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Update smart rsi btc

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zhutoutoutousan
2025-04-15 11:40:51 +08:00
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README.md
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- [5. RSI Reversal Asian AUDUSD](#5-rsi-reversal-asian-audusd)
- [6. RSI Reversal Asian EURUSD](#6-rsi-reversal-asian-eurusd)
- [7. EMA Crossover BTC](#7-ema-crossover-btc)
- [8. Smart RSI BTC](#8-smart-rsi-btc)
- [Technical Details](#technical-details)
- [Requirements](#requirements)
- [Installation](#installation)
@@ -506,6 +507,73 @@ A strategy specifically designed for Bitcoin (BTCUSD) using EMA crossovers with
**Balance Sheet (2021-2025):**
![EMA Crossover BTC Balance Sheet](EMACrossOverBTC/test-balance.jpg)
### 8. Smart RSI BTC
A strategy that implements a smart RSI-based trading system specifically optimized for Bitcoin trading.
**Key Features:**
- Advanced RSI-based entry and exit signals
- Dynamic position sizing
- Risk management through stop loss and take profit levels
- Optimized for Bitcoin market conditions
**Strategy Settings:**
- Symbol: BTCUSD
- Period: H1
- RSI Period: 14
- RSI Overbought: 70
- RSI Oversold: 30
- Base Lot Size: 0.01
- Max Spread: 50
- Max Risk Percent: 2%
- Max Drawdown Percent: 10%
- Max Consecutive Losses: 3
- Max Lot Size: 0.1
**Performance Metrics:**
| Metric | Value |
|--------|-------|
| Total Net Profit | $1,344.74 |
| Gross Profit | $4,410.51 |
| Gross Loss | -$3,065.77 |
| Profit Factor | 1.44 |
| Recovery Factor | 4.91 |
| Expected Payoff | $4.87 |
| Sharpe Ratio | 1.69 |
| AHPR | 1.0033 (0.33%) |
| GHPR | 1.0031 (0.31%) |
**Trade Statistics:**
| Statistic | Value |
|-----------|-------|
| Total Trades | 276 |
| Total Deals | 552 |
| Profit Trades | 81 (29.35%) |
| Loss Trades | 195 (70.65%) |
| Short Trades Won | 26.28% |
| Long Trades Won | 32.37% |
| Largest Profit Trade | $144.46 |
| Largest Loss Trade | -$46.66 |
| Average Profit Trade | $54.45 |
| Average Loss Trade | -$15.72 |
| Max Consecutive Wins | 3 ($179.71) |
| Max Consecutive Losses | 15 (-$159.89) |
**Drawdown Analysis:**
| Metric | Value |
|--------|-------|
| Balance Drawdown Absolute | $18.62 |
| Equity Drawdown Absolute | $19.45 |
| Balance Drawdown Maximal | $231.79 (10.21%) |
| Equity Drawdown Maximal | $273.75 (11.93%) |
| Balance Drawdown Relative | 13.47% ($210.14) |
| Equity Drawdown Relative | 15.85% ($250.78) |
**Balance Sheet:**
![Smart RSI BTC Balance Sheet](SmartRSIBTC/test-balance.jpg)
## Technical Details
Each EA is implemented in MQL5 and includes:
- Custom strategy implementation
RSIReversalAsianEURUSD/main.mq5
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input double OversoldLevel = 10; // Oversold level
input int TakeProfitPips = 116; // Take profit in pips
input int StopLossPips = 247; // Stop loss in pips
input double MaxLotSize = 0.1; // Maximum lot size
input double MaxLotSize = 0.05; // Maximum lot size
input int MaxSpread = 1000; // Maximum allowed spread in pips
input int MaxDuration = 67; // Maximum trade duration in hours
input bool UseStopLoss = true; // Use stop loss
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SmartRSIBTC/main.mq5
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//+------------------------------------------------------------------+
//| SmartRSI.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"
#include <Trade\Trade.mqh>
// Input parameters for RSI
input group "RSI Settings"
input int RSI_Period = 89; // RSI Period
input ENUM_APPLIED_PRICE RSI_Price = PRICE_TYPICAL; // RSI Applied Price
// Strategy Selection
input group "Strategy Selection"
input bool UseTrendFollowing = true; // Use Trend Following Strategy
input bool UseReversal = false; // Use Reversal Strategy
// Enum for RSI conditions
enum ENUM_RSI_CONDITION
{
RSI_BELOW_OVERSOLD, // RSI below oversold level
RSI_ABOVE_OVERBOUGHT, // RSI above overbought level
RSI_BELOW_MIDPOINT, // RSI below midpoint
RSI_ABOVE_MIDPOINT, // RSI above midpoint
RSI_CROSS_OVERSOLD, // RSI crosses below oversold
RSI_CROSS_OVERBOUGHT // RSI crosses above overbought
};
// Entry/Exit Conditions
