//+------------------------------------------------------------------+ //| isBoS_MSS_Robot.mq5 | //| Kaupankäyntirobotti v1.0 | //| Copyright 2024, MetaQuotes Software Corp. | //| https://www.mql5.com | //+------------------------------------------------------------------+ #property copyright "Copyright 2024, MetaQuotes Software Corp." #property link "https://www.mql5.com" #property version "1.00" #include CTrade obj_Trade; /* Projektipäiväkirja: Kaupankäyntirobotin Kehitys ja Optimointi Projektin nimi: Kaupankäyntirobotti (isBoS, MSS ja signaalivahvistukset) Tavoite: Rakentaa automaattinen robotti, joka hyödyntää strategioita kuten MSS, BOS, M1 salamavahvistus, ADR, TDFI ja ADX-trendin vahvistus sekä riskienhallinnan. */ //+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ /* 1.1 Projektin määrittely ja dokumentaatio (VALMIS) Tehtävä: Määrittele projektin tavoitteet, strategiat ja kriteerit, kuten MSS, BOS, ADX, M1-vahvistus ja kaupankäynnin hallinta. Valmis, kun: Projektin tavoitteet, strategiat ja toimintaperiaatteet ovat selkeästi dokumentoitu. */ //--- Input parameters input int StopLoss = 30; // Stop Loss in pips input int TakeProfit = 100; // Take Profit in pips input int ADX_Period = 14; // ADX Period input int MA_Period = 200; // Moving Average Period int MagicNumber = 0; // EA Magic Number input double Adx_Min = 25.0; // Minimum ADX Value input double Lot = 0.1; // Lots to Trade input int length = 20; // BOS vanha length = 20; input int limit = 20; // BOS vanha limit = 20; //--- Other parameters int adxHandle; // Handle for ADX indicator int maHandle; // Handle for Moving Average indicator double TDFIHandle; // Handle for tdfi double plsDI[], minDI[], adxVal[]; // Dynamic arrays for indicators double maVal[]; // Dynamic array for Moving Average double TDFIVal[]; double previousClose; // Variable to store the close value of the previous bar int stopLossPips, takeProfitPips; // Variables for Stop Loss & Take Profit values int TDFI0=0; int OnInit(){ Print("Kaupankäyntirobotin kehitys aloitettu"); MagicNumber=sub_magicnumber(); //--- Get handles for indicators adxHandle = iADX(NULL, 0, ADX_Period); maHandle = iMA(_Symbol, _Period, MA_Period, 0, MODE_EMA, PRICE_CLOSE); // TDFIHandle =iCustom(_Symbol, _Period, "trend-direction-and-force", 20, 1, PRICE_CLOSE, 0.05, -0.05, 5, 0, 2, 0); //--- Check for valid handles if (adxHandle < 0 || maHandle < 0 )//|| TDFIHandle < 0) { Alert("Error creating handles for indicators - error: ", GetLastError(), "!!"); return INIT_FAILED; } //--- Adjust Stop Loss and Take Profit for 5 or 3 digit prices stopLossPips = StopLoss; takeProfitPips = TakeProfit; if (_Digits == 5 || _Digits == 3) { stopLossPips *= 10; takeProfitPips *= 10; } return INIT_SUCCEEDED; } //+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ /* 1.2 Työkalujen ja ympäristön valmistelu (VALMIS) Tehtävä: Asenna MetaTrader 5, koodieditori (esim. Visual Studio) ja GitHub yhteiskoodaukseen. Valmis, kun: Kaikki työkalut ja ohjelmistot on asennettu ja testattu. */ void OnDeinit(const int reason){ Print("Kaupankäyntirobotin kehitys lopetettu"); IndicatorRelease(adxHandle); IndicatorRelease(maHandle); // IndicatorRelease(TDFIHandle); } //+------------------------------------------------------------------+ //| Expert tick function | //+------------------------------------------------------------------+ void OnTick(){ //--- Ensure there are enough bars to work with if (Bars(_Symbol, _Period) < 60) { Alert("We have less than 60 bars, EA will now exit!!"); return; } /* 2.1 Kaupankäyntistrategioiden Peruslogiikan Implementointi Luo peruslogiikka Break and Retest, isBoS ja MSS-strategioille. */ static bool isNewBar = false; int currBars = iBars(_Symbol,_Period); static int prevBars = currBars; if (prevBars == currBars){isNewBar = false;} else if (prevBars != currBars){isNewBar = true; prevBars = currBars;} // const int length = 20; // vanha length = 20; // const int limit = 20; // vanha limit = 