zhutoutoutousan
605faf5310
Add cluster audit pipeline, united EA updates, brochure generators, and publication hygiene (gitignore, MT5 path desensitization, pre-upload scan). Remove tracked reports, models, and binary artifacts from the repo. Co-authored-by: Cursor <cursoragent@cursor.com>
409 lines
13 KiB
Plaintext
409 lines
13 KiB
Plaintext
//+------------------------------------------------------------------+
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//| RSIScalping.mq5 |
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//| Copyright 2025, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property version "1.01"
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#include <Trade\Trade.mqh>
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#include "../_united/MagicNumberHelpers.mqh"
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//--- Input parameters
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input ENUM_TIMEFRAMES TimeFrame = PERIOD_H1; // Timeframe for Analysis
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input int RSI_Period = 8; // RSI Period
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input ENUM_APPLIED_PRICE RSI_Applied_Price = PRICE_CLOSE; // RSI Applied Price
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input double RSI_Overbought = 62; // RSI Overbought Level
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input double RSI_Oversold = 32; // RSI Oversold Level
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input double RSI_Target_Buy = 67; // RSI Target for Buy Exit
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input double RSI_Target_Sell = 2; // RSI Target for Sell Exit
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input int BarsToWait = 5; // Bars to wait when RSI goes against position
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input double LotSize = 25; // Lot Size
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input int MagicNumber = 12345; // Magic Number
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input int Slippage = 3; // Slippage in points
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input group "=== Trailing stop ==="
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input bool UseTrailingStop = true; // move SL behind bid/ask while in profit
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input double TrailingStopDistancePoints = 50.0; // SL distance from bid/ask (points)
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input double TrailingActivationPoints = 39.0; // min profit before trailing (0 = same as distance)
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//--- Global variables
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CTrade trade;
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int rsi_handle;
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double rsi_buffer[];
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double rsi_prev, rsi_current, rsi_two_bars_ago;
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bool position_open = false;
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int position_ticket = 0;
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ENUM_POSITION_TYPE current_position_type = POSITION_TYPE_BUY;
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datetime last_bar_time = 0;
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bool rsi_against_position = false;
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int bars_against_count = 0;
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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 RSI indicator
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rsi_handle = iRSI(_Symbol, TimeFrame, RSI_Period, RSI_Applied_Price);
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if(rsi_handle == INVALID_HANDLE)
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{
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return(INIT_FAILED);
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}
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// Initialize trade object
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trade.SetExpertMagicNumber(MagicNumber);
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trade.SetDeviationInPoints(Slippage);
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trade.SetTypeFilling(ORDER_FILLING_FOK);
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// Allocate arrays
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ArraySetAsSeries(rsi_buffer, true);
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return(INIT_SUCCEEDED);
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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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if(rsi_handle != INVALID_HANDLE)
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IndicatorRelease(rsi_handle);
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}
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//+------------------------------------------------------------------+
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//| Expert tick function |
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//+------------------------------------------------------------------+
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void OnTick()
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{
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if(Bars(_Symbol, TimeFrame) < RSI_Period + 2)
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return;
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const datetime current_bar_time = iTime(_Symbol, TimeFrame, 0);
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const bool new_bar = (current_bar_time != last_bar_time);
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const bool in_pos = position_open || PositionExistsByMagic(_Symbol, (ulong)MagicNumber);
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if(!in_pos && !new_bar)
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return;
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if(!UpdateRSI())
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return;
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if(in_pos && UseTrailingStop)
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ApplyTrailingStop();
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if(!new_bar)
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return;
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last_bar_time = current_bar_time;
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ResyncPositionFromMarket();
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CheckExistingPosition();
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if(!position_open && !PositionExistsByMagic(_Symbol, (ulong)MagicNumber))
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CheckEntrySignals();
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}
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//+------------------------------------------------------------------+
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//| Update RSI values |
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//+------------------------------------------------------------------+
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bool UpdateRSI()
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{
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if(CopyBuffer(rsi_handle, 0, 0, 3, rsi_buffer) < 3)
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{
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return false;
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}
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rsi_current = rsi_buffer[0]; // Current bar
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rsi_prev = rsi_buffer[1]; // Previous bar
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rsi_two_bars_ago = rsi_buffer[2]; // Two bars ago
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return true;
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}
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//+------------------------------------------------------------------+
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//| Trail SL behind favorable price (every tick when enabled) |
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//+------------------------------------------------------------------+
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void ApplyTrailingStop()
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{
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if(TrailingStopDistancePoints <= 0.0)
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return;
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if(!PositionSelectByMagic(_Symbol, (ulong)MagicNumber))
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return;
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const double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
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if(point <= 0.0)
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return;
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const int digits = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
