299 lines
13 KiB
MQL5
299 lines
13 KiB
MQL5
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#property copyright "Copyright 2023, M & Q Investment Group"
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#property link "https://www.mql5.com"
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#property version "1.00"
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#include <trade/trade.mqh>
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CTrade trade;
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//-------------------------------------------OVEROPTIMIZED VERSION 5 AFTER 2. TESTING -------------
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//Added Dynamic Lotsizing
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input double TrigPDif = 0.00005;
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input double DesiredProfitPerc = 20;
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input int ExpiryTime = 120;
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input double SLtoTPRatio = 1;
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input double RuleMinimumTPSLValue = 0.0001;
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input double PufferDistance = 0.0001;
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input double WhiteYellowProtRange = 0.00001;
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input bool SWhiteProtection = true;
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input double StaticLots = 1.0;
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input bool DynamicLotsCalc = false;
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input bool CondCandleLowtrueClosefalse = false;
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input bool CondCountCandle1true2false = false;
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//AUSSTEHEND input double TPSLFactor = 1.0;
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input string Opentime = "04:30:00";
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input string CloseTime = "23:45:";
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long TickVolumes[];
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double bid0 = 0;
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double accountbalancebeginning;
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double accountprofit;
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double Lostrades = 0;
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double Wintrades = 0;
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double AllWinRatio = 0;
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int WintradesCounter = 0;
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int LostradesCounter = 0;
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int NeutralDealCounter = 0;
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int AlltradeCounter = 0;
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double TotalComission = 0;
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double TotalFees = 0;
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ulong LastTicketNumber = 0;
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int OnInit(){
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accountbalancebeginning = AccountInfoDouble(ACCOUNT_BALANCE);
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//OrderinAction = false;
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return(INIT_SUCCEEDED);
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}
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void OnTick(){
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//DETERMINING TIMEFRAME
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datetime opentimenow = StringToTime(Opentime);
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datetime closetimenow = StringToTime(CloseTime);
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datetime currenttime = TimeCurrent();
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if(currenttime > opentimenow && currenttime < closetimenow){
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//GET YELLWOW AMA VALUES
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double YellAMAPriceArray[];
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int YellAMADefinition = iAMA (_Symbol,_Period,2,5,1,0,PRICE_CLOSE);
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ArraySetAsSeries(YellAMAPriceArray,true);
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//AMA DEF, one line, current candle, 3 candles, store result
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CopyBuffer(YellAMADefinition,0,0,10,YellAMAPriceArray);
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double YellAMACurrentValue = NormalizeDouble(YellAMAPriceArray[0],6);
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//GET WHITE AMA VALUES
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double WhiteAMAPriceArray[];
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int WhiteAMADefinition = iAMA (_Symbol,_Period,2,5,1,1,PRICE_CLOSE);
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ArraySetAsSeries(WhiteAMAPriceArray,true);
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//AMA DEF, one line, current candle, 3 candles, store result
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CopyBuffer(WhiteAMADefinition,0,0,10,WhiteAMAPriceArray);
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double WhiteAMACurrentValue = NormalizeDouble(WhiteAMAPriceArray[0],6);
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/*/GET SWHITE AMA VALUES
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double SWhiteAMAPriceArray[];
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int SWhiteAMADefinition = iAMA (_Symbol,_Period,2,5,1,2,PRICE_CLOSE);
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ArraySetAsSeries(SWhiteAMAPriceArray,true);
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//AMA DEF, one line, current candle, 3 candles, store result
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CopyBuffer(SWhiteAMADefinition,0,0,10,SWhiteAMAPriceArray);
