//+------------------------------------------------------------------+ //| RSIScalping.mq5 | //| Copyright 2025, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.01" #include #include "../_united/MagicNumberHelpers.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 = 90; // RSI Overbought Level input double RSI_Oversold = 73; // RSI Oversold Level input double RSI_Target_Buy = 88; // RSI Target for Buy Exit input double RSI_Target_Sell = 48; // RSI Target for Sell Exit input int BarsToWait = 6; // Bars to wait when RSI goes against position input double LotSize = 0.1; // Lot Size input int MagicNumber = 123459123; // Magic Number input int Slippage = 3; // Slippage in points input group "=== Reversal escape (intrabar, multi-signal) ===" input bool UseReversalEscape = true; // run while in position every tick input int ReversalATRPeriod = 14; // ATR lookback on signal timeframe input double ReversalAdverseAtrMult = 5.25; // close if price vs entry >= this * ATR input int ReversalSignsRequired = 2; // how many independent signs must align input double ReversalRsiVelocity = 16.0; // RSI points drop (long) / rise (short) vs prior buffer input double ReversalBodyAtrMult = 5.1; // last closed bar body >= this * ATR counts as one sign input group "=== Trailing stop ===" input bool UseTrailingStop = true; // move SL behind bid/ask while in profit input double TrailingStopDistancePoints = 120.0; // SL distance from bid/ask (points) input double TrailingActivationPoints = 0.0; // min profit before trailing (0 = same as distance) //--- 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; void ResetPositionTracking(); void SyncTrackedPosition(); double ATRPriceOnTF(const int period); int CountReversalEscapeSigns(const ENUM_POSITION_TYPE ptype, const double atr); void TryReversalEscape(); void ApplyTrailingStop(); //+------------------------------------------------------------------+ //| 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); bool is_new_bar = (current_bar_time != last_bar_time); bool in_position = position_open || PositionExistsByMagic(_Symbol, (ulong)MagicNumber); // While flat, process only on new bars. While in position, allow intrabar reversal escape checks. if(!in_position && !is_new_bar) { return; } // Update RSI values if(!UpdateRSI()) { return; } if(in_position && UseReversalEscape) { TryReversalEscape(); } if(in_position && UseTrailingStop) ApplyTrailingStop(); if(!is_new_bar) { return; } last_bar_time = current_bar_time; // Keep local tracking aligned with actual terminal positions for this symbol/magic. SyncTrackedPosition(); // Check for existing position CheckExistingPosition(); // Check for new entry signals - only if no position exists for THIS EA (magic number) on THIS symbol if(!position_open && !PositionExistsByMagic(_Symbol, (ulong)MagicNumber)) { 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; } //+------------------------------------------------------------------+ //| Wilder ATR in price units (signal timeframe) | //+------------------------------------------------------------------+ double ATRPriceOnTF(const int period) { if(period < 1) return 0.0; MqlRates rates[]; const int need = period + 2; if(CopyRates(_Symbol, TimeFrame, 0, need, rates) < need) return 0.0; ArraySetAsSeries(rates, true); double sum = 0.0; for(int i = 1; i <= period; i++) { const double hl = rates[i].high - rates[i].low; const double hc = MathAbs(rates[i].high - rates[i + 1].close); const double lc = MathAbs(rates[i].low - rates[i + 1].close); sum += MathMax(hl, MathMax(hc, lc)); } return sum / (double)period; } //+------------------------------------------------------------------+ //| Independent adverse signs (need ReversalSignsRequired to exit) | //+------------------------------------------------------------------+ int CountReversalEscapeSigns(const ENUM_POSITION_TYPE ptype, const double atr) { if(atr <= 0.0) return 0; const double entry = PositionGetDouble(POSITION_PRICE_OPEN); const double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID); const double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK); int signs = 0; if(ptype == POSITION_TYPE_BUY) { if(entry - bid >= ReversalAdverseAtrMult * atr) signs++; if(rsi_prev - rsi_current >= ReversalRsiVelocity) signs++; } else if(ptype == POSITION_TYPE_SELL) { if(ask - entry >= ReversalAdverseAtrMult * atr) signs++; if(rsi_current - rsi_prev >= ReversalRsiVelocity) signs++; } else { return 0; } MqlRates rates[]; if(CopyRates(_Symbol, TimeFrame, 0, 4, rates) >= 4) { ArraySetAsSeries(rates, true); const double body = MathAbs(rates[1].close - rates[1].open); if(body >= ReversalBodyAtrMult * atr) { if(ptype == POSITION_TYPE_BUY && rates[1].close < rates[1].open) signs++; else if(ptype == POSITION_TYPE_SELL && rates[1].close > rates[1].open) signs++; } if(ptype == POSITION_TYPE_BUY) { if(rates[1].close < rates[2].close && rates[2].close < rates[3].close) signs++; } else { if(rates[1].close > rates[2].close && rates[2].close > rates[3].close) signs++; } } return signs; } //+------------------------------------------------------------------+ //| Cut losers fast on violent reversals (evaluated every tick) | //+------------------------------------------------------------------+ void TryReversalEscape() { ulong live_ticket = GetPositionTicketByMagic(_Symbol, (ulong)MagicNumber); if(live_ticket == 0) return; if(!PositionSelectByTicketSymbolAndMagic(live_ticket, _Symbol, (ulong)MagicNumber)) return; const ENUM_POSITION_TYPE ptype = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE); const double atr = ATRPriceOnTF(ReversalATRPeriod); if(atr <= 0.0) return; const int signs = CountReversalEscapeSigns(ptype, atr); if(signs < ReversalSignsRequired) return; ClosePosition(); Print("RSIScalpingBTCUSD: reversal escape signs=", signs, " need=", ReversalSignsRequired, " ATR=", DoubleToString(atr, (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS))); } //+------------------------------------------------------------------+ //| Trail SL behind favorable price (every tick when enabled) | //+------------------------------------------------------------------+ void ApplyTrailingStop() { if(TrailingStopDistancePoints <= 0.0) return; if(!PositionSelectByMagic(_Symbol, (ulong)MagicNumber)) return; const double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT); if(point <= 0.0) return; const int digits = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS); const double trail_dist = TrailingStopDistancePoints * point; const double activation_pts = (TrailingActivationPoints > 0.0) ? TrailingActivationPoints : TrailingStopDistancePoints; const double activation = activation_pts * point; const long stops_level = SymbolInfoInteger(_Symbol, SYMBOL_TRADE_STOPS_LEVEL); const double min_dist = (double)stops_level * point; const ENUM_POSITION_TYPE ptype = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE); const double entry = PositionGetDouble(POSITION_PRICE_OPEN); const double cur_sl = PositionGetDouble(POSITION_SL); const double cur_tp = PositionGetDouble(POSITION_TP); if(ptype == POSITION_TYPE_BUY) { const double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID); if(bid - entry <= activation) return; double new_sl = NormalizeDouble(bid - trail_dist, digits); if(min_dist > 0.0 && bid - new_sl < min_dist) new_sl = NormalizeDouble(bid - min_dist, digits); if(new_sl >= bid || new_sl <= 0.0) return; if(cur_sl > 0.0 && new_sl <= cur_sl) return; ModifyPositionByMagic(trade, _Symbol, (ulong)MagicNumber, new_sl, cur_tp); } else if(ptype == POSITION_TYPE_SELL) { const double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK); if(entry - ask <= activation) return; double new_sl = NormalizeDouble(ask + trail_dist, digits); if(min_dist > 0.0 && new_sl - ask < min_dist) new_sl = NormalizeDouble(ask + min_dist, digits); if(new_sl <= ask || new_sl <= 0.0) return; if(cur_sl > 0.0 && new_sl >= cur_sl) return; ModifyPositionByMagic(trade, _Symbol, (ulong)MagicNumber, new_sl, cur_tp); } } //+------------------------------------------------------------------+ //| Reset local position tracking | //+------------------------------------------------------------------+ void ResetPositionTracking() { position_open = false; position_ticket = 0; rsi_against_position = false; bars_against_count = 0; } //+------------------------------------------------------------------+ //| Sync local state with real position in terminal | //+------------------------------------------------------------------+ void SyncTrackedPosition() { ulong live_ticket = GetPositionTicketByMagic(_Symbol, (ulong)MagicNumber); if(live_ticket == 0) { ResetPositionTracking(); return; } // If we were not tracking (or ticket changed), start tracking the live position. if(!position_open || position_ticket != (int)live_ticket) { if(PositionSelectByTicketSymbolAndMagic(live_ticket, _Symbol, (ulong)MagicNumber)) { position_open = true; position_ticket = (int)live_ticket; current_position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE); rsi_against_position = false; bars_against_count = 0; } return; } } //+------------------------------------------------------------------+ //| Check existing position for exit conditions | //+------------------------------------------------------------------+ void CheckExistingPosition() { if(!position_open) { return; } // Check if position still exists with correct magic number AND symbol for THIS EA if(!PositionSelectByTicketSymbolAndMagic(position_ticket, _Symbol, (ulong)MagicNumber)) { ResetPositionTracking(); 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() { // Verify no position exists for THIS EA (magic number) on THIS symbol before opening if(PositionExistsByMagic(_Symbol, (ulong)MagicNumber)) { return; // Position already exists for this EA } double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK); if(trade.Buy(LotSize, _Symbol, ask, 0, 0, "RSI Scalping Buy")) { ulong new_ticket = trade.ResultOrder(); if(new_ticket > 0) { // Verify position was opened for THIS EA (magic number) on THIS symbol if(PositionSelectByTicketSymbolAndMagic(new_ticket, _Symbol, (ulong)MagicNumber)) { position_ticket = new_ticket; position_open = true; current_position_type = POSITION_TYPE_BUY; } else { Print("Error: Position opened but doesn't match EA magic number or symbol"); } } } } //+------------------------------------------------------------------+ //| Open sell position | //+------------------------------------------------------------------+ void OpenSellPosition() { // Verify no position exists for THIS EA (magic number) on THIS symbol before opening if(PositionExistsByMagic(_Symbol, (ulong)MagicNumber)) { return; // Position already exists for this EA } double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID); if(trade.Sell(LotSize, _Symbol, bid, 0, 0, "RSI Scalping Sell")) { ulong new_ticket = trade.ResultOrder(); if(new_ticket > 0) { // Verify position was opened for THIS EA (magic number) on THIS symbol if(PositionSelectByTicketSymbolAndMagic(new_ticket, _Symbol, (ulong)MagicNumber)) { position_ticket = new_ticket; position_open = true; current_position_type = POSITION_TYPE_SELL; } else { Print("Error: Position opened but doesn't match EA magic number or symbol"); } } } } //+------------------------------------------------------------------+ //| Close current position | //+------------------------------------------------------------------+ void ClosePosition() { bool position_exists_before_close = PositionExistsByMagic(_Symbol, (ulong)MagicNumber); if(!position_exists_before_close) { ResetPositionTracking(); return; } // Close position using helper that verifies symbol AND magic number for THIS EA if(ClosePositionByMagic(trade, _Symbol, (ulong)MagicNumber)) { ResetPositionTracking(); } else { // Keep tracking when close fails (e.g. market closed); retry on next bar. if(!PositionExistsByMagic(_Symbol, (ulong)MagicNumber)) { ResetPositionTracking(); } } }