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//+------------------------------------------------------------------+
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//| RSIFollowReverseEMACrossOver.mq5 |
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//| Copyright 2024, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2024, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property version "1.00"
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#include <Trade\Trade.mqh>
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#include <Trade\PositionInfo.mqh>
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// Input Parameters
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input group "General Settings"
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Trading Timeframe
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input double InpLotSize = 0.01; // Lot Size
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input int InpMagicNumberRSIFollow = 1001; // Magic Number RSI Follow
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input int InpMagicNumberRSIReverse = 1002;// Magic Number RSI Reverse
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input int InpMagicNumberEMACross = 1003; // Magic Number EMA Cross
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input group "Strategy Switches"
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input bool InpEnableRSIFollow = true; // Enable RSI Follow Strategy
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input bool InpEnableRSIReverse = true; // Enable RSI Reverse Strategy
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input bool InpEnableEMACross = true; // Enable EMA Cross Strategy
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input bool InpEnableStrategyLock = false; // Enable Strategy Lock
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input double InpLockProfitThreshold = 120.0; // Lock Profit Threshold (pips)
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input bool InpCloseOppositeTrades = true; // Close Opposite Trades When Profiting
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input group "RSI Follow Strategy"
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input int InpRSIPeriod = 49; // RSI Period
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input int InpRSIOverbought = 81; // RSI Overbought Level
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input int InpRSIOversold = 41; // RSI Oversold Level
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input int InpRSIExitLevel = 48; // RSI Exit Level
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input int InpRSIFollowStartHour = 24; // RSI Follow Start Hour (0-23)
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input int InpRSIFollowEndHour = 8; // RSI Follow End Hour (0-23)
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input bool InpRSIFollowCloseOutsideHours = false; // Close trades outside trading hours
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input group "RSI Reverse Strategy"
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input int InpRSIReversePeriod = 159; // RSI Period
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input int InpRSIReverseOverbought = 51; // RSI Overbought Level
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input int InpRSIReverseOversold = 49; // RSI Oversold Level
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input int InpRSIReverseCrossLevel = 54; // RSI Cross Level
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input int InpRSIReverseExitLevel = 49; // RSI Exit Level
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input int InpRSIReverseStartHour = 12; // RSI Reverse Start Hour (0-23)
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input int InpRSIReverseEndHour = 22; // RSI Reverse End Hour (0-23)
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input bool InpRSIReverseCloseOutsideHours = false; // Close trades outside trading hours
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input int InpRSIReverseCooldownBars = 11; // RSI Reverse Cooldown (bars)
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input bool InpRSIReverseCooldownOnLoss = true; // Apply cooldown only on loss
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input group "EMA Cross Strategy"
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input int InpEMAPeriod = 175; // EMA Period
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input int InpEMACrossStartHour = 22; // EMA Cross Start Hour (0-23)
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input int InpEMACrossEndHour = 12; // EMA Cross End Hour (0-23)
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input bool InpEMACrossCloseOutsideHours = false; // Close trades outside trading hours
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input bool InpUseEMADistanceEntry = true; // Use EMA Distance Entry
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input double InpEMADistancePips = 8440.0; // EMA Distance Threshold (pips)
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input int InpEMADistancePeriod = 30; // EMA Distance Period (bars)
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// Global Variables
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int rsiHandle;
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int rsiReverseHandle;
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int emaHandle;
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bool rsiOverbought = false;
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bool rsiOversold = false;
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bool rsiReverseOverbought = false;
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bool rsiReverseOversold = false;
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CTrade trade;
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CPositionInfo positionInfo;
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bool emaCrossBuySignal = false;
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bool emaCrossSellSignal = false;
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int emaCrossSignalBar = 0;
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datetime lastBarTime = 0;
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datetime rsiReverseLastCloseTime = 0;
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bool rsiReverseInCooldown = false;
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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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// Initialize indicators
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rsiHandle = iRSI(_Symbol, InpTimeframe, InpRSIPeriod, PRICE_CLOSE);
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rsiReverseHandle = iRSI(_Symbol, InpTimeframe, InpRSIReversePeriod, PRICE_CLOSE);
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emaHandle = iMA(_Symbol, InpTimeframe, InpEMAPeriod, 0, MODE_EMA, PRICE_CLOSE);
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if(rsiHandle == INVALID_HANDLE || rsiReverseHandle == INVALID_HANDLE || emaHandle == INVALID_HANDLE)
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{
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Print("Error creating indicators");
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return INIT_FAILED;
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}
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// Initialize trade settings
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trade.SetExpertMagicNumber(InpMagicNumberRSIFollow);
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trade.SetMarginMode();
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trade.SetTypeFillingBySymbol(_Symbol);
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trade.SetDeviationInPoints(10);
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// Initialize last bar time
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datetime time[];
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if(CopyTime(_Symbol, InpTimeframe, 0, 1, time) > 0)
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{
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lastBarTime = time[0];
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}
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Check if new bar has formed |
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//+------------------------------------------------------------------+
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bool IsNewBar()
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{
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datetime time[];
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if(CopyTime(_Symbol, InpTimeframe, 0, 1, time) > 0)
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{
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if(time[0] != lastBarTime)
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{
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lastBarTime = time[0];
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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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//+------------------------------------------------------------------+
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//| Expert deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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// Release indicator handles
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IndicatorRelease(rsiHandle);
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IndicatorRelease(rsiReverseHandle);
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IndicatorRelease(emaHandle);
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}
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//+------------------------------------------------------------------+
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//| Check if current time is within trading hours |
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//+------------------------------------------------------------------+
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bool IsWithinTradingHours(int startHour, int endHour)
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{
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MqlDateTime currentTime;
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TimeToStruct(TimeCurrent(), currentTime);
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if(startHour <= endHour)
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{
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return (currentTime.hour >= startHour && currentTime.hour < endHour);
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}
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else
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{
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return (currentTime.hour >= startHour || currentTime.hour < endHour);
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}
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}
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//+------------------------------------------------------------------+
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//| Check if position exists for given magic number |
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//+------------------------------------------------------------------+
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bool HasPosition(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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if(positionInfo.SelectByIndex(i))
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{
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if(positionInfo.Magic() == magic)
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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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//+------------------------------------------------------------------+
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//| Check if any strategy has profitable position |
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//+------------------------------------------------------------------+
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bool HasProfitablePosition(int excludeMagic)
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{
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bool hasProfitable = false;
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for(int i = PositionsTotal() - 1; i >= 0; i--)
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{
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if(positionInfo.SelectByIndex(i))
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{
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if(positionInfo.Magic() != excludeMagic)
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{
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double profit = positionInfo.Profit();
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if(profit > InpLockProfitThreshold * _Point)
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{
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hasProfitable = true;
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// If enabled, close opposite trades
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if(InpCloseOppositeTrades)
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{
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// Check if this is an opposite trade to the excluded magic number
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if((excludeMagic == InpMagicNumberRSIFollow && positionInfo.Magic() == InpMagicNumberRSIReverse) ||
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(excludeMagic == InpMagicNumberRSIReverse && positionInfo.Magic() == InpMagicNumberRSIFollow) ||
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(excludeMagic == InpMagicNumberEMACross && (positionInfo.Magic() == InpMagicNumberRSIReverse || positionInfo.Magic() == InpMagicNumberRSIFollow)) ||
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((excludeMagic == InpMagicNumberRSIFollow || excludeMagic == InpMagicNumberRSIReverse) && positionInfo.Magic() == InpMagicNumberEMACross))
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{
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ClosePosition(positionInfo.Magic());
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}
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}
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}
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}
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}
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}
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return hasProfitable;
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}
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//+------------------------------------------------------------------+
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//| Check for RSI Follow Strategy signals |
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//+------------------------------------------------------------------+
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void CheckRSIFollowStrategy()
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{
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// Check if within trading hours
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if(!IsWithinTradingHours(InpRSIFollowStartHour, InpRSIFollowEndHour))
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{
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if(InpRSIFollowCloseOutsideHours)
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{
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if(HasPosition(InpMagicNumberRSIFollow))
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{
