MnQInvestmentDevelopment/MnQInvestment/02_EigeneScalpingprojekte/RejectionMagic.mq5

<EFBFBD><EFBFBD>#property copyright "Copyright 2023, M & Q Investment Group"
#property link      "https://www.mql5.com"
#property version   "1.00"
#include <trade/trade.mqh>
CTrade trade;

input int MinDistToLastSig = 5;
input double MaxCandleSizeinPoints = 100;
input double MinCandleSizeinPoints = 10;
input int TPtoSLRatio = 2;
input double RiskPerc = 1;
input double MaxDistancetoIndforRejPoints = 10;
input int SLLasthighorlowRange = 10;
//input double MinimalRejWigSizePoints = 5;

int HandleZigZag;
int HandleRSI;
int HandleMA200;
int HandleMA50;
int HandleMA21;
int TrendUp1No0Down2 = 0;

double Lostrades = 0;
double Wintrades = 0;
double AllWinRatio = 0;

double accountbalancebeginning;
double accountprofit;

int OrderCooldownSec = 300;
datetime OrderCooldownTime = 0;

int OnInit(){

   string NameZigZag = "Market\\ArrowZigZag.ex5";
   HandleZigZag = iCustom(_Symbol,PERIOD_CURRENT,NameZigZag,7,5,6);
   HandleRSI = iRSI(_Symbol,PERIOD_CURRENT,14,PRICE_CLOSE);   
   HandleMA200 = iMA(_Symbol,PERIOD_CURRENT,200,0,MODE_SMMA,PRICE_CLOSE);
   HandleMA50 = iMA(_Symbol,PERIOD_CURRENT,50,0,MODE_SMMA,PRICE_CLOSE);
   HandleMA21 = iMA(_Symbol,PERIOD_CURRENT,21,0,MODE_SMMA,PRICE_CLOSE);
   accountbalancebeginning = AccountInfoDouble(ACCOUNT_BALANCE);
   //OrderinAction = false
   
   return(INIT_SUCCEEDED);
}


void OnTick(){
   datetime Currenttime = TimeCurrent();
   //CHECKING FOR 3LINESTRIKE PATTERN TO REDUCE OVERALL CALCULATION TIME
   if((Check2LineStrikeDown() || Check2LineStrikeUp()) && Currenttime > OrderCooldownTime){
     
      //PREPARING BASIC INDICATORS
      double RSIValue[];
      CopyBuffer(HandleRSI,0,0,1,RSIValue);
      double MA200Value[];
      CopyBuffer(HandleMA200,0,0,1,MA200Value);
      double MA50Value[];
      CopyBuffer(HandleMA50,0,0,1,MA50Value);
      double MA21Value[];
      CopyBuffer(HandleMA21,0,0,1,MA21Value);
   
      //CHECK FOR PRICE IN ZONE
      if(CheckForREjection(MA21Value[0],MA50Value[0],MA200Value[0],MaxDistancetoIndforRejPoints)){
   
         //PREPARING THE TRENDDETECTOR
         int IndexCurrent = -1, IndexLast = -1;
         int SignalDirection = 0;
         int LastsignalI = -1;
         bool LastSignalReady = false;
         int SignalCounter = 0;
         
         double ZigZagindiRedTop[];
         double ZigZagindiGreenBot[];
         double ZigZagindiValue[];
         double LastHighnLows[6];
         
         //----------------------------------------SEARCHING THROUG THE ZIGZAGINDICATOR----
         for(int i = 0; i < 1000; i++){
            CopyBuffer(HandleZigZag,1,i,1,ZigZagindiRedTop);
            CopyBuffer(HandleZigZag,2,i,1,ZigZagindiGreenBot);
            CopyBuffer(HandleZigZag,0,i,1,ZigZagindiValue);
            
