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profitable-expert-advisor/frontline/cluster-latest/Strategies/RSIScalpingStrategy.mqh
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2026-05-27 14:59:00 +02:00

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//+------------------------------------------------------------------+
//| RSIScalpingStrategy.mqh |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| RSI Scalping Strategy Data Structure |
//+------------------------------------------------------------------+
struct RSIScalpingData {
string symbol;
bool isInitialized;
CTrade trade;
int rsi_handle;
double rsi_buffer[];
double rsi_prev;
double rsi_current;
double rsi_two_bars_ago;
bool position_open;
ulong position_ticket;
ENUM_POSITION_TYPE current_position_type;
datetime last_bar_time;
bool rsi_against_position;
int bars_against_count;
};
void ClosePosition(RSIScalpingData& data, int MagicNumber);
double RS_ATRPriceOnTF(const string symbol, const ENUM_TIMEFRAMES tf, const int period)
{
if(period < 1)
return 0.0;
MqlRates rates[];
const int need = period + 2;
if(CopyRates(symbol, tf, 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;
}
int RS_CountReversalEscapeSigns(RSIScalpingData& data, const ENUM_TIMEFRAMES tf,
const ENUM_POSITION_TYPE ptype, const double atr,
const double adverseAtrMult, const double rsiVelocity,
const double bodyAtrMult)
{
if(atr <= 0.0)
return 0;
const double entry = PositionGetDouble(POSITION_PRICE_OPEN);
const double bid = SymbolInfoDouble(data.symbol, SYMBOL_BID);
const double ask = SymbolInfoDouble(data.symbol, SYMBOL_ASK);
int signs = 0;
if(ptype == POSITION_TYPE_BUY)
{
if(entry - bid >= adverseAtrMult * atr)
signs++;
if(data.rsi_prev - data.rsi_current >= rsiVelocity)
signs++;
}
else if(ptype == POSITION_TYPE_SELL)
{
if(ask - entry >= adverseAtrMult * atr)
signs++;
if(data.rsi_current - data.rsi_prev >= rsiVelocity)
signs++;
}
else
return 0;
MqlRates r[];
if(CopyRates(data.symbol, tf, 0, 4, r) >= 4)
{
ArraySetAsSeries(r, true);
const double body = MathAbs(r[1].close - r[1].open);
if(body >= bodyAtrMult * 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;
}
void RS_TryReversalEscape(RSIScalpingData& data, const ENUM_TIMEFRAMES tf, const int MagicNumber,
const int atrPeriod, const double adverseAtrMult, const int signsRequired,
const double rsiVelocity, const double bodyAtrMult)
{
if(!PositionSelectByMagic(data.symbol, (ulong)MagicNumber))
return;
const ENUM_POSITION_TYPE ptype = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
const double atr = RS_ATRPriceOnTF(data.symbol, tf, atrPeriod);
if(atr <= 0.0)
return;
const int n = RS_CountReversalEscapeSigns(data, tf, ptype, atr, adverseAtrMult, rsiVelocity, bodyAtrMult);
if(n < signsRequired)
return;
ClosePosition(data, MagicNumber);
Print("RSIScalping: reversal escape symbol=", data.symbol, " signs=", n, " need=", signsRequired,
" ATR=", DoubleToString(atr, (int)SymbolInfoInteger(data.symbol, SYMBOL_DIGITS)));
}
void RS_ApplyTrailingStop(RSIScalpingData& data, const int MagicNumber,
const bool useTrailingStop,
const double trailingStopDistancePoints,
const double trailingActivationPoints)
{
if(!useTrailingStop || trailingStopDistancePoints <= 0.0)
return;
if(!PositionSelectByMagic(data.symbol, (ulong)MagicNumber))
return;
const double point = SymbolInfoDouble(data.symbol, SYMBOL_POINT);
if(point <= 0.0)
return;
const int digits = (int)SymbolInfoInteger(data.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(data.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(data.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(data.trade, data.symbol, (ulong)MagicNumber, new_sl, cur_tp);
}
else if(ptype == POSITION_TYPE_SELL)
{
const double ask = SymbolInfoDouble(data.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(data.trade, data.symbol, (ulong)MagicNumber, new_sl, cur_tp);
