145 行
6.3 KiB
MQL5
145 行
6.3 KiB
MQL5
//+------------------------------------------------------------------+
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//| SimpleRsi.mqh |
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//| Copyright 2025, Niquel Mendoza. |
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//| https://www.mql5.com/es/users/nique_372/news |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, Niquel Mendoza."
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#property link "https://www.mql5.com/es/users/nique_372/news"
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#property strict
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#ifndef MQLARTICLES_POSMGMT_CONDPART_COND_IND_RSI_MQH
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#define MQLARTICLES_POSMGMT_CONDPART_COND_IND_RSI_MQH
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//+------------------------------------------------------------------+
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//| Include |
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//+------------------------------------------------------------------+
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#include "Base.mqh"
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//+------------------------------------------------------------------+
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//| Class that implements partial close condition by RSI. |
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//| Partial close of buy positions occurs when RSI is in |
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//| overbought, and for sell positions when RSI is in oversold. |
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//+------------------------------------------------------------------+
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class CConditionalPartialsIndRsi : public CConditionalPartialsInd
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{
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private:
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double m_overbought_level; // Overbought rsi level
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double m_oversold_level; // Oversold rsi level
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double m_next_price_buy; // Next (min) price to closure buy position
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double m_next_price_sell; // Next (max) price to closure sell position
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uint8_t m_partial_closure; // Flag indicating the type of "position" to close (0=none, 1=buy, 2=sell)
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public:
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CConditionalPartialsIndRsi();
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//--- Initialize function
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bool Init(ENUM_TIMEFRAMES tf, string symbol, int period, double overbought_level = 70.0, double oversold_level = 30.0);
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//--- General
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void OnInitPartials(double initial_price) override final;
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void OnNewDay() override final { }
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void OnNewWeek() override final { }
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void Execute(datetime current_time) override final;
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bool CloseBuy() override final;
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bool CloseSell() override final;
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CConditionalPartialsIndRsi::CConditionalPartialsIndRsi()
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: m_overbought_level(70.0), m_oversold_level(30.0)
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{
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}
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//+------------------------------------------------------------------+
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//| Defines |
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//+------------------------------------------------------------------+
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#define CONDITIONAL_PARTIAL_IND_RSI_BUY 1
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#define CONDITIONAL_PARTIAL_IND_RSI_SELL 2
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//+------------------------------------------------------------------+
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//| Initializes the class and creates and sets values for the RSI. |
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//| Inputs: |
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//| - ENUM_TIMEFRAMES tf: RSI timeframe. |
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//| - string symbol: Symbol where the RSI will be executed. |
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//| - int period: RSI period. |
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//| - double overbought_level: RSI overbought level. |
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//| - double oversold_level: RSI oversold level |
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//| Outputs: The function returns true on success, otherwise false. |
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//+------------------------------------------------------------------+
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bool CConditionalPartialsIndRsi::Init(ENUM_TIMEFRAMES tf, string symbol, int period, double overbought_level = 70.0, double oversold_level = 30.0)
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{
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//---
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m_ind = new CiRsi();
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CiRsi* rsi = (CiRsi *)m_ind; // Cast
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m_name = "PartialCondition By Rsi";
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if(!rsi.Create(tf, symbol, period, PRICE_CLOSE, true, true))
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return false;
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//---
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m_overbought_level = overbought_level;
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m_oversold_level = oversold_level;
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//---
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return true;
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}
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//+------------------------------------------------------------------+
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//| Function that executes each time the process starts |
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//| to search for partial closes |
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//+------------------------------------------------------------------+
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void CConditionalPartialsIndRsi::OnInitPartials(double initial_price)
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{
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//---
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m_next_price_buy = initial_price;
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m_next_price_sell = initial_price;
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}
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//+------------------------------------------------------------------+
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//| Main function, where it is determined if buy or sell operations |
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//| should be partially closed |
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//+------------------------------------------------------------------+
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void CConditionalPartialsIndRsi::Execute(datetime current_time)
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{
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m_ind.CopyData(1, 2, 0);
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m_partial_closure = 0;
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double price;
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//---
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if(m_ind.GetValue(0) > m_overbought_level && m_overbought_level > m_ind.GetValue(1) &&
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(price = SymbolInfoDouble(m_ind.Symbol(), SYMBOL_BID)) > m_next_price_buy) // Overbought
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{
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m_partial_closure = CONDITIONAL_PARTIAL_IND_RSI_BUY;
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m_next_price_buy = price;
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}
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else
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if(m_ind.GetValue(0) < m_oversold_level && m_oversold_level < m_ind.GetValue(1) &&
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(price = SymbolInfoDouble(m_ind.Symbol(), SYMBOL_ASK)) < m_next_price_sell) // Oversold
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{
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m_partial_closure = CONDITIONAL_PARTIAL_IND_RSI_SELL;
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m_next_price_sell = price;
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}
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}
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//+------------------------------------------------------------------+
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//| Returns true if buy positions should be partially closed, |
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//| otherwise false |
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//+------------------------------------------------------------------+
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bool CConditionalPartialsIndRsi::CloseBuy(void)
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{
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return m_partial_closure == CONDITIONAL_PARTIAL_IND_RSI_BUY;
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}
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//+------------------------------------------------------------------+
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//| Returns true if sell positions should be partially closed, |
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//| otherwise false |
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//+------------------------------------------------------------------+
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bool CConditionalPartialsIndRsi::CloseSell(void)
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{
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return m_partial_closure == CONDITIONAL_PARTIAL_IND_RSI_SELL;
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}
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//+------------------------------------------------------------------+
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#endif
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//+------------------------------------------------------------------+
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