zhutoutoutousan
343 lines
12 KiB
Plaintext
343 lines
12 KiB
Plaintext
//+------------------------------------------------------------------+
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//| TimeSelectiveEMA.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 "1.00"
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#property description "EMA Crossover EA for EURUSD with Trading Hours Filter"
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#property description "Minimizes loss by trading only during optimal hours"
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#include <Trade\Trade.mqh>
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//--- Input parameters
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input group "Timeframe Settings"
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M15; // Trading Timeframe
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input group "EMA Settings"
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input int InpFastEMA = 12; // Fast EMA Period
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input int InpSlowEMA = 26; // Slow EMA Period
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input group "Trading Hours (Server Time)"
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input int InpStartHour = 8; // Trading Start Hour (0-23)
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input int InpEndHour = 18; // Trading End Hour (0-23)
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input bool InpUseTimeFilter = true; // Use Trading Hours Filter
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input group "Risk Management"
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input double InpLotSize = 0.01; // Lot Size
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input int InpMagicNumber = 789012; // Magic Number
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input int InpSlippage = 3; // Slippage (points)
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input bool InpUseRecrossExit = true; // Use EMA Recross as Exit (No SL/TP)
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input group "Loss Minimization"
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input bool InpUseMaxDailyLoss = true; // Use Max Daily Loss
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input double InpMaxDailyLoss = 50.0; // Max Daily Loss (USD)
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//--- Global variables
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CTrade trade;
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int fast_ema_handle;
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int slow_ema_handle;
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datetime last_bar_time = 0;
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double daily_profit = 0.0;
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datetime last_daily_reset = 0;
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double last_profit = 0.0;
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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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// Check symbol
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if(_Symbol != "EURUSD" && _Symbol != "EURUSD#")
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{
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Alert("This EA is designed for EURUSD only. Current symbol: ", _Symbol);
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return(INIT_FAILED);
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}
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// Set trade parameters
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trade.SetExpertMagicNumber(InpMagicNumber);
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trade.SetDeviationInPoints(InpSlippage);
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trade.SetTypeFilling(ORDER_FILLING_FOK);
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// Create EMA indicators on specified timeframe
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fast_ema_handle = iMA(_Symbol, InpTimeframe, InpFastEMA, 0, MODE_EMA, PRICE_CLOSE);
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slow_ema_handle = iMA(_Symbol, InpTimeframe, InpSlowEMA, 0, MODE_EMA, PRICE_CLOSE);
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if(fast_ema_handle == INVALID_HANDLE || slow_ema_handle == INVALID_HANDLE)
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{
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Print("ERROR: Failed to create EMA indicators");
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return(INIT_FAILED);
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}
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// Initialize daily tracking
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last_daily_reset = TimeCurrent();
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daily_profit = 0.0;
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Print("TimeSelectiveEMA EA initialized for ", _Symbol);
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Print("Timeframe: ", EnumToString(InpTimeframe));
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Print("Trading Hours: ", InpStartHour, ":00 - ", InpEndHour, ":00 (Server Time)");
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Print("EMA Crossover: Fast=", InpFastEMA, " Slow=", InpSlowEMA);
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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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// Release indicators
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if(fast_ema_handle != INVALID_HANDLE)
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IndicatorRelease(fast_ema_handle);
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if(slow_ema_handle != INVALID_HANDLE)
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IndicatorRelease(slow_ema_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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// Check if new bar on the specified timeframe
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datetime current_bar_time = iTime(_Symbol, InpTimeframe, 0);
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if(current_bar_time == last_bar_time)
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{
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// Still same bar - only manage existing positions
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ManagePosition();
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return;
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}
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last_bar_time = current_bar_time;
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// Reset daily profit and consecutive losses at midnight
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MqlDateTime dt;
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TimeToStruct(TimeCurrent(), dt);
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MqlDateTime last_dt;
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TimeToStruct(last_daily_reset, last_dt);
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// Check if new day (day, month, or year changed)
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bool is_new_day = (dt.day != last_dt.day || dt.month != last_dt.month || dt.year != last_dt.year);
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if(is_new_day)
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{
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// New day - reset daily profit
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daily_profit = 0.0;
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last_daily_reset = TimeCurrent();
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Print("Daily reset: New trading day started. Daily profit reset to 0.");
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}
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// Check daily loss limit
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if(InpUseMaxDailyLoss && daily_profit <= -InpMaxDailyLoss)
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{
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Print("Daily loss limit reached: ", daily_profit, " USD. Trading stopped for today.");
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return;
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}
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// Check trading hours
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if(InpUseTimeFilter && !IsWithinTradingHours())
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{
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return; // Outside trading hours
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}
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// Get EMA values
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double fast_ema[], slow_ema[];
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ArraySetAsSeries(fast_ema, true);
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ArraySetAsSeries(slow_ema, true);
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if(CopyBuffer(fast_ema_handle, 0, 0, 3, fast_ema) < 3 ||
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CopyBuffer(slow_ema_handle, 0, 0, 3, slow_ema) < 3)
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{
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Print("ERROR: Failed to copy EMA buffers");
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return;
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}
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// Check for crossover signals
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bool bullish_cross = false;
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bool bearish_cross = false;
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// Bullish: Fast EMA crosses above Slow EMA
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if(fast_ema[1] > slow_ema[1] && fast_ema[2] <= slow_ema[2])
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{
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bullish_cross = true;
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}
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// Bearish: Fast EMA crosses below Slow EMA
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if(fast_ema[1] < slow_ema[1] && fast_ema[2] >= slow_ema[2])
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{
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bearish_cross = true;
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}
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// Check existing position
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if(PositionSelect(_Symbol))
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{
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// Check for recross (opposite signal) - this is the exit signal
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long position_type = PositionGetInteger(POSITION_TYPE);
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if(InpUseRecrossExit)
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{
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if(position_type == POSITION_TYPE_BUY && bearish_cross)
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{
