328 行
11 KiB
MQL5
328 行
11 KiB
MQL5
 | //+------------------------------------------------------------------+
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//| Ichimoku_Complete_Pro.mq5 |
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//| Version 2.10 - Daily Loss Limit + Direction Filter |
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//+------------------------------------------------------------------+
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#property copyright "Educational - Optimized Version"
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#property version "2.10"
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#property strict
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#include <Trade\Trade.mqh>
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CTrade trade;
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//+------------------------------------------------------------------+
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//| Eingabeparameter |
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//+------------------------------------------------------------------+
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input group "=== Ichimoku Einstellungen ==="
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input int InpTenkanPeriod = 9;
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input int InpKijunPeriod = 26;
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input int InpSenkouPeriod = 52;
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input group "=== ATR Risk Management ==="
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input double InpSL_Multiplier = 1.5;
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input double InpTP_Multiplier = 2.5;
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input double InpTrail_Start = 1.2;
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input double InpTrail_Distance = 1.0;
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input double InpBE_Trigger = 1.0;
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input double InpBE_Offset = 0.2;
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input group "=== Handelsrichtung ==="
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enum ENUM_TRADE_DIRECTION
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{
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DIR_BOTH = 0, // Beide Richtungen
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DIR_LONG = 1, // Nur Long
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DIR_SHORT = 2 // Nur Short
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};
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input ENUM_TRADE_DIRECTION InpTradeDirection = DIR_BOTH;
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input group "=== Tagesverlust-Limit ==="
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input bool InpUseDailyLossLimit = true;
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input double InpMaxDailyLoss = 50.0; // Maximaler Verlust in Account-Währung (z.B. 50 $)
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input group "=== Filter ==="
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input bool InpUseSessionFilter = true;
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input int InpLondonStart = 8;
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input int InpLondonEnd = 17;
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input int InpNYStart = 13;
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input int InpNYEnd = 22;
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input int InpMaxSpreadPoints = 25;
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input group "=== Benachrichtigungen ==="
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input bool InpSendPush = true;
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input bool InpSendMail = false;
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input string InpMailSubject = "Ichimoku EA";
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input group "=== Allgemein ==="
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input double InpLotSize = 0.01;
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input int InpMagicNumber = 20260915;
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input bool InpOnlyOneTrade = true;
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//+------------------------------------------------------------------+
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//| Globale Variablen |
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//+------------------------------------------------------------------+
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int handleIchimoku = INVALID_HANDLE;
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int handleATR = INVALID_HANDLE;
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int atrPeriod = 14;
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double tenkan[], kijun[], senkouA[], senkouB[], chikou[], atr[];
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double dailyStartBalance = 0;
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datetime lastDayChecked = 0;
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bool tradingAllowedToday = true;
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//+------------------------------------------------------------------+
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int GetATRPeriodByTimeframe()
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{
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ENUM_TIMEFRAMES tf = Period();
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if(tf <= PERIOD_M5) return 20;
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if(tf <= PERIOD_M15) return 14;
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if(tf <= PERIOD_M30) return 12;
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if(tf <= PERIOD_H1) return 10;
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if(tf <= PERIOD_H4) return 10;
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return 8;
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}
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//+------------------------------------------------------------------+
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int OnInit()
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{
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atrPeriod = GetATRPeriodByTimeframe();
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handleIchimoku = iIchimoku(_Symbol, PERIOD_CURRENT, InpTenkanPeriod, InpKijunPeriod, InpSenkouPeriod);
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handleATR = iATR(_Symbol, PERIOD_CURRENT, atrPeriod);
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if(handleIchimoku == INVALID_HANDLE || handleATR == INVALID_HANDLE)
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{
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Print("Fehler beim Erstellen der Indikatoren");
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return INIT_FAILED;
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}
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ArraySetAsSeries(tenkan, true);
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ArraySetAsSeries(kijun, true);
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ArraySetAsSeries(senkouA, true);
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ArraySetAsSeries(senkouB, true);
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ArraySetAsSeries(chikou, true);
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ArraySetAsSeries(atr, true);
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trade.SetExpertMagicNumber(InpMagicNumber);
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trade.SetDeviationInPoints(30);
