| //+------------------------------------------------------------------+
|
| //| TradingLabS1.mqh |
|
| //| Copyright 2025, Leo. |
|
| //| https://www.mql5.com/es/users/nique_372/news |
|
| //+------------------------------------------------------------------+
|
| #property copyright "Copyright 2025, Leo."
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| #property link "https://www.mql5.com/es/users/nique_372/news"
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| #property strict
|
|
|
| //+------------------------------------------------------------------+
|
| //| |
|
| //+------------------------------------------------------------------+
|
| #include "..\\..\\DefGlobal.mqh"
|
| #include <TSN\\ICTLibrary\\Liquidity.mqh>
|
| #include <TSN\\MQLArticles\\Strategy\\Main.mqh>
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| #include <TSN\\MQLArticles\\PosMgmt\\Trailing Stop.mqh>
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| #include <TSN\\MQLArticles\\RM\\RiskManagement.mqh>
|
|
|
| //+------------------------------------------------------------------+
|
| //| |
|
| //+------------------------------------------------------------------+
|
| /*
|
| Fuente: https://www.youtube.com/watch?v=Up-Vs2afNGs&t=278s | @InstitucionalTradingLab
|
| */
|
|
|
| IBlocksGen* g_block; // Bloque fvg o tick
|
| CSwingBar* swing_externo; //15M
|
| CSessionManager<CTradingSession, ICTContainer<CTradingSession>> sesion;
|
| TSN::CRiskManagemet* risk;
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| CLiquidity sweep;
|
|
|
| #define LIQ_TIPO_SWING 0
|
|
|
| //--- Estados de la estrategia (en vez de flags)
|
| enum ENUM_S1_STATE
|
| {
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| S1_STATE_BUSCAR_SWEEP, // esperando un sweep de liquidez (swing externo)
|
|
|
| //---
|
| S1_STATE_BUSCAR_PDA_VENTA, // sweep al alza: se espera un bloque bajista mitigado para vender
|
| S1_STATE_BUSCAR_PDA_COMPRA, // sweep a la baja: se espera un bloque alcista mitigado para comprar
|
| };
|
|
|
| //---
|
| enum ENUM_BLOQUE_TO_USE
|
| {
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| USE_OB, // Order block
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| USE_FVG // Fvg
|
| };
|
|
|
| //+------------------------------------------------------------------+
|
| //| Estrategia que implementa el uso de la libreria ICTLIbrary |
|
| //+------------------------------------------------------------------+
|
| class CEstrategia : public TSN::CStrategyBase
|
| {
|
| private:
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| ENUM_S1_STATE m_state; // Estado actual de la estrategia
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| int m_curr_idx; // Indice actual de la sesion
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| ulong m_last_ticket; // Ultimo ticket abierto
|
| bool m_confirm; // Confirmar
|
|
|
| //---
|
| void OpenOrder(ENUM_POSITION_TYPE type);
|
| void Clean();
|
|
|
|
|
| //---
|
| bool CheckSwingAlignment();
|
|
|
| public:
|
| CEstrategia(ulong magic_number_, string symbol_, ENUM_TIMEFRAMES timeframe_ = PERIOD_CURRENT, long chart_id_ = 0,
|
| int subwindow_ = 0, ulong max_deviation_ = NO_MAX_DEVIATION_DEFINED);
|
|
|
|
|
| //---
|
| void Set(bool usar_confirmacion_Extra);
|
|
|
| //---
|
| void OnNewBar(const datetime curr_time) override final;