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const double trail_dist = TrailingStopDistancePoints * point;
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const double activation_pts = (TrailingActivationPoints > 0.0)
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? TrailingActivationPoints
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: TrailingStopDistancePoints;
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const double activation = activation_pts * point;
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const long stops_level = SymbolInfoInteger(_Symbol, SYMBOL_TRADE_STOPS_LEVEL);
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const double min_dist = (double)stops_level * point;
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const ENUM_POSITION_TYPE ptype = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
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const double entry = PositionGetDouble(POSITION_PRICE_OPEN);
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const double cur_sl = PositionGetDouble(POSITION_SL);
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const double cur_tp = PositionGetDouble(POSITION_TP);
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if(ptype == POSITION_TYPE_BUY)
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{
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const double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
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if(bid - entry <= activation)
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return;
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double new_sl = NormalizeDouble(bid - trail_dist, digits);
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if(min_dist > 0.0 && bid - new_sl < min_dist)
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new_sl = NormalizeDouble(bid - min_dist, digits);
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if(new_sl >= bid || new_sl <= 0.0)
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return;
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if(cur_sl > 0.0 && new_sl <= cur_sl)
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return;
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ModifyPositionByMagic(trade, _Symbol, (ulong)MagicNumber, new_sl, cur_tp);
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}
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else if(ptype == POSITION_TYPE_SELL)
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{
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const double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
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if(entry - ask <= activation)
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return;
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double new_sl = NormalizeDouble(ask + trail_dist, digits);
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if(min_dist > 0.0 && new_sl - ask < min_dist)
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new_sl = NormalizeDouble(ask + min_dist, digits);
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if(new_sl <= ask || new_sl <= 0.0)
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return;
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if(cur_sl > 0.0 && new_sl >= cur_sl)
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return;
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ModifyPositionByMagic(trade, _Symbol, (ulong)MagicNumber, new_sl, cur_tp);
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}
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}
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//+------------------------------------------------------------------+
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//| Sync ticket/state if a position exists after restart |
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//+------------------------------------------------------------------+
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void ResyncPositionFromMarket()
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{
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if(position_open)
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return;
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ulong t = GetPositionTicketByMagic(_Symbol, (ulong)MagicNumber);
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if(t == 0 || !PositionSelectByTicket(t))
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return;
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position_ticket = (int)t;
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position_open = true;
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current_position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
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}
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//+------------------------------------------------------------------+
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//| Check existing position for exit conditions |
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//+------------------------------------------------------------------+
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void CheckExistingPosition()
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{
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if(!position_open)
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{
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return;
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}
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// Check if position still exists with correct magic number AND symbol for THIS EA
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if(!PositionSelectByTicketSymbolAndMagic(position_ticket, _Symbol, (ulong)MagicNumber))
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{
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position_open = false;
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position_ticket = 0;
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rsi_against_position = false;
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bars_against_count = 0;
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return;
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}
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// Exit conditions based on RSI target
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if(current_position_type == POSITION_TYPE_BUY)
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{
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// Check if RSI is against the position (below oversold)
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if(rsi_current < RSI_Oversold)
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{
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if(!rsi_against_position)
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{
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rsi_against_position = true;
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bars_against_count = 1;
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}
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else
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{
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bars_against_count++;
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}
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// Close position if RSI has been against for Y bars
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if(bars_against_count >= BarsToWait)
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{
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ClosePosition();
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return;
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}
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}
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else
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{
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// RSI is no longer against the position, reset counter
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if(rsi_against_position)
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{
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rsi_against_position = false;
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bars_against_count = 0;
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}
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// Exit long position when RSI reaches buy target
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if(rsi_current >= RSI_Target_Buy)
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{
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ClosePosition();
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}
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}
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}
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else if(current_position_type == POSITION_TYPE_SELL)
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{
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// Check if RSI is against the position (above overbought)
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if(rsi_current > RSI_Overbought)
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{
