298 lines
10 KiB
MQL5
298 lines
10 KiB
MQL5
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//+------------------------------------------------------------------+
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//| QQE_ATR_EA.mq5 |
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//| Generated by your AI Coding Partner |
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//+------------------------------------------------------------------+
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#property copyright "Your AI Coding Partner"
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#property link ""
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#property version "1.03"
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#include <Trade\Trade.mqh>
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//--- Custom Enumerations for Dropdown Menus
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enum ENUM_SIGNAL_MODE
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{
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MODE_CROSSOVER = 0, // Crossover Only
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MODE_THRESHOLD = 1, // Threshold (50 Level) Only
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MODE_BOTH = 2 // Both Crossover and Threshold
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};
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//--- EA Inputs
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input string General_Settings = "--- Trading Settings ---";
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input double LotSize = 0.1; // Trading Lot Size
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input ENUM_SIGNAL_MODE SignalMode = MODE_BOTH; // Entry Signal Logic
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input ulong MagicNumber = 123456; // Magic Number
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input string Risk_Settings = "--- Dynamic Risk (ATR) ---";
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input int AtrPeriod = 14; // ATR Period
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input double AtrSlMultiplier = 1.5; // ATR Stop Loss Multiplier
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input double AtrTpMultiplier = 2.0; // ATR Take Profit Multiplier
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input string Indicator_Settings = "--- QQE Settings ---";
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input int SF = 5; // Smoothing Factor
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input int RSI_Period = 14; // RSI Period
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//--- Global Variables & Objects
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CTrade trade;
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int myRSI;
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int myATR;
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int Wilders_Period;
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int StartBar;
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int prev_calculated = 0;
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datetime last_bar_time;
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//--- Arrays for Standalone Indicator Calculations
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double RsiMa[];
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double TrLevelSlow[];
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double AtrRsi[];
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double MaAtrRsi[];
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double Rsi[];
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double MaMaAtrRsi[];
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//+------------------------------------------------------------------+
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//| Exponential Moving Average Engine |
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//+------------------------------------------------------------------+
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void CalculateEMA(int begin, int period, const double &price[], double &result[])
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{
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double SmoothFactor = 2.0 / (1.0 + period);
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for (int i = begin; i >= 0; i--)
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{
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if (price[i] == EMPTY_VALUE) result[i] = 0;
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else result[i] = price[i] * SmoothFactor + result[i + 1] * (1.0 - SmoothFactor);
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}
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}
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//+------------------------------------------------------------------+
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//| Core QQE Mathematics translated from Indicator Loop |
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//+------------------------------------------------------------------+
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bool UpdateQQEData()
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{
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int rates_total = iBars(_Symbol, _Period);
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if(rates_total <= StartBar) return false;
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// Manage dynamic arrays for EA processing
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if(ArraySize(Rsi) != rates_total)
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{
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ArrayResize(Rsi, rates_total);
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ArrayResize(RsiMa, rates_total);
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ArrayResize(TrLevelSlow, rates_total);
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ArrayResize(AtrRsi, rates_total);
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ArrayResize(MaAtrRsi, rates_total);
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ArrayResize(MaMaAtrRsi, rates_total);
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ArraySetAsSeries(Rsi, true);
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ArraySetAsSeries(RsiMa, true);
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ArraySetAsSeries(TrLevelSlow, true);
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ArraySetAsSeries(AtrRsi, true);
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ArraySetAsSeries(MaAtrRsi, true);
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ArraySetAsSeries(MaMaAtrRsi, true);
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}
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int counted = prev_calculated - 1;
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if (counted < 1)
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{
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for (int i = 0; i < rates_total; i++)
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{
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TrLevelSlow[i] = 0.0; AtrRsi[i] = 0.0; MaAtrRsi[i] = 0.0;
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Rsi[i] = 0.0; RsiMa[i] = 0.0; MaMaAtrRsi[i] = 0.0;
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}
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counted = rates_total - StartBar - 1;
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}
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else
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{
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counted = rates_total - counted - 1;
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if (counted > rates_total - StartBar - 1) counted = rates_total - StartBar - 1;
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}
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if (CopyBuffer(myRSI, 0, 0, counted + 2, Rsi) != counted + 2) return false;
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CalculateEMA(counted + 1, SF, Rsi, RsiMa);
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for (int i = counted; i >= 0; i--) AtrRsi[i] = MathAbs(RsiMa[i + 1] - RsiMa[i]);
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CalculateEMA(counted, Wilders_Period, AtrRsi, MaAtrRsi);
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int i = counted + 1;
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double tr = TrLevelSlow[i];
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double rsi1 = RsiMa[i];
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CalculateEMA(counted, Wilders_Period, MaAtrRsi, MaMaAtrRsi);
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while (i > 0)
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{
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i--;
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double rsi0 = RsiMa[i];
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double dar = MaMaAtrRsi[i] * 4.236;
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double dv = tr;
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if (rsi0 < tr)
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{
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tr = rsi0 + dar;
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if ((rsi1 < dv) && (tr > dv)) tr = dv;
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}
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else if (rsi0 > tr)
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{
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tr = rsi0 - dar;
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if ((rsi1 > dv) && (tr < dv)) tr = dv;
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}
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TrLevelSlow[i] = tr;
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rsi1 = rsi0;
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}
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prev_calculated = rates_total;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Execute Trade with Dynamic ATR TP/SL |