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| void OnTick(const datetime curr_time) override final { }
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| void OnInterupcion() override final;
|
|
|
| //---
|
| inline ulong GetLastTicket() const { return m_last_ticket; }
|
| };
|
|
|
| //+------------------------------------------------------------------+
|
| //| |
|
| //+------------------------------------------------------------------+
|
| CEstrategia::CEstrategia(ulong magic_number_, string symbol_, ENUM_TIMEFRAMES timeframe_ = PERIOD_CURRENT, long chart_id_ = 0,
|
| int subwindow_ = 0, ulong max_deviation_ = NO_MAX_DEVIATION_DEFINED)
|
| : CStrategyBase(magic_number_, symbol_, timeframe_, chart_id_, subwindow_, max_deviation_, "TradingLabS1"),
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| m_last_ticket(INVALID_TICKET), m_state(S1_STATE_BUSCAR_SWEEP), m_curr_idx(INVALID_SESION)
|
| {
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| |
|
| //+------------------------------------------------------------------+
|
| void CEstrategia::Set(bool usar_confirmacion_Extra)
|
| {
|
| m_confirm = usar_confirmacion_Extra;
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| |
|
| //+------------------------------------------------------------------+
|
| void CEstrategia::Clean(void)
|
| {
|
| m_state = S1_STATE_BUSCAR_SWEEP;
|
| m_curr_idx = INVALID_SESION;
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| |
|
| //+------------------------------------------------------------------+
|
| void CEstrategia::OnNewBar(const datetime curr_time)
|
| {
|
| if(risk.GetPositionsTotal() > 0)
|
| return;
|
|
|
| //--- Obtenemos el indice de la seison actual
|
| m_curr_idx = sesion.GetSesionActualIdx();
|
|
|
| //--- Logica (un paso por vela, igual que EasySb)
|
| if(m_curr_idx != INVALID_SESION)
|
| {
|
| switch(m_state)
|
| {
|
| //--- Esperando un sweep de la liquidez, la direccion de la entrada es la contraria al sweep
|
| case S1_STATE_BUSCAR_SWEEP:
|
| {
|
| if(m_confirm && CheckSwingAlignment()) // Solo si hay confiramcion previa corremos el chek
|
| break;
|
|
|
| if(sweep.NuevaManipulacionAlAlza())
|
| {
|
| LogInfo("Nuevo sweep arriba", FUNCION_ACTUAL);
|
| m_state = S1_STATE_BUSCAR_PDA_VENTA;
|
| }
|
| else
|
| if(sweep.NuevaManipulacionAlaBaja())
|
| {
|
| LogInfo("Nuevo sweep abajo", FUNCION_ACTUAL);
|
| m_state = S1_STATE_BUSCAR_PDA_COMPRA;
|
| }
|
| break;
|
| }
|
|
|
| //--- Entrada de venta: se mitigo un bloque bajista
|
| case S1_STATE_BUSCAR_PDA_VENTA:
|
| {
|
| if(g_block.SizeBajistasMitigados() > 0)
|
| OpenOrder(POSITION_TYPE_SELL);
|
| break;
|
| }
|
|
|
| //--- Entrada de compra: se mitigo un bloque alcista
|
| case S1_STATE_BUSCAR_PDA_COMPRA:
|
| {
|
| if(g_block.SizeAlcistasMitigados() > 0)
|
| OpenOrder(POSITION_TYPE_BUY);
|
| break;
|
| }
|
| default:
|
| break;
|
| }
|
| }
|
| }
|
|
|
|
|
| //+------------------------------------------------------------------+
|
| //| Open Order Default |
|
| //+------------------------------------------------------------------+
|
| void CEstrategia::OpenOrder(ENUM_POSITION_TYPE type)
|
| {
|
| SymbolInfoTick(m_symbol, m_tick);
|
|
|
| if(type == POSITION_TYPE_BUY)
|
| {
|
| double entry = m_tick.ask;
|
| double sl = GetSL(entry, type, m_tick.time);
|