            if(ZigZagindiValue[0] > 0){ 
               //IF REDTOP HAS A VALUE
               if(ZigZagindiRedTop[0] > 0 && SignalCounter < 6){
                  //INSERT THE VALUE IN GENERAL ARRAY
                  LastHighnLows[SignalCounter] = ZigZagindiValue [0];
                  //SETTING INFO ABOUT LAST SIGNAL AND DIRECTION
                  if(SignalCounter == 0 && i >= MinDistToLastSig){SignalDirection = -1; LastsignalI = i; LastSignalReady = true;}
                  else if(SignalCounter == 0 && i < MinDistToLastSig){LastsignalI = i; LastSignalReady = false;}
                  else if(SignalCounter == 1 && LastsignalI < MinDistToLastSig){SignalDirection = -1;}
                  //FINISH SIGNAL DOCUMENTATION GOTO NEXT SIGNAL
                  SignalCounter ++;
               }
               //IF GREENBOT HAS A VALUE
               if(ZigZagindiGreenBot[0] > 0 && SignalCounter < 6){
                  //INSERT THE VALUE IN GENERAL ARRAY
                  LastHighnLows[SignalCounter] = ZigZagindiValue [0];
                  //SETTING INFO ABOUT LAST SIGNAL AND DIRECTION
                  if(SignalCounter == 0 && i >= MinDistToLastSig){SignalDirection = 1; LastsignalI = i; LastSignalReady = true;}
                  else if(SignalCounter == 0 && i < MinDistToLastSig){LastsignalI = i; LastSignalReady = false;}
                  else if(SignalCounter == 1 && LastsignalI < MinDistToLastSig){SignalDirection = 1;}
                  //FINISH SIGNAL DOCUMENTATION GOTO NEXT SIGNAL
                  SignalCounter ++;
               }
               if(SignalCounter == 6){break;}
            }//END OF IF ZIGZAGARRAY HAS VALUE
         }//END OF FOR LOOP
         //----------------------------------------END SEARCHING THROUG THE ZIGZAGINDICATOR----
         
         //-----------------------------------------------DETERMINE THE TREND----
         
            if(//----------------------------------------------DOWNTREND-----
            LastHighnLows[0] < LastHighnLows[2] &&
            LastHighnLows[1] < LastHighnLows[3]
            //&& LastHighnLows[2] < LastHighnLows[4]
            ){    
                  TrendUp1No0Down2 = 2;
                  //TRADE BEI 3 LINE STRIKE DOWNTREND
                  if(Check2LineStrikeDown() > 0 && OrdersTotal() == 0 && PositionsTotal() == 0){
                  
                     double Price = SymbolInfoDouble(_Symbol,SYMBOL_BID);
                     int SLSourceIndex = iHighest(_Symbol,PERIOD_CURRENT,MODE_HIGH,SLLasthighorlowRange,0);
                     double SL = iHigh(_Symbol,PERIOD_CURRENT,SLSourceIndex);
                     //double SL = NormalizeDouble(LastHighnLows[0],_Digits);
                     //double SL = Check2LineStrikeDown();
                     double TP = NormalizeDouble(Price - MathAbs(SL - Price) * TPtoSLRatio,_Digits);
                     double Lots = NormalizeDouble(CalcLots(RiskPerc,MathAbs(SL - Price)),2);
                     
                     if(SL != 0){trade.Sell(Lots,_Symbol,Price,SL,TP,"Trade Downtrend after 2LineStrike");
                                 OrderCooldownTime = Currenttime + OrderCooldownSec;}
                     
                     else{Print("--------------------------UNABLE TO TRADE SL IS 0 ----------------------------------");}
                     
                     Print("Check2LineStrikeDown Successful, Placing Trade... Last Candle is smaller than MaxCandleSize: ",MaxCandleSizeinPoints,
                           "\nRSI values are below 50: ",RSIValue[0],
                           "\nTrendUp1No0Down2: ",TrendUp1No0Down2,
                           "\nPrice: ",Price);
                  }
               }  
            
            else if(//----------------------------------------------UPTREND
            LastHighnLows[0] > LastHighnLows[2]&&
            LastHighnLows[1] > LastHighnLows[3]
            //&& LastHighnLows[2] > LastHighnLows[4]
            ){ 
                  TrendUp1No0Down2 = 1;
            
