mirror of
https://github.com/santiago-cruzlopez/MQL5
synced 2025-09-12 23:27:14 +00:00
543 lines
19 KiB
MQL5
543 lines
19 KiB
MQL5
//+------------------------------------------------------------------+
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//| HFS_NS92_EA.mq5 |
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//| Author: Santiago Cruz |
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//| https://www.mql5.com/en/users/algo-trader/ |
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//+------------------------------------------------------------------+
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#property copyright "Santiago Cruz"
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#property link "https://www.mql5.com/en/users/algo-trader/"
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#property version "1.00"
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#include <Trade/Trade.mqh>
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CTrade trade;
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CPositionInfo pos;
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COrderInfo ord;
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input group "=== Trading Profiles ==="
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enum SystemType{Forex=0, BitCoin=1, _Gold=2, US_Indices=3};
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input SystemType SType = 0;
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int SysChoice;
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input group "=== Trading Inputs ==="
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input string TradeComment = "Scalping NS92 EA";
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input int InpMagic = 922581; //EA Magic Number
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input double RiskPercent = 3; //Risk as % of Trading Capital
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input ENUM_TIMEFRAMES Timeframe = PERIOD_CURRENT;
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enum StartHour{Inactive=0, _0100=1, _0200=2, _0300=3, _0400=4, _0500=5, _0600=6, _0700=7,_0800=8,_0900=9, _1000=10, _1100=11, _1200=12};
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input StartHour SHInput=0; //Start Hour
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enum EndHour{Inactive=0, _1300=13, _1400=14, _1500=15, _1600=16, _1700=17, _1800=18,_1900=19, _2000=20, _2100=21, _2200=22, _2300=23};
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input EndHour EHInput=0; //End Hour
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int SHChoice;
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int EHChoice;
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int BarsN = 5;
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int ExpirationBars = 100;
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double OrderDistPoints = 100;
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double Tppoints, SLPoints, TslTriggerPoints, TslPoints;
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int handleRSI, handleMovAvg;
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input color ChartColorTradingOff = clrPink;
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input color ChartColorTradingOn = clrBlack;
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bool Tradingenabled = true;
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input bool HideIndicators = true;
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string TradingEnabledComm = "";
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input group "=== Forex Trading Inputs ==="
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input int TppointsInput = 200; //Take Profit (10 Points = 1 Pip)
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input int SlPointsInput = 200; //Stop Loss Points (10 Points = 1 Pip)
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input int TslTriggerPointsInput = 15; //Points in Profits before Trailing SL is activated (10 Points = 1 Pip)
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input int TslPointsInput = 10; //Trailing Stop Loss (10 Points = 1 Pip)
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input group "=== Crypto ==="
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input double TPasPct = 0.4; //TP as % of Price
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input double SLasPct = 0.4; //SL as % of Price
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input double TSLasPctofTP = 5; //Trail SL as % of TP
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input double TSLTgrasPctofTP = 7; //Trigger of Trail SL % of TP
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input group "=== Commodities/Gold ==="
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input double TPasPctGold = 0.2; //TP as % of Price
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input double SLasPctGold = 0.2; //SL as % of Price
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input double TSLasPctofTPGold = 5; //Trail SL as % of TP
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input double TSLTgrasPctofTPGold = 7; //Trigger of Trail SL % of TP
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input group "=== US Indices ==="
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input double TPasPctIndices = 0.2; //TP as % of Price
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input double SLasPctIndices = 0.2; //SL as % of Price
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input double TSLasPctofTPIndices = 5; //Trail SL as % of TP
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input double TSLTgrasPctofTPIndices = 7; //Trigger of Trail SL % of TP
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input group "=== News Filter ==="
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input bool NewsFilterOn = true; //Filter For News
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enum sep_dropdown{comma=0,semicolon=1};
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input sep_dropdown separator = 0; //Separator to Separate News Keywords
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input string KeyNews = "BCB,NFP,JOLTS,Nonfarm,PMI,Retail,GDP,Confidence,Interest Rate"; //Keywords in News to avoid (separated by separator)
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input string NewsCurrencies = "USD,GBP,EUR,JPY"; //Currencies for News LookUp
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input int DaysNewsLookup = 100; // No of Days to look up News
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input int StopBeforeMin = 15; //Stop Trading Before (in minutes)
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input int StartTradingMin = 15; //Start Trading After (in minutes)
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bool TrDisabledNews = false; //Variable to store if Trading is disabled due to News
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ushort sep_code;
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string NewstoAvoid[];
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datetime LastNewsAvoided;
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input group "=== RSI Filter ==="
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input bool RSIFilterOn = false; //Filter for RSI Extremes
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input ENUM_TIMEFRAMES RSITimeFrame = PERIOD_H1; //Timeframe for RSI Filter
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input int RSIlowerlvl = 20; //RSI Lower Level to Filter
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input int RSIUpperlvl = 80; //RSI Upper Level to Filter
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input int RSI_MA = 14; //RSI Period
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input ENUM_APPLIED_PRICE RSI_AppPrice = PRICE_MEDIAN; //RSI Applied Price
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input group "=== Moving Average Filter==="
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input bool MAFilterOn = false; //Filter for MA Extremes
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input ENUM_TIMEFRAMES MATimeFrame = PERIOD_H4; //Timeframe for MA Filter
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input double PctPricefromMA = 3; //% Price is away from MA to be Extreme
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input int MA_Period = 200; //MA Period
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input ENUM_MA_METHOD MA_Mode = MODE_EMA; //MA Mode/Method
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input ENUM_APPLIED_PRICE MA_AppPrice = PRICE_MEDIAN; //MA Applied Price