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trade.SetTypeFilling(ORDER_FILLING_FOK);
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// Tagesstart-Balance initialisieren
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dailyStartBalance = AccountInfoDouble(ACCOUNT_BALANCE);
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lastDayChecked = iTime(_Symbol, PERIOD_D1, 0);
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tradingAllowedToday = true;
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Print("Ichimoku EA v2.10 gestartet | ATR-Periode: ", atrPeriod);
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return INIT_SUCCEEDED;
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}
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(handleIchimoku != INVALID_HANDLE) IndicatorRelease(handleIchimoku);
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if(handleATR != INVALID_HANDLE) IndicatorRelease(handleATR);
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}
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//+------------------------------------------------------------------+
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void CheckDailyLossLimit()
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{
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if(!InpUseDailyLossLimit)
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{
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tradingAllowedToday = true;
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return;
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}
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datetime currentDay = iTime(_Symbol, PERIOD_D1, 0);
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// Neuer Tag → Reset
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if(currentDay != lastDayChecked)
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{
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dailyStartBalance = AccountInfoDouble(ACCOUNT_BALANCE);
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lastDayChecked = currentDay;
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tradingAllowedToday = true;
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Print("Neuer Handelstag – Tagesverlust-Limit zurückgesetzt");
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}
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double currentEquity = AccountInfoDouble(ACCOUNT_EQUITY);
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double dailyPL = currentEquity - dailyStartBalance;
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if(dailyPL <= -InpMaxDailyLoss)
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{
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if(tradingAllowedToday)
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{
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tradingAllowedToday = false;
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Notify("Tagesverlust-Limit erreicht (" + DoubleToString(dailyPL, 2) + "). Trading für heute gestoppt.");
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}
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}
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}
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//+------------------------------------------------------------------+
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bool IsTradingSession()
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{
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if(!InpUseSessionFilter) return true;
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MqlDateTime dt;
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TimeToStruct(TimeCurrent(), dt);
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int hour = dt.hour;
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bool london = (hour >= InpLondonStart && hour < InpLondonEnd);
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bool ny = (hour >= InpNYStart && hour < InpNYEnd);
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return (london || ny);
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}
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//+------------------------------------------------------------------+
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bool IsSpreadOK()
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{
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return (SymbolInfoInteger(_Symbol, SYMBOL_SPREAD) <= InpMaxSpreadPoints);
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}
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//+------------------------------------------------------------------+
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void Notify(string message)
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{
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if(InpSendPush) SendNotification(message);
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if(InpSendMail) SendMail(InpMailSubject, message);
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Print(message);
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}
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//+------------------------------------------------------------------+
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void ManageOpenPosition()
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{
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if(!PositionSelect(_Symbol)) return;
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if(PositionGetInteger(POSITION_MAGIC) != InpMagicNumber) return;
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if(CopyBuffer(handleATR, 0, 0, 2, atr) < 2) return;
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double currentATR = atr[0];
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if(currentATR <= 0) return;
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int digits = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
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long type = PositionGetInteger(POSITION_TYPE);
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double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
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double currentSL = PositionGetDouble(POSITION_SL);
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double currentTP = PositionGetDouble(POSITION_TP);
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double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
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double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
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double beTrigger = currentATR * InpBE_Trigger;
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double beOffset = currentATR * InpBE_Offset;
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double trailStart = currentATR * InpTrail_Start;
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double trailDistance = currentATR * InpTrail_Distance;
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double minMove = currentATR * 0.12;
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// LONG
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if(type == POSITION_TYPE_BUY)
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{
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double profit = bid - openPrice;
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if(profit >= beTrigger)
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{
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double newSL = NormalizeDouble(openPrice + beOffset, digits);
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if(newSL > currentSL + minMove || currentSL == 0)
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if(trade.PositionModify(_Symbol, newSL, currentTP))
