312 lines
12 KiB
MQL5
312 lines
12 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 int MinDistToLastSig = 5;
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int HandleZigZag;
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int HandleRSI;
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input double MaxCandleSizeinPoints = 100;
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input double MinCandleSizeinPoints = 10;
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input int TPtoSLRatio = 2;
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input double RiskPerc = 1;
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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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double accountbalancebeginning;
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double accountprofit;
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int OnInit(){
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string NameZigZag = "Market\\ArrowZigZag.ex5";
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HandleZigZag = iCustom(_Symbol,PERIOD_CURRENT,NameZigZag,5,5,5);
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HandleRSI = iRSI(_Symbol,PERIOD_CURRENT,14,PRICE_CLOSE);
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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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double RSIValue[];
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CopyBuffer(HandleRSI,0,0,1,RSIValue);
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//----SEARCHING THROUG THE ZIGZAGINDICATOR----
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double LastHighnLows[6];
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int SignalCounter = 0;
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double ZigZagindiRedTop[];
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double ZigZagindiGreenBot[];
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double ZigZagindiValue[];
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int IndexCurrent = -1, IndexLast = -1;
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int SignalDirection = 0;
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int LastsignalI = -1;
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bool LastSignalReady = false;
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for(int i = 0; i < 1000; i++){
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CopyBuffer(HandleZigZag,1,i,1,ZigZagindiRedTop);
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CopyBuffer(HandleZigZag,2,i,1,ZigZagindiGreenBot);
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CopyBuffer(HandleZigZag,0,i,1,ZigZagindiValue);
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if(ZigZagindiValue[0] > 0){
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//IF REDTOP HAS A VALUE
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if(ZigZagindiRedTop[0] > 0 && SignalCounter < 6){
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//INSERT THE VALUE IN GENERAL ARRAY
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LastHighnLows[SignalCounter] = ZigZagindiValue [0];
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//SETTING INFO ABOUT LAST SIGNAL AND DIRECTION
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if(SignalCounter == 0 && i >= MinDistToLastSig){SignalDirection = -1; LastsignalI = i; LastSignalReady = true;}
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else if(SignalCounter == 0 && i < MinDistToLastSig){LastsignalI = i; LastSignalReady = false;}
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else if(SignalCounter == 1 && LastsignalI < MinDistToLastSig){SignalDirection = -1;}
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//FINISH SIGNAL DOCUMENTATION GOTO NEXT SIGNAL
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SignalCounter ++;
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}
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//IF GREENBOT HAS A VALUE
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if(ZigZagindiGreenBot[0] > 0 && SignalCounter < 6){
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//INSERT THE VALUE IN GENERAL ARRAY
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LastHighnLows[SignalCounter] = ZigZagindiValue [0];
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//SETTING INFO ABOUT LAST SIGNAL AND DIRECTION
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if(SignalCounter == 0 && i >= MinDistToLastSig){SignalDirection = 1; LastsignalI = i; LastSignalReady = true;}
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else if(SignalCounter == 0 && i < MinDistToLastSig){LastsignalI = i; LastSignalReady = false;}
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else if(SignalCounter == 1 && LastsignalI < MinDistToLastSig){SignalDirection = 1;}
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//FINISH SIGNAL DOCUMENTATION GOTO NEXT SIGNAL
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SignalCounter ++;
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}
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if(SignalCounter == 6){break;}
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}//END OF IF ZIGZAGARRAY HAS VALUE
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}//END OF FOR LOOP
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//----DETERMINE THE TREND----
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int TrendUp1No0Down2 = 0;
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bool TradeInTrenddirection = false;
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//TREND SIGANAL READY
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if(LastSignalReady){
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if(//DOWNTREND
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LastHighnLows[0] < LastHighnLows[2] &&
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LastHighnLows[1] < LastHighnLows[3]
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//&& LastHighnLows[2] < LastHighnLows[4]
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){ TrendUp1No0Down2 = 2;
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if(SignalDirection == -1 && TrendUp1No0Down2 == 2){
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TradeInTrenddirection = true;
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//TRADE BEI 3 LINE STRIKE
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if(Check2LineStrikeDown() > 0 && RSIValue[0] < 50
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&& OrdersTotal() == 0 && PositionsTotal() == 0){
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double Price = SymbolInfoDouble(_Symbol,SYMBOL_BID);
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double SL = LastHighnLows[0];
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//double SL = Check2LineStrikeDown();
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double TP = Price - MathAbs(SL - Price) * TPtoSLRatio;
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double Lots = CalcLots(RiskPerc,MathAbs(SL - Price));
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if(SL != 0){trade.Sell(Lots,_Symbol,Price,SL,TP,"Trade Downtrend after 2LineStrike");}
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else{Print("--------------------------UNABLE TO TRADE SL IS 0 ----------------------------------");}
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Print("Check2LineStrikeDown Successful, Placing Trade... Last Candle is smaller than MaxCandleSize: ",MaxCandleSizeinPoints,
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"\nRSI values are below 50: ",RSIValue[0],
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"\nTrendUp1No0Down2: ",TrendUp1No0Down2,
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"\nPrice: ",Price);
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}
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}
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}
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else if(//UPTREND
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LastHighnLows[0] > LastHighnLows[2]&&
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LastHighnLows[1] > LastHighnLows[3]
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//&& LastHighnLows[2] > LastHighnLows[4]
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){ TrendUp1No0Down2 = 1;
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if(SignalDirection == 1 && TrendUp1No0Down2 == 1){
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TradeInTrenddirection = true;
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//TRADE BEI 3 LINE STRIKE
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if(Check2LineStrikeUp() > 0 && RSIValue[0] > 50
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&& OrdersTotal() == 0 && PositionsTotal() == 0){
