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Dọi RSI

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0% found this document useful (0 votes)
7 views23 pages

Dọi RSI

Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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/+------------------------------------------------------------------+

//| MorningEvening StarDoji RSI.mq5 |


//| Copyright 2024, MetaQuotes Ltd. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2024, MetaQuotes Ltd."
#property link "https://www.mql5.com"
#property version "1.00"

#include <Trade\Trade.mqh>
#include <Trade\SymbolInfo.mqh>

#define SIGNAL_BUY 1 // Buy signal


#define SIGNAL_NOT 0 // no trading signal
#define SIGNAL_SELL -1 // Sell signal

#define CLOSE_LONG 2 // signal to close Long


#define CLOSE_SHORT -2 // signal to close Short

//--- Input parameters


input int InpAverBodyPeriod=12; // period for calculating average candlestick size
input int InpPeriodRSI =37; // RSI period
input ENUM_APPLIED_PRICE InpPrice=PRICE_CLOSE; // price type

//--- trade parameters


input uint InpDuration=10; // position holding time in bars
input uint InpSL =200; // Stop Loss in points
input uint InpTP =200; // Take Profit in points
input uint InpSlippage=10; // slippage in points
//--- money management parameters
input double InpLot=0.1; // lot
//--- Expert ID
input long InpMagicNumber=130300; // Magic Number

//--- global variables


int ExtAvgBodyPeriod; // average candlestick calculation period
int ExtSignalOpen =0; // Buy/Sell signal
int ExtSignalClose =0; // signal to close a position
string ExtPatternInfo =""; // current pattern information
string ExtDirection =""; // position opening direction
bool ExtPatternDetected=false; // pattern detected
bool ExtConfirmed =false; // pattern confirmed
bool ExtCloseByTime =true; // requires closing by time
bool ExtCheckPassed =true; // status checking error
//--- indicator handle
int ExtIndicatorHandle=INVALID_HANDLE;

//--- service objects


CTrade ExtTrade;
CSymbolInfo ExtSymbolInfo;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
Print("InpSL=", InpSL);
Print("InpTP=", InpTP);
//--- set parameters for trading operations
ExtTrade.SetDeviationInPoints(InpSlippage); // slippage
ExtTrade.SetExpertMagicNumber(InpMagicNumber); // Expert Advisor ID
ExtTrade.LogLevel(LOG_LEVEL_ERRORS); // logging level

ExtAvgBodyPeriod=InpAverBodyPeriod;
//--- indicator initialization
ExtIndicatorHandle=iRSI(_Symbol, _Period, InpPeriodRSI, InpPrice);
if(ExtIndicatorHandle==INVALID_HANDLE)
{
Print("Error creating CCI indicator");
return(INIT_FAILED);
}
//--- OK
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//--- release indicator handle
IndicatorRelease(ExtIndicatorHandle);
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
//--- save the next bar start time; all checks at bar opening only
static datetime next_bar_open=0;

//--- Phase 1 - check the emergence of a new bar and update the status
if(TimeCurrent()>=next_bar_open)
{
//--- get the current state of environment on the new bar
// namely, set the values of global variables:
// ExtPatternDetected - pattern detection
// ExtConfirmed - pattern confirmation
// ExtSignalOpen - signal to open
// ExtSignalClose - signal to close
// ExtPatternInfo - current pattern information
if(CheckState())
{
//--- set the new bar opening time
next_bar_open=TimeCurrent();
next_bar_open-=next_bar_open%PeriodSeconds(_Period);
next_bar_open+=PeriodSeconds(_Period);

//--- report the emergence of a new bar only once within a bar
if(ExtPatternDetected && ExtConfirmed)
Print(ExtPatternInfo);
}
else
{
//--- error getting the status, retry on the next tick
return;
}
}

//--- Phase 2 - if there is a signal and no position in this direction


if(ExtSignalOpen && !PositionExist(ExtSignalOpen))
{
Print("\r\nSignal to open position ", ExtDirection);
PositionOpen();
if(PositionExist(ExtSignalOpen))
ExtSignalOpen=SIGNAL_NOT;
}

//--- Phase 3 - close if there is a signal to close


if(ExtSignalClose && PositionExist(ExtSignalClose))
{
Print("\r\nSignal to close position ", ExtDirection);
CloseBySignal(ExtSignalClose);
if(!PositionExist(ExtSignalClose))
ExtSignalClose=SIGNAL_NOT;
}

