575 linhas
19 KiB
MQL5
575 linhas
19 KiB
MQL5
//+------------------------------------------------------------------+
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//| DarkCloudPiercingLineRSI.mqh |
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//| Copyright 2024, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2024, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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//+------------------------------------------------------------------+
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//| defines |
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//+------------------------------------------------------------------+
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// #define MacrosHello "Hello, world!"
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// #define MacrosYear 2010
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//+------------------------------------------------------------------+
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//| DLL imports |
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//+------------------------------------------------------------------+
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// #import "user32.dll"
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// int SendMessageA(int hWnd,int Msg,int wParam,int lParam);
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// #import "my_expert.dll"
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// int ExpertRecalculate(int wParam,int lParam);
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// #import
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//+------------------------------------------------------------------+
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//| EX5 imports |
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//+------------------------------------------------------------------+
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// #import "stdlib.ex5"
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// string ErrorDescription(int error_code);
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// #import
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//+------------------------------------------------------------------+
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int OnInitDarkCloudPiercingLineRSI()
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{
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Print("InpSL=", InpSL);
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Print("InpTP=", InpTP);
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//--- set parameters for trading operations
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ExtTrade.SetDeviationInPoints(InpSlippage); // slippage
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ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID
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ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level
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ExtAvgBodyPeriod=InpAverBodyPeriod;
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//--- indicator initialization
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ExtIndicatorHandle=iRSI(_Symbol, _Period, InpPeriodRSI, InpPrice);
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if(ExtIndicatorHandle==INVALID_HANDLE)
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{
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Print("Error creating CCI indicator");
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return(INIT_FAILED);
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}
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//--- trend moving average
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ExtTrendMAHandle=iMA(_Symbol, _Period, InpMAPeriod,0, MODE_SMA,PRICE_CLOSE);
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if(ExtIndicatorHandle==INVALID_HANDLE)
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{
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Print("Error creating Moving Average indicator");
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return(INIT_FAILED);
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}
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//--- OK
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return(INIT_SUCCEEDED);
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}
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void OnTickDarkCloudPiercingLineRSI()
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{
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//--- save the next bar start time; all checks at bar opening only
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static datetime next_bar_open=0;
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//--- Phase 1 - check the emergence of a new bar and update the status
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if(TimeCurrent()>=next_bar_open)
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{
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//--- get the current state of environment on the new bar
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// namely, set the values of global variables:
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// ExtPatternDetected - pattern detection
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// ExtConfirmed - pattern confirmation
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// ExtSignalOpen - signal to open
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// ExtSignalClose - signal to close
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// ExtPatternInfo - current pattern information
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if(CheckStateDRSI())
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{
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//--- set the new bar opening time
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next_bar_open=TimeCurrent();
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next_bar_open-=next_bar_open%PeriodSeconds(_Period);
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next_bar_open+=PeriodSeconds(_Period);
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//--- report the emergence of a new bar only once within a bar
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if(ExtPatternDetected && ExtConfirmed)
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Print(ExtPatternInfo);
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}
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else
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{
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//--- error getting the status, retry on the next tick
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return;
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}
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}
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//--- Phase 2 - if there is a signal and no position in this direction
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if(ExtSignalOpen && !PositionExistDRSI(ExtSignalOpen))
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{
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Print("\r\nSignal to open position ", ExtDirection);
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PositionOpenDRSI();
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if(PositionExistDRSI(ExtSignalOpen))
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ExtSignalOpen=SIGNAL_NOT;
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}
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//--- Phase 3 - close if there is a signal to close
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if(ExtSignalClose && PositionExistDRSI(ExtSignalClose))
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{
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Print("\r\nSignal to close position ", ExtDirection);
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CloseBySignalDRSI(ExtSignalClose);
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if(!PositionExistDRSI(ExtSignalClose))
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ExtSignalClose=SIGNAL_NOT;
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}
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//--- Phase 4 - close upon expiration
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if(ExtCloseByTime && PositionExpiredByTimeExist())
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{
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CloseByTimeDRSI();
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ExtCloseByTime=PositionExpiredByTimeExist();
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}
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}
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//+------------------------------------------------------------------+
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//| Get the current environment and check for a pattern |
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//+------------------------------------------------------------------+
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bool CheckStateDRSI()
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{
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//--- check if there is a pattern
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if(!CheckPatternDRSI())
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{
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Print("Error, failed to check pattern");
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return(false);
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}
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//--- check for confirmation
