370 lines
14 KiB
MQL4
370 lines
14 KiB
MQL4
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//+------------------------------------------------------------------+
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//| Custom Logic For Trading Mini.mq4 |
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//| Jollie Roger |
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//| SPDX-License-Identifier: MIT |
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//+------------------------------------------------------------------+
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#property copyright "Jollie Roger"
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#property link "https://www.mql5.com/en/market/product/119607"
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#property version "3.00"
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#property description "Automated trading script designed to execute trades based on custom indicator signals."
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#property strict
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// Define the enum for Signal Types
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enum SignalType
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{
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STCrossOverPrice, // Cross over price
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STCrossUnderPrice, // Cross under price
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STCrossOverLevel, // Cross over level
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STCrossUnderLevel, // Cross under level
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STSymbol // Symbol/arrow
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};
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// Define the enum for Logic Direction
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enum LogicDirection
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{
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DirectLogic, // Direct
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ReversalLogic // Reversal
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};
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// Define the enum for Trading Side
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enum TradingSide
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{
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LongSideOnly, // Long
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ShortSideOnly, // Short
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BothSides // Both
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};
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// Input parameters
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input string indicator_setting = "=== Indicator Setting ===";// Indicator Setting
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input string indicator_name = ""; // Indicator name
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input int buy_stream_index = 0; // Buy stream index
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input double buy_level = 0; // Buy level
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input SignalType buy_signal = STCrossUnderPrice; // Buy signal
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input int sell_stream_index = 0; // Sell stream index
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input double sell_level = 0; // Sell level
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input SignalType sell_signal = STCrossOverPrice; // Sell signal
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input string position_sizing = "=== Position Sizing ===";// Position Sizing
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input double lots_value = 0.01; // Position size
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input double take_profit = 0; // Take Profit in points
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input double stop_loss = 0; // Stop Loss in points
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input int slippage_points = 3; // Slippage, points
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input int magic_number = 42; // Magic number
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input string trade_comment = ""; // Comment for orders
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input string trading_parameters = "=== Trading Parameters ==="; // Trading Parameters
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input bool close_on_opposite = true; // Close on opposite signal
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input LogicDirection logic_direction = DirectLogic; // Logic direction
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input TradingSide trading_side = BothSides; // Trading side
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input int shift = 0; // Shift
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input int maximum_order = 0; // Maximum order allowed (0 = not used)
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input string breakeven_feature = "=== Breakeven ===";// Breakeven feature
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input bool use_break_even = false; // Use break even feature
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input double break_even_trigger = 0; // Break even trigger in points
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input double break_even_target = 0; // Break even target in points
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// Variables to track last signals and trade flags
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bool prev_buy_signal = false; // Previous state of buy signal
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bool prev_sell_signal = false; // Previous state of sell signal
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bool initial_buy_signal_ignored = false; // Flag to ignore the first buy signal
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bool initial_sell_signal_ignored = false; // Flag to ignore the first sell signal
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bool ready_to_buy = false;
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bool ready_to_sell = false;
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int max_position = 1;
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// Arrays to store recent history of long and short signals
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bool long_signal_history[];
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bool short_signal_history[];
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// Maximum size of signal history arrays
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int max_history_size = 1000;
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// Function to get signal from the indicator
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double GetSignal(string symbol, ENUM_TIMEFRAMES tf, int period, int stream)
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{
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return iCustom(symbol, tf, indicator_name, stream, period);
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}
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// Function to check long condition
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bool IsLongCondition(int period, bool &signalAvailable)
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{
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double value = GetSignal(Symbol(), PERIOD_CURRENT, period, buy_stream_index);
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signalAvailable = (value != EMPTY_VALUE);
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if(!signalAvailable)
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return false;
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bool conditionMet = false; // Initialize conditionMet to false
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switch(buy_signal)
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{
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case STCrossOverPrice:
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conditionMet = value > iClose(Symbol(), PERIOD_CURRENT, period);
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break;
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case STCrossUnderPrice:
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conditionMet = value < iClose(Symbol(), PERIOD_CURRENT, period);
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break;
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case STCrossOverLevel:
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conditionMet = value > buy_level;
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break;