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ClosePosition(InpMagicNumberRSIFollow);
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}
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}
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return;
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}
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// Check strategy lock
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if(InpEnableStrategyLock && HasProfitablePosition(InpMagicNumberRSIFollow))
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return;
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double rsi[];
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ArraySetAsSeries(rsi, true);
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CopyBuffer(rsiHandle, 0, 0, 3, rsi);
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if(ArraySize(rsi) < 3) return;
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// Check for overbought condition
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if(rsi[1] > InpRSIOverbought)
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rsiOverbought = true;
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else if(rsi[1] < InpRSIOversold)
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rsiOversold = true;
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// Check for entry signals
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if(rsiOverbought && rsi[1] < rsi[0] && rsi[1] < InpRSIExitLevel)
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{
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// Sell signal
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if(!HasPosition(InpMagicNumberRSIFollow))
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{
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trade.SetExpertMagicNumber(InpMagicNumberRSIFollow);
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trade.Sell(InpLotSize, _Symbol, 0, 0, 0, "RSI Follow");
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}
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rsiOverbought = false;
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}
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else if(rsiOversold && rsi[1] > rsi[0] && rsi[1] > InpRSIExitLevel)
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{
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// Buy signal
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if(!HasPosition(InpMagicNumberRSIFollow))
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{
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trade.SetExpertMagicNumber(InpMagicNumberRSIFollow);
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trade.Buy(InpLotSize, _Symbol, 0, 0, 0, "RSI Follow");
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}
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rsiOversold = false;
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}
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}
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//+------------------------------------------------------------------+
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//| Check if RSI Reverse is in cooldown |
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//+------------------------------------------------------------------+
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bool IsRSIReverseInCooldown()
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{
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if(InpRSIReverseCooldownBars <= 0)
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return false;
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if(!rsiReverseInCooldown)
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return false;
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datetime time[];
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if(CopyTime(_Symbol, InpTimeframe, 0, 1, time) > 0)
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{
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datetime currentBarTime = time[0];
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datetime cooldownEndTime = rsiReverseLastCloseTime + InpRSIReverseCooldownBars * PeriodSeconds(InpTimeframe);
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if(currentBarTime >= cooldownEndTime)
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{
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rsiReverseInCooldown = false;
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return false;
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}
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Check for RSI Reverse Strategy signals |
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//+------------------------------------------------------------------+
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void CheckRSIReverseStrategy()
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{
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// Check if within trading hours
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if(!IsWithinTradingHours(InpRSIReverseStartHour, InpRSIReverseEndHour))
|
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{
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if(InpRSIReverseCloseOutsideHours)
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{
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if(HasPosition(InpMagicNumberRSIReverse))
|
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{
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ClosePosition(InpMagicNumberRSIReverse);
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}
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}
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return;
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}
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// Check strategy lock
|
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if(InpEnableStrategyLock && HasProfitablePosition(InpMagicNumberRSIReverse))
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return;
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// Check cooldown
|
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if(IsRSIReverseInCooldown())
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return;
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double rsi[];
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ArraySetAsSeries(rsi, true);
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CopyBuffer(rsiReverseHandle, 0, 0, 3, rsi);
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if(ArraySize(rsi) < 3) return;
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// Check for overbought/oversold conditions
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if(rsi[1] > InpRSIReverseOverbought)
|
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rsiReverseOverbought = true;
|
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else if(rsi[1] < InpRSIReverseOversold)
|
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rsiReverseOversold = true;
|
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|
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// Check for entry signals
|
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if(rsiReverseOverbought && rsi[1] < InpRSIReverseCrossLevel)
|
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{
|
||||
// Sell signal
|
||||
if(!HasPosition(InpMagicNumberRSIReverse))
|
||||
{
|
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trade.SetExpertMagicNumber(InpMagicNumberRSIReverse);
|
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trade.Sell(InpLotSize, _Symbol, 0, 0, 0, "RSI Reverse");
|
||||
}
|
||||
rsiReverseOverbought = false;
|
||||
}
|
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else if(rsiReverseOversold && rsi[1] > InpRSIReverseCrossLevel)
|
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{
|
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// Buy signal
|
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if(!HasPosition(InpMagicNumberRSIReverse))
|
||||
{
|
||||
trade.SetExpertMagicNumber(InpMagicNumberRSIReverse);
|
||||
trade.Buy(InpLotSize, _Symbol, 0, 0, 0, "RSI Reverse");
|
||||
}
|
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rsiReverseOversold = false;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check for EMA Cross Strategy signals |
|
||||
//+------------------------------------------------------------------+
|
||||
void CheckEMACrossStrategy()
|
||||
{
|
||||
// Check if within trading hours
|
||||
if(!IsWithinTradingHours(InpEMACrossStartHour, InpEMACrossEndHour))
|
||||
{
|
||||
if(InpEMACrossCloseOutsideHours)
|
||||
{
|
||||
if(HasPosition(InpMagicNumberEMACross))
|
||||
{
|
||||
ClosePosition(InpMagicNumberEMACross);
|
||||
}
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
// Check strategy lock
|
||||
if(InpEnableStrategyLock && HasProfitablePosition(InpMagicNumberEMACross))
|
||||
return;
|
||||
|
||||
double ema[], close[];
|
||||
ArraySetAsSeries(ema, true);
|
||||
ArraySetAsSeries(close, true);
|
||||
|
||||
CopyBuffer(emaHandle, 0, 0, InpEMADistancePeriod + 2, ema);
|
||||
CopyClose(_Symbol, InpTimeframe, 0, InpEMADistancePeriod + 2, close);
|
||||
|
||||
if(ArraySize(ema) < InpEMADistancePeriod + 2 || ArraySize(close) < InpEMADistancePeriod + 2) return;
|
||||
|
||||
// Check for cross signals
|
||||
if(ema[1] < close[1] && ema[0] > close[0])
|
||||
{
|
||||
// Buy cross signal
|
||||
emaCrossBuySignal = true;
|
||||
emaCrossSellSignal = false;
|
||||
emaCrossSignalBar = 0;
|
||||
}
|
||||
else if(ema[1] > close[1] && ema[0] < close[0])
|
||||
{
|
||||
// Sell cross signal
|
||||
emaCrossSellSignal = true;
|
||||
emaCrossBuySignal = false;
|
||||
emaCrossSignalBar = 0;
|
||||
}
|
||||
|
||||
// Check for distance entry conditions
|
||||
if(InpUseEMADistanceEntry)
|
||||
{
|
||||
if(emaCrossBuySignal)
|
||||
{
|
||||
// Check if price has moved above EMA by the required distance for the required period
|
||||
bool distanceConditionMet = true;
|
||||
for(int i = 0; i < InpEMADistancePeriod; i++)
|
||||
{
|
||||
double distance = (close[i] - ema[i]) / _Point;
|
||||
if(distance < InpEMADistancePips)
|
||||
{
|
||||
distanceConditionMet = false;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
if(distanceConditionMet && !HasPosition(InpMagicNumberEMACross))
|
||||
{
|
||||
trade.SetExpertMagicNumber(InpMagicNumberEMACross);
|
||||
trade.Buy(InpLotSize, _Symbol, 0, 0, 0, "EMA Cross Distance");
|
||||
emaCrossBuySignal = false;
|
||||
}
|
||||
}
|
||||
else if(emaCrossSellSignal)
|
||||
{
|
||||
// Check if price has moved below EMA by the required distance for the required period
|
||||
bool distanceConditionMet = true;
|
||||
for(int i = 0; i < InpEMADistancePeriod; i++)
|
||||
{
|
||||
double distance = (ema[i] - close[i]) / _Point;
|
||||
if(distance < InpEMADistancePips)
|
||||
{
|
||||
distanceConditionMet = false;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
if(distanceConditionMet && !HasPosition(InpMagicNumberEMACross))
|
||||
{
|
||||
trade.SetExpertMagicNumber(InpMagicNumberEMACross);
|
||||
trade.Sell(InpLotSize, _Symbol, 0, 0, 0, "EMA Cross Distance");
|
||||
emaCrossSellSignal = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// Original cross entry logic
|
||||
if(ema[1] < close[1] && ema[0] > close[0])
|
||||
{
|
||||
// Buy signal
|
||||
if(!HasPosition(InpMagicNumberEMACross))
|
||||
{
|
||||
trade.SetExpertMagicNumber(InpMagicNumberEMACross);
|
||||
trade.Buy(InpLotSize, _Symbol, 0, 0, 0, "EMA Cross");
|
||||
}
|
||||
}
|
||||
else if(ema[1] > close[1] && ema[0] < close[0])
|
||||
{
|
||||
// Sell signal
|
||||
if(!HasPosition(InpMagicNumberEMACross))
|
||||
{
|
||||
trade.SetExpertMagicNumber(InpMagicNumberEMACross);
|
||||
trade.Sell(InpLotSize, _Symbol, 0, 0, 0, "EMA Cross");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Increment signal bar counter
|
||||
if(emaCrossBuySignal || emaCrossSellSignal)
|
||||
{
|
||||
emaCrossSignalBar++;
|
||||
// Reset signals if they're too old (optional, can be removed if not needed)
|
||||
if(emaCrossSignalBar > InpEMADistancePeriod * 2)
|
||||
{
|
||||
emaCrossBuySignal = false;
|
||||
emaCrossSellSignal = false;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert tick function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTick()
|
||||
{
|
||||
// Only process on new bar
|
||||
if(!IsNewBar())
|
||||
return;
|
||||
|
||||
// Check for new signals
|
||||
if(InpEnableRSIFollow)
|
||||
CheckRSIFollowStrategy();
|
||||
if(InpEnableRSIReverse)
|
||||
CheckRSIReverseStrategy();
|
||||
if(InpEnableEMACross)
|
||||
CheckEMACrossStrategy();
|
||||
|
||||
// Check for exit conditions
|
||||
CheckExitConditions();
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check exit conditions for all strategies |
|
||||
//+------------------------------------------------------------------+
|
||||
void CheckExitConditions()
|
||||
{
|
||||
double rsi[], rsiReverse[], ema[], close[];
|
||||
ArraySetAsSeries(rsi, true);
|
||||
ArraySetAsSeries(rsiReverse, true);
|
||||
ArraySetAsSeries(ema, true);
|
||||
ArraySetAsSeries(close, true);
|
||||
|
||||
if(InpEnableRSIFollow)
|
||||
{
|
||||
CopyBuffer(rsiHandle, 0, 0, 1, rsi);
|
||||
// Check RSI Follow exit conditions
|
||||
if(HasPosition(InpMagicNumberRSIFollow))
|
||||
{
|
||||
if((positionInfo.PositionType() == POSITION_TYPE_BUY && rsi[0] < InpRSIExitLevel) ||
|
||||
(positionInfo.PositionType() == POSITION_TYPE_SELL && rsi[0] > InpRSIExitLevel))
|
||||
{
|
||||
ClosePosition(InpMagicNumberRSIFollow);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if(InpEnableRSIReverse)
|
||||
{
|
||||
CopyBuffer(rsiReverseHandle, 0, 0, 1, rsiReverse);
|
||||
// Check RSI Reverse exit conditions
|
||||
if(HasPosition(InpMagicNumberRSIReverse))
|
||||
{
|
||||
if((positionInfo.PositionType() == POSITION_TYPE_BUY && rsiReverse[0] < InpRSIReverseExitLevel) ||
|
||||
(positionInfo.PositionType() == POSITION_TYPE_SELL && rsiReverse[0] > InpRSIReverseExitLevel))
|
||||
{
|
||||
ClosePosition(InpMagicNumberRSIReverse);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
if(InpEnableEMACross)
|
||||
{
|
||||
CopyBuffer(emaHandle, 0, 0, 2, ema);
|
||||
CopyClose(_Symbol, InpTimeframe, 0, 2, close);
|
||||
// Check EMA Cross exit conditions
|
||||
if(HasPosition(InpMagicNumberEMACross))
|
||||
{
|
||||
if((positionInfo.PositionType() == POSITION_TYPE_BUY && ema[0] > close[0]) ||
|
||||
(positionInfo.PositionType() == POSITION_TYPE_SELL && ema[0] < close[0]))
|
||||
{
|
||||
ClosePosition(InpMagicNumberEMACross);
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Close position by magic number |
|
||||
//+------------------------------------------------------------------+
|
||||
void ClosePosition(int magic)
|
||||
{
|
||||
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
||||
{
|
||||
if(positionInfo.SelectByIndex(i))
|
||||
{
|
||||
if(positionInfo.Magic() == magic)
|
||||
{
|
||||
// Check if this is RSI Reverse position and update cooldown
|
||||
if(magic == InpMagicNumberRSIReverse)
|
||||
{
|
||||
datetime time[];
|
||||
if(CopyTime(_Symbol, InpTimeframe, 0, 1, time) > 0)
|
||||
{
|
||||
rsiReverseLastCloseTime = time[0];
|
||||
// Only enter cooldown if it's a loss or if cooldown on loss is disabled
|
||||
if(!InpRSIReverseCooldownOnLoss || positionInfo.Profit() < 0)
|
||||
{
|
||||
rsiReverseInCooldown = true;
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
trade.PositionClose(positionInfo.Ticket());
|
||||
break;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
Before Width: | Height: | Size: 242 KiB |
|
After Width: | Height: | Size: 29 KiB |
|
Before Width: | Height: | Size: 280 KiB |
@@ -1,539 +0,0 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| SimpleRSIReversalAUDUSD.mq5 |
|
||||
//| Copyright 2024, MetaQuotes Ltd. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2024, MetaQuotes Ltd."
