308 lines
12 KiB
MQL5
308 lines
12 KiB
MQL5
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//+------------------------------------------------------------------+
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//| TDI_Momentum_Pulse.mq5 |
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//| Generated by Ruben Works |
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//| Based on Master Trading Plan v1 |
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//+------------------------------------------------------------------+
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#property copyright "Ruben Works"
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#property link ""
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#property version "1.00"
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// Include Standard Libraries
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#include <Trade\Trade.mqh>
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#include <Trade\PositionInfo.mqh>
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#include <Trade\OrderInfo.mqh>
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//--- Input Parameters
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input group "Strategy Settings"
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input double InpLots = 0.02; // Lot Size (Reduced for 750 pip risk)
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input int InpStopLoss = 7500; // Stop Loss (Points, 750 Pips - Safe Mode)
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input int InpTakeProfit = 3000; // Take Profit (Points, 300 Pips)
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input int InpMagic = 123456; // Magic Number
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input int InpTimeExitHours = 16; // Max Holding Time (Hours)
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input group "Trailing Stop Settings"
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input bool InpUseTrailing = true; // Enable Trailing Stop
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input int InpTrailingStart = 500; // Start Trailing After Profit (Points)
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input int InpTrailingDist = 500; // Trailing Distance (Points)
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input int InpTrailingStep = 50; // Trailing Step (Points)
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input group "TDI Settings"
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input int InpRSI_Period = 13; // RSI Period
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input int InpBand_Period = 34; // Volatility Band Period
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input double InpBand_Std = 1.6185; // Volatility Band Std Dev
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input int InpGreen_Period = 2; // RSI Price Line (Green)
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input int InpRed_Period = 7; // Trade Signal Line (Red)
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input group "Filter Settings"
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input int InpEMA_Period = 10; // Momentum Filter (EMA)
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input int InpTrend_Period = 200; // Trend Filter (SMA)
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//--- Global Objects
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CTrade m_trade;
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CPositionInfo m_position;
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COrderInfo m_order;
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//--- Indicator Handles
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int hRSI; // Base RSI
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int hTDI_Green; // SMA(2) of RSI
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int hTDI_Red; // SMA(7) of RSI
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int hStoch; // Stochastic
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int hEMA; // Price EMA 10
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int hTrend; // Price SMA 200
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//--- Buffers (Resizing managed automatically by CopyBuffer)
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double bufRSI[];
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double bufGreen[];
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double bufRed[];
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double bufStochK[];
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double bufStochD[];
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double bufEMA[];
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double bufTrend[];
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//--- Time Management
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datetime lastBarTime = 0;
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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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// 1. Initialize Trade Object
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m_trade.SetExpertMagicNumber(InpMagic);
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m_trade.SetMarginMode();
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m_trade.SetTypeFillingBySymbol(Symbol());
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// 2. Indicator Handles
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// --- TDI Construction ---
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// Base RSI
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hRSI = iRSI(Symbol(), Period(), InpRSI_Period, PRICE_CLOSE);
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if(hRSI == INVALID_HANDLE) { Print("Failed to create RSI handle"); return INIT_FAILED; }
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// Green Line: MA(2) applied to RSI handle
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hTDI_Green = iMA(Symbol(), Period(), InpGreen_Period, 0, MODE_SMA, hRSI);
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if(hTDI_Green == INVALID_HANDLE) { Print("Failed to create TDI Green handle"); return INIT_FAILED; }
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// Red Line: MA(7) applied to RSI handle
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hTDI_Red = iMA(Symbol(), Period(), InpRed_Period, 0, MODE_SMA, hRSI);
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if(hTDI_Red == INVALID_HANDLE) { Print("Failed to create TDI Red handle"); return INIT_FAILED; }
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// Note: We don't strictly *need* the bands for the specific Buy Signal logic (Green Cross Red),
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// but if you wanted Squeeze logic, we'd add Bands here. For Master Plan v1, Cross is sufficient.