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Notify("Break-Even BUY | SL: " + DoubleToString(newSL, digits));
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}
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if(profit >= trailStart)
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{
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double newSL = NormalizeDouble(bid - trailDistance, digits);
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if(newSL > currentSL + minMove)
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trade.PositionModify(_Symbol, newSL, currentTP);
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}
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}
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// SHORT
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if(type == POSITION_TYPE_SELL)
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{
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double profit = openPrice - ask;
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if(profit >= beTrigger)
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{
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double newSL = NormalizeDouble(openPrice - beOffset, digits);
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if(currentSL == 0 || newSL < currentSL - minMove)
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if(trade.PositionModify(_Symbol, newSL, currentTP))
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Notify("Break-Even SELL | SL: " + DoubleToString(newSL, digits));
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}
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if(profit >= trailStart)
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{
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double newSL = NormalizeDouble(ask + trailDistance, digits);
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if(currentSL == 0 || newSL < currentSL - minMove)
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trade.PositionModify(_Symbol, newSL, currentTP);
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}
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}
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}
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//+------------------------------------------------------------------+
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void OnTick()
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{
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// Tagesverlust prüfen
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CheckDailyLossLimit();
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// Offene Positionen verwalten
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ManageOpenPosition();
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// Filter
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if(!tradingAllowedToday) return;
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if(!IsTradingSession()) return;
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if(!IsSpreadOK()) return;
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// Nur bei neuer Kerze
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static datetime lastBarTime = 0;
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datetime currentBarTime = iTime(_Symbol, PERIOD_CURRENT, 0);
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if(currentBarTime == lastBarTime) return;
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lastBarTime = currentBarTime;
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if(InpOnlyOneTrade && PositionSelect(_Symbol)) return;
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// Indikatoren
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if(CopyBuffer(handleIchimoku, 0, 0, 3, tenkan) < 3) return;
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if(CopyBuffer(handleIchimoku, 1, 0, 3, kijun) < 3) return;
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if(CopyBuffer(handleIchimoku, 2, 0, 3, senkouA) < 3) return;
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if(CopyBuffer(handleIchimoku, 3, 0, 3, senkouB) < 3) return;
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if(CopyBuffer(handleIchimoku, 4, 0, 30, chikou) < 30) return;
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if(CopyBuffer(handleATR, 0, 1, 2, atr) < 2) return;
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double atrValue = atr[0];
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double close1 = iClose(_Symbol, PERIOD_CURRENT, 1);
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double cloudTop = MathMax(senkouA[1], senkouB[1]);
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double cloudBottom = MathMin(senkouA[1], senkouB[1]);
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bool buySignal =
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(close1 > cloudTop) &&
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(tenkan[1] > kijun[1] && tenkan[2] <= kijun[2]) &&
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(chikou[26] > close1);
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bool sellSignal =
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(close1 < cloudBottom) &&
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(tenkan[1] < kijun[1] && tenkan[2] >= kijun[2]) &&
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(chikou[26] < close1);
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// Handelsrichtung filtern
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if(InpTradeDirection == DIR_LONG) sellSignal = false;
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if(InpTradeDirection == DIR_SHORT) buySignal = false;
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int digits = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
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// BUY
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if(buySignal)
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{
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double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
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double sl = NormalizeDouble(ask - atrValue * InpSL_Multiplier, digits);
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double tp = NormalizeDouble(ask + atrValue * InpTP_Multiplier, digits);
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if(trade.Buy(InpLotSize, _Symbol, ask, sl, tp, "Ichimoku Buy"))
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Notify("BUY | " + _Symbol + " | SL: " + DoubleToString(sl, digits) + " | TP: " + DoubleToString(tp, digits));
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}
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// SELL
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if(sellSignal)
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{
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double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
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double sl = NormalizeDouble(bid + atrValue * InpSL_Multiplier, digits);
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double tp = NormalizeDouble(bid - atrValue * InpTP_Multiplier, digits);
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if(trade.Sell(InpLotSize, _Symbol, bid, sl, tp, "Ichimoku Sell"))
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Notify("SELL | " + _Symbol + " | SL: " + DoubleToString(sl, digits) + " | TP: " + DoubleToString(tp, digits));
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}
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}
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//+------------------------------------------------------------------+
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