|
||||
#property link "https://www.mql5.com"
|
||||
#property version "1.00"
|
||||
#property strict
|
||||
|
||||
// Include trade class
|
||||
#include <Trade\Trade.mqh>
|
||||
|
||||
// Input parameters
|
||||
input int RSIPeriod = 28; // RSI period
|
||||
input double OverboughtLevel = 68; // Overbought level
|
||||
input double OversoldLevel = 30; // Oversold level
|
||||
input int TakeProfitPips = 175; // Take profit in pips
|
||||
input int StopLossPips = 5; // Stop loss in pips
|
||||
input double MaxLotSize = 0.2; // Maximum lot size
|
||||
input int MaxSpread = 1000; // Maximum allowed spread in pips
|
||||
input int MaxDuration = 340; // Maximum trade duration in hours
|
||||
input bool UseStopLoss = false; // Use stop loss
|
||||
input bool UseTakeProfit = false; // Use take profit
|
||||
input bool UseRSIExit = true; // Use RSI for exit
|
||||
input double RSIExitLevel = 48; // RSI level to exit (50 = neutral)
|
||||
input bool CloseOutsideSession = true; // Close trades outside Asian session
|
||||
input color PanelBackground = clrBlack; // Panel background color
|
||||
input color PanelText = clrWhite; // Panel text color
|
||||
input int PanelX = 10; // Panel X position
|
||||
input int PanelY = 20; // Panel Y position
|
||||
|
||||
// Global variables
|
||||
CTrade trade;
|
||||
int rsiHandle;
|
||||
bool isPositionOpen = false;
|
||||
double positionOpenPrice = 0;
|
||||
datetime positionOpenTime = 0;
|
||||
ENUM_POSITION_TYPE lastPositionType = POSITION_TYPE_BUY;
|
||||
bool sessionCloseAttempted = false; // Track if we've attempted to close positions for current session
|
||||
|
||||
// RSI crossover variables
|
||||
double rsiCurrent = 0;
|
||||
double rsiPrevious = 0;
|
||||
double rsiPrevious2 = 0;
|
||||
bool rsiCrossedOverbought = false;
|
||||
bool rsiCrossedOversold = false;
|
||||
bool rsiCrossedExitLevel = false;
|
||||
|
||||
// Panel objects
|
||||
string panelName = "RSIPanel";
|
||||
int panelWidth = 200;
|
||||
int panelHeight = 200;
|
||||
int labelHeight = 20;
|
||||
int labelSpacing = 5;
|
||||
|
||||
// Session times (UTC)
|
||||
const int AsianSessionStart = 0; // 00:00 UTC
|
||||
const int AsianSessionEnd = 8; // 08:00 UTC
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Create panel |
|
||||
//+------------------------------------------------------------------+
|
||||
void CreatePanel()
|
||||
{
|
||||
// Create panel background
|
||||
ObjectCreate(0, panelName, OBJ_RECTANGLE_LABEL, 0, 0, 0);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_XDISTANCE, PanelX);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_YDISTANCE, PanelY);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_XSIZE, panelWidth);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_YSIZE, panelHeight);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_BGCOLOR, PanelBackground);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_BORDER_TYPE, BORDER_FLAT);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_CORNER, CORNER_LEFT_UPPER);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_COLOR, PanelText);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_STYLE, STYLE_SOLID);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_WIDTH, 1);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_BACK, false);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_SELECTABLE, false);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_SELECTED, false);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_HIDDEN, true);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_ZORDER, 0);
|
||||
|
||||
// Create title label
|
||||
ObjectCreate(0, panelName + "Title", OBJ_LABEL, 0, 0, 0);
|
||||
ObjectSetInteger(0, panelName + "Title", OBJPROP_XDISTANCE, PanelX + 5);
|
||||
ObjectSetInteger(0, panelName + "Title", OBJPROP_YDISTANCE, PanelY + 5);
|
||||
ObjectSetInteger(0, panelName + "Title", OBJPROP_CORNER, CORNER_LEFT_UPPER);
|
||||
ObjectSetString(0, panelName + "Title", OBJPROP_TEXT, "RSI Reversal");
|
||||
ObjectSetInteger(0, panelName + "Title", OBJPROP_COLOR, PanelText);
|
||||
ObjectSetInteger(0, panelName + "Title", OBJPROP_FONTSIZE, 10);
|
||||
|
||||
// Create score labels
|
||||
CreateScoreLabel("RSI", "RSI: ", 0);
|
||||
CreateScoreLabel("Position", "Position: ", 1);
|
||||
CreateScoreLabel("Spread", "Spread: ", 2);
|
||||
CreateScoreLabel("Session", "Session: ", 3);
|
||||
CreateScoreLabel("SL", "Stop Loss: ", 4);
|
||||
CreateScoreLabel("TP", "Take Profit: ", 5);
|
||||
CreateScoreLabel("Cross", "Cross: ", 6);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Create score label |
|
||||
//+------------------------------------------------------------------+
|
||||
void CreateScoreLabel(string name, string text, int index)
|
||||
{
|
||||
ObjectCreate(0, panelName + name, OBJ_LABEL, 0, 0, 0);
|
||||
ObjectSetInteger(0, panelName + name, OBJPROP_XDISTANCE, PanelX + 5);
|
||||
ObjectSetInteger(0, panelName + name, OBJPROP_YDISTANCE, PanelY + 30 + index * (labelHeight + labelSpacing));
|
||||
ObjectSetInteger(0, panelName + name, OBJPROP_CORNER, CORNER_LEFT_UPPER);
|
||||
ObjectSetString(0, panelName + name, OBJPROP_TEXT, text);
|
||||
ObjectSetInteger(0, panelName + name, OBJPROP_COLOR, PanelText);
|
||||
ObjectSetInteger(0, panelName + name, OBJPROP_FONTSIZE, 8);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Update panel values |
|
||||
//+------------------------------------------------------------------+
|
||||
void UpdatePanel(double rsi, string position, int spread, string session, double sl, double tp, string crossInfo)
|
||||
{
|
||||
ObjectSetString(0, panelName + "RSI", OBJPROP_TEXT, "RSI: " + DoubleToString(rsi, 2));
|
||||
ObjectSetString(0, panelName + "Position", OBJPROP_TEXT, "Position: " + position);
|
||||
ObjectSetString(0, panelName + "Spread", OBJPROP_TEXT, "Spread: " + IntegerToString(spread) + " pips");
|
||||
ObjectSetString(0, panelName + "Session", OBJPROP_TEXT, "Session: " + session);
|
||||
ObjectSetString(0, panelName + "SL", OBJPROP_TEXT, "Stop Loss: " + IntegerToString(StopLossPips) + " pips");
|
||||
ObjectSetString(0, panelName + "TP", OBJPROP_TEXT, "Take Profit: " + IntegerToString(TakeProfitPips) + " pips");
|
||||
ObjectSetString(0, panelName + "Cross", OBJPROP_TEXT, "Cross: " + crossInfo);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| 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);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Get current session name |
|
||||
//+------------------------------------------------------------------+
|
||||
string GetCurrentSession()
|
||||
{
|
||||
datetime currentTime = TimeCurrent();
|
||||
MqlDateTime timeStruct;
|
||||
TimeToStruct(currentTime, timeStruct);
|
||||
|
||||
if(timeStruct.hour >= AsianSessionStart && timeStruct.hour < AsianSessionEnd)
|
||||
return "Asian";
|
||||
else if(timeStruct.hour >= 8 && timeStruct.hour < 16)
|
||||
return "London";
|
||||
else if(timeStruct.hour >= 13 && timeStruct.hour < 21)
|
||||
return "New York";
|
||||
else
|
||||
return "Other";
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check if trading is allowed |
|
||||
//+------------------------------------------------------------------+
|
||||
bool IsTradingAllowed()
|
||||
{
|
||||
// Check if market is open
|
||||
if(!SymbolInfoInteger(_Symbol, SYMBOL_TRADE_MODE) == 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()
|
||||
{
|
||||
// Reset crossover flags
|
||||
rsiCrossedOverbought = false;
|
||||
rsiCrossedOversold = false;
|
||||
rsiCrossedExitLevel = false;
|
||||
|
||||
// Check for overbought crossover (RSI crosses above overbought level)
|
||||
if(rsiPrevious < OverboughtLevel && rsiCurrent >= OverboughtLevel)
|
||||
{
|
||||
rsiCrossedOverbought = true;
|
||||
}
|
||||
|
||||
// Check for oversold crossover (RSI crosses below oversold level)
|
||||
if(rsiPrevious > OversoldLevel && rsiCurrent <= OversoldLevel)
|
||||
{
|
||||
rsiCrossedOversold = true;
|
||||
}
|
||||
|
||||
// Check for exit level crossover
|
||||
if(rsiPrevious < RSIExitLevel && rsiCurrent >= RSIExitLevel)
|
||||
{
|
||||
rsiCrossedExitLevel = true;
|
||||
}
|
||||
else if(rsiPrevious > RSIExitLevel && rsiCurrent <= RSIExitLevel)
|
||||
{
|
||||
rsiCrossedExitLevel = true;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
// Initialize RSI indicator
|
||||
rsiHandle = iRSI(_Symbol, PERIOD_M15, RSIPeriod, PRICE_CLOSE);
|
||||
|
||||
if(rsiHandle == INVALID_HANDLE)
|
||||
{
|
||||
return(INIT_FAILED);
|
||||
}
|
||||
|
||||
// Wait a bit for the indicator to be ready
|
||||
Sleep(100);
|
||||
|
||||
// Initialize RSI values with retry logic
|
||||
double rsi[];
|
||||
ArraySetAsSeries(rsi, true);
|
||||
|
||||
int retryCount = 0;
|
||||
bool rsiInitialized = false;
|
||||
|
||||
while(retryCount < 10 && !rsiInitialized)
|
||||
{
|
||||
int copied = CopyBuffer(rsiHandle, 0, 0, 3, rsi);
|
||||
if(copied >= 3)
|
||||
{
|
||||
rsiCurrent = rsi[0];
|
||||
rsiPrevious = rsi[1];
|
||||
rsiPrevious2 = rsi[2];
|
||||
rsiInitialized = true;
|
||||
}
|
||||
else
|
||||
{
|
||||
retryCount++;
|
||||
Sleep(100);
|
||||
}
|
||||
}
|
||||
|
||||
if(!rsiInitialized)
|
||||
{
|
||||
// Don't fail initialization, just set default values
|
||||
rsiCurrent = 50.0;
|
||||
rsiPrevious = 50.0;
|
||||
rsiPrevious2 = 50.0;
|
||||
}
|
||||
|
||||
// Create panel
|
||||
CreatePanel();
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert deinitialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
// Release indicator handles
|
||||
IndicatorRelease(rsiHandle);
|
||||
|
||||
// Remove panel objects
|
||||
ObjectsDeleteAll(0, panelName);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Close all trades for the current symbol |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CloseAllTrades(string reason = "")
|
||||
{
|
||||
bool allClosed = true;
|
||||
int totalPositions = PositionsTotal();
|
||||
|
||||
if(totalPositions == 0)
|
||||
return true;
|
||||
|
||||
// Check if there are any positions with our magic number
|
||||
bool hasOurPositions = false;
|
||||
for(int i = 0; i < totalPositions; i++)
|
||||
{
|
||||
if(PositionGetSymbol(i) == _Symbol && PositionGetInteger(POSITION_MAGIC) == 123456)
|
||||
{
|
||||
hasOurPositions = true;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
for(int i = totalPositions - 1; i >= 0; i--)
|
||||
{
|
||||
if(PositionGetSymbol(i) == _Symbol)
|
||||
{
|
||||
// Try to close position with retry logic
|
||||
int retryCount = 0;
|
||||
bool positionClosed = false;
|
||||
|
||||
while(retryCount < 3 && !positionClosed)
|
||||
{
|
||||
if(trade.PositionClose(_Symbol))
|
||||
{
|
||||
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;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert tick function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTick()
|
||||
{
|
||||
// Check if trading is allowed
|
||||
if(!IsTradingAllowed())
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Check if we're in Asian session
|
||||
if(!IsAsianSession())
|
||||
{
|
||||
// Close all positions if outside Asian session and CloseOutsideSession is true
|
||||
if(CloseOutsideSession && !sessionCloseAttempted)
|
||||
{
|
||||
CloseAllTrades("Outside Asian session");