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double SWhiteAMACurrentValue = NormalizeDouble(SWhiteAMAPriceArray[0],6);*/
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//GET RED AMA VALUES
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double RedAMAPriceArray[];
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int RedAMADefinition = iAMA (_Symbol,_Period,5,2,30,0,PRICE_CLOSE);
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ArraySetAsSeries(RedAMAPriceArray,true);
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//AMA DEF, one line, current candle, 3 candles, store result
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CopyBuffer(RedAMADefinition,0,0,10,RedAMAPriceArray);
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double RedAMACurrentValue = NormalizeDouble(RedAMAPriceArray[0],6);
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//GET ORANGE AMA VALUES
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double OrangeAMAPriceArray[];
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int OrangeAMADefinition = iAMA (_Symbol,_Period,5,2,30,1,PRICE_CLOSE);
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ArraySetAsSeries(OrangeAMAPriceArray,true);
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//AMA DEF, one line, current candle, 3 candles, store result
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CopyBuffer(OrangeAMADefinition,0,0,10,OrangeAMAPriceArray);
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double OrangeAMACurrentValue = NormalizeDouble(OrangeAMAPriceArray[0],6);
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//SET THE ORDER
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bid0 = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_BID),_Digits);
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double PufferPrice = RedAMACurrentValue + PufferDistance;
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double InvalidStopProhibitorline = RuleMinimumTPSLValue + PufferDistance + RedAMACurrentValue;
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double iLow1 = iLow(_Symbol,PERIOD_CURRENT,1);
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double iLow2 = iLow(_Symbol,PERIOD_CURRENT,2);
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double iClose1 = iClose(_Symbol,PERIOD_CURRENT,1);
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double iClose2 = iClose(_Symbol,PERIOD_CURRENT,2);
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double TrigP = bid0 - TrigPDif;
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double TP = RedAMACurrentValue;
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//SL wurde in Googleversion und V4 falsch berechnet (mit dem Bid0 Preis). Anpassung zu TriggerP vorgenommen
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double SL = TrigP + (TrigP - RedAMACurrentValue) * SLtoTPRatio;
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datetime OrderExpTime = TimeCurrent() + ExpiryTime;
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//if(SWhiteProtection == false){SWhiteAMACurrentValue = 5;}
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//MODELLING OF TRADING CONDITIONS FOR OPTIMIZER
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if(CondCandleLowtrueClosefalse == false){iLow1 = 100; iLow2 = 100;}
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if(CondCandleLowtrueClosefalse == true){iClose1 = 100; iClose2 = 100;}
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if(CondCountCandle1true2false == true){iClose2 = 100; iLow2 = 100;}
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if( iLow1 > OrangeAMACurrentValue + PufferDistance && iLow2 > OrangeAMACurrentValue + PufferDistance &&
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iClose1 > OrangeAMACurrentValue + PufferDistance && iClose2 > OrangeAMACurrentValue + PufferDistance
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){
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if(WhiteAMACurrentValue - WhiteYellowProtRange > YellAMACurrentValue &&
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YellAMACurrentValue > bid0 &&
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YellAMACurrentValue > PufferPrice &&
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//SWhiteAMACurrentValue > WhiteAMACurrentValue &&
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TrigP > InvalidStopProhibitorline &&
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PositionsTotal() == 0 &&
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OrdersTotal() == 0){
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//CALC LOTS
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double Lots = 0.01;
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if(DynamicLotsCalc){
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double SLDistance = SL - TrigP;
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Lots = CalcLots(DesiredProfitPerc,SLDistance);
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}else{Lots = StaticLots;}
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trade.SellStop(Lots,TrigP,_Symbol,SL,TP,ORDER_TIME_SPECIFIED,OrderExpTime);
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Print(//"\nPinkAMA-Value ",PinkAMACurrentValue,
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"\nYellAMA-Value ",YellAMACurrentValue,
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"\nWhiteAMA-Value ",WhiteAMACurrentValue,
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"\nRedAMA-Value ",RedAMACurrentValue,
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"\nOrangeAMA-Value ",OrangeAMACurrentValue,
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"\niLow 1: ",iLow1,
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"\niLow2",iLow2,
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"\nBid ",bid0);
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}
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}
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/*double accountequity = AccountInfoDouble(ACCOUNT_EQUITY);
