//+------------------------------------------------------------------+
//| DT-RSI-EXP1.mq4 |
//| Copyright © 2005, MetaQuotes Software Corp. |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "klot"
#property link "klot@mail.ru"
#define MAGICRSI 54321
//---- input parameters
extern int PeriodRSI=47;
extern int TimeFrameRSI=15;
//------------------------------
extern double TakeProfit=76;
extern double StopLoss=26;
extern double Lots=0.1;
extern double TrailingStop=0;
//----
double BufferRSIUP[500];
double BufferRSIDW[500];
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
//---- Êîíòðîëü îòêðûòûõ ïîçèöèé -----
int ticket,cnt;
bool sell=false; bool buy=false;
if (OrdersTotal()>0)
{
for(cnt=0;cnt<OrdersTotal();cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderType()==OP_SELL && // check for opened position
OrderSymbol()==Symbol()) // check for symbol
sell=true;
if(OrderType()==OP_BUY && // check for opened position
OrderSymbol()==Symbol()) // check for symbol
buy=true;
}
}
//----
double rsi1,rsi2,rsi3,vol1,vol2,vol3,vol4;
int i,k,pos1,pos2,pos3,pos4;
for(i=0; i<500; i++)
{
rsi1=iRSI(NULL,TimeFrameRSI,PeriodRSI,PRICE_CLOSE,i+1);
rsi2=iRSI(NULL,TimeFrameRSI,PeriodRSI,PRICE_CLOSE,i+2);
rsi3=iRSI(NULL,TimeFrameRSI,PeriodRSI,PRICE_CLOSE,i+3);
//----
if (rsi1<rsi2 && rsi2>=rsi3) BufferRSIUP[i+2]=rsi2; // Âåðõóøêè. RSI ïîâîðà÷èâàåò âíèç
if (rsi1>rsi2 && rsi2<=rsi3) BufferRSIDW[i+2]=rsi2; // Äîíûøêè. RSI ïîâîðà÷èâàåò ââåðõ
}
//------ Ïîèñê âåðõóøåê ------
k=0;
for(i=0; i<500; i++)
{
if (BufferRSIUP[i]>40 && k==0) { vol1=BufferRSIUP[i]; pos1=i; k++;}
if (BufferRSIUP[i]>60 && BufferRSIUP[i]>vol1 && k!=0) { vol2=BufferRSIUP[i]; pos2=i; k++;}
if (k>1) break;
}
//----- Ïîèñê ìèíèìóìîâ íèæå 40
// Åñëè ìåæäó âåðõóøêàìè åñòü ìèíèìóì íèæå 40, òî ëèíèþ òðåíäà íå ñòðîèì
for(i=0; i<pos2; i++)
{
if(BufferRSIDW[i]!=0 && BufferRSIDW[i]<40) {vol1=0; vol2=0;}
}
//----- Ïîèñê äîíûøåê ------
k=0;
for(i=0; i<500; i++)
{
if (BufferRSIDW[i]<60 && BufferRSIDW[i]!=0 && k==0) { vol3=BufferRSIDW[i]; pos3=i; k++;}
if (BufferRSIDW[i]!=0 && BufferRSIDW[i]<40 && BufferRSIDW[i]<vol3 && k!=0) { vol4=BufferRSIDW[i]; pos4=i; k++;}
if (k>1) break;
}
//----- Ïîèñê ìàêñèìóìîâ âûøå 60
// Åñëè ìåæäó äîíûøêàìè åñòü ìàêñèìóì áîëüøå 60, òîãäà ëèíèþ òðåíäà íå ñòðîèì
for(i=0; i<pos4; i++)
{
if(BufferRSIUP[i]!=0 && BufferRSIUP[i]>60) {vol3=0; vol4=0;}
}
//---------------------------------------------------------------------------------------------------------------+
// ---- Ñèãíàëû äëÿ âõîäîâ Buy è Sell
double volDW, volDW1, volUP, volUP1;
bool sellDW=false,buyUP=false;
double rftl0_240, rsi0;
//----
rftl0_240=iCustom(NULL,240,"RFTL",0,1);
rsi0=iRSI(NULL,TimeFrameRSI,PeriodRSI,PRICE_CLOSE,0);
rsi1=iRSI(NULL,TimeFrameRSI,PeriodRSI,PRICE_CLOSE,1);
rsi2=iRSI(NULL,TimeFrameRSI,PeriodRSI,PRICE_CLOSE,2);
rsi3=iRSI(NULL,TimeFrameRSI,PeriodRSI,PRICE_CLOSE,3);
//------------ ðàññ÷åò ïðîäîëæåíèÿ ëèíèè òðåíäà äëÿ Sell --------------------
if (vol3!=0 && vol4!=0)
{
volDW=vol3+(pos3*(vol3-vol4)/(pos4-pos3)); // Çíà÷åíèå ëèíèè òðåíäà íà òåêóùåì áàðå