}
}
string ErrorDescription(int errorCode)
{
switch(errorCode)
{
case 4801: return "Symbol not found";
case 4802: return "Symbol not selected";
case 4803: return "Symbol not visible";
case 4804: return "Symbol not available";
case 4805: return "Cannot load indicator - insufficient history data";
default: return "Unknown error " + IntegerToString(errorCode);
}
}
bool InitRSIScalping(RSIScalpingData& data, string symbol, ENUM_TIMEFRAMES TimeFrame, int RSI_Period,
ENUM_APPLIED_PRICE RSI_Applied_Price, int MagicNumber, int Slippage)
{
data.symbol = symbol;
data.isInitialized = false;
// Check if symbol exists
if(!SymbolSelect(symbol, true))
{
Print("RSIScalping: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
return false; // Return false but don't fail entire EA
}
// Wait a bit for symbol to be ready
Sleep(100);
// Try to create RSI indicator with retry logic (for insufficient history in backtesting)
data.rsi_handle = INVALID_HANDLE;
int retryCount = 0;
int maxRetries = 5;
while(retryCount < maxRetries && data.rsi_handle == INVALID_HANDLE)
{
data.rsi_handle = iRSI(symbol, TimeFrame, RSI_Period, RSI_Applied_Price);
if(data.rsi_handle == INVALID_HANDLE)
{
int error = GetLastError();
// Error 4805 = insufficient history - wait longer and retry
if(error == 4805 && retryCount < maxRetries - 1)
{
Sleep(1000); // Wait 1 second for history to load
retryCount++;
continue;
}
Print("RSIScalping: Error creating RSI indicator for '", symbol, "' - Error: ", error, " (", ErrorDescription(error), ")");
return false; // Return false but don't fail entire EA
}
}
if(data.rsi_handle == INVALID_HANDLE)
{
Print("RSIScalping: Failed to create RSI indicator for '", symbol, "' after ", maxRetries, " retries");
return false;
}
data.trade.SetExpertMagicNumber(MagicNumber);
data.trade.SetDeviationInPoints(Slippage);
data.trade.SetTypeFilling(ORDER_FILLING_FOK);
ArraySetAsSeries(data.rsi_buffer, true);
data.position_open = false;
data.position_ticket = 0;
data.rsi_against_position = false;
data.bars_against_count = 0;
data.isInitialized = true;
Print("RSIScalping: Successfully initialized for symbol '", symbol, "'");
return true;
}
void DeinitRSIScalping(RSIScalpingData& data)
{
if(data.rsi_handle != INVALID_HANDLE)
IndicatorRelease(data.rsi_handle);
}
bool UpdateRSI(RSIScalpingData& data)
{
if(CopyBuffer(data.rsi_handle, 0, 0, 3, data.rsi_buffer) < 3)
return false;
data.rsi_current = data.rsi_buffer[0];
data.rsi_prev = data.rsi_buffer[1];
data.rsi_two_bars_ago = data.rsi_buffer[2];
return true;
}
void CheckExistingPosition(RSIScalpingData& data, ENUM_TIMEFRAMES TimeFrame, int MagicNumber,
double RSI_Oversold, double RSI_Overbought, double RSI_Target_Buy,
double RSI_Target_Sell, int BarsToWait)
{
// Always check if position exists, even if tracking says it doesn't
bool positionExists = PositionExistsByMagic(data.symbol, MagicNumber);
if(!positionExists && data.position_open)
{
// Position was closed externally, reset tracking
data.position_open = false;
data.position_ticket = 0;
data.rsi_against_position = false;
data.bars_against_count = 0;
return;
}
if(!positionExists)
return;
// Update tracking if we have a position but tracking was lost
if(!data.position_open && positionExists)
{
ulong ticket = GetPositionTicketByMagic(data.symbol, MagicNumber);
if(ticket > 0 && PositionSelectByTicketSymbolAndMagic(ticket, data.symbol, MagicNumber))
{
data.position_ticket = ticket;
data.position_open = true;
data.current_position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
}
}
// Verify our tracked position still exists
if(data.position_open && data.position_ticket > 0)
{
if(!PositionSelectByTicketSymbolAndMagic(data.position_ticket, data.symbol, MagicNumber))
{
// Try to find the position again