//--- Phase 4 - close upon expiration


if(ExtCloseByTime && PositionExpiredByTimeExist())
{
CloseByTime();
ExtCloseByTime=PositionExpiredByTimeExist();
}
}
//+------------------------------------------------------------------+
//| Get the current environment and check for a pattern |
//+------------------------------------------------------------------+
bool CheckState()
{
//--- check if there is a pattern
if(!CheckPattern())
{
Print("Error, failed to check pattern");
return(false);
}

//--- check for confirmation


if(!CheckConfirmation())
{
Print("Error, failed to check pattern confirmation");
return(false);
}
//--- if there is no confirmation, cancel the signal
if(!ExtConfirmed)
ExtSignalOpen=SIGNAL_NOT;

//--- check if there is a signal to close a position


if(!CheckCloseSignal())
{
Print("Error, failed to check the closing signal");
return(false);
}

//--- if positions are to be closed after certain holding time in bars


if(InpDuration)
ExtCloseByTime=true; // set flag to close upon expiration

//--- all checks done


return(true);
}
//+------------------------------------------------------------------+
//| Open a position in the direction of the signal |
//+------------------------------------------------------------------+
bool PositionOpen()
{
ExtSymbolInfo.Refresh();
ExtSymbolInfo.RefreshRates();

double price=0;
//--- Stop Loss and Take Profit are not set by default
double stoploss=0.0;
double takeprofit=0.0;

int digits=ExtSymbolInfo.Digits();
double point=ExtSymbolInfo.Point();
double spread=ExtSymbolInfo.Ask()-ExtSymbolInfo.Bid();

//--- uptrend
if(ExtSignalOpen==SIGNAL_BUY)
{
price=NormalizeDouble(ExtSymbolInfo.Ask(), digits);
//--- if Stop Loss is set
if(InpSL>0)
{
if(spread>=InpSL*point)
{
PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will
be used", InpSL, spread/point);
stoploss = NormalizeDouble(price-spread, digits);
}
else
stoploss = NormalizeDouble(price-InpSL*point, digits);
}
//--- if Take Profit is set
if(InpTP>0)
{
if(spread>=InpTP*point)
{
PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will
be used", InpTP, spread/point);
takeprofit = NormalizeDouble(price+spread, digits);
}
else
takeprofit = NormalizeDouble(price+InpTP*point, digits);
}
if(!ExtTrade.Buy(InpLot, Symbol(), price, stoploss, takeprofit))
{
PrintFormat("Failed %s buy %G at %G (sl=%G tp=%G) failed. Ask=%G error=%d",
Symbol(), InpLot, price, stoploss, takeprofit, ExtSymbolInfo.Ask(),
GetLastError());
return(false);
}
}

//--- downtrend
if(ExtSignalOpen==SIGNAL_SELL)
{
price=NormalizeDouble(ExtSymbolInfo.Bid(), digits);
//--- if Stop Loss is set
if(InpSL>0)
{
if(spread>=InpSL*point)
{
PrintFormat("StopLoss (%d points) <= current spread = %.0f points. Spread value will
be used", InpSL, spread/point);
stoploss = NormalizeDouble(price+spread, digits);
}
else
stoploss = NormalizeDouble(price+InpSL*point, digits);
}
//--- if Take Profit is set
if(InpTP>0)
{
if(spread>=InpTP*point)
{
PrintFormat("TakeProfit (%d points) < current spread = %.0f points. Spread value will
be used", InpTP, spread/point);
takeprofit = NormalizeDouble(price-spread, digits);
}
else
takeprofit = NormalizeDouble(price-InpTP*point, digits);
}

if(!ExtTrade.Sell(InpLot, Symbol(), price, stoploss, takeprofit))


{
PrintFormat("Failed %s sell at %G (sl=%G tp=%G) failed. Bid=%G error=%d",
Symbol(), price, stoploss, takeprofit, ExtSymbolInfo.Bid(), GetLastError());
ExtTrade.PrintResult();
Print(" ");
return(false);
}
}

return(true);
}
//+------------------------------------------------------------------+
//| Close a position based on the specified signal |
//+------------------------------------------------------------------+
void CloseBySignal(int type_close)
{
//--- if there is no signal to close, return successful completion
if(type_close==SIGNAL_NOT)
return;
//--- if there are no positions opened by our EA
if(PositionExist(ExtSignalClose)==0)
return;