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if(!CheckConfirmation())
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{
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Print("Error, failed to check pattern confirmation");
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return(false);
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}
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//--- if there is no confirmation, cancel the signal
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if(!ExtConfirmed)
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ExtSignalOpen=SIGNAL_NOT;
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//--- check if there is a signal to close a position
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if(!CheckCloseSignal())
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{
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Print("Error, failed to check the closing signal");
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return(false);
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}
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//--- if positions are to be closed after certain holding time in bars
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if(InpDuration)
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ExtCloseByTime=true; // set flag to close upon expiration
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//--- all checks done
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return(true);
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}
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//+------------------------------------------------------------------+
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//| Open a position in the direction of the signal |
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//+------------------------------------------------------------------+
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bool PositionOpenDRSI() {
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ExtSymbolInfo.Refresh();
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ExtSymbolInfo.RefreshRates();
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double price=0;
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//--- Stop Loss and Take Profit are not set by default
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double stoploss=0.0;
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double takeprofit=0.0;
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int digits=ExtSymbolInfo.Digits();
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double point=ExtSymbolInfo.Point();
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double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid();
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//--- uptrend
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if(ExtSignalOpen==SIGNAL_BUY)
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{
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price=NormalizeDouble(ExtSymbolInfo.Ask(), digits);
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//--- if Stop Loss is set
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if(InpSL>0)
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{
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if(spread>=InpSL*point)
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{
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PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point);
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stoploss = NormalizeDouble(price-spread, digits);
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}
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else
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stoploss = NormalizeDouble(price-InpSL*point, digits);
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}
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//--- if Take Profit is set
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if(InpTP>0)
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{
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if(spread>=InpTP*point)
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{
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PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point);
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takeprofit = NormalizeDouble(price+spread, digits);
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}
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else
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takeprofit = NormalizeDouble(price+InpTP*point, digits);
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}
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if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit, "DarkCloudPiercingLineRSI"))
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{
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PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d",
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Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(), GetLastError());
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return(false);
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}
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}
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//--- downtrend
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if(ExtSignalOpen==SIGNAL_SELL)
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{
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price=NormalizeDouble(ExtSymbolInfo.Bid(), digits);
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//--- if Stop Loss is set
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if(InpSL>0)
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{
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if(spread>=InpSL*point)
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{
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PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will be used", InpSL, spread/point);
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stoploss = NormalizeDouble(price+spread, digits);
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}
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else
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stoploss = NormalizeDouble(price+InpSL*point, digits);
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}
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//--- if Take Profit is set
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if(InpTP>0)
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{
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if(spread>=InpTP*point)
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{
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PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will be used", InpTP, spread/point);
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takeprofit = NormalizeDouble(price-spread, digits);
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}
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else
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takeprofit = NormalizeDouble(price-InpTP*point, digits);
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}
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if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit, "DarkCloudPiercingLineRSI"))
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{
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PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d",
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Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError());
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ExtTrade.PrintResult();
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Print(" ");
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return(false);
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}
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}
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return(true);
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}
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//+------------------------------------------------------------------+
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//| Close a position based on the specified signal |
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//+------------------------------------------------------------------+
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void CloseBySignalDRSI(int type_close) {
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//--- if there is no signal to close, return successful completion
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if(type_close==SIGNAL_NOT)
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return;
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//--- if there are no positions opened by our EA
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if(PositionExistDRSI(ExtSignalClose)==0)
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return;
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//--- closing direction
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long type;
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switch(type_close)
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{
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case CLOSE_SHORT:
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type=POSITION_TYPE_SELL;
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break;
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case CLOSE_LONG:
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type=POSITION_TYPE_BUY;
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break;
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default:
