291 lines
19 KiB
MQL5
291 lines
19 KiB
MQL5
//+------------------------------------------------------------------+
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//| SPVIX.mq5 |
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//| Copyright 2024, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2024, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property version "1.00"
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#include <Math\Stat\Math.mqh>
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#include <Trade\Trade.mqh>
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CTrade ExtTrade; // オブジェクト生成
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/*
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input group "***時間設定***"
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input int Jisa = 7; //日本時間と時差
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input int ho =9; //時間
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input int mi =5; //分
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input int oho =5; //時間
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input double PIP =250; //300
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input group "***時間設定2***"
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input int ho2 =16; //時間
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input int mi2 =5; //分
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*/
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input double zmax = 2.0;
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sinput ulong Magic = 550055; // マジックナンバー
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sinput ulong Slippage = 20; // スリッページ
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sinput double Lots = 0.1; // ロット数
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input double MaxSpread = 50; // エントリー見送りスプレッド
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input group "***利幅損切り設定***"
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input double in_TP = 1000.0; //TP
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input double in_SL =1000.0; //SL
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/*input double in_Trail = 2000.0; //Trail
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input double in_TrailS = 2000.0; //TrailStart
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input double PIP2 =250; //300
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input double in_TP2 = 14000.0; //TP
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input double in_SL2 =2000.0; //SL
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input double in_Trail2 = 2200.0; //Trail
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input double in_TrailS2 = 1400.0; //TrailStart*/
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input group "***閾値***"
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input group "***通貨***"
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input string NO1 ="USDCHF"; //USDCHF
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input string NO2 ="AUDCHF"; //XAUUSD
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string symbols[9] = {"AUDCHF", "EURAUD", "GBPAUD", "CADCHF", "EURCAD", "EURNZD", "GBPCAD", "GBPNZD", "NZDCHF"};
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int RSI_hNO1[9]; // RSIオブジェクト
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int RSI_hNO2; // RSIオブジェクト
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double RSI0[]; // RSIオブジェクト
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double RSI1[]; // RSIオブジェクト
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double RSI2[]; // RSIオブジェクト
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double RSI3[]; // RSIオブジェクト
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double RSI4[]; // RSIオブジェクト
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double RSI5[]; // RSIオブジェクト
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double RSI6[]; // RSIオブジェクト
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double RSI7[]; // RSIオブジェクト
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double RSI8[]; // RSIオブジェクト
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double RSINO2[]; // RSIオブジェクト
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int L1,L2;
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double dSpread;
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datetime dflag,dflag2;
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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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// EAの初期設定
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ExtTrade.SetExpertMagicNumber(Magic); // マジックナンバーの設定
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ExtTrade.SetDeviationInPoints(Slippage); // スリッページの設定
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for(int i=0; i<=8; i++) {
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RSI_hNO1[i]= iRSI(symbols[i],PERIOD_CURRENT, 14,PRICE_CLOSE); // RSIの初期設定
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}
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RSI_hNO2= iRSI(NO2,PERIOD_CURRENT, 44, PRICE_CLOSE); // RSIの初期設定
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//---
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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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}
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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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/*
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double Ask=NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_ASK),_Digits);
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double Bid=NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_BID),_Digits);
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dSpread = (Ask - Bid) / (Point()*10);
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*/
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double rsi[9];
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double zscore[9];
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string symbol;
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ulong Tiket;
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ArrayInitialize(rsi,0);
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ArraySetAsSeries(RSI1,true); //配列を時系列に（中身が入っていない状態でもOK）
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for(int i=0; i<=8; i++) {
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CopyBuffer(RSI_hNO1[i],0,0,3,RSI1);
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rsi[i]=RSI1[0];
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}
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double heikin=MathMean(rsi);
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double hensa= MathStandardDeviation(rsi);
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heikin=MathRound(heikin,2);
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hensa=MathRound(hensa,2);
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double max=MathMax(rsi);
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double min=MathMin(rsi);
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max=(max-heikin)/hensa;
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min=(min-heikin)/hensa;
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string symMAX=symbols[ArrayBsearch(rsi,MathMax(rsi))];
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string symMIN=symbols[ArrayBsearch(rsi,MathMin(rsi))];
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for(int i=0; i<=8; i++) {
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zscore[i]= Zscore(rsi[i],heikin,hensa);
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}
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//このEAがポジションを持っているかチェック
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for(int i = 0; i < PositionsTotal(); i++) {
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Tiket = PositionGetTicket(i);
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symbol=PositionGetString(POSITION_SYMBOL);
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if(PositionGetInteger(POSITION_MAGIC) == Magic) break;
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else {
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Tiket = 0;
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symbol="";
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}
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}
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int num=0;
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int total=ArraySize(symbols);
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for(int i=0; i<total; i++) {
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if(symbols[i]==symbol) {