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// Close long position on bearish recross (Fast EMA crosses below Slow EMA)
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if(trade.PositionClose(_Symbol))
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{
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Print("Position closed due to bearish recross (Fast EMA crossed below Slow EMA)");
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}
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}
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else if(position_type == POSITION_TYPE_SELL && bullish_cross)
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{
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// Close short position on bullish recross (Fast EMA crosses above Slow EMA)
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if(trade.PositionClose(_Symbol))
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{
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Print("Position closed due to bullish recross (Fast EMA crossed above Slow EMA)");
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}
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}
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}
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// Manage existing position (trailing stop, break-even if enabled)
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ManagePosition();
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}
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else
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{
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// No position - check for new entry
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if(bullish_cross)
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{
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OpenBuyPosition();
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}
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else if(bearish_cross)
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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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//+------------------------------------------------------------------+
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//| Check if current time is within trading hours |
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//+------------------------------------------------------------------+
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bool IsWithinTradingHours()
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{
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MqlDateTime dt;
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TimeToStruct(TimeCurrent(), dt);
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int current_hour = dt.hour;
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// Handle case where end hour is before start hour (overnight)
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if(InpEndHour < InpStartHour)
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{
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return (current_hour >= InpStartHour || current_hour < InpEndHour);
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}
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else
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{
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return (current_hour >= InpStartHour && current_hour < InpEndHour);
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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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double price = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
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// No SL/TP - exit only on EMA recross
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if(trade.Buy(InpLotSize, _Symbol, price, 0, 0, "EMA Crossover Buy"))
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{
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Print("Buy order opened at ", price, " (Exit on bearish recross)");
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}
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else
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{
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Print("Failed to open buy order: ", trade.ResultRetcodeDescription());
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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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double price = SymbolInfoDouble(_Symbol, SYMBOL_BID);
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// No SL/TP - exit only on EMA recross
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if(trade.Sell(InpLotSize, _Symbol, price, 0, 0, "EMA Crossover Sell"))
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{
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Print("Sell order opened at ", price, " (Exit on bullish recross)");
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}
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else
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{
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Print("Failed to open sell order: ", trade.ResultRetcodeDescription());
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}
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}
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//+------------------------------------------------------------------+
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//| Manage existing position |
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//+------------------------------------------------------------------+
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void ManagePosition()
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{
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if(!PositionSelect(_Symbol))
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return;
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// Update daily profit
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double current_profit = PositionGetDouble(POSITION_PROFIT);
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if(current_profit != last_profit)
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{
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daily_profit += (current_profit - last_profit);
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last_profit = current_profit;
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}
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// Position management: Only track profit/loss
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// Exit is handled by EMA recross signal in OnTick()
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}
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//+------------------------------------------------------------------+
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//| Apply trailing stop (disabled - using recross exit only) |
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//+------------------------------------------------------------------+
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void ApplyTrailingStop()
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{
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// Trailing stop disabled - using EMA recross as exit signal only
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// This function kept for compatibility but does nothing
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return;
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}
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//+------------------------------------------------------------------+
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//| Move stop loss to break-even (disabled - using recross exit only)|
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//+------------------------------------------------------------------+
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void MoveToBreakEven()
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{
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// Break-even disabled - using EMA recross as exit signal only
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// This function kept for compatibility but does nothing
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return;
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}
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//+------------------------------------------------------------------+
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//| Trade transaction event handler |
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//+------------------------------------------------------------------+
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void OnTradeTransaction(const MqlTradeTransaction& trans,
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const MqlTradeRequest& request,
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const MqlTradeResult& result)
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{
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// Track daily profit only (consecutive losses feature removed)
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if(trans.type == TRADE_TRANSACTION_DEAL_ADD)
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{
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if(HistoryDealSelect(trans.deal))
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{
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long deal_type = HistoryDealGetInteger(trans.deal, DEAL_TYPE);
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if(deal_type == DEAL_TYPE_BALANCE || deal_type == DEAL_TYPE_COMMISSION)
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return;
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// Check if deal is from current day
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datetime deal_time = (datetime)HistoryDealGetInteger(trans.deal, DEAL_TIME);
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MqlDateTime deal_dt, current_dt;
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TimeToStruct(deal_time, deal_dt);
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TimeToStruct(TimeCurrent(), current_dt);
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// Only process deals from current day
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bool is_current_day = (deal_dt.day == current_dt.day &&
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deal_dt.month == current_dt.month &&
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deal_dt.year == current_dt.year);
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if(is_current_day)
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{
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double deal_profit = HistoryDealGetDouble(trans.deal, DEAL_PROFIT);
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// Daily profit is tracked in ManagePosition()
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}
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}
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}
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}
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