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//+------------------------------------------------------------------+
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void ExecuteTrade(ENUM_ORDER_TYPE type)
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{
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// Fetch Current Price
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double price = (type == ORDER_TYPE_BUY) ? SymbolInfoDouble(_Symbol, SYMBOL_ASK) : SymbolInfoDouble(_Symbol, SYMBOL_BID);
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// Fetch Current ATR Value
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double atrArray[];
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ArraySetAsSeries(atrArray, true);
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if(CopyBuffer(myATR, 0, 0, 1, atrArray) <= 0)
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{
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Print("Failed to copy ATR data. Order aborted.");
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return;
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}
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double currentATR = atrArray[0];
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// Calculate Dynamic Risk Distances
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double slDistance = currentATR * AtrSlMultiplier;
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double tpDistance = currentATR * AtrTpMultiplier;
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double sl = 0, tp = 0;
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int digits = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
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if (type == ORDER_TYPE_BUY)
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{
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sl = price - slDistance;
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tp = price + tpDistance;
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trade.Buy(LotSize, _Symbol, NormalizeDouble(price, digits), NormalizeDouble(sl, digits), NormalizeDouble(tp, digits), "QQE Buy");
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}
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else if (type == ORDER_TYPE_SELL)
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{
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sl = price + slDistance;
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tp = price - tpDistance;
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trade.Sell(LotSize, _Symbol, NormalizeDouble(price, digits), NormalizeDouble(sl, digits), NormalizeDouble(tp, digits), "QQE Sell");
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}
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}
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//+------------------------------------------------------------------+
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//| Close Opposite Positions logic |
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//+------------------------------------------------------------------+
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void CloseOppositePositions(ENUM_POSITION_TYPE pos_type)
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{
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for(int i = PositionsTotal() - 1; i >= 0; i--)
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{
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ulong ticket = PositionGetTicket(i);
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if(PositionGetString(POSITION_SYMBOL) == _Symbol && PositionGetInteger(POSITION_MAGIC) == MagicNumber)
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{
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if(PositionGetInteger(POSITION_TYPE) == pos_type)
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{
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trade.PositionClose(ticket);
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}
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}
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}
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}
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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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// Initialize Trade settings
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trade.SetExpertMagicNumber(MagicNumber);
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// Initialize QQE mathematical periods
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Wilders_Period = RSI_Period * 2 - 1;
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StartBar = MathMax(SF, Wilders_Period);
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// Request RSI handle
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myRSI = iRSI(_Symbol, _Period, RSI_Period, PRICE_CLOSE);
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if(myRSI == INVALID_HANDLE)
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{
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Print("Error creating RSI indicator handle.");
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return(INIT_FAILED);
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}
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// Request ATR handle
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myATR = iATR(_Symbol, _Period, AtrPeriod);
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if(myATR == INVALID_HANDLE)
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{
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Print("Error creating ATR indicator handle.");
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return(INIT_FAILED);
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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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IndicatorRelease(myRSI);
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IndicatorRelease(myATR);
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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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// 1. Only process data on a new bar to avoid mid-candle repainting
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datetime current_time = iTime(_Symbol, _Period, 0);
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if(current_time == last_bar_time) return;
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// 2. Update QQE arrays mathematically
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if(!UpdateQQEData()) return;
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// 3. Evaluate Trading Logic on the last completed bar (Index 1) and the one before (Index 2)
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double currentRsiMa = RsiMa[1];
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double prevRsiMa = RsiMa[2];
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double currentTr = TrLevelSlow[1];
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double prevTr = TrLevelSlow[2];
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// Crossover Logic: RsiMA (Blue line) crosses TrLevelSlow (Yellow line)
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bool isCrossUp = (prevRsiMa <= prevTr && currentRsiMa > currentTr);
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bool isCrossDn = (prevRsiMa >= prevTr && currentRsiMa < currentTr);
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// Level 50 Logic (Per the original code's description)
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bool isLevelCrossUp = (prevRsiMa < 50 && currentRsiMa >= 50 && currentRsiMa > currentTr);
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bool isLevelCrossDn = (prevRsiMa > 50 && currentRsiMa <= 50 && currentRsiMa < currentTr);
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// Filter signals based on the user's selected input mode
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bool buySignal = false;
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bool sellSignal = false;
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if(SignalMode == MODE_CROSSOVER || SignalMode == MODE_BOTH)
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{
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if(isCrossUp) buySignal = true;
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if(isCrossDn) sellSignal = true;
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}
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if(SignalMode == MODE_THRESHOLD || SignalMode == MODE_BOTH)
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{
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if(isLevelCrossUp) buySignal = true;
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if(isLevelCrossDn) sellSignal = true;
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}
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// 4. Execute Trades
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if (buySignal)
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{
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CloseOppositePositions(POSITION_TYPE_SELL);
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if(PositionsTotal() == 0) ExecuteTrade(ORDER_TYPE_BUY);
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last_bar_time = current_time; // Mark bar as handled
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}
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else if (sellSignal)
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{
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CloseOppositePositions(POSITION_TYPE_BUY);
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if(PositionsTotal() == 0) ExecuteTrade(ORDER_TYPE_SELL);
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last_bar_time = current_time; // Mark bar as handled
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}
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}
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//+------------------------------------------------------------------+
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