----------------------------------"; - - if(g_unitedPnLRowCount == 0) - lines[n++] = "(no strategies enabled)"; - else - { - for(int r = 0; r < g_unitedPnLRowCount; r++) - { - if(n >= UNITED_PNL_MAX_LINES - 1) - break; - const long mg = g_unitedPnLRows[r].magic; - double yv = 0.0, mv = 0.0; - if(histOk && r < ArraySize(yearPl)) - yv = yearPl[r]; - if(histOk && r < ArraySize(monthPl)) - mv = monthPl[r]; - const double fv = UnitedPanel_ShowFloating ? UnitedPnL_SumFloatingForMagic(mg) : 0.0; - - lines[n++] = g_unitedPnLRows[r].name + " [" + IntegerToString((int)mg) + "]"; - string row2 = " Y:" + DoubleToString(yv, 2) + " M:" + DoubleToString(mv, 2); - if(UnitedPanel_ShowFloating) - row2 += " F:" + DoubleToString(fv, 2); - lines[n++] = row2; - } - } - - g_unitedPnL_visibleLineCount = n; - - color c = clrSilver; - if(sumM > 0.0001) - c = clrPaleGreen; - else if(sumM < -0.0001) - c = clrTomato; - - for(int i = 0; i < UNITED_PNL_MAX_LINES; i++) - { - const string nm = UnitedPnL_LineObjName(i); - if(ObjectFind(ch, nm) < 0) - continue; - if(i < n) - { - ObjectSetString(ch, nm, OBJPROP_TEXT, lines[i]); - ObjectSetInteger(ch, nm, OBJPROP_COLOR, c); - } - else - { - ObjectSetString(ch, nm, OBJPROP_TEXT, ""); - } - } - - UnitedPnL_ApplyGeometry(); - ChartRedraw(ch); -} - -void UnitedProfitPanelInit() -{ - if(!UnitedPanel_Enable) - return; - UnitedPnL_EnsureObjects(); - UnitedPnL_CollectRows(); - g_unitedPnL_visibleLineCount = 6; - UnitedPnL_ApplyGeometry(); - UnitedPnL_RefreshText(); -} - -void UnitedProfitPanelDeinit() -{ - ObjectsDeleteAll(UnitedPnL_ChartId(), "UnitedPnL_"); -} - -void UnitedProfitPanelRefresh() -{ - if(!UnitedPanel_Enable) - return; - UnitedPnL_RefreshText(); -} - -void UnitedProfitPanelOnChartEvent(const int id) -{ - if(!UnitedPanel_Enable) - return; - if(id == CHARTEVENT_CHART_CHANGE) - { - UnitedPnL_CollectRows(); - UnitedPnL_ApplyGeometry(); - ChartRedraw(UnitedPnL_ChartId()); - } -} - -#endif diff --git a/frontline/MQL5/_united_dynamic/report/ReportHistory-51389369.xlsx b/frontline/MQL5/_united_dynamic/report/ReportHistory-51389369.xlsx deleted file mode 100644 index 2c70abbcf57917a227eec2d439acfadabf60a03f..0000000000000000000000000000000000000000 GIT binary patch literal 0 HcmV?d00001 literal 264920 zcma%i2UJsCv$nl}ihxup(v>P*x=58OU;?2^2_OL?y~C?grFZE9DkY(XCS7_75RqOZ zT{@v8KuGe(_q+eSUs-?2T1n11d-mS5pLu5X7ylx7`-(s;$Hfa5JTG6kaQB}Dt>3&6_H}V?N!HcxczQQH zuR4m9zbGukBA;Mt^Xpgp`hRO^+zE=& 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-1,6 +0,0 @@ -\begin{figure}[t] - \centering - \includegraphics[width=\linewidth]{frontline/MQL5/_united_dynamic/report/pnl_by_magic_robot.pdf} - \caption{Net closed P\&L by robot magic number from the united\_dynamic live report export. Bars show net realized P\&L (USD) and the label \texttt{n} is the number of closed trades. Because the MT5 report does not expose per-deal magic directly in this extract, XAUUSD trades that come from multiple XAU strategies are shown as one mixed bucket.} - \label{fig:united-dynamic-pnl-by-magic} -\end{figure} diff --git a/frontline/MQL5/_united_dynamic/report/fig-pnl-timeseries-by-robot.tex b/frontline/MQL5/_united_dynamic/report/fig-pnl-timeseries-by-robot.tex deleted file mode 100644 index 27aceb6..0000000 --- a/frontline/MQL5/_united_dynamic/report/fig-pnl-timeseries-by-robot.tex +++ /dev/null @@ -1,6 +0,0 @@ -\begin{figure*}[t] - \centering - \includegraphics[width=\textwidth]{frontline/MQL5/_united_dynamic/report/pnl_timeseries_by_robot.pdf} - \caption{Cumulative closed P\&L over time split by robot. Non-XAU robots are mapped directly by symbol-to-magic configuration; XAU trades are assigned by ticket-matched strategy comments when available, and otherwise grouped into an unattributed XAU bucket.} - \label{fig:united-dynamic-pnl-timeseries-by-robot} -\end{figure*} diff --git a/frontline/MQL5/_united_dynamic/report/fig-pnl-timeseries.tex b/frontline/MQL5/_united_dynamic/report/fig-pnl-timeseries.tex deleted file mode 100644 index 869a4af..0000000 --- a/frontline/MQL5/_united_dynamic/report/fig-pnl-timeseries.tex +++ /dev/null @@ -1,6 +0,0 @@ -\begin{figure}[t] - \centering - \includegraphics[width=\linewidth]{frontline/MQL5/_united_dynamic/report/pnl_timeseries_line.pdf} - \caption{Cumulative closed P\&L over time for the united\_dynamic account history in \texttt{ReportHistory-51389369.xlsx}. The curve is formed by sorting closed deals by close timestamp and cumulatively summing realized deal P\&L.} - \label{fig:united-dynamic-pnl-timeseries} -\end{figure} diff --git a/frontline/MQL5/_united_dynamic/report/pnl_by_magic_robot.csv b/frontline/MQL5/_united_dynamic/report/pnl_by_magic_robot.csv deleted file mode 100644 index ffdc7b1..0000000 --- a/frontline/MQL5/_united_dynamic/report/pnl_by_magic_robot.csv +++ /dev/null @@ -1,9 +0,0 @@ -symbol,magic_number,robot,count,sum -MSFT.US,20002,RSI Scalping MSFT,12,-1042.0 -EURUSD,30001,RSI Reversal Asian EURUSD,20,-264.84999999999997 -BTCUSD,123459123,RSI Scalping BTCUSD,11,-203.41000000000003 -NVDA.US,20003,RSI Scalping NVDA,32,-42.54000000000002 -AAPL.US,20001,RSI Scalping AAPL,5,-2.0 -AUDUSD,30002,RSI Reversal Asian AUDUSD,14,78.08000000000001 -XAUUSD,MIXED,XAUUSD Multi-Strategy Bucket,291,1953.66 -TSLA.US,125421321,RSI Scalping TSLA,16,2352.57 diff --git a/frontline/MQL5/_united_dynamic/report/pnl_by_magic_robot.pdf 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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" + +//+------------------------------------------------------------------+ diff --git a/frontline/units/DarvasBoxXAUUSD/DarvasBoxXAUUSD_Genetic_Optimization.set b/frontline/units/DarvasBoxXAUUSD/DarvasBoxXAUUSD_Genetic_Optimization.set new file mode 100644 index 0000000..ca12828 --- /dev/null +++ b/frontline/units/DarvasBoxXAUUSD/DarvasBoxXAUUSD_Genetic_Optimization.set @@ -0,0 +1,27 @@ +; saved on 2026.04.22 +; genetic optimization set for DarvasBoxXAUUSD/main.mq5 +; load in MT5 Strategy Tester -> Inputs -> Load +; +; === Core Darvas Box Parameters === +BoxPeriod=165||80||5||280||Y +BoxDeviation=25140||8000||500||50000||Y +VolumeThreshold=938||200||25||2500||Y +StopLoss=1665||600||50||4000||Y +TakeProfit=3685||1200||75||8000||Y +EnableLogging=false||false||0||true||N +BoxColor=255||0||1||16777215||N +BoxWidth=1||1||1||3||N +; +; === Trend Confirmation Parameters === +TrendTimeframe=16386||16385||1||16388||Y +MA_Period=125||20||5||260||Y +MA_Method=1||0||1||3||Y +MA_Price=6||0||1||6||Y +TrendThreshold=4.94||1.0||0.2||20.0||Y +; +; === Volume Analysis Parameters === +VolumeMA_Period=110||20||5||220||Y +VolumeThresholdMultiplier=1.5||1.0||0.1||3.5||Y +; +; === Execution / ID === +MagicNumber=135790||135790||1||1357900||N diff --git a/frontline/MQL5/DarvasBoxXAUUSD/main.mq5 b/frontline/units/DarvasBoxXAUUSD/main.mq5 similarity index 100% rename from frontline/MQL5/DarvasBoxXAUUSD/main.mq5 rename to frontline/units/DarvasBoxXAUUSD/main.mq5 diff --git a/frontline/MQL5/MeanReversionXAUUSD/main.mq5 b/frontline/units/EMASlopeDistanceCocktailXAUUSD/main.mq5 similarity index 86% rename from frontline/MQL5/MeanReversionXAUUSD/main.mq5 rename to frontline/units/EMASlopeDistanceCocktailXAUUSD/main.mq5 index 8a0349e..06b1086 100644 --- a/frontline/MQL5/MeanReversionXAUUSD/main.mq5 +++ b/frontline/units/EMASlopeDistanceCocktailXAUUSD/main.mq5 @@ -3,25 +3,30 @@ //| Copyright 2025, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ -#property link "https://www.mql5.com" #property copyright "Copyright 2025, MetaQuotes Ltd." +#property link "https://www.mql5.com" #property version "1.00" #include #include "../_united/MagicNumberHelpers.mqh" //--- Eingabeparameter (Input Parameters) - Optimized Profitable Parameters -input int EMA_Periode = 46; // EMA Periode -input double PreisSchwelle = 600.0; // Preisbewegung Schwelle in Pips -input double SteigungSchwelle = 80.0; // EMA Steigung Schwelle in Pips -input int ÜberwachungTimeout = 800; // Überwachungszeit in Sekunden -input double TrailingStop = 260.0; // Gleitender Stop in Pips -input double LotGröße = 0.03; // Handelsvolumen -input int MagicNumber = 12351; // Magic Number für Trades +input int EMA_Periode = 50; // EMA Periode +input double PreisSchwelle = 700.0; // Preisbewegung Schwelle in Pips +input double SteigungSchwelle = 25.0; // EMA Steigung Schwelle in Pips +input int ÜberwachungTimeout = 340; // Überwachungszeit in Sekunden +input double TrailingStop = 370.0; // Gleitender Stop in Pips +input double LotGröße = 0.07; // Handelsvolumen +input int MagicNumber = 135790; // Magic Number für Trades input bool UseSpreadAdjustment = true; // Spread-Anpassung verwenden input ENUM_TIMEFRAMES Timeframe = PERIOD_H1; // Zeitraum für Analyse input bool UseBarData = true; // Bar-Daten statt Tick-Daten verwenden -input int MaxTradesPerCrossover = 9; // Maximale Trades pro Crossover-Ereignis -input int ProfitCheckBars = 12; // Bars bis zur Profit-Prüfung +input int MaxTradesPerCrossover = 10; // Maximale Trades pro Crossover-Ereignis +input int ProfitCheckBars = 15; // Bars bis zur Profit-Prüfung input bool CloseUnprofitableTrades = true; // Unprofitable Trades nach X Bars schließen +input bool UseWeeklyADXFilter = true; // W1 ADX Trendfilter aktivieren +input int WeeklyADXPeriod = 15; // ADX-Periode auf W1 +input double WeeklyADXMin = 40.0; // Minimaler ADX fuer Trendfreigabe +input int WeeklyADXBarShift = 2; // 1=letzte geschlossene W1-Kerze +input bool WeeklyADXUseDirection = true; // +DI/-DI Richtung mitpruefen //--- Globale Variablen (Global Variables) int ema_handle; // EMA Indicator Handle @@ -36,6 +41,64 @@ int trades_in_current_crossover = 0; // Anzahl Trades im aktuellen Crossover bool crossover_detected = false; // Crossover erkannt datetime trade_open_time = 0; // Zeitpunkt des Trade-Öffnens +//+------------------------------------------------------------------+ +//| Weekly ADX trend filter | +//+------------------------------------------------------------------+ +bool IsWeeklyADXTrendFavorable(ENUM_ORDER_TYPE order_type) +{ + if(!UseWeeklyADXFilter) + return true; + + int adxShift = WeeklyADXBarShift; + if(adxShift < 0) + adxShift = 0; + + int adx_handle = iADX(_Symbol, PERIOD_W1, WeeklyADXPeriod); + if(adx_handle == INVALID_HANDLE) + { + Print("TRACE: Weekly ADX Handle ungültig - Filter blockiert Entry"); + return false; + } + + double adx_buf[], plus_di_buf[], minus_di_buf[]; + ArraySetAsSeries(adx_buf, true); + ArraySetAsSeries(plus_di_buf, true); + ArraySetAsSeries(minus_di_buf, true); + + bool ok_adx = (CopyBuffer(adx_handle, 0, adxShift, 1, adx_buf) > 0); + bool ok_plus = (CopyBuffer(adx_handle, 1, adxShift, 1, plus_di_buf) > 0); + bool ok_minus = (CopyBuffer(adx_handle, 2, adxShift, 1, minus_di_buf) > 0); + IndicatorRelease(adx_handle); + + if(!ok_adx || !ok_plus || !ok_minus) + { + Print("TRACE: Weekly ADX Daten nicht verfügbar - Filter blockiert Entry"); + return false; + } + + double adx_value = adx_buf[0]; + double plus_di = plus_di_buf[0]; + double minus_di = minus_di_buf[0]; + + bool strength_ok = (adx_value >= WeeklyADXMin); + bool direction_ok = true; + if(WeeklyADXUseDirection) + { + if(order_type == ORDER_TYPE_BUY) + direction_ok = (plus_di > minus_di); + else + direction_ok = (minus_di > plus_di); + } + + Print("TRACE: Weekly ADX Filter | ADX=", DoubleToString(adx_value, 2), + " +DI=", DoubleToString(plus_di, 2), + " -DI=", DoubleToString(minus_di, 2), + " strength_ok=", strength_ok, + " direction_ok=", direction_ok); + + return (strength_ok && direction_ok); +} + //+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ @@ -292,6 +355,11 @@ void PrüfeTrigger() if(bullish_signal && !PositionExistsByMagic(_Symbol, MagicNumber)) { + if(!IsWeeklyADXTrendFavorable(ORDER_TYPE_BUY)) + { + Print("TRACE: Weekly ADX blockiert BUY-Entry"); + return; + } Print("TRACE: Versuche KAUF-Trade zu platzieren (Trade #", trades_in_current_crossover + 1, ")"); if(PlatziereTrade(ORDER_TYPE_BUY)) { @@ -300,6 +368,11 @@ void PrüfeTrigger() } else if(bearish_signal && !PositionExistsByMagic(_Symbol, MagicNumber)) { + if(!IsWeeklyADXTrendFavorable(ORDER_TYPE_SELL)) + { + Print("TRACE: Weekly ADX blockiert SELL-Entry"); + return; + } Print("TRACE: Versuche VERKAUF-Trade zu platzieren (Trade #", trades_in_current_crossover + 1, ")"); if(PlatziereTrade(ORDER_TYPE_SELL)) { diff --git a/frontline/MQL5/EMASlopeDistanceCocktailXAUUSD/report.html b/frontline/units/EMASlopeDistanceCocktailXAUUSD/report.html similarity index 100% rename from frontline/MQL5/EMASlopeDistanceCocktailXAUUSD/report.html rename to frontline/units/EMASlopeDistanceCocktailXAUUSD/report.html diff --git a/frontline/MQL5/EMASlopeDistanceCocktailXAUUSD/report.png b/frontline/units/EMASlopeDistanceCocktailXAUUSD/report.png similarity index 100% rename from frontline/MQL5/EMASlopeDistanceCocktailXAUUSD/report.png rename to frontline/units/EMASlopeDistanceCocktailXAUUSD/report.png diff --git a/frontline/units/MeanReversionBTCUSD/MeanReversionEMA_RSI_ADX.mq5 b/frontline/units/MeanReversionBTCUSD/MeanReversionEMA_RSI_ADX.mq5 new file mode 100644 index 0000000..03c6d6d --- /dev/null +++ b/frontline/units/MeanReversionBTCUSD/MeanReversionEMA_RSI_ADX.mq5 @@ -0,0 +1,362 @@ +#property strict +#property version "1.00" +#property description "BTCUSD mean reversion: RSI extreme + EMA distance + low ADX; escape when ADX trends up." + +#include + +input group "=== Market ===" +input string InpSymbol = "BTCUSD"; +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M20; +input double InpLots = 0.01; +input int InpSlippagePoints = 30; +input int InpMagic = 930201; +input int InpMaxPositions = 5; +input bool InpDebugLogs = false; + +input group "=== EMA distance (mean reversion stretch) ===" +input int InpEmaPeriod = 250; +input double InpMinEmaDistancePts = 3650.0; // |close-EMA| in points; raise/lower for BTC broker digits + +input group "=== RSI ===" +input int InpRsiPeriod = 28; +input double InpRsiOversold = 40.0; +input double InpRsiOverbought = 83.0; +input bool InpUseRsiCross = false; // true: require cross into zone on last bar + +input group "=== ADX (trend filter + escape) ===" +input int InpAdxPeriod = 27; +input double InpAdxMaxForEntry = 17.0; // no new trades if ADX >= this (ranging bias) +input double InpAdxEscape = 34.0; // close all if ADX >= this (trend building) + +input group "=== Price action (optional) ===" +input bool InpRequireReversalBar = false; // buy: bearish bar at signal; sell: bullish bar + +input group "=== Risk ===" +input bool InpUseHardSLTP = false; +input double InpSLPoints = 1300; +input double InpTPPoints = 13400; + +CTrade trade; +datetime g_lastBarTime = 0; + +int g_hRsi = INVALID_HANDLE; +int g_hEma = INVALID_HANDLE; +int g_hAdx = INVALID_HANDLE; + +void DebugLog(const string msg) +{ + if(InpDebugLogs) + Print("[MeanRevEMA_RSI_ADX] ", msg); +} + +bool IsNewBar(const string symbol, const ENUM_TIMEFRAMES tf) +{ + datetime t = iTime(symbol, tf, 0); + if(t <= 0 || t == g_lastBarTime) + return false; + g_lastBarTime = t; + return true; +} + +bool CopyOne(const int handle, const int buffer, const int shift, double &out) +{ + if(handle == INVALID_HANDLE) + return false; + double v[1]; + if(CopyBuffer(handle, buffer, shift, 1, v) != 1) + return false; + out = v[0]; + return true; +} + +double GetAdx(const int shift) +{ + double v = 0.0; + if(!CopyOne(g_hAdx, 0, shift, v)) + return 0.0; + return v; +} + +double GetRsi(const int shift) +{ + double v = 0.0; + if(!CopyOne(g_hRsi, 0, shift, v)) + return 0.0; + return v; +} + +double GetEma(const int shift) +{ + double v = 0.0; + if(!CopyOne(g_hEma, 0, shift, v)) + return 0.0; + return v; +} + +int CountPositionsByMagic(const string symbol, const int magic) +{ + int count = 0; + for(int i = PositionsTotal() - 1; i >= 0; --i) + { + ulong t = PositionGetTicket(i); + if(t == 0) + continue; + if(PositionGetString(POSITION_SYMBOL) == symbol && + (int)PositionGetInteger(POSITION_MAGIC) == magic) + count++; + } + return count; +} + +void CloseAllByMagic(const string symbol, const int magic) +{ + for(int i = PositionsTotal() - 1; i >= 0; --i) + { + ulong t = PositionGetTicket(i); + if(t == 0) + continue; + if(PositionGetString(POSITION_SYMBOL) == symbol && + (int)PositionGetInteger(POSITION_MAGIC) == magic) + trade.PositionClose(t); + } +} + +void ComputeSLTP(const bool isBuy, const double entry, double &sl, double &tp) +{ + if(!InpUseHardSLTP) + { + sl = 0.0; + tp = 0.0; + return; + } + if(isBuy) + { + sl = entry - InpSLPoints * _Point; + tp = entry + InpTPPoints * _Point; + } + else + { + sl = entry + InpSLPoints * _Point; + tp = entry - InpTPPoints * _Point; + } +} + +bool RsiOversoldSignal() +{ + double r1 = 0.0, r2 = 0.0; + if(!CopyOne(g_hRsi, 0, 1, r1) || !CopyOne(g_hRsi, 0, 2, r2)) + return false; + if(InpUseRsiCross) + return (r2 > InpRsiOversold && r1 <= InpRsiOversold); + return (r1 <= InpRsiOversold); +} + +bool RsiOverboughtSignal() +{ + double r1 = 0.0, r2 = 0.0; + if(!CopyOne(g_hRsi, 0, 1, r1) || !CopyOne(g_hRsi, 0, 2, r2)) + return false; + if(InpUseRsiCross) + return (r2 < InpRsiOverbought && r1 >= InpRsiOverbought); + return (r1 >= InpRsiOverbought); +} + +bool BarBearish(const int shift) +{ + double o = iOpen(InpSymbol, InpTimeframe, shift); + double c = iClose(InpSymbol, InpTimeframe, shift); + return (c < o); +} + +bool BarBullish(const int shift) +{ + double o = iOpen(InpSymbol, InpTimeframe, shift); + double c = iClose(InpSymbol, InpTimeframe, shift); + return (c > o); +} + +bool BuySetup() +{ + if(!RsiOversoldSignal()) + return false; + + double ema = GetEma(1); + double cls = iClose(InpSymbol, InpTimeframe, 1); + if(ema <= 0.0 || cls <= 0.0) + return false; + + double distPts = (ema - cls) / _Point; + if(distPts < InpMinEmaDistancePts) + return false; + + if(InpRequireReversalBar && !BarBearish(1)) + return false; + + double adx = GetAdx(1); + if(adx <= 0.0) + return false; + if(adx >= InpAdxMaxForEntry) + return false; + + return true; +} + +bool SellSetup() +{ + if(!RsiOverboughtSignal()) + return false; + + double ema = GetEma(1); + double cls = iClose(InpSymbol, InpTimeframe, 1); + if(ema <= 0.0 || cls <= 0.0) + return false; + + double distPts = (cls - ema) / _Point; + if(distPts < InpMinEmaDistancePts) + return false; + + if(InpRequireReversalBar && !BarBullish(1)) + return false; + + double adx = GetAdx(1); + if(adx <= 0.0) + return false; + if(adx >= InpAdxMaxForEntry) + return false; + + return true; +} + +int OnInit() +{ + if(StringLen(InpSymbol) == 0) + { + Print("[MeanRevEMA_RSI_ADX] OnInit: InpSymbol is empty."); + return INIT_PARAMETERS_INCORRECT; + } + if(InpRsiPeriod < 2 || InpEmaPeriod < 1 || InpAdxPeriod < 1) + { + Print("[MeanRevEMA_RSI_ADX] OnInit: invalid periods rsi=", InpRsiPeriod, + " ema=", InpEmaPeriod, " adx=", InpAdxPeriod); + return INIT_PARAMETERS_INCORRECT; + } + if(!SymbolSelect(InpSymbol, true)) + { + Print("[MeanRevEMA_RSI_ADX] OnInit: SymbolSelect failed (symbol missing on this agent?): ", InpSymbol, + " err=", GetLastError(), + " — use Local agents only for broker-specific names, or set InpSymbol to a symbol the agent has."); + return INIT_PARAMETERS_INCORRECT; + } + + g_hRsi = iRSI(InpSymbol, InpTimeframe, InpRsiPeriod, PRICE_CLOSE); + if(g_hRsi == INVALID_HANDLE) + { + Print("[MeanRevEMA_RSI_ADX] OnInit: iRSI failed sym=", InpSymbol, " tf=", (int)InpTimeframe, + " period=", InpRsiPeriod, " err=", GetLastError()); + return INIT_FAILED; + } + g_hEma = iMA(InpSymbol, InpTimeframe, InpEmaPeriod, 0, MODE_EMA, PRICE_CLOSE); + if(g_hEma == INVALID_HANDLE) + { + Print("[MeanRevEMA_RSI_ADX] OnInit: iMA failed sym=", InpSymbol, " tf=", (int)InpTimeframe, + " period=", InpEmaPeriod, " err=", GetLastError()); + IndicatorRelease(g_hRsi); + g_hRsi = INVALID_HANDLE; + return INIT_FAILED; + } + g_hAdx = iADX(InpSymbol, InpTimeframe, InpAdxPeriod); + if(g_hAdx == INVALID_HANDLE) + { + Print("[MeanRevEMA_RSI_ADX] OnInit: iADX failed sym=", InpSymbol, " tf=", (int)InpTimeframe, + " period=", InpAdxPeriod, " err=", GetLastError()); + IndicatorRelease(g_hRsi); + IndicatorRelease(g_hEma); + g_hRsi = g_hEma = INVALID_HANDLE; + return INIT_FAILED; + } + + trade.SetExpertMagicNumber(InpMagic); + trade.SetDeviationInPoints(InpSlippagePoints); + return INIT_SUCCEEDED; +} + +void OnDeinit(const int reason) +{ + if(g_hRsi != INVALID_HANDLE) IndicatorRelease(g_hRsi); + if(g_hEma != INVALID_HANDLE) IndicatorRelease(g_hEma); + if(g_hAdx != INVALID_HANDLE) IndicatorRelease(g_hAdx); + g_hRsi = g_hEma = g_hAdx = INVALID_HANDLE; +} + +void OnTick() +{ + if(_Symbol != InpSymbol) + { + static datetime lastMismatchLog = 0; + datetime nowBar = iTime(_Symbol, PERIOD_M1, 0); + if(nowBar != lastMismatchLog) + { + lastMismatchLog = nowBar; + DebugLog(StringFormat("Skipped: chart symbol=%s but InpSymbol=%s.", _Symbol, InpSymbol)); + } + return; + } + + const int posCount = CountPositionsByMagic(InpSymbol, InpMagic); + const double adxLive = GetAdx(0); + + if(posCount > 0 && adxLive > 0.0 && adxLive >= InpAdxEscape) + { + DebugLog(StringFormat("ADX