| double tp = GetTP(entry, type, m_tick.time);
|
|
|
| risk.SetStopLoss(m_symbol, entry - sl);
|
| double l = m_LOT_SIZE > 0.00 ? m_LOT_SIZE : risk.GetLote(ORDER_TYPE_BUY, entry, m_max_deviation, 0);
|
| if(m_trade.Buy(l, m_symbol, entry, sl, tp, "Ea buy"))
|
| m_last_ticket = m_trade.ResultOrder();
|
| }
|
| else
|
| if(type == POSITION_TYPE_SELL)
|
| {
|
| double entry = m_tick.bid;
|
| double sl = GetSL(entry, type, m_tick.time);
|
| double tp = GetTP(entry, type, m_tick.time);
|
|
|
| risk.SetStopLoss(m_symbol, sl - entry);
|
| double l = m_LOT_SIZE > 0.00 ? m_LOT_SIZE : risk.GetLote(ORDER_TYPE_SELL, entry, m_max_deviation, 0);
|
| if(m_trade.Sell(l, m_symbol, entry, sl, tp, "Ea sell"))
|
| m_last_ticket = m_trade.ResultOrder();
|
| }
|
|
|
| //---
|
| Clean();
|
| }
|
|
|
|
|
| //+------------------------------------------------------------------+
|
| //| |
|
| //+------------------------------------------------------------------+
|
| bool CEstrategia::CheckSwingAlignment()
|
| {
|
| // Get recent price data for external timeframe (M15)
|
| double externo_close_0 = iClose(m_symbol, PERIOD_M15, 0);
|
| double externo_close_1 = iClose(m_symbol, PERIOD_M15, 1);
|
| double externo_close_2 = iClose(m_symbol, PERIOD_M15, 2);
|
|
|
| // Get recent price data for mid timeframe (H1)
|
| double mid_close_0 = iClose(m_symbol, PERIOD_H1, 0);
|
| double mid_close_1 = iClose(m_symbol, PERIOD_H1, 1);
|
| double mid_close_2 = iClose(m_symbol, PERIOD_H1, 2);
|
|
|
| // Determine trend direction for external timeframe (M15)
|
| bool externo_trend_bullish = (externo_close_0 > externo_close_1) && (externo_close_1 > externo_close_2);
|
| bool externo_trend_bearish = (externo_close_0 < externo_close_1) && (externo_close_1 < externo_close_2);
|
|
|
| // Determine trend direction for mid timeframe (H1)
|
| bool mid_trend_bullish = (mid_close_0 > mid_close_1) && (mid_close_1 > mid_close_2);
|
| bool mid_trend_bearish = (mid_close_0 < mid_close_1) && (mid_close_1 < mid_close_2);
|
|
|
| // Only allow trades when both timeframes show clear directional alignment
|
| bool aligned_bullish = externo_trend_bullish && mid_trend_bullish;
|
| bool aligned_bearish = externo_trend_bearish && mid_trend_bearish;
|
|
|
| return (aligned_bullish || aligned_bearish);
|
| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| |
|
| //+------------------------------------------------------------------+
|
| void CEstrategia::OnInterupcion()
|
| {
|
| g_block.SetParo();
|
| sweep.SetParo();
|
| }
|
| //+------------------------------------------------------------------+
|
|
|
|
|
| //+------------------------------------------------------------------+
|
| //| |
|
| //+------------------------------------------------------------------+
|
| void Liq_AddSwing()
|
| {
|
| const int idx_a = swing_externo.HayUnNuevoSwing(SWING_ALCISTA);
|
| const int idx_b = swing_externo.HayUnNuevoSwing(SWING_BAJISTA);
|
|
|
| //--- Nuevo, usamos directamente la funcion sobrecargada
|
| if(idx_a >= 0)
|
| {
|
| sweep.AddLiquidityLevel(swing_externo.GetSwingsAlcistas(idx_a), LIQ_TIPO_SWING, LIQUIDITY_BULL);
|
| }
|
| else
|
| if(idx_b >= 0)
|
| {
|
| sweep.AddLiquidityLevel(swing_externo.GetSwingsBasjitas(idx_b), LIQ_TIPO_SWING, LIQUIDITY_BEAR);
|
| }
|
| }
|
| //+------------------------------------------------------------------+
|