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accountprofit = accountequity - accountbalancebeginning;
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accountprofit = NormalizeDouble(accountprofit,2);*/
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/*/LIVE WINRATIO CALCULATION
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HistorySelect(0,TimeCurrent());
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int AllDealCounter = HistoryDealsTotal();
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for (int i = 0; i < AllDealCounter; i++){
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ulong Ticketnumber = HistoryDealGetTicket(i);
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if (Ticketnumber != 0 && HistoryDealGetInteger(Ticketnumber,DEAL_TYPE) == DEAL_TYPE_BUY &&
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LastTicketNumber != Ticketnumber){
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double DealProfit = HistoryDealGetDouble(Ticketnumber, DEAL_PROFIT);
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double DealComission = HistoryDealGetDouble(Ticketnumber, DEAL_COMMISSION);
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double DealFee = HistoryDealGetDouble(Ticketnumber, DEAL_FEE);
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if(DealProfit < 0){LostradesCounter = LostradesCounter + 1;}
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else if(DealProfit > 0){WintradesCounter = WintradesCounter + 1;}
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else{NeutralDealCounter = NeutralDealCounter + 1;}
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TotalComission = TotalComission + DealComission;
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TotalFees = TotalFees + DealFee;
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LastTicketNumber = Ticketnumber;
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}
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AlltradeCounter = LostradesCounter + WintradesCounter + NeutralDealCounter;
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if(AlltradeCounter == 0){AllWinRatio = 0;}
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else{AllWinRatio = NormalizeDouble(WintradesCounter / AlltradeCounter,2);}
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Print("\nServertime: ", TimeCurrent(),
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"\nCurrenttime: ",TimeCurrent(),
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"\nProfit: ",accountprofit,
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"\nEquity: ",accountequity,
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//"\nPinkAMA-Value ",PinkAMACurrentValue,
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"\nYellAMA-Value ",YellAMACurrentValue,
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"\nWhiteAMA-Value ",WhiteAMACurrentValue,
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"\nRedAMA-Value ",RedAMACurrentValue,
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"\nOrangeAMA-Value ",OrangeAMACurrentValue,
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"\niLow 1: ",iLow1,
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"\niLow2",iLow2,
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"\nBid ",bid0
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//"\nAllTrades: ", AllDealCounter,
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//"\nLoses: ",LostradesCounter,
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//"\nWins: ",WintradesCounter,
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//"\nAllwinratio: ",AllWinRatio,
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//"\nTotalFees: ",TotalFees,
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//"\nTotalcomission: ",TotalComission
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);
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}*/
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// DISPLAY OF VALUES ON CHART
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/*Comment("\nServertime: ", TimeCurrent(),
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"\nCurrenttime: ",TimeCurrent(),
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"\nProfit: ",accountprofit,
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"\nEquity: ",accountequity,
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//"\nPinkAMA-Value ",PinkAMACurrentValue,
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"\nYellAMA-Value ",YellAMACurrentValue,
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"\nWhiteAMA-Value ",WhiteAMACurrentValue,
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"\nRedAMA-Value ",RedAMACurrentValue,
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"\nOrangeAMA-Value ",OrangeAMACurrentValue,
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"\niLow 1: ",iLow1,
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"\niLow2",iLow2,
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"\nBid ",bid0
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/*"\nAllTrades: ", AlltradeCounter,
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"\nLoses: ",LostradesCounter,
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"\nWins: ",WintradesCounter,
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"\nAllwinratio: ",AllWinRatio,
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"\nTotalFees: ",TotalFees,
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"\nTotalcomission: ",TotalComission);*/
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}//END TIMEFRAME
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}//END ONTICK
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void OnDeinit(const int reason){
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Lostrades = TesterStatistics(STAT_LOSS_TRADES);
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Wintrades = TesterStatistics(STAT_PROFIT_TRADES);
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if(Lostrades + Wintrades > 0){