escape: adx0=%.2f >= %.2f -> closing %d position(s).", adxLive, InpAdxEscape, posCount)); + CloseAllByMagic(InpSymbol, InpMagic); + return; + } + + if(!IsNewBar(InpSymbol, InpTimeframe)) + return; + + const double rsi1 = GetRsi(1); + const double adx1 = GetAdx(1); + const double ema1 = GetEma(1); + const double c1 = iClose(InpSymbol, InpTimeframe, 1); + DebugLog(StringFormat("Bar=%s rsi1=%.2f adx1=%.2f ema1=%.5f close1=%.5f positions=%d", + TimeToString(iTime(InpSymbol, InpTimeframe, 1), TIME_DATE | TIME_MINUTES), + rsi1, adx1, ema1, c1, posCount)); + + if(posCount >= InpMaxPositions) + { + DebugLog(StringFormat("Skipped: max positions (%d).", InpMaxPositions)); + return; + } + + MqlTick tick; + if(!SymbolInfoTick(InpSymbol, tick)) + { + DebugLog("Skipped: SymbolInfoTick failed."); + return; + } + + double sl = 0.0, tp = 0.0; + + if(BuySetup()) + { + ComputeSLTP(true, tick.ask, sl, tp); + if(trade.Buy(InpLots, InpSymbol, tick.ask, sl, tp, "MeanRev_RSI_OS_EMA")) + DebugLog(StringFormat("BUY lots=%.2f ask=%.2f sl=%.2f tp=%.2f", InpLots, tick.ask, sl, tp)); + else + DebugLog(StringFormat("BUY failed retcode=%d", trade.ResultRetcode())); + return; + } + + if(SellSetup()) + { + ComputeSLTP(false, tick.bid, sl, tp); + if(trade.Sell(InpLots, InpSymbol, tick.bid, sl, tp, "MeanRev_RSI_OB_EMA")) + DebugLog(StringFormat("SELL lots=%.2f bid=%.2f sl=%.2f tp=%.2f", InpLots, tick.bid, sl, tp)); + else + DebugLog(StringFormat("SELL failed retcode=%d", trade.ResultRetcode())); + return; + } + + DebugLog("No entry: RSI/EMA distance/ADX/bar filters not aligned."); +} diff --git a/frontline/units/MeanReversionBTCUSD/MeanReversionEMA_RSI_ADX_genetic.set b/frontline/units/MeanReversionBTCUSD/MeanReversionEMA_RSI_ADX_genetic.set new file mode 100644 index 0000000..4339e99 --- /dev/null +++ b/frontline/units/MeanReversionBTCUSD/MeanReversionEMA_RSI_ADX_genetic.set @@ -0,0 +1,29 @@ +; Synced with daughter.set (ranges + current defaults). Strategy Tester → Inputs → Load. +; Format: value||start||step||stop||Y|N +; +; === Market === +InpSymbol=BTCUSD +InpTimeframe=20||15||0||16385||Y +InpLots=0.01||0.01||0.001000||0.050000||N +InpSlippagePoints=30||30||1||300||N +InpMagic=930201||930201||1||930201||N +InpMaxPositions=5||1||1||8||Y +InpDebugLogs=false||false||0||true||N +; === EMA distance (mean reversion stretch) === +InpEmaPeriod=250||50||10||400||Y +InpMinEmaDistancePts=3650||200.0||50.0||5000.0||Y +; === RSI === +InpRsiPeriod=28||7||1||28||Y +InpRsiOversold=40||18.0||1.0||42.0||Y +InpRsiOverbought=83||58.0||1.0||88.0||Y +InpUseRsiCross=false||false||0||true||Y +; === ADX (trend filter + escape) === +InpAdxPeriod=27||7||1||28||Y +InpAdxMaxForEntry=17||15.0||1.0||40.0||Y +InpAdxEscape=34||22.0||1.0||55.0||Y +; === Price action (optional) === +InpRequireReversalBar=false||false||0||true||Y +; === Risk === +InpUseHardSLTP=false||false||0||true||Y +InpSLPoints=1300||800.0||100.0||8000.0||Y +InpTPPoints=13400||1000.0||200.0||15000.0||Y diff --git a/frontline/units/MeanReversionBTCUSD/daughter.set b/frontline/units/MeanReversionBTCUSD/daughter.set new file mode 100644 index 0000000..f9ebfad --- /dev/null +++ b/frontline/units/MeanReversionBTCUSD/daughter.set @@ -0,0 +1,30 @@ +; saved on 2026.04.23 22:29:36 +; this file contains input parameters for testing/optimizing MeanReversion expert advisor +; to use it in the strategy tester, click Load in the context menu of the Inputs tab +; +; === Market === +InpSymbol=BTCUSD +InpTimeframe=20||15||0||16385||Y +InpLots=0.01||0.01||0.001000||0.050000||N +InpSlippagePoints=30||30||1||300||N +InpMagic=930201||930201||1||930201||N +InpMaxPositions=5||1||1||8||Y +InpDebugLogs=false||false||0||true||N +; === EMA distance (mean reversion stretch) === +InpEmaPeriod=250||50||10||400||Y +InpMinEmaDistancePts=3650||200.0||50.0||5000.0||Y +; === RSI === +InpRsiPeriod=28||7||1||28||Y +InpRsiOversold=40||18.0||1.0||42.0||Y +InpRsiOverbought=83||58.0||1.0||88.0||Y +InpUseRsiCross=false||false||0||true||Y +; === ADX (trend filter + escape) === +InpAdxPeriod=27||7||1||28||Y +InpAdxMaxForEntry=17||15.0||1.0||40.0||Y +InpAdxEscape=34||22.0||1.0||55.0||Y +; === Price action (optional) === +InpRequireReversalBar=false||false||0||true||Y +; === Risk === +InpUseHardSLTP=false||false||0||true||Y +InpSLPoints=1300||800.0||100.0||8000.0||Y +InpTPPoints=13400||1000.0||200.0||15000.0||Y diff --git a/frontline/units/RSIConsolidationXAUUSD/RSIConsolidation.mq5 b/frontline/units/RSIConsolidationXAUUSD/RSIConsolidation.mq5 new file mode 100644 index 0000000..09c4d7d --- /dev/null +++ b/frontline/units/RSIConsolidationXAUUSD/RSIConsolidation.mq5 @@ -0,0 +1,347 @@ +//+------------------------------------------------------------------+ +//| RSIConsolidation.mq5 | +//| Mean-reversion RSI for ranging markets; trend filters block runs | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025" +#property link "https://www.mql5.com" +#property version "1.00" + +#include + +//--- Symbol (empty = chart symbol) +input group "=== Symbol & session ===" +input string InpSymbol = ""; + +input group "=== Timeframe & bar logic ===" +input ENUM_TIMEFRAMES SignalTF = PERIOD_M15; +input bool EntryOnNewBarOnly = true; + +//--- Core: no trend / consolidation regime +input group "=== Regime: consolidation (anti-trend) ===" +input int ADX_Period = 23; +input double ADX_Max = 29.0; +input bool UseATRRatioFilter = true; +input int ATR_Period = 8; +input int ATR_SMA_Period = 35; +input double ATR_Ratio_Max = 1.36; +input bool UseFlatEMAFilter = true; +input int EMA_Fast = 13; +input int EMA_Slow = 17; +input double EMA_Separation_MaxPct = 0.26; + +//--- RSI entries (fade extremes toward mean) +input group "=== RSI entries ===" +input int RSI_Period = 8; +input ENUM_APPLIED_PRICE RSI_Price = PRICE_OPEN; +input double RSI_Oversold = 22.0; +input double RSI_Overbought = 63.0; + +//--- Exits: mean target + hard ATR bracket +input group "=== Exits ===" +input bool UseRSI_MeanExit = true; +input double RSI_Exit_Long = 48.0; +input double RSI_Exit_Short = 52.0; +input double SL_ATR_Mult = 2.15; +input double TP_ATR_Mult = 2.40; +input int MaxBarsInTrade = 54; + +input group "=== Risk & execution ===" +input double Lots = 0.10; +input ulong MagicNumber = 20250420; +input int Slippage = 10; +input int MaxSpreadPoints = 28; + +CTrade trade; +string g_sym; + +int h_rsi = INVALID_HANDLE; +int h_adx = INVALID_HANDLE; +int h_atr = INVALID_HANDLE; +int h_ema_fast = INVALID_HANDLE; +int h_ema_slow = INVALID_HANDLE; + +datetime g_last_bar = 0; + +bool PositionExistsByMagicSym(string sym, ulong magic) +{ + for(int i = PositionsTotal() - 1; i >= 0; i--) + { + ulong t = PositionGetTicket(i); + if(t == 0) continue; + if(PositionGetString(POSITION_SYMBOL) == sym && PositionGetInteger(POSITION_MAGIC) == (long)magic) + return true; + } + return false; +} + +ulong GetPositionTicketByMagicSym(string sym, ulong magic) +{ + for(int i = PositionsTotal() - 1; i >= 0; i--) + { + ulong t = PositionGetTicket(i); + if(t == 0) continue; + if(PositionGetString(POSITION_SYMBOL) == sym && PositionGetInteger(POSITION_MAGIC) == (long)magic) + return t; + } + return 0; +} + +bool SelectPositionTicketSymMagic(ulong ticket, string sym, ulong magic) +{ + if(!PositionSelectByTicket(ticket)) return false; + return PositionGetString(POSITION_SYMBOL) == sym && PositionGetInteger(POSITION_MAGIC) == (long)magic; +} + +double NormalizeVolume(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 CurrentSpreadPoints(string sym) +{ + long spread = 0; + if(!SymbolInfoInteger(sym, SYMBOL_SPREAD, spread)) + return 999999; + return (int)spread; +} + +double MinStopsDistancePrice(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 Copy1(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 RSI_Buffers(double &cur, double &prev, double &twoAgo) +{ + double b[]; + ArraySetAsSeries(b, true); + if(CopyBuffer(h_rsi, 0, 0, 3, b) < 3) return false; + cur = b[0]; + prev = b[1]; + twoAgo = b[2]; + return true; +} + +bool Regime_IsConsolidation() +{ + double adx = 0; + if(!Copy1(h_adx, adx)) + return false; + if(adx >= ADX_Max) + return false; + + if(UseATRRatioFilter) + { + double atrArr[], atrSma[]; + ArraySetAsSeries(atrArr, true); + if(CopyBuffer(h_atr, 0, 0, ATR_SMA_Period + 1, atrArr) < ATR_SMA_Period + 1) + return false; + double sum = 0; + for(int i = 1; i <= ATR_SMA_Period; i++) + sum += atrArr[i]; + double smaAtr = sum / (double)ATR_SMA_Period; + if(smaAtr <= 0.0) + return false; + double ratio = atrArr[0] / smaAtr; + if(ratio > ATR_Ratio_Max) + return false; + } + + if(UseFlatEMAFilter) + { + double ef[], es[]; + ArraySetAsSeries(ef, true); + ArraySetAsSeries(es, true); + if(CopyBuffer(h_ema_fast, 0, 0, 1, ef) < 1) return false; + if(CopyBuffer(h_ema_slow, 0, 0, 1, es) < 1) return false; + double c = SymbolInfoDouble(g_sym, SYMBOL_BID); + if(c <= 0) return false; + double sep = MathAbs(ef[0] - es[0]) / c * 100.0; + if(sep > EMA_Separation_MaxPct) + return false; + } + + return true; +} + +bool Entry_BuyCross(double twoAgo, double prev) +{ + return (twoAgo <= RSI_Oversold && prev > RSI_Oversold); +} + +bool Entry_SellCross(double twoAgo, double prev) +{ + return (twoAgo >= RSI_Overbought && prev < RSI_Overbought); +} + +void TryCloseByRSI(ENUM_POSITION_TYPE typ, double rsi) +{ + ulong tk = GetPositionTicketByMagicSym(g_sym, MagicNumber); + if(tk == 0 || !SelectPositionTicketSymMagic(tk, g_sym, MagicNumber)) + return; + if(!UseRSI_MeanExit) + return; + if(typ == POSITION_TYPE_BUY && rsi >= RSI_Exit_Long) + trade.PositionClose(tk); + else if(typ == POSITION_TYPE_SELL && rsi <= RSI_Exit_Short) + trade.PositionClose(tk); +} + +void ManageOpenPosition(double rsi) +{ + ulong tk = GetPositionTicketByMagicSym(g_sym, MagicNumber); + if(tk == 0 || !SelectPositionTicketSymMagic(tk, g_sym, MagicNumber)) + return; + ENUM_POSITION_TYPE typ = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE); + datetime openT = (datetime)PositionGetInteger(POSITION_TIME); + int barsAgo = iBarShift(g_sym, SignalTF, openT, false); + if(barsAgo >= 0 && barsAgo >= MaxBarsInTrade) + { + trade.PositionClose(tk); + return; + } + TryCloseByRSI(typ, rsi); +} + +int OnInit() +{ + g_sym = InpSymbol; + StringTrimLeft(g_sym); + StringTrimRight(g_sym); + if(StringLen(g_sym) == 0) + g_sym = _Symbol; + + if(!SymbolSelect(g_sym, true)) + { + Print("RSIConsolidation: SymbolSelect failed: ", g_sym); + return INIT_FAILED; + } + + trade.SetExpertMagicNumber(MagicNumber); + trade.SetDeviationInPoints(Slippage); + trade.SetTypeFilling(ORDER_FILLING_RETURN); + + h_rsi = iRSI(g_sym, SignalTF, RSI_Period, RSI_Price); + h_adx = iADX(g_sym, SignalTF, ADX_Period); + h_atr = iATR(g_sym, SignalTF, ATR_Period); + h_ema_fast = iMA(g_sym, SignalTF, EMA_Fast, 0, MODE_EMA, PRICE_CLOSE); + h_ema_slow = iMA(g_sym, SignalTF, EMA_Slow, 0, MODE_EMA, PRICE_CLOSE); + + if(h_rsi == INVALID_HANDLE || h_adx == INVALID_HANDLE || h_atr == INVALID_HANDLE + || h_ema_fast == INVALID_HANDLE || h_ema_slow == INVALID_HANDLE) + { + Print("RSIConsolidation: indicator init failed"); + return INIT_FAILED; + } + + Print("RSIConsolidation: symbol=", g_sym, " TF=", EnumToString(SignalTF)); + return INIT_SUCCEEDED; +} + +void OnDeinit(const int reason) +{ + if(h_rsi != INVALID_HANDLE) IndicatorRelease(h_rsi); + if(h_adx != INVALID_HANDLE) IndicatorRelease(h_adx); + if(h_atr != INVALID_HANDLE) IndicatorRelease(h_atr); + if(h_ema_fast != INVALID_HANDLE) IndicatorRelease(h_ema_fast); + if(h_ema_slow != INVALID_HANDLE) IndicatorRelease(h_ema_slow); +} + +bool EnoughHistory() +{ + int need = MathMax(RSI_Period + 3, MathMax(ADX_Period + 2, ATR_SMA_Period + 3)); + if(Bars(g_sym, SignalTF) < need) + return false; + return true; +} + +void OnTick() +{ + if(!EnoughHistory()) + return; + + if(MaxSpreadPoints > 0 && CurrentSpreadPoints(g_sym) > MaxSpreadPoints) + return; + + double rsi, rsiPrev, rsi2; + if(!RSI_Buffers(rsi, rsiPrev, rsi2)) + return; + + datetime barTime = iTime(g_sym, SignalTF, 0); + bool isNew = (barTime != g_last_bar); + + if(PositionExistsByMagicSym(g_sym, MagicNumber)) + { + ManageOpenPosition(rsi); + if(isNew) + g_last_bar = barTime; + return; + } + + if(EntryOnNewBarOnly && !isNew) + return; + + g_last_bar = barTime; + + if(!Regime_IsConsolidation()) + return; + + double atrArr[]; + ArraySetAsSeries(atrArr, true); + if(CopyBuffer(h_atr, 0, 0, 1, atrArr) < 1) + return; + double atr = atrArr[0]; + int dig = (int)SymbolInfoInteger(g_sym, SYMBOL_DIGITS); + + double slDist = atr * SL_ATR_Mult; + double tpDist = atr * TP_ATR_Mult; + double minD = MinStopsDistancePrice(g_sym); + if(slDist < minD) + slDist = minD; + if(tpDist < minD) + tpDist = minD; + + double vol = NormalizeVolume(g_sym, Lots); + + if(Entry_BuyCross(rsi2, rsiPrev)) + { + double ask = SymbolInfoDouble(g_sym, SYMBOL_ASK); + double sl = ask - slDist; + double tp = ask + tpDist; + sl = NormalizeDouble(sl, dig); + tp = NormalizeDouble(tp, dig); + trade.Buy(vol, g_sym, ask, sl, tp, "RSIConsolidation BUY"); + } + else if(Entry_SellCross(rsi2, rsiPrev)) + { + double bid = SymbolInfoDouble(g_sym, SYMBOL_BID); + double sl = bid + slDist; + double tp = bid - tpDist; + sl = NormalizeDouble(sl, dig); + tp = NormalizeDouble(tp, dig); + trade.Sell(vol, g_sym, bid, sl, tp, "RSIConsolidation SELL"); + } +} + +//+------------------------------------------------------------------+ diff --git a/frontline/units/RSIConsolidationXAUUSD/RSIConsolidation_optimization.set b/frontline/units/RSIConsolidationXAUUSD/RSIConsolidation_optimization.set new file mode 100644 index 0000000..d6a75ed --- /dev/null +++ b/frontline/units/RSIConsolidationXAUUSD/RSIConsolidation_optimization.set @@ -0,0 +1,37 @@ +; RSIConsolidation.mq5 — optimization preset (Strategy Tester → Inputs → Load) +; Format: Name=Current||Start||Step||Stop||Y|N (Y = include in optimization) +; +; === Symbol & session === +InpSymbol= +; === Timeframe & bar logic === +; SignalTF: optimize per run (ENUM is non-sequential); M15=15, H1=16385, H4=16388 +SignalTF=15||15||0||15||N +EntryOnNewBarOnly=true||false||0||true||N +; === Regime: consolidation (anti-trend) === +ADX_Period=14||7||1||28||Y +ADX_Max=22.0||16.0||1.0||32.0||Y +UseATRRatioFilter=true||false||0||true||N +ATR_Period=14||7||1||21||Y +ATR_SMA_Period=50||20||5||100||Y +ATR_Ratio_Max=1.18||1.0||0.02||1.35||Y +UseFlatEMAFilter=true||false||0||true||N +EMA_Fast=8||5||1||13||Y +EMA_Slow=21||13||2||34||Y +EMA_Separation_MaxPct=0.22||0.08||0.02||0.45||Y +; === RSI entries === +RSI_Period=14||7||1||21||Y +RSI_Price=1||1||1||7||Y +RSI_Oversold=32.0||22.0||1.0||42.0||Y +RSI_Overbought=68.0||58.0||1.0||78.0||Y +; === Exits === +UseRSI_MeanExit=true||false||0||true||N +RSI_Exit_Long=52.0||48.0||1.0||62.0||Y +RSI_Exit_Short=48.0||38.0||1.0||52.0||Y +SL_ATR_Mult=1.35||0.9||0.05||2.2||Y +TP_ATR_Mult=1.85||1.0||0.05||3.0||Y +MaxBarsInTrade=36||12||2||80||Y +; === Risk & execution === +Lots=0.1||0.1||0.01||1.0||N +MagicNumber=20250420||20250420||1||20250420||N +Slippage=10||10||1||100||N +MaxSpreadPoints=0||0||1||30||Y diff --git a/frontline/MQL5/RSICrossOverReversalXAUUSD/main.mq5 b/frontline/units/RSICrossOverReversalXAUUSD/main.mq5 similarity index 99% rename from frontline/MQL5/RSICrossOverReversalXAUUSD/main.mq5 rename to frontline/units/RSICrossOverReversalXAUUSD/main.mq5 index c4c7508..8412fa6 100644 --- a/frontline/MQL5/RSICrossOverReversalXAUUSD/main.mq5 +++ b/frontline/units/RSICrossOverReversalXAUUSD/main.mq5 @@ -9,7 +9,7 @@ input int overboughtLevel = 93; // Overbought level (RSI > 70 for sell) input int oversoldLevel = 22; // Oversold level (RSI < 30 for buy) input double entryRSIBuySpread = 0; input double entryRSISellSpread = 0; -input double lotSize = 0.01; // Trade lot size +input double lotSize = 0.1; // Trade lot size input int slippage = 3; // Slippage for orders input int cooldownSeconds = 209; // Cooldown period in seconds input ENUM_TIMEFRAMES TimeFrame1 = PERIOD_M1; // RSI Timeframe diff --git a/frontline/MQL5/RSIMidPointHijackXAUUSD/main.mq5 b/frontline/units/RSIMidPointHijackXAUUSD/main.mq5 similarity index 98% rename from frontline/MQL5/RSIMidPointHijackXAUUSD/main.mq5 rename to frontline/units/RSIMidPointHijackXAUUSD/main.mq5 index 161c0bd..de9ddb3 100644 --- a/frontline/MQL5/RSIMidPointHijackXAUUSD/main.mq5 +++ b/frontline/units/RSIMidPointHijackXAUUSD/main.mq5 @@ -14,7 +14,7 @@ // Input Parameters input group "General Settings" input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Trading Timeframe -input double InpLotSize = 0.02; // Lot Size +input double InpLotSize = 0.1; // Lot Size input int InpMagicNumberRSIFollow = 1001; // Magic Number RSI Follow input int InpMagicNumberRSIReverse = 1002;// Magic Number RSI Reverse input int InpMagicNumberEMACross = 1003; // Magic Number EMA Cross @@ -23,9 +23,9 @@ input group "Strategy Switches" input bool InpEnableRSIFollow = true; // Enable RSI Follow Strategy input bool InpEnableRSIReverse = true; // Enable RSI Reverse Strategy input bool InpEnableEMACross = true; // Enable EMA Cross Strategy -input bool InpEnableStrategyLock = false; // Enable Strategy Lock -input double InpLockProfitThreshold = 0.0; // Lock Profit Threshold (pips) -input bool InpCloseOppositeTrades = false; // Close Opposite Trades When Profiting +input bool InpEnableStrategyLock = true; // Enable Strategy Lock +input double InpLockProfitThreshold = 6.0; // Lock Profit Threshold (pips) +input bool InpCloseOppositeTrades = true; // Close Opposite Trades When Profiting input group "RSI Follow Strategy" input int InpRSIPeriod = 32; // RSI Period diff --git a/frontline/MQL5/RSIMidPointHijackXAUUSD/report.html b/frontline/units/RSIMidPointHijackXAUUSD/report.html similarity index 100% rename from frontline/MQL5/RSIMidPointHijackXAUUSD/report.html rename to frontline/units/RSIMidPointHijackXAUUSD/report.html diff --git a/frontline/MQL5/RSIMidPointHijackXAUUSD/report.png b/frontline/units/RSIMidPointHijackXAUUSD/report.png similarity index 100% rename from frontline/MQL5/RSIMidPointHijackXAUUSD/report.png rename to frontline/units/RSIMidPointHijackXAUUSD/report.png diff --git a/frontline/MQL5/RSIReversalAsianAUDUSD/main.mq5 b/frontline/units/RSIReversalAsianAUDUSD/main.mq5 similarity index 100% rename from frontline/MQL5/RSIReversalAsianAUDUSD/main.mq5 rename to frontline/units/RSIReversalAsianAUDUSD/main.mq5 diff --git a/frontline/MQL5/RSIReversalAsianAUDUSD/test-balance.png b/frontline/units/RSIReversalAsianAUDUSD/test-balance.png similarity index 100% rename from frontline/MQL5/RSIReversalAsianAUDUSD/test-balance.png rename to frontline/units/RSIReversalAsianAUDUSD/test-balance.png diff --git a/frontline/MQL5/RSIReversalAsianEURUSD/main.mq5 b/frontline/units/RSIReversalAsianEURUSD/main.mq5 similarity index 100% rename from frontline/MQL5/RSIReversalAsianEURUSD/main.mq5 rename to frontline/units/RSIReversalAsianEURUSD/main.mq5 diff --git a/frontline/MQL5/RSIReversalAsianEURUSD/test-balance.jpg b/frontline/units/RSIReversalAsianEURUSD/test-balance.jpg similarity index 100% rename from frontline/MQL5/RSIReversalAsianEURUSD/test-balance.jpg rename to frontline/units/RSIReversalAsianEURUSD/test-balance.jpg diff --git a/frontline/MQL5/RSIScalpingAPPL/main.mq5 b/frontline/units/RSIScalpingAPPL/main.mq5 similarity index 100% rename from frontline/MQL5/RSIScalpingAPPL/main.mq5 rename to frontline/units/RSIScalpingAPPL/main.mq5 diff --git a/frontline/MQL5/RSIScalpingBTCUSD/main.mq5 b/frontline/units/RSIScalpingBTCUSD/main.mq5 similarity index 100% rename from frontline/MQL5/RSIScalpingBTCUSD/main.mq5 rename to frontline/units/RSIScalpingBTCUSD/main.mq5 diff --git a/frontline/MQL5/RSIScalpingBTCUSD/report.html b/frontline/units/RSIScalpingBTCUSD/report.html similarity index 100% rename from frontline/MQL5/RSIScalpingBTCUSD/report.html rename to frontline/units/RSIScalpingBTCUSD/report.html diff --git a/frontline/MQL5/RSIScalpingBTCUSD/report.png b/frontline/units/RSIScalpingBTCUSD/report.png similarity index 100% rename from frontline/MQL5/RSIScalpingBTCUSD/report.png rename to frontline/units/RSIScalpingBTCUSD/report.png diff --git a/frontline/MQL5/RSIScalpingNVDA/NVDA_Genetic_Optimization.set b/frontline/units/RSIScalpingNVDA/NVDA_Genetic_Optimization.set similarity index 100% rename from frontline/MQL5/RSIScalpingNVDA/NVDA_Genetic_Optimization.set rename to frontline/units/RSIScalpingNVDA/NVDA_Genetic_Optimization.set diff --git a/frontline/MQL5/RSIScalpingNVDA/NVDA_Genetic_Optimization_Alternative.set b/frontline/units/RSIScalpingNVDA/NVDA_Genetic_Optimization_Alternative.set similarity index 100% rename from frontline/MQL5/RSIScalpingNVDA/NVDA_Genetic_Optimization_Alternative.set rename to frontline/units/RSIScalpingNVDA/NVDA_Genetic_Optimization_Alternative.set diff --git a/frontline/MQL5/RSIScalpingNVDA/OPTIMIZATION_GUIDE.md b/frontline/units/RSIScalpingNVDA/OPTIMIZATION_GUIDE.md similarity index 100% rename from frontline/MQL5/RSIScalpingNVDA/OPTIMIZATION_GUIDE.md rename to frontline/units/RSIScalpingNVDA/OPTIMIZATION_GUIDE.md diff --git