288 lines
24 KiB
MQL5
288 lines
24 KiB
MQL5
//+------------------------------------------------------------------+
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//| SimpleEATemplatev1.2.mq5 coded on DELL-SP3|
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//| Copyright 2024, Singularity Partners Sarl. |
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//| https://www.SingularityPartners.ch |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2024, Singularity Partners Sarl."
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#property link "https://www.SingularityPartners.ch"
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#property version "1.0" // based on A6.16.4
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// Idea of this EA is (Describe the intention of this EA)
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//Versión 1.3 Intento garantizar sólo un corto o largo abierto y estrategia con algún beneficio 2019-2024
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// Results from 1 Jan 2017 until 1 Jan 2024: UR:3 RDD:22% Sharpe Ratio:2.08 %Profit:33% or so. T=980 R7=36,529
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#include <Math\Stat\Math.mqh>
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#define CUANTASVELAS 20
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int mitick=0;
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uint porrsi=0;
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double sumadeproporciones=0.0;
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datetime cuando_fue;
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double maximosdevela [CUANTASVELAS];
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double maximo1=0;
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double maximo2=0;
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int velamax1=0;
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int velamax2=0;
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//+------------------------------------------------------------------+
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//| Input Variables |
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//+------------------------------------------------------------------+
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//Input Variables
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input group "Copyright 2024, www.SingularityPartners.ch "
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input double IL = 5; // IL Initial Lot
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input double SL = 0.05; // SL Stop Loss as Percent of Balance
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//input double TP = 0.03; // TP Take Profit as Percent of Balance
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input double TPP = 2600; // TPP Take Profit in Points originalmente venia con 1000
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input double SLP = 2600; // SLP Stop Loss in Points
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input group "Signal Inputs"
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input uint Period = 67; // Period iMA
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input uint Shift = 6; // Shift iMA
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input double Proporcion=0.00023 ;// Proporcion -> la media es 0.00005
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input ENUM_MA_METHOD METHOD = MODE_LWMA;
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input ENUM_APPLIED_PRICE APPLIED_PRICE = PRICE_WEIGHTED;
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input uint CBA =9; // CBA CopyBufferAmount
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input uint EMAFirst = 2 ;
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input uint EMASecond = 4 ;
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input uint rsiPeriod = 60; // Período del RSI originalmente era 14
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input uint overboughtLevel = 100; // Nivel de sobrecompra
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input uint oversoldLevel = 0; // Nivel de sobreventa
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//Include Files
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#include<Trade\Trade.mqh>
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CTrade trade; //Trade Class
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// Variables Definitions
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//bool signal;
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int signal=-1;
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bool CS; // Close Shorts - en español ciérrame cortos
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bool CL; // Close Longs - en español ciérrame largos.
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int LT; // Counter of Long Trades
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int ST; // Counter of Short Trades
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int T; // Counter of Total Trades
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int L; // Code Line
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double EMAArray[];
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double OnTester()
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{
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double RDD = TesterStatistics ( STAT_EQUITY_DDREL_PERCENT ) ;
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double Numerator = (TesterStatistics (STAT_PROFIT) + TesterStatistics (STAT_INITIAL_DEPOSIT));
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double Denominator = (TesterStatistics (STAT_INITIAL_DEPOSIT)*(1)*RDD*0.01); // 5+5/12 as Measured from Jan 2019 until May 2024
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//string UR = TesterStatistics ((STAT_PROFIT+STAT_INITIAL_DEPOSIT)/STAT_INITIAL_DEPOSIT/7/STAT_EQUITY_DDREL_PERCENT*0.01);
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double UR = Numerator/Denominator;
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//double URR2 = UR/RDD/RDD;
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string concatenatedString = DoubleToString(UR,0)+ "." + DoubleToString(RDD,0) ; // UR.RDD
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return StringToDouble(concatenatedString);
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}
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void OnTick()
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{
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mitick++;
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// Print ("Estas cosicas que vienen a continuación se producen en el tick número ",mitick);
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// Trade structures
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MqlTradeRequest request;
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MqlTradeResult result;
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ZeroMemory(request);
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//+------------------------------------------------------------------+
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//| Price |
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//+------------------------------------------------------------------+
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// Price
