Update
This commit is contained in:
zhutoutoutousan
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#property strict
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#property version "1.00"
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#include <Trade/Trade.mqh>
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input group "=== Common ==="
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input string InpSymbol = "BTCUSD";
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M15;
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input int InpSlippagePoints = 30;
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input int InpPivotLookbackBars = 120;
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input int InpMinSwingPoints = 500;
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input group "=== Robot 1: Fibonacci Retracement ==="
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input bool FR_Enabled = true;
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input int FR_Magic = 920101;
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input double FR_Lots = 0.01;
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input bool FR_BuyAt618 = true;
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input bool FR_BuyAt500 = false;
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input bool FR_UseHardSLTP = true;
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input double FR_SL_BufferPoints = 400;
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input double FR_TP_BufferPoints = 400;
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input int FR_MaxHoldingBars = 96; // time-stop safety
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input bool FR_CloseOnStructureBreak = true; // close if recent swing low breaks
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input group "=== Robot 2: Fibonacci Trend Extension ==="
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input bool FE_Enabled = true;
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input int FE_Magic = 920202;
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input double FE_Lots = 0.01;
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input bool FE_UseHardSLTP = true;
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input double FE_SL_BufferPoints = 400;
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input double FE_ExtensionLevel = 1.272; // Common values: 1.272 / 1.618
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input int FE_MinBarsBetweenTrades = 6;
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input double FE_MinStopPoints = 3000;
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input int FE_AtrPeriod = 14;
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input double FE_MinStopAtrMult = 1.2;
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input double FE_MinRR = 1.5;
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CTrade trade;
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datetime g_lastBarTime = 0;
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datetime g_lastFEEntryTime = 0;
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datetime g_lastFREntryTime = 0;
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bool IsNewBar(const string symbol, 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 GetLowestLow(const string symbol, ENUM_TIMEFRAMES tf, const int bars, int &idx, double &price)
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{
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idx = iLowest(symbol, tf, MODE_LOW, bars, 1);
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if(idx < 0)
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return false;
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price = iLow(symbol, tf, idx);
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return (price > 0.0);
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}
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bool GetHighestHigh(const string symbol, ENUM_TIMEFRAMES tf, const int bars, int &idx, double &price)
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{
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idx = iHighest(symbol, tf, MODE_HIGH, bars, 1);
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if(idx < 0)
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return false;
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price = iHigh(symbol, tf, idx);
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return (price > 0.0);
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}
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double GetAtrPrice(const string symbol, ENUM_TIMEFRAMES tf, const int period)
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{
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int hAtr = iATR(symbol, tf, period);
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if(hAtr == INVALID_HANDLE)
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return 0.0;
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double b[1];
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if(CopyBuffer(hAtr, 0, 1, 1, b) <= 0)
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{
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IndicatorRelease(hAtr);
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return 0.0;
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}
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IndicatorRelease(hAtr);
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return b[0];
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}
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bool PositionExistsByMagic(const string symbol, const int magic)
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{
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for(int i = PositionsTotal() - 1; i >= 0; --i)
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{
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ulong t = PositionGetTicket(i);
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if(t == 0)
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continue;
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if(PositionGetString(POSITION_SYMBOL) == symbol &&
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(int)PositionGetInteger(POSITION_MAGIC) == magic)
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return true;
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}
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return false;
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}
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bool GetPositionByMagic(const string symbol, const int magic, ulong &ticket, ENUM_POSITION_TYPE &posType, datetime &openTime)
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{
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for(int i = PositionsTotal() - 1; i >= 0; --i)
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{
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ulong t = PositionGetTicket(i);
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if(t == 0)
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continue;
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if(PositionGetString(POSITION_SYMBOL) == symbol &&
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(int)PositionGetInteger(POSITION_MAGIC) == magic)
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{
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ticket = t;
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posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
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openTime = (datetime)PositionGetInteger(POSITION_TIME);
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return true;
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}
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}
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return false;
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}
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double NormalizePrice(const string symbol, const double price)
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{
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int digits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
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return NormalizeDouble(price, digits);
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}
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bool ValidateAndAdjustStops(const bool isBuy, double &sl, double &tp)
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{
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if(sl == 0.0 && tp == 0.0)
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return true;
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MqlTick tick;
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if(!SymbolInfoTick(InpSymbol, tick))
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return false;