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Print("Error! Signal to close not detected");
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return;
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}
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//--- check all positions and close ours based on the signal
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int positions=PositionsTotal();
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for(int i=positions-1; i>=0; i--)
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{
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ulong ticket=PositionGetTicket(i);
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if(ticket!=0)
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{
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//--- get the name of the symbol and the position id (magic)
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string symbol=PositionGetString(POSITION_SYMBOL);
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long magic =PositionGetInteger(POSITION_MAGIC);
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//--- if they correspond to our values
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if(symbol==Symbol() && magic==InpMagicNumber)
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{
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if(PositionGetInteger(POSITION_TYPE)==type)
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{
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ExtTrade.PositionClose(ticket, InpSlippage);
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ExtTrade.PrintResult();
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Print(" ");
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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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//| Close positions upon holding time expiration in bars |
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//+------------------------------------------------------------------+
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void CloseByTimeDRSI() {
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//--- if there are no positions opened by our EA
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if(PositionExistDRSI(ExtSignalOpen)==0)
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return;
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//--- check all positions and close ours based on the holding time in bars
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int positions=PositionsTotal();
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for(int i=positions-1; i>=0; i--)
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{
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ulong ticket=PositionGetTicket(i);
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if(ticket!=0)
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{
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//--- get the name of the symbol and the position id (magic)
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string symbol=PositionGetString(POSITION_SYMBOL);
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long magic =PositionGetInteger(POSITION_MAGIC);
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//--- if they correspond to our values
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if(symbol==Symbol() && magic==InpMagicNumber)
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{
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//--- position opening time
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datetime open_time=(datetime)PositionGetInteger(POSITION_TIME);
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//--- check position holding time in bars
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if(BarsHold(open_time)>=(int)InpDuration)
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{
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Print("\r\nTime to close position #", ticket);
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ExtTrade.PositionClose(ticket, InpSlippage);
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ExtTrade.PrintResult();
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Print(" ");
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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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//| Returns true if there are open positions |
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//+------------------------------------------------------------------+
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bool PositionExistDRSI(int signal_direction) {
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bool check_type=(signal_direction!=SIGNAL_NOT);
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//--- what positions to search
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ENUM_POSITION_TYPE search_type=WRONG_VALUE;
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if(check_type)
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switch(signal_direction)
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{
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case SIGNAL_BUY:
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search_type=POSITION_TYPE_BUY;
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break;
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case SIGNAL_SELL:
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search_type=POSITION_TYPE_SELL;
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break;
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case CLOSE_LONG:
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search_type=POSITION_TYPE_BUY;
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break;
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case CLOSE_SHORT:
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search_type=POSITION_TYPE_SELL;
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break;
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default:
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//--- entry direction is not specified; nothing to search
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return(false);
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}
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//--- go through the list of all positions
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int positions=PositionsTotal();
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for(int i=0; i<positions; i++)
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{
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if(PositionGetTicket(i)!=0)
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{
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//--- if the position type does not match, move on to the next one
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ENUM_POSITION_TYPE type=(ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
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if(check_type && (type!=search_type))
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continue;
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//--- get the name of the symbol and the expert id (magic number)
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string symbol =PositionGetString(POSITION_SYMBOL);
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long magic =PositionGetInteger(POSITION_MAGIC);
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//--- if they correspond to our values
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if(symbol==Symbol() && magic==InpMagicNumber)
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{
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//--- yes, this is the right position, stop the search
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return(true);
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}
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}
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}
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//--- open position not found
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return(false);
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}
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//+------------------------------------------------------------------+
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//| Returns true if there are open positions with expired time |
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//+------------------------------------------------------------------+
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bool PositionExpiredByTimeExist() {
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//--- go through the list of all positions
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int positions=PositionsTotal();
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for(int i=0; i<positions; i++)
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{
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if(PositionGetTicket(i)!=0)
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{
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//--- get the name of the symbol and the expert id (magic number)
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string symbol =PositionGetString(POSITION_SYMBOL);
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long magic =PositionGetInteger(POSITION_MAGIC);
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//--- if they correspond to our values
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if(symbol==Symbol() && magic==InpMagicNumber)
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{
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//--- position opening time
