Update
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zhutoutoutousan
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#property strict
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#property version "1.10"
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#include <Trade/Trade.mqh>
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input group "=== Market ==="
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input string InpSymbol = "BTCUSD";
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M15;
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input double InpLots = 0.01;
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input int InpSlippagePoints = 30;
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input int InpMagic = 910011;
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input group "=== Signal ==="
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input int InpEmaPeriod = 50;
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input int InpBodyMinPoints = 100;
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input bool InpUseAdxFilter = true;
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input int InpAdxPeriod = 14;
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input double InpAdxMin = 18.0;
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input group "=== Session Filter (Server Hour) ==="
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input bool InpUseSessionFilter = false;
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input int InpSessionStartHour = 6;
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input int InpSessionEndHour = 22;
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input group "=== Risk ==="
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input bool InpUseAtrStops = true;
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input int InpAtrPeriod = 14;
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input double InpSlAtrMult = 1.8;
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input double InpTpAtrMult = 3.0;
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input bool InpUseHardSL = true;
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input bool InpUseHardTP = false;
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input bool InpUseTrailingStop = true;
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input double InpTrailAtrMult = 1.2;
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input bool InpUseBreakEven = true;
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input double InpBreakEvenAtrTrigger = 1.0;
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input double InpBreakEvenLockPoints = 100;
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input double InpFallbackSLPoints = 2500;
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input double InpFallbackTPPoints = 4500;
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CTrade trade;
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datetime g_lastBarTime = 0;
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bool IsNewBar(const string symbol, const ENUM_TIMEFRAMES tf)
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{
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datetime t = iTime(symbol, tf, 0);
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if(t <= 0 || t == g_lastBarTime)
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return false;
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g_lastBarTime = t;
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return true;
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}
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bool IsInAllowedSession()
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{
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if(!InpUseSessionFilter)
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return true;
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MqlDateTime dt;
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if(!TimeToStruct(TimeCurrent(), dt))
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return true;
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int h = dt.hour;
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if(InpSessionStartHour <= InpSessionEndHour)
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return (h >= InpSessionStartHour && h < InpSessionEndHour);
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// Overnight window, e.g. 22 -> 6
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return (h >= InpSessionStartHour || h < InpSessionEndHour);
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}
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bool SelectOwnPosition(const string symbol, const int magic)
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{
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if(!PositionSelect(symbol))
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return false;
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return (int)PositionGetInteger(POSITION_MAGIC) == magic;
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}
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double GetIndicatorValue(const int handle, const int bufferIndex, const int shift)
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{
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if(handle == INVALID_HANDLE)
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return 0.0;
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double buff[1];
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if(CopyBuffer(handle, bufferIndex, shift, 1, buff) <= 0)
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return 0.0;
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return buff[0];
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}
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double GetAtrPoints(const string symbol, const ENUM_TIMEFRAMES tf, const int period)
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{
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int hAtr = iATR(symbol, tf, period);
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double atr = GetIndicatorValue(hAtr, 0, 1);
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if(hAtr != INVALID_HANDLE)
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IndicatorRelease(hAtr);
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if(atr <= 0.0)
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return 0.0;
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return atr / _Point;
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}
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double GetEmaValue(const string symbol, const ENUM_TIMEFRAMES tf, const int period, const int shift)
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{
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int hEma = iMA(symbol, tf, period, 0, MODE_EMA, PRICE_CLOSE);
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double ema = GetIndicatorValue(hEma, 0, shift);
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if(hEma != INVALID_HANDLE)
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IndicatorRelease(hEma);
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return ema;
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}
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double GetAdxValue(const string symbol, const ENUM_TIMEFRAMES tf, const int period, const int shift)
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{
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int hAdx = iADX(symbol, tf, period);
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double adx = GetIndicatorValue(hAdx, 0, shift);
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if(hAdx != INVALID_HANDLE)
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IndicatorRelease(hAdx);
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return adx;
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}
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void ComputeStops(const bool isBuy, const double entry, double &sl, double &tp)
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{
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double slPts = InpFallbackSLPoints;
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double tpPts = InpFallbackTPPoints;
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if(InpUseAtrStops)
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{
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double atrPts = GetAtrPoints(InpSymbol, InpTimeframe, InpAtrPeriod);
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if(atrPts > 0.0)
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{
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slPts = MathMax(atrPts * InpSlAtrMult, 100.0);
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tpPts = MathMax(atrPts * InpTpAtrMult, 100.0);
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}
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}
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if(isBuy)
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{
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sl = InpUseHardSL ? (entry - slPts * _Point) : 0.0;
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tp = InpUseHardTP ? (entry + tpPts * _Point) : 0.0;
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}
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else
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{
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sl = InpUseHardSL ? (entry + slPts * _Point) : 0.0;
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tp = InpUseHardTP ? (entry - tpPts * _Point) : 0.0;
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}
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}
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void ManageOpenPosition()
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{
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if(!SelectOwnPosition(InpSymbol, InpMagic))
