313 lines
No EOL
14 KiB
MQL5
313 lines
No EOL
14 KiB
MQL5
#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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input double IndiTrendMiniValue = 20;
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input double OsciTrendMiniValue = 10;
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double MinTrendValue = 20;
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input int RSIOverboughtlevel = 70;
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input int RSIOversoldlevel = 30;
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input double RiskPerc = 1;
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input double GTrigTSLRatioPricebeforeTP = 0.5;
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input int GMinTSLDistPoints = 50;
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input int TradecooldownMin = 30;
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int TradecooldownSec = TradecooldownMin * 60;
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datetime Tradecooldown;
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int HandleRSI;
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int HandleMA200;
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int HandleMA50;
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int HandleMA21;
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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 OnInit(){
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HandleRSI = iRSI(_Symbol,PERIOD_CURRENT,14,PRICE_CLOSE);
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HandleATR = iATR(_Symbol,PERIOD_CURRENT,14);
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HandleMA200 = iMA(_Symbol,PERIOD_CURRENT,200,0,MODE_SMMA,PRICE_CLOSE);
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HandleMA50 = iMA(_Symbol,PERIOD_CURRENT,50,0,MODE_SMMA,PRICE_CLOSE);
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HandleMA21 = iMA(_Symbol,PERIOD_CURRENT,21,0,MODE_SMMA,PRICE_CLOSE);
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accountbalancebeginning = AccountInfoDouble(ACCOUNT_BALANCE);
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return(INIT_SUCCEEDED);
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}
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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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void OnTick(){
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datetime Currenttime = TimeCurrent();
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double RSITrend = CheckINDITrend(Currenttime,INDIEvaluRangeSec,HandleRSI,true);
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double MA21Trend = CheckINDITrend(Currenttime,INDIEvaluRangeSec,HandleMA21,false);
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double MA50Trend = CheckINDITrend(Currenttime,INDIEvaluRangeSec,HandleMA50,false);
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double MA200Trend = CheckINDITrend(Currenttime,INDIEvaluRangeSec,HandleMA200,false);
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double RSICurrentValue[];
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CopyBuffer(HandleRSI,0,0,1,RSICurrentValue);
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double MA200CurrentValue[];
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CopyBuffer(HandleMA200,0,0,1,MA200CurrentValue);
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Comment("\n RSITrend: ",RSITrend,
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"\n MA21Trend: ",MA21Trend,
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"\n MA50Trend: ",MA50Trend);
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if(PositionsTotal() == 0 && OrdersTotal() == 0 && Currenttime > Tradecooldown){
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double IndiTrendMiniValueNeg = IndiTrendMiniValue * - 1;
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double OsciTrendMiniValueNeg = OsciTrendMiniValue * -1;
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double SL = 0;
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double TP = 0;
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double Lots = 0;
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double Price = 0;
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double RiskSplitPerc = RiskPerc / 3; // --- IMPORTANT LOTCALC
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string TradeComment ="RSITrend: "+ DoubleToString(RSITrend,0) +
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" MA21Trend: " + DoubleToString(MA21Trend,0) +
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" MA50Trend: " + DoubleToString(MA50Trend,0);
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//SELLTREND
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if(RSITrend < OsciTrendMiniValueNeg
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&& MA21Trend < IndiTrendMiniValueNeg
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&& MA50Trend < IndiTrendMiniValueNeg
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&& RSICurrentValue[0] > RSIOversoldlevel){
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Price = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_BID),_Digits);
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SL = CalcSL(false,GHighLowShift,HandleATR,GMaximalSLPoints);
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TP = CalcTP(false,SL,GMaximalTPPoints,GTPtoOneSLRatio);
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Lots = CalcLots(RiskSplitPerc,MathAbs(Price - SL));
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trade.Sell(Lots,_Symbol,Price,SL,TP,TradeComment);
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trade.Sell(Lots,_Symbol,Price,SL,TP,TradeComment);
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trade.Sell(Lots,_Symbol,Price,SL,TP,"TSL-Trade");
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Tradecooldown = Currenttime + TradecooldownSec;
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}
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//BUYTREND
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if(RSITrend > OsciTrendMiniValue
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&& MA21Trend > IndiTrendMiniValue
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&& MA50Trend > IndiTrendMiniValue
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&& RSICurrentValue[0] < RSIOverboughtlevel){
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Price = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_ASK),_Digits);
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SL = CalcSL(true,GHighLowShift,HandleATR,GMaximalSLPoints);
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TP = CalcTP(true,SL,GMaximalTPPoints,GTPtoOneSLRatio);
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Lots = CalcLots(RiskSplitPerc,MathAbs(Price - SL));
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trade.Buy(Lots,_Symbol,Price,SL,TP,TradeComment);
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trade.Buy(Lots,_Symbol,Price,SL,TP,TradeComment);
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trade.Buy(Lots,_Symbol,Price,SL,TP,"TSL-Trade");
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Tradecooldown = Currenttime + TradecooldownSec;
