#property copyright "Copyright 2023, M & Q Investment Group" #property link "https://www.mql5.com" #property version "1.00" #include 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 müssen noch so angepasst werden, dass falls muster auftritt und trend besteht getraded wird unabhängig wie weit letztes //hoch entfernt ist oder welcher schenkel gerade der kurs ist }else{return false;} }