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num=i;
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break;
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}
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}if(symbols[num]==symbol)
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{
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Print("/////////////////////////////////////////////");
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}
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if(!(symbol=="")&&MathAbs(zscore[num]) < 0.5&& rsi[num]<30 &&1==SP(symbol)||rsi[num]>60 &&1==LP(symbol) ) {
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ExtTrade.PositionClose(Tiket);
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Print("close");
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}
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if(max>zmax&&rsi[ArrayBsearch(rsi,MathMax(rsi))]>70&&0==SP(symMAX)) {
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SELL("SELL",symMAX,Lots,in_SL,in_TP);
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}
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if(min<-zmax&&rsi[ArrayBsearch(rsi,MathMax(rsi))]<30&&0==LP(symMIN)) {
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BUY("BUY",symMIN,Lots,in_SL,in_TP);
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}
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/* //ハンドルでバッファを指定して、バッファからMA値を配列にコピー
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Print(RSI1[0],"//////////",RSINO2[0]);
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double XAUUSD =MathLog( iClose(NO2,PERIOD_H1,0));
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double USDCHF =MathLog( iClose(NO1,PERIOD_H1,0));
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double lo3= MathLog( iClose(NO1,PERIOD_H1,3) ); // 対数を取る値
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double loPER= (USDCHF-lo3)*100;
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*/
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/*
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Comment(USDCHF,"\n",loPER);
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if(RSINO1[1]>90&&LP()==0&&SP()==0 ) {
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BUY("BUY","USDCHF",Lots,in_SL,in_TP);
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// SELL("SELL","XAUUSD",Lots,in_SL,in_TP);
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}
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if(RSINO1[1]<50&&SP() ==0) {
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//BUY("BUY","US500");
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SELL("SELL","USDCHF",Lots,in_SL,in_TP);
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}*/
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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double Zscore(double num, double mean, double std) {
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return (num - mean) / std;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void SELL(string COM,string SYM,double l,double s,double L) {
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double Ask=NormalizeDouble(SymbolInfoDouble(SYM,SYMBOL_ASK),_Digits);
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double Bid=NormalizeDouble(SymbolInfoDouble(SYM,SYMBOL_BID),_Digits);
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double SL = NormalizeDouble((Ask + s*_Point), _Digits);
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double TP = NormalizeDouble((Bid -L*_Point), _Digits);
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if(!ExtTrade.Sell(l,SYM,Bid,SL,TP,COM))Print("//////////////");
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void BUY(string COM,string SYM,double l,double s,double L) {
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double Ask=NormalizeDouble(SymbolInfoDouble(SYM,SYMBOL_ASK),_Digits);
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double Bid=NormalizeDouble(SymbolInfoDouble(SYM,SYMBOL_BID),_Digits);
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double SL = NormalizeDouble((Bid -s*_Point), _Digits);
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double TP = NormalizeDouble((Ask +L*_Point), _Digits);
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if(!ExtTrade.Buy(l,SYM,Ask,SL,TP,COM))Print("//////////////");
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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int LP(string s) { //ロングポジション数を取得
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int buys=0;
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int total=PositionsTotal();
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ulong ticket=0;
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ulong PositionMagic=0;
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long type;
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string symbol;
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for(int i=total-1; i>=0; i--) {
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ticket=PositionGetTicket(i);
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symbol=PositionGetString(POSITION_SYMBOL);
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PositionMagic=PositionGetInteger(POSITION_MAGIC);
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type =PositionGetInteger(POSITION_TYPE);
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if(symbol==s && PositionMagic==Magic && type==POSITION_TYPE_BUY) {
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buys++;
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}
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}
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return(buys);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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int SP(string s) { //ショートポジション数を取得
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int sells=0;
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int total=PositionsTotal();
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ulong ticket=0;
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ulong PositionMagic=0;
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long type;
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string symbol;
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for(int i=total-1; i>=0; i--) {
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ticket=PositionGetTicket(i);
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symbol=PositionGetString(POSITION_SYMBOL);
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PositionMagic=PositionGetInteger(POSITION_MAGIC);
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type =PositionGetInteger(POSITION_TYPE);
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if(symbol==s && PositionMagic==Magic && type==POSITION_TYPE_SELL) {
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sells++;
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}
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}
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return(sells);
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}
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//+------------------------------------------------------------------+
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ulong Ti() { //ロングポジション数を取得
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int buys=0;
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int total=PositionsTotal();
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ulong ticket=0;
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ulong PositionMagic=0;
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long type;
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string symbol;
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for(int i=total-1; i>=0; i--) {
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ticket=PositionGetTicket(i);
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symbol=PositionGetString(POSITION_SYMBOL);
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PositionMagic=PositionGetInteger(POSITION_MAGIC);
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type =PositionGetInteger(POSITION_TYPE);
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if(/*symbol==_Symbol && */PositionMagic==Magic && type==POSITION_TYPE_BUY) {
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buys++;
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}
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}
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return(buys);
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}
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//+------------------------------------------------------------------+
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