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case STCrossUnderLevel:
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conditionMet = value < buy_level;
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break;
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case STSymbol:
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conditionMet = value != 0 && value != EMPTY_VALUE;
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break;
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}
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return logic_direction == DirectLogic ? conditionMet : !conditionMet;
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}
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// Function to check short condition
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bool IsShortCondition(int period, bool &signalAvailable)
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{
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double value = GetSignal(Symbol(), PERIOD_CURRENT, period, sell_stream_index);
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signalAvailable = (value != EMPTY_VALUE);
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if(!signalAvailable)
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return false;
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bool conditionMet = false; // Initialize conditionMet to false
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switch(sell_signal)
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{
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case STCrossOverPrice:
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conditionMet = value > iClose(Symbol(), PERIOD_CURRENT, period);
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break;
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case STCrossUnderPrice:
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conditionMet = value < iClose(Symbol(), PERIOD_CURRENT, period);
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break;
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case STCrossOverLevel:
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conditionMet = value > sell_level;
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break;
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case STCrossUnderLevel:
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conditionMet = value < sell_level;
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break;
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case STSymbol:
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conditionMet = value != 0 && value != EMPTY_VALUE;
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break;
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}
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return logic_direction == DirectLogic ? conditionMet : !conditionMet;
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}
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// Function to get the total number of positions for the current symbol and magic number
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int positionTotal()
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{
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int count = 0;
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int totalOrders = OrdersTotal();
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for(int i = 0; i < totalOrders; i++)
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{
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if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
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{
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if(OrderSymbol() == Symbol() && OrderMagicNumber() == magic_number)
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{
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count++;
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}
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}
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}
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return count;
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}
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// Function to close positions of a certain type
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void ClosePosition(int type)
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{
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for(int i = OrdersTotal() - 1; i >= 0; i--)
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{
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if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
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{
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if(OrderSymbol() == Symbol() && OrderType() == type && OrderMagicNumber() == magic_number)
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{
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if(!OrderClose(OrderTicket(), OrderLots(), OrderClosePrice(), slippage_points, clrNONE))
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{
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Print("Error closing position: ", GetLastError());
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}
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}
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}
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}
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}
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// Execution trade
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void ExecutionTrade()
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{
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if(shift < 0 || shift >= Bars)
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return;
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int currentPeriod = iBarShift(Symbol(), PERIOD_CURRENT, Time[shift]);
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if(currentPeriod < 0)
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return;
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bool longSignalAvailable = false;
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bool shortSignalAvailable = false;
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bool longCondition = IsLongCondition(currentPeriod, longSignalAvailable);
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bool shortCondition = IsShortCondition(currentPeriod, shortSignalAvailable);
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// Check for opposite signals and close positions if needed
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if(close_on_opposite)
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{
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if(shortSignalAvailable && (trading_side == LongSideOnly || trading_side == BothSides) && shortCondition)
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{
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ClosePosition(OP_BUY);
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}
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if(longSignalAvailable && (trading_side == ShortSideOnly || trading_side == BothSides) && longCondition)
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{
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ClosePosition(OP_SELL);
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}
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}
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bool isAvailableQuota = (maximum_order - positionTotal() > 0 || maximum_order == 0);
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// Update long signal history array only after a valid indicator read.
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if(longSignalAvailable)
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{
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if(ArraySize(long_signal_history) >= max_history_size)
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{
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for(int i = 1; i < ArraySize(long_signal_history); i++)
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long_signal_history[i - 1] = long_signal_history[i];
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ArrayResize(long_signal_history, ArraySize(long_signal_history) - 1);
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}
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ArrayResize(long_signal_history, ArraySize(long_signal_history) + 1);
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long_signal_history[ArraySize(long_signal_history) - 1] = longCondition;
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}
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// Update short signal history array only after a valid indicator read.