//--- closing direction


long type;
switch(type_close)
{
case CLOSE_SHORT:
type=POSITION_TYPE_SELL;
break;
case CLOSE_LONG:
type=POSITION_TYPE_BUY;
break;
default:
Print("Error! Signal to close not detected");
return;
}

//--- check all positions and close ours based on the signal
int positions=PositionsTotal();
for(int i=positions-1; i>=0; i--)
{
ulong ticket=PositionGetTicket(i);
if(ticket!=0)
{
//--- get the name of the symbol and the position id (magic)
string symbol=PositionGetString(POSITION_SYMBOL);
long magic =PositionGetInteger(POSITION_MAGIC);
//--- if they correspond to our values
if(symbol==Symbol() && magic==InpMagicNumber)
{
if(PositionGetInteger(POSITION_TYPE)==type)
{
ExtTrade.PositionClose(ticket, InpSlippage);
ExtTrade.PrintResult();
Print(" ");
}
}
}
}
}
//+------------------------------------------------------------------+
//| Close positions upon holding time expiration in bars |
//+------------------------------------------------------------------+
void CloseByTime()
{
//--- if there are no positions opened by our EA
if(PositionExist(ExtSignalOpen)==0)
return;

//--- check all positions and close ours based on the holding time in bars
int positions=PositionsTotal();
for(int i=positions-1; i>=0; i--)
{
ulong ticket=PositionGetTicket(i);
if(ticket!=0)
{
//--- get the name of the symbol and the position id (magic)
string symbol=PositionGetString(POSITION_SYMBOL);
long magic =PositionGetInteger(POSITION_MAGIC);
//--- if they correspond to our values
if(symbol==Symbol() && magic==InpMagicNumber)
{
//--- position opening time
datetime open_time=(datetime)PositionGetInteger(POSITION_TIME);
//--- check position holding time in bars
if(BarsHold(open_time)>=(int)InpDuration)
{
Print("\r\nTime to close position #", ticket);
ExtTrade.PositionClose(ticket, InpSlippage);
ExtTrade.PrintResult();
Print(" ");
}
}
}
}
}
//+------------------------------------------------------------------+
//| Returns true if there are open positions |
//+------------------------------------------------------------------+
bool PositionExist(int signal_direction)
{
bool check_type=(signal_direction!=SIGNAL_NOT);

//--- what positions to search


ENUM_POSITION_TYPE search_type=WRONG_VALUE;
if(check_type)
switch(signal_direction)
{
case SIGNAL_BUY:
search_type=POSITION_TYPE_BUY;
break;
case SIGNAL_SELL:
search_type=POSITION_TYPE_SELL;
break;
case CLOSE_LONG:
search_type=POSITION_TYPE_BUY;
break;
case CLOSE_SHORT:
search_type=POSITION_TYPE_SELL;
break;
default:
//--- entry direction is not specified; nothing to search
return(false);
}

//--- go through the list of all positions


int positions=PositionsTotal();
for(int i=0; i<positions; i++)
{
if(PositionGetTicket(i)!=0)
{
//--- if the position type does not match, move on to the next one
ENUM_POSITION_TYPE
type=(ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
if(check_type && (type!=search_type))
continue;
//--- get the name of the symbol and the expert id (magic number)
string symbol =PositionGetString(POSITION_SYMBOL);
long magic =PositionGetInteger(POSITION_MAGIC);
//--- if they correspond to our values
if(symbol==Symbol() && magic==InpMagicNumber)
{
//--- yes, this is the right position, stop the search
return(true);
}
}
}

//--- open position not found


return(false);
}
//+------------------------------------------------------------------+
//| Returns true if there are open positions with expired time |
//+------------------------------------------------------------------+
bool PositionExpiredByTimeExist()
{
//--- go through the list of all positions
int positions=PositionsTotal();
for(int i=0; i<positions; i++)
{
if(PositionGetTicket(i)!=0)
{
//--- get the name of the symbol and the expert id (magic number)
string symbol =PositionGetString(POSITION_SYMBOL);
long magic =PositionGetInteger(POSITION_MAGIC);
//--- if they correspond to our values
if(symbol==Symbol() && magic==InpMagicNumber)
{
//--- position opening time
datetime open_time=(datetime)PositionGetInteger(POSITION_TIME);
//--- check position holding time in bars
int check=BarsHold(open_time);
//--- id the value is -1, the check completed with an error
if(check==-1 || (BarsHold(open_time)>=(int)InpDuration))
return(true);
}
}
}