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return;
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MqlTick tick;
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if(!SymbolInfoTick(InpSymbol, tick))
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return;
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ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
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double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
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double curSL = PositionGetDouble(POSITION_SL);
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double curTP = PositionGetDouble(POSITION_TP);
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double atrPts = GetAtrPoints(InpSymbol, InpTimeframe, InpAtrPeriod);
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if(atrPts <= 0.0)
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atrPts = InpFallbackSLPoints;
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double triggerPts = atrPts * InpBreakEvenAtrTrigger;
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double trailPts = MathMax(atrPts * InpTrailAtrMult, 50.0);
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double newSL = curSL;
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bool needModify = false;
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if(posType == POSITION_TYPE_BUY)
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{
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double profitPts = (tick.bid - openPrice) / _Point;
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if(InpUseBreakEven && profitPts >= triggerPts)
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{
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double beSL = openPrice + InpBreakEvenLockPoints * _Point;
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if(newSL == 0.0 || beSL > newSL)
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{
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newSL = beSL;
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needModify = true;
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}
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}
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if(InpUseTrailingStop)
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{
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double trailSL = tick.bid - trailPts * _Point;
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if((newSL == 0.0 || trailSL > newSL) && trailSL < tick.bid)
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{
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newSL = trailSL;
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needModify = true;
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}
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}
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}
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else if(posType == POSITION_TYPE_SELL)
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{
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double profitPts = (openPrice - tick.ask) / _Point;
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if(InpUseBreakEven && profitPts >= triggerPts)
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{
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double beSL = openPrice - InpBreakEvenLockPoints * _Point;
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if(newSL == 0.0 || beSL < newSL)
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{
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newSL = beSL;
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needModify = true;
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}
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}
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if(InpUseTrailingStop)
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{
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double trailSL = tick.ask + trailPts * _Point;
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if((newSL == 0.0 || trailSL < newSL) && trailSL > tick.ask)
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{
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newSL = trailSL;
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needModify = true;
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}
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}
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}
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if(needModify)
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trade.PositionModify(InpSymbol, newSL, curTP);
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}
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int OnInit()
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{
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if(!SymbolSelect(InpSymbol, true))
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{
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Print("Failed to select symbol: ", InpSymbol);
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return(INIT_FAILED);
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}
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trade.SetDeviationInPoints(InpSlippagePoints);
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trade.SetExpertMagicNumber(InpMagic);
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return(INIT_SUCCEEDED);
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}
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void OnTick()
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{
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if(_Symbol != InpSymbol)
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return;
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ManageOpenPosition();
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if(!IsInAllowedSession())
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return;
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if(!IsNewBar(InpSymbol, InpTimeframe))
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return;
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double o1 = iOpen(InpSymbol, InpTimeframe, 1);
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double c1 = iClose(InpSymbol, InpTimeframe, 1);
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double c2 = iClose(InpSymbol, InpTimeframe, 2);
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double e1 = GetEmaValue(InpSymbol, InpTimeframe, InpEmaPeriod, 1);
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double e2 = GetEmaValue(InpSymbol, InpTimeframe, InpEmaPeriod, 2);
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if(e1 == 0.0 || e2 == 0.0)
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return;
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if(InpUseAdxFilter)
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{
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double adx = GetAdxValue(InpSymbol, InpTimeframe, InpAdxPeriod, 1);
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if(adx < InpAdxMin)
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return;
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}
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bool bullishBody = (c1 > o1) && ((c1 - o1) / _Point >= InpBodyMinPoints);
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bool bearishBody = (o1 > c1) && ((o1 - c1) / _Point >= InpBodyMinPoints);
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bool crossedUp = (c2 <= e2 && c1 > e1);
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bool crossedDown = (c2 >= e2 && c1 < e1);
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bool longSignal = crossedUp && bullishBody;
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bool shortSignal = crossedDown && bearishBody;
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bool hasPos = SelectOwnPosition(InpSymbol, InpMagic);
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if(hasPos)
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{
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ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
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if((posType == POSITION_TYPE_BUY && shortSignal) ||
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(posType == POSITION_TYPE_SELL && longSignal))
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{
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trade.PositionClose(InpSymbol);
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hasPos = false;
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}
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}
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if(hasPos)
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return;
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MqlTick tick;
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if(!SymbolInfoTick(InpSymbol, tick))
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return;
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double sl = 0.0, tp = 0.0;
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if(longSignal)
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{
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ComputeStops(true, tick.ask, sl, tp);
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trade.Buy(InpLots, InpSymbol, tick.ask, sl, tp, "Simple EMA PA Cross V1");
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}
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else if(shortSignal)
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{
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ComputeStops(false, tick.bid, sl, tp);
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trade.Sell(InpLots, InpSymbol, tick.bid, sl, tp, "Simple EMA PA Cross V1");
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}
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}
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