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// --- Stochastic ---
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hStoch = iStochastic(Symbol(), Period(), 5, 3, 3, MODE_SMA, STO_LOWHIGH);
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if(hStoch == INVALID_HANDLE) { Print("Failed to create Stoch handle"); return INIT_FAILED; }
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// --- Filters ---
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hEMA = iMA(Symbol(), Period(), InpEMA_Period, 0, MODE_EMA, PRICE_CLOSE);
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if(hEMA == INVALID_HANDLE) { Print("Failed to create EMA handle"); return INIT_FAILED; }
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hTrend = iMA(Symbol(), Period(), InpTrend_Period, 0, MODE_SMA, PRICE_CLOSE);
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if(hTrend == INVALID_HANDLE) { Print("Failed to create Trend handle"); return INIT_FAILED; }
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Expert deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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IndicatorRelease(hRSI);
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IndicatorRelease(hTDI_Green);
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IndicatorRelease(hTDI_Red);
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IndicatorRelease(hStoch);
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IndicatorRelease(hEMA);
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IndicatorRelease(hTrend);
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}
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//+------------------------------------------------------------------+
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//| Expert tick function |
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//+------------------------------------------------------------------+
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void OnTick()
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{
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// 1. Check For Time Exits (Every Tick)
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CheckTimeExits();
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// 1b. Check Trailing Stop (Every Tick)
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if(InpUseTrailing) CheckTrailingStop();
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// 2. Check for New Bar (Entry Logic)
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if(!IsNewBar()) return;
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// 3. Data Buffers Copy (We need Index 1 and 2 for crossovers)
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// We copy 3 values: [0] current, [1] closed, [2] prev-closed
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if(CopyBuffer(hTDI_Green, 0, 0, 3, bufGreen) < 3) return;
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if(CopyBuffer(hTDI_Red, 0, 0, 3, bufRed) < 3) return;
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if(CopyBuffer(hStoch, 0, 0, 3, bufStochK) < 3) return;
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if(CopyBuffer(hStoch, 1, 0, 3, bufStochD) < 3) return; // Buffer 1 is Signal line in Stoch
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if(CopyBuffer(hEMA, 0, 0, 3, bufEMA) < 3) return;
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if(CopyBuffer(hTrend, 0, 0, 3, bufTrend) < 3) return;
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// MQL5 Arrays are index 0 = oldest by default for CopyBuffer?
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// Actually defaults are 0 = start index.
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// Using ArraySetAsSeries(true) makes 0 = newest (Current Bar).
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ArraySetAsSeries(bufGreen, true);
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ArraySetAsSeries(bufRed, true);
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ArraySetAsSeries(bufStochK, true);
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ArraySetAsSeries(bufStochD, true);
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ArraySetAsSeries(bufEMA, true);
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ArraySetAsSeries(bufTrend, true);
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// Get Price Data for Candle 1
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double close1 = iClose(Symbol(), Period(), 1);
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double high1 = iHigh(Symbol(), Period(), 1);
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double low1 = iLow(Symbol(), Period(), 1);
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// --- FRIDAY FILTER ---
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MqlDateTime dt;
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TimeCurrent(dt);
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if(dt.day_of_week == 5) return; // Do not enter on Friday
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// --- SIGNAL LOGIC ---
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// 1. TDI Cross UP (Green crosses Red)
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// Current Closed (1) > Red AND Prev (2) <= Red
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bool tdiCross = (bufGreen[1] > bufRed[1]) && (bufGreen[2] <= bufRed[2]);
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// 2. Stoch Cross UP
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bool stochCross = (bufStochK[1] > bufStochD[1]) && (bufStochK[2] <= bufStochD[2]);
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// 3. EMA Filter (Close > EMA)
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bool momentumOk = (close1 > bufEMA[1]);
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// 4. Trend Filter (Close > SMA 200)
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bool trendOk = (close1 > bufTrend[1]);
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// --- EXECUTION ---
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if(tdiCross && stochCross && momentumOk && trendOk)
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{
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// --- SPLIT ENTRY LOGIC ---
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double sl_price = close1 - (InpStopLoss * _Point);
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double tp_price = close1 + (InpTakeProfit * _Point);
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// Calculate Normalized Prices
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double ask = SymbolInfoDouble(Symbol(), SYMBOL_ASK);
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sl_price = NormalizeDouble(sl_price, _Digits);
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tp_price = NormalizeDouble(tp_price, _Digits);
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// Trade A: Market Buy (50% Lots)
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// Note: We assume InpLots is the Total Risk. So we divide by 2?
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// Or InpLots is per trade. Let's assume InpLots is TOTAL SIZE.