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Print("\nRSITrend: ",RSITrend,
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"\nRSICurrentValue[0]: ",RSICurrentValue[0],
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"\nMA21Trend: ",MA21Trend,
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"\nMA50Trend: ",MA50Trend,
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"\nMA200Trend: ",MA200Trend,
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"\nSL: ",SL,
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"\nTP: ",TP,
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"\nLots: ",Lots,
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"\nPrice: ",Price);
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}
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}
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if(PositionsTotal() > 0){
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CheckTrailingstop(GTrigTSLRatioPricebeforeTP,GHighLowShift,GMinTSLDistPoints,HandleATR,GMaximalSLPoints);
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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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Comment("\nCurrenttime: ",TimeCurrent(),
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"\nProfit: ",accountprofit,
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"\nEquity: ",accountequity,
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"\nRSITrend: ",RSITrend,
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"\nRSICurrentValue[0]: ",RSICurrentValue[0],
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"\nMA21Trend: ",MA21Trend,
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"\nMA50Trend: ",MA50Trend,
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"\nMA200Trend: ",MA200Trend);
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}
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//TRAILING SL
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void CheckTrailingstop(double TrigTSLRatioPricebeforeTP, int HighLowShift, double MinTSLDistPoints,int ATRHandle, double MaximalSLPoints){
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for(int i = PositionsTotal()-1; i >= 0; i--){
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string symbol = PositionGetSymbol(i);
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if(_Symbol == symbol){
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ulong PositionTicket = PositionGetInteger(POSITION_TICKET);
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double PositionOpenprice = PositionGetDouble(POSITION_PRICE_OPEN);
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double CurrentSL = PositionGetDouble(POSITION_SL);
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double CurrentTP = PositionGetDouble(POSITION_TP);
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long PositionType = PositionGetInteger(POSITION_TYPE);
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string PositionComment = PositionGetString(POSITION_COMMENT);
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double Price = 0;
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double LatestHighLow = 0;
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double NewSL = 0;
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int LatestHighLowIndex = 0;
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double MinTSLDistValue = MinTSLDistPoints * _Point;
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double TPtoOpenpriceDif = MathAbs(PositionOpenprice - CurrentTP);
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if(PositionType == POSITION_TYPE_BUY && PositionComment == "TSL-Trade"){
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Price = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_ASK),_Digits);
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if((CurrentTP != 0 && Price > PositionOpenprice + TPtoOpenpriceDif * TrigTSLRatioPricebeforeTP) ||
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(CurrentTP == 0 && Price > CurrentSL + MinTSLDistValue)){
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NewSL = CalcSL(true,HighLowShift,ATRHandle,MaximalSLPoints);//--IMPORTANT NEW SL
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if(NewSL < CurrentSL || NewSL < PositionOpenprice){NewSL = 0;}
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}
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}
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else if(PositionType == POSITION_TYPE_SELL && PositionComment == "TSL-Trade"){
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Price = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_BID),_Digits);
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if((CurrentTP != 0 && Price < PositionOpenprice - TPtoOpenpriceDif * TrigTSLRatioPricebeforeTP) ||
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(CurrentTP == 0 && Price < CurrentSL - MinTSLDistValue)){
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NewSL = CalcSL(false,HighLowShift,ATRHandle,MaximalSLPoints); //--IMPORTANT NEW SL
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if(NewSL > CurrentSL || NewSL > PositionOpenprice){NewSL = 0;}
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}
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}
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if(NewSL != 0){trade.PositionModify(PositionTicket,NewSL,0);}
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}//END IF CHECK SYMBOL
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}//END FOR LOOP
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}
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//CALC TP
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input double GMaximalTPPoints = 100;
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input double GTPtoOneSLRatio = 1;
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double CalcTP(bool BuyTrueSellFalse,double SL, double MaximalTPPoints, double TPtoOneSLRatio){
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double TP = 0;
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double Price = 0;
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double MaximalTPDist = MaximalTPPoints * _Point;
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if(BuyTrueSellFalse == true){
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Price = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_ASK),_Digits);
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double SLPriceDif = MathAbs(SL - Price);
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double TPPriceDif = SLPriceDif * TPtoOneSLRatio;
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if(TPPriceDif > MaximalTPDist)
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{TP = Price + MaximalTPDist;}//IMPORTANT TP
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else{TP = Price + TPPriceDif;}//IMPORTANT TP
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}if(BuyTrueSellFalse == false){
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Price = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_BID),_Digits);
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double SLPriceDif = MathAbs(SL - Price);