20; int right_index, left_index; bool isSwingHigh = true, isSwingLow = true; static double swing_H = -1.0, swing_L = -1.0; int curr_bar = limit; //--- Copy the new values of our ADX, MA indicators to buffers (arrays) using the handle if(CopyBuffer(adxHandle,0,0,3,adxVal)<0 || CopyBuffer(adxHandle,1,0,3,plsDI)<0 || CopyBuffer(adxHandle,2,0,3,minDI)<0) { Alert("Error copying ADX indicator Buffers - error:",GetLastError(),"!!"); return; } if(CopyBuffer(maHandle,0,0,3,maVal)<0) { Alert("Error copying Moving Average indicator buffer - error:",GetLastError()); return; } /* if(CopyBuffer(TDFIHandle,2,0,1,TDFIVal)<0) { Alert("tdfi error:",TDFIVal[0]); return; } */ /* 2.2 MSS ja BOS -tunnistus Luo logiikka MSS- ja BOS-mekanismeille. */ if (isNewBar){ for (int j=1; j<=length; j++){ right_index = curr_bar - j; left_index = curr_bar + j; //Print("Current Bar Index = ",curr_bar," ::: Right index: ",right_index,", Left index: ",left_index); //Print("curr_bar(",curr_bar,") right_index = ",right_index,", left_index = ",left_index); // If high of the current bar curr_bar is <= high of the bar at right_index (to the left), //or if it’s < high of the bar at left_index (to the right), then isSwingHigh is set to false //This means that the current bar curr_bar does not have a higher high compared //to its neighbors, and therefore, it’s not a swing high if ( (high(curr_bar) <= high(right_index)) || (high(curr_bar) < high(left_index)) ){ isSwingHigh = false; } if ( (low(curr_bar) >= low(right_index)) || (low(curr_bar) > low(left_index)) ){ isSwingLow = false; } } //By the end of the loop, if isSwingHigh is still true, it suggests that //current bar curr_bar has a higher high than the surrounding bars within //length range, marking a potential swing high. if (isSwingHigh){ swing_H = high(curr_bar); Print("UP @ BAR INDEX ",curr_bar," of High: ",high(curr_bar)); drawSwingPoint(TimeToString(time(curr_bar)),time(curr_bar),high(curr_bar),77,clrBlue,-1); } if (isSwingLow){ swing_L = low(curr_bar); Print("DOWN @ BAR INDEX ",curr_bar," of Low: ",low(curr_bar)); drawSwingPoint(TimeToString(time(curr_bar)),time(curr_bar),low(curr_bar),77,clrRed,1); } } /* 2.3 M1 Salamavahvistus Lisää logiikka M1-vahvistukselle ennen kaupan avaamista. */ double Ask = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_ASK),_Digits); double Bid = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_BID),_Digits); if (!isPositionOpen(MagicNumber) && adxVal[0]>Adx_Min && close(1)0.05 swing_H > 0 && Bid > swing_H && close(1) > swing_H){ Print("BREAK UP NOW"); // Print("TDFI:"+TDFIVal[0]); int swing_H_index = 0; for (int i=0; i<=length*2+1000; i++){ double high_sel = high(i); if (high_sel == swing_H){ swing_H_index = i; Print("BREAK HIGH @ BAR ",swing_H_index); break; } } drawBreakLevel(TimeToString(time(0)),time(swing_H_index),high(swing_H_index), time(0+1),high(swing_H_index),clrBlue,-1); swing_H = -1.0; //--- Open Buy //VANHA: obj_Trade.Buy(0.01,_Symbol,Ask,Bid-500*7*_Point,Bid+500*_Point,"BoS Break Up BUY"); ExecuteBuyTrade(); //uusi return; } else if (!isPositionOpen(MagicNumber) && adxVal[0]>Adx_Min && close(1)>maVal[0] && //TDFIVal[0]<-0.05 && && TDFIVal[0]<-0.05 swing_L > 0 && Ask < swing_L && close(1) < swing_L){ Print("BREAK DOWN NOW"); // Print("TDFI:"+TDFIVal[0]); int swing_L_index = 0; for (int i=0; i<=length*2+1000; i++){ double low_sel = low(i); if (low_sel == swing_L){ swing_L_index = i; Print("BREAK LOW @ BAR ",swing_L_index); break; } } drawBreakLevel(TimeToString(time(0)),time(swing_L_index),low(swing_L_index), time(0+1),low(swing_L_index),clrRed,1); swing_L = -1.0; //--- Open Sell //VANHA: obj_Trade.Sell(0.01,_Symbol,Bid,Ask+500*7*_Point,Ask-500*_Point,"BoS Break Down SELL"); ExecuteSellTrade(); return; } } //ontick double high(int index){return (iHigh(_Symbol,_Period,index));} double low(int index){return (iLow(_Symbol,_Period,index));} double close(int index){return (iClose(_Symbol,_Period,index));} datetime time(int index){return (iTime(_Symbol,_Period,index));} /* 3.1 Stop Loss -tason määrittely (Fibonacci-taso 0.58) Määritä stop loss -taso fib 0.58 -tasolle. */ /* 3.2 Break-Even (BE) -tason asetus Toteuta BE-taso, johon stop loss siirtyy 1:1 voittosuhteessa. */ /* 3.3 Voittosuhteen (R) säätäminen 10 % tuoton jälkeen Muuta voittosuhde 1:2-tasolle 10 % tuoton jälkeen. */ /* 3.4 ADX-indikaattorin käyttö trendin vahvuuden arvioinnissa Määritä ADX-vahvuus kaupankäynnin suodattimeksi. */ /* 4.1 Backtesting (Takautuva testaus) Suorita backtestejä eri markkinatilanteissa MetaTrader 5 -alustalla. */ /* 4.2 Koodin Optimointi ja Parametrien Hienosäätö Optimoi robottikoodia parametrien hienosäädöllä. */ /* 4.3 Forward Testing (Reaaliaikainen testaus) Testaa robotti reaaliajassa demotilillä tai pienellä live-tilillä. */ //+------------------------------------------------------------------+ //| Swing-pisteiden ja tasojen piirtämistoiminnot | //+------------------------------------------------------------------+ void drawSwingPoint(string objName,datetime time,double price,int arrCode, color clr,int direction){ if (ObjectFind(0,objName) < 0){ ObjectCreate(0,objName,OBJ_ARROW,0,time,price); ObjectSetInteger(0,objName,OBJPROP_ARROWCODE,arrCode); ObjectSetInteger(0,objName,OBJPROP_COLOR,clr); ObjectSetInteger(0,objName,OBJPROP_FONTSIZE,10); if (direction > 0) ObjectSetInteger(0,objName,OBJPROP_ANCHOR,ANCHOR_TOP); if (direction < 0) ObjectSetInteger(0,objName,OBJPROP_ANCHOR,ANCHOR_BOTTOM); string txt = " BoS"; string objNameDescr = objName + txt; ObjectCreate(0,objNameDescr,OBJ_TEXT,0,time,price); ObjectSetInteger(0,objNameDescr,OBJPROP_COLOR,clr); ObjectSetInteger(0,objNameDescr,OBJPROP_FONTSIZE,10); if (direction > 0) { ObjectSetInteger(0,objNameDescr,OBJPROP_ANCHOR,ANCHOR_LEFT_UPPER); ObjectSetString(0,objNameDescr,OBJPROP_TEXT, " " + txt); } if (direction < 0) { ObjectSetInteger(0,objNameDescr,OBJPROP_ANCHOR,ANCHOR_LEFT_LOWER); ObjectSetString(0,objNameDescr,OBJPROP_TEXT, " " + txt); } } ChartRedraw(0); } void drawBreakLevel(string objName,datetime time1,double price1, datetime time2,double price2,color clr,int direction){ if (ObjectFind(0,objName) < 0){ ObjectCreate(0,objName,OBJ_ARROWED_LINE,0,time1,price1,time2,price2); ObjectSetInteger(0,objName,OBJPROP_TIME,0,time1); ObjectSetDouble(0,objName,OBJPROP_PRICE,0,price1); ObjectSetInteger(0,objName,OBJPROP_TIME,1,time2); ObjectSetDouble(0,objName,OBJPROP_PRICE,1,price2); ObjectSetInteger(0,objName,OBJPROP_COLOR,clr); ObjectSetInteger(0,objName,OBJPROP_WIDTH,2); string txt = " Break "; string objNameDescr = objName + txt; ObjectCreate(0,objNameDescr,OBJ_TEXT,0,time2,price2); ObjectSetInteger(0,objNameDescr,OBJPROP_COLOR,clr); ObjectSetInteger(0,objNameDescr,OBJPROP_FONTSIZE,10); if (direction > 0) { ObjectSetInteger(0,objNameDescr,OBJPROP_ANCHOR,ANCHOR_RIGHT_UPPER); ObjectSetString(0,objNameDescr,OBJPROP_TEXT, " " + txt); } if (direction < 0) { ObjectSetInteger(0,objNameDescr,OBJPROP_ANCHOR,ANCHOR_RIGHT_LOWER); ObjectSetString(0,objNameDescr,OBJPROP_TEXT, " " + txt); } } ChartRedraw(0); } //obj_Trade.Buy(0.01,_Symbol,Ask,Bid-500*7*_Point,Bid+500*_Point,"BoS Break Up BUY"); bool ExecuteBuyTrade() { //--- Prepare trade request MqlTradeRequest mrequest; MqlTradeResult mresult; ZeroMemory(mrequest); // Initialize request structure mrequest.action = TRADE_ACTION_DEAL; // Immediate order execution mrequest.price = NormalizeDouble(SymbolInfoDouble(_Symbol, SYMBOL_ASK), _Digits); // Latest ask price mrequest.sl = NormalizeDouble(mrequest.price - stopLossPips * _Point, _Digits); // Stop Loss mrequest.tp = NormalizeDouble(mrequest.price + takeProfitPips * _Point, _Digits); // Take Profit mrequest.symbol = _Symbol; // Currency pair mrequest.volume = Lot; // Number of lots to trade mrequest.magic = MagicNumber; // Order Magic Number mrequest.type = ORDER_TYPE_BUY; // Buy Order mrequest.type_filling = ORDER_FILLING_IOC; // Order execution type mrequest.deviation = 100; // Deviation from