|
||||
sessionCloseAttempted = true;
|
||||
}
|
||||
return;
|
||||
}
|
||||
else
|
||||
{
|
||||
// Reset the session close attempt flag when we enter Asian session
|
||||
sessionCloseAttempted = false;
|
||||
}
|
||||
|
||||
// Get current spread
|
||||
double spread = SymbolInfoDouble(_Symbol, SYMBOL_ASK) - SymbolInfoDouble(_Symbol, SYMBOL_BID);
|
||||
int spreadInPips = (int)(spread / _Point);
|
||||
|
||||
// Check if spread is too high
|
||||
if(spreadInPips > MaxSpread)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Get RSI values from bar data
|
||||
double rsi[];
|
||||
ArraySetAsSeries(rsi, true);
|
||||
|
||||
int copied = CopyBuffer(rsiHandle, 0, 0, 3, rsi);
|
||||
if(copied < 3)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Update RSI values
|
||||
rsiPrevious2 = rsiPrevious;
|
||||
rsiPrevious = rsiCurrent;
|
||||
rsiCurrent = rsi[0];
|
||||
|
||||
// Validate RSI values
|
||||
if(rsiCurrent == 0 || rsiPrevious == 0)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Check for RSI crossovers
|
||||
CheckRSICrossover();
|
||||
|
||||
// Get current prices
|
||||
double currentBid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
|
||||
double currentAsk = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
||||
|
||||
// Get position status
|
||||
string positionStatus = "None";
|
||||
for(int i = 0; i < PositionsTotal(); i++)
|
||||
{
|
||||
if(PositionGetSymbol(i) == _Symbol)
|
||||
{
|
||||
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
positionStatus = (posType == POSITION_TYPE_BUY) ? "Long" : "Short";
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
// Calculate stop loss and take profit levels
|
||||
double sl = 0;
|
||||
double tp = 0;
|
||||
|
||||
// Prepare crossover info for panel
|
||||
string crossInfo = "None";
|
||||
if(rsiCrossedOverbought) crossInfo = "Overbought";
|
||||
else if(rsiCrossedOversold) crossInfo = "Oversold";
|
||||
else if(rsiCrossedExitLevel) crossInfo = "Exit";
|
||||
|
||||
// Update panel
|
||||
UpdatePanel(rsiCurrent, positionStatus, spreadInPips, GetCurrentSession(), sl, tp, crossInfo);
|
||||
|
||||
// Check for open position
|
||||
bool hasOpenPosition = false;
|
||||
for(int i = 0; i < PositionsTotal(); i++)
|
||||
{
|
||||
if(PositionGetSymbol(i) == _Symbol)
|
||||
{
|
||||
hasOpenPosition = true;
|
||||
|
||||
// Get position details
|
||||
double positionProfit = PositionGetDouble(POSITION_PROFIT);
|
||||
double positionVolume = PositionGetDouble(POSITION_VOLUME);
|
||||
double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
|
||||
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
|
||||
// Check for RSI exit if enabled
|
||||
if(UseRSIExit && rsiCrossedExitLevel)
|
||||
{
|
||||
bool shouldExit = false;
|
||||
|
||||
// For long positions, exit when RSI crosses above exit level
|
||||
if(posType == POSITION_TYPE_BUY && rsiCurrent >= RSIExitLevel && rsiPrevious < RSIExitLevel)
|
||||
{
|
||||
shouldExit = true;
|
||||
}
|
||||
// For short positions, exit when RSI crosses below exit level
|
||||
else if(posType == POSITION_TYPE_SELL && rsiCurrent <= RSIExitLevel && rsiPrevious > RSIExitLevel)
|
||||
{
|
||||
shouldExit = true;
|
||||
}
|
||||
|
||||
if(shouldExit)
|
||||
{
|
||||
CloseAllTrades("RSI Exit Crossover");
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
||||
// Check for timeout
|
||||
if(TimeCurrent() - positionOpenTime > MaxDuration * 3600)
|
||||
{
|
||||
CloseAllTrades("Timeout");
|
||||
return;
|
||||
}
|
||||
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
// 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(rsiCrossedOversold)
|
||||
{
|
||||
double sl = UseStopLoss ? currentBid - StopLossPips * _Point : 0;
|
||||
double tp = UseTakeProfit ? currentBid + TakeProfitPips * _Point : 0;
|
||||
|
||||
if(UseStopLoss && sl >= currentBid)
|
||||
return;
|
||||
if(UseTakeProfit && tp <= currentBid)
|
||||
return;
|
||||
|
||||
// Set trade parameters
|
||||
trade.SetDeviationInPoints(3);
|
||||
trade.SetTypeFilling(ORDER_FILLING_IOC);
|
||||
trade.SetExpertMagicNumber(123456);
|
||||
|
||||
// Place buy order using CTrade
|
||||
if(trade.Buy(MaxLotSize, _Symbol, currentAsk, sl, tp, "RSI Oversold Crossover Buy"))
|
||||
{
|
||||
isPositionOpen = true;
|
||||
positionOpenPrice = currentAsk;
|
||||
positionOpenTime = TimeCurrent();
|
||||
lastPositionType = POSITION_TYPE_BUY;
|
||||
}
|
||||
}
|
||||
// Place sell order if RSI crosses above overbought level (overbought crossover)
|
||||
else if(rsiCrossedOverbought)
|
||||
{
|
||||
double sl = UseStopLoss ? currentAsk + StopLossPips * _Point : 0;
|
||||
double tp = UseTakeProfit ? currentAsk - TakeProfitPips * _Point : 0;
|
||||
|
||||
if(UseStopLoss && sl <= currentAsk)
|
||||
return;
|
||||
if(UseTakeProfit && tp >= currentAsk)
|
||||
return;
|
||||
|
||||
// Set trade parameters
|
||||
trade.SetDeviationInPoints(3);
|
||||
trade.SetTypeFilling(ORDER_FILLING_IOC);
|
||||
trade.SetExpertMagicNumber(123456);
|
||||
|
||||
// Place sell order using CTrade
|
||||
if(trade.Sell(MaxLotSize, _Symbol, currentBid, sl, tp, "RSI Overbought Crossover Sell"))
|
||||
{
|
||||
isPositionOpen = true;
|
||||
positionOpenPrice = currentBid;
|
||||
positionOpenTime = TimeCurrent();
|
||||
lastPositionType = POSITION_TYPE_SELL;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
Before Width: | Height: | Size: 241 KiB |
@@ -1,539 +0,0 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| SimpleRSIReversalAUDUSD.mq5 |
|
||||
//| Copyright 2024, MetaQuotes Ltd. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2024, MetaQuotes Ltd."
|
||||
#property link "https://www.mql5.com"
|
||||
#property version "1.00"
|
||||
#property strict
|
||||
|
||||
// Include trade class
|
||||
#include <Trade\Trade.mqh>
|
||||
|
||||
// Input parameters
|
||||
input int RSIPeriod = 28; // RSI period
|
||||
input double OverboughtLevel = 60; // Overbought level
|
||||
input double OversoldLevel = 8; // Oversold level
|
||||
input int TakeProfitPips = 175; // Take profit in pips
|
||||
input int StopLossPips = 5; // Stop loss in pips
|
||||
input double MaxLotSize = 0.1; // Maximum lot size
|
||||
input int MaxSpread = 1000; // Maximum allowed spread in pips
|
||||
input int MaxDuration = 270; // Maximum trade duration in hours
|
||||
input bool UseStopLoss = false; // Use stop loss
|
||||
input bool UseTakeProfit = false; // Use take profit
|
||||
input bool UseRSIExit = true; // Use RSI for exit
|
||||
input double RSIExitLevel = 55; // RSI level to exit (50 = neutral)
|
||||
input bool CloseOutsideSession = false; // Close trades outside Asian session
|
||||
input color PanelBackground = clrBlack; // Panel background color
|
||||
input color PanelText = clrWhite; // Panel text color
|
||||
input int PanelX = 10; // Panel X position
|
||||
input int PanelY = 20; // Panel Y position
|
||||
|
||||
// Global variables
|
||||
CTrade trade;
|
||||
int rsiHandle;
|
||||
bool isPositionOpen = false;
|
||||
double positionOpenPrice = 0;
|
||||
datetime positionOpenTime = 0;
|
||||
ENUM_POSITION_TYPE lastPositionType = POSITION_TYPE_BUY;
|
||||
bool sessionCloseAttempted = false; // Track if we've attempted to close positions for current session
|
||||
|
||||
// RSI crossover variables
|
||||
double rsiCurrent = 0;
|
||||
double rsiPrevious = 0;
|
||||
double rsiPrevious2 = 0;
|
||||
bool rsiCrossedOverbought = false;
|
||||
bool rsiCrossedOversold = false;
|
||||
bool rsiCrossedExitLevel = false;
|
||||
|
||||
// Panel objects
|
||||
string panelName = "RSIPanel";
|
||||
int panelWidth = 200;
|
||||
int panelHeight = 200;
|
||||
int labelHeight = 20;
|
||||
int labelSpacing = 5;
|
||||
|
||||
// Session times (UTC)
|
||||
const int AsianSessionStart = 0; // 00:00 UTC
|
||||
const int AsianSessionEnd = 8; // 08:00 UTC
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Create panel |
|
||||
//+------------------------------------------------------------------+
|
||||
void CreatePanel()
|
||||
{
|
||||
// Create panel background
|
||||
ObjectCreate(0, panelName, OBJ_RECTANGLE_LABEL, 0, 0, 0);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_XDISTANCE, PanelX);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_YDISTANCE, PanelY);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_XSIZE, panelWidth);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_YSIZE, panelHeight);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_BGCOLOR, PanelBackground);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_BORDER_TYPE, BORDER_FLAT);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_CORNER, CORNER_LEFT_UPPER);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_COLOR, PanelText);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_STYLE, STYLE_SOLID);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_WIDTH, 1);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_BACK, false);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_SELECTABLE, false);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_SELECTED, false);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_HIDDEN, true);
|
||||
ObjectSetInteger(0, panelName, OBJPROP_ZORDER, 0);
|
||||
|
||||
// Create title label
|
||||
ObjectCreate(0, panelName + "Title", OBJ_LABEL, 0, 0, 0);
|
||||
ObjectSetInteger(0, panelName + "Title", OBJPROP_XDISTANCE, PanelX + 5);
|
||||
ObjectSetInteger(0, panelName + "Title", OBJPROP_YDISTANCE, PanelY + 5);
|
||||
ObjectSetInteger(0, panelName + "Title", OBJPROP_CORNER, CORNER_LEFT_UPPER);
|
||||
ObjectSetString(0, panelName + "Title", OBJPROP_TEXT, "RSI Reversal");
|
||||
ObjectSetInteger(0, panelName + "Title", OBJPROP_COLOR, PanelText);
|
||||
ObjectSetInteger(0, panelName + "Title", OBJPROP_FONTSIZE, 10);
|
||||
|
||||
// Create score labels
|
||||
CreateScoreLabel("RSI", "RSI: ", 0);
|
||||
CreateScoreLabel("Position", "Position: ", 1);
|
||||
CreateScoreLabel("Spread", "Spread: ", 2);
|
||||
CreateScoreLabel("Session", "Session: ", 3);
|
||||
CreateScoreLabel("SL", "Stop Loss: ", 4);
|
||||
CreateScoreLabel("TP", "Take Profit: ", 5);
|
||||
CreateScoreLabel("Cross", "Cross: ", 6);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Create score label |
|
||||
//+------------------------------------------------------------------+
|
||||
void CreateScoreLabel(string name, string text, int index)
|
||||
{
|
||||
ObjectCreate(0, panelName + name, OBJ_LABEL, 0, 0, 0);
|
||||
ObjectSetInteger(0, panelName + name, OBJPROP_XDISTANCE, PanelX + 5);
|
||||
ObjectSetInteger(0, panelName + name, OBJPROP_YDISTANCE, PanelY + 30 + index * (labelHeight + labelSpacing));
|
||||
ObjectSetInteger(0, panelName + name, OBJPROP_CORNER, CORNER_LEFT_UPPER);
|
||||
ObjectSetString(0, panelName + name, OBJPROP_TEXT, text);
|
||||
ObjectSetInteger(0, panelName + name, OBJPROP_COLOR, PanelText);
|
||||
ObjectSetInteger(0, panelName + name, OBJPROP_FONTSIZE, 8);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Update panel values |
|
||||
//+------------------------------------------------------------------+
|
||||
void UpdatePanel(double rsi, string position, int spread, string session, double sl, double tp, string crossInfo)
|
||||
{
|
||||