a/frontline/MQL5/RSIScalpingNVDA/main.mq5 b/frontline/units/RSIScalpingNVDA/main.mq5 similarity index 100% rename from frontline/MQL5/RSIScalpingNVDA/main.mq5 rename to frontline/units/RSIScalpingNVDA/main.mq5 diff --git a/frontline/MQL5/RSIScalpingTSLA/main.mq5 b/frontline/units/RSIScalpingTSLA/main.mq5 similarity index 100% rename from frontline/MQL5/RSIScalpingTSLA/main.mq5 rename to frontline/units/RSIScalpingTSLA/main.mq5 diff --git a/frontline/MQL5/RSIScalpingTSLA/report.html b/frontline/units/RSIScalpingTSLA/report.html similarity index 100% rename from frontline/MQL5/RSIScalpingTSLA/report.html rename to frontline/units/RSIScalpingTSLA/report.html diff --git a/frontline/MQL5/RSIScalpingTSLA/report.png b/frontline/units/RSIScalpingTSLA/report.png similarity index 100% rename from frontline/MQL5/RSIScalpingTSLA/report.png rename to frontline/units/RSIScalpingTSLA/report.png diff --git a/frontline/MQL5/RSIScalpingXAUUSD/main.mq5 b/frontline/units/RSIScalpingXAUUSD/main.mq5 similarity index 64% rename from frontline/MQL5/RSIScalpingXAUUSD/main.mq5 rename to frontline/units/RSIScalpingXAUUSD/main.mq5 index d416608..8377c49 100644 --- a/frontline/MQL5/RSIScalpingXAUUSD/main.mq5 +++ b/frontline/units/RSIScalpingXAUUSD/main.mq5 @@ -5,7 +5,7 @@ //+------------------------------------------------------------------+ #property copyright "Copyright 2025, MetaQuotes Ltd." #property link "https://www.mql5.com" -#property version "1.01" +#property version "1.02" #include #include "../_united/MagicNumberHelpers.mqh" @@ -16,6 +16,8 @@ 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 bool UseEntrySlopeFilter = false; // require RSI momentum on entry bars +input double EntryMinSlopePerBar = 1.0; // minimum RSI delta per bar for entry 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 @@ -23,6 +25,14 @@ input double LotSize = 0.1; // Lot Size input int MagicNumber = 129102315; // Magic Number input int Slippage = 3; // Slippage in points +input group "=== Reversal escape (intrabar, multi-signal) ===" +input bool UseReversalEscape = true; // run while in position every tick +input int ReversalATRPeriod = 14; // ATR lookback on signal timeframe +input double ReversalAdverseAtrMult = 5.25; // close if price vs entry >= this * ATR +input int ReversalSignsRequired = 2; // how many independent signs must align +input double ReversalRsiVelocity = 16.0; // RSI points drop (long) / rise (short) vs prior buffer +input double ReversalBodyAtrMult = 5.1; // last closed bar body >= this * ATR counts as one sign + //--- Global variables CTrade trade; int rsi_handle; @@ -72,37 +82,32 @@ void OnDeinit(const int reason) //+------------------------------------------------------------------+ 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 + + const datetime current_bar_time = iTime(_Symbol, TimeFrame, 0); + const bool new_bar = (current_bar_time != last_bar_time); + const bool in_pos = position_open || PositionExistsByMagic(_Symbol, (ulong)MagicNumber); + + if(!in_pos && !new_bar) + return; + if(!UpdateRSI()) - { return; - } + + if(in_pos && UseReversalEscape) + TryReversalEscape(); + + if(!new_bar) + return; + + last_bar_time = current_bar_time; ResyncPositionFromMarket(); - - // Check for existing position CheckExistingPosition(); - - // Check for new entry signals (also verify no position exists with our magic number) - if(!position_open && !PositionExistsByMagic(_Symbol, MagicNumber)) - { + + if(!position_open && !PositionExistsByMagic(_Symbol, (ulong)MagicNumber)) CheckEntrySignals(); - } } //+------------------------------------------------------------------+ @@ -122,6 +127,108 @@ bool UpdateRSI() return true; } +//+------------------------------------------------------------------+ +//| Wilder ATR in price units (signal timeframe) | +//+------------------------------------------------------------------+ +double ATRPriceOnTF(const int period) +{ + if(period < 1) + return 0.0; + MqlRates rates[]; + const int need = period + 2; + if(CopyRates(_Symbol, TimeFrame, 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; +} + +//+------------------------------------------------------------------+ +//| Independent adverse signs (need ReversalSignsRequired to exit) | +//+------------------------------------------------------------------+ +int CountReversalEscapeSigns(const ENUM_POSITION_TYPE ptype, const double atr) +{ + if(atr <= 0.0) + return 0; + + const double entry = PositionGetDouble(POSITION_PRICE_OPEN); + const double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID); + const double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK); + int signs = 0; + + if(ptype == POSITION_TYPE_BUY) + { + if(entry - bid >= ReversalAdverseAtrMult * atr) + signs++; + if(rsi_prev - rsi_current >= ReversalRsiVelocity) + signs++; + } + else if(ptype == POSITION_TYPE_SELL) + { + if(ask - entry >= ReversalAdverseAtrMult * atr) + signs++; + if(rsi_current - rsi_prev >= ReversalRsiVelocity) + signs++; + } + else + return 0; + + MqlRates r[]; + if(CopyRates(_Symbol, TimeFrame, 0, 4, r) >= 4) + { + ArraySetAsSeries(r, true); + const double body = MathAbs(r[1].close - r[1].open); + if(body >= ReversalBodyAtrMult * 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; +} + +//+------------------------------------------------------------------+ +//| Cut losers fast on violent reversals (evaluated every tick) | +//+------------------------------------------------------------------+ +void TryReversalEscape() +{ + if(!PositionSelectByMagic(_Symbol, (ulong)MagicNumber)) + return; + + const ENUM_POSITION_TYPE ptype = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE); + const double atr = ATRPriceOnTF(ReversalATRPeriod); + if(atr <= 0.0) + return; + + const int n = CountReversalEscapeSigns(ptype, atr); + if(n < ReversalSignsRequired) + return; + + ClosePosition(); + Print("RSIScalpingXAUUSD: reversal escape signs=", n, " need=", ReversalSignsRequired, + " ATR=", DoubleToString(atr, (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS))); +} + void ResyncPositionFromMarket() { if(position_open) @@ -238,14 +345,21 @@ void CheckExistingPosition() //+------------------------------------------------------------------+ void CheckEntrySignals() { + const double upSlope1 = rsi_prev - rsi_two_bars_ago; // older->prev + const double upSlope2 = rsi_current - rsi_prev; // prev->current + const double dnSlope1 = rsi_two_bars_ago - rsi_prev; // older->prev + const double dnSlope2 = rsi_prev - rsi_current; // prev->current + const bool buySlopeOk = (!UseEntrySlopeFilter) || (upSlope1 >= EntryMinSlopePerBar && upSlope2 >= EntryMinSlopePerBar); + const bool sellSlopeOk = (!UseEntrySlopeFilter) || (dnSlope1 >= EntryMinSlopePerBar && dnSlope2 >= EntryMinSlopePerBar); + // Buy signal: RSI crosses from oversold to above oversold (checking the actual crossover) - if(rsi_two_bars_ago <= RSI_Oversold && rsi_prev > RSI_Oversold) + if(rsi_two_bars_ago <= RSI_Oversold && rsi_prev > RSI_Oversold && buySlopeOk) { 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) + if(rsi_two_bars_ago >= RSI_Overbought && rsi_prev < RSI_Overbought && sellSlopeOk) { OpenSellPosition(); } diff --git a/frontline/MQL5/RSIScalpingXAUUSD/report.html b/frontline/units/RSIScalpingXAUUSD/report.html similarity index 100% rename from frontline/MQL5/RSIScalpingXAUUSD/report.html rename to frontline/units/RSIScalpingXAUUSD/report.html diff --git a/frontline/MQL5/RSIScalpingXAUUSD/report.png b/frontline/units/RSIScalpingXAUUSD/report.png similarity index 100% rename from frontline/MQL5/RSIScalpingXAUUSD/report.png rename to frontline/units/RSIScalpingXAUUSD/report.png diff --git a/frontline/MQL5/RSI_secret_sauce_XAUUSD/main.mq5 b/frontline/units/RSI_secret_sauce_XAUUSD/main.mq5 similarity index 100% rename from frontline/MQL5/RSI_secret_sauce_XAUUSD/main.mq5 rename to frontline/units/RSI_secret_sauce_XAUUSD/main.mq5 diff --git a/frontline/MQL5/SuperEMAXAUUSD/SuperEMA.set b/frontline/units/SuperEMAXAUUSD/SuperEMA.set similarity index 100% rename from frontline/MQL5/SuperEMAXAUUSD/SuperEMA.set rename to frontline/units/SuperEMAXAUUSD/SuperEMA.set diff --git a/frontline/MQL5/SuperEMAXAUUSD/main.mq5 b/frontline/units/SuperEMAXAUUSD/main.mq5 similarity index 100% rename from frontline/MQL5/SuperEMAXAUUSD/main.mq5 rename to frontline/units/SuperEMAXAUUSD/main.mq5 diff --git a/lab/EAs/EMASlopeDistanceCocktailBTCUSD/BTCUSD_fixed.set b/lab/EAs/EMASlopeDistanceCocktailBTCUSD/BTCUSD_fixed.set new file mode 100644 index 0000000..a6faa9d --- /dev/null +++ b/lab/EAs/EMASlopeDistanceCocktailBTCUSD/BTCUSD_fixed.set @@ -0,0 +1,21 @@ +; EMASlopeDistanceCocktailBTCUSD\main.mq5 — fixed inputs (same as desktop ultimate.set) +; Attach EA to BTCUSD chart. Timeframe 16385 = H1. +; +EMA_Periode=50||50||1||500||N +PreisSchwelle=700.0||700.0||70.000000||7000.000000||N +SteigungSchwelle=25.0||25.0||2.500000||250.000000||N +ÜberwachungTimeout=340||340||1||3400||N +TrailingStop=370.0||370.0||37.000000||3700.000000||N +LotGröße=0.07||0.07||0.007000||0.700000||N +MagicNumber=135790||135790||1||1357900||N +UseSpreadAdjustment=true||false||0||true||N +Timeframe=16385||0||0||49153||N +UseBarData=true||false||0||true||N +MaxTradesPerCrossover=10||10||1||100||N +ProfitCheckBars=15||15||1||150||N +CloseUnprofitableTrades=true||false||0||true||N +UseWeeklyADXFilter=true||false||0||true||N +WeeklyADXPeriod=15||15||1||150||N +WeeklyADXMin=40.0||40.0||4.000000||400.000000||N +WeeklyADXBarShift=2||2||1||20||N +WeeklyADXUseDirection=true||false||0||true||N diff --git a/lab/EAs/EMASlopeDistanceCocktailBTCUSD/BTCUSD_test.set b/lab/EAs/EMASlopeDistanceCocktailBTCUSD/BTCUSD_test.set new file mode 100644 index 0000000..9e749a8 --- /dev/null +++ b/lab/EAs/EMASlopeDistanceCocktailBTCUSD/BTCUSD_test.set @@ -0,0 +1,24 @@ +; EMASlopeDistanceCocktailBTCUSD\main.mq5 — BTCUSD Strategy Tester preset +; Load: Tester → Inputs → context menu → Load. Attach EA to BTCUSD chart (EA uses _Symbol). +; +; value||start||step||stop||Y|N (MT5 convention). Timeframe 16385 = H1. +; Tune PreisSchwelle / TrailingStop / SteigungSchwelle to your broker's _Point for BTC. +; +EMA_Periode=50||30||5||200||Y +PreisSchwelle=700.0||200.0||50.0||5000.0||Y +SteigungSchwelle=25.0||5.0||1.0||80.0||Y +ÜberwachungTimeout=340||60||20||900||Y +TrailingStop=370.0||150.0||20.0||5000.0||Y +LotGröße=0.07||0.01||0.01||0.50||N +MagicNumber=135790||135790||1||1357900||N +UseSpreadAdjustment=true||false||0||true||Y +Timeframe=16385||0||0||49153||N +UseBarData=true||false||0||true||N +MaxTradesPerCrossover=10||1||1||25||Y +ProfitCheckBars=15||5||1||60||Y +CloseUnprofitableTrades=true||false||0||true||Y +UseWeeklyADXFilter=true||false||0||true||Y +WeeklyADXPeriod=15||7||1||28||Y +WeeklyADXMin=40.0||15.0||2.0||55.0||Y +WeeklyADXBarShift=2||1||1||5||Y +WeeklyADXUseDirection=true||false||0||true||Y diff --git a/frontline/MQL5/EMASlopeDistanceCocktailXAUUSD/main.mq5 b/lab/EAs/EMASlopeDistanceCocktailBTCUSD/main.mq5 similarity index 86% rename from frontline/MQL5/EMASlopeDistanceCocktailXAUUSD/main.mq5 rename to lab/EAs/EMASlopeDistanceCocktailBTCUSD/main.mq5 index bd4661d..06b1086 100644 --- a/frontline/MQL5/EMASlopeDistanceCocktailXAUUSD/main.mq5 +++ b/lab/EAs/EMASlopeDistanceCocktailBTCUSD/main.mq5 @@ -9,19 +9,24 @@ #include #include "../_united/MagicNumberHelpers.mqh" //--- Eingabeparameter (Input Parameters) - Optimized Profitable Parameters -input int EMA_Periode = 46; // EMA Periode -input double PreisSchwelle = 600.0; // Preisbewegung Schwelle in Pips -input double SteigungSchwelle = 80.0; // EMA Steigung Schwelle in Pips -input int ÜberwachungTimeout = 800; // Überwachungszeit in Sekunden -input double TrailingStop = 250.0; // Gleitender Stop in Pips -input double LotGröße = 0.03; // Handelsvolumen -input int MagicNumber = 12350; // Magic Number für Trades +input int EMA_Periode = 50; // EMA Periode +input double PreisSchwelle = 700.0; // Preisbewegung Schwelle in Pips +input double SteigungSchwelle = 25.0; // EMA Steigung Schwelle in Pips +input int ÜberwachungTimeout = 340; // Überwachungszeit in Sekunden +input double TrailingStop = 370.0; // Gleitender Stop in Pips +input double LotGröße = 0.07; // Handelsvolumen +input int MagicNumber = 135790; // Magic Number für Trades input bool UseSpreadAdjustment = true; // Spread-Anpassung verwenden input ENUM_TIMEFRAMES Timeframe = PERIOD_H1; // Zeitraum für Analyse input bool UseBarData = true; // Bar-Daten statt Tick-Daten verwenden -input int MaxTradesPerCrossover = 9; // Maximale Trades pro Crossover-Ereignis -input int ProfitCheckBars = 18; // Bars bis zur Profit-Prüfung +input int MaxTradesPerCrossover = 10; // Maximale Trades pro Crossover-Ereignis +input int ProfitCheckBars = 15; // Bars bis zur Profit-Prüfung input bool CloseUnprofitableTrades = true; // Unprofitable Trades nach X Bars schließen +input bool UseWeeklyADXFilter = true; // W1 ADX Trendfilter aktivieren +input int WeeklyADXPeriod = 15; // ADX-Periode auf W1 +input double WeeklyADXMin = 40.0; // Minimaler ADX fuer Trendfreigabe +input int WeeklyADXBarShift = 2; // 1=letzte geschlossene W1-Kerze +input bool WeeklyADXUseDirection = true; // +DI/-DI Richtung mitpruefen //--- Globale Variablen (Global Variables) int ema_handle; // EMA Indicator Handle @@ -36,6 +41,64 @@ int trades_in_current_crossover = 0; // Anzahl Trades im aktuellen Crossover bool crossover_detected = false; // Crossover erkannt datetime trade_open_time = 0; // Zeitpunkt des Trade-Öffnens +//+------------------------------------------------------------------+ +//| Weekly ADX trend filter | +//+------------------------------------------------------------------+ +bool IsWeeklyADXTrendFavorable(ENUM_ORDER_TYPE order_type) +{ + if(!UseWeeklyADXFilter) + return true; + + int adxShift = WeeklyADXBarShift; + if(adxShift < 0) + adxShift = 0; + + int adx_handle = iADX(_Symbol, PERIOD_W1, WeeklyADXPeriod); + if(adx_handle == INVALID_HANDLE) + { + Print("TRACE: Weekly ADX Handle ungültig - Filter blockiert Entry"); + return false; + } + + double adx_buf[], plus_di_buf[], minus_di_buf[]; + ArraySetAsSeries(adx_buf, true); + ArraySetAsSeries(plus_di_buf, true); + ArraySetAsSeries(minus_di_buf, true); + + bool ok_adx = (CopyBuffer(adx_handle, 0, adxShift, 1, adx_buf) > 0); + bool ok_plus = (CopyBuffer(adx_handle, 1, adxShift, 1, plus_di_buf) > 0); + bool ok_minus = (CopyBuffer(adx_handle, 2, adxShift, 1, minus_di_buf) > 0); + IndicatorRelease(adx_handle); + + if(!ok_adx || !ok_plus || !ok_minus) + { + Print("TRACE: Weekly ADX Daten nicht verfügbar - Filter blockiert Entry"); + return false; + } + + double adx_value = adx_buf[0]; + double plus_di = plus_di_buf[0]; + double minus_di = minus_di_buf[0]; + + bool strength_ok = (adx_value >= WeeklyADXMin); + bool direction_ok = true; + if(WeeklyADXUseDirection) + { + if(order_type == ORDER_TYPE_BUY) + direction_ok = (plus_di > minus_di); + else + direction_ok = (minus_di > plus_di); + } + + Print("TRACE: Weekly ADX Filter | ADX=", DoubleToString(adx_value, 2), + " +DI=", DoubleToString(plus_di, 2), + " -DI=", DoubleToString(minus_di, 2), + " strength_ok=", strength_ok, + " direction_ok=", direction_ok); + + return (strength_ok && direction_ok); +} + //+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ @@ -292,6 +355,11 @@ void PrüfeTrigger() if(bullish_signal && !PositionExistsByMagic(_Symbol, MagicNumber)) { + if(!IsWeeklyADXTrendFavorable(ORDER_TYPE_BUY)) + { + Print("TRACE: Weekly ADX blockiert BUY-Entry"); + return; + } Print("TRACE: Versuche KAUF-Trade zu platzieren (Trade #", trades_in_current_crossover + 1, ")"); if(PlatziereTrade(ORDER_TYPE_BUY)) { @@ -300,6 +368,11 @@ void PrüfeTrigger() } else if(bearish_signal && !PositionExistsByMagic(_Symbol, MagicNumber)) { + if(!IsWeeklyADXTrendFavorable(ORDER_TYPE_SELL)) + { + Print("TRACE: Weekly ADX blockiert SELL-Entry"); + return; + } Print("TRACE: Versuche VERKAUF-Trade zu platzieren (Trade #", trades_in_current_crossover + 1, ")"); if(PlatziereTrade(ORDER_TYPE_SELL)) { diff --git a/lab/EAs/EMASlopeDistanceCocktailBTCUSD/report.html b/lab/EAs/EMASlopeDistanceCocktailBTCUSD/report.html new file mode 100644 index 0000000000000000000000000000000000000000..8d9931ff2cb1f08db57f053ae8cae2d908f9597f GIT binary patch literal 1883870 zcmeFa-LLJ-btSa(0umBxq<%(yIw6W9#V6;LEHVO@cZ8jf8Mk6i17b@Dg6C!h5!9__%BBN-uc@x z!Z*S{eLMVr{Mvix-}i3#U-><6hJWV=;rHNI@w51M<2cgahF|%?`5W;&e-N;ezYo9v zuZ5ra#qf8$8~$_oZ~n!=*N4xj#6Rs{4!ph@aQMdg>)#Fk<~!m4&a{dieSJ zPkR|=i~M=^Kdt<;%Q1cD{1w33KB9;2FA#LDjpwoZ&nidrJfQh*z#Vhw%~yEgXWkA> ze*5OT;a9&Be*T^C|G>#RXYAh#>iOxLUqACG^AFnnl~;epPha6f{+7t2uwwaJe(&aI zZhkLtE&uy7fxF*3>;1*~@2FY-O8COBo@e+UoWB!l{ze$ZN5cB>oiKMlTFnxy44AP= zxxg7(Od3ePhMzBW{jq?J{Ecxfz)b&M_%kpozY+fSZ=V(T#u=$nZyyVIe>wd7SPP)q zH^V=DEBw9R2|xSB`K#YL|GO^((&^Xnt6vTO!Kmcd@6NxD?|3KtJlMe6@FM&-eL2R2 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+//+------------------------------------------------------------------+ +#property copyright "Lab" +#property version "1.01" +#property strict + +#include + +input group "=== Market ===" +input string InpSymbol = "BTCUSD"; +input ENUM_TIMEFRAMES InpTf = PERIOD_M15; +input ulong InpMagic = 202604241; +input int InpSlippagePts = 50; + +input group "=== Martingale (classic) ===" +input double InpBaseLots = 0.01; +input double InpLotMultiplier = 2.0; // traditional = 2.0 +input int InpMaxDoublings = 16; // cap exponent (0..MaxDoublings); then lot stops growing + +input group "=== Entry (RSI) ===" +input int InpRsiPeriod = 14; +input double InpRsiBuyBelow = 32.0; +input double InpRsiSellAbove = 68.0; + +input group "=== SL / TP (optional) ===" +input bool InpUseSLTP = false; +input double InpSLPts = 4000.0; +input double InpTPPts = 3500.0; + +CTrade g_trade; +int g_hRsi = INVALID_HANDLE; +int g_lossStreak = 0; +ulong g_lastPosId = 0; + +string WorkSym() { return InpSymbol; } +double SymPoint() { return SymbolInfoDouble(WorkSym(), SYMBOL_POINT); } + +void SetFilling() +{ + const long fill = SymbolInfoInteger(WorkSym(), SYMBOL_FILLING_MODE); + if((fill & SYMBOL_FILLING_FOK) == SYMBOL_FILLING_FOK) + g_trade.SetTypeFilling(ORDER_FILLING_FOK); + else if((fill & SYMBOL_FILLING_IOC) == SYMBOL_FILLING_IOC) + g_trade.SetTypeFilling(ORDER_FILLING_IOC); +} + +double NetProfitForPositionId(const ulong posId) +{ + if(posId == 0) + return 0.0; + const datetime to = TimeCurrent(); + if(!HistorySelect(0, to)) + return 0.0; + double sum = 0.0; + const int n = HistoryDealsTotal(); + for(int i = 0; i < n; i++) + { + const ulong deal = HistoryDealGetTicket(i); + if(deal == 0) + continue; + if((ulong)HistoryDealGetInteger(deal, DEAL_POSITION_ID) != posId) + continue; + sum += HistoryDealGetDouble(deal, DEAL_PROFIT); + sum += HistoryDealGetDouble(deal, DEAL_SWAP); + sum += HistoryDealGetDouble(deal, DEAL_COMMISSION); + } + return sum; +} + +int OurPositionCount() +{ + int c = 0; + for(int i = PositionsTotal() - 1; i >= 0; i--) + { + const ulong t = PositionGetTicket(i); + if(t == 0 || !PositionSelectByTicket(t)) + continue; + if(PositionGetString(POSITION_SYMBOL) != WorkSym()) + continue; + if((ulong)PositionGetInteger(POSITION_MAGIC) == InpMagic) + c++; + } + return c; +} + +double LotsNow() +{ + const int exp = MathMax(0, MathMin(g_lossStreak, InpMaxDoublings)); + double lot = InpBaseLots * MathPow(InpLotMultiplier, (double)exp); + const double minLot = SymbolInfoDouble(WorkSym(), SYMBOL_VOLUME_MIN); + const double maxLot = SymbolInfoDouble(WorkSym(), SYMBOL_VOLUME_MAX); + const double stepLot = SymbolInfoDouble(WorkSym(), SYMBOL_VOLUME_STEP); + if(stepLot > 0.0) + lot = MathFloor(lot / stepLot) * stepLot; + if(lot < minLot) + lot = minLot; + if(lot > maxLot) + lot = maxLot; + return NormalizeDouble(lot, 8); +} + +bool CopyRsi1(double &rsi1) +{ + double buf[1]; + if(CopyBuffer(g_hRsi, 0, 1, 1, buf) != 1) + return false; + rsi1 = buf[0]; + return true; +} + +void BuildSLTP(const bool isBuy, const double price, double &sl, double &tp) +{ + sl = tp = 0.0; + if(!InpUseSLTP) + return; + const double pt = SymPoint(); + if(pt <= 0.0) + return; + if(isBuy) + { + sl = price - InpSLPts * pt; + tp = price + InpTPPts * pt; + } + else + { + sl = price + InpSLPts * pt; + tp = price - InpTPPts * pt; + } +} + +void OnClosedPosition() +{ + const double net = NetProfitForPositionId(g_lastPosId); + if(net < 0.0) + g_lossStreak++; + else + g_lossStreak = 0; + Print("Martingale: closed net=", net, " lossStreak=", g_lossStreak, " next lot=", LotsNow()); + g_lastPosId = 0; +} + +bool OurPositionOpenById(const ulong posId) +{ + if(posId == 0) + return false; + for(int i = PositionsTotal() - 1; i >= 0; i--) + { + const ulong t = PositionGetTicket(i); + if(t == 0 || !PositionSelectByTicket(t)) + continue; + if(PositionGetString(POSITION_SYMBOL) != WorkSym()) + continue; + if((ulong)PositionGetInteger(POSITION_MAGIC) != InpMagic) + continue; + if((ulong)PositionGetInteger(POSITION_IDENTIFIER) == posId) + return true; + } + return false; +} + +void CaptureLastPositionId() +{ + Sleep(20); + for(int k = 0; k < PositionsTotal(); k++) + { + const ulong t = PositionGetTicket(k); + if(t == 0 || !PositionSelectByTicket(t)) + continue; + if(PositionGetString(POSITION_SYMBOL) != WorkSym()) + continue; + if((ulong)PositionGetInteger(POSITION_MAGIC) != InpMagic) + continue; + g_lastPosId = (ulong)PositionGetInteger(POSITION_IDENTIFIER); + return; + } +} + +int OnInit() +{ + if(InpBaseLots <= 0.0 || InpLotMultiplier < 1.0 || InpMaxDoublings < 0) + return INIT_PARAMETERS_INCORRECT; + if(!SymbolSelect(WorkSym(), true)) + Print("Martingale: SymbolSelect note ", WorkSym()); + g_hRsi = iRSI(WorkSym(), InpTf, InpRsiPeriod, PRICE_CLOSE); + if(g_hRsi == INVALID_HANDLE) + return INIT_FAILED; + g_trade.SetExpertMagicNumber(InpMagic); + g_trade.SetDeviationInPoints(InpSlippagePts); + SetFilling(); + return INIT_SUCCEEDED; +} + +void OnDeinit(const int reason) +{ + if(g_hRsi != INVALID_HANDLE) + IndicatorRelease(g_hRsi); +} + +void OnTick() +{ + if(_Symbol != WorkSym()) + return; + + if(g_lastPosId != 0 && !OurPositionOpenById(g_lastPosId)) + OnClosedPosition(); + + static datetime lastBar = 0; + const datetime tb = iTime(WorkSym(), InpTf, 0); + if(tb == 0 || tb == lastBar) + return; + lastBar = tb; + + if(OurPositionCount() > 0) + return; + + double rsi1 = 0.0; + if(!CopyRsi1(rsi1)) + return; + + const double lot = LotsNow(); + if(lot <= 0.0) + return; + + MqlTick tick; + if(!SymbolInfoTick(WorkSym(), tick)) + return; + + double sl = 0.0, tp = 0.0; + const bool wantBuy = (rsi1 <= InpRsiBuyBelow); + const bool wantSell = (rsi1 >= InpRsiSellAbove); + + if(wantBuy && !wantSell) + { + BuildSLTP(true, tick.ask, sl, tp); + if(g_trade.Buy(lot, WorkSym(), tick.ask, sl, tp, "Martingale buy")) + CaptureLastPositionId(); + } + else if(wantSell && !wantBuy) + { + BuildSLTP(false, tick.bid, sl, tp); + if(g_trade.Sell(lot, WorkSym(), tick.bid, sl, tp, "Martingale sell")) + CaptureLastPositionId(); + } +} diff --git a/lab/EAs/RSIConsolidationBTCUSD/RSIConsolidation.mq5 b/lab/EAs/RSIConsolidationBTCUSD/RSIConsolidation.mq5 new file mode 100644 index 0000000..a859e7c --- /dev/null +++ b/lab/EAs/RSIConsolidationBTCUSD/RSIConsolidation.mq5 @@ -0,0 +1,367 @@ +//+------------------------------------------------------------------+ +//| RSIConsolidation.mq5 | +//| Mean-reversion RSI for ranging markets; trend filters block runs | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2025" +#property link "https://www.mql5.com" +#property version "1.01" + +#include + +//--- Symbol (empty = chart symbol) +input group "=== Symbol & session ===" +input string InpSymbol = ""; + +input group "=== Timeframe & bar logic ===" +input ENUM_TIMEFRAMES SignalTF = PERIOD_M15; +input bool EntryOnNewBarOnly = true; + +//--- Core: no trend / consolidation regime +input group "=== Regime: consolidation (anti-trend) ===" +input int ADX_Period = 23; +input double ADX_Max = 38.0; // allow more bars (was 29 — very few on BTC) +input bool UseATRRatioFilter = true; +input int ATR_Period = 8; +input int ATR_SMA_Period = 35; +input double ATR_Ratio_Max = 1.55; // slightly looser vs 1.36 +input bool UseFlatEMAFilter = true; +input int EMA_Fast = 13; +input int EMA_Slow = 17; +input double EMA_Separation_MaxPct = 0.42; // %; was 0.26 — very strict on crypto + +//--- RSI entries (fade extremes toward mean) +input group "=== RSI entries ===" +input int RSI_Period = 8; +input ENUM_APPLIED_PRICE RSI_Price = PRICE_CLOSE; // OPEN made crosses rarer; CLOSE is standard +input double RSI_Oversold = 28.0; +input double RSI_Overbought = 68.0; +input bool UseStrictRsiCross = false; // true = exact cross; false = looser bounce (more trades) +input double RsiCrossSlack = 4.0; // only if !UseStrictRsiCross: widen cross band + +//--- Exits: mean target + hard ATR bracket +input group "=== Exits ===" +input bool UseRSI_MeanExit = true; +input double RSI_Exit_Long = 48.0; +input double RSI_Exit_Short = 52.0; +input double SL_ATR_Mult = 2.15; +input double TP_ATR_Mult = 2.40; +input int MaxBarsInTrade = 54; + +input group "=== Risk & execution ===" +input double Lots = 0.10; +input ulong MagicNumber = 20250420; +input int Slippage = 10; +input int MaxSpreadPoints = 0; // 0 = off (BTC tester/live often blocked at 28) + +CTrade trade; +string g_sym; + +int h_rsi = INVALID_HANDLE; +int h_adx = INVALID_HANDLE; +int h_atr = INVALID_HANDLE; +int h_ema_fast = INVALID_HANDLE; +int h_ema_slow = INVALID_HANDLE; + +datetime g_last_bar = 0; + +bool PositionExistsByMagicSym(string sym, ulong magic) +{ + for(int i = PositionsTotal() - 1; i >= 0; i--) + { + ulong t = PositionGetTicket(i); + if(t == 0) continue; + if(PositionGetString(POSITION_SYMBOL) == sym && PositionGetInteger(POSITION_MAGIC) == (long)magic) + return true; + } + return false; +} + +ulong GetPositionTicketByMagicSym(string sym, ulong magic) +{ + for(int i = PositionsTotal() - 1; i >= 0; i--) + { + ulong t = PositionGetTicket(i); + if(t == 0) continue; + if(PositionGetString(POSITION_SYMBOL) == sym && PositionGetInteger(POSITION_MAGIC) == (long)magic) + return t; + } + return 0; +} + +bool SelectPositionTicketSymMagic(ulong ticket, string sym, ulong magic) +{ + if(!PositionSelectByTicket(ticket)) return false; + return PositionGetString(POSITION_SYMBOL) == sym && PositionGetInteger(POSITION_MAGIC) == (long)magic; +} + +double NormalizeVolume(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 CurrentSpreadPoints(string sym) +{ + long spread = 0; + if(!SymbolInfoInteger(sym, SYMBOL_SPREAD, spread)) + return 999999; + return (int)spread; +} + +double MinStopsDistancePrice(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 Copy1(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 CopyAtShift(int handle, const int shift, double &v) +{ + double b[]; + ArraySetAsSeries(b, true); + if(CopyBuffer(handle, 0, shift, 1, b) < 1) return false; + v = b[0]; + return true; +} + +bool RSI_Buffers(double &cur, double &prev, double &twoAgo) +{ + double b[]; + ArraySetAsSeries(b, true); + if(CopyBuffer(h_rsi, 0, 0, 3, b) < 3) return false; + cur = b[0]; + prev = b[1]; + twoAgo = b[2]; + return true; +} + +bool Regime_IsConsolidation() +{ + const int sh = 1; + double adx = 0; + if(!CopyAtShift(h_adx, sh, adx)) + return false; + if(adx >= ADX_Max) + return false; + + if(UseATRRatioFilter) + { + double atrArr[]; + ArraySetAsSeries(atrArr, true); + if(CopyBuffer(h_atr, 0, sh, ATR_SMA_Period + 1, atrArr) < ATR_SMA_Period + 1) + return false; + double sum = 0; + for(int i = 1; i <= ATR_SMA_Period; i++) + sum += atrArr[i]; + double smaAtr = sum / (double)ATR_SMA_Period; + if(smaAtr <= 0.0) + return false; + double ratio = atrArr[0] / smaAtr; + if(ratio > ATR_Ratio_Max) + return false; + } + + if(UseFlatEMAFilter) + { + double ef[], es[]; + ArraySetAsSeries(ef, true); + ArraySetAsSeries(es, true); + if(CopyBuffer(h_ema_fast, 0, sh, 1, ef) < 1) return false; + if(CopyBuffer(h_ema_slow, 0, sh, 1, es) < 1) return false; + double c = SymbolInfoDouble(g_sym, SYMBOL_BID); + if(c <= 0) return false; + double sep = MathAbs(ef[0] - es[0]) / c * 100.0; + if(sep > EMA_Separation_MaxPct) + return false; + } + + return true; +} + +bool Entry_BuyCross(double twoAgo, double prev) +{ + if(UseStrictRsiCross) + return (twoAgo <= RSI_Oversold && prev > RSI_Oversold); + const double lo = RSI_Oversold - RsiCrossSlack; + const double hi = RSI_Oversold + RsiCrossSlack; + return (twoAgo <= hi && prev > lo && prev > twoAgo); +} + +bool Entry_SellCross(double twoAgo, double prev) +{ + if(UseStrictRsiCross) + return (twoAgo >= RSI_Overbought && prev < RSI_Overbought); + const double lo = RSI_Overbought - RsiCrossSlack; + const double hi = RSI_Overbought + RsiCrossSlack; + return (twoAgo >= lo && prev < hi && prev < twoAgo); +} + +void TryCloseByRSI(ENUM_POSITION_TYPE typ, double rsi) +{ + ulong tk = GetPositionTicketByMagicSym(g_sym, MagicNumber); + if(tk == 0 || !SelectPositionTicketSymMagic(tk, g_sym, MagicNumber)) + return; + if(!UseRSI_MeanExit) + return; + if(typ == POSITION_TYPE_BUY && rsi >= RSI_Exit_Long) + trade.PositionClose(tk); + else if(typ == POSITION_TYPE_SELL && rsi <= RSI_Exit_Short) + trade.PositionClose(tk); +} + +void ManageOpenPosition(double rsi) +{ + ulong tk = GetPositionTicketByMagicSym(g_sym, MagicNumber); + if(tk == 0 || !SelectPositionTicketSymMagic(tk, g_sym, MagicNumber)) + return; + ENUM_POSITION_TYPE typ = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE); + datetime openT = (datetime)PositionGetInteger(POSITION_TIME); + int barsAgo = iBarShift(g_sym, SignalTF, openT, false); + if(barsAgo >= 0 && barsAgo >= MaxBarsInTrade) + { + trade.PositionClose(tk); + return; + } + TryCloseByRSI(typ, rsi); +} + +int OnInit() +{ + g_sym = InpSymbol; + StringTrimLeft(g_sym); + StringTrimRight(g_sym); + if(StringLen(g_sym) == 0) + g_sym = _Symbol; + + if(!SymbolSelect(g_sym, true)) + { + Print("RSIConsolidation: SymbolSelect failed: ", g_sym); + return INIT_FAILED; + } + + trade.SetExpertMagicNumber(MagicNumber); + trade.SetDeviationInPoints(Slippage); + trade.SetTypeFilling(ORDER_FILLING_RETURN); + + h_rsi = iRSI(g_sym, SignalTF, RSI_Period, RSI_Price); + h_adx = iADX(g_sym, SignalTF, ADX_Period); + h_atr = iATR(g_sym, SignalTF, ATR_Period); + h_ema_fast = iMA(g_sym, SignalTF, EMA_Fast, 0, MODE_EMA, PRICE_CLOSE); + h_ema_slow = iMA(g_sym, SignalTF, EMA_Slow, 0, MODE_EMA, PRICE_CLOSE); + + if(h_rsi == INVALID_HANDLE || h_adx == INVALID_HANDLE || h_atr == INVALID_HANDLE + || h_ema_fast == INVALID_HANDLE || h_ema_slow == INVALID_HANDLE) + { + Print("RSIConsolidation: indicator init failed"); + return INIT_FAILED; + } + + Print("RSIConsolidation: symbol=", g_sym, " TF=", EnumToString(SignalTF)); + return INIT_SUCCEEDED; +} + +void OnDeinit(const int reason) +{ + if(h_rsi != INVALID_HANDLE) IndicatorRelease(h_rsi); + if(h_adx != INVALID_HANDLE) IndicatorRelease(h_adx); + if(h_atr != INVALID_HANDLE) IndicatorRelease(h_atr); + if(h_ema_fast != INVALID_HANDLE) IndicatorRelease(h_ema_fast); + if(h_ema_slow != INVALID_HANDLE) IndicatorRelease(h_ema_slow); +} + +bool EnoughHistory() +{ + int need = MathMax(RSI_Period + 3, MathMax(ADX_Period + 2, ATR_SMA_Period + 3)); + if(Bars(g_sym, SignalTF) < need) + return false; + return true; +} + +void OnTick() +{ + if(!EnoughHistory()) + return; + + if(MaxSpreadPoints > 0 && CurrentSpreadPoints(g_sym) > MaxSpreadPoints) + return; + + double rsi, rsiPrev, rsi2; + if(!RSI_Buffers(rsi, rsiPrev, rsi2)) + return; + + datetime barTime = iTime(g_sym, SignalTF, 0); + bool isNew = (barTime != g_last_bar); + + if(PositionExistsByMagicSym(g_sym, MagicNumber)) + { + ManageOpenPosition(rsi); + if(isNew) + g_last_bar = barTime; + return; + } + + if(EntryOnNewBarOnly && !isNew) + return; + + g_last_bar = barTime; + + if(!Regime_IsConsolidation()) + return; + + double atrArr[]; + ArraySetAsSeries(atrArr, true); + if(CopyBuffer(h_atr, 0, 0, 1, atrArr) < 1) + return; + double atr = atrArr[0]; + int dig = (int)SymbolInfoInteger(g_sym, SYMBOL_DIGITS); + + double slDist = atr * SL_ATR_Mult; + double tpDist = atr * TP_ATR_Mult; + double minD = MinStopsDistancePrice(g_sym); + if(slDist < minD) + slDist = minD; + if(tpDist < minD) + tpDist = minD; + + double vol = NormalizeVolume(g_sym, Lots); + + if(Entry_BuyCross(rsi2, rsiPrev)) + { + double ask = SymbolInfoDouble(g_sym, SYMBOL_ASK); + double sl = ask - slDist; + double tp = ask + tpDist; + sl = NormalizeDouble(sl, dig); + tp = NormalizeDouble(tp, dig); + trade.Buy(vol, g_sym, ask, sl, tp, "RSIConsolidation BUY"); + } + else if(Entry_SellCross(rsi2, rsiPrev)) + { + double bid = SymbolInfoDouble(g_sym, SYMBOL_BID); + double sl = bid + slDist; + double tp = bid - tpDist; + sl = NormalizeDouble(sl, dig); + tp = NormalizeDouble(tp, dig); + trade.Sell(vol, g_sym, bid, sl, tp, "RSIConsolidation SELL"); + } +} + +//+------------------------------------------------------------------+ diff --git a/lab/EAs/RSIConsolidationBTCUSD/RSIConsolidation_optimization.set b/lab/EAs/RSIConsolidationBTCUSD/RSIConsolidation_optimization.set new file mode 100644 index 0000000..23d8c3f --- /dev/null +++ b/lab/EAs/RSIConsolidationBTCUSD/RSIConsolidation_optimization.set @@ -0,0 +1,38 @@ +; RSIConsolidation.mq5 v1.01 — BTCUSD preset (matches relaxed defaults) +; Strategy Tester → Inputs → Load +; +; === Symbol & session === +InpSymbol=BTCUSD +; === Timeframe & bar logic === +SignalTF=15||15||0||15||N +EntryOnNewBarOnly=true||false||0||true||N +; === Regime: consolidation (anti-trend) === +ADX_Period=23||10||1||40||Y +ADX_Max=38.0||22.0||1.0||50.0||Y +UseATRRatioFilter=true||false||0||true||N +ATR_Period=8||5||1||21||Y +ATR_SMA_Period=35||14||2||80||Y +ATR_Ratio_Max=1.55||1.0||0.02||2.0||Y +UseFlatEMAFilter=true||false||0||true||N +EMA_Fast=13||5||1||21||Y +EMA_Slow=17||10||1||34||Y +EMA_Separation_MaxPct=0.42||0.10||0.02||0.70||Y +; === RSI entries === +RSI_Period=8||5||1||21||Y +RSI_Price=0||0||0||7||Y +RSI_Oversold=28.0||18.0||1.0||42.0||Y +RSI_Overbought=68.0||55.0||1.0||82.0||Y +UseStrictRsiCross=false||false||0||true||Y +RsiCrossSlack=4.0||0.0||0.5||12.0||Y +; === Exits === +UseRSI_MeanExit=true||false||0||true||N +RSI_Exit_Long=48.0||40.0||1.0||55.0||Y +RSI_Exit_Short=52.0||45.0||1.0||60.0||Y 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z3XiV#!FsQ5%Y)`t-Hr$SI)~1WVdEW>(GLvef6ZHd^8hY*8y*hV3c(_SIX-A dYCC-(*Joi`eE*T}FmpdLn>*Zw9~J80|9@>B(DncT literal 0 HcmV?d00001 diff --git a/lab/EAs/rsiDivergence.mq5 b/lab/EAs/rsiDivergence.mq5 new file mode 100644 index 0000000..ea2527c --- /dev/null +++ b/lab/EAs/rsiDivergence.mq5 @@ -0,0 +1,384 @@ +//+------------------------------------------------------------------+ +//| rsiDivergence.mq5 | +//| Lab EA: RSI divergence + EMA distance filter | +//+------------------------------------------------------------------+ +#property copyright "Lab" +#property version "1.00" +#property strict + +#include + +input group "=== Market ===" +input string InpSymbol = ""; +input ENUM_TIMEFRAMES InpTf = PERIOD_CURRENT; +input double InpLots = 0.01; +input ulong InpMagic = 202604231; +input int InpSlippagePts = 30; +input int InpMaxPositions = 1; +input bool InpRequireFlat = true; // no new entry while any position with this magic exists + +input group "=== Indicators ===" +input int InpRsiPeriod = 14; +input int InpEmaPeriod = 200; + +input group "=== Swing / divergence ===" +input int InpPivotRadius = 2; // bars each side; pivot confirms after radius closes +input int InpSwingLookback = 80; // search swings within [radius+1 .. lookback] +input int InpMinPivotGap = 3; // min bars between the two swings used for a pair + +input group "=== EMA distance (entry filter) ===" +input double InpMinEmaDistPtsBuy = 80.0; // buy: (EMA - close) / _Point >= this on signal bar +input double InpMinEmaDistPtsSell = 80.0; // sell: (close - EMA) / _Point >= this + +input group "=== Risk ===" +input bool InpUseSLTP = true; // off = naked positions (can run years until margin stop) +input double InpSLPts = 500.0; // points; tune per symbol (_Point) +input double InpTPPts = 1000.0; +input int InpMaxHoldBars = 0; // 0=off; else close position after this many bars open (signal TF) + +CTrade g_trade; +int g_hRsi = INVALID_HANDLE; +int g_hEma = INVALID_HANDLE; +datetime g_lastBar = 0; +datetime g_lastBuyPivotNew = 0; +datetime g_lastBuyPivotOld = 0; +datetime g_lastSellPivotNew = 0; +datetime g_lastSellPivotOld = 0; + +string WorkSymbol() +{ + if(StringLen(InpSymbol) > 0) + return InpSymbol; + return _Symbol; +} + +ENUM_TIMEFRAMES WorkTf() +{ + if(InpTf == PERIOD_CURRENT) + return (ENUM_TIMEFRAMES)_Period; + return InpTf; +} + +void SetFilling() +{ + const long fill = SymbolInfoInteger(WorkSymbol(), SYMBOL_FILLING_MODE); + if((fill & SYMBOL_FILLING_FOK) == SYMBOL_FILLING_FOK) + g_trade.SetTypeFilling(ORDER_FILLING_FOK); + else if((fill & SYMBOL_FILLING_IOC) == SYMBOL_FILLING_IOC) + g_trade.SetTypeFilling(ORDER_FILLING_IOC); +} + +bool CopyRsiEma(const int bars, double &rsi[], double &ema[]) +{ + ArrayResize(rsi, bars); + ArrayResize(ema, bars); + ArraySetAsSeries(rsi, true); + ArraySetAsSeries(ema, true); + if(CopyBuffer(g_hRsi, 0, 0, bars, rsi) < bars) + return false; + if(CopyBuffer(g_hEma, 0, 0, bars, ema) < bars) + return false; + return true; +} + +bool IsSwingLow(const int s, const int r) +{ + if(s < r + 1) + return false; + const string sym = WorkSymbol(); + const ENUM_TIMEFRAMES tf = WorkTf(); + double lv = iLow(sym, tf, s); + for(int k = -r; k <= r; k++) + { + if(k == 0) + continue; + if(iLow(sym, tf, s + k) <= lv) + return false; + } + return true; +} + +bool IsSwingHigh(const int s, const int r) +{ + if(s < r + 1) + return false; + const string sym = WorkSymbol(); + const ENUM_TIMEFRAMES tf = WorkTf(); + double hv = iHigh(sym, tf, s); + for(int k = -r; k <= r; k++) + { + if(k == 0) + continue; + if(iHigh(sym, tf, s + k) >= hv) + return false; + } + return true; +} + +bool CollectSwingLows(int &outSwings[], const int r, const int lookback) +{ + ArrayResize(outSwings, 0); + const int from = r + 1; + if(lookback <= from) + return false; + for(int s = from; s <= lookback; s++) + { + if(!IsSwingLow(s, r)) + continue; + int n = ArraySize(outSwings); + ArrayResize(outSwings, n + 1); + outSwings[n] = s; + } + return ArraySize(outSwings) >= 2; +} + +bool CollectSwingHighs(int &outSwings[], const int r, const int lookback) +{ + ArrayResize(outSwings, 0); + const int from = r + 1; + if(lookback <= from) + return false; + for(int s = from; s <= lookback; s++) + { + if(!IsSwingHigh(s, r)) + continue; + int n = ArraySize(outSwings); + ArrayResize(outSwings, n + 1); + outSwings[n] = s; + } + return ArraySize(outSwings) >= 2; +} + +void SortSwingsAscending(int &sw[]) +{ + int n = ArraySize(sw); + for(int i = 0; i < n - 1; i++) + for(int j = i + 1; j < n; j++) + if(sw[i] > sw[j]) + { + int t = sw[i]; + sw[i] = sw[j]; + sw[j] = t; + } +} + +bool BullishDivergence(const double &rsi[], const int r, const int lookback, int &sNew, int &sOld) +{ + int swings[]; + if(!CollectSwingLows(swings, r, lookback)) + return false; + SortSwingsAscending(swings); + const int n = ArraySize(swings); + sNew = swings[0]; + sOld = swings[1]; + if(sOld - sNew < InpMinPivotGap) + return false; + const string sym = WorkSymbol(); + const ENUM_TIMEFRAMES tf = WorkTf(); + const double lowNew = iLow(sym, tf, sNew); + const double lowOld = iLow(sym, tf, sOld); + if(lowNew >= lowOld) + return false; + if(rsi[sNew] <= rsi[sOld]) + return false; + return true; +} + +bool BearishDivergence(const double &rsi[], const int r, const int lookback, int &sNew, int &sOld) +{ + int swings[]; + if(!CollectSwingHighs(swings, r, lookback)) + return false; + SortSwingsAscending(swings); + sNew = swings[0]; + sOld = swings[1]; + if(sOld - sNew < InpMinPivotGap) + return false; + const string sym = WorkSymbol(); + const ENUM_TIMEFRAMES tf = WorkTf(); + const double hiNew = iHigh(sym, tf, sNew); + const double hiOld = iHigh(sym, tf, sOld); + if(hiNew <= hiOld) + return false; + if(rsi[sNew] >= rsi[sOld]) + return false; + return true; +} + +bool EmaDistanceBuyOk(const double &ema[], const int barShift) +{ + const string sym = WorkSymbol(); + const ENUM_TIMEFRAMES tf = WorkTf(); + const double c = iClose(sym, tf, barShift); + if(c <= 0.0 || ema[barShift] <= 0.0) + return false; + const double pts = (ema[barShift] - c) / _Point; + return (pts >= InpMinEmaDistPtsBuy); +} + +bool EmaDistanceSellOk(const double &ema[], const int barShift) +{ + const string sym = WorkSymbol(); + const ENUM_TIMEFRAMES tf = WorkTf(); + const double c = iClose(sym, tf, barShift); + if(c <= 0.0 || ema[barShift] <= 0.0) + return false; + const double pts = (c - ema[barShift]) / _Point; + return (pts >= InpMinEmaDistPtsSell); +} + +int CountOurPositions() +{ + const string sym = WorkSymbol(); + int c = 0; + for(int i = PositionsTotal() - 1; i >= 0; i--) + { + const ulong ticket = PositionGetTicket(i); + if(ticket == 0 || !PositionSelectByTicket(ticket)) + continue; + if(PositionGetString(POSITION_SYMBOL) != sym) + continue; + if((ulong)PositionGetInteger(POSITION_MAGIC) != InpMagic) + continue; + c++; + } + return c; +} + +void ManageMaxHoldBars() +{ + if(InpMaxHoldBars <= 0) + return; + const string sym = WorkSymbol(); + const ENUM_TIMEFRAMES tf = WorkTf(); + + for(int i = PositionsTotal() - 1; i >= 0; i--) + { + const ulong ticket = PositionGetTicket(i); + if(ticket == 0 || !PositionSelectByTicket(ticket)) + continue; + if(PositionGetString(POSITION_SYMBOL) != sym) + continue; + if((ulong)PositionGetInteger(POSITION_MAGIC) != InpMagic) + continue; + + const datetime openTime = (datetime)PositionGetInteger(POSITION_TIME); + const int sh = iBarShift(sym, tf, openTime); + if(sh < 0) + continue; + if(sh >= InpMaxHoldBars) + g_trade.PositionClose(ticket); + } +} + +void BuildSLTP(const bool isBuy, const double price, double &sl, double &tp) +{ + sl = tp = 0.0; + if(!InpUseSLTP) + return; + if(isBuy) + { + sl = price - InpSLPts * _Point; + tp = price + InpTPPts * _Point; + } + else + { + sl = price + InpSLPts * _Point; + tp = price - InpTPPts * _Point; + } +} + +int OnInit() +{ + const string sym = WorkSymbol(); + const ENUM_TIMEFRAMES tf = WorkTf(); + if(!SymbolSelect(sym, true)) + Print("rsiDivergence: SymbolSelect note for ", sym); + + g_hRsi = iRSI(sym, tf, InpRsiPeriod, PRICE_CLOSE); + g_hEma = iMA(sym, tf, InpEmaPeriod, 0, MODE_EMA, PRICE_CLOSE); + if(g_hRsi == INVALID_HANDLE || g_hEma == INVALID_HANDLE) + return INIT_FAILED; + + g_trade.SetExpertMagicNumber(InpMagic); + g_trade.SetDeviationInPoints(InpSlippagePts); + SetFilling(); + return INIT_SUCCEEDED; +} + +void OnDeinit(const int reason) +{ + if(g_hRsi != INVALID_HANDLE) IndicatorRelease(g_hRsi); + if(g_hEma != INVALID_HANDLE) IndicatorRelease(g_hEma); +} + +void OnTick() +{ + const string sym = WorkSymbol(); + const ENUM_TIMEFRAMES tf = WorkTf(); + + ManageMaxHoldBars(); + + datetime t = iTime(sym, tf, 0); + if(t == 0 || t == g_lastBar) + return; + g_lastBar = t; + + const int need = InpSwingLookback + InpPivotRadius + 5; + double rsi[], ema[]; + if(!CopyRsiEma(need, rsi, ema)) + return; + + const int openN = CountOurPositions(); + if(openN >= InpMaxPositions) + return; + if(InpRequireFlat && openN > 0) + return; + + const int r = MathMax(1, InpPivotRadius); + const int lb = MathMax(r + 3, InpSwingLookback); + + int sNew = 0, sOld = 0; + MqlTick tick; + if(!SymbolInfoTick(sym, tick)) + return; + + if(BullishDivergence(rsi, r, lb, sNew, sOld) && EmaDistanceBuyOk(ema, 1)) + { + const datetime tPivotNew = iTime(sym, tf, sNew); + const datetime tPivotOld = iTime(sym, tf, sOld); + if(tPivotNew == 0 || tPivotOld == 0) + return; + if(tPivotNew == g_lastBuyPivotNew && tPivotOld == g_lastBuyPivotOld) + return; + + double sl, tp; + BuildSLTP(true, tick.ask, sl, tp); + if(g_trade.Buy(InpLots, sym, tick.ask, sl, tp, "RSI div+EMA buy")) + { + g_lastBuyPivotNew = tPivotNew; + g_lastBuyPivotOld = tPivotOld; + Print("Buy RSI div: swings ", sOld, "->", sNew, " pivots ", TimeToString(tPivotOld), " -> ", TimeToString(tPivotNew)); + } + return; + } + + if(BearishDivergence(rsi, r, lb, sNew, sOld) && EmaDistanceSellOk(ema, 1)) + { + const datetime tPivotNew = iTime(sym, tf, sNew); + const datetime tPivotOld = iTime(sym, tf, sOld); + if(tPivotNew == 0 || tPivotOld == 0) + return; + if(tPivotNew == g_lastSellPivotNew && tPivotOld == g_lastSellPivotOld) + return; + + double sl, tp; + BuildSLTP(false, tick.bid, sl, tp); + if(g_trade.Sell(InpLots, sym, tick.bid, sl, tp, "RSI div+EMA sell")) + { + g_lastSellPivotNew = tPivotNew; + g_lastSellPivotOld = tPivotOld; + Print("Sell RSI div: swings ", sOld, "->", sNew, " pivots ", TimeToString(tPivotOld), " -> ", TimeToString(tPivotNew)); + } + } +} diff --git a/lab/EAs/rsiDivergence_XAUUSD.set b/lab/EAs/rsiDivergence_XAUUSD.set new file mode 100644 index 0000000..55397f5 --- /dev/null +++ b/lab/EAs/rsiDivergence_XAUUSD.set @@ -0,0 +1,29 @@ +; rsiDivergence.mq5 — XAUUSD test / optimization preset +; Strategy Tester → Inputs → Load. If your server lists "XAU" not "XAUUSD", change InpSymbol only. +; +; value||start||step||stop||Y|N (MT5 convention) +; InpTf: 0 = chart timeframe (PERIOD_CURRENT). Attach EA to XAUUSD chart at desired TF (e.g. H1). +; +; === Market === +InpSymbol=XAUUSD +InpTf=0||0||0||49153||N +InpLots=0.01||0.01||0.01||0.20||N +InpMagic=930204||930204||1||9302040||N +InpSlippagePts=80||30||10||400||N +InpMaxPositions=1||1||1||4||N +InpRequireFlat=true||false||0||true||N +; === Indicators === +InpRsiPeriod=14||7||1||28||Y +InpEmaPeriod=200||50||10||400||Y +; === Swing / divergence === +InpPivotRadius=2||2||1||8||N +InpSwingLookback=120||60||10||300||Y +InpMinPivotGap=3||2||1||15||Y +; === EMA distance (entry filter) — gold: wider point ranges than FX === +InpMinEmaDistPtsBuy=200.0||50.0||25.0||2500.0||Y +InpMinEmaDistPtsSell=200.0||50.0||25.0||2500.0||Y +; === Risk === +InpUseSLTP=true||false||0||true||N +InpSLPts=800.0||300.0||50.0||5000.0||Y +InpTPPts=1600.0||500.0||100.0||10000.0||Y +InpMaxHoldBars=48||0||8||240||Y

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z_`NK>C|oi(6*zb1@(fgsVtq-M892tGL=M{CcX3b>ABFFeyxy5uu=B=7TJD!mEwJ%& zh_>)pg5_8$Cvc~L?%lq!yWk|B#5R?;rqe8&ei_648i3#)Vw1_7RjwN@k(yQ9YDzY| z7f_*VV;>Os`3rj<9bstsxS^Oa*k<}cyZN9tUL7>?E_H28JUaDb#G7 zgw=@TRv`ri1)Qex&>>pi@cPe*#GH3mJm9ak;aVf3FANZbt%Ovjez*D1&xSvPUd3aV~%U()r!10GCZHM*TL-CT!_l=R`Wwd9s8$ zzg0z#_z=T*9N&vJ%_w8o&`pK3hhnQjuumeUE|wP}RFUNWs5zkNz%sk6**vis~=lhd|o7_7NhCOrJ~K3dLD( zZl+ZE4tI@u-55-}ll$>(QP~r%zrR6J_ Market Watch` - -2. **Show All Symbols** - - Right-click in the Market Watch window - - Select `Show All` or `Symbols` - - This shows all available symbols from your broker - -3. **Search for Your Symbols** - - Use the search box in the Market Watch window - - Search for: "AAPL", "MSFT", "NVDA", "TSLA", "BTCUSD", "XAUUSD" - -4. **Note the Exact Symbol Name** - - The symbol name shown in Market Watch is what you need to use - - Common formats for Pepperstone US: - - Stocks: `AAPL.US`, `MSFT.US`, `NVDA.US`, `TSLA.US` - - Or: `NASDAQ:AAPL`, `NASDAQ:MSFT`, etc. - - Or: Just `AAPL`, `MSFT`, etc. (if available) - -5. **Add to Market Watch** - - Double-click the symbol to add it to your Market Watch - - Or right-click and select `Show` - -6. **Update EA Inputs** - - Open the EA inputs in MetaTrader 5 - - Update each symbol parameter with the exact name from Market Watch - -## Common Pepperstone US Symbol Formats - -### US Stocks: -- **Apple**: `AAPL.US` or `NASDAQ:AAPL` or `AAPL` -- **Microsoft**: `MSFT.US` or `NASDAQ:MSFT` or `MSFT` -- **NVIDIA**: `NVDA.US` or `NASDAQ:NVDA` or `NVDA` -- **Tesla**: `TSLA.US` or `NASDAQ:TSLA` or `TSLA` - -### Cryptocurrencies: -- **Bitcoin**: `BTCUSD` or `BTC/USD` or `BTCUSD.c` - -### Precious Metals: -- **Gold**: `XAUUSD` or `GOLD` or `XAU/USD` - -## Important Notes: - -1. **Symbol Names are Case-Sensitive**: Use exact capitalization -2. **Add Symbols to Market Watch**: Symbols must be in Market Watch for the EA to access them -3. **Check Trading Hours**: US stocks trade during US market hours (9:30 AM - 4:00 PM ET) -4. **CFD vs Stock**: Pepperstone offers CFDs on stocks, not actual stocks -5. **Spread**: Check the spread for each symbol - some may have wider spreads - -## Troubleshooting: - -### If Symbol Not Found: -1. Check if you're connected to Pepperstone US server -2. Verify your account type supports the symbol -3. Contact Pepperstone support for symbol availability -4. Check if symbol requires special account permissions - -### If EA Shows "Symbol Not Available": -1. Make sure symbol is added to Market Watch -2. Verify symbol name matches exactly (including dots, colons, etc.) -3. Check broker connection status -4. Try different symbol format variations - -## Testing Symbols: - -You can test if a symbol works by: -1. Opening a chart with that symbol -2. If chart opens successfully, the symbol name is correct -3. Use that exact symbol name in the EA inputs diff --git a/frontline/cluster-0/README.md b/frontline/cluster-0/README.md new file mode 100644 index 0000000..e69de29 diff --git a/frontline/MQL5/_united/MagicNumberHelpers.mqh b/frontline/cluster-0/_united-V2/MagicNumberHelpers.mqh similarity index 100% rename from frontline/MQL5/_united/MagicNumberHelpers.mqh rename to frontline/cluster-0/_united-V2/MagicNumberHelpers.mqh diff --git a/frontline/MQL5/_united/PerformanceEvaluator.mqh b/frontline/cluster-0/_united-V2/PerformanceEvaluator.mqh similarity index 100% rename from frontline/MQL5/_united/PerformanceEvaluator.mqh rename to frontline/cluster-0/_united-V2/PerformanceEvaluator.mqh diff --git a/frontline/MQL5/_united/STRATEGY_CONFIGURATION.md b/frontline/cluster-0/_united-V2/STRATEGY_CONFIGURATION.md similarity index 100% rename from frontline/MQL5/_united/STRATEGY_CONFIGURATION.md rename to frontline/cluster-0/_united-V2/STRATEGY_CONFIGURATION.md diff --git a/frontline/MQL5/_united/Strategies/DarvasBoxStrategy.mqh b/frontline/cluster-0/_united-V2/Strategies/DarvasBoxStrategy.mqh similarity index 100% rename from frontline/MQL5/_united/Strategies/DarvasBoxStrategy.mqh rename to frontline/cluster-0/_united-V2/Strategies/DarvasBoxStrategy.mqh diff --git a/frontline/MQL5/_united/Strategies/EMASlopeDistanceStrategy.mqh b/frontline/cluster-0/_united-V2/Strategies/EMASlopeDistanceStrategy.mqh similarity index 100% rename from frontline/MQL5/_united/Strategies/EMASlopeDistanceStrategy.mqh rename to frontline/cluster-0/_united-V2/Strategies/EMASlopeDistanceStrategy.mqh diff --git a/frontline/cluster-0/_united-V2/Strategies/RSIConsolidationStrategy.mqh b/frontline/cluster-0/_united-V2/Strategies/RSIConsolidationStrategy.mqh new file mode 100644 index 0000000..c996950 --- /dev/null +++ b/frontline/cluster-0/_united-V2/Strategies/RSIConsolidationStrategy.mqh @@ -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 diff --git a/frontline/MQL5/_united_dynamic/Strategies/RSICrossOverReversalStrategy.mqh b/frontline/cluster-0/_united-V2/Strategies/RSICrossOverReversalStrategy.mqh similarity index 90% rename from frontline/MQL5/_united_dynamic/Strategies/RSICrossOverReversalStrategy.mqh rename to frontline/cluster-0/_united-V2/Strategies/RSICrossOverReversalStrategy.mqh index f182476..266292a 100644 --- a/frontline/MQL5/_united_dynamic/Strategies/RSICrossOverReversalStrategy.mqh +++ b/frontline/cluster-0/_united-V2/Strategies/RSICrossOverReversalStrategy.mqh @@ -20,6 +20,23 @@ bool WeekDays_Check(datetime aTime) 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(); @@ -151,8 +168,7 @@ void ProcessRSICrossOverReversal(string symbol) return; } - if(!((currentHour < RC_tradingHourOneEnd && currentHour > RC_tradingHourOneBegin) || - (currentHour < RC_tradingHourTwoEnd && currentHour > RC_tradingHourTwoBegin))) + if(!RC_TradingHoursAllow(currentHour)) { Close_Position_MN(RC_MagicNumber); return; @@ -173,7 +189,7 @@ void ProcessRSICrossOverReversal(string symbol) double previousEMA = ema[1]; double emaSlope = (currentEMA - previousEMA) * 100; - double closeCurr = iClose(Symbol(), Period(), 0); + const double closeCurr = iClose(rcData.symbol, RC_TimeFrame1, 0); double priceToEmaDistance = (closeCurr - currentEMA) * 10; bool isBuyPosition = false; @@ -211,10 +227,10 @@ void ProcessRSICrossOverReversal(string symbol) { Close_Position_MN(RC_MagicNumber); rcData.lastTradeTime = currentTime; - return; } - - if(currentRSI < RC_overboughtLevel - RC_entryRSISellSpread && rcData.previousRSIDef >= RC_overboughtLevel && + + if(!isTrendStrong && + currentRSI < RC_overboughtLevel - RC_entryRSISellSpread && rcData.previousRSIDef >= RC_overboughtLevel && !isSellPosition && !hasPosition && cooldownPassed) { rcData.trade.SetExpertMagicNumber(RC_MagicNumber); @@ -223,8 +239,9 @@ void ProcessRSICrossOverReversal(string symbol) rcData.lastTradeTime = currentTime; } } - - if(currentRSI > RC_oversoldLevel + RC_entryRSIBuySpread && rcData.previousRSIDef <= RC_oversoldLevel && + + if(!isTrendStrong && + currentRSI > RC_oversoldLevel + RC_entryRSIBuySpread && rcData.previousRSIDef <= RC_oversoldLevel && !isBuyPosition && !hasPosition && cooldownPassed) { rcData.trade.SetExpertMagicNumber(RC_MagicNumber); diff --git a/frontline/MQL5/_united/Strategies/RSIMidPointHijackStrategy.mqh b/frontline/cluster-0/_united-V2/Strategies/RSIMidPointHijackStrategy.mqh similarity index 100% rename from frontline/MQL5/_united/Strategies/RSIMidPointHijackStrategy.mqh rename to frontline/cluster-0/_united-V2/Strategies/RSIMidPointHijackStrategy.mqh diff --git a/frontline/MQL5/_united/Strategies/RSIReversalAsianStrategy.mqh b/frontline/cluster-0/_united-V2/Strategies/RSIReversalAsianStrategy.mqh similarity index 100% rename from frontline/MQL5/_united/Strategies/RSIReversalAsianStrategy.mqh rename to frontline/cluster-0/_united-V2/Strategies/RSIReversalAsianStrategy.mqh diff --git a/frontline/MQL5/_united_dynamic_cent/Strategies/RSIScalpingStrategy.mqh b/frontline/cluster-0/_united-V2/Strategies/RSIScalpingStrategy.mqh similarity index 78% rename from frontline/MQL5/_united_dynamic_cent/Strategies/RSIScalpingStrategy.mqh rename to frontline/cluster-0/_united-V2/Strategies/RSIScalpingStrategy.mqh index 666dc1d..5daa1c1 100644 --- a/frontline/MQL5/_united_dynamic_cent/Strategies/RSIScalpingStrategy.mqh +++ b/frontline/cluster-0/_united-V2/Strategies/RSIScalpingStrategy.mqh @@ -22,6 +22,104 @@ struct RSIScalpingData { 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) @@ -420,7 +518,9 @@ void ClosePosition(RSIScalpingData& data, int MagicNumber) 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) + 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) @@ -429,16 +529,25 @@ void ProcessRSIScalping(RSIScalpingData& data, string symbol, ENUM_TIMEFRAMES Ti 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) + + 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; - - data.last_bar_time = current_bar_time; - + 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); diff --git a/frontline/MQL5/_united_dynamic/Strategies/SuperEMAStrategy.mqh b/frontline/cluster-0/_united-V2/Strategies/SuperEMAStrategy.mqh similarity index 96% rename from frontline/MQL5/_united_dynamic/Strategies/SuperEMAStrategy.mqh rename to frontline/cluster-0/_united-V2/Strategies/SuperEMAStrategy.mqh index 3b1a974..3dba90e 100644 --- a/frontline/MQL5/_united_dynamic/Strategies/SuperEMAStrategy.mqh +++ b/frontline/cluster-0/_united-V2/Strategies/SuperEMAStrategy.mqh @@ -228,6 +228,9 @@ int SuperEMA_BarsSinceOpen(SuperEMAData &d, const datetime openTime) 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); @@ -235,6 +238,9 @@ void SuperEMA_CloseTicket(SuperEMAData &d, const ulong ticket, const string reas 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); @@ -412,9 +418,6 @@ void ProcessSuperEMA(SuperEMAData &d, const double lots) SuperEMA_ManageExits(d); - if(d.oneTradeOnly && SuperEMA_PositionsByMagic(d) > 0) - return; - const int sh = d.emaTrendBars; double h1 = 0.0, h2 = 0.0; if(!SuperEMA_MacdHistAt(d, 1, h1) || !SuperEMA_MacdHistAt(d, 2, h2)) @@ -450,6 +453,16 @@ void ProcessSuperEMA(SuperEMAData &d, const double lots) 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; @@ -458,13 +471,17 @@ void ProcessSuperEMA(SuperEMAData &d, const double lots) 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)); } diff --git a/frontline/MQL5/_united_dynamic_cent/main.mq5 b/frontline/cluster-0/_united-V2/main.mq5 similarity index 65% rename from frontline/MQL5/_united_dynamic_cent/main.mq5 rename to frontline/cluster-0/_united-V2/main.mq5 index 191d017..35e7106 100644 --- a/frontline/MQL5/_united_dynamic_cent/main.mq5 +++ b/frontline/cluster-0/_united-V2/main.mq5 @@ -1,15 +1,11 @@ //+------------------------------------------------------------------+ //| UnitedEA.mq5 | -//| Cent ".c" symbols; InpDynamicRefDeposit MUST match ACCOUNT_ | -//| CURRENCY numbers (USC ~50k for ~$500, or USD ~500 — not mixed). | -//| Per-order max lots = broker spec 最大量 SYMBOL_VOLUME_MAX | -//| (often 1000 on *.c); EA cannot exceed it — see symbol contract. | //| Copyright 2025, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, MetaQuotes Ltd." #property link "https://www.mql5.com" -#property version "1.10" +#property version "1.00" #property strict #include @@ -17,22 +13,29 @@ #include #include #include "MagicNumberHelpers.mqh" - -// Lot globals must exist before strategy .mqh (Darvas uses g_DB_LotSize; EMA/RC/RM use g_ES/g_RC/g_RM) -double g_ES_LotSize; -double g_RC_LotSize; -double g_RM_LotSize; -double g_DB_LotSize; -double g_DynLotScaleLast = 1.0; // last applied scale: lots = baseLot * scale * InpLotSizeScale -double g_DynamicRefBaseline = 0.0; // when InpDynamicRefDeposit<=0, frozen ref = equity at first sizing call - // 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 | @@ -47,51 +50,30 @@ 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; -//+------------------------------------------------------------------+ -//| Dynamic lot sizing — 默认「按比例」：lots = base × (equity/ref) × lotScale | -//| 可选幂曲线：lots = base × (equity/ref)^exp × lotScale（旧行为） | -//| min/max 约束的是「比例系数」不是手数本身；max<=0 表示比例系数上不封顶 | -//| | -//| USC (deposit currency) vs "lot size": | -//| • Equity/ref for the multiplier are BOTH in account currency | -//| (USC). Same units → ratio is correct; no ×100 on the ratio. | -//| • Strategy base lots (e.g. DB_BaseLotSize) are ORDER VOLUME in | -//| lots, not "USC lots". Broker SYMBOL_VOLUME_* / contract define | -//| how much margin and P/L appear in USC. | -//| • Do not multiply lot inputs by 100 only because balance is USC. | -//| If DD too high: raise InpDynamicRefDeposit and/or lower base lots.| -//| If balance is USD ~500 but ref is ~50k–300k: mult→floor, lots→0.01.| -//| Ref<=0: 挂上时余额/净值为参考，之后手数随净值相对该基准的比例变化。 | -//| 单笔上限：品种规格里的「最大量」(SYMBOL_VOLUME_MAX)，非 EA 参数。 | -//| InpMaxLotsPerOrder：EA 再截一刀，防止动态+scale 顶满 1000 爆仓。 | -//+------------------------------------------------------------------+ -enum ENUM_LOT_SCALE_CURVE -{ - LOT_CURVE_PROPORTIONAL = 0, // 按比例：scale = 净值/参考（线性） - LOT_CURVE_POWER = 1 // 幂：scale = (净值/参考)^exp -}; - -input group "=== Dynamic lot sizing (动态手数) ===" -input bool InpDynamicLotEnable = true; // Enable balance/equity-based scaling -input ENUM_LOT_SCALE_CURVE InpDynamicLotCurve = LOT_CURVE_PROPORTIONAL; // 默认按比例；幂曲线=旧 (equity/ref)^exp -input double InpDynamicRefDeposit = 0.0; // <=0: auto — ref=挂上时净值/余额(与测试器初始一致则手数随盈利涨); >0 手动参考金 -input bool InpDynamicRefEqualsEquity = false; // true: 比例系数固定为 1（只用基础手×lotScale） -input double InpDynamicExponent = 1.22; // 仅 LOT_CURVE_POWER 时：(净值/参考) 的指数 -input double InpDynamicMinMult = 0.0; // 比例系数下限；<=0 不抬（按比例时净值<参考会缩小手数） -input double InpDynamicMaxMult = 20.0; // 比例系数上限；<=0 不封顶(高风险) -input bool InpDynamicUseEquity = true; // true=ACCOUNT_EQUITY, false=ACCOUNT_BALANCE -input double InpDynamicStockLotCap = 0.0; // Max lots after scale (0=off); raise if InpLotSizeScale is large -input double InpLotSizeScale = 1.0; // 全局手数倍率; 曾用100易过大，默认1按需再加 -input double InpMaxLotsPerOrder = 20.0; // 单笔最大手数(0=仅券商SYMBOL_VOLUME_MAX); 保守可设5~10 +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 (cent symbol) | +//| Strategy 1: DarvasBoxXAUUSD | //+------------------------------------------------------------------+ input group "=== DarvasBox Strategy ===" -input string DB_Symbol = "XAUUSD.c"; +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. @@ -108,20 +90,19 @@ input double DB_TrendThreshold = 4.94; input int DB_VolumeMA_Period = 110; input double DB_VolumeThresholdMultiplier = 1.5; input int DB_MagicNumber = 135790; -input double DB_BaseLotSize = 0.02; // Base lot at InpDynamicRefDeposit (Darvas) //+------------------------------------------------------------------+ //| Strategy 2: EMASlopeDistanceCocktailXAUUSD | -//| Cent: gold is usually "XAUUSD.c" (verify in Market Watch). | +//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" | //+------------------------------------------------------------------+ input group "=== EMA Slope Distance Strategy ===" -input string ES_Symbol = "XAUUSD.c"; +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 = 0.05; +input double ES_LotGröße = 0.03; input int ES_MagicNumber = 12350; input bool ES_UseSpreadAdjustment = true; input ENUM_TIMEFRAMES ES_Timeframe = PERIOD_H1; @@ -132,17 +113,17 @@ input bool ES_CloseUnprofitableTrades = true; //+------------------------------------------------------------------+ //| Strategy 3: RSICrossOverReversalXAUUSD | -//| Cent: use "XAUUSD.c" if that is what the broker lists. | +//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" | //+------------------------------------------------------------------+ input group "=== RSI CrossOver Reversal Strategy ===" -input string RC_Symbol = "XAUUSD.c"; +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 = 0.02; +input double RC_lotSize = 0.01; input int RC_slippage = 3; input int RC_cooldownSeconds = 209; input ENUM_TIMEFRAMES RC_TimeFrame1 = PERIOD_M1; @@ -168,12 +149,12 @@ input bool RC_Saturday = false; //+------------------------------------------------------------------+ //| Strategy 4: RSIMidPointHijackXAUUSD | -//| Cent: use "XAUUSD.c" if that is what the broker lists. | +//| PEPPERSTONE US: Gold symbol is typically "XAUUSD" or "GOLD" | //+------------------------------------------------------------------+ input group "=== RSI MidPoint Hijack Strategy ===" -input string RM_Symbol = "XAUUSD.c"; +input string RM_Symbol = "XAUUSD"; input ENUM_TIMEFRAMES RM_InpTimeframe = PERIOD_H1; -input double RM_InpLotSize = 0.03; +input double RM_InpLotSize = 0.02; input int RM_InpMagicNumberRSIFollow = 1001; input int RM_InpMagicNumberRSIReverse = 1002; input int RM_InpMagicNumberEMACross = 1003; @@ -217,11 +198,16 @@ input int RM_InpEMADistancePeriod = 26; //| - TSLA: Tesla stock | //| - XAUUSD: Gold/USD | //| | -//| USC cent: many symbols end with ".c" — use Market Watch names. | -//| Stocks may be "AAPL.US.c" or unchanged; verify before live. | +//| 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) - cent ===" -input string RS_APPL_Symbol = "AAPL.US.c"; // If missing, try AAPL.US / NASDAQ:AAPL / AAPL +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; @@ -230,12 +216,12 @@ 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 = 38; +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.c"; // If missing, try BTCUSD or BTC/USD +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; @@ -244,12 +230,12 @@ 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 = 0.15; +input double RS_BTCUSD_LotSize = 0.1; input int RS_BTCUSD_MagicNumber = 123459123; input int RS_BTCUSD_Slippage = 3; -input group "=== RSI Scalping NVDA - cent ===" -input string RS_NVDA_Symbol = "NVDA.US.c"; // If missing, try NVDA.US / NASDAQ:NVDA / NVDA +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; @@ -258,12 +244,12 @@ 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 = 75; +input double RS_NVDA_LotSize = 50; input int RS_NVDA_MagicNumber = 20003; input int RS_NVDA_Slippage = 3; -input group "=== RSI Scalping TSLA - cent ===" -input string RS_TSLA_Symbol = "TSLA.US.c"; // If missing, try TSLA.US / NASDAQ:TSLA / TSLA +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; @@ -272,12 +258,12 @@ 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 = 75; +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.c"; +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; @@ -286,10 +272,18 @@ 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 = 0.15; +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: | @@ -297,13 +291,13 @@ input int RS_XAUUSD_Slippage = 3; //| - AUDUSD: Australian Dollar/USD | //+------------------------------------------------------------------+ input group "=== RSI Reversal Asian EURUSD ===" -input string RRA_EURUSD_Symbol = "EURUSD.c"; +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 = 0.15; +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; @@ -316,13 +310,13 @@ input int RRA_EURUSD_MagicNumber = 30001; input int RRA_EURUSD_Slippage = 3; input group "=== RSI Reversal Asian AUDUSD ===" -input string RRA_AUDUSD_Symbol = "AUDUSD.c"; +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 = 0.3; +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; @@ -334,6 +328,63 @@ 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 | //+------------------------------------------------------------------+ @@ -430,6 +481,8 @@ RSIScalpingData rsBTCUSDData; RSIScalpingData rsNVDAData; RSIScalpingData rsTSLAData; RSIScalpingData rsXAUUSDData; +SuperEMAData seData; +RSIConsolidationData rcoData; //+------------------------------------------------------------------+ //| Global Variables - RSI Reversal Asian | @@ -437,107 +490,6 @@ RSIScalpingData rsXAUUSDData; RSIReversalAsianData rraEURUSDData; RSIReversalAsianData rraAUDUSDData; -//+------------------------------------------------------------------+ -//| Dynamic lot helpers | -//+------------------------------------------------------------------+ -double DynClamp(const double v, const double lo, const double hi) -{ - return MathMax(lo, MathMin(hi, v)); -} - -// Clamp scale factor (proportion or pow result). max<=0 = no upper clamp. -double ApplyDynamicScaleClamp(const double scaleRaw) -{ - double s = scaleRaw; - if(InpDynamicMinMult > 0.0) - s = MathMax(s, InpDynamicMinMult); - if(InpDynamicMaxMult > 0.0) - s = MathMin(s, InpDynamicMaxMult); - return s; -} - -// Reference for (equity/ref)^exp: manual deposit, or first-seen balance when input <= 0 -double GetDynamicRefForRatio() -{ - if(InpDynamicRefDeposit > 0.0) - return MathMax(InpDynamicRefDeposit, 1.0); - double capNow = InpDynamicUseEquity ? AccountInfoDouble(ACCOUNT_EQUITY) : AccountInfoDouble(ACCOUNT_BALANCE); - if(g_DynamicRefBaseline <= 0.0) - g_DynamicRefBaseline = MathMax(capNow, 1.0); - return MathMax(g_DynamicRefBaseline, 1.0); -} - -// Broker hard cap: 最大量 = SYMBOL_VOLUME_MAX (e.g. 1000 on EURUSD.c / XAUUSD.c) -double NormalizeVolumeForSymbol(const string symbol, double lots) -{ - double minL = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MIN); - double maxL = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MAX); - double step = SymbolInfoDouble(symbol, SYMBOL_VOLUME_STEP); - if(step > 0.0) - lots = MathFloor(lots / step + 1e-12) * step; - if(lots < minL) lots = minL; - if(lots > maxL) lots = maxL; - return lots; -} - -// Apply EA risk cap before broker min/step/max (InpMaxLotsPerOrder 0 = disabled) -double NormalizeVolumeForSymbolWithEACap(const string symbol, double lots) -{ - if(InpMaxLotsPerOrder > 0.0) - lots = MathMin(lots, InpMaxLotsPerOrder); - return NormalizeVolumeForSymbol(symbol, lots); -} - -// Scale factor for lots: baseLot * scale * InpLotSizeScale (then caps) -double GetDynamicLotScaleFactor() -{ - if(!InpDynamicLotEnable) - return 1.0; - if(InpDynamicRefEqualsEquity) - return ApplyDynamicScaleClamp(1.0); - double cap = InpDynamicUseEquity ? AccountInfoDouble(ACCOUNT_EQUITY) : AccountInfoDouble(ACCOUNT_BALANCE); - double refv = GetDynamicRefForRatio(); - if(cap <= 0.0) - cap = refv; - double ratio = cap / refv; - if(ratio <= 0.0) - ratio = 1.0; - double scaleRaw = ratio; - if(InpDynamicLotCurve == LOT_CURVE_POWER) - scaleRaw = MathPow(ratio, InpDynamicExponent); - return ApplyDynamicScaleClamp(scaleRaw); -} - -// baseLot = size at reference deposit; optionalCap 0 = no extra ceiling (broker min/max still apply) -double DynamicLotForSymbol(const string symbol, const double baseLot, const double optionalCap = 0.0) -{ - double scale = GetDynamicLotScaleFactor(); - g_DynLotScaleLast = scale; - double sc = (InpLotSizeScale > 0.0 ? InpLotSizeScale : 1.0); - double v = baseLot * scale * sc; - if(optionalCap > 0.0 && v > optionalCap) - v = optionalCap; - return NormalizeVolumeForSymbolWithEACap(symbol, v); -} - -void RefreshDynamicStrategyLots() -{ - double sc = (InpLotSizeScale > 0.0 ? InpLotSizeScale : 1.0); - if(!InpDynamicLotEnable) - { - g_ES_LotSize = NormalizeVolumeForSymbolWithEACap(ES_Symbol, ES_LotGröße * sc); - g_RC_LotSize = NormalizeVolumeForSymbolWithEACap(RC_Symbol, RC_lotSize * sc); - g_RM_LotSize = NormalizeVolumeForSymbolWithEACap(RM_Symbol, RM_InpLotSize * sc); - g_DB_LotSize = NormalizeVolumeForSymbolWithEACap(DB_Symbol, DB_BaseLotSize * sc); - g_DynLotScaleLast = 1.0; - return; - } - g_ES_LotSize = DynamicLotForSymbol(ES_Symbol, ES_LotGröße); - g_RC_LotSize = DynamicLotForSymbol(RC_Symbol, RC_lotSize); - g_RM_LotSize = DynamicLotForSymbol(RM_Symbol, RM_InpLotSize); - g_DB_LotSize = DynamicLotForSymbol(DB_Symbol, DB_BaseLotSize); -} - //+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ @@ -545,17 +497,10 @@ int OnInit() { int initResult = INIT_SUCCEEDED; - g_DynamicRefBaseline = 0.0; - - RefreshDynamicStrategyLots(); - - string acctCur = AccountInfoString(ACCOUNT_CURRENCY); - double eq0 = AccountInfoDouble(ACCOUNT_EQUITY); - if(InpDynamicLotEnable && !InpDynamicRefEqualsEquity && InpDynamicRefDeposit > 1000.0 && eq0 > 0.0 - && eq0 <= InpDynamicRefDeposit / 25.0) - Print("United EA: equity ", DoubleToString(eq0, 2), " ", acctCur, " vs ref ", InpDynamicRefDeposit, - " — dynamic mult is tiny; set InpDynamicRefDeposit to your balance in ", acctCur, - " (e.g. 500 for USD) or enable InpDynamicRefEqualsEquity. Else lots stay at broker minimum."); + // 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) @@ -589,11 +534,30 @@ int OnInit() 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, RRA_EURUSD_MaxLotSize, + 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)) @@ -601,24 +565,12 @@ int OnInit() 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_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, "'"); - double refEffInit = GetDynamicRefForRatio(); - double capInit = InpDynamicUseEquity ? eq0 : AccountInfoDouble(ACCOUNT_BALANCE); - if(capInit <= 0.0) - capInit = refEffInit; - double ratioInit = capInit / refEffInit; - double powInit = MathPow(ratioInit, InpDynamicExponent); - string curveStr = (InpDynamicLotCurve == LOT_CURVE_POWER ? "POWER" : "PROP"); - Print("United EA v1.10 ", acctCur, " curve=", curveStr, " equity=", DoubleToString(eq0, 2), " refEff=", DoubleToString(refEffInit, 2), - " (inpRef=", InpDynamicRefDeposit, " baseline=", DoubleToString(g_DynamicRefBaseline, 2), ") equity/ref=", DoubleToString(ratioInit, 6), - " pow^exp=", DoubleToString(powInit, 6), " scaleOut=", DoubleToString(g_DynLotScaleLast, 6), - " minS=", InpDynamicMinMult, " maxS=", InpDynamicMaxMult, " lotScale=", InpLotSizeScale, " maxLots=", InpMaxLotsPerOrder, - " lots ES=", g_ES_LotSize, " RC=", g_RC_LotSize, " RM=", g_RM_LotSize, " DB=", g_DB_LotSize); Print("United EA initialized. Active strategies: ", (EnableDarvasBox ? "DarvasBox " : ""), (EnableEMASlopeDistance ? "EMASlope " : ""), @@ -629,6 +581,8 @@ int OnInit() (EnableRSIScalpingNVDA ? "RSIScalpingNVDA " : ""), (EnableRSIScalpingTSLA ? "RSIScalpingTSLA " : ""), (EnableRSIScalpingXAUUSD ? "RSIScalpingXAUUSD " : ""), + (EnableSuperEMA ? "SuperEMA " : ""), + (EnableRSIConsolidation ? "RSIConsolidation " : ""), (EnableRSIReversalAsianEURUSD ? "RSIReversalAsianEURUSD " : ""), (EnableRSIReversalAsianAUDUSD ? "RSIReversalAsianAUDUSD " : "")); @@ -666,6 +620,12 @@ void OnDeinit(const int reason) if(EnableRSIScalpingXAUUSD) DeinitRSIScalping(rsXAUUSDData); + + if(EnableSuperEMA) + DeinitSuperEMA(seData); + + if(EnableRSIConsolidation) + DeinitRSIConsolidation(rcoData); if(EnableRSIReversalAsianEURUSD) DeinitRSIReversalAsian(rraEURUSDData); @@ -681,8 +641,6 @@ void OnDeinit(const int reason) //+------------------------------------------------------------------+ void OnTick() { - RefreshDynamicStrategyLots(); - if(EnableDarvasBox) ProcessDarvasBox(DB_Symbol); @@ -698,39 +656,49 @@ void OnTick() 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, - DynamicLotForSymbol(RS_APPL_Symbol, RS_APPL_LotSize, InpDynamicStockLotCap), - RS_APPL_MagicNumber); + 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, DynamicLotForSymbol(RS_BTCUSD_Symbol, RS_BTCUSD_LotSize), RS_BTCUSD_MagicNumber); + 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, - DynamicLotForSymbol(RS_NVDA_Symbol, RS_NVDA_LotSize, InpDynamicStockLotCap), - RS_NVDA_MagicNumber); + 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, - DynamicLotForSymbol(RS_TSLA_Symbol, RS_TSLA_LotSize, InpDynamicStockLotCap), - RS_TSLA_MagicNumber); + 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, DynamicLotForSymbol(RS_XAUUSD_Symbol, RS_XAUUSD_LotSize), RS_XAUUSD_MagicNumber); + 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, DynamicLotForSymbol(RRA_EURUSD_Symbol, RRA_EURUSD_MaxLotSize)); + ProcessRSIReversalAsian(rraEURUSDData, LOT_RRA_EURUSD); if(EnableRSIReversalAsianAUDUSD) - ProcessRSIReversalAsian(rraAUDUSDData, DynamicLotForSymbol(RRA_AUDUSD_Symbol, RRA_AUDUSD_MaxLotSize)); + ProcessRSIReversalAsian(rraAUDUSDData, LOT_RRA_AUDUSD); + + if(EnableSuperEMA) + ProcessSuperEMA(seData, LOT_SE_SuperEMA); + + if(EnableRSIConsolidation) + ProcessRSIConsolidation(rcoData, LOT_RCO_RSIConsolidation); } //+------------------------------------------------------------------+ diff --git a/frontline/MQL5/_united/report.png b/frontline/cluster-0/_united-V2/report.png similarity index 100% rename from frontline/MQL5/_united/report.png rename to frontline/cluster-0/_united-V2/report.png diff --git a/frontline/MQL5/_united/self-evaluate.mq5 b/frontline/cluster-0/_united-V2/self-evaluate.mq5 similarity index 100% rename from frontline/MQL5/_united/self-evaluate.mq5 rename to frontline/cluster-0/_united-V2/self-evaluate.mq5 diff --git a/frontline/MQL5/_united_dynamic/MagicNumberHelpers.mqh b/frontline/united_template/_united-V2/MagicNumberHelpers.mqh similarity index 100% rename from frontline/MQL5/_united_dynamic/MagicNumberHelpers.mqh rename to frontline/united_template/_united-V2/MagicNumberHelpers.mqh diff --git a/frontline/MQL5/_united_dynamic_cent/PerformanceEvaluator.mqh b/frontline/united_template/_united-V2/PerformanceEvaluator.mqh similarity index 99% rename from frontline/MQL5/_united_dynamic_cent/PerformanceEvaluator.mqh rename to frontline/united_template/_united-V2/PerformanceEvaluator.mqh index 1389540..991f603 100644 --- a/frontline/MQL5/_united_dynamic_cent/PerformanceEvaluator.mqh +++ b/frontline/united_template/_united-V2/PerformanceEvaluator.mqh @@ -104,7 +104,7 @@ bool IsStockSymbol(string symbol) // String-based checks (.US, NASDAQ:, NYSE:, common tickers) are sufficient // Common stock tickers (without .US suffix) - string commonStocks[] = {"AAPL", "NVDA", "TSLA", "GOOGL", "AMZN", "META", "AMD", "NFLX"}; + 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; diff --git a/frontline/MQL5/_united_dynamic/STRATEGY_CONFIGURATION.md b/frontline/united_template/_united-V2/STRATEGY_CONFIGURATION.md similarity index 100% rename from frontline/MQL5/_united_dynamic/STRATEGY_CONFIGURATION.md rename to frontline/united_template/_united-V2/STRATEGY_CONFIGURATION.md diff --git a/frontline/MQL5/_united_dynamic/Strategies/DarvasBoxStrategy.mqh b/frontline/united_template/_united-V2/Strategies/DarvasBoxStrategy.mqh similarity index 98% rename from frontline/MQL5/_united_dynamic/Strategies/DarvasBoxStrategy.mqh rename to frontline/united_template/_united-V2/Strategies/DarvasBoxStrategy.mqh index ff1d13b..6c2d7d5 100644 --- a/frontline/MQL5/_united_dynamic/Strategies/DarvasBoxStrategy.mqh +++ b/frontline/united_template/_united-V2/Strategies/DarvasBoxStrategy.mqh @@ -195,9 +195,9 @@ bool PlaceOrder(ENUM_ORDER_TYPE orderType, double price, double sl, double tp) // 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(g_DB_LotSize, dbData.symbol, 0, sl, tp, "Darvas Box Breakout"); + result = dbData.trade.Buy(0.01, dbData.symbol, 0, sl, tp, "Darvas Box Breakout"); else - result = dbData.trade.Sell(g_DB_LotSize, dbData.symbol, 0, sl, tp, "Darvas Box Breakdown"); + result = dbData.trade.Sell(0.01, dbData.symbol, 0, sl, tp, "Darvas Box Breakdown"); // Always log errors, success only if logging enabled if(result) diff --git a/frontline/MQL5/_united_dynamic/Strategies/EMASlopeDistanceStrategy.mqh b/frontline/united_template/_united-V2/Strategies/EMASlopeDistanceStrategy.mqh similarity index 100% rename from frontline/MQL5/_united_dynamic/Strategies/EMASlopeDistanceStrategy.mqh rename to frontline/united_template/_united-V2/Strategies/EMASlopeDistanceStrategy.mqh diff --git a/frontline/united_template/_united-V2/Strategies/RSIConsolidationStrategy.mqh b/frontline/united_template/_united-V2/Strategies/RSIConsolidationStrategy.mqh new file mode 100644 index 0000000..c996950 --- /dev/null +++ b/frontline/united_template/_united-V2/Strategies/RSIConsolidationStrategy.mqh @@ -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 diff --git a/frontline/MQL5/_united_dynamic_cent/Strategies/RSICrossOverReversalStrategy.mqh b/frontline/united_template/_united-V2/Strategies/RSICrossOverReversalStrategy.mqh similarity index 90% rename from frontline/MQL5/_united_dynamic_cent/Strategies/RSICrossOverReversalStrategy.mqh rename to frontline/united_template/_united-V2/Strategies/RSICrossOverReversalStrategy.mqh index f182476..266292a 100644 --- a/frontline/MQL5/_united_dynamic_cent/Strategies/RSICrossOverReversalStrategy.mqh +++ b/frontline/united_template/_united-V2/Strategies/RSICrossOverReversalStrategy.mqh @@ -20,6 +20,23 @@ bool WeekDays_Check(datetime aTime) 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(); @@ -151,8 +168,7 @@ void ProcessRSICrossOverReversal(string symbol) return; } - if(!((currentHour < RC_tradingHourOneEnd && currentHour > RC_tradingHourOneBegin) || - (currentHour < RC_tradingHourTwoEnd && currentHour > RC_tradingHourTwoBegin))) + if(!RC_TradingHoursAllow(currentHour)) { Close_Position_MN(RC_MagicNumber); return; @@ -173,7 +189,7 @@ void ProcessRSICrossOverReversal(string symbol) double previousEMA = ema[1]; double emaSlope = (currentEMA - previousEMA) * 100; - double closeCurr = iClose(Symbol(), Period(), 0); + const double closeCurr = iClose(rcData.symbol, RC_TimeFrame1, 0); double priceToEmaDistance = (closeCurr - currentEMA) * 10; bool isBuyPosition = false; @@ -211,10 +227,10 @@ void ProcessRSICrossOverReversal(string symbol) { Close_Position_MN(RC_MagicNumber); rcData.lastTradeTime = currentTime; - return; } - - if(currentRSI < RC_overboughtLevel - RC_entryRSISellSpread && rcData.previousRSIDef >= RC_overboughtLevel && + + if(!isTrendStrong && + currentRSI < RC_overboughtLevel - RC_entryRSISellSpread && rcData.previousRSIDef >= RC_overboughtLevel && !isSellPosition && !hasPosition && cooldownPassed) { rcData.trade.SetExpertMagicNumber(RC_MagicNumber); @@ -223,8 +239,9 @@ void ProcessRSICrossOverReversal(string symbol) rcData.lastTradeTime = currentTime; } } - - if(currentRSI > RC_oversoldLevel + RC_entryRSIBuySpread && rcData.previousRSIDef <= RC_oversoldLevel && + + if(!isTrendStrong && + currentRSI > RC_oversoldLevel + RC_entryRSIBuySpread && rcData.previousRSIDef <= RC_oversoldLevel && !isBuyPosition && !hasPosition && cooldownPassed) { rcData.trade.SetExpertMagicNumber(RC_MagicNumber); diff --git a/frontline/MQL5/_united_dynamic/Strategies/RSIMidPointHijackStrategy.mqh b/frontline/united_template/_united-V2/Strategies/RSIMidPointHijackStrategy.mqh similarity index 100% rename from frontline/MQL5/_united_dynamic/Strategies/RSIMidPointHijackStrategy.mqh rename to frontline/united_template/_united-V2/Strategies/RSIMidPointHijackStrategy.mqh diff --git a/frontline/MQL5/_united_dynamic/Strategies/RSIReversalAsianStrategy.mqh b/frontline/united_template/_united-V2/Strategies/RSIReversalAsianStrategy.mqh similarity index 100% rename from frontline/MQL5/_united_dynamic/Strategies/RSIReversalAsianStrategy.mqh rename to frontline/united_template/_united-V2/Strategies/RSIReversalAsianStrategy.mqh diff --git a/frontline/MQL5/_united_dynamic/Strategies/RSIScalpingStrategy.mqh b/frontline/united_template/_united-V2/Strategies/RSIScalpingStrategy.mqh similarity index 78% rename from frontline/MQL5/_united_dynamic/Strategies/RSIScalpingStrategy.mqh rename to frontline/united_template/_united-V2/Strategies/RSIScalpingStrategy.mqh index 666dc1d..5daa1c1 100644 --- a/frontline/MQL5/_united_dynamic/Strategies/RSIScalpingStrategy.mqh +++ b/frontline/united_template/_united-V2/Strategies/RSIScalpingStrategy.mqh @@ -22,6 +22,104 @@ struct RSIScalpingData { 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) @@ -420,7 +518,9 @@ void ClosePosition(RSIScalpingData& data, int MagicNumber) 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) + 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) @@ -429,16 +529,25 @@ void ProcessRSIScalping(RSIScalpingData& data, string symbol, ENUM_TIMEFRAMES Ti 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) + + 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; - - data.last_bar_time = current_bar_time; - + 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); diff --git a/frontline/united_template/_united-V2/Strategies/SuperEMAStrategy.mqh b/frontline/united_template/_united-V2/Strategies/SuperEMAStrategy.mqh new file mode 100644 index 0000000..3dba90e --- /dev/null +++ b/frontline/united_template/_united-V2/Strategies/SuperEMAStrategy.mqh @@ -0,0 +1,495 @@ +//+------------------------------------------------------------------+ +//| SuperEMAStrategy.mqh — EMA + CCI + MACD (United EA module) | +//+------------------------------------------------------------------+ +#ifndef SUPER_EMA_STRATEGY_MQH +#define SUPER_EMA_STRATEGY_MQH + +#include + +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 diff --git a/frontline/united_template/_united-V2/main.mq5 b/frontline/united_template/_united-V2/main.mq5 new file mode 100644 index 0000000..35e7106 --- /dev/null +++ b/frontline/united_template/_united-V2/main.mq5 @@ -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 +#include +#include +#include +#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); +} + +//+------------------------------------------------------------------+ diff --git a/frontline/MQL5/_united_dynamic/report.png b/frontline/united_template/_united-V2/report.png similarity index 100% rename from frontline/MQL5/_united_dynamic/report.png rename to frontline/united_template/_united-V2/report.png diff --git a/frontline/MQL5/_united_dynamic/self-evaluate.mq5 b/frontline/united_template/_united-V2/self-evaluate.mq5 similarity index 92% rename from frontline/MQL5/_united_dynamic/self-evaluate.mq5 rename to frontline/united_template/_united-V2/self-evaluate.mq5 index 99e078a..b9d92e9 100644 --- a/frontline/MQL5/_united_dynamic/self-evaluate.mq5 +++ b/frontline/united_template/_united-V2/self-evaluate.mq5 @@ -25,6 +25,7 @@ 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; @@ -154,6 +155,7 @@ input int RM_InpEMADistancePeriod = 26; //| 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 | @@ -194,6 +196,20 @@ 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; @@ -349,6 +365,7 @@ RSICrossOverData rcData; RSIMidPointData rmData; RSIScalpingData rsAPPLData; RSIScalpingData rsBTCUSDData; +RSIScalpingData rsMSFTData; RSIScalpingData rsNVDAData; RSIScalpingData rsTSLAData; RSIScalpingData rsXAUUSDData; @@ -363,6 +380,7 @@ 