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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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trade.SetExpertMagicNumber(InpMagic);
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ChartSetInteger(0,CHART_SHOW_GRID,false);
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SHChoice = SHInput;
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EHChoice = EHInput;
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if(SType==0) SysChoice=0;
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if(SType==1) SysChoice=1;
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if(SType==2) SysChoice=2;
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if(SType==3) SysChoice=3;
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Tppoints = TppointsInput;
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SLPoints = SlPointsInput;
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TslTriggerPoints = TslTriggerPointsInput;
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TslPoints = TslPointsInput;
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if(HideIndicators==true) TesterHideIndicators(true);
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handleRSI = iRSI(_Symbol,RSITimeFrame,RSI_MA,RSI_AppPrice);
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handleMovAvg = iMA(_Symbol,MATimeFrame,MA_Period,0,MA_Mode,MA_AppPrice);
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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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//+------------------------------------------------------------------+
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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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TrailStop(); //We want to check TS before any bar
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if(IsRSIFilter() || IsUpcomingNews() || IsMAFilter())
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{
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CloseAllOrders();
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Tradingenabled=false;
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ChartSetInteger(0,CHART_COLOR_BACKGROUND,ChartColorTradingOff);
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if(TradingEnabledComm!="Printed")
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Print(TradingEnabledComm);
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TradingEnabledComm="Printed";
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return;
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}
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Tradingenabled=true;
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if(TradingEnabledComm!="")
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{
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Print("Trading is enabled again");
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TradingEnabledComm = "";
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}
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ChartSetInteger(0,CHART_COLOR_BACKGROUND,ChartColorTradingOn);
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if(!IsNewBar()) return;
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MqlDateTime time;
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TimeToStruct(TimeCurrent(),time);
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int Hournow = time.hour;
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if(Hournow<SHChoice){CloseAllOrders(); return;}
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if(Hournow>=EHChoice && EHChoice!=0){CloseAllOrders(); return;}
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if(SysChoice==1)
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{
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double ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);
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Tppoints = ask * TPasPct;
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SLPoints = ask * SLasPct;
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OrderDistPoints = Tppoints/2;
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TslPoints = Tppoints * TSLasPctofTP/100;
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TslTriggerPoints = Tppoints * TSLTgrasPctofTP/100;
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}
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if(SysChoice==2)
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{
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double ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);
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Tppoints = ask * TPasPctGold;
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SLPoints = ask * SLasPctGold;
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OrderDistPoints = Tppoints/2;
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TslPoints = Tppoints * TSLasPctofTPGold/100;
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TslTriggerPoints = Tppoints * TSLTgrasPctofTPGold/100;
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}
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if(SysChoice==3)
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{
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double ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);
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Tppoints = ask * TPasPctIndices;
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SLPoints = ask * SLasPctIndices;
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OrderDistPoints = Tppoints/2;
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TslPoints = Tppoints * TSLasPctofTPIndices/100;
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TslTriggerPoints = Tppoints * TSLTgrasPctofTPIndices/100;
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}
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int BuyTotal = 0;
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int SellTotal = 0;
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for(int i=PositionsTotal()-1; i>=0; i--)
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{
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pos.SelectByIndex(i);
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if(pos.PositionType()==POSITION_TYPE_BUY && pos.Symbol()==_Symbol && pos.Magic()==InpMagic) BuyTotal++;
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if(pos.PositionType()==POSITION_TYPE_SELL && pos.Symbol()==_Symbol && pos.Magic()==InpMagic) SellTotal++;
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}
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for(int i=OrdersTotal()-1; i>=0; i--)
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{
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pos.SelectByIndex(i);
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if(ord.OrderType()==ORDER_TYPE_BUY_STOP && ord.Symbol()==_Symbol && ord.Magic()==InpMagic) BuyTotal++;
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if(ord.OrderType()==ORDER_TYPE_SELL_STOP && ord.Symbol()==_Symbol && ord.Magic()==InpMagic) SellTotal++;
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}
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if(BuyTotal <=0)
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{
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double high = findHigh();
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if(high > 0)
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{
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SendBuyOrder(high);
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}
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}
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if(SellTotal <=0)
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{
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double low = findLow();
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if(low > 0)
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{
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SendSellOrder(low);
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}
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}
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}
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//+------------------------------------------------------------------+
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//|Finding High Points in Bars |
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//+------------------------------------------------------------------+
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double findHigh()
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{
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double highestHigh = 0;