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int stopsLevelPts = (int)SymbolInfoInteger(InpSymbol, SYMBOL_TRADE_STOPS_LEVEL);
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int freezeLevelPts = (int)SymbolInfoInteger(InpSymbol, SYMBOL_TRADE_FREEZE_LEVEL);
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double minDist = (double)MathMax(stopsLevelPts, freezeLevelPts) * _Point + 2.0 * _Point;
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if(isBuy)
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{
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if(sl > 0.0 && sl >= tick.bid - minDist)
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sl = tick.bid - minDist;
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if(tp > 0.0 && tp <= tick.ask + minDist)
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tp = tick.ask + minDist;
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if(sl > 0.0 && sl >= tick.bid)
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return false;
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if(tp > 0.0 && tp <= tick.ask)
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return false;
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}
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else
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{
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if(sl > 0.0 && sl <= tick.ask + minDist)
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sl = tick.ask + minDist;
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if(tp > 0.0 && tp >= tick.bid - minDist)
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tp = tick.bid - minDist;
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if(sl > 0.0 && sl <= tick.ask)
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return false;
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if(tp > 0.0 && tp >= tick.bid)
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return false;
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}
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if(sl > 0.0)
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sl = NormalizePrice(InpSymbol, sl);
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if(tp > 0.0)
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tp = NormalizePrice(InpSymbol, tp);
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return true;
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}
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bool OpenBuy(const int magic, const double lots, const string comment, const double sl, const double tp)
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{
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MqlTick tick;
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if(!SymbolInfoTick(InpSymbol, tick))
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return false;
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double useSL = sl, useTP = tp;
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if(!ValidateAndAdjustStops(true, useSL, useTP))
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return false;
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trade.SetExpertMagicNumber(magic);
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bool ok = trade.Buy(lots, InpSymbol, tick.ask, useSL, useTP, comment);
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if(ok && magic == FR_Magic)
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g_lastFREntryTime = iTime(InpSymbol, InpTimeframe, 0);
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if(ok && magic == FE_Magic)
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g_lastFEEntryTime = iTime(InpSymbol, InpTimeframe, 0);
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return ok;
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}
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bool OpenSell(const int magic, const double lots, const string comment, const double sl, const double tp)
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{
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MqlTick tick;
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if(!SymbolInfoTick(InpSymbol, tick))
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return false;
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double useSL = sl, useTP = tp;
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if(!ValidateAndAdjustStops(false, useSL, useTP))
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return false;
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trade.SetExpertMagicNumber(magic);
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bool ok = trade.Sell(lots, InpSymbol, tick.bid, useSL, useTP, comment);
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if(ok && magic == FE_Magic)
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g_lastFEEntryTime = iTime(InpSymbol, InpTimeframe, 0);
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return ok;
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}
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void RunFibonacciRetracement()
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{
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if(!FR_Enabled)
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return;
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if(PositionExistsByMagic(InpSymbol, FR_Magic))
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return;
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int idxLow = -1, idxHigh = -1;
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double swingLow = 0.0, swingHigh = 0.0;
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if(!GetLowestLow(InpSymbol, InpTimeframe, InpPivotLookbackBars, idxLow, swingLow))
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return;
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if(!GetHighestHigh(InpSymbol, InpTimeframe, InpPivotLookbackBars, idxHigh, swingHigh))
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return;
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double rangePts = (swingHigh - swingLow) / _Point;
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if(rangePts < InpMinSwingPoints)
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return;
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// Uptrend retracement model: low appears before high.
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bool upSwing = (idxLow > idxHigh);
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if(!upSwing)
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return;
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double fib50 = swingHigh - (swingHigh - swingLow) * 0.500;
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double fib61 = swingHigh - (swingHigh - swingLow) * 0.618;
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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(FR_UseHardSLTP)
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{
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// Positional levels: SL below swing low, TP near prior swing high breakout.
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sl = swingLow - FR_SL_BufferPoints * _Point;
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tp = swingHigh + FR_TP_BufferPoints * _Point;
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}
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if(FR_BuyAt618 && tick.ask <= fib61)
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OpenBuy(FR_Magic, FR_Lots, "FiboRetrace-61.8 Buy", sl, tp);
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else if(FR_BuyAt500 && tick.ask <= fib50)
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OpenBuy(FR_Magic, FR_Lots, "FiboRetrace-50.0 Buy", sl, tp);
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}
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void ManageFibonacciRetracementExit()
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{
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if(!FR_Enabled)
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return;
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ulong ticket = 0;
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ENUM_POSITION_TYPE posType = WRONG_VALUE;
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datetime openTime = 0;
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if(!GetPositionByMagic(InpSymbol, FR_Magic, ticket, posType, openTime))
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return;
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int tfSec = PeriodSeconds(InpTimeframe);
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if(tfSec <= 0)
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tfSec = 60;
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int barsHeld = (int)((iTime(InpSymbol, InpTimeframe, 0) - openTime) / tfSec);
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// 1) Time stop: force close stale retracement trades.