//--- open position not found


return(false);
}
//+------------------------------------------------------------------+
//| Checks position closing time in bars |
//+------------------------------------------------------------------+
int BarsHold(datetime open_time)
{
//--- first run a basic simple check
if(TimeCurrent()-open_time<PeriodSeconds(_Period))
{
//--- opening time is inside the current bar
return(0);
}
//---
MqlRates bars[];
if(CopyRates(_Symbol, _Period, open_time, TimeCurrent(), bars)==-1)
{
Print("Error. CopyRates() failed, error = ", GetLastError());
return(-1);
}
//--- check position holding time in bars
return(ArraySize(bars));
}
//+------------------------------------------------------------------+
//| Returns the open price of the specified bar |
//+------------------------------------------------------------------+
double Open(int index)
{
double val=iOpen(_Symbol, _Period, index);
//--- if the current check state was successful and an error was received
if(ExtCheckPassed && val==0)
ExtCheckPassed=false; // switch the status to failed

return(val);
}
//+------------------------------------------------------------------+
//| Returns the close price of the specified bar |
//+------------------------------------------------------------------+
double Close(int index)
{
double val=iClose(_Symbol, _Period, index);
//--- if the current check state was successful and an error was received
if(ExtCheckPassed && val==0)
ExtCheckPassed=false; // switch the status to failed

return(val);
}
//+------------------------------------------------------------------+
//| Returns the low price of the specified bar |
//+------------------------------------------------------------------+
double Low(int index)
{
double val=iLow(_Symbol, _Period, index);
//--- if the current check state was successful and an error was received
if(ExtCheckPassed && val==0)
ExtCheckPassed=false; // switch the status to failed

return(val);
}
//+------------------------------------------------------------------+
//| Returns the high price of the specified bar |
//+------------------------------------------------------------------+
double High(int index)
{
double val=iHigh(_Symbol, _Period, index);
//--- if the current check state was successful and an error was received
if(ExtCheckPassed && val==0)
ExtCheckPassed=false; // switch the status to failed
return(val);
}
//+------------------------------------------------------------------+
//| Returns the middle body price for the specified bar |
//+------------------------------------------------------------------+
double MidPoint(int index)
{
return(High(index)+Low(index))/2.;
}
//+------------------------------------------------------------------+
//| Returns the middle price of the range for the specified bar |
//+------------------------------------------------------------------+
double MidOpenClose(int index)
{
return((Open(index)+Close(index))/2.);
}
//+------------------------------------------------------------------+
//| Returns the average candlestick body size for the specified bar |
//+------------------------------------------------------------------+
double AvgBody(int index)
{
double sum=0;
for(int i=index; i<index+ExtAvgBodyPeriod; i++)
{
sum+=MathAbs(Open(i)-Close(i));
}
return(sum/ExtAvgBodyPeriod);
}
//+------------------------------------------------------------------+
//| Returns true in case of successful pattern check |
//+------------------------------------------------------------------+
bool CheckPattern()
{
ExtPatternDetected=false;
//--- check if there is a pattern
ExtSignalOpen=SIGNAL_NOT;
ExtPatternInfo="\r\nPattern not detected";
ExtDirection="";

//--- check Evening Doji


if((Close(3)-Open(3)>AvgBody(1)) && // bullish candlestick, its body is larger
than average
(MathAbs(Close(2)-Open(2))<AvgBody(1)*0.1) && // second candlestick body is doji
(less than one tenth of the average candle body)
(Close(2)>Close(3)) && // second candlestick close is higher than first
candlestick close
(Open(2)>Open(3)) && // second candlestick open is higher than first
candlestick open
(Open(1)<Close(2)) && // down price gap on the last candlestick
(Close(1)<Close(2))) // last candlestick close lower than second
candlestick close
{
ExtPatternDetected=true;
ExtSignalOpen=SIGNAL_SELL;
ExtPatternInfo="\r\nEvening Doji detected";
ExtDirection="Sell";
return(true);
}