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double TPPriceDif = SLPriceDif * TPtoOneSLRatio;
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if(TPPriceDif > MaximalTPDist)
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{TP = Price - MaximalTPDist;}//IMPORTANT TP
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else{TP = Price - TPPriceDif;}//IMPORTANT TP
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}return TP;
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}
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//CALC SL
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input int GHighLowShift = 10;
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input double GMaximalSLPoints = 100;
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int HandleATR;
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//HandleATR = iATR(_Symbol,PERIOD_CURRENT,14);
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double CalcSL(bool BuyTrueSellFalse, int HighLowShift, int ATRHandle, double MaximalSLPoints){
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double Price = 0;
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double SL = 0;
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double SLPriceDif = 0;
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double MaximalSLDist = MaximalSLPoints * _Point;
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double ATRValues[];
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CopyBuffer(ATRHandle,0,0,1,ATRValues);
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double LatestHighLow = 0;
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int LatestHighLowIndex = 0;
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if(BuyTrueSellFalse == true){
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Price = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_ASK),_Digits);
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LatestHighLowIndex = iLowest(_Symbol,PERIOD_CURRENT,MODE_LOW,HighLowShift,0);
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LatestHighLow = iLow(_Symbol,PERIOD_CURRENT,LatestHighLowIndex);
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if(MathAbs(LatestHighLow - Price) > MaximalSLDist)
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{SL = Price - MaximalSLDist;}//--IMPORTANT SL
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else if(MathAbs(LatestHighLow - Price) < ATRValues[0])
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{SL = Price - ATRValues[0];}//--IMPORTANT SL
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}else if(BuyTrueSellFalse == false){
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Price = NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_BID),_Digits);
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LatestHighLowIndex = iHighest(_Symbol,PERIOD_CURRENT,MODE_HIGH,HighLowShift,0);
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LatestHighLow = iHigh(_Symbol,PERIOD_CURRENT,LatestHighLowIndex);
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if(MathAbs(LatestHighLow - Price) > MaximalSLDist)
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{SL = Price + MaximalSLDist;}//--IMPORTANT SL
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else if(MathAbs(LatestHighLow - Price) < ATRValues[0])
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{SL = Price + ATRValues[0];}//--IMPORTANT SL
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}return SL;
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}
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//CHECK FOR TREND IN INDICATOR
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input int INDIEvaluRangeMin = 100;
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int INDIEvaluRangeSec = INDIEvaluRangeMin * 60;
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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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//CHECK FOR 2 LINE STRIKE DOWN
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bool Check2LineStrikeDown(double MaxCandleSizeinPoints, double MinCandleSizeinPoints){
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double Open1 = iOpen(_Symbol,PERIOD_CURRENT,1);
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double Close1 = iClose(_Symbol,PERIOD_CURRENT,1);
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double High1 = iHigh(_Symbol,PERIOD_CURRENT,1);
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double Open2 = iOpen(_Symbol,PERIOD_CURRENT,2);
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double Close2 = iClose(_Symbol,PERIOD_CURRENT,2);
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double High2 = iHigh(_Symbol,PERIOD_CURRENT,2);
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double Open3 = iOpen(_Symbol,PERIOD_CURRENT,3);
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double Close3 = iClose(_Symbol,PERIOD_CURRENT,3);
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if(Open3 < Close3 && Open2 < Close2 && Open1 > Close1 && Close1 < Open2
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&& MaxCandleSizeinPoints * _Point > MathAbs(Close1 - Open1)
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&& MinCandleSizeinPoints * _Point < MathAbs(Close1 - Open1)
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&& MathAbs(Open1 - Close2) < 5 * _Point){
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return true;}
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else{return false;}
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}
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//CHECK FOR 2 LINE STRIKE UP
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double Check2LineStrikeUp(double MaxCandleSizeinPoints, double MinCandleSizeinPoints){
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double Open1 = iOpen(_Symbol,PERIOD_CURRENT,1);
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double Close1 = iClose(_Symbol,PERIOD_CURRENT,1);
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double Low1 = iLow(_Symbol,PERIOD_CURRENT,1);
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double Open2 = iOpen(_Symbol,PERIOD_CURRENT,2);
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double Close2 = iClose(_Symbol,PERIOD_CURRENT,2);
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double Low2 = iLow(_Symbol,PERIOD_CURRENT,2);
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double Open3 = iOpen(_Symbol,PERIOD_CURRENT,3);
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double Close3 = iClose(_Symbol,PERIOD_CURRENT,3);
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if(Open3 > Close3 && Open2 > Close2 && Open1 < Close1 && Close1 > Open2
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&& MaxCandleSizeinPoints * _Point > MathAbs(Close1 - Open1)
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&& MinCandleSizeinPoints * _Point < MathAbs(Close1 - Open1)
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&& MathAbs(Open1 - Close2) < 5 * _Point){
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return true;}
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else{return false;}
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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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} |