ObjectSetString(0, panelName + "RSI", OBJPROP_TEXT, "RSI: " + DoubleToString(rsi, 2));
|
||||
ObjectSetString(0, panelName + "Position", OBJPROP_TEXT, "Position: " + position);
|
||||
ObjectSetString(0, panelName + "Spread", OBJPROP_TEXT, "Spread: " + IntegerToString(spread) + " pips");
|
||||
ObjectSetString(0, panelName + "Session", OBJPROP_TEXT, "Session: " + session);
|
||||
ObjectSetString(0, panelName + "SL", OBJPROP_TEXT, "Stop Loss: " + IntegerToString(StopLossPips) + " pips");
|
||||
ObjectSetString(0, panelName + "TP", OBJPROP_TEXT, "Take Profit: " + IntegerToString(TakeProfitPips) + " pips");
|
||||
ObjectSetString(0, panelName + "Cross", OBJPROP_TEXT, "Cross: " + crossInfo);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| 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);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Get current session name |
|
||||
//+------------------------------------------------------------------+
|
||||
string GetCurrentSession()
|
||||
{
|
||||
datetime currentTime = TimeCurrent();
|
||||
MqlDateTime timeStruct;
|
||||
TimeToStruct(currentTime, timeStruct);
|
||||
|
||||
if(timeStruct.hour >= AsianSessionStart && timeStruct.hour < AsianSessionEnd)
|
||||
return "Asian";
|
||||
else if(timeStruct.hour >= 8 && timeStruct.hour < 16)
|
||||
return "London";
|
||||
else if(timeStruct.hour >= 13 && timeStruct.hour < 21)
|
||||
return "New York";
|
||||
else
|
||||
return "Other";
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check if trading is allowed |
|
||||
//+------------------------------------------------------------------+
|
||||
bool IsTradingAllowed()
|
||||
{
|
||||
// Check if market is open
|
||||
if(!SymbolInfoInteger(_Symbol, SYMBOL_TRADE_MODE) == 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()
|
||||
{
|
||||
// Reset crossover flags
|
||||
rsiCrossedOverbought = false;
|
||||
rsiCrossedOversold = false;
|
||||
rsiCrossedExitLevel = false;
|
||||
|
||||
// Check for overbought crossover (RSI crosses above overbought level)
|
||||
if(rsiPrevious < OverboughtLevel && rsiCurrent >= OverboughtLevel)
|
||||
{
|
||||
rsiCrossedOverbought = true;
|
||||
}
|
||||
|
||||
// Check for oversold crossover (RSI crosses below oversold level)
|
||||
if(rsiPrevious > OversoldLevel && rsiCurrent <= OversoldLevel)
|
||||
{
|
||||
rsiCrossedOversold = true;
|
||||
}
|
||||
|
||||
// Check for exit level crossover
|
||||
if(rsiPrevious < RSIExitLevel && rsiCurrent >= RSIExitLevel)
|
||||
{
|
||||
rsiCrossedExitLevel = true;
|
||||
}
|
||||
else if(rsiPrevious > RSIExitLevel && rsiCurrent <= RSIExitLevel)
|
||||
{
|
||||
rsiCrossedExitLevel = true;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
// Initialize RSI indicator
|
||||
rsiHandle = iRSI(_Symbol, PERIOD_M15, RSIPeriod, PRICE_CLOSE);
|
||||
|
||||
if(rsiHandle == INVALID_HANDLE)
|
||||
{
|
||||
return(INIT_FAILED);
|
||||
}
|
||||
|
||||
// Wait a bit for the indicator to be ready
|
||||
Sleep(100);
|
||||
|
||||
// Initialize RSI values with retry logic
|
||||
double rsi[];
|
||||
ArraySetAsSeries(rsi, true);
|
||||
|
||||
int retryCount = 0;
|
||||
bool rsiInitialized = false;
|
||||
|
||||
while(retryCount < 10 && !rsiInitialized)
|
||||
{
|
||||
int copied = CopyBuffer(rsiHandle, 0, 0, 3, rsi);
|
||||
if(copied >= 3)
|
||||
{
|
||||
rsiCurrent = rsi[0];
|
||||
rsiPrevious = rsi[1];
|
||||
rsiPrevious2 = rsi[2];
|
||||
rsiInitialized = true;
|
||||
}
|
||||
else
|
||||
{
|
||||
retryCount++;
|
||||
Sleep(100);
|
||||
}
|
||||
}
|
||||
|
||||
if(!rsiInitialized)
|
||||
{
|
||||
// Don't fail initialization, just set default values
|
||||
rsiCurrent = 50.0;
|
||||
rsiPrevious = 50.0;
|
||||
rsiPrevious2 = 50.0;
|
||||
}
|
||||
|
||||
// Create panel
|
||||
CreatePanel();
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert deinitialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
// Release indicator handles
|
||||
IndicatorRelease(rsiHandle);
|
||||
|
||||
// Remove panel objects
|
||||
ObjectsDeleteAll(0, panelName);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Close all trades for the current symbol |
|
||||
//+------------------------------------------------------------------+
|
||||
bool CloseAllTrades(string reason = "")
|
||||
{
|
||||
bool allClosed = true;
|
||||
int totalPositions = PositionsTotal();
|
||||
|
||||
if(totalPositions == 0)
|
||||
return true;
|
||||
|
||||
// Check if there are any positions with our magic number
|
||||
bool hasOurPositions = false;
|
||||
for(int i = 0; i < totalPositions; i++)
|
||||
{
|
||||
if(PositionGetSymbol(i) == _Symbol && PositionGetInteger(POSITION_MAGIC) == 123456)
|
||||
{
|
||||
hasOurPositions = true;
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
for(int i = totalPositions - 1; i >= 0; i--)
|
||||
{
|
||||
if(PositionGetSymbol(i) == _Symbol)
|
||||
{
|
||||
// Try to close position with retry logic
|
||||
int retryCount = 0;
|
||||
bool positionClosed = false;
|
||||
|
||||
while(retryCount < 3 && !positionClosed)
|
||||
{
|
||||
if(trade.PositionClose(_Symbol))
|
||||
{
|
||||
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;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert tick function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTick()
|
||||
{
|
||||
// Check if trading is allowed
|
||||
if(!IsTradingAllowed())
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Check if we're in Asian session
|
||||
if(!IsAsianSession())
|
||||
{
|
||||
// Close all positions if outside Asian session and CloseOutsideSession is true
|
||||
if(CloseOutsideSession && !sessionCloseAttempted)
|
||||
{
|
||||
CloseAllTrades("Outside Asian session");
|
||||
sessionCloseAttempted = true;
|
||||
}
|
||||
return;
|
||||
}
|
||||
else
|
||||
{
|
||||
// Reset the session close attempt flag when we enter Asian session
|
||||
sessionCloseAttempted = false;
|
||||
}
|
||||
|
||||
// Get current spread
|
||||
double spread = SymbolInfoDouble(_Symbol, SYMBOL_ASK) - SymbolInfoDouble(_Symbol, SYMBOL_BID);
|
||||
int spreadInPips = (int)(spread / _Point);
|
||||
|
||||
// Check if spread is too high
|
||||
if(spreadInPips > MaxSpread)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Get RSI values from bar data
|
||||
double rsi[];
|
||||
ArraySetAsSeries(rsi, true);
|
||||
|
||||
int copied = CopyBuffer(rsiHandle, 0, 0, 3, rsi);
|
||||
if(copied < 3)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Update RSI values
|
||||
rsiPrevious2 = rsiPrevious;
|
||||
rsiPrevious = rsiCurrent;
|
||||
rsiCurrent = rsi[0];
|
||||
|
||||
// Validate RSI values
|
||||
if(rsiCurrent == 0 || rsiPrevious == 0)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Check for RSI crossovers
|
||||
CheckRSICrossover();
|
||||
|
||||
// Get current prices
|
||||
double currentBid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
|
||||
double currentAsk = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
||||
|
||||
// Get position status
|
||||
string positionStatus = "None";
|
||||
for(int i = 0; i < PositionsTotal(); i++)
|
||||
{
|
||||
if(PositionGetSymbol(i) == _Symbol)
|
||||
{
|
||||
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
positionStatus = (posType == POSITION_TYPE_BUY) ? "Long" : "Short";
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
// Calculate stop loss and take profit levels
|
||||
double sl = 0;
|
||||
double tp = 0;
|
||||
|
||||
// Prepare crossover info for panel
|
||||
string crossInfo = "None";
|
||||
if(rsiCrossedOverbought) crossInfo = "Overbought";
|
||||
else if(rsiCrossedOversold) crossInfo = "Oversold";
|
||||
else if(rsiCrossedExitLevel) crossInfo = "Exit";
|
||||
|
||||
// Update panel
|
||||
UpdatePanel(rsiCurrent, positionStatus, spreadInPips, GetCurrentSession(), sl, tp, crossInfo);
|
||||
|
||||
// Check for open position
|
||||
bool hasOpenPosition = false;
|
||||
for(int i = 0; i < PositionsTotal(); i++)
|
||||
{
|
||||
if(PositionGetSymbol(i) == _Symbol)
|
||||
{
|
||||
hasOpenPosition = true;
|
||||
|
||||
// Get position details
|
||||
double positionProfit = PositionGetDouble(POSITION_PROFIT);
|
||||
double positionVolume = PositionGetDouble(POSITION_VOLUME);
|
||||
double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
|
||||
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
|
||||
// Check for RSI exit if enabled
|
||||
if(UseRSIExit && rsiCrossedExitLevel)
|
||||
{
|
||||
bool shouldExit = false;
|
||||
|
||||
// For long positions, exit when RSI crosses above exit level
|
||||
if(posType == POSITION_TYPE_BUY && rsiCurrent >= RSIExitLevel && rsiPrevious < RSIExitLevel)
|
||||
{
|
||||
shouldExit = true;
|
||||
}
|
||||
// For short positions, exit when RSI crosses below exit level
|
||||
else if(posType == POSITION_TYPE_SELL && rsiCurrent <= RSIExitLevel && rsiPrevious > RSIExitLevel)
|
||||
{
|
||||
shouldExit = true;
|
||||
}
|
||||
|
||||
if(shouldExit)
|
||||
{
|
||||
CloseAllTrades("RSI Exit Crossover");
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
||||
// Check for timeout
|
||||
if(TimeCurrent() - positionOpenTime > MaxDuration * 3600)
|
||||
{
|
||||
CloseAllTrades("Timeout");
|
||||
return;
|
||||
}
|
||||
|
||||
break;
|
||||
}
|
||||
}
|
||||
|
||||
// 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(rsiCrossedOversold)
|
||||
{
|
||||
double sl = UseStopLoss ? currentBid - StopLossPips * _Point : 0;
|
||||
double tp = UseTakeProfit ? currentBid + TakeProfitPips * _Point : 0;
|
||||
|
||||
if(UseStopLoss && sl >= currentBid)
|
||||
return;
|
||||
if(UseTakeProfit && tp <= currentBid)
|
||||
return;
|
||||
|
||||
// Set trade parameters
|
||||
trade.SetDeviationInPoints(3);
|
||||
trade.SetTypeFilling(ORDER_FILLING_IOC);
|
||||
trade.SetExpertMagicNumber(123456);
|
||||
|
||||
// Place buy order using CTrade
|
||||
if(trade.Buy(MaxLotSize, _Symbol, currentAsk, sl, tp, "RSI Oversold Crossover Buy"))
|
||||
{
|
||||
isPositionOpen = true;
|
||||
positionOpenPrice = currentAsk;
|
||||
positionOpenTime = TimeCurrent();
|
||||
lastPositionType = POSITION_TYPE_BUY;
|
||||
}
|
||||
}
|
||||
// Place sell order if RSI crosses above overbought level (overbought crossover)
|
||||
else if(rsiCrossedOverbought)
|
||||
{
|
||||
double sl = UseStopLoss ? currentAsk + StopLossPips * _Point : 0;
|
||||
double tp = UseTakeProfit ? currentAsk - TakeProfitPips * _Point : 0;
|
||||
|
||||
if(UseStopLoss && sl <= currentAsk)
|
||||
return;
|
||||
if(UseTakeProfit && tp >= currentAsk)
|
||||
return;
|
||||
|
||||
// Set trade parameters
|
||||
trade.SetDeviationInPoints(3);
|
||||
trade.SetTypeFilling(ORDER_FILLING_IOC);
|
||||
trade.SetExpertMagicNumber(123456);
|
||||
|
||||
// Place sell order using CTrade
|
||||
if(trade.Sell(MaxLotSize, _Symbol, currentBid, sl, tp, "RSI Overbought Crossover Sell"))
|
||||
{
|
||||
isPositionOpen = true;
|
||||
positionOpenPrice = currentBid;
|
||||
positionOpenTime = TimeCurrent();
|
||||
lastPositionType = POSITION_TYPE_SELL;
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
Before Width: | Height: | Size: 250 KiB |
@@ -1,281 +0,0 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSIScalping.mq5 |
|
||||
//| Copyright 2025, MetaQuotes Ltd. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, MetaQuotes Ltd."
