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SP_GVA1/SP_Pedro1/Homework1/SP_Pedro_SimpleEATemplatev1.2_pedro3.mq5

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2025-05-30 16:25:41 +02:00
<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//| SimpleEATemplatev1.2.mq5 coded on DELL-SP3|
//| Copyright 2024, Singularity Partners Sarl. |
//| https://www.SingularityPartners.ch |
//+------------------------------------------------------------------+
#property copyright "Copyright 2024, Singularity Partners Sarl."
#property link "https://www.SingularityPartners.ch"
#property version "1.0" // based on A6.16.4
// Idea of this EA is (Describe the intention of this EA)
//Versi<EFBFBD>n 1.3 Intento garantizar s<EFBFBD>lo un corto o largo abierto y estrategia con alg<EFBFBD>n beneficio 2019-2024
// Results from 1 Jan 2017 until 1 Jan 2024: UR:3 RDD:22% Sharpe Ratio:2.08 %Profit:33% or so. T=980 R7=36,529
#include <Math\Stat\Math.mqh>
int mitick=0;
uint porrsi=0;
double sumadeproporciones=0.0;
datetime cuando_fue;
//+------------------------------------------------------------------+
//| Input Variables |
//+------------------------------------------------------------------+
//Input Variables
input group "Copyright 2024, www.SingularityPartners.ch "
input double IL = 0.1; // IL Initial Lot
input double SL = 0.05; // SL Stop Loss as Percent of Balance
//input double TP = 0.03; // TP Take Profit as Percent of Balance
input double TPP = 2000; // TPP Take Profit in Points originalmente venia con 1000
input double SLP = 2600; // SLP Stop Loss in Points
input group "Signal Inputs"
input uint Period = 67; // Period iMA
input uint Shift = 6; // Shift iMA
input double Proporcion=0.00023 ;// Proporcion -> la media es 0.00005
input ENUM_MA_METHOD METHOD = MODE_LWMA;
input ENUM_APPLIED_PRICE APPLIED_PRICE = PRICE_WEIGHTED;
input uint CBA =9; // CBA CopyBufferAmount
input uint EMAFirst = 2 ;
input uint EMASecond = 4 ;
input uint rsiPeriod = 60; // Per<EFBFBD>odo del RSI originalmente era 14
input uint overboughtLevel = 100; // Nivel de sobrecompra
input uint oversoldLevel = 0; // Nivel de sobreventa
//Include Files
#include<Trade\Trade.mqh>
CTrade trade; //Trade Class
// Variables Definitions
//bool signal;
int signal=-1;
bool CS; // Close Shorts - en espa<EFBFBD>ol ci<EFBFBD>rrame cortos
bool CL; // Close Longs - en espa<EFBFBD>ol ci<EFBFBD>rrame largos.
int LT; // Counter of Long Trades
int ST; // Counter of Short Trades
int T; // Counter of Total Trades
int L; // Code Line
double EMAArray[];
double OnTester()
{
double RDD = TesterStatistics ( STAT_EQUITY_DDREL_PERCENT ) ;
double Numerator = (TesterStatistics (STAT_PROFIT) + TesterStatistics (STAT_INITIAL_DEPOSIT));
double Denominator = (TesterStatistics (STAT_INITIAL_DEPOSIT)*(1)*RDD*0.01); // 5+5/12 as Measured from Jan 2019 until May 2024
//string UR = TesterStatistics ((STAT_PROFIT+STAT_INITIAL_DEPOSIT)/STAT_INITIAL_DEPOSIT/7/STAT_EQUITY_DDREL_PERCENT*0.01);
double UR = Numerator/Denominator;
//double URR2 = UR/RDD/RDD;
string concatenatedString = DoubleToString(UR,0)+ "." + DoubleToString(RDD,0) ; // UR.RDD
// return (RDD);
//return (UR);
return StringToDouble(concatenatedString);
}
void OnTick()
{
mitick++;
// Print ("Estas cosicas que vienen a continuaci<00>n se producen en el tick n<00>mero ",mitick);
// Trade structures
MqlTradeRequest request;
MqlTradeResult result;
ZeroMemory(request);
//+------------------------------------------------------------------+
//| Price |
//+------------------------------------------------------------------+