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datetime open_time=(datetime)PositionGetInteger(POSITION_TIME);
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//--- check position holding time in bars
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int check=BarsHold(open_time);
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//--- id the value is -1, the check completed with an error
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if(check==-1 || (BarsHold(open_time)>=(int)InpDuration))
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return(true);
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}
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}
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}
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//--- open position not found
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return(false);
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}
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//+------------------------------------------------------------------+
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//| Returns true in case of successful pattern check |
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//+------------------------------------------------------------------+
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bool CheckPatternDRSI() {
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ExtPatternDetected=false;
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//--- check if there is a pattern
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ExtSignalOpen=SIGNAL_NOT;
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ExtPatternInfo="\r\nPattern not detected";
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ExtDirection="";
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//--- check Dark Cloud Cover
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if((Close(2)-Open(2)>AvgBody(1)) && // long body of the white candlestick (long white)
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(Close(1)<Close(2)) && // followed by a black candlestick
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(Close(1)>Open(2)) && // close within the previous candlestick body (white)
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(MidOpenClose(2)>CloseAvg(2)) && // uptrend
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(Open(1)>High(2))) // open above the previous day's High price (open at new high)
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{
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ExtPatternDetected=true;
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ExtSignalOpen=SIGNAL_SELL;
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ExtPatternInfo="\r\nDark Cloud Cover detected";
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ExtDirection="Sell";
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return(true);
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}
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//--- check Piercing Line
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if((Close(1)-Open(1)>AvgBody(1)) && // long body of the white candlestick (long white)
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(Open(2)-Close(2)>AvgBody(1)) && // long body of the previous black candlestick (long black)
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(Close(1)>Close(2)) && // close within the body
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(Close(1)<Open(2)) && // of the previous candlestick (close inside previous body)
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(MidOpenClose(2)<CloseAvg(2)) && // downtrend
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(Open(1)<Low(2))) // open lower than previous Low
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return(true);
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{
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ExtPatternDetected=true;
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ExtSignalOpen=SIGNAL_BUY;
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ExtPatternInfo="\r\nPiercing Line detected";
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ExtDirection="Buy";
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return(true);
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}
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//--- result of checking
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return(ExtCheckPassed);
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}
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//+------------------------------------------------------------------+
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//| Returns true in case of successful confirmation check |
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//+------------------------------------------------------------------+
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bool CheckConfirmation() {
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ExtConfirmed=false;
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//--- if there is no pattern, do not search for confirmation
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if(!ExtPatternDetected)
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return(true);
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//--- get the value of the stochastic indicator to confirm the signal
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double signal=RSI(1);
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if(signal==EMPTY_VALUE)
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{
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//--- failed to get indicator value, check failed
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return(false);
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}
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//--- check the Buy signal
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if(ExtSignalOpen==SIGNAL_BUY && (signal<40))
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{
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ExtConfirmed=true;
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ExtPatternInfo+="\r\n Confirmed: RSI<40";
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}
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//--- check the Sell signal
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if(ExtSignalOpen==SIGNAL_SELL && (signal>60))
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{
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ExtConfirmed=true;
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ExtPatternInfo+="\r\n Confirmed: RSI>60";
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}
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//--- successful completion of the check
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return(true);
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}
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//+------------------------------------------------------------------+
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//| Check if there is a signal to close |
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//+------------------------------------------------------------------+
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bool CheckCloseSignal() {
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ExtSignalClose=false;
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//--- if there is a signal to enter the market, do not check the signal to close
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if(ExtSignalOpen!=SIGNAL_NOT)
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return(true);
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//--- check if there is a signal to close a long position
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if(((RSI(1)<70) && (RSI(2)>70)) || ((RSI(1)<30) && (RSI(2)>30)))
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{
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//--- there is a signal to close a long position
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ExtSignalClose=CLOSE_LONG;
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ExtDirection="Long";
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}
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//--- check if there is a signal to close a short position
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if(((RSI(1)>30) && (RSI(2)<30)) || ((RSI(1)>70) && (RSI(2)<70)))
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{
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//--- there is a signal to close a short position
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ExtSignalClose=CLOSE_SHORT;
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ExtDirection="Short";
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}
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//--- successful completion of the check
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return(true);
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}
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|
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//+------------------------------------------------------------------+
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//| RSI indicator value at the specified bar |
|
|
//+------------------------------------------------------------------+
|
|
double RSI(int index) {
|
|
double indicator_values[];
|
|
if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0)
|
|
{
|
|
//--- if the copying fails, report the error code
|
|
PrintFormat("Failed to copy data from the RSI indicator, error code %d", GetLastError());
|
|
return(EMPTY_VALUE);
|
|
}
|
|
return(indicator_values[0]);
|
|
}
|
|
|
|
|
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|