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if(FR_MaxHoldingBars > 0 && barsHeld >= FR_MaxHoldingBars)
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{
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trade.PositionClose(ticket);
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return;
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}
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// 2) Structure invalidation: if latest swing violates the trade idea, exit.
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if(FR_CloseOnStructureBreak)
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{
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int idxLow = -1, idxHigh = -1;
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double swingLow = 0.0, swingHigh = 0.0;
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if(GetLowestLow(InpSymbol, InpTimeframe, InpPivotLookbackBars, idxLow, swingLow) &&
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GetHighestHigh(InpSymbol, InpTimeframe, InpPivotLookbackBars, idxHigh, swingHigh))
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{
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MqlTick tick;
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if(SymbolInfoTick(InpSymbol, tick))
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{
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double invalidateBuffer = FR_SL_BufferPoints * _Point;
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if(posType == POSITION_TYPE_BUY && tick.bid < (swingLow - invalidateBuffer))
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trade.PositionClose(ticket);
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else if(posType == POSITION_TYPE_SELL && tick.ask > (swingHigh + invalidateBuffer))
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trade.PositionClose(ticket);
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}
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}
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}
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}
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void RunFibonacciExtension()
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{
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if(!FE_Enabled)
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return;
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if(PositionExistsByMagic(InpSymbol, FE_Magic))
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return;
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if(g_lastFEEntryTime > 0)
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{
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int tfSec = PeriodSeconds(InpTimeframe);
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if(tfSec > 0)
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{
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int barsSince = (int)((iTime(InpSymbol, InpTimeframe, 0) - g_lastFEEntryTime) / tfSec);
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if(barsSince < FE_MinBarsBetweenTrades)
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return;
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}
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}
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int idxLow = -1, idxHigh = -1;
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double swingLow = 0.0, swingHigh = 0.0;
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if(!GetLowestLow(InpSymbol, InpTimeframe, InpPivotLookbackBars, idxLow, swingLow))
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return;
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if(!GetHighestHigh(InpSymbol, InpTimeframe, InpPivotLookbackBars, idxHigh, swingHigh))
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return;
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double rangePts = (swingHigh - swingLow) / _Point;
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if(rangePts < InpMinSwingPoints)
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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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// Continuation breakout model:
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// - If up swing (low before high), buy above swing high and target extension.
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// - If down swing (high before low), sell below swing low and target extension.
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bool upSwing = (idxLow > idxHigh);
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if(upSwing && tick.ask > swingHigh)
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{
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double sl = 0.0, tp = 0.0;
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if(FE_UseHardSLTP)
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{
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sl = swingHigh - FE_SL_BufferPoints * _Point;
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double extTP = swingLow + (swingHigh - swingLow) * FE_ExtensionLevel;
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double atr = GetAtrPrice(InpSymbol, InpTimeframe, FE_AtrPeriod);
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double minRisk = MathMax(FE_MinStopPoints * _Point, atr * FE_MinStopAtrMult);
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double risk = tick.ask - sl;
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if(risk < minRisk)
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return; // Skip fragile entries with overly tight stop.
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double rrTP = tick.ask + risk * FE_MinRR;
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tp = MathMax(extTP, rrTP);
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}
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OpenBuy(FE_Magic, FE_Lots, "FiboExtension Buy", sl, tp);
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}
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else if(!upSwing && tick.bid < swingLow)
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{
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double sl = 0.0, tp = 0.0;
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if(FE_UseHardSLTP)
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{
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sl = swingLow + FE_SL_BufferPoints * _Point;
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double extTP = swingHigh - (swingHigh - swingLow) * FE_ExtensionLevel;
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double atr = GetAtrPrice(InpSymbol, InpTimeframe, FE_AtrPeriod);
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double minRisk = MathMax(FE_MinStopPoints * _Point, atr * FE_MinStopAtrMult);
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double risk = sl - tick.bid;
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if(risk < minRisk)
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return; // Skip fragile entries with overly tight stop.
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double rrTP = tick.bid - risk * FE_MinRR;
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tp = MathMin(extTP, rrTP);
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}
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OpenSell(FE_Magic, FE_Lots, "FiboExtension Sell", sl, tp);
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}
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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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return(INIT_FAILED);
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trade.SetDeviationInPoints(InpSlippagePoints);
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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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if(!IsNewBar(InpSymbol, InpTimeframe))
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return;
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ManageFibonacciRetracementExit();
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RunFibonacciRetracement();
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RunFibonacciExtension();
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}
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Reference in New Issue
Block a user