                  //TRADE BEI 3 LINE STRIKE
                  if(Check2LineStrikeUp() > 0 && OrdersTotal() == 0 && PositionsTotal() == 0){
                  
                     double Price = SymbolInfoDouble(_Symbol,SYMBOL_ASK);
                     int SLSourceIndex = iLowest(_Symbol,PERIOD_CURRENT,MODE_HIGH,SLLasthighorlowRange,0);
                     double SL = iLow(_Symbol,PERIOD_CURRENT,SLSourceIndex);
                     //double SL = NormalizeDouble(LastHighnLows[0],_Digits);
                     //double SL = Check2LineStrikeUp();
                     double TP = NormalizeDouble(Price + MathAbs(SL - Price) * TPtoSLRatio,_Digits);
                     double Lots = NormalizeDouble(CalcLots(RiskPerc,MathAbs(SL - Price)),2);
                     
                     if(SL != 0){trade.Buy(Lots,_Symbol,Price,SL,TP,"Trade Uptrend after 2LineStrike");
                                 OrderCooldownTime = Currenttime + OrderCooldownSec;}
                     
                     else{Print("--------------------------UNABLE TO TRADE SL IS 0 ----------------------------------");}
         
                     Print("Check2LineStrikeUP Successful, Placing Trade... Last Candle is smaller than MaxCandleSize: ",MaxCandleSizeinPoints,
                           "\nRSI values are above 50: ",RSIValue[0],
                           "\nTrendUp1No0Down2: ",TrendUp1No0Down2,
                           "\nPrice: ",Price);
                  }
            }
            else{TrendUp1No0Down2 = 0;}
         }// END IF CHECK FOR PRICE IN MAs ZONE      
       }//------------------------------------------------------END IF THERE IS A STRIKE PATTERN 
   
   //GENERAL INFORMATION FOR THE CHART    
   double accountequity = AccountInfoDouble(ACCOUNT_EQUITY);
   accountprofit = accountequity - accountbalancebeginning;
   accountprofit = NormalizeDouble(accountprofit,2);
   
   Comment("\nCurrenttime: ",TimeCurrent(),
           "\nProfit: ",accountprofit,
           "\nEquity: ",accountequity,
           "\nCurrent Trend, TrendUp1No0Down2: ",TrendUp1No0Down2);
   
}//END ON TICK

void OnDeinit(const int reason){
   
   Lostrades = TesterStatistics(STAT_LOSS_TRADES);
   Wintrades = TesterStatistics(STAT_PROFIT_TRADES);
   if(Lostrades + Wintrades > 0){
      AllWinRatio = NormalizeDouble(Wintrades / (Wintrades + Lostrades),2);
   }else{AllWinRatio = 0;}
   Print("Verlorene Trades:  ",Lostrades,
         "\nGewonnenen Trades: ",Wintrades,
         "\nGewinnrate:________",AllWinRatio);
}


//CHECK FOR 2 LINE STRIKE DOWN       
double Check2LineStrikeDown(){
      double Open1 = iOpen(_Symbol,PERIOD_CURRENT,1);
      double Close1 = iClose(_Symbol,PERIOD_CURRENT,1);
      double High1 = iHigh(_Symbol,PERIOD_CURRENT,1);
      double Open2 = iOpen(_Symbol,PERIOD_CURRENT,2);
      double Close2 = iClose(_Symbol,PERIOD_CURRENT,2);
      double High2 = iHigh(_Symbol,PERIOD_CURRENT,2);
      double Open3 = iOpen(_Symbol,PERIOD_CURRENT,3);
      double Close3 = iClose(_Symbol,PERIOD_CURRENT,3);
      
      if(Open3 < Close3 && Open2 < Close2 && Open1 > Close1 && Close1 < Open2 
         
         && MaxCandleSizeinPoints * _Point > MathAbs(Close1 - Open1)
         && MinCandleSizeinPoints * _Point < MathAbs(Close1 - Open1)
         && MathAbs(Open1 - Close2) < 5 * _Point){
         if(High1 < High2){return High2;}
         else if(High1 > High2){return High1;}
         else{return High1;} 
      }else{
         return 0;      
      }
}      