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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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//+------------------------------------------------------------------+
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//| Balance, Equity, Profit |
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//+------------------------------------------------------------------+
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// Balance, Equity, Profit
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double Balance=NormalizeDouble(AccountInfoDouble(ACCOUNT_BALANCE),0);
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double Equity=NormalizeDouble(AccountInfoDouble(ACCOUNT_EQUITY),0);
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double Profit=NormalizeDouble(AccountInfoDouble(ACCOUNT_PROFIT),0);
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//+------------------------------------------------------------------+
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//| Longs Shorts Counter |
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//+------------------------------------------------------------------+
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LT=0; ST=0; T=0;
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for(int i = 0; i < PositionsTotal(); i++)
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{
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ulong ticket = PositionGetTicket(i);
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PositionSelectByTicket(ticket);
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if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY) // if it's a long'
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{
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LT ++;
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}
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else if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL) // if it's short
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{
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ST ++;
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}
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T=(LT+ST);
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}
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//+------------------------------------------------------------------+
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//| Sensing |
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//+------------------------------------------------------------------+
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/*double totalcierres=0;
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for (int numvela=1;numvela<=CUANTASVELAS;numvela++) {
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totalcierres = iClose(_Symbol, _Period, numvela) + totalcierres;
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}
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double mediacierres=totalcierres/CUANTASVELAS; // esa media de cierres de x velas que me servirá para señal.
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*/
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//Relleno el array
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for (int numvela=0;numvela<=CUANTASVELAS-1;numvela++) {
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maximosdevela[CUANTASVELAS-numvela-1]=iHigh(_Symbol, _Period, numvela);
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if (maximosdevela[CUANTASVELAS-numvela-1]>maximo1) {
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maximo2=maximo1;
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velamax2=velamax1;
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maximo1=maximosdevela[CUANTASVELAS-numvela-1];
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velamax1=CUANTASVELAS-numvela-1;
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}
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else if (maximosdevela[CUANTASVELAS-numvela-1]>maximo2) {
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velamax2=CUANTASVELAS-numvela-1;
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maximo2=maximosdevela[CUANTASVELAS-numvela-1];
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}
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}
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//int val_index=iHighest(NULL,0,MODE_CLOSE,20,0); no me sirve para la 2ª vela max
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//ArraySort(maximosdevela);
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// Print ("el elemento maximo es: ",maximosdevela[velamax1], " o ",maximo1," en posicion: ",velamax1, " y el 2º max: ",maximosdevela [velamax2], " o ",maximo2, " con la vela ",velamax2);
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double pendiente=(maximo1-maximo2)/(velamax1-velamax2);
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double b=maximo1-pendiente*velamax1;
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// Print ("LA función es ",pendiente," * x + ",b);
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double puntoderesistencia=pendiente*(CUANTASVELAS-1)+b;
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// Print ("CRéeme, el punto de resistencia actual es: ",puntoderesistencia);
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// ExpertRemove();
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signal=-1;
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double actualvela=iClose(_Symbol, _Period, 0);
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if (actualvela>puntoderesistencia) { // de momento sólo hago ventas a base de take profit.
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// Print ("Ruptura de resistencia ¡acho haz algo! ");
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signal=0;
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}
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/*Print ("Valor de la media de las 3 velas: " , mediacierres , " y el de la vela 0 me da : ",actualvela);
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if (actualvela>mediacierres*1.01) {
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signal=0;//L=__LINE__; // Signal Long or Buy is Zero
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}
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else if (actualvela<mediacierres*0.99) {
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signal=1;
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// Print (" da menor, da señak de 1 ");//L=__LINE__; // Signal Short or Sell is One
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} */
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//Print ("EMA ha sido : ",EMA,"- signal : ",signal, " con Valor EMA de first ",EMAArray[EMAFirst], "con valor EMA de Second ",EMAArray[EMASecond], " Propor ",Proporcion);
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//+------------------------------------------------------------------+
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//| Control |
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//+------------------------------------------------------------------+
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// aquí comprueba sl y tp, si se produjera alguno, pone CL o CS a 1.