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double splitLot = NormalizeDouble(InpLots / 2.0, 2);
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if(splitLot < SymbolInfoDouble(Symbol(), SYMBOL_VOLUME_MIN))
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splitLot = SymbolInfoDouble(Symbol(), SYMBOL_VOLUME_MIN);
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m_trade.Buy(splitLot, Symbol(), ask, sl_price, tp_price, "TDI Market");
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// Trade B: Limit Buy (50% Lots)
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// FIX: Add Spread Buffer to ensure fill.
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// Ask must hit Limit. If we place at Bid MidPrice, Ask is higher by Spread.
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// So we lift the limit by the Spread.
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// Use Ask-Bid to get the exact spread at this moment.
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double market_spread = ask - SymbolInfoDouble(Symbol(), SYMBOL_BID);
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double midPrice = (high1 + low1) / 2.0;
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// Add Spread to Limit to ensure Ask touches it when Bid touches Mid
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midPrice = midPrice + market_spread;
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midPrice = NormalizeDouble(midPrice, _Digits);
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// Limit SL/TP
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double limit_sl = midPrice - (InpStopLoss * _Point);
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double limit_tp = midPrice + (InpTakeProfit * _Point);
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limit_sl = NormalizeDouble(limit_sl, _Digits);
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limit_tp = NormalizeDouble(limit_tp, _Digits);
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// Expiration: 4 Hours (16200 sec approx, or TimeCurrent + 4*3600)
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datetime expiry = TimeCurrent() + (4 * 3600);
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m_trade.BuyLimit(splitLot, midPrice, Symbol(), limit_sl, limit_tp, ORDER_TIME_SPECIFIED, expiry, "TDI Pullback");
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}
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}
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//+------------------------------------------------------------------+
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//| Check if New Bar |
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//+------------------------------------------------------------------+
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bool IsNewBar()
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{
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datetime currTime = iTime(Symbol(), Period(), 0);
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if(currTime != lastBarTime)
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{
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lastBarTime = currTime;
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return true;
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}
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return false;
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}
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//+------------------------------------------------------------------+
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//| Check Time Exits |
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//+------------------------------------------------------------------+
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void CheckTimeExits()
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{
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// Loop all open positions
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for(int i = PositionsTotal() - 1; i >= 0; i--)
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{
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if(m_position.SelectByIndex(i))
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{
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if(m_position.Symbol() == Symbol() && m_position.Magic() == InpMagic)
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{
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// Calculate duration in seconds
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long duration = TimeCurrent() - m_position.Time();
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// Convert hours to seconds
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if(duration > (InpTimeExitHours * 3600))
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{
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m_trade.PositionClose(m_position.Ticket());
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Print("Time Exit Triggered for Ticket: ", m_position.Ticket());
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}
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Check Trailing Stop Logic |
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//+------------------------------------------------------------------+
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void CheckTrailingStop()
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{
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for(int i = PositionsTotal() - 1; i >= 0; i--)
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{
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if(m_position.SelectByIndex(i))
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{
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if(m_position.Symbol() == Symbol() && m_position.Magic() == InpMagic)
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{
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if(m_position.PositionType() == POSITION_TYPE_BUY)
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{
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double currentPrice = SymbolInfoDouble(Symbol(), SYMBOL_BID);
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double openPrice = m_position.PriceOpen();
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double currentProfitPoints = (currentPrice - openPrice) / SymbolInfoDouble(Symbol(), SYMBOL_POINT);
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// Start Trailing if Profit > TrailingStart
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if(currentProfitPoints > InpTrailingStart)
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{
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double newSL = currentPrice - (InpTrailingDist * SymbolInfoDouble(Symbol(), SYMBOL_POINT));
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double currentSL = m_position.StopLoss();
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// Check if New SL is an improvement (Higher than current)
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// And check if change is significant enough (TrailingStep)
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if(newSL > currentSL + (InpTrailingStep * SymbolInfoDouble(Symbol(), SYMBOL_POINT)))
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{
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// Normalize
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newSL = NormalizeDouble(newSL, _Digits);
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double tp = m_position.TakeProfit();
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// Modify
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if(m_trade.PositionModify(m_position.Ticket(), newSL, tp))
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{
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// Success
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}
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}
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}
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}
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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