current price //--- Send order OrderSend(mrequest, mresult); // Check order result if (mresult.retcode == 10009 || mresult.retcode == 10008) // Request completed or order placed { Alert("A Buy order has been successfully placed with Ticket#:", mresult.order, "!!"); return true; // Buy order executed successfully } else { Alert("The Buy order request could not be completed - error:", GetLastError()); ResetLastError(); return false; // Buy order execution failed } } //+------------------------------------------------------------------+ //| Sell trade execution function | //+------------------------------------------------------------------+ bool ExecuteSellTrade() { //--- Prepare trade request MqlTradeRequest mrequest; MqlTradeResult mresult; ZeroMemory(mrequest); // Initialize request structure mrequest.action = TRADE_ACTION_DEAL; // Immediate order execution mrequest.price = NormalizeDouble(SymbolInfoDouble(_Symbol, SYMBOL_BID), _Digits); // Latest bid price mrequest.sl = NormalizeDouble(mrequest.price + stopLossPips * _Point, _Digits); // Stop Loss mrequest.tp = NormalizeDouble(mrequest.price - takeProfitPips * _Point, _Digits); // Take Profit mrequest.symbol = _Symbol; // Currency pair mrequest.volume = Lot; // Number of lots to trade mrequest.magic = MagicNumber; // Order Magic Number mrequest.type = ORDER_TYPE_SELL; // Sell Order mrequest.type_filling = ORDER_FILLING_IOC; // Order execution type mrequest.deviation = 100; // Deviation from current price //--- Send order OrderSend(mrequest, mresult); // Check order result if (mresult.retcode == 10009 || mresult.retcode == 10008) // Request completed or order placed { Alert("A Sell order has been successfully placed with Ticket#:", mresult.order, "!!"); return true; // Sell order executed successfully } else { Alert("The Sell order request could not be completed - error:", GetLastError()); ResetLastError(); return false; // Sell order execution failed } } double TDFI(int shift, int trendPeriod, double smoothLength) { // int timeFrame = _Period; // Aikakehys, käytetään nykyistä aikakehystä int trendMethod = 1; // Keskiarvotyyppi: 1 = EMA int priceMode = PRICE_CLOSE; // Hinta, jota käytetään: 0 = Close double triggerUp = 0.05; // Yläraja trigger-tasolle double triggerDown = -0.05; // Alaraja trigger-tasolle double smoothPhase = 0; // Sileysvaihe string indicator = "trend-direction-and-force"; // Hakee bufferin 2 arvon, jossa trenditieto sijaitsee double trend = iCustom(NULL, _Period, indicator, trendPeriod, trendMethod, priceMode, triggerUp, triggerDown, smoothLength, smoothPhase, 2, shift); return trend; } int sub_magicnumber() { string local_a; string local_b; int local_c; int local_d; int local_i; string local_par = "EURUSDJPYCHFCADAUDNZDGBPBTCETHXAUUS3"; // The set of symbols for calculation string local_sym = Symbol(); // Current symbol, e.g., "EURUSD" // Extract the first 3 and the last 3 characters of the symbol name local_a = StringSubstr(local_sym, 0, 3); // Base currency local_b = StringSubstr(local_sym, 3, 3); // Quote currency // Find positions of each substring in local_par local_c = StringFind(local_par, local_a, 0); local_d = StringFind(local_par, local_b, 0); // Calculate the magic number based on the found positions local_i = 146411 * (local_c + 1) + local_d; // Print the result for debugging purposes Print("MagicNumber for ", local_a, local_b, " (", local_c, ", ", local_d, ") is: ", local_i); return local_i; } // Function to check if a position is open for the current symbol bool isPositionOpen(int magicNumber = -1) { // Attempt to select the position for the current symbol if (PositionSelect(Symbol())) { // Check if a specific magic number is provided and matches if (magicNumber != -1 && PositionGetInteger(POSITION_MAGIC) != magicNumber) { return false; // Return false if magic number doesn't match } return true; // Return true if position is open with matching conditions } return false; // No position found for the symbol }