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if(!rsi_against_position)
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{
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rsi_against_position = true;
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bars_against_count = 1;
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}
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else
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{
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bars_against_count++;
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}
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// Close position if RSI has been against for Y bars
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if(bars_against_count >= BarsToWait)
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{
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ClosePosition();
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return;
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}
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}
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else
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{
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// RSI is no longer against the position, reset counter
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if(rsi_against_position)
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{
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rsi_against_position = false;
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bars_against_count = 0;
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}
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// Exit short position when RSI reaches sell target
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if(rsi_current <= RSI_Target_Sell)
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{
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ClosePosition();
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Check for entry signals |
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//+------------------------------------------------------------------+
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void CheckEntrySignals()
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{
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// Buy signal: RSI crosses from oversold to above oversold (checking the actual crossover)
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if(rsi_two_bars_ago <= RSI_Oversold && rsi_prev > RSI_Oversold)
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{
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OpenBuyPosition();
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}
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// Sell signal: RSI crosses from overbought to below overbought (checking the actual crossover)
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if(rsi_two_bars_ago >= RSI_Overbought && rsi_prev < RSI_Overbought)
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{
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OpenSellPosition();
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}
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}
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//+------------------------------------------------------------------+
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//| Open buy position |
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//+------------------------------------------------------------------+
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void OpenBuyPosition()
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{
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// Verify no position exists for THIS EA (magic number) on THIS symbol before opening
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if(PositionExistsByMagic(_Symbol, (ulong)MagicNumber))
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{
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return; // Position already exists for this EA
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}
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double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
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if(trade.Buy(LotSize, _Symbol, ask, 0, 0, "RSI Scalping Buy"))
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{
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ulong new_ticket = trade.ResultOrder();
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if(new_ticket > 0)
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{
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// Verify position was opened for THIS EA (magic number) on THIS symbol
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if(PositionSelectByTicketSymbolAndMagic(new_ticket, _Symbol, (ulong)MagicNumber))
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{
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position_ticket = new_ticket;
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position_open = true;
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current_position_type = POSITION_TYPE_BUY;
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}
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else
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{
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Print("Error: Position opened but doesn't match EA magic number or symbol");
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Open sell position |
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//+------------------------------------------------------------------+
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void OpenSellPosition()
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{
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// Verify no position exists for THIS EA (magic number) on THIS symbol before opening
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if(PositionExistsByMagic(_Symbol, (ulong)MagicNumber))
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{
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return; // Position already exists for this EA
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}
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double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
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if(trade.Sell(LotSize, _Symbol, bid, 0, 0, "RSI Scalping Sell"))
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{
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ulong new_ticket = trade.ResultOrder();
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if(new_ticket > 0)
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{
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// Verify position was opened for THIS EA (magic number) on THIS symbol
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if(PositionSelectByTicketSymbolAndMagic(new_ticket, _Symbol, (ulong)MagicNumber))
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{
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position_ticket = new_ticket;
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position_open = true;
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current_position_type = POSITION_TYPE_SELL;
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}
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else
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{
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Print("Error: Position opened but doesn't match EA magic number or symbol");
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Close current position |
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//+------------------------------------------------------------------+
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void ClosePosition()
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{
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// Close position using helper that verifies symbol AND magic number for THIS EA
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if(ClosePositionByMagic(trade, _Symbol, (ulong)MagicNumber))
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{
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position_open = false;
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position_ticket = 0;
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rsi_against_position = false;
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bars_against_count = 0;
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}
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else
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{
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// Position doesn't exist or wrong magic number - reset tracking
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position_open = false;
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position_ticket = 0;
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rsi_against_position = false;
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bars_against_count = 0;
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}
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}
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