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if(shortSignalAvailable)
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{
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if(ArraySize(short_signal_history) >= max_history_size)
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{
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for(int i = 1; i < ArraySize(short_signal_history); i++)
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short_signal_history[i - 1] = short_signal_history[i];
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ArrayResize(short_signal_history, ArraySize(short_signal_history) - 1);
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}
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ArrayResize(short_signal_history, ArraySize(short_signal_history) + 1);
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short_signal_history[ArraySize(short_signal_history) - 1] = shortCondition;
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}
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// Check if the current long signal is valid (changed from false to true)
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if(longSignalAvailable && ArraySize(long_signal_history) >= 2 && long_signal_history[ArraySize(long_signal_history) - 1] && !long_signal_history[ArraySize(long_signal_history) - 2])
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{
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// If the current long signal is valid, open a long position
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if((trading_side == LongSideOnly || trading_side == BothSides) && longCondition && isAvailableQuota)
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{
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Print("Valid Long Signal Detected"); // Debug print for valid long signal
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// Calculate TP and SL prices for buy order
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double tpPrice = take_profit > 0 ? Ask + take_profit * Point : 0;
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double slPrice = stop_loss > 0 ? Ask - stop_loss * Point : 0;
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// Open a new buy position
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int ticket = OrderSend(Symbol(), OP_BUY, lots_value, Ask, slippage_points, slPrice, tpPrice, trade_comment, magic_number, 0, Blue);
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if(ticket < 0)
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Print("Error opening buy order: ", GetLastError());
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}
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}
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// Check if the current short signal is valid (changed from false to true)
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if(shortSignalAvailable && ArraySize(short_signal_history) >= 2 && short_signal_history[ArraySize(short_signal_history) - 1] && !short_signal_history[ArraySize(short_signal_history) - 2])
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{
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// If the current short signal is valid, open a short position
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if((trading_side == ShortSideOnly || trading_side == BothSides) && shortCondition && isAvailableQuota)
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{
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Print("Valid Short Signal Detected"); // Debug print for valid short signal
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// Calculate TP and SL prices for sell order
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double tpPrice = take_profit > 0 ? Bid - take_profit * Point : 0;
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double slPrice = stop_loss > 0 ? Bid + stop_loss * Point : 0;
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// Open a new sell position
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int ticket = OrderSend(Symbol(), OP_SELL, lots_value, Bid, slippage_points, slPrice, tpPrice, trade_comment, magic_number, 0, Red);
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if(ticket < 0)
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Print("Error opening sell order: ", GetLastError());
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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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void CheckBreakEven()
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{
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for(int i = OrdersTotal() - 1; i >= 0; i--)
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{
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if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
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{
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if(OrderSymbol() == Symbol() && OrderMagicNumber() == magic_number)
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{
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// Calculate the break-even level
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double breakEvenLevel;
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if(OrderType() == OP_BUY)
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{
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breakEvenLevel = OrderOpenPrice() + break_even_target * Point;
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// Check if the price has reached the trigger point
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if(Bid - OrderOpenPrice() >= break_even_trigger * Point && (OrderStopLoss() < OrderOpenPrice() || OrderStopLoss() == 0))
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{
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// Modify the stop loss to the break-even level
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if(!OrderModify(OrderTicket(), OrderOpenPrice(), breakEvenLevel, OrderTakeProfit(), 0, clrNONE))
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{
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Print("Error modifying buy order for break-even: ", GetLastError());
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}
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}
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}
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else
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if(OrderType() == OP_SELL)
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{
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breakEvenLevel = OrderOpenPrice() - break_even_target * Point;
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// Check if the price has reached the trigger point
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if(OrderOpenPrice() - Ask >= break_even_trigger * Point && (OrderStopLoss() > OrderOpenPrice() || OrderStopLoss() == 0))
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{
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// Modify the stop loss to the break-even level
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if(!OrderModify(OrderTicket(), OrderOpenPrice(), breakEvenLevel, OrderTakeProfit(), 0, clrNONE))
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{
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Print("Error modifying sell order for break-even: ", GetLastError());
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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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// OnTick function to handle trading logic
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void OnTick()
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{
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ExecutionTrade();
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// Check for break-even conditions
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if(use_break_even)
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CheckBreakEven();
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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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if(indicator_name == "")
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{
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Print("Initialization failed: indicator_name is empty.");
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return(INIT_PARAMETERS_INCORRECT);
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}
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if(lots_value <= 0 || shift < 0 || maximum_order < 0 || slippage_points < 0 ||
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buy_stream_index < 0 || sell_stream_index < 0 || take_profit < 0 ||
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stop_loss < 0 || break_even_target < 0)
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{
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Print("Initialization failed: one or more numeric inputs are outside their valid range.");
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return(INIT_PARAMETERS_INCORRECT);
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}
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if(use_break_even && break_even_trigger <= 0)
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{
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Print("Initialization failed: break_even_trigger must be greater than zero when break-even is enabled.");
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return(INIT_PARAMETERS_INCORRECT);
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}
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initial_buy_signal_ignored = false; // Reset the flag for buy signal
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initial_sell_signal_ignored = false; // Reset the flag for sell signal
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ArrayResize(long_signal_history, 0); // Initialize the long signal history array
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ArrayResize(short_signal_history, 0); // Initialize the short signal history array
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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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{
|
||
|
|
ArrayResize(long_signal_history, 0); // Clear the long signal history array
|
||
|
|
ArrayResize(short_signal_history, 0); // Clear the short signal history array
|
||
|
|
Print("EA deinitialized");
|
||
|
|
}
|
||
|
|
//+------------------------------------------------------------------+
|
||
|
|
//+------------------------------------------------------------------+
|