|
||||
#property link "https://www.mql5.com"
|
||||
#property version "1.00"
|
||||
|
||||
#include <Trade\Trade.mqh>
|
||||
|
||||
//--- Input parameters
|
||||
input ENUM_TIMEFRAMES TimeFrame = PERIOD_H4; // 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 = 82; // RSI Overbought Level
|
||||
input double RSI_Oversold = 55; // RSI Oversold Level
|
||||
input double RSI_Target_Buy = 39; // RSI Target for Buy Exit
|
||||
input double RSI_Target_Sell = 35; // RSI Target for Sell Exit
|
||||
input int BarsToWait = 2; // Bars to wait when RSI goes against position
|
||||
input double LotSize = 50; // Lot Size
|
||||
input int MagicNumber = 12345; // Magic Number
|
||||
input int Slippage = 3; // Slippage in points
|
||||
|
||||
//--- Global variables
|
||||
CTrade trade;
|
||||
int rsi_handle;
|
||||
double rsi_buffer[];
|
||||
double rsi_prev, rsi_current, rsi_two_bars_ago;
|
||||
bool position_open = false;
|
||||
int position_ticket = 0;
|
||||
ENUM_POSITION_TYPE current_position_type = POSITION_TYPE_BUY;
|
||||
datetime last_bar_time = 0;
|
||||
bool rsi_against_position = false;
|
||||
int bars_against_count = 0;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
// Initialize RSI indicator
|
||||
rsi_handle = iRSI(_Symbol, TimeFrame, RSI_Period, RSI_Applied_Price);
|
||||
if(rsi_handle == INVALID_HANDLE)
|
||||
{
|
||||
return(INIT_FAILED);
|
||||
}
|
||||
|
||||
// Initialize trade object
|
||||
trade.SetExpertMagicNumber(MagicNumber);
|
||||
trade.SetDeviationInPoints(Slippage);
|
||||
trade.SetTypeFilling(ORDER_FILLING_FOK);
|
||||
|
||||
// Allocate arrays
|
||||
ArraySetAsSeries(rsi_buffer, true);
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert deinitialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
if(rsi_handle != INVALID_HANDLE)
|
||||
IndicatorRelease(rsi_handle);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert tick function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTick()
|
||||
{
|
||||
// Check if we have enough bars
|
||||
if(Bars(_Symbol, TimeFrame) < RSI_Period + 2)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Check if this is a new bar
|
||||
datetime current_bar_time = iTime(_Symbol, TimeFrame, 0);
|
||||
if(current_bar_time == last_bar_time)
|
||||
{
|
||||
return; // Still the same bar, don't process
|
||||
}
|
||||
|
||||
last_bar_time = current_bar_time;
|
||||
|
||||
// Update RSI values
|
||||
if(!UpdateRSI())
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Check for existing position
|
||||
CheckExistingPosition();
|
||||
|
||||
// Check for new entry signals
|
||||
if(!position_open)
|
||||
{
|
||||
CheckEntrySignals();
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Update RSI values |
|
||||
//+------------------------------------------------------------------+
|
||||
bool UpdateRSI()
|
||||
{
|
||||
if(CopyBuffer(rsi_handle, 0, 0, 3, rsi_buffer) < 3)
|
||||
{
|
||||
return false;
|
||||
}
|
||||
|
||||
rsi_current = rsi_buffer[0]; // Current bar
|
||||
rsi_prev = rsi_buffer[1]; // Previous bar
|
||||
rsi_two_bars_ago = rsi_buffer[2]; // Two bars ago
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check existing position for exit conditions |
|
||||
//+------------------------------------------------------------------+
|
||||
void CheckExistingPosition()
|
||||
{
|
||||
if(!position_open)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Check if position still exists
|
||||
if(!PositionSelectByTicket(position_ticket))
|
||||
{
|
||||
position_open = false;
|
||||
position_ticket = 0;
|
||||
rsi_against_position = false;
|
||||
bars_against_count = 0;
|
||||
return;
|
||||
}
|
||||
|
||||
// Exit conditions based on RSI target
|
||||
if(current_position_type == POSITION_TYPE_BUY)
|
||||
{
|
||||
// Check if RSI is against the position (below oversold)
|
||||
if(rsi_current < RSI_Oversold)
|
||||
{
|
||||
if(!rsi_against_position)
|
||||
{
|
||||
rsi_against_position = true;
|
||||
bars_against_count = 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
bars_against_count++;
|
||||
}
|
||||
|
||||
// Close position if RSI has been against for Y bars
|
||||
if(bars_against_count >= BarsToWait)
|
||||
{
|
||||
ClosePosition();
|
||||
return;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// RSI is no longer against the position, reset counter
|
||||
if(rsi_against_position)
|
||||
{
|
||||
rsi_against_position = false;
|
||||
bars_against_count = 0;
|
||||
}
|
||||
|
||||
// Exit long position when RSI reaches buy target
|
||||
if(rsi_current >= RSI_Target_Buy)
|
||||
{
|
||||
ClosePosition();
|
||||
}
|
||||
}
|
||||
}
|
||||
else if(current_position_type == POSITION_TYPE_SELL)
|
||||
{
|
||||
// Check if RSI is against the position (above overbought)
|
||||
if(rsi_current > RSI_Overbought)
|
||||
{
|
||||
if(!rsi_against_position)
|
||||
{
|
||||
rsi_against_position = true;
|
||||
bars_against_count = 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
bars_against_count++;
|
||||
}
|
||||
|
||||
// Close position if RSI has been against for Y bars
|
||||
if(bars_against_count >= BarsToWait)
|
||||
{
|
||||
ClosePosition();
|
||||
return;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// RSI is no longer against the position, reset counter
|
||||
if(rsi_against_position)
|
||||
{
|
||||
rsi_against_position = false;
|
||||
bars_against_count = 0;
|
||||
}
|
||||
|
||||
// Exit short position when RSI reaches sell target
|
||||
if(rsi_current <= RSI_Target_Sell)
|
||||
{
|
||||
ClosePosition();
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check for entry signals |
|
||||
//+------------------------------------------------------------------+
|
||||
void CheckEntrySignals()
|
||||
{
|
||||
// Buy signal: RSI crosses from oversold to above oversold (checking the actual crossover)
|
||||
if(rsi_two_bars_ago <= RSI_Oversold && rsi_prev > RSI_Oversold)
|
||||
{
|
||||
OpenBuyPosition();
|
||||
}
|
||||
|
||||
// Sell signal: RSI crosses from overbought to below overbought (checking the actual crossover)
|
||||
if(rsi_two_bars_ago >= RSI_Overbought && rsi_prev < RSI_Overbought)
|
||||
{
|
||||
OpenSellPosition();
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Open buy position |
|
||||
//+------------------------------------------------------------------+
|
||||
void OpenBuyPosition()
|
||||
{
|
||||
double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
||||
|
||||
if(trade.Buy(LotSize, _Symbol, ask, 0, 0, "RSI Scalping Buy"))
|
||||
{
|
||||
position_ticket = trade.ResultOrder();
|
||||
position_open = true;
|
||||
current_position_type = POSITION_TYPE_BUY;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Open sell position |
|
||||
//+------------------------------------------------------------------+
|
||||
void OpenSellPosition()
|
||||
{
|
||||
double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
|
||||
|
||||
if(trade.Sell(LotSize, _Symbol, bid, 0, 0, "RSI Scalping Sell"))
|
||||
{
|
||||
position_ticket = trade.ResultOrder();
|
||||
position_open = true;
|
||||
current_position_type = POSITION_TYPE_SELL;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Close current position |
|
||||
//+------------------------------------------------------------------+
|
||||
void ClosePosition()
|
||||
{
|
||||
if(trade.PositionClose(position_ticket))
|
||||
{
|
||||
position_open = false;
|
||||
position_ticket = 0;
|
||||
rsi_against_position = false;
|
||||
bars_against_count = 0;
|
||||
}
|
||||
}
|
||||
|
After Width: | Height: | Size: 8.2 KiB |
|
Before Width: | Height: | Size: 229 KiB |
@@ -1,363 +0,0 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSIScalping.mq5 |
|
||||
//| Copyright 2025, MetaQuotes Ltd. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, MetaQuotes Ltd."