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) @@ -446,6 +464,15 @@ int OnInit() 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); @@ -492,6 +519,9 @@ int OnInit() 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; @@ -509,6 +539,7 @@ int OnInit() (EnableRSIMidPointHijack ? "RSIMidPoint " : ""), (EnableRSIScalpingAPPL ? "RSIScalpingAPPL " : ""), (EnableRSIScalpingBTCUSD ? "RSIScalpingBTCUSD " : ""), + (EnableRSIScalpingMSFT ? "RSIScalpingMSFT " : ""), (EnableRSIScalpingNVDA ? "RSIScalpingNVDA " : ""), (EnableRSIScalpingTSLA ? "RSIScalpingTSLA " : ""), (EnableRSIScalpingXAUUSD ? "RSIScalpingXAUUSD " : "")); @@ -542,6 +573,9 @@ void OnDeinit(const int reason) if(EnableRSIScalpingBTCUSD) DeinitRSIScalping(rsBTCUSDData); + if(EnableRSIScalpingMSFT) + DeinitRSIScalping(rsMSFTData); + if(EnableRSIScalpingNVDA) DeinitRSIScalping(rsNVDAData); @@ -581,6 +615,9 @@ void OnTick() 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; @@ -613,6 +650,11 @@ void OnTick() 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, diff --git a/frontline/MQL5/_united_dynamic_cent/MagicNumberHelpers.mqh b/frontline/united_template/_united-V2_exponential/MagicNumberHelpers.mqh similarity index 100% rename from frontline/MQL5/_united_dynamic_cent/MagicNumberHelpers.mqh rename to frontline/united_template/_united-V2_exponential/MagicNumberHelpers.mqh diff --git a/frontline/MQL5/_united_dynamic/PerformanceEvaluator.mqh b/frontline/united_template/_united-V2_exponential/PerformanceEvaluator.mqh similarity index 99% rename from frontline/MQL5/_united_dynamic/PerformanceEvaluator.mqh rename to frontline/united_template/_united-V2_exponential/PerformanceEvaluator.mqh index 1389540..991f603 100644 --- a/frontline/MQL5/_united_dynamic/PerformanceEvaluator.mqh +++ b/frontline/united_template/_united-V2_exponential/PerformanceEvaluator.mqh @@ -104,7 +104,7 @@ bool IsStockSymbol(string symbol) // String-based checks (.US, NASDAQ:, NYSE:, common tickers) are sufficient // Common stock tickers (without .US suffix) - string commonStocks[] = {"AAPL", "NVDA", "TSLA", "GOOGL", "AMZN", "META", "AMD", "NFLX"}; + 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; diff --git a/frontline/MQL5/_united_dynamic_cent/STRATEGY_CONFIGURATION.md b/frontline/united_template/_united-V2_exponential/STRATEGY_CONFIGURATION.md similarity index 100% rename from frontline/MQL5/_united_dynamic_cent/STRATEGY_CONFIGURATION.md rename to frontline/united_template/_united-V2_exponential/STRATEGY_CONFIGURATION.md diff --git a/frontline/MQL5/_united_dynamic_cent/Strategies/DarvasBoxStrategy.mqh b/frontline/united_template/_united-V2_exponential/Strategies/DarvasBoxStrategy.mqh similarity index 98% rename from frontline/MQL5/_united_dynamic_cent/Strategies/DarvasBoxStrategy.mqh rename to frontline/united_template/_united-V2_exponential/Strategies/DarvasBoxStrategy.mqh index ff1d13b..6c2d7d5 100644 --- a/frontline/MQL5/_united_dynamic_cent/Strategies/DarvasBoxStrategy.mqh +++ b/frontline/united_template/_united-V2_exponential/Strategies/DarvasBoxStrategy.mqh @@ -195,9 +195,9 @@ bool PlaceOrder(ENUM_ORDER_TYPE orderType, double price, double sl, double tp) // 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(g_DB_LotSize, dbData.symbol, 0, sl, tp, "Darvas Box Breakout"); + result = dbData.trade.Buy(0.01, dbData.symbol, 0, sl, tp, "Darvas Box Breakout"); else - result = dbData.trade.Sell(g_DB_LotSize, dbData.symbol, 0, sl, tp, "Darvas Box Breakdown"); + result = dbData.trade.Sell(0.01, dbData.symbol, 0, sl, tp, "Darvas Box Breakdown"); // Always log errors, success only if logging enabled if(result) diff --git a/frontline/MQL5/_united_dynamic_cent/Strategies/EMASlopeDistanceStrategy.mqh b/frontline/united_template/_united-V2_exponential/Strategies/EMASlopeDistanceStrategy.mqh similarity index 100% rename from frontline/MQL5/_united_dynamic_cent/Strategies/EMASlopeDistanceStrategy.mqh rename to frontline/united_template/_united-V2_exponential/Strategies/EMASlopeDistanceStrategy.mqh diff --git a/frontline/united_template/_united-V2_exponential/Strategies/RSIConsolidationStrategy.mqh b/frontline/united_template/_united-V2_exponential/Strategies/RSIConsolidationStrategy.mqh new file mode 100644 index 0000000..c996950 --- /dev/null +++ b/frontline/united_template/_united-V2_exponential/Strategies/RSIConsolidationStrategy.mqh @@ -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 diff --git a/frontline/MQL5/_united/Strategies/RSICrossOverReversalStrategy.mqh b/frontline/united_template/_united-V2_exponential/Strategies/RSICrossOverReversalStrategy.mqh similarity index 90% rename from frontline/MQL5/_united/Strategies/RSICrossOverReversalStrategy.mqh rename to frontline/united_template/_united-V2_exponential/Strategies/RSICrossOverReversalStrategy.mqh index f182476..266292a 100644 --- a/frontline/MQL5/_united/Strategies/RSICrossOverReversalStrategy.mqh +++ b/frontline/united_template/_united-V2_exponential/Strategies/RSICrossOverReversalStrategy.mqh @@ -20,6 +20,23 @@ bool WeekDays_Check(datetime aTime) 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(); @@ -151,8 +168,7 @@ void ProcessRSICrossOverReversal(string symbol) return; } - if(!((currentHour < RC_tradingHourOneEnd && currentHour > RC_tradingHourOneBegin) || - (currentHour < RC_tradingHourTwoEnd && currentHour > RC_tradingHourTwoBegin))) + if(!RC_TradingHoursAllow(currentHour)) { Close_Position_MN(RC_MagicNumber); return; @@ -173,7 +189,7 @@ void ProcessRSICrossOverReversal(string symbol) double previousEMA = ema[1]; double emaSlope = (currentEMA - previousEMA) * 100; - double closeCurr = iClose(Symbol(), Period(), 0); + const double closeCurr = iClose(rcData.symbol, RC_TimeFrame1, 0); double priceToEmaDistance = (closeCurr - currentEMA) * 10; bool isBuyPosition = false; @@ -211,10 +227,10 @@ void ProcessRSICrossOverReversal(string symbol) { Close_Position_MN(RC_MagicNumber); rcData.lastTradeTime = currentTime; - return; } - - if(currentRSI < RC_overboughtLevel - RC_entryRSISellSpread && rcData.previousRSIDef >= RC_overboughtLevel && + + if(!isTrendStrong && + currentRSI < RC_overboughtLevel - RC_entryRSISellSpread && rcData.previousRSIDef >= RC_overboughtLevel && !isSellPosition && !hasPosition && cooldownPassed) { rcData.trade.SetExpertMagicNumber(RC_MagicNumber); @@ -223,8 +239,9 @@ void ProcessRSICrossOverReversal(string symbol) rcData.lastTradeTime = currentTime; } } - - if(currentRSI > RC_oversoldLevel + RC_entryRSIBuySpread && rcData.previousRSIDef <= RC_oversoldLevel && + + if(!isTrendStrong && + currentRSI > RC_oversoldLevel + RC_entryRSIBuySpread && rcData.previousRSIDef <= RC_oversoldLevel && !isBuyPosition && !hasPosition && cooldownPassed) { rcData.trade.SetExpertMagicNumber(RC_MagicNumber); diff --git a/frontline/MQL5/_united_dynamic_cent/Strategies/RSIMidPointHijackStrategy.mqh b/frontline/united_template/_united-V2_exponential/Strategies/RSIMidPointHijackStrategy.mqh similarity index 100% rename from frontline/MQL5/_united_dynamic_cent/Strategies/RSIMidPointHijackStrategy.mqh rename to frontline/united_template/_united-V2_exponential/Strategies/RSIMidPointHijackStrategy.mqh diff --git a/frontline/MQL5/_united_dynamic_cent/Strategies/RSIReversalAsianStrategy.mqh b/frontline/united_template/_united-V2_exponential/Strategies/RSIReversalAsianStrategy.mqh similarity index 100% rename from frontline/MQL5/_united_dynamic_cent/Strategies/RSIReversalAsianStrategy.mqh rename to frontline/united_template/_united-V2_exponential/Strategies/RSIReversalAsianStrategy.mqh diff --git a/frontline/united_template/_united-V2_exponential/Strategies/RSIScalpingStrategy.mqh b/frontline/united_template/_united-V2_exponential/Strategies/RSIScalpingStrategy.mqh new file mode 100644 index 0000000..5daa1c1 --- /dev/null +++ b/frontline/united_template/_united-V2_exponential/Strategies/RSIScalpingStrategy.mqh @@ -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); + } +} + +//+------------------------------------------------------------------+ diff --git a/frontline/united_template/_united-V2_exponential/Strategies/SuperEMAStrategy.mqh b/frontline/united_template/_united-V2_exponential/Strategies/SuperEMAStrategy.mqh new file mode 100644 index 0000000..3dba90e --- /dev/null +++ b/frontline/united_template/_united-V2_exponential/Strategies/SuperEMAStrategy.mqh @@ -0,0 +1,495 @@ +//+------------------------------------------------------------------+ +//| SuperEMAStrategy.mqh — EMA + CCI + MACD (United EA module) | +//+------------------------------------------------------------------+ +#ifndef SUPER_EMA_STRATEGY_MQH +#define SUPER_EMA_STRATEGY_MQH + +#include + +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 diff --git a/frontline/MQL5/_united_dynamic/main.mq5 b/frontline/united_template/_united-V2_exponential/main.mq5 similarity index 56% rename from frontline/MQL5/_united_dynamic/main.mq5 rename to frontline/united_template/_united-V2_exponential/main.mq5 index ec22fc9..0fc64f4 100644 --- a/frontline/MQL5/_united_dynamic/main.mq5 +++ b/frontline/united_template/_united-V2_exponential/main.mq5 @@ -5,7 +5,7 @@ //+------------------------------------------------------------------+ #property copyright "Copyright 2025, MetaQuotes Ltd." #property link "https://www.mql5.com" -#property version "1.17" +#property version "1.00" #property strict #include @@ -13,25 +13,33 @@ #include #include #include "MagicNumberHelpers.mqh" - -// Lot globals must exist before strategy .mqh (Darvas uses g_DB_LotSize; EMA/RC/RM use g_ES/g_RC/g_RM) -double g_ES_LotSize; -double g_RC_LotSize; -double g_RM_LotSize; -double g_DB_LotSize; -double g_DynMultLast = 1.0; -double g_equityPeakHighWater = 0.0; // for drawdown lot cap (updated each tick via Refresh) -datetime g_ddLotCapAnchorTime = 0; // tester/attach start — grace period before DD cap may apply - // 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" -#include "Strategies/RSISecretSauceStrategy.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 | @@ -46,69 +54,143 @@ input bool EnableRSIScalpingBTCUSD = true; input bool EnableRSIScalpingNVDA = true; input bool EnableRSIScalpingTSLA = true; input bool EnableRSIScalpingXAUUSD = true; -input bool EnableRSIReversalEURUSD = true; // RSI Reversal Asian session (EURUSD) -input bool EnableRSIReversalAUDUSD = true; // RSI Reversal Asian session (AUDUSD) -input bool EnableRSISecretSauceXAUUSD = true; input bool EnableSuperEMA = true; +input bool EnableRSIConsolidation = true; +input bool EnableRSIReversalAsianEURUSD = true; +input bool EnableRSIReversalAsianAUDUSD = true; -//+------------------------------------------------------------------+ -//| SuperEMA — EMA + CCI + MACD (XAUUSD default) | -//+------------------------------------------------------------------+ -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 "=== 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; -//+------------------------------------------------------------------+ -//| Dynamic lot sizing — scale base lots vs reference deposit | -//| mult=(equity/ref)^exp; maxMult<=0 上不封顶; minMult<=0 不锁下限 | -//+------------------------------------------------------------------+ -input group "=== Dynamic lot sizing (动态手数) ===" -input bool InpDynamicLotEnable = true; // Enable balance/equity-based scaling -input double InpDynamicRefDeposit = 3000.0; // Reference balance (match Tester initial deposit) -input double InpDynamicExponent = 1.15; // 1.0=linear; >1 faster growth; <1 conservative -input double InpDynamicMinMult = 0.0; // <=0 不锁下限; >0 例如0.25 为最低倍数 -input double InpDynamicMaxMult = 0.0; // <=0 动态倍数不封顶; >0 上限封顶 -input bool InpDynamicUseEquity = true; // true=ACCOUNT_EQUITY, false=ACCOUNT_BALANCE -input double InpDynamicStockLotCap = 0.0; // Extra cap for stock CFDs (0 = none) +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; -//+------------------------------------------------------------------+ -//| Lot cap: optional account-wide DD from peak, and/or per-strategy | -//| (last *closed* calendar month losing for that magic). | -//+------------------------------------------------------------------+ -input group "=== Drawdown / loser lot cap ===" -input bool InpDdLotCapEnable = true; // master: allow clamping when a mode below triggers -input bool InpDdLotCapGlobalEquityEnable = false; // cap *all* robots when equity DD from peak >= X% (after grace) -input bool InpDdLotCapPerStratEnable = true; // cap only robots whose last closed month was red (by magic) -input bool InpDdLotCapUseEquity = true; // true=ACCOUNT_EQUITY, false=BALANCE (global mode + peak tracking) -input double InpDdLotCapFromPeakPercent = 7.0; // global: trigger if (peak-equity)/peak*100 >= this -input double InpDdLotCapMaxLots = 0.01; // max volume per order while that mode is triggered -input int InpDdLotCapGraceDays = 90; // global only: wait N days from attach before DD cap can apply (0=immediate) -input double InpDdLotCapStratLossThreshold = 0.0; // per-strat: month P/L < -this counts as losing (0 = any loss) -input int InpDdLotCapUpdateSeconds = 3600; // min 60; refresh last-month P/L when adaptive monthly is off +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 | @@ -131,7 +213,6 @@ input double DB_TrendThreshold = 4.94; input int DB_VolumeMA_Period = 110; input double DB_VolumeThresholdMultiplier = 1.5; input int DB_MagicNumber = 135790; -input double DB_BaseLotSize = 0.01; // Base lot at InpDynamicRefDeposit (Darvas) //+------------------------------------------------------------------+ //| Strategy 2: EMASlopeDistanceCocktailXAUUSD | @@ -318,35 +399,21 @@ input double RS_XAUUSD_LotSize = 0.1; input int RS_XAUUSD_MagicNumber = 129102315; input int RS_XAUUSD_Slippage = 3; -//+------------------------------------------------------------------+ -//| Strategy: RSI Secret Sauce XAUUSD (leave zone → re-entry peak/bottom) | -//| Defaults match secret_sauce.set except symbol stays XAUUSD here. | -//+------------------------------------------------------------------+ -input group "=== RSI Secret Sauce XAUUSD ===" -input string RSS_XAUUSD_Symbol = "XAUUSD"; // not BTCUSD — gold chart / portfolio default -input double RSS_XAUUSD_LotSize = 0.1; -input int RSS_XAUUSD_MagicNumber = 789012; -input int RSS_XAUUSD_Slippage = 10; -input ENUM_TIMEFRAMES RSS_XAUUSD_Timeframe = PERIOD_M30; -input int RSS_XAUUSD_RSIPeriod = 16; -input double RSS_XAUUSD_RSIOverbought = 72.5; -input double RSS_XAUUSD_RSIOversold = 32.5; -input int RSS_XAUUSD_RSILookback = 60; -input int RSS_XAUUSD_PeakBars = 2; -input bool RSS_XAUUSD_RequireDivergence = false; -input double RSS_XAUUSD_StopLossATR = 2.75; -input double RSS_XAUUSD_TakeProfitATR = 5.0; -input int RSS_XAUUSD_ATRPeriod = 14; -input bool RSS_XAUUSD_UseSwingStopLoss = false; -input int RSS_XAUUSD_SwingLookback = 30; -input int RSS_XAUUSD_MaxPositions = 1; -input int RSS_XAUUSD_MinBarsBetweenTrades = 7; +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 session) EURUSD & AUDUSD | -//| Same logic as RSIReversalAsianEURUSD / RSIReversalAsianAUDUSD EAs | +//| 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 EURUSD (Asian session) ===" +input group "=== RSI Reversal Asian EURUSD ===" input string RRA_EURUSD_Symbol = "EURUSD"; input int RRA_EURUSD_RSIPeriod = 28; input double RRA_EURUSD_OverboughtLevel = 60; @@ -365,7 +432,7 @@ input ENUM_TIMEFRAMES RRA_EURUSD_TimeFrame = PERIOD_M15; input int RRA_EURUSD_MagicNumber = 30001; input int RRA_EURUSD_Slippage = 3; -input group "=== RSI Reversal AUDUSD (Asian session) ===" +input group "=== RSI Reversal Asian AUDUSD ===" input string RRA_AUDUSD_Symbol = "AUDUSD"; input int RRA_AUDUSD_RSIPeriod = 28; input double RRA_AUDUSD_OverboughtLevel = 68; @@ -384,45 +451,62 @@ input ENUM_TIMEFRAMES RRA_AUDUSD_TimeFrame = PERIOD_M15; input int RRA_AUDUSD_MagicNumber = 30002; input int RRA_AUDUSD_Slippage = 3; -//+------------------------------------------------------------------+ -//| Chart panel: closed-deal P&L by strategy (magic) + optional open | -//+------------------------------------------------------------------+ -input group "=== Chart profit panel (by magic) ===" -input bool UnitedPanel_Enable = false; // OBJ_LABEL + background on chart -input int UnitedPanel_Seconds = 60; // refresh interval (min 5); history scan once per tick -input int UnitedPanel_Corner = 0; // ENUM_BASE_CORNER e.g. 0=left upper -input int UnitedPanel_X = 8; -input int UnitedPanel_Y = 24; -input int UnitedPanel_Width = 360; -input int UnitedPanel_FontSize = 9; -input int UnitedPanel_XMargin = 6; -input int UnitedPanel_YMargin = 6; -input bool UnitedPanel_ShowFloating = false; // open P/L+swap per magic +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; -enum ENUM_ADAPTIVE_STREAK_UNIT -{ - ADAPTIVE_STREAK_BY_MONTH = 0, // consecutive closed calendar months - ADAPTIVE_STREAK_BY_DAY = 1 // consecutive closed calendar days (server time) -}; - -//+------------------------------------------------------------------+ -//| Pause strategies after consecutive losing periods (month or day)| -//+------------------------------------------------------------------+ -input group "=== Adaptive regime (per robot / magic) ===" -input bool InpAdaptiveEnable = true; // If false, every other InpAdaptive* input is ignored (no streak / canary / pause). Set true to optimize or use adaptive regime. -input ENUM_ADAPTIVE_STREAK_UNIT InpAdaptiveStreakUnit = ADAPTIVE_STREAK_BY_DAY; -input int InpAdaptiveRedStreak = 5; // consecutive red months OR red days (see streak unit) -input double InpAdaptiveRedThreshold = 0.0; // period P/L < -threshold counts red (0 = any loss) -input int InpAdaptiveLookbackMonths = 14; // if unit=MONTH: history depth in months (>= streak+1) -input int InpAdaptiveLookbackDays = 36; // if unit=DAY: closed days of history (>= streak+1) -input int InpAdaptiveUpdateSeconds = 3600; // min 60; how often to recompute -input double InpAdaptiveCanaryLotMult = 0.07; // probation: scale lots (0 = hard pause on streak, no canary) -input int InpAdaptiveHardRetryMonths = 3; // if unit=MONTH: 0=no auto retry; else retry after N months -input int InpAdaptiveHardRetryDays = 32; // if unit=DAY: 0=no auto retry; else retry after N days -input int InpAdaptivePostCanaryCooldownDays = 37; // after successful canary, block re-arming another canary (days) - -#include "UnitedProfitPanel.mqh" -#include "AdaptiveMonthlyRegime.mqh" +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 | @@ -520,137 +604,14 @@ RSIScalpingData rsBTCUSDData; RSIScalpingData rsNVDAData; RSIScalpingData rsTSLAData; RSIScalpingData rsXAUUSDData; +SuperEMAData seData; +RSIConsolidationData rcoData; //+------------------------------------------------------------------+ //| Global Variables - RSI Reversal Asian | //+------------------------------------------------------------------+ RSIReversalAsianData rraEURUSDData; RSIReversalAsianData rraAUDUSDData; -RSISecretSauceData rsSecretSauceXAUUSDData; -SuperEMAData seData; - -//+------------------------------------------------------------------+ -//| Dynamic lot helpers | -//+------------------------------------------------------------------+ -double DynClamp(const double v, const double lo, const double hi) -{ - return MathMax(lo, MathMin(hi, v)); -} - -// maxMult<=0: no ceiling. minMult<=0: no floor on raw (equity/ref)^exp. -double ApplyDynamicMultClamp(const double mult) -{ - double m = mult; - if(InpDynamicMinMult > 0.0) - m = MathMax(m, InpDynamicMinMult); - if(InpDynamicMaxMult > 0.0) - m = MathMin(m, InpDynamicMaxMult); - return m; -} - -double NormalizeVolumeForSymbol(const string symbol, double lots) -{ - double minL = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MIN); - double maxL = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MAX); - double step = SymbolInfoDouble(symbol, SYMBOL_VOLUME_STEP); - if(step > 0.0) - lots = MathFloor(lots / step + 1e-12) * step; - if(lots < minL) lots = minL; - if(lots > maxL) lots = maxL; - return lots; -} - -void UpdateEquityPeakForDdCap() -{ - if(!InpDdLotCapEnable || !InpDdLotCapGlobalEquityEnable) - return; - const double cur = InpDdLotCapUseEquity ? AccountInfoDouble(ACCOUNT_EQUITY) : AccountInfoDouble(ACCOUNT_BALANCE); - if(cur > g_equityPeakHighWater) - g_equityPeakHighWater = cur; -} - -// After dynamic sizing: global equity DD and/or per-strategy last-month loser -> clamp to InpDdLotCapMaxLots. -double LotsAfterDrawdownCap(const string symbol, const double lotsRaw, const int ddStratId = -1) -{ - double lots = NormalizeVolumeForSymbol(symbol, lotsRaw); - if(!InpDdLotCapEnable) - return lots; - - bool needCap = false; - - if(InpDdLotCapGlobalEquityEnable) - { - bool globalCheck = true; - if(InpDdLotCapGraceDays > 0 && g_ddLotCapAnchorTime > 0) - { - const long needSec = (long)InpDdLotCapGraceDays * 86400L; - if((long)(TimeCurrent() - g_ddLotCapAnchorTime) < needSec) - globalCheck = false; - } - if(globalCheck && g_equityPeakHighWater > 0.0) - { - const double cur = InpDdLotCapUseEquity ? AccountInfoDouble(ACCOUNT_EQUITY) : AccountInfoDouble(ACCOUNT_BALANCE); - if(cur < g_equityPeakHighWater) - { - const double ddPct = 100.0 * (g_equityPeakHighWater - cur) / g_equityPeakHighWater; - if(ddPct >= InpDdLotCapFromPeakPercent) - needCap = true; - } - } - } - - if(InpDdLotCapPerStratEnable && ddStratId >= 0 && UnitedAdaptive_StratLastMonthIsLosing(ddStratId)) - needCap = true; - - if(!needCap) - return lots; - return NormalizeVolumeForSymbol(symbol, MathMin(lots, InpDdLotCapMaxLots)); -} - -double GetDynamicMultiplier() -{ - if(!InpDynamicLotEnable) - return 1.0; - double cap = InpDynamicUseEquity ? AccountInfoDouble(ACCOUNT_EQUITY) : AccountInfoDouble(ACCOUNT_BALANCE); - if(cap <= 0.0) - cap = InpDynamicRefDeposit; - double refv = MathMax(InpDynamicRefDeposit, 1.0); - double ratio = cap / refv; - if(ratio <= 0.0) - ratio = 1.0; - double mult = MathPow(ratio, InpDynamicExponent); - return ApplyDynamicMultClamp(mult); -} - -// baseLot = size at reference deposit; optionalCap 0 = no extra ceiling (broker min/max still apply) -double DynamicLotForSymbol(const string symbol, const double baseLot, const double optionalCap = 0.0, const int ddStratId = -1) -{ - double mult = GetDynamicMultiplier(); - g_DynMultLast = mult; - double v = baseLot * mult; - if(optionalCap > 0.0 && v > optionalCap) - v = optionalCap; - return LotsAfterDrawdownCap(symbol, v, ddStratId); -} - -void RefreshDynamicStrategyLots() -{ - UpdateEquityPeakForDdCap(); - - if(!InpDynamicLotEnable) - { - g_ES_LotSize = LotsAfterDrawdownCap(ES_Symbol, ES_LotGröße * UnitedAdaptive_GetLotMult(UNITED_AD_ES), UNITED_AD_ES); - g_RC_LotSize = LotsAfterDrawdownCap(RC_Symbol, RC_lotSize * UnitedAdaptive_GetLotMult(UNITED_AD_RC), UNITED_AD_RC); - g_RM_LotSize = LotsAfterDrawdownCap(RM_Symbol, RM_InpLotSize * UnitedAdaptive_GetLotMult(UNITED_AD_RM), UNITED_AD_RM); - g_DB_LotSize = LotsAfterDrawdownCap(DB_Symbol, DB_BaseLotSize * UnitedAdaptive_GetLotMult(UNITED_AD_DARVAS), UNITED_AD_DARVAS); - g_DynMultLast = 1.0; - return; - } - g_ES_LotSize = DynamicLotForSymbol(ES_Symbol, ES_LotGröße * UnitedAdaptive_GetLotMult(UNITED_AD_ES), 0.0, UNITED_AD_ES); - g_RC_LotSize = DynamicLotForSymbol(RC_Symbol, RC_lotSize * UnitedAdaptive_GetLotMult(UNITED_AD_RC), 0.0, UNITED_AD_RC); - g_RM_LotSize = DynamicLotForSymbol(RM_Symbol, RM_InpLotSize * UnitedAdaptive_GetLotMult(UNITED_AD_RM), 0.0, UNITED_AD_RM); - g_DB_LotSize = DynamicLotForSymbol(DB_Symbol, DB_BaseLotSize * UnitedAdaptive_GetLotMult(UNITED_AD_DARVAS), 0.0, UNITED_AD_DARVAS); -} //+------------------------------------------------------------------+ //| Expert initialization function | @@ -659,16 +620,21 @@ int OnInit() { int initResult = INIT_SUCCEEDED; - UnitedAdaptive_Init(); + 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); - g_equityPeakHighWater = InpDdLotCapUseEquity ? AccountInfoDouble(ACCOUNT_EQUITY) : AccountInfoDouble(ACCOUNT_BALANCE); - if(g_equityPeakHighWater <= 0.0) - g_equityPeakHighWater = MathMax(InpDynamicRefDeposit, 1.0); - g_ddLotCapAnchorTime = TimeCurrent(); - - UnitedAdaptive_UpdateIfDue(); - - RefreshDynamicStrategyLots(); + 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) @@ -702,31 +668,6 @@ int OnInit() 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(EnableRSIReversalEURUSD) - 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: RSIReversalEURUSD strategy failed to initialize for symbol '", RRA_EURUSD_Symbol, "'"); - - if(EnableRSIReversalAUDUSD) - 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: RSIReversalAUDUSD strategy failed to initialize for symbol '", RRA_AUDUSD_Symbol, "'"); - - if(EnableRSISecretSauceXAUUSD) - if(!InitRSISecretSauce(rsSecretSauceXAUUSDData, RSS_XAUUSD_Symbol, RSS_XAUUSD_Timeframe, RSS_XAUUSD_RSIPeriod, - RSS_XAUUSD_RSIOverbought, RSS_XAUUSD_RSIOversold, RSS_XAUUSD_RSILookback, RSS_XAUUSD_PeakBars, - RSS_XAUUSD_RequireDivergence, RSS_XAUUSD_StopLossATR, RSS_XAUUSD_TakeProfitATR, RSS_XAUUSD_ATRPeriod, - RSS_XAUUSD_UseSwingStopLoss, RSS_XAUUSD_SwingLookback, RSS_XAUUSD_MaxPositions, - RSS_XAUUSD_MinBarsBetweenTrades, RSS_XAUUSD_MagicNumber, RSS_XAUUSD_Slippage)) - Print("Warning: RSISecretSauceXAUUSD failed to initialize for symbol '", RSS_XAUUSD_Symbol, "'"); if(EnableSuperEMA) if(!InitSuperEMA(seData, SE_Symbol, SE_Timeframe, SE_SlippagePoints, SE_MagicNumber, @@ -737,19 +678,33 @@ int OnInit() 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, "'"); - string acctCur = AccountInfoString(ACCOUNT_CURRENCY); - double eq0 = AccountInfoDouble(ACCOUNT_EQUITY); - double refvInit = MathMax(InpDynamicRefDeposit, 1.0); - double capInit = InpDynamicUseEquity ? eq0 : AccountInfoDouble(ACCOUNT_BALANCE); - if(capInit <= 0.0) - capInit = refvInit; - double ratioInit = capInit / refvInit; - double rawPowInit = MathPow(ratioInit, InpDynamicExponent); - Print("United EA v1.17 ", acctCur, " equity=", DoubleToString(eq0, 2), " equity/ref=", DoubleToString(ratioInit, 6), - " raw^exp=", DoubleToString(rawPowInit, 6), " multOut=", DoubleToString(g_DynMultLast, 6), - " minM=", InpDynamicMinMult, " maxM=", InpDynamicMaxMult, " ref=", InpDynamicRefDeposit, " exp=", InpDynamicExponent, - " lots ES=", g_ES_LotSize, " RC=", g_RC_LotSize, " RM=", g_RM_LotSize, " DB=", g_DB_LotSize); Print("United EA initialized. Active strategies: ", (EnableDarvasBox ? "DarvasBox " : ""), (EnableEMASlopeDistance ? "EMASlope " : ""), @@ -760,29 +715,11 @@ int OnInit() (EnableRSIScalpingNVDA ? "RSIScalpingNVDA " : ""), (EnableRSIScalpingTSLA ? "RSIScalpingTSLA " : ""), (EnableRSIScalpingXAUUSD ? "RSIScalpingXAUUSD " : ""), - (EnableRSIReversalEURUSD ? "RSIReversalEURUSD " : ""), - (EnableRSIReversalAUDUSD ? "RSIReversalAUDUSD " : ""), - (EnableRSISecretSauceXAUUSD ? "RSISecretSauceXAUUSD " : ""), - (EnableSuperEMA ? "SuperEMA " : "")); - - EventSetTimer(0); - int timerSec = 0; - if(UnitedPanel_Enable) - timerSec = MathMax(5, UnitedPanel_Seconds); - if(InpAdaptiveEnable) - { - const int adSec = MathMax(60, InpAdaptiveUpdateSeconds); - timerSec = (timerSec == 0) ? adSec : MathMin(timerSec, adSec); - } - if(InpDdLotCapEnable && InpDdLotCapPerStratEnable && !InpAdaptiveEnable) - { - const int ddSec = MathMax(60, InpDdLotCapUpdateSeconds); - timerSec = (timerSec == 0) ? ddSec : MathMin(timerSec, ddSec); - } - if(timerSec > 0) - EventSetTimer(timerSec); - UnitedProfitPanelInit(); - + (EnableSuperEMA ? "SuperEMA " : ""), + (EnableRSIConsolidation ? "RSIConsolidation " : ""), + (EnableRSIReversalAsianEURUSD ? "RSIReversalAsianEURUSD " : ""), + (EnableRSIReversalAsianAUDUSD ? "RSIReversalAsianAUDUSD " : "")); + return initResult; } @@ -791,9 +728,6 @@ int OnInit() //+------------------------------------------------------------------+ void OnDeinit(const int reason) { - EventSetTimer(0); - UnitedProfitPanelDeinit(); - if(EnableDarvasBox) DeinitDarvasBox(); @@ -820,18 +754,18 @@ void OnDeinit(const int reason) if(EnableRSIScalpingXAUUSD) DeinitRSIScalping(rsXAUUSDData); - - if(EnableRSIReversalEURUSD) - DeinitRSIReversalAsian(rraEURUSDData); - - if(EnableRSIReversalAUDUSD) - DeinitRSIReversalAsian(rraAUDUSDData); - - if(EnableRSISecretSauceXAUUSD) - DeinitRSISecretSauce(rsSecretSauceXAUUSDData); if(EnableSuperEMA) DeinitSuperEMA(seData); + + if(EnableRSIConsolidation) + DeinitRSIConsolidation(rcoData); + + if(EnableRSIReversalAsianEURUSD) + DeinitRSIReversalAsian(rraEURUSDData); + + if(EnableRSIReversalAsianAUDUSD) + DeinitRSIReversalAsian(rraAUDUSDData); Print("United EA deinitialized. Reason: ", reason); } @@ -841,84 +775,94 @@ void OnDeinit(const int reason) //+------------------------------------------------------------------+ void OnTick() { - UnitedAdaptive_ProcessCanaryTransitions(); - RefreshDynamicStrategyLots(); - - if(EnableDarvasBox && UnitedAdaptive_StrategyActive(UNITED_AD_DARVAS)) + 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 && UnitedAdaptive_StrategyActive(UNITED_AD_ES)) + if(EnableEMASlopeDistance) ProcessEMASlopeDistance(ES_Symbol); - if(EnableRSICrossOverReversal && UnitedAdaptive_StrategyActive(UNITED_AD_RC)) + if(EnableRSICrossOverReversal) ProcessRSICrossOverReversal(RC_Symbol); - if(EnableRSIMidPointHijack && UnitedAdaptive_StrategyActive(UNITED_AD_RM)) + if(EnableRSIMidPointHijack) ProcessRSIMidPointHijack(RM_Symbol); - if(EnableRSIScalpingAPPL && UnitedAdaptive_StrategyActive(UNITED_AD_RS_APPL)) + 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, - DynamicLotForSymbol(RS_APPL_Symbol, RS_APPL_LotSize * UnitedAdaptive_GetLotMult(UNITED_AD_RS_APPL), InpDynamicStockLotCap, UNITED_AD_RS_APPL), - RS_APPL_MagicNumber); + RS_APPL_BarsToWait, GetAutoScaledLot(LOT_RS_APPL), RS_APPL_MagicNumber, + false, RS_ReversalATRPeriod, RS_ReversalAdverseAtrMult, RS_ReversalSignsRequired, + RS_ReversalRsiVelocity, RS_ReversalBodyAtrMult); - if(EnableRSIScalpingBTCUSD && UnitedAdaptive_StrategyActive(UNITED_AD_RS_BTC)) + 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, DynamicLotForSymbol(RS_BTCUSD_Symbol, RS_BTCUSD_LotSize * UnitedAdaptive_GetLotMult(UNITED_AD_RS_BTC), 0.0, UNITED_AD_RS_BTC), RS_BTCUSD_MagicNumber); + RS_BTCUSD_BarsToWait, GetAutoScaledLot(LOT_RS_BTCUSD), RS_BTCUSD_MagicNumber, + false, RS_ReversalATRPeriod, RS_ReversalAdverseAtrMult, RS_ReversalSignsRequired, + RS_ReversalRsiVelocity, RS_ReversalBodyAtrMult); - if(EnableRSIScalpingNVDA && UnitedAdaptive_StrategyActive(UNITED_AD_RS_NVDA)) + 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, - DynamicLotForSymbol(RS_NVDA_Symbol, RS_NVDA_LotSize * UnitedAdaptive_GetLotMult(UNITED_AD_RS_NVDA), InpDynamicStockLotCap, UNITED_AD_RS_NVDA), - RS_NVDA_MagicNumber); + RS_NVDA_BarsToWait, GetAutoScaledLot(LOT_RS_NVDA), RS_NVDA_MagicNumber, + false, RS_ReversalATRPeriod, RS_ReversalAdverseAtrMult, RS_ReversalSignsRequired, + RS_ReversalRsiVelocity, RS_ReversalBodyAtrMult); - if(EnableRSIScalpingTSLA && UnitedAdaptive_StrategyActive(UNITED_AD_RS_TSLA)) + 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, - DynamicLotForSymbol(RS_TSLA_Symbol, RS_TSLA_LotSize * UnitedAdaptive_GetLotMult(UNITED_AD_RS_TSLA), InpDynamicStockLotCap, UNITED_AD_RS_TSLA), - RS_TSLA_MagicNumber); + RS_TSLA_BarsToWait, GetAutoScaledLot(LOT_RS_TSLA), RS_TSLA_MagicNumber, + false, RS_ReversalATRPeriod, RS_ReversalAdverseAtrMult, RS_ReversalSignsRequired, + RS_ReversalRsiVelocity, RS_ReversalBodyAtrMult); - if(EnableRSIScalpingXAUUSD && UnitedAdaptive_StrategyActive(UNITED_AD_RS_XAU)) + 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, DynamicLotForSymbol(RS_XAUUSD_Symbol, RS_XAUUSD_LotSize * UnitedAdaptive_GetLotMult(UNITED_AD_RS_XAU), 0.0, UNITED_AD_RS_XAU), RS_XAUUSD_MagicNumber); + RS_XAUUSD_BarsToWait, GetAutoScaledLot(LOT_RS_XAUUSD), RS_XAUUSD_MagicNumber, + RS_UseReversalEscape, RS_ReversalATRPeriod, RS_ReversalAdverseAtrMult, RS_ReversalSignsRequired, + RS_ReversalRsiVelocity, RS_ReversalBodyAtrMult); - if(EnableRSIReversalEURUSD && UnitedAdaptive_StrategyActive(UNITED_AD_RRA_EUR)) - ProcessRSIReversalAsian(rraEURUSDData, DynamicLotForSymbol(RRA_EURUSD_Symbol, RRA_EURUSD_MaxLotSize * UnitedAdaptive_GetLotMult(UNITED_AD_RRA_EUR), 0.0, UNITED_AD_RRA_EUR)); + if(EnableRSIReversalAsianEURUSD) + ProcessRSIReversalAsian(rraEURUSDData, GetAutoScaledLot(LOT_RRA_EURUSD)); - if(EnableRSIReversalAUDUSD && UnitedAdaptive_StrategyActive(UNITED_AD_RRA_AUD)) - ProcessRSIReversalAsian(rraAUDUSDData, DynamicLotForSymbol(RRA_AUDUSD_Symbol, RRA_AUDUSD_MaxLotSize * UnitedAdaptive_GetLotMult(UNITED_AD_RRA_AUD), 0.0, UNITED_AD_RRA_AUD)); + if(EnableRSIReversalAsianAUDUSD) + ProcessRSIReversalAsian(rraAUDUSDData, GetAutoScaledLot(LOT_RRA_AUDUSD)); - if(EnableRSISecretSauceXAUUSD && UnitedAdaptive_StrategyActive(UNITED_AD_RSS)) - ProcessRSISecretSauce(rsSecretSauceXAUUSDData, DynamicLotForSymbol(RSS_XAUUSD_Symbol, RSS_XAUUSD_LotSize * UnitedAdaptive_GetLotMult(UNITED_AD_RSS), 0.0, UNITED_AD_RSS)); + if(EnableSuperEMA) + ProcessSuperEMA(seData, GetAutoScaledLot(LOT_SE_SuperEMA)); - if(EnableSuperEMA && UnitedAdaptive_StrategyActive(UNITED_AD_SUPEREMA)) - ProcessSuperEMA(seData, DynamicLotForSymbol(SE_Symbol, SE_LotSize * UnitedAdaptive_GetLotMult(UNITED_AD_SUPEREMA), 0.0, UNITED_AD_SUPEREMA)); -} - -//+------------------------------------------------------------------+ -//| Timer — refresh profit panel (history scan) | -//+------------------------------------------------------------------+ -void OnTimer() -{ - if(InpAdaptiveEnable) - UnitedAdaptive_ProcessCanaryTransitions(); - if(InpAdaptiveEnable || (InpDdLotCapEnable && InpDdLotCapPerStratEnable)) - UnitedAdaptive_UpdateIfDue(); - if(UnitedPanel_Enable) - UnitedProfitPanelRefresh(); -} - -//+------------------------------------------------------------------+ -//| Chart events — panel layout on resize | -//+------------------------------------------------------------------+ -void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam) -{ - UnitedProfitPanelOnChartEvent(id); + if(EnableRSIConsolidation) + ProcessRSIConsolidation(rcoData, GetAutoScaledLot(LOT_RCO_RSIConsolidation)); } //+------------------------------------------------------------------+ diff --git a/frontline/MQL5/_united_dynamic_cent/report.png b/frontline/united_template/_united-V2_exponential/report.png similarity index 100% rename from frontline/MQL5/_united_dynamic_cent/report.png rename to frontline/united_template/_united-V2_exponential/report.png diff --git a/frontline/MQL5/_united_dynamic_cent/self-evaluate.mq5 b/frontline/united_template/_united-V2_exponential/self-evaluate.mq5 similarity index 92% rename from frontline/MQL5/_united_dynamic_cent/self-evaluate.mq5 rename to frontline/united_template/_united-V2_exponential/self-evaluate.mq5 index 99e078a..b9d92e9 100644 --- a/frontline/MQL5/_united_dynamic_cent/self-evaluate.mq5 +++ b/frontline/united_template/_united-V2_exponential/self-evaluate.mq5 @@ -25,6 +25,7 @@ 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; @@ -154,6 +155,7 @@ input int RM_InpEMADistancePeriod = 26; //| 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 | @@ -194,6 +196,20 @@ 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; @@ -349,6 +365,7 @@ RSICrossOverData rcData; RSIMidPointData rmData; RSIScalpingData rsAPPLData; RSIScalpingData rsBTCUSDData; +RSIScalpingData rsMSFTData; RSIScalpingData rsNVDAData; RSIScalpingData rsTSLAData; RSIScalpingData rsXAUUSDData; @@ -363,6 +380,7 @@ 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) @@ -446,6 +464,15 @@ int OnInit() 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); @@ -492,6 +519,9 @@ int OnInit() 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; @@ -509,6 +539,7 @@ int OnInit() (EnableRSIMidPointHijack ? "RSIMidPoint " : ""), (EnableRSIScalpingAPPL ? "RSIScalpingAPPL " : ""), (EnableRSIScalpingBTCUSD ? "RSIScalpingBTCUSD " : ""), + (EnableRSIScalpingMSFT ? "RSIScalpingMSFT " : ""), (EnableRSIScalpingNVDA ? "RSIScalpingNVDA " : ""), (EnableRSIScalpingTSLA ? "RSIScalpingTSLA " : ""), (EnableRSIScalpingXAUUSD ? "RSIScalpingXAUUSD " : "")); @@ -542,6 +573,9 @@ void OnDeinit(const int reason) if(EnableRSIScalpingBTCUSD) DeinitRSIScalping(rsBTCUSDData); + if(EnableRSIScalpingMSFT) + DeinitRSIScalping(rsMSFTData); + if(EnableRSIScalpingNVDA) DeinitRSIScalping(rsNVDAData); @@ -581,6 +615,9 @@ void OnTick() 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; @@ -613,6 +650,11 @@ void OnTick() 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, diff --git a/frontline/MQL5/RSIScalpingXAUUSD_DeepMarkov/MagicNumberHelpers.mqh b/frontline/united_template/_united/MagicNumberHelpers.mqh similarity index 89% rename from frontline/MQL5/RSIScalpingXAUUSD_DeepMarkov/MagicNumberHelpers.mqh rename to frontline/united_template/_united/MagicNumberHelpers.mqh index 20b66bd..dc1fa31 100644 --- a/frontline/MQL5/RSIScalpingXAUUSD_DeepMarkov/MagicNumberHelpers.mqh +++ b/frontline/united_template/_united/MagicNumberHelpers.mqh @@ -1,28 +1,30 @@ //+------------------------------------------------------------------+ //| 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" -#include - //+------------------------------------------------------------------+ //| 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 && + if(PositionGetString(POSITION_SYMBOL) == symbol && PositionGetInteger(POSITION_MAGIC) == magic_number) { return true; @@ -31,7 +33,7 @@ bool PositionSelectByMagic(string symbol, ulong magic_number) } return false; } - + return true; } @@ -42,7 +44,7 @@ bool PositionSelectByTicketAndMagic(ulong ticket, ulong magic_number) { if(!PositionSelectByTicket(ticket)) return false; - + return (PositionGetInteger(POSITION_MAGIC) == magic_number); } @@ -53,8 +55,8 @@ bool PositionSelectByTicketSymbolAndMagic(ulong ticket, string symbol, ulong mag { if(!PositionSelectByTicket(ticket)) return false; - - return (PositionGetString(POSITION_SYMBOL) == symbol && + + return (PositionGetString(POSITION_SYMBOL) == symbol && PositionGetInteger(POSITION_MAGIC) == magic_number); } @@ -76,7 +78,7 @@ ulong GetPositionTicketByMagic(string symbol, ulong magic_number) ulong ticket = PositionGetTicket(i); if(ticket > 0) { - if(PositionGetString(POSITION_SYMBOL) == symbol && + if(PositionGetString(POSITION_SYMBOL) == symbol && PositionGetInteger(POSITION_MAGIC) == magic_number) { return ticket; @@ -94,20 +96,20 @@ 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) +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); } @@ -118,7 +120,7 @@ double GetPositionProfitByMagic(string symbol, ulong magic_number) { if(!PositionSelectByMagic(symbol, magic_number)) return 0.0; - + return PositionGetDouble(POSITION_PROFIT); } @@ -129,7 +131,7 @@ ENUM_POSITION_TYPE GetPositionTypeByMagic(string symbol, ulong magic_number) { if(!PositionSelectByMagic(symbol, magic_number)) return WRONG_VALUE; - + return (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE); } @@ -144,7 +146,7 @@ int CountPositionsByMagic(string symbol, ulong magic_number) ulong ticket = PositionGetTicket(i); if(ticket > 0) { - if(PositionGetString(POSITION_SYMBOL) == symbol && + if(PositionGetString(POSITION_SYMBOL) == symbol && PositionGetInteger(POSITION_MAGIC) == magic_number) { count++; diff --git a/frontline/united_template/_united/PerformanceEvaluator.mqh b/frontline/united_template/_united/PerformanceEvaluator.mqh new file mode 100644 index 0000000..991f603 --- /dev/null +++ b/frontline/united_template/_united/PerformanceEvaluator.mqh @@ -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; +} + +//+------------------------------------------------------------------+ diff --git a/frontline/united_template/_united/STRATEGY_CONFIGURATION.md b/frontline/united_template/_united/STRATEGY_CONFIGURATION.md new file mode 100644 index 0000000..799c760 --- /dev/null +++ b/frontline/united_template/_united/STRATEGY_CONFIGURATION.md @@ -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") diff --git a/frontline/united_template/_united/Strategies/DarvasBoxStrategy.mqh b/frontline/united_template/_united/Strategies/DarvasBoxStrategy.mqh new file mode 100644 index 0000000..6c2d7d5 --- /dev/null +++ b/frontline/united_template/_united/Strategies/DarvasBoxStrategy.mqh @@ -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"); +} + +//+------------------------------------------------------------------+ diff --git a/frontline/united_template/_united/Strategies/EMASlopeDistanceStrategy.mqh b/frontline/united_template/_united/Strategies/EMASlopeDistanceStrategy.mqh new file mode 100644 index 0000000..70e4502 --- /dev/null +++ b/frontline/united_template/_united/Strategies/EMASlopeDistanceStrategy.mqh @@ -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(); +} + +//+------------------------------------------------------------------+ diff --git a/frontline/united_template/_united/Strategies/RSICrossOverReversalStrategy.mqh b/frontline/united_template/_united/Strategies/RSICrossOverReversalStrategy.mqh new file mode 100644 index 0000000..266292a --- /dev/null +++ b/frontline/united_template/_united/Strategies/RSICrossOverReversalStrategy.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; +} + +//+------------------------------------------------------------------+ diff --git a/frontline/united_template/_united/Strategies/RSIMidPointHijackStrategy.mqh b/frontline/united_template/_united/Strategies/RSIMidPointHijackStrategy.mqh new file mode 100644 index 0000000..3db8db5 --- /dev/null +++ b/frontline/united_template/_united/Strategies/RSIMidPointHijackStrategy.mqh @@ -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); +} + +//+------------------------------------------------------------------+ diff --git a/frontline/united_template/_united/Strategies/RSIReversalAsianStrategy.mqh b/frontline/united_template/_united/Strategies/RSIReversalAsianStrategy.mqh new file mode 100644 index 0000000..6762248 --- /dev/null +++ b/frontline/united_template/_united/Strategies/RSIReversalAsianStrategy.mqh @@ -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; + } + } + } +} diff --git a/frontline/MQL5/_united/Strategies/RSIScalpingStrategy.mqh 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