368 lines
11 KiB
Plaintext
368 lines
11 KiB
Plaintext
//+------------------------------------------------------------------+
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//| RSIScalpingXAUUSD_Trailing.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 "1.06"
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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 = 14; // 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 = 71; // RSI Overbought Level
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input double RSI_Oversold = 57; // RSI Oversold Level
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input double RSI_Target_Buy = 80; // RSI Target for Buy Exit
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input double RSI_Target_Sell = 57; // RSI Target for Sell Exit
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input int BarsToWait = 4; // Bars to wait when RSI goes against position
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input bool UseRSI_StopLoss = true; // Close on RSI stop (separate timeframe below)
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input ENUM_TIMEFRAMES RSI_StopLoss_TimeFrame = PERIOD_H1; // RSI timeframe for stop-loss only
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input double RSI_StopLoss_BuyBelow = 30; // Close buy when stop-timeframe RSI drops below this
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input double RSI_StopLoss_SellAbove = 70; // Close sell when stop-timeframe RSI rises above this
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input double LotSize = 0.1; // Lot Size
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input int MagicNumber = 129102316; // Magic Number (distinct from non-trailing EA)
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input int Slippage = 3; // Slippage in points
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//--- Global variables
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CTrade trade;
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int rsi_handle;
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int rsi_stoploss_handle = INVALID_HANDLE;
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double rsi_buffer[];
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double rsi_stoploss_buffer[];
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double rsi_prev, rsi_current, rsi_two_bars_ago;
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double rsi_stoploss_current = 0.0;
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MqlTick rsi_stoploss_last_tick;
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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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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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rsi_stoploss_handle = iRSI(_Symbol, RSI_StopLoss_TimeFrame, RSI_Period, RSI_Applied_Price);
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if(rsi_stoploss_handle == INVALID_HANDLE)
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{
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IndicatorRelease(rsi_handle);
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return(INIT_FAILED);
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}
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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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ArraySetAsSeries(rsi_buffer, true);
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ArraySetAsSeries(rsi_stoploss_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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if(rsi_stoploss_handle != INVALID_HANDLE)
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IndicatorRelease(rsi_stoploss_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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ResyncPositionFromMarket();
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const int min_bars = RSI_Period + 2;
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if(position_open)
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{
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if(UseRSI_StopLoss && Bars(_Symbol, RSI_StopLoss_TimeFrame) >= min_bars)
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{
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if(UpdateRSI_StopLoss())
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CheckRSIStopLossClose();
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}
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}
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if(Bars(_Symbol, TimeFrame) < min_bars)
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{
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return;
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}
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datetime current_bar_time = iTime(_Symbol, TimeFrame, 0);
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if(current_bar_time == last_bar_time)
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{
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return;
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}
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last_bar_time = current_bar_time;
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if(!UpdateRSI())
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{
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return;
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}
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ResyncPositionFromMarket();
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CheckExistingPosition();
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if(!position_open && !PositionExistsByMagic(_Symbol, MagicNumber))
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{
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CheckEntrySignals();
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}
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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];
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rsi_prev = rsi_buffer[1];
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rsi_two_bars_ago = rsi_buffer[2];
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return true;
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}
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//+------------------------------------------------------------------+
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//| Stop-loss RSI (RSI_StopLoss_TimeFrame) |
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//| Uses latest MqlTick before CopyBuffer so RSI matches current quote. |
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//+------------------------------------------------------------------+
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bool UpdateRSI_StopLoss()
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{
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if(rsi_stoploss_handle == INVALID_HANDLE)
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return false;
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if(!SymbolInfoTick(_Symbol, rsi_stoploss_last_tick))
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return false;
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int calc = BarsCalculated(rsi_stoploss_handle);
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if(calc <= 0)
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return false;
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if(CopyBuffer(rsi_stoploss_handle, 0, 0, 1, rsi_stoploss_buffer) < 1)
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return false;
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rsi_stoploss_current = rsi_stoploss_buffer[0];
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return true;
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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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//| RSI-based stop: RSI_StopLoss_TimeFrame series (independent of TimeFrame) |
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//+------------------------------------------------------------------+
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void CheckRSIStopLossClose()
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{
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if(!UseRSI_StopLoss || !position_open)
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return;
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if(!PositionSelectByTicketAndMagic(position_ticket, 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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if(current_position_type == POSITION_TYPE_BUY)
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{
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if(rsi_stoploss_current < RSI_StopLoss_BuyBelow)
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ClosePosition();
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}
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else if(current_position_type == POSITION_TYPE_SELL)
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{
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if(rsi_stoploss_current > RSI_StopLoss_SellAbove)
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ClosePosition();
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}
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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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if(!PositionSelectByTicketAndMagic(position_ticket, 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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if(current_position_type == POSITION_TYPE_BUY)
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{
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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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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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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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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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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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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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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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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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if(rsi_two_bars_ago <= RSI_Oversold && rsi_prev > RSI_Oversold)
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OpenBuyPosition();
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if(rsi_two_bars_ago >= RSI_Overbought && rsi_prev < RSI_Overbought)
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OpenSellPosition();
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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 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 t = GetPositionTicketByMagic(_Symbol, (ulong)MagicNumber);
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if(t != 0)
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position_ticket = (int)t;
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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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}
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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 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 t = GetPositionTicketByMagic(_Symbol, (ulong)MagicNumber);
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if(t != 0)
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position_ticket = (int)t;
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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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}
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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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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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return;
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}
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if(!PositionExistsByMagic(_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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Print("RSIScalpingXAUUSD: close failed (will retry on next bar). retcode=",
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trade.ResultRetcode(), " lastError=", GetLastError());
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}
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