// Price
double Ask=NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_ASK),_Digits);
double Bid=NormalizeDouble(SymbolInfoDouble(_Symbol,SYMBOL_BID),_Digits);
//+------------------------------------------------------------------+
//| Balance, Equity, Profit |
//+------------------------------------------------------------------+
// Balance, Equity, Profit
double Balance=NormalizeDouble(AccountInfoDouble(ACCOUNT_BALANCE),0);
double Equity=NormalizeDouble(AccountInfoDouble(ACCOUNT_EQUITY),0);
double Profit=NormalizeDouble(AccountInfoDouble(ACCOUNT_PROFIT),0);
//+------------------------------------------------------------------+
//| Longs Shorts Counter |
//+------------------------------------------------------------------+
LT=0; ST=0; T=0;
Print (" Las position total que me da en el preconteo de largos y cortos es ",PositionsTotal());
for(int i = 0; i < PositionsTotal(); i++)
{
ulong ticket = PositionGetTicket(i);
PositionSelectByTicket(ticket);
if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY) // if it's a long'
{
LT ++;
// Print ("sumo un largo y van ",LT, " en la positiongetinteger ",PositionSelectByTicket(ticket));
}
else if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL) // if it's short
{
ST ++;
// Print ("Sumo un corto y van ",ST, " en la positiongetinteger ",PositionSelectByTicket(ticket));
}
T=(LT+ST);
//Print ("TOTALES LLEVAMOS : ",T);
}
//+------------------------------------------------------------------+
//| Sensing |
//+------------------------------------------------------------------+
int EMA = iMA(_Symbol,_Period,Period,Shift,METHOD,PRICE_CLOSE);
Print ("Que sepas que EMA ha valido : ",EMA);
ArraySetAsSeries(EMAArray,true);
CopyBuffer(EMA,0,0,CBA,EMAArray);
double proporcioncalculada=(EMAArray[EMAFirst]-EMAArray[EMASecond])/EMAArray[EMASecond];
if (!MathIsValidNumber(proporcioncalculada))
proporcioncalculada=0;
sumadeproporciones=sumadeproporciones+MathAbs(proporcioncalculada);
double mediaproporciones=(sumadeproporciones/mitick);
Print (" media proporciones ",mediaproporciones, " suma de proporciones ",sumadeproporciones, "proporcion calculada ",proporcioncalculada);
signal=-1;
/*if(EMAArray[EMAFirst]>EMAArray[EMASecond]) signal=0;L=__LINE__; // Signal Long or Buy is Zero
if(EMAArray[EMAFirst]<EMAArray[EMASecond]) signal=1;L=__LINE__; // Signal Short or Sell is One*/
if (proporcioncalculada>Proporcion) {
signal=0;//L=__LINE__; // Signal Long or Buy is Zero
// Print (" da mayor, da se<00>al de 0");
}
else if (proporcioncalculada<-Proporcion) {
signal=1;
// Print (" da menor, da se<00>ak de 1 ");//L=__LINE__; // Signal Short or Sell is One*/
}
//oportunidad de poner signal a 0 <EFBFBD> 1 por rsi
/* if (signal==-1) {
// Obtener el valor del RSI
double rsiValue = iRSI(NULL, 0, rsiPeriod, PRICE_CLOSE);
// Determinar la se<EFBFBD>al de compra o venta
if(rsiValue > overboughtLevel)
{
// Se<EFBFBD>al de venta
Print("Se<00>al de VENTA por RSI");
signal=1;
porrsi++;
}
else if(rsiValue < oversoldLevel)
{
// Se<EFBFBD>al de compra
Print("Se<00>al de COMPRA por RSI");
signal=0;
porrsi++;
}
}*/
// fin de sensoreando
Print ("EMA ha sido : ",EMA,"- signal : ",signal, " con Valor EMA de first ",EMAArray[EMAFirst], "con valor EMA de Second ",EMAArray[EMASecond], " Propor ",Proporcion);
//+------------------------------------------------------------------+
//| Control |
//+------------------------------------------------------------------+
// aqu<EFBFBD> comprueba sl y tp, si se produjera alguno, pone CL o CS a 1.
