//+------------------------------------------------------------------+ //| RSIScalping.mq5 | //| Copyright 2025, MetaQuotes Ltd. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2025, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "1.03" #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 = 71; // RSI Overbought Level input double RSI_Oversold = 57; // RSI Oversold Level input bool UseEntrySlopeFilter = false; // require RSI momentum on entry bars input double EntryMinSlopePerBar = 1.0; // minimum RSI delta per bar for entry input double RSI_Target_Buy = 80; // RSI Target for Buy Exit input double RSI_Target_Sell = 57; // RSI Target for Sell Exit input int BarsToWait = 4; // Bars to wait when RSI goes against position input bool ExitOnAdverseRsiBarStep = true; // new bar: exit if last closed RSI vs prior closed is against trade input double LotSize = 0.1; // Lot Size input int MagicNumber = 129102315; // 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 //--- 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() { if(Bars(_Symbol, TimeFrame) < RSI_Period + 2) return; const datetime current_bar_time = iTime(_Symbol, TimeFrame, 0); const bool new_bar = (current_bar_time != last_bar_time); const bool in_pos = position_open || PositionExistsByMagic(_Symbol, (ulong)MagicNumber); if(!in_pos && !new_bar) return; if(!UpdateRSI()) return; if(in_pos && UseReversalEscape) TryReversalEscape(); if(!new_bar) return; last_bar_time = current_bar_time; ResyncPositionFromMarket(); CheckExistingPosition(); 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 r[]; if(CopyRates(_Symbol, TimeFrame, 0, 4, r) >= 4) { ArraySetAsSeries(r, true); const double body = MathAbs(r[1].close - r[1].open); if(body >= ReversalBodyAtrMult * atr) { if(ptype == POSITION_TYPE_BUY && r[1].close < r[1].open) signs++; else if(ptype == POSITION_TYPE_SELL && r[1].close > r[1].open) signs++; } if(ptype == POSITION_TYPE_BUY) { if(r[1].close < r[2].close && r[2].close < r[3].close) signs++; } else { if(r[1].close > r[2].close && r[2].close > r[3].close) signs++; } } return signs; } //+------------------------------------------------------------------+ //| Cut losers fast on violent reversals (evaluated every tick) | //+------------------------------------------------------------------+ void TryReversalEscape() { if(!PositionSelectByMagic(_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 n = CountReversalEscapeSigns(ptype, atr); if(n < ReversalSignsRequired) return; ClosePosition(); Print("RSIScalpingXAUUSD: reversal escape signs=", n, " need=", ReversalSignsRequired, " ATR=", DoubleToString(atr, (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS))); } void ResyncPositionFromMarket() { if(position_open) return; ulong t = GetPositionTicketByMagic(_Symbol, (ulong)MagicNumber); if(t == 0 || !PositionSelectByTicket(t)) return; position_ticket = (int)t; position_open = true; current_position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE); } //+------------------------------------------------------------------+ //| Check existing position for exit conditions | //+------------------------------------------------------------------+ void CheckExistingPosition() { if(!position_open) { return; } // Check if position still exists with correct magic number if(!PositionSelectByTicketAndMagic(position_ticket, MagicNumber)) { position_open = false; position_ticket = 0; rsi_against_position = false; bars_against_count = 0; return; } // On each new bar: last completed RSI vs the bar before — exit if that step is adverse to the position if(ExitOnAdverseRsiBarStep) { if(current_position_type == POSITION_TYPE_BUY && rsi_prev < rsi_two_bars_ago) { ClosePosition(); return; } if(current_position_type == POSITION_TYPE_SELL && rsi_prev > rsi_two_bars_ago) { ClosePosition(); 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() { const double upSlope1 = rsi_prev - rsi_two_bars_ago; // older->prev const double upSlope2 = rsi_current - rsi_prev; // prev->current const double dnSlope1 = rsi_two_bars_ago - rsi_prev; // older->prev const double dnSlope2 = rsi_prev - rsi_current; // prev->current const bool buySlopeOk = (!UseEntrySlopeFilter) || (upSlope1 >= EntryMinSlopePerBar && upSlope2 >= EntryMinSlopePerBar); const bool sellSlopeOk = (!UseEntrySlopeFilter) || (dnSlope1 >= EntryMinSlopePerBar && dnSlope2 >= EntryMinSlopePerBar); // Buy signal: RSI crosses from oversold to above oversold (checking the actual crossover) if(rsi_two_bars_ago <= RSI_Oversold && rsi_prev > RSI_Oversold && buySlopeOk) { 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 && sellSlopeOk) { 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(ClosePositionByMagic(trade, _Symbol, (ulong)MagicNumber)) { position_open = false; position_ticket = 0; rsi_against_position = false; bars_against_count = 0; return; } if(!PositionExistsByMagic(_Symbol, (ulong)MagicNumber)) { position_open = false; position_ticket = 0; rsi_against_position = false; bars_against_count = 0; return; } Print("RSIScalpingXAUUSD: close failed (will retry on next bar). retcode=", trade.ResultRetcode(), " lastError=", GetLastError()); }