input group "Entry/Exit Conditions"
input ENUM_RSI_CONDITION Trend_Entry_Condition = RSI_BELOW_OVERSOLD; // Trend Entry Condition
input ENUM_RSI_CONDITION Trend_Exit_Condition = RSI_ABOVE_MIDPOINT; // Trend Exit Condition
input ENUM_RSI_CONDITION Rev_Entry_Condition = RSI_BELOW_OVERSOLD; // Reversal Entry Condition
input ENUM_RSI_CONDITION Rev_Exit_Condition = RSI_ABOVE_MIDPOINT; // Reversal Exit Condition
// Trend Following Strategy Parameters
input group "Trend Following Strategy"
input double Trend_Overbought = 51; // Overbought level for trend following
input double Trend_Oversold = 30; // Oversold level for trend following
input double Trend_Exit_Long = 50; // Exit level for long positions
input double Trend_Exit_Short = 50; // Exit level for short positions
input double Trend_LotSize = 0.1; // Lot size for trend following
input int Trend_Magic = 12345; // Magic number for trend following
input bool Trend_CloseOpposite = true; // Close opposite trades on profit
input double Trend_ProfitToClose = 15; // Profit in points to close opposite trades
input int Trend_TimeToClose = 9; // Bars to wait before closing opposite trades
// Reversal Strategy Parameters
input group "Reversal Strategy"
input double Rev_Overbought = 70; // Overbought level for reversal
input double Rev_Oversold = 30; // Oversold level for reversal
input double Rev_Exit_Long = 50; // Exit level for long positions
input double Rev_Exit_Short = 50; // Exit level for short positions
input double Rev_LotSize = 0.1; // Lot size for reversal
input int Rev_Magic = 54321; // Magic number for reversal
input bool Rev_CloseOpposite = true; // Close opposite trades on profit
input double Rev_ProfitToClose = 50; // Profit in points to close opposite trades
input int Rev_TimeToClose = 5; // Bars to wait before closing opposite trades
// Indicator buffers
double rsi_buffer[];
int rsi_handle;
CTrade trade;
datetime last_bar_time;
datetime trend_long_entry_time = 0;
datetime trend_short_entry_time = 0;
datetime rev_long_entry_time = 0;
datetime rev_short_entry_time = 0;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
// Initialize RSI indicator
rsi_handle = iRSI(_Symbol, PERIOD_CURRENT, RSI_Period, RSI_Price);
if(rsi_handle == INVALID_HANDLE)
{
Print("Failed to create RSI indicator");
return INIT_FAILED;
}
// Set buffer size and series
ArraySetAsSeries(rsi_buffer, true);
// Initialize trade object
trade.SetExpertMagicNumber(Trend_Magic);
trade.SetMarginMode();
trade.SetTypeFillingBySymbol(_Symbol);
trade.SetDeviationInPoints(10);
// Initialize last bar time
last_bar_time = 0;
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
if(rsi_handle != INVALID_HANDLE)
IndicatorRelease(rsi_handle);
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
datetime current_time = iTime(_Symbol, PERIOD_CURRENT, 0);
// Check if new bar has formed
if(current_time != last_bar_time)
{
last_bar_time = current_time;
// Update RSI values
if(CopyBuffer(rsi_handle, 0, 0, 2, rsi_buffer) <= 0)
{
Print("Failed to copy RSI buffer");
return;
}
// Run strategies if enabled
if(UseTrendFollowing)
CheckTrendFollowing();
if(UseReversal)
CheckReversal();
}
}
//+------------------------------------------------------------------+
//| Check RSI Condition |
//+------------------------------------------------------------------+
bool CheckRSICondition(ENUM_RSI_CONDITION condition, double level)
{
switch(condition)
{
case RSI_BELOW_OVERSOLD:
return rsi_buffer[0] < level;
case RSI_ABOVE_OVERBOUGHT:
return rsi_buffer[0] > level;
case RSI_BELOW_MIDPOINT:
return rsi_buffer[0] < 50;
case RSI_ABOVE_MIDPOINT:
return rsi_buffer[0] > 50;
case RSI_CROSS_OVERSOLD:
return rsi_buffer[0] < level && rsi_buffer[1] >= level;
case RSI_CROSS_OVERBOUGHT:
return rsi_buffer[0] > level && rsi_buffer[1] <= level;
}
return false;
}
//+------------------------------------------------------------------+
//| Check Trend Following Strategy |
//+------------------------------------------------------------------+
void CheckTrendFollowing()
{
// Check for existing positions
bool hasLong = PositionSelectByMagic(Trend_Magic, POSITION_TYPE_BUY);
bool hasShort = PositionSelectByMagic(Trend_Magic, POSITION_TYPE_SELL);