ulong ticket = GetPositionTicketByMagic(data.symbol, MagicNumber);
if(ticket > 0 && PositionSelectByTicketSymbolAndMagic(ticket, data.symbol, MagicNumber))
{
data.position_ticket = ticket;
data.current_position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
}
else
{
// Position doesn't exist, reset tracking
data.position_open = false;
data.position_ticket = 0;
data.rsi_against_position = false;
data.bars_against_count = 0;
return;
}
}
else
{
// Update position type in case it changed (shouldn't happen, but be safe)
data.current_position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
}
}
if(data.current_position_type == POSITION_TYPE_BUY)
{
if(data.rsi_current < RSI_Oversold)
{
if(!data.rsi_against_position)
{
data.rsi_against_position = true;
data.bars_against_count = 1;
}
else
{
data.bars_against_count++;
}
if(data.bars_against_count >= BarsToWait)
{
ClosePosition(data, MagicNumber);
return;
}
}
else
{
if(data.rsi_against_position)
{
data.rsi_against_position = false;
data.bars_against_count = 0;
}
if(data.rsi_current >= RSI_Target_Buy)
{
ClosePosition(data, MagicNumber);
}
}
}
else if(data.current_position_type == POSITION_TYPE_SELL)
{
if(data.rsi_current > RSI_Overbought)
{
if(!data.rsi_against_position)
{
data.rsi_against_position = true;
data.bars_against_count = 1;
}
else
{
data.bars_against_count++;
}
if(data.bars_against_count >= BarsToWait)
{
ClosePosition(data, MagicNumber);
return;
}
}
else
{
if(data.rsi_against_position)
{
data.rsi_against_position = false;
data.bars_against_count = 0;
}
if(data.rsi_current <= RSI_Target_Sell)
{
ClosePosition(data, MagicNumber);
}
}
}
}
void CheckEntrySignals(RSIScalpingData& data, ENUM_TIMEFRAMES TimeFrame, int MagicNumber,
double RSI_Oversold, double RSI_Overbought, double LotSize)
{
if(data.rsi_two_bars_ago <= RSI_Oversold && data.rsi_prev > RSI_Oversold)
{
OpenBuyPosition(data, MagicNumber, LotSize);
}
if(data.rsi_two_bars_ago >= RSI_Overbought && data.rsi_prev < RSI_Overbought)
{
OpenSellPosition(data, MagicNumber, LotSize);
}
}
//+------------------------------------------------------------------+
//| Normalize Lot Size According to Symbol Properties |
//+------------------------------------------------------------------+
double NormalizeLotSize(string symbol, double lotSize)
{
return United_NormalizeVolume(symbol, lotSize);
}
void OpenBuyPosition(RSIScalpingData& data, int MagicNumber, double LotSize)
{
if(PositionExistsByMagic(data.symbol, MagicNumber))
return;
// Normalize lot size according to symbol properties
double normalizedLot = NormalizeLotSize(data.symbol, LotSize);
double ask = SymbolInfoDouble(data.symbol, SYMBOL_ASK);
if(data.trade.Buy(normalizedLot, data.symbol, ask, 0, 0, "RSI Scalping Buy"))
{
ulong new_ticket = data.trade.ResultOrder();
if(new_ticket > 0)
{
if(PositionSelectByTicketSymbolAndMagic(new_ticket, data.symbol, MagicNumber))
{
data.position_ticket = new_ticket;
data.position_open = true;
data.current_position_type = POSITION_TYPE_BUY;
}
}
}
}
void OpenSellPosition(RSIScalpingData& data, int MagicNumber, double LotSize)
{
if(PositionExistsByMagic(data.symbol, MagicNumber))
return;
// Normalize lot size according to symbol properties
double normalizedLot = NormalizeLotSize(data.symbol, LotSize);
double bid = SymbolInfoDouble(data.symbol, SYMBOL_BID);
if(data.trade.Sell(normalizedLot, data.symbol, bid, 0, 0, "RSI Scalping Sell"))
{
ulong new_ticket = data.trade.ResultOrder();
if(new_ticket > 0)
{
if(PositionSelectByTicketSymbolAndMagic(new_ticket, data.symbol, MagicNumber))
{
data.position_ticket = new_ticket;
data.position_open = true;
data.current_position_type = POSITION_TYPE_SELL;
}
}
}
}
void ClosePosition(RSIScalpingData& data, int MagicNumber)
{
// First verify position still exists
if(!PositionExistsByMagic(data.symbol, MagicNumber))
{