|
||||
#property link "https://www.mql5.com"
|
||||
#property version "1.00"
|
||||
|
||||
#include <Trade\Trade.mqh>
|
||||
|
||||
//--- Input parameters
|
||||
input ENUM_TIMEFRAMES TimeFrame = PERIOD_M30; // Timeframe for Analysis
|
||||
input int RSI_Period = 14; // RSI Period
|
||||
input ENUM_APPLIED_PRICE RSI_Applied_Price = PRICE_CLOSE; // RSI Applied Price
|
||||
input double RSI_Overbought = 77; // RSI Overbought Level
|
||||
input double RSI_Oversold = 10; // RSI Oversold Level
|
||||
input double RSI_Target_Buy = 27; // RSI Target for Buy Exit
|
||||
input double RSI_Target_Sell = 43; // RSI Target for Sell Exit
|
||||
input int BarsToWait = 14; // Bars to wait when RSI goes against position
|
||||
input double LotSize = 0.1; // Lot Size
|
||||
input int MagicNumber = 12345; // Magic Number
|
||||
input int Slippage = 3; // Slippage in points
|
||||
|
||||
//--- Global variables
|
||||
CTrade trade;
|
||||
int rsi_handle;
|
||||
double rsi_buffer[];
|
||||
double rsi_prev, rsi_current, rsi_two_bars_ago;
|
||||
bool position_open = false;
|
||||
int position_ticket = 0;
|
||||
ENUM_POSITION_TYPE current_position_type = POSITION_TYPE_BUY;
|
||||
datetime last_bar_time = 0;
|
||||
bool rsi_against_position = false;
|
||||
int bars_against_count = 0;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
// Initialize RSI indicator
|
||||
rsi_handle = iRSI(_Symbol, TimeFrame, RSI_Period, RSI_Applied_Price);
|
||||
if(rsi_handle == INVALID_HANDLE)
|
||||
{
|
||||
Print("Error creating RSI indicator");
|
||||
return(INIT_FAILED);
|
||||
}
|
||||
|
||||
// Initialize trade object
|
||||
trade.SetExpertMagicNumber(MagicNumber);
|
||||
trade.SetDeviationInPoints(Slippage);
|
||||
trade.SetTypeFilling(ORDER_FILLING_FOK);
|
||||
|
||||
// Allocate arrays
|
||||
ArraySetAsSeries(rsi_buffer, true);
|
||||
|
||||
Print("RSI Scalping EA initialized successfully on timeframe: ", EnumToString(TimeFrame));
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert deinitialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
if(rsi_handle != INVALID_HANDLE)
|
||||
IndicatorRelease(rsi_handle);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert tick function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTick()
|
||||
{
|
||||
// Check if we have enough bars
|
||||
if(Bars(_Symbol, TimeFrame) < RSI_Period + 2)
|
||||
{
|
||||
Print("TRACE: Not enough bars. Bars=", Bars(_Symbol, TimeFrame), " RSI_Period+2=", RSI_Period+2);
|
||||
return;
|
||||
}
|
||||
|
||||
// Check if this is a new bar
|
||||
datetime current_bar_time = iTime(_Symbol, TimeFrame, 0);
|
||||
if(current_bar_time == last_bar_time)
|
||||
{
|
||||
Print("TRACE: Same bar, skipping. current_bar_time=", current_bar_time, " last_bar_time=", last_bar_time);
|
||||
return; // Still the same bar, don't process
|
||||
}
|
||||
|
||||
Print("TRACE: New bar detected. current_bar_time=", current_bar_time, " last_bar_time=", last_bar_time);
|
||||
last_bar_time = current_bar_time;
|
||||
|
||||
// Update RSI values
|
||||
if(!UpdateRSI())
|
||||
{
|
||||
Print("TRACE: Failed to update RSI values");
|
||||
return;
|
||||
}
|
||||
|
||||
Print("TRACE: RSI values - Current=", rsi_current, " Previous=", rsi_prev);
|
||||
|
||||
// Check for existing position
|
||||
CheckExistingPosition();
|
||||
|
||||
// Check for new entry signals
|
||||
if(!position_open)
|
||||
{
|
||||
Print("TRACE: No position open, checking entry signals");
|
||||
CheckEntrySignals();
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Position already open, skipping entry signals");
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Update RSI values |
|
||||
//+------------------------------------------------------------------+
|
||||
bool UpdateRSI()
|
||||
{
|
||||
Print("TRACE: Updating RSI values...");
|
||||
|
||||
if(CopyBuffer(rsi_handle, 0, 0, 3, rsi_buffer) < 3)
|
||||
{
|
||||
Print("TRACE: Error copying RSI data. Copied=", CopyBuffer(rsi_handle, 0, 0, 3, rsi_buffer));
|
||||
return false;
|
||||
}
|
||||
|
||||
rsi_current = rsi_buffer[0]; // Current bar
|
||||
rsi_prev = rsi_buffer[1]; // Previous bar
|
||||
rsi_two_bars_ago = rsi_buffer[2]; // Two bars ago
|
||||
|
||||
Print("TRACE: RSI buffer values - [0]=", rsi_buffer[0], " [1]=", rsi_buffer[1], " [2]=", rsi_buffer[2]);
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check existing position for exit conditions |
|
||||
//+------------------------------------------------------------------+
|
||||
void CheckExistingPosition()
|
||||
{
|
||||
if(!position_open)
|
||||
{
|
||||
Print("TRACE: No position open, skipping position check");
|
||||
return;
|
||||
}
|
||||
|
||||
Print("TRACE: Checking existing position. Ticket=", position_ticket, " Type=", (current_position_type == POSITION_TYPE_BUY ? "BUY" : "SELL"));
|
||||
|
||||
// Check if position still exists
|
||||
if(!PositionSelectByTicket(position_ticket))
|
||||
{
|
||||
Print("TRACE: Position no longer exists, resetting state");
|
||||
position_open = false;
|
||||
position_ticket = 0;
|
||||
rsi_against_position = false;
|
||||
bars_against_count = 0;
|
||||
return;
|
||||
}
|
||||
|
||||
// Exit conditions based on RSI target
|
||||
if(current_position_type == POSITION_TYPE_BUY)
|
||||
{
|
||||
Print("TRACE: Checking BUY position exit - rsi_current=", rsi_current, " RSI_Target_Buy=", RSI_Target_Buy, " RSI_Oversold=", RSI_Oversold);
|
||||
|
||||
// Check if RSI is against the position (below oversold)
|
||||
if(rsi_current < RSI_Oversold)
|
||||
{
|
||||
if(!rsi_against_position)
|
||||
{
|
||||
Print("TRACE: RSI went against BUY position (below oversold), starting counter");
|
||||
rsi_against_position = true;
|
||||
bars_against_count = 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
bars_against_count++;
|
||||
Print("TRACE: RSI still against BUY position. Bars against: ", bars_against_count, "/", BarsToWait);
|
||||
}
|
||||
|
||||
// Close position if RSI has been against for Y bars
|
||||
if(bars_against_count >= BarsToWait)
|
||||
{
|
||||
Print("TRACE: RSI against BUY position for ", BarsToWait, " bars, closing position!");
|
||||
ClosePosition();
|
||||
return;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// RSI is no longer against the position, reset counter
|
||||
if(rsi_against_position)
|
||||
{
|
||||
Print("TRACE: RSI no longer against BUY position, resetting counter");
|
||||
rsi_against_position = false;
|
||||
bars_against_count = 0;
|
||||
}
|
||||
|
||||
// Exit long position when RSI reaches buy target
|
||||
if(rsi_current >= RSI_Target_Buy)
|
||||
{
|
||||
Print("TRACE: BUY position target reached!");
|
||||
ClosePosition();
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: BUY position exit condition not met");
|
||||
}
|
||||
}
|
||||
}
|
||||
else if(current_position_type == POSITION_TYPE_SELL)
|
||||
{
|
||||
Print("TRACE: Checking SELL position exit - rsi_current=", rsi_current, " RSI_Target_Sell=", RSI_Target_Sell, " RSI_Overbought=", RSI_Overbought);
|
||||
|
||||
// Check if RSI is against the position (above overbought)
|
||||
if(rsi_current > RSI_Overbought)
|
||||
{
|
||||
if(!rsi_against_position)
|
||||
{
|
||||
Print("TRACE: RSI went against SELL position (above overbought), starting counter");
|
||||
rsi_against_position = true;
|
||||
bars_against_count = 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
bars_against_count++;
|
||||
Print("TRACE: RSI still against SELL position. Bars against: ", bars_against_count, "/", BarsToWait);
|
||||
}
|
||||
|
||||
// Close position if RSI has been against for Y bars
|
||||
if(bars_against_count >= BarsToWait)
|
||||
{
|
||||
Print("TRACE: RSI against SELL position for ", BarsToWait, " bars, closing position!");
|
||||
ClosePosition();
|
||||
return;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// RSI is no longer against the position, reset counter
|
||||
if(rsi_against_position)
|
||||
{
|
||||
Print("TRACE: RSI no longer against SELL position, resetting counter");
|
||||
rsi_against_position = false;
|
||||
bars_against_count = 0;
|
||||
}
|
||||
|
||||
// Exit short position when RSI reaches sell target
|
||||
if(rsi_current <= RSI_Target_Sell)
|
||||
{
|
||||
Print("TRACE: SELL position target reached!");
|
||||
ClosePosition();
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: SELL position exit condition not met");
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check for entry signals |
|
||||
//+------------------------------------------------------------------+
|
||||
void CheckEntrySignals()
|
||||
{
|
||||
Print("TRACE: Checking entry signals...");
|
||||
Print("TRACE: Buy condition - rsi_two_bars_ago <= RSI_Oversold && rsi_prev > RSI_Oversold");
|
||||
Print("TRACE: Buy condition values - rsi_two_bars_ago=", rsi_two_bars_ago, " <= ", RSI_Oversold, " && rsi_prev=", rsi_prev, " > ", RSI_Oversold);
|
||||
|
||||
// Buy signal: RSI crosses from oversold to above oversold (checking the actual crossover)
|
||||
if(rsi_two_bars_ago <= RSI_Oversold && rsi_prev > RSI_Oversold)
|
||||
{
|
||||
Print("TRACE: Buy signal detected!");
|
||||
OpenBuyPosition();
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Buy signal condition not met");
|
||||
}
|
||||
|
||||
Print("TRACE: Sell condition - rsi_two_bars_ago >= RSI_Overbought && rsi_prev < RSI_Overbought");
|
||||
Print("TRACE: Sell condition values - rsi_two_bars_ago=", rsi_two_bars_ago, " >= ", RSI_Overbought, " && rsi_prev=", rsi_prev, " < ", RSI_Overbought);
|
||||
|
||||
// Sell signal: RSI crosses from overbought to below overbought (checking the actual crossover)
|
||||
if(rsi_two_bars_ago >= RSI_Overbought && rsi_prev < RSI_Overbought)
|
||||
{
|
||||
Print("TRACE: Sell signal detected!");
|
||||
OpenSellPosition();
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Sell signal condition not met");
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Open buy position |
|
||||
//+------------------------------------------------------------------+
|
||||
void OpenBuyPosition()
|
||||
{
|
||||
Print("TRACE: Attempting to open buy position...");
|
||||
double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
||||
Print("TRACE: Current ask price=", ask, " LotSize=", LotSize);
|
||||
|
||||
if(trade.Buy(LotSize, _Symbol, ask, 0, 0, "RSI Scalping Buy"))
|
||||
{
|
||||
position_ticket = trade.ResultOrder();
|
||||
position_open = true;
|
||||
current_position_type = POSITION_TYPE_BUY;
|
||||
Print("TRACE: Buy position opened successfully! Ticket=", position_ticket, " Price=", ask);
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Error opening buy position. Retcode=", trade.ResultRetcode(), " Description=", trade.ResultRetcodeDescription());
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Open sell position |
|
||||
//+------------------------------------------------------------------+
|
||||
void OpenSellPosition()
|
||||
{
|
||||
Print("TRACE: Attempting to open sell position...");
|
||||
double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
|
||||
Print("TRACE: Current bid price=", bid, " LotSize=", LotSize);
|
||||
|
||||
if(trade.Sell(LotSize, _Symbol, bid, 0, 0, "RSI Scalping Sell"))
|
||||
{
|
||||
position_ticket = trade.ResultOrder();
|
||||
position_open = true;
|
||||
current_position_type = POSITION_TYPE_SELL;
|
||||
Print("TRACE: Sell position opened successfully! Ticket=", position_ticket, " Price=", bid);
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Error opening sell position. Retcode=", trade.ResultRetcode(), " Description=", trade.ResultRetcodeDescription());
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Close current position |
|
||||
//+------------------------------------------------------------------+
|
||||
void ClosePosition()
|
||||
{
|
||||
Print("TRACE: Attempting to close position. Ticket=", position_ticket);
|
||||
|
||||
if(trade.PositionClose(position_ticket))
|
||||
{
|
||||
Print("TRACE: Position closed successfully! Ticket=", position_ticket);
|
||||
position_open = false;
|
||||
position_ticket = 0;
|
||||
rsi_against_position = false;
|
||||
bars_against_count = 0;
|
||||
}
|
||||
else
|
||||
{
|
||||
Print("TRACE: Error closing position. Retcode=", trade.ResultRetcode(), " Description=", trade.ResultRetcodeDescription());
|
||||
}
|
||||
}
|
||||
|
Before Width: | Height: | Size: 223 KiB |
|
After Width: | Height: | Size: 8.7 KiB |
|
Before Width: | Height: | Size: 234 KiB |
|
After Width: | Height: | Size: 8.6 KiB |
|
Before Width: | Height: | Size: 201 KiB |
@@ -1,281 +0,0 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| RSIScalping.mq5 |
|
||||
//| Copyright 2025, MetaQuotes Ltd. |
|
||||
//| https://www.mql5.com |
|
||||
//+------------------------------------------------------------------+
|
||||
#property copyright "Copyright 2025, MetaQuotes Ltd."