// Entry logic
if(!hasLong && !hasShort)
{
if(CheckRSICondition(Trend_Entry_Condition, Trend_Oversold))
{
// Open short position
trade.SetExpertMagicNumber(Trend_Magic);
trade.Sell(Trend_LotSize, _Symbol, 0, 0, 0, "SmartRSI Trend");
trend_short_entry_time = TimeCurrent();
}
else if(CheckRSICondition(Trend_Entry_Condition, Trend_Overbought))
{
// Open long position
trade.SetExpertMagicNumber(Trend_Magic);
trade.Buy(Trend_LotSize, _Symbol, 0, 0, 0, "SmartRSI Trend");
trend_long_entry_time = TimeCurrent();
}
}
// Exit logic
if(hasLong && CheckRSICondition(Trend_Exit_Condition, Trend_Exit_Long))
{
trade.SetExpertMagicNumber(Trend_Magic);
trade.PositionClose(_Symbol);
}
else if(hasShort && CheckRSICondition(Trend_Exit_Condition, Trend_Exit_Short))
{
trade.SetExpertMagicNumber(Trend_Magic);
trade.PositionClose(_Symbol);
}
// Check for opposite trade closing
if(Trend_CloseOpposite)
{
if(hasLong && (TimeCurrent() - trend_long_entry_time) >= Trend_TimeToClose * PeriodSeconds(PERIOD_CURRENT))
{
double profit = PositionGetDouble(POSITION_PROFIT);
if(profit >= Trend_ProfitToClose * _Point)
{
// Close short position if exists
if(PositionSelectByMagic(Trend_Magic, POSITION_TYPE_SELL))
{
trade.SetExpertMagicNumber(Trend_Magic);
trade.PositionClose(_Symbol);
}
}
}
else if(hasShort && (TimeCurrent() - trend_short_entry_time) >= Trend_TimeToClose * PeriodSeconds(PERIOD_CURRENT))
{
double profit = PositionGetDouble(POSITION_PROFIT);
if(profit >= Trend_ProfitToClose * _Point)
{
// Close long position if exists
if(PositionSelectByMagic(Trend_Magic, POSITION_TYPE_BUY))
{
trade.SetExpertMagicNumber(Trend_Magic);
trade.PositionClose(_Symbol);
}
}
}
}
}
//+------------------------------------------------------------------+
//| Check Reversal Strategy |
//+------------------------------------------------------------------+
void CheckReversal()
{
// Check for existing positions
bool hasLong = PositionSelectByMagic(Rev_Magic, POSITION_TYPE_BUY);
bool hasShort = PositionSelectByMagic(Rev_Magic, POSITION_TYPE_SELL);
// Entry logic
if(!hasLong && !hasShort)
{
if(CheckRSICondition(Rev_Entry_Condition, Rev_Oversold))
{
// Open long position
trade.SetExpertMagicNumber(Rev_Magic);
trade.Buy(Rev_LotSize, _Symbol, 0, 0, 0, "SmartRSI Reversal");
rev_long_entry_time = TimeCurrent();
}
else if(CheckRSICondition(Rev_Entry_Condition, Rev_Overbought))
{
// Open short position
trade.SetExpertMagicNumber(Rev_Magic);
trade.Sell(Rev_LotSize, _Symbol, 0, 0, 0, "SmartRSI Reversal");
rev_short_entry_time = TimeCurrent();
}
}
// Exit logic
if(hasLong && CheckRSICondition(Rev_Exit_Condition, Rev_Exit_Long))
{
trade.SetExpertMagicNumber(Rev_Magic);
trade.PositionClose(_Symbol);
}
else if(hasShort && CheckRSICondition(Rev_Exit_Condition, Rev_Exit_Short))
{
trade.SetExpertMagicNumber(Rev_Magic);
trade.PositionClose(_Symbol);
}
// Check for opposite trade closing
if(Rev_CloseOpposite)
{
if(hasLong && (TimeCurrent() - rev_long_entry_time) >= Rev_TimeToClose * PeriodSeconds(PERIOD_CURRENT))
{
double profit = PositionGetDouble(POSITION_PROFIT);
if(profit >= Rev_ProfitToClose * _Point)
{
// Close short position if exists
if(PositionSelectByMagic(Rev_Magic, POSITION_TYPE_SELL))
{
trade.SetExpertMagicNumber(Rev_Magic);
trade.PositionClose(_Symbol);
}
}
}
else if(hasShort && (TimeCurrent() - rev_short_entry_time) >= Rev_TimeToClose * PeriodSeconds(PERIOD_CURRENT))
{
double profit = PositionGetDouble(POSITION_PROFIT);
if(profit >= Rev_ProfitToClose * _Point)
{
// Close long position if exists
if(PositionSelectByMagic(Rev_Magic, POSITION_TYPE_BUY))
{
trade.SetExpertMagicNumber(Rev_Magic);
trade.PositionClose(_Symbol);
}
}
}
}
}
//+------------------------------------------------------------------+
//| Position Select By Magic |
//+------------------------------------------------------------------+
bool PositionSelectByMagic(int magic, ENUM_POSITION_TYPE posType)
{
for(int i = PositionsTotal() - 1; i >= 0; i--)
{
if(PositionGetTicket(i))
{
if(PositionGetInteger(POSITION_MAGIC) == magic &&
PositionGetInteger(POSITION_TYPE) == posType)
{
return true;
}
}
}
return false;
}
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