// Position doesn't exist, reset tracking
data.position_open = false;
data.position_ticket = 0;
data.rsi_against_position = false;
data.bars_against_count = 0;
return;
}
// Try to close by ticket first (more reliable)
bool closed = false;
if(data.position_ticket > 0)
{
if(PositionSelectByTicket(data.position_ticket))
{
// Verify it's our position
if(PositionGetString(POSITION_SYMBOL) == data.symbol &&
PositionGetInteger(POSITION_MAGIC) == MagicNumber)
{
closed = data.trade.PositionClose(data.position_ticket);
if(!closed)
{
Print("RSIScalping: Failed to close position by ticket ", data.position_ticket,
" - Error: ", data.trade.ResultRetcode(), " (", data.trade.ResultRetcodeDescription(), ")");
}
}
}
}
// If ticket method failed, try magic number method
if(!closed)
{
closed = ClosePositionByMagic(data.trade, data.symbol, MagicNumber);
if(!closed)
{
Print("RSIScalping: Failed to close position by magic number for '", data.symbol,
"' - Error: ", data.trade.ResultRetcode(), " (", data.trade.ResultRetcodeDescription(), ")");
}
}
// Verify position is actually closed
if(closed)
{
// Wait a moment and verify
Sleep(50);
if(!PositionExistsByMagic(data.symbol, MagicNumber))
{
data.position_open = false;
data.position_ticket = 0;
data.rsi_against_position = false;
data.bars_against_count = 0;
Print("RSIScalping: Position successfully closed for '", data.symbol, "'");
}
else
{
Print("RSIScalping: Warning - Close returned success but position still exists for '", data.symbol, "'");
// Try one more time
Sleep(100);
if(PositionExistsByMagic(data.symbol, MagicNumber))
{
ClosePositionByMagic(data.trade, data.symbol, MagicNumber);
}
// Reset tracking anyway to prevent getting stuck
data.position_open = false;
data.position_ticket = 0;
data.rsi_against_position = false;
data.bars_against_count = 0;
}
}
else
{
// Close failed, but reset tracking to prevent getting stuck
// The position might have been closed externally
data.position_open = false;
data.position_ticket = 0;
data.rsi_against_position = false;
data.bars_against_count = 0;
}
}
void ProcessRSIScalping(RSIScalpingData& data, string symbol, ENUM_TIMEFRAMES TimeFrame, int RSI_Period,
ENUM_APPLIED_PRICE RSI_Applied_Price, double RSI_Overbought,
double RSI_Oversold, double RSI_Target_Buy, double RSI_Target_Sell,
int BarsToWait, double LotSize, int MagicNumber,
bool UseReversalEscape, int ReversalATRPeriod, double ReversalAdverseAtrMult,
int ReversalSignsRequired, double ReversalRsiVelocity, double ReversalBodyAtrMult,
bool UseTrailingStop, double TrailingStopDistancePoints, double TrailingActivationPoints)
{
// Skip if not initialized (symbol not available)
if(!data.isInitialized)
return;
data.symbol = symbol; // Update symbol in case it changed
if(Bars(data.symbol, TimeFrame) < RSI_Period + 2)
return;
const datetime current_bar_time = iTime(data.symbol, TimeFrame, 0);
const bool new_bar = (current_bar_time != data.last_bar_time);
const bool in_pos = data.position_open || PositionExistsByMagic(data.symbol, MagicNumber);
if(!in_pos && !new_bar)
return;
if(!UpdateRSI(data))
return;
if(in_pos && UseReversalEscape)
RS_TryReversalEscape(data, TimeFrame, MagicNumber, ReversalATRPeriod, ReversalAdverseAtrMult,
ReversalSignsRequired, ReversalRsiVelocity, ReversalBodyAtrMult);
if(in_pos)
RS_ApplyTrailingStop(data, MagicNumber, UseTrailingStop,
TrailingStopDistancePoints, TrailingActivationPoints);
if(!new_bar)
return;
data.last_bar_time = current_bar_time;
CheckExistingPosition(data, TimeFrame, MagicNumber, RSI_Oversold, RSI_Overbought,
RSI_Target_Buy, RSI_Target_Sell, BarsToWait);
if(!data.position_open && !PositionExistsByMagic(data.symbol, MagicNumber))
{
CheckEntrySignals(data, TimeFrame, MagicNumber, RSI_Oversold, RSI_Overbought, LotSize);
}
}
//+------------------------------------------------------------------+