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for(int i=0; i<200; i++)
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{
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double high = iHigh(_Symbol,Timeframe,i);
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if(i > BarsN && iHighest(_Symbol,Timeframe,MODE_HIGH,BarsN*2+1,i-BarsN) == i)
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{
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if(high > highestHigh)
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{
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return high;
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}
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}
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highestHigh = MathMax(high,highestHigh);
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}
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return -1;
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}
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//+------------------------------------------------------------------+
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//|Finding Low Points in Bars |
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//+------------------------------------------------------------------+
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double findLow()
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{
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double lowestLow = DBL_MAX;
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for(int i=0; i<200; i++)
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{
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double low = iLow(_Symbol,Timeframe,i);
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if(i > BarsN && iLowest(_Symbol,Timeframe,MODE_HIGH,BarsN*2+1,i-BarsN) == i)
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{
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if(low < lowestLow)
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{
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return low;
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}
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}
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lowestLow = MathMin(low,lowestLow);
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}
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return -1;
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}
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//+------------------------------------------------------------------+
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//|Checking for New Bars |
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//+------------------------------------------------------------------+
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bool IsNewBar()
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{
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static datetime previousTime = 0;
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datetime currentTime = iTime(_Symbol,PERIOD_CURRENT,0);
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if(previousTime!=currentTime)
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{
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previousTime=currentTime;
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return true;
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}
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return false;
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}
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//+------------------------------------------------------------------+
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//|Sending Buy Orders |
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//+------------------------------------------------------------------+
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void SendBuyOrder(double entry){
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double ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);
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if(ask > entry - OrderDistPoints * _Point) return;
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double tp = entry + Tppoints * _Point;
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double sl = entry - SLPoints * _Point;
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double lots = 0.01;
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if(RiskPercent > 0) lots = calcLots(entry-sl);
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datetime expiration = iTime(_Symbol,Timeframe,0) + ExpirationBars * PeriodSeconds(Timeframe);
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trade.BuyStop(lots,entry,_Symbol,sl,tp,ORDER_TIME_SPECIFIED,expiration);
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}
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//+------------------------------------------------------------------+
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//|Sending Sell Orders |
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//+------------------------------------------------------------------+
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void SendSellOrder(double entry){
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double bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);
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if(bid < entry + OrderDistPoints * _Point) return;
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double tp = entry - Tppoints * _Point;
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double sl = entry + SLPoints * _Point;
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double lots = 0.01;
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if(RiskPercent > 0) lots = calcLots(sl-entry);
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datetime expiration = iTime(_Symbol,Timeframe,0) + ExpirationBars * PeriodSeconds(Timeframe);
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trade.SellStop(lots,entry,_Symbol,sl,tp,ORDER_TIME_SPECIFIED,expiration);
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}
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//+------------------------------------------------------------------+
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//|Calculation of Lot Size |
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//+------------------------------------------------------------------+
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double calcLots(double slPoints){
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double risk = AccountInfoDouble(ACCOUNT_BALANCE) * RiskPercent /100;
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double ticksize = SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_SIZE);
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double tickvalue = SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_VALUE);
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double lotstep = SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_STEP);
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double minvolume = SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MIN);
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double maxvolume = SymbolInfoDouble(Symbol(),SYMBOL_VOLUME_MAX);
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double volumelimit = SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_LIMIT);
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double moneyPerLotstep = slPoints / ticksize * tickvalue * lotstep;
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double lots = MathFloor(risk/moneyPerLotstep) * lotstep;
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if(volumelimit!=0) lots = MathMin(lots,volumelimit);
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if(maxvolume!=0) lots = MathMin(lots,SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MAX));
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if(minvolume!=0) lots = MathMax(lots,SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN));
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lots = NormalizeDouble(lots,2);
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return lots;
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}
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//+------------------------------------------------------------------+
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//|Closing All Orders |
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//+------------------------------------------------------------------+
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void CloseAllOrders(){
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for(int i=OrdersTotal()-1;i>=0;i--)