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AllWinRatio = NormalizeDouble(Wintrades / (Wintrades + Lostrades),2);
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}else{AllWinRatio = 0;}
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Print("Verlorene Trades: ",Lostrades,
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"\nGewonnenen Trades: ",Wintrades,
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"\nGewinnrate:________",AllWinRatio);
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}
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double OnTester(){
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Lostrades = TesterStatistics(STAT_LOSS_TRADES);
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Wintrades = TesterStatistics(STAT_PROFIT_TRADES);
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if(Lostrades + Wintrades > 0){
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AllWinRatio = NormalizeDouble(Wintrades / (Wintrades + Lostrades),2);
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}else{AllWinRatio = 0;}
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return(AllWinRatio);
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}
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//DYNAMIC LOT CALCULATION
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double CalcLots(double riskPercent, double SLDistance){
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double ticksize = SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_SIZE);
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double tickvalue = SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_VALUE);
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double Lotstep = SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_STEP);
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if(ticksize == 0 || tickvalue == 0 || Lotstep == 0){
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Print(__FUNCTION__,"Lotsize cannot be calculated"); return 0;}
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double riskMoney = AccountInfoDouble(ACCOUNT_BALANCE) * riskPercent /100;
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double MoneyperLotstep = (SLDistance / ticksize) * tickvalue * Lotstep;
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if(MoneyperLotstep == 0){
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Print(__FUNCTION__,"Lotsize cannot be calculated"); return 0;}
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double lots = MathFloor(riskMoney / MoneyperLotstep) * Lotstep;
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return lots;
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}
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//CHECK FOR TREND IN INDICATOR
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double CheckINDITrend(datetime Currenttime, int EvaluRangeSec, int INDIHandle, bool Oscillator){
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//SETTING ARRAYS AND SIZES UP
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datetime EvaluStart = Currenttime - EvaluRangeSec;
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double INDITrendValues[];
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CopyBuffer(INDIHandle,0,EvaluStart,Currenttime,INDITrendValues);
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ArraySetAsSeries(INDITrendValues,true);
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int INDITrendSize = ArraySize(INDITrendValues);
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int INDITrendFirstHalf = MathRound(INDITrendSize / 2);
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int INDITrendSeccondhalf = INDITrendSize - INDITrendFirstHalf;
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//FIRST HALF AVERAGE CALC
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double INDITrendFirstSum = 0;
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for(int i = 0; i < INDITrendFirstHalf; i++){
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INDITrendFirstSum = INDITrendFirstSum + INDITrendValues[i];}
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double INDITrendFirstAv = INDITrendFirstSum / INDITrendFirstHalf;
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//SECCOND HALF AVERAGE CALC
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double INDITrendSeccondSum = 0;
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for(int i = INDITrendFirstHalf; i < INDITrendSize; i++){
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INDITrendSeccondSum = INDITrendSeccondSum + INDITrendValues[i];}
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double INDITrendSeccondAv = INDITrendSeccondSum / INDITrendSeccondhalf;
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//COMPARING BOTH AVERAGES
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double INDITrendAvDif = 0;
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if(Oscillator){INDITrendAvDif = NormalizeDouble((INDITrendFirstAv - INDITrendSeccondAv),0);}
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else{INDITrendAvDif = NormalizeDouble((INDITrendFirstAv - INDITrendSeccondAv) / _Point,0);}
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//DEBUGGING
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/*Print("\nStarttime: ",EvaluStart,
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"\nCurrenttime: ",Currenttime,
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"\nRSITrendSize: ",INDITrendSize,
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"\nRSITrendFirstAv: ",INDITrendFirstAv,
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"\nRSITrendSeccondAv: ",INDITrendSeccondAv,
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"\nRSITrendAvDif: ",INDITrendAvDif);*/
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if(INDITrendAvDif < 0 || INDITrendAvDif > 0){
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return INDITrendAvDif;
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}else{return 0;}
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}
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