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if(CL==0)if(LT>=1)if(Equity<Balance*(1-SL)){CL=1;L=__LINE__;Print("************ CL=1 L:",L);} // Stop Loss when Equity goes below (1-SL)
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if(CS==0)if(ST>=1)if(Equity<Balance*(1-SL)){CS=1;L=__LINE__;Print("************ CS=1 L:",L);}
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//+------------------------------------------------------------------+
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//| Actuation |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| OPENING LONGS |
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//+------------------------------------------------------------------+
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if(signal==0 && PositionsTotal()<1) {
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trade.Buy(IL,NULL,Ask,(Ask-SLP*_Point),(Ask+TPP*_Point),NULL);L=__LINE__;Print("############ open longo OL=1 L:",__LINE__);
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cuando_fue=TimeCurrent();
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}
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//+------------------------------------------------------------------+
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//| OPENING SHORTS |
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//+------------------------------------------------------------------+
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if(signal==1 && PositionsTotal()<1) {
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trade.Sell(IL,NULL,Bid,(Bid+SLP*_Point),(Bid-TPP*_Point),NULL);L=__LINE__;Print("########### open corto OS=1 L:",__LINE__);
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cuando_fue=TimeCurrent();
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}
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if (signal==1 && LT==1) {
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CL=1;
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}
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if (signal==0 && ST==1) {
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CS=1;
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}
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//esto lo hago por si llega señal de venta/compra con largo/corto abierto, lo cierro, a ver qué resultado da. Nada, mal en peor.
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//+------------------------------------------------------------------+
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//| CLOSING LONGS |
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//+------------------------------------------------------------------+
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if(CL==1)
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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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PositionSelectByTicket(ticket);
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if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY)
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{
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// Print (" Por curiosidad cierro y el valor ticket es = ",ticket, " la position select por ticket es ",PositionSelectByTicket(ticket));
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trade.PositionClose(ticket);
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}
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}
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CL=0;
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L=__LINE__;Print("CL=1 CONFIRMED. L:",__LINE__);
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}
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//+------------------------------------------------------------------+
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//| CLOSING SHORTS |
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//+------------------------------------------------------------------+
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if(CS==1)
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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 ticket2=PositionGetTicket(i);
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PositionSelectByTicket(ticket2);
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if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL)
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{
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// Print (" Por curiosidad cierro y el valor ticket es = ",ticket2, " la position select por ticket es ",PositionSelectByTicket(ticket2));
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trade.PositionClose(ticket2);
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}
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}
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CS=0;
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L=__LINE__;Print("CS=1 CONFIRMED. L:",__LINE__);
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}
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//+------------------------------------------------------------------+
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//| Dashboard |
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//+------------------------------------------------------------------+
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Comment("© Singularity Partners 2024","\n",
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"CODE LINE:",L,"\n",
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" punto de resistencia actual :",puntoderesistencia, "\n"
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" el ask es :",Ask," El bid es :",Bid , " la ultima vela cerrada valia:",iClose(_Symbol, _Period, 1),"\n" ,
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"Balance:",DoubleToString(Balance,0)," Equity:",DoubleToString(Equity,0)," Profit:",DoubleToString(Profit,0),"\n"
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//"LT: ",LT," ST: ",ST," T:",PositionsTotal(),"\n",
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// "CL:",CL," CS:",CS,"\n",
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// " EMAFirst:",NormalizeDouble(EMAArray[EMAFirst],_Digits)," EMASecond:",NormalizeDouble(EMAArray[EMASecond],_Digits)," signal:",signal, "\n"
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// "poporcion : ",proporcioncalculada*100 ," --- media proporcion ---> ",mediaproporciones
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);
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}
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