//--- check Evening Star


if((Close(3)-Open(3)>AvgBody(1)) && // bullish candlestick, its body is larger than
average
(MathAbs(Close(2)-Open(2))<AvgBody(1)*0.5) && // second candlestick body is short
(less than a half of the average candle body)
(Close(2)>Close(3)) && // second candlestick close is higher than first
candlestick close
(Open(2)>Open(3)) && // second candlestick open is higher than first
candlestick open
(Close(1)<MidOpenClose(3))) // last candlestick close is lower than the middle
of the first (bullish) one
{
ExtPatternDetected=true;
ExtSignalOpen=SIGNAL_SELL;
ExtPatternInfo="\r\nEvening Star detected";
ExtDirection="Sell";
return(true);
}

//--- check Morning Doji


if((Open(3)-Close(3)>AvgBody(1)) && // bearish candlestick, its body is larger
than average
(MathAbs(Close(2)-Open(2))<AvgBody(1)*0.1) && // second candlestick body is doji
(less than one tenth of the average candle body)
(Close(2)<Close(3)) && // second candlestick close is lower than first
candlestick close
(Open(2)<Open(3)) && // second candlestick open is lower than first
candlestick open
(Open(1)>Close(2)) && // upward price gap on the last candlestick
(Close(1)>Close(2))) // last candlestick close higher than second
candlestick close
{
ExtPatternDetected=true;
ExtSignalOpen=SIGNAL_BUY;
ExtPatternInfo="\r\nMorning Doji detected";
ExtDirection="Buy";
return(true);
}

//--- check Morning Star


if((Open(3)-Close(3)>AvgBody(1)) && // bearish candlestick, its body is larger
than average
(MathAbs(Close(2)-Open(2))<AvgBody(1)*0.5) && // second candlestick body is short
(less than a half of the average candle body)
(Close(2)<Close(3)) && // second candlestick close is lower than first
candlestick close
(Open(2)<Open(3)) && // second candlestick open is lower than first
candlestick open
(Close(1)>MidOpenClose(3))) // last candlestick close is lower than the middle
of the first (bearish) one
{
ExtPatternDetected=true;
ExtSignalOpen=SIGNAL_BUY;
ExtPatternInfo="\r\nMorning Star detected";
ExtDirection="Buy";
return(true);
}

//--- result of checking


return(ExtCheckPassed);
}
//+------------------------------------------------------------------+
//| Returns true in case of successful confirmation check |
//+------------------------------------------------------------------+
bool CheckConfirmation()
{
ExtConfirmed=false;
//--- if there is no pattern, do not search for confirmation
if(!ExtPatternDetected)
return(true);

//--- get the value of the stochastic indicator to confirm the signal
double signal=RSI(1);
if(signal==EMPTY_VALUE)
{
//--- failed to get indicator value, check failed
return(false);
}

//--- check the Buy signal


if(ExtSignalOpen==SIGNAL_BUY && (signal<40))
{
ExtConfirmed=true;
ExtPatternInfo+="\r\n Confirmed: RSI<40";
}

//--- check the Sell signal


if(ExtSignalOpen==SIGNAL_SELL && (signal>60))
{
ExtConfirmed=true;
ExtPatternInfo+="\r\n Confirmed: RSI>60";
}

//--- successful completion of the check


return(true);
}
//+------------------------------------------------------------------+
//| Check if there is a signal to close |
//+------------------------------------------------------------------+
bool CheckCloseSignal()
{
ExtSignalClose=false;
//--- if there is a signal to enter the market, do not check the signal to close
if(ExtSignalOpen!=SIGNAL_NOT)
return(true);

//--- check if there is a signal to close a long position


if(((RSI(1)<70) && (RSI(2)>70)) || ((RSI(1)<30) && (RSI(2)>30)))
{
//--- there is a signal to close a long position
ExtSignalClose=CLOSE_LONG;
ExtDirection="Long";
}

//--- check if there is a signal to close a short position


if(((RSI(1)>30) && (RSI(2)<30)) || ((RSI(1)>70) && (RSI(2)<70)))
{
//--- there is a signal to close a short position
ExtSignalClose=CLOSE_SHORT;
ExtDirection="Short";
}

//--- successful completion of the check


return(true);
}
//+------------------------------------------------------------------+
//| RSI indicator value at the specified bar |
//+------------------------------------------------------------------+
double RSI(int index)
{
double indicator_values[];
if(CopyBuffer(ExtIndicatorHandle, 0, index, 1, indicator_values)<0)
{
//--- if the copying fails, report the error code
PrintFormat("Failed to copy data from the RSI indicator, error code %d", GetLastError());
return(EMPTY_VALUE);
}
return(indicator_values[0]);
}
//+------------------------------------------------------------------+

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