//CHECK FOR 2 LINE STRIKE UP  
double Check2LineStrikeUp(){
      double Open1 = iOpen(_Symbol,PERIOD_CURRENT,1);
      double Close1 = iClose(_Symbol,PERIOD_CURRENT,1);
      double Low1 = iLow(_Symbol,PERIOD_CURRENT,1);
      double Open2 = iOpen(_Symbol,PERIOD_CURRENT,2);
      double Close2 = iClose(_Symbol,PERIOD_CURRENT,2);
      double Low2 = iLow(_Symbol,PERIOD_CURRENT,2);
      double Open3 = iOpen(_Symbol,PERIOD_CURRENT,3);
      double Close3 = iClose(_Symbol,PERIOD_CURRENT,3);
      
      if(Open3 > Close3 && Open2 > Close2 && Open1 < Close1 && Close1 > Open2
         
         && MaxCandleSizeinPoints * _Point > MathAbs(Close1 - Open1)
         && MinCandleSizeinPoints * _Point < MathAbs(Close1 - Open1)
         && MathAbs(Open1 - Close2) < 5 * _Point){
         if(Low1 > Low2){return Low2;}
         else if(Low1 < Low2){return Low1;}
         else{return Low1;} 
      }else{
         return 0;      
      }
} 
      
      
//DYNAMIC LOT CALCULATION
double CalcLots(double riskPercent, double SLDistance){

   double ticksize = SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_SIZE);
   double tickvalue = SymbolInfoDouble(_Symbol,SYMBOL_TRADE_TICK_VALUE);
   double Lotstep = SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_STEP);
   if(ticksize == 0 || tickvalue == 0 || Lotstep == 0){
      Print(__FUNCTION__,"Lotsize cannot be calculated");
      return 0;}
   double riskMoney = AccountInfoDouble(ACCOUNT_BALANCE) * riskPercent /100;
   double MoneyperLotstep = (SLDistance / ticksize) * tickvalue * Lotstep;
   if(MoneyperLotstep == 0){
      Print(__FUNCTION__,"Lotsize cannot be calculated");
      return 0;}
   double lots = MathFloor(riskMoney / MoneyperLotstep) * Lotstep;
   return lots;  
}   
      
//CHECK FOR REJECTION
bool CheckForREjection(double MA21Value, double MA50Value, double MA200Value, double MaxDistance/*, double MinimalRejWigSizePointz*/){

      double Open1 = iOpen(_Symbol,PERIOD_CURRENT,1);
      double Close1 = iClose(_Symbol,PERIOD_CURRENT,1);
      double Low1 = iLow(_Symbol,PERIOD_CURRENT,1);
      double High1 = iHigh(_Symbol,PERIOD_CURRENT,1);
      double Open2 = iOpen(_Symbol,PERIOD_CURRENT,2);
      double Close2 = iClose(_Symbol,PERIOD_CURRENT,2);
      double Low2 = iLow(_Symbol,PERIOD_CURRENT,2);
      double High2 = iHigh(_Symbol,PERIOD_CURRENT,2);
      double MA21ValueLow = MA21Value - MaxDistance * _Point; 
      double MA21ValueHigh = MA21Value + MaxDistance * _Point; 
      double MA50ValueLow = MA50Value - MaxDistance * _Point; 
      double MA50ValueHigh = MA50Value + MaxDistance * _Point;
      double MA200ValueLow = MA200Value - MaxDistance * _Point;
      double MA200ValueHigh = MA200Value + MaxDistance * _Point;
      
      if((MA200ValueLow > Low1 && MA200ValueLow < High1) || (MA200ValueHigh > Low1 && MA200ValueHigh < High1) 
         || (MA50ValueLow > Low1 && MA50ValueLow < High1) || (MA50ValueHigh > Low1 && MA50ValueHigh < High1) 
         || (MA21ValueLow > Low1 && MA21ValueLow < High1) || (MA21ValueHigh > Low1 && MA21ValueHigh < High1)){
         
         //MinimalRejWigSizePointz;
         return true;
         //bedingungen m<EFBFBD>ssen noch so angepasst werden, dass falls muster auftritt und trend besteht getraded wird unabh<EFBFBD>ngig wie weit letztes 
         //hoch entfernt ist oder welcher schenkel gerade der kurs ist
      }else{return false;}

}