if(CL==0)if(LT>=1)if(Equity<Balance*(1-SL)){CL=1;L=__LINE__;Print("************ CL=1 L:",L);} // Stop Loss when Equity goes below (1-SL)
if(CS==0)if(ST>=1)if(Equity<Balance*(1-SL)){CS=1;L=__LINE__;Print("************ CS=1 L:",L);}
//+------------------------------------------------------------------+
//| Actuation |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| OPENING LONGS |
//+------------------------------------------------------------------+
if(signal==0 && PositionsTotal()<1) {
trade.Buy(IL,NULL,Ask,(Ask-SLP*_Point),(Ask+TPP*_Point),NULL);L=__LINE__;Print("############ open longo OL=1 L:",__LINE__);
cuando_fue=TimeCurrent();
}
//+------------------------------------------------------------------+
//| OPENING SHORTS |
//+------------------------------------------------------------------+
if(signal==1 && PositionsTotal()<1) {
trade.Sell(IL,NULL,Bid,(Bid+SLP*_Point),(Bid-TPP*_Point),NULL);L=__LINE__;Print("########### open corto OS=1 L:",__LINE__);
cuando_fue=TimeCurrent();
}
if (signal==1 && LT==1) {
CL=1;
}
if (signal==0 && ST==1) {
CS=1;
}
//esto lo hago por si llega se<EFBFBD>al de venta/compra con largo/corto abierto, lo cierro, a ver qu<EFBFBD> resultado da. Nada, mal en peor.
//+------------------------------------------------------------------+
//| CLOSING LONGS |
//+------------------------------------------------------------------+
if(CL==1)
{
for(int i=PositionsTotal()-1;i>=0; i--)
{
ulong ticket=PositionGetTicket(i);
PositionSelectByTicket(ticket);
if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY)
{
Print (" Por curiosidad cierro y el valor ticket es = ",ticket, " la position select por ticket es ",PositionSelectByTicket(ticket));
trade.PositionClose(ticket);
}
}
CL=0;
L=__LINE__;Print("CL=1 CONFIRMED. L:",__LINE__);
}
//+------------------------------------------------------------------+
//| CLOSING SHORTS |
//+------------------------------------------------------------------+
if(CS==1)
{
for(int i=PositionsTotal()-1;i>=0; i--)
{
ulong ticket2=PositionGetTicket(i);
PositionSelectByTicket(ticket2);
if(PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL)
{
Print (" Por curiosidad cierro y el valor ticket es = ",ticket2, " la position select por ticket es ",PositionSelectByTicket(ticket2));
trade.PositionClose(ticket2);
}
}
CS=0;
L=__LINE__;Print("CS=1 CONFIRMED. L:",__LINE__);
}
//+------------------------------------------------------------------+
//| Dashboard |
//+------------------------------------------------------------------+
/*Comment("<00> Singularity Partners 2024","\n",
"CODE LINE:",L,"\n",
"Balance:",DoubleToString(Balance,0)," Equity:",DoubleToString(Equity,0)," Profit:",DoubleToString(Profit,0),"\n",
"LT: ",LT," ST: ",ST," T:",PositionsTotal(),"\n",
"CL:",CL," CS:",CS,"\n",
" EMAFirst:",NormalizeDouble(EMAArray[EMAFirst],_Digits)," EMASecond:",NormalizeDouble(EMAArray[EMASecond],_Digits)," signal:",signal, "\n"
"poporcion : ",proporcioncalculada*100 ," --- media proporcion ---> ",mediaproporciones
);*/
}
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