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double Price = SymbolInfoDouble(_Symbol,SYMBOL_ASK);
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double SL = LastHighnLows[0];
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//double SL = Check2LineStrikeUp();
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double TP = Price + MathAbs(SL - Price) * TPtoSLRatio;
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double Lots = CalcLots(RiskPerc,MathAbs(SL - Price));
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if(SL != 0){trade.Buy(Lots,_Symbol,Price,SL,TP,"Trade Uptrend after 2LineStrike");}
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else{Print("--------------------------UNABLE TO TRADE SL IS 0 ----------------------------------");}
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Print("Check2LineStrikeUP Successful, Placing Trade... Last Candle is smaller than MaxCandleSize: ",MaxCandleSizeinPoints,
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"\nRSI values are above 50: ",RSIValue[0],
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"\nTrendUp1No0Down2: ",TrendUp1No0Down2,
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"\nPrice: ",Price);
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}
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}
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}
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else{TrendUp1No0Down2 = 0;}
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}// END TREND SIGANAL READY
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//TREND SIGNAL NOT READY => LAST SIGNAL
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if(LastSignalReady == false){
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if(//DOWNTREND
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LastHighnLows[1] < LastHighnLows[3]&&
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LastHighnLows[2] < LastHighnLows[4]
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//&& LastHighnLows[3] < LastHighnLows[5]
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){TrendUp1No0Down2 = 2;
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if(SignalDirection == -1 && TrendUp1No0Down2 == 2){
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TradeInTrenddirection = true;
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//TRADE BEI 3 LINE STRIKE
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if(Check2LineStrikeDown() > 0 && RSIValue[0] < 50
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&& OrdersTotal() == 0 && PositionsTotal() == 0){
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double Price = SymbolInfoDouble(_Symbol,SYMBOL_BID);
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double SL = LastHighnLows[1];
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//double SL = Check2LineStrikeDown();
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double TP = Price - MathAbs(SL - Price) * TPtoSLRatio;
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double Lots = CalcLots(RiskPerc,MathAbs(SL - Price));
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if(SL != 0){trade.Sell(Lots,_Symbol,Price,SL,TP,"Trade Downtrend after 2LineStrike");}
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else{Print("--------------------------UNABLE TO TRADE SL IS 0 ----------------------------------");}
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Print("Check2LineStrikeDown Successful, Placing Trade... Last Candle is smaller than MaxCandleSize: ",MaxCandleSizeinPoints,
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"\nRSI values are below 50: ",RSIValue[0],
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"\nTrendUp1No0Down2: ",TrendUp1No0Down2,
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"\nPrice: ",Price);
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}
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}
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}
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else if(//UPTREND
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LastHighnLows[1] > LastHighnLows[3]&&
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LastHighnLows[2] > LastHighnLows[4]
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//&& LastHighnLows[3] > LastHighnLows[5]
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){TrendUp1No0Down2 = 1;
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if(SignalDirection == 1 && TrendUp1No0Down2 == 1){
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TradeInTrenddirection = true;
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//TRADE BEI 3 LINE STRIKE
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if(Check2LineStrikeUp() > 0 && RSIValue[0] > 50
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&& OrdersTotal() == 0 && PositionsTotal() == 0){
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double Price = SymbolInfoDouble(_Symbol,SYMBOL_ASK);
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double SL = LastHighnLows[1];
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//double SL = Check2LineStrikeUp();
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double TP = Price + MathAbs(SL - Price) * TPtoSLRatio;
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double Lots = CalcLots(RiskPerc,MathAbs(SL - Price));
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if(SL != 0){trade.Buy(Lots,_Symbol,Price,SL,TP,"Trade Uptrend after 2LineStrike");}
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else{Print("--------------------------UNABLE TO TRADE SL IS 0 ----------------------------------");}
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Print("Check2LineStrikeUP Successful, Placing Trade... Last Candle is smaller than MaxCandleSize: ",MaxCandleSizeinPoints,
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"\nRSI values are above 50: ",RSIValue[0],
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"\nTrendUp1No0Down2: ",TrendUp1No0Down2,
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"\nPrice: ",Price);
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}
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}
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}
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else{TrendUp1No0Down2 = 0;}
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}//END TREND SIGNAL NOT READY => LAST SIGNAL
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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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"\nCurrent Trend, TrendUp1No0Down2: ",TrendUp1No0Down2,
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"\n Trade in Trenddirection: ",TradeInTrenddirection,
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"\nRSI Value: ",NormalizeDouble(RSIValue[0],2));
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}//END ON TICK
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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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//CHECK FOR 2 LINE STRIKE DOWN
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double Check2LineStrikeDown(){
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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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if(High1 < High2){return High2;}
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else if(High1 > High2){return High1;}
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else{return High1;}
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}else{
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return 0;
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}
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}
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//CHECK FOR 2 LINE STRIKE UP
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double Check2LineStrikeUp(){
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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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if(Low1 > Low2){return Low2;}
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else if(Low1 < Low2){return Low1;}
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else{return Low1;}
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}else{
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return 0;
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}
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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");
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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");
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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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