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{
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ord.SelectByIndex(i);
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ulong ticket = ord.Ticket();
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if(ord.Symbol()==_Symbol && ord.Magic()==InpMagic)
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{
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trade.OrderDelete(ticket);
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}
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}
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}
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//+------------------------------------------------------------------+
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//|Trailing StopLoss |
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//+------------------------------------------------------------------+
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void TrailStop(){
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double sl = 0;
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double tp = 0;
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double ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);
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double bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);
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for(int i=PositionsTotal()-1; i>=0; i--)
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{
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if(pos.SelectByIndex(i))
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{
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ulong ticket = pos.Ticket();
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if(pos.Magic()==InpMagic && pos.Symbol()==_Symbol)
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{
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if(pos.PositionType()==POSITION_TYPE_BUY)
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{
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if(bid-pos.PriceOpen()>TslTriggerPoints*_Point) //If the current price is bigger than 15, then we activated the TS
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{
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tp = pos.TakeProfit();
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sl = bid - (TslPoints * _Point);
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if(sl > pos.StopLoss() && sl!=0)
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{
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trade.PositionModify(ticket,sl,tp);
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}
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}
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}
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else if(pos.PositionType()==POSITION_TYPE_SELL)
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{
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if(ask+(TslTriggerPoints*_Point)<pos.PriceOpen())
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{
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tp = pos.TakeProfit();
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sl = ask + (TslPoints * _Point);
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if(sl < pos.StopLoss() && sl!=0)
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{
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trade.PositionModify(ticket,sl,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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}
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bool IsUpcomingNews(){
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if(NewsFilterOn==false) return(false);
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if(TrDisabledNews && TimeCurrent()-LastNewsAvoided < StartTradingMin*PeriodSeconds(PERIOD_M1)) return true;
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TrDisabledNews = false;
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string sep;
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switch(separator)
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{
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case 0: sep = ","; break;
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case 1: sep = ",";
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}
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sep_code = StringGetCharacter(sep,0);
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int k = StringSplit(KeyNews,sep_code,NewstoAvoid);
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MqlCalendarValue values[];
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datetime starttime = TimeCurrent();
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datetime endtime = starttime + PeriodSeconds(PERIOD_D1)*DaysNewsLookup;
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CalendarValueHistory(values,starttime,endtime,NULL,NULL);
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for(int i=0;i < ArraySize(values); i++)
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{
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MqlCalendarEvent event;
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CalendarEventById(values[i].event_id, event);
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MqlCalendarCountry country;
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CalendarCountryById(event.country_id,country);
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if(StringFind(NewsCurrencies,country.currency) < 0) continue;
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for(int j=0; j<k; j++)
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{
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string currentevent = NewstoAvoid[j];
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string currentnews = event.name;
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if(StringFind(currentnews,currentevent) < 0) continue;
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Comment("Next News: ", country.currency ,": ", event.name, " ->", values[i].time);
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if(values[i].time - TimeCurrent() < StopBeforeMin*PeriodSeconds(PERIOD_M1))
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{
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LastNewsAvoided = values[i].time;
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TrDisabledNews = true;
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if(TradingEnabledComm=="" || TradingEnabledComm!="Printed")
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{
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TradingEnabledComm = "Trading is disabled due to upcoming news: " + event.name;
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}
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return true;
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}
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return false;
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}
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}
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return false;
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}
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bool IsRSIFilter(){
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if(RSIFilterOn==false) return(false);
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double RSI[];
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CopyBuffer(handleRSI,MAIN_LINE,0,1,RSI);
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ArraySetAsSeries(RSI,true);
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double RSInow = RSI[0];
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Comment("RSI = ",RSInow);
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if(RSInow>RSIUpperlvl || RSInow<RSIlowerlvl)
|
|
{
|
|
if(TradingEnabledComm=="" || TradingEnabledComm!="Printed")
|
|
{
|
|
TradingEnabledComm = "Trading is disabled due to RSI Filter";
|
|
}
|
|
return(true);
|
|
}
|
|
return false;
|
|
}
|
|
|
|
bool IsMAFilter(){
|
|
|
|
if(MAFilterOn==false) return(false);
|
|
|
|
double MovAvg[];
|
|
|
|
CopyBuffer(handleMovAvg,MAIN_LINE,0,1,MovAvg);
|
|
ArraySetAsSeries(MovAvg,true);
|
|
|
|
double MAnow = MovAvg[0];
|
|
double ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);
|
|
|
|
if(ask > MAnow * (1 + PctPricefromMA/100) ||
|
|
ask < MAnow * (1 - PctPricefromMA/100))
|
|
{
|
|
if(TradingEnabledComm=="" || TradingEnabledComm!="Printed")
|
|
{
|
|
TradingEnabledComm = "Trading is disabled due to Mov Avg Filter";
|
|
}
|
|
return true;
|
|
}
|
|
return false;
|
|
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|