volDW1=vol3+((pos3-1)*(vol3-vol4)/(pos4-pos3)); // Çíà÷åíèå ëèíèè òðåíäà íà ïðîøëîì áàðå
}
if (volDW!=0 && rsi1<volDW && rsi2>volDW1 && rftl0_240>Close[1] && // rsi1<rsi2 && rsi2>rsi3 &&
/* rsi2<60 && */ rsi2>50 && rsi0>47 && pos2>pos4) sellDW=true; else sellDW=false; // Ñèãíàë Sell
//------------ ðàññ÷åò ïðîäîëæåíèÿ ëèíèè òðåíäà äëÿ Buy --------------------
if (vol1!=0 && vol2!=0)
{
volUP=vol1+(pos1*(vol1-vol2)/(pos2-pos1)); // Çíà÷åíèå ëèíèè òðåíäà íà òåêóùåì áàðå
volUP1=vol1+((pos1-1)*(vol1-vol2)/(pos2-pos1)); // Çíà÷åíèå ëèíèè òðåíäà íà ïðîøëîì áàðå
}
if (volUP!=0 && rsi1>volUP && rsi2<volUP1 && rftl0_240<Close[1] && // rsi1>rsi2 && rsi2<rsi3 &&
rsi2<50 && rsi0<55 && /* rsi2>40 && */ pos4>pos2) buyUP=true; else buyUP=false; // Ñèãíàë Buy
//------------
Comment( " vol1 = ",vol1, " pos1 = ",pos1,"\n",
" vol2 = ",vol2, " pos2 = ",pos2,"\n",
" vol3 = ",vol3, " pos3 = ",pos3,"\n",
" vol4 = ",vol4, " pos4 = ",pos4,"\n",
" VOLUP = ", volUP, " VOLUP1 = ", volUP1, "\n",
" VOLDW = ", volDW, " VOLDW1 = ", volDW1, "\n",
" RSI1 = ",rsi1, " RSI2 = ",rsi2, " rftl0_240 = ",rftl0_240);
//----
for(i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false) break;
if(OrderMagicNumber()!=MAGICRSI || OrderSymbol()!=Symbol()) continue;
//---- check order type
if(OrderType()==OP_BUY)
{
if(rsi0>70)
{
OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
return(0);
}
// check for trailing stop
if(TrailingStop>0)
{
if(Bid-OrderOpenPrice()>Point*TrailingStop)
{
if(OrderStopLoss()<Bid-Point*TrailingStop)
{
OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green);
return(0);
}
}
}
}
if(OrderType()==OP_SELL)
{
if(rsi0<30)
{
OrderClose(OrderTicket(),OrderLots(),Ask,3,White);
return(0);
}
// check for trailing stop
if(TrailingStop>0)
{
if((OrderOpenPrice()-Ask)>(Point*TrailingStop))
{
if((OrderStopLoss()>(Ask+Point*TrailingStop)) || (OrderStopLoss()==0))
{
OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Red);
return(0);
}
}
}
}
}
//----
if (buyUP==true && buy==false)
{
ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,Bid-StopLoss*Point,Ask+TakeProfit*Point,"DT-RSI",MAGICRSI,0,Aquamarine);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) Print("BUY order opened : ",OrderOpenPrice());
}
else Print("Error opening BUY order : ",GetLastError());
return(0);
}
if (sellDW==true && sell==false)
{
ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,Ask+StopLoss*Point,Bid-TakeProfit*Point,"DT-RSI",MAGICRSI,0,Red);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) Print("BUY order opened : ",OrderOpenPrice());
}
else Print("Error opening BUY order : ",GetLastError());
return(0);
}
//----
return(0);
}
//+------------------------------------------------------------------+
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Relative strength index
Custom Indicators Used:
RFTL
Order Management characteristics:
Checks for the total of open orders
It Closes Orders by itself
It can change open orders parameters, due to possible stepping strategy
It automatically opens orders when conditions are reached
Other Features:
