Update
This commit is contained in:
zhutoutoutousan
@@ -0,0 +1,256 @@
|
||||
#property strict
|
||||
#property version "1.00"
|
||||
|
||||
#include <Trade/Trade.mqh>
|
||||
|
||||
input group "=== Market ==="
|
||||
input string InpSymbol = "BTCUSD";
|
||||
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M15;
|
||||
input double InpLots = 0.01;
|
||||
input int InpSlippagePoints = 30;
|
||||
input int InpMagic = 930101;
|
||||
input int InpMaxPositions = 6;
|
||||
input bool InpDebugLogs = true;
|
||||
|
||||
input group "=== EMA Trend State ==="
|
||||
input int InpEmaPeriod = 200;
|
||||
input int InpTrendLookbackBars = 12;
|
||||
input double InpTrendMinPoints = 120; // total EMA delta over lookback
|
||||
input double InpFlatMaxPoints = 40; // dead-flat band over lookback
|
||||
|
||||
input group "=== RSI Entries ==="
|
||||
input int InpRsiPeriod = 14;
|
||||
input double InpRsiDipLevel = 35.0; // buy dip in uptrend
|
||||
input double InpRsiSurgeLevel = 65.0; // sell surge in downtrend
|
||||
input bool InpUseCrossSignal = true; // true=cross, false=state-based
|
||||
|
||||
input group "=== Risk ==="
|
||||
input bool InpUseHardSLTP = false;
|
||||
input double InpSLPoints = 2500;
|
||||
input double InpTPPoints = 4500;
|
||||
|
||||
enum TrendState
|
||||
{
|
||||
TREND_FLAT = 0,
|
||||
TREND_UP = 1,
|
||||
TREND_DOWN = -1
|
||||
};
|
||||
|
||||
CTrade trade;
|
||||
datetime g_lastBarTime = 0;
|
||||
|
||||
void DebugLog(const string msg)
|
||||
{
|
||||
if(InpDebugLogs)
|
||||
Print("[EMARSIWarm] ", msg);
|
||||
}
|
||||
|
||||
bool IsNewBar(const string symbol, ENUM_TIMEFRAMES tf)
|
||||
{
|
||||
datetime t = iTime(symbol, tf, 0);
|
||||
if(t <= 0 || t == g_lastBarTime)
|
||||
return false;
|
||||
g_lastBarTime = t;
|
||||
return true;
|
||||
}
|
||||
|
||||
double GetIndicatorValue(const int handle, const int bufferIdx, const int shift)
|
||||
{
|
||||
if(handle == INVALID_HANDLE)
|
||||
return 0.0;
|
||||
double v[1];
|
||||
if(CopyBuffer(handle, bufferIdx, shift, 1, v) <= 0)
|
||||
return 0.0;
|
||||
return v[0];
|
||||
}
|
||||
|
||||
double GetEma(const string symbol, ENUM_TIMEFRAMES tf, const int period, const int shift)
|
||||
{
|
||||
int h = iMA(symbol, tf, period, 0, MODE_EMA, PRICE_CLOSE);
|
||||
double val = GetIndicatorValue(h, 0, shift);
|
||||
if(h != INVALID_HANDLE)
|
||||
IndicatorRelease(h);
|
||||
return val;
|
||||
}
|
||||
|
||||
double GetRsi(const string symbol, ENUM_TIMEFRAMES tf, const int period, const int shift)
|
||||
{
|
||||
int h = iRSI(symbol, tf, period, PRICE_CLOSE);
|
||||
double val = GetIndicatorValue(h, 0, shift);
|
||||
if(h != INVALID_HANDLE)
|
||||
IndicatorRelease(h);
|
||||
return val;
|
||||
}
|
||||
|
||||
TrendState GetTrendState()
|
||||
{
|
||||
double emaNow = GetEma(InpSymbol, InpTimeframe, InpEmaPeriod, 1);
|
||||
double emaPast = GetEma(InpSymbol, InpTimeframe, InpEmaPeriod, 1 + InpTrendLookbackBars);
|
||||
if(emaNow == 0.0 || emaPast == 0.0)
|
||||
return TREND_FLAT;
|
||||
|
||||
double deltaPts = (emaNow - emaPast) / _Point;
|
||||
if(MathAbs(deltaPts) <= InpFlatMaxPoints)
|
||||
return TREND_FLAT;
|
||||
if(deltaPts >= InpTrendMinPoints)
|
||||
return TREND_UP;
|
||||
if(deltaPts <= -InpTrendMinPoints)
|
||||
return TREND_DOWN;
|
||||
return TREND_FLAT;
|
||||
}
|
||||
|
||||
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;
|
||||
}
|
||||
|
||||
string TrendStateToString(const TrendState s)
|
||||
{
|
||||
if(s == TREND_UP) return "UP";