|
||||
#property link "https://www.mql5.com"
|
||||
#property version "1.00"
|
||||
|
||||
#include <Trade\Trade.mqh>
|
||||
|
||||
//--- Input parameters
|
||||
input ENUM_TIMEFRAMES TimeFrame = PERIOD_H1; // Timeframe for Analysis
|
||||
input int RSI_Period = 14; // RSI Period
|
||||
input ENUM_APPLIED_PRICE RSI_Applied_Price = PRICE_CLOSE; // RSI Applied Price
|
||||
input double RSI_Overbought = 49; // RSI Overbought Level
|
||||
input double RSI_Oversold = 46; // RSI Oversold Level
|
||||
input double RSI_Target_Buy = 85; // RSI Target for Buy Exit
|
||||
input double RSI_Target_Sell = 35; // RSI Target for Sell Exit
|
||||
input int BarsToWait = 10; // Bars to wait when RSI goes against position
|
||||
input double LotSize = 0.1; // Lot Size
|
||||
input int MagicNumber = 12345; // Magic Number
|
||||
input int Slippage = 3; // Slippage in points
|
||||
|
||||
//--- Global variables
|
||||
CTrade trade;
|
||||
int rsi_handle;
|
||||
double rsi_buffer[];
|
||||
double rsi_prev, rsi_current, rsi_two_bars_ago;
|
||||
bool position_open = false;
|
||||
int position_ticket = 0;
|
||||
ENUM_POSITION_TYPE current_position_type = POSITION_TYPE_BUY;
|
||||
datetime last_bar_time = 0;
|
||||
bool rsi_against_position = false;
|
||||
int bars_against_count = 0;
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert initialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnInit()
|
||||
{
|
||||
// Initialize RSI indicator
|
||||
rsi_handle = iRSI(_Symbol, TimeFrame, RSI_Period, RSI_Applied_Price);
|
||||
if(rsi_handle == INVALID_HANDLE)
|
||||
{
|
||||
return(INIT_FAILED);
|
||||
}
|
||||
|
||||
// Initialize trade object
|
||||
trade.SetExpertMagicNumber(MagicNumber);
|
||||
trade.SetDeviationInPoints(Slippage);
|
||||
trade.SetTypeFilling(ORDER_FILLING_FOK);
|
||||
|
||||
// Allocate arrays
|
||||
ArraySetAsSeries(rsi_buffer, true);
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert deinitialization function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
if(rsi_handle != INVALID_HANDLE)
|
||||
IndicatorRelease(rsi_handle);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Expert tick function |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTick()
|
||||
{
|
||||
// Check if we have enough bars
|
||||
if(Bars(_Symbol, TimeFrame) < RSI_Period + 2)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Check if this is a new bar
|
||||
datetime current_bar_time = iTime(_Symbol, TimeFrame, 0);
|
||||
if(current_bar_time == last_bar_time)
|
||||
{
|
||||
return; // Still the same bar, don't process
|
||||
}
|
||||
|
||||
last_bar_time = current_bar_time;
|
||||
|
||||
// Update RSI values
|
||||
if(!UpdateRSI())
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Check for existing position
|
||||
CheckExistingPosition();
|
||||
|
||||
// Check for new entry signals
|
||||
if(!position_open)
|
||||
{
|
||||
CheckEntrySignals();
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Update RSI values |
|
||||
//+------------------------------------------------------------------+
|
||||
bool UpdateRSI()
|
||||
{
|
||||
if(CopyBuffer(rsi_handle, 0, 0, 3, rsi_buffer) < 3)
|
||||
{
|
||||
return false;
|
||||
}
|
||||
|
||||
rsi_current = rsi_buffer[0]; // Current bar
|
||||
rsi_prev = rsi_buffer[1]; // Previous bar
|
||||
rsi_two_bars_ago = rsi_buffer[2]; // Two bars ago
|
||||
|
||||
return true;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check existing position for exit conditions |
|
||||
//+------------------------------------------------------------------+
|
||||
void CheckExistingPosition()
|
||||
{
|
||||
if(!position_open)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
// Check if position still exists
|
||||
if(!PositionSelectByTicket(position_ticket))
|
||||
{
|
||||
position_open = false;
|
||||
position_ticket = 0;
|
||||
rsi_against_position = false;
|
||||
bars_against_count = 0;
|
||||
return;
|
||||
}
|
||||
|
||||
// Exit conditions based on RSI target
|
||||
if(current_position_type == POSITION_TYPE_BUY)
|
||||
{
|
||||
// Check if RSI is against the position (below oversold)
|
||||
if(rsi_current < RSI_Oversold)
|
||||
{
|
||||
if(!rsi_against_position)
|
||||
{
|
||||
rsi_against_position = true;
|
||||
bars_against_count = 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
bars_against_count++;
|
||||
}
|
||||
|
||||
// Close position if RSI has been against for Y bars
|
||||
if(bars_against_count >= BarsToWait)
|
||||
{
|
||||
ClosePosition();
|
||||
return;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// RSI is no longer against the position, reset counter
|
||||
if(rsi_against_position)
|
||||
{
|
||||
rsi_against_position = false;
|
||||
bars_against_count = 0;
|
||||
}
|
||||
|
||||
// Exit long position when RSI reaches buy target
|
||||
if(rsi_current >= RSI_Target_Buy)
|
||||
{
|
||||
ClosePosition();
|
||||
}
|
||||
}
|
||||
}
|
||||
else if(current_position_type == POSITION_TYPE_SELL)
|
||||
{
|
||||
// Check if RSI is against the position (above overbought)
|
||||
if(rsi_current > RSI_Overbought)
|
||||
{
|
||||
if(!rsi_against_position)
|
||||
{
|
||||
rsi_against_position = true;
|
||||
bars_against_count = 1;
|
||||
}
|
||||
else
|
||||
{
|
||||
bars_against_count++;
|
||||
}
|
||||
|
||||
// Close position if RSI has been against for Y bars
|
||||
if(bars_against_count >= BarsToWait)
|
||||
{
|
||||
ClosePosition();
|
||||
return;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
// RSI is no longer against the position, reset counter
|
||||
if(rsi_against_position)
|
||||
{
|
||||
rsi_against_position = false;
|
||||
bars_against_count = 0;
|
||||
}
|
||||
|
||||
// Exit short position when RSI reaches sell target
|
||||
if(rsi_current <= RSI_Target_Sell)
|
||||
{
|
||||
ClosePosition();
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Check for entry signals |
|
||||
//+------------------------------------------------------------------+
|
||||
void CheckEntrySignals()
|
||||
{
|
||||
// Buy signal: RSI crosses from oversold to above oversold (checking the actual crossover)
|
||||
if(rsi_two_bars_ago <= RSI_Oversold && rsi_prev > RSI_Oversold)
|
||||
{
|
||||
OpenBuyPosition();
|
||||
}
|
||||
|
||||
// Sell signal: RSI crosses from overbought to below overbought (checking the actual crossover)
|
||||
if(rsi_two_bars_ago >= RSI_Overbought && rsi_prev < RSI_Overbought)
|
||||
{
|
||||
OpenSellPosition();
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Open buy position |
|
||||
//+------------------------------------------------------------------+
|
||||
void OpenBuyPosition()
|
||||
{
|
||||
double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
||||
|
||||
if(trade.Buy(LotSize, _Symbol, ask, 0, 0, "RSI Scalping Buy"))
|
||||
{
|
||||
position_ticket = trade.ResultOrder();
|
||||
position_open = true;
|
||||
current_position_type = POSITION_TYPE_BUY;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Open sell position |
|
||||
//+------------------------------------------------------------------+
|
||||
void OpenSellPosition()
|
||||
{
|
||||
double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
|
||||
|
||||
if(trade.Sell(LotSize, _Symbol, bid, 0, 0, "RSI Scalping Sell"))
|
||||
{
|
||||
position_ticket = trade.ResultOrder();
|
||||
position_open = true;
|
||||
current_position_type = POSITION_TYPE_SELL;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Close current position |
|
||||
//+------------------------------------------------------------------+
|
||||
void ClosePosition()
|
||||
{
|
||||
if(trade.PositionClose(position_ticket))
|
||||
{
|
||||
position_open = false;
|
||||
position_ticket = 0;
|
||||
rsi_against_position = false;
|
||||
bars_against_count = 0;
|
||||
}
|
||||
}
|
||||
|
Before Width: | Height: | Size: 238 KiB |
|
After Width: | Height: | Size: 8.4 KiB |
|
Before Width: | Height: | Size: 233 KiB |