|
||||
if(s == TREND_DOWN) return "DOWN";
|
||||
return "FLAT";
|
||||
}
|
||||
|
||||
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 BuySignal()
|
||||
{
|
||||
double r1 = GetRsi(InpSymbol, InpTimeframe, InpRsiPeriod, 1);
|
||||
double r2 = GetRsi(InpSymbol, InpTimeframe, InpRsiPeriod, 2);
|
||||
if(r1 == 0.0 || r2 == 0.0)
|
||||
return false;
|
||||
|
||||
if(InpUseCrossSignal)
|
||||
return (r2 > InpRsiDipLevel && r1 <= InpRsiDipLevel); // fresh dip
|
||||
return (r1 <= InpRsiDipLevel);
|
||||
}
|
||||
|
||||
bool SellSignal()
|
||||
{
|
||||
double r1 = GetRsi(InpSymbol, InpTimeframe, InpRsiPeriod, 1);
|
||||
double r2 = GetRsi(InpSymbol, InpTimeframe, InpRsiPeriod, 2);
|
||||
if(r1 == 0.0 || r2 == 0.0)
|
||||
return false;
|
||||
|
||||
if(InpUseCrossSignal)
|
||||
return (r2 < InpRsiSurgeLevel && r1 >= InpRsiSurgeLevel); // fresh surge
|
||||
return (r1 >= InpRsiSurgeLevel);
|
||||
}
|
||||
|
||||
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. Attach EA to %s chart or set InpSymbol=%s.",
|
||||
_Symbol, InpSymbol, InpSymbol, _Symbol));
|
||||
}
|
||||
return;
|
||||
}
|
||||
if(!IsNewBar(InpSymbol, InpTimeframe))
|
||||
return;
|
||||
|
||||
TrendState state = GetTrendState();
|
||||
double rsi1 = GetRsi(InpSymbol, InpTimeframe, InpRsiPeriod, 1);
|
||||
double rsi2 = GetRsi(InpSymbol, InpTimeframe, InpRsiPeriod, 2);
|
||||
int posCount = CountPositionsByMagic(InpSymbol, InpMagic);
|
||||
DebugLog(StringFormat("Bar=%s state=%s rsi1=%.2f rsi2=%.2f positions=%d",
|
||||
TimeToString(iTime(InpSymbol, InpTimeframe, 1), TIME_DATE|TIME_MINUTES),
|
||||
TrendStateToString(state), rsi1, rsi2, posCount));
|
||||
|
||||
// Core idea: when EMA is "dead flat", flatten everything.
|
||||
if(state == TREND_FLAT)
|
||||
{
|
||||
DebugLog("Action: EMA flat -> closing all positions for this magic.");
|
||||
CloseAllByMagic(InpSymbol, InpMagic);
|
||||
return;
|
||||
}
|
||||
|
||||
if(posCount >= InpMaxPositions)
|
||||
{
|
||||
DebugLog(StringFormat("Skipped: max positions reached (%d).", InpMaxPositions));
|
||||
return;
|
||||
}
|
||||
|
||||
MqlTick tick;
|
||||
if(!SymbolInfoTick(InpSymbol, tick))
|
||||
{
|
||||
DebugLog("Skipped: SymbolInfoTick failed.");
|
||||
return;
|
||||
}
|
||||
|
||||
double sl = 0.0, tp = 0.0;
|
||||
trade.SetExpertMagicNumber(InpMagic);
|
||||
trade.SetDeviationInPoints(InpSlippagePoints);
|
||||
|
||||
if(state == TREND_UP && BuySignal())
|
||||
{
|
||||
ComputeSLTP(true, tick.ask, sl, tp);
|
||||
if(trade.Buy(InpLots, InpSymbol, tick.ask, sl, tp, "EMAUp_RSIDip_Buy"))
|
||||
DebugLog(StringFormat("BUY opened lots=%.2f price=%.2f sl=%.2f tp=%.2f", InpLots, tick.ask, sl, tp));
|
||||
else
|
||||
DebugLog(StringFormat("BUY failed retcode=%d", trade.ResultRetcode()));
|
||||
}
|
||||
else if(state == TREND_DOWN && SellSignal())
|
||||
{
|
||||
ComputeSLTP(false, tick.bid, sl, tp);
|
||||
if(trade.Sell(InpLots, InpSymbol, tick.bid, sl, tp, "EMADown_RSISurge_Sell"))
|
||||
DebugLog(StringFormat("SELL opened lots=%.2f price=%.2f sl=%.2f tp=%.2f", InpLots, tick.bid, sl, tp));
|
||||
else
|
||||
DebugLog(StringFormat("SELL failed retcode=%d", trade.ResultRetcode()));
|
||||
}
|
||||
else
|
||||
{
|
||||
if(state == TREND_UP)
|
||||
DebugLog("No entry: UP trend but RSI dip condition not met.");
|
||||
else if(state == TREND_DOWN)
|
||||
DebugLog("No entry: DOWN trend but RSI surge condition not met.");
|
||||
}
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user