//+------------------------------------------------------------------+
#define strEAname "RSI dipbuyer MA V1.1"
#define nSystemID 101
//| Paul Hampton-Smith |
//+------------------------------------------------------------------+
// This is a simplified version of the RSI-R2 EA written by Bluto. Many thanks to
// him for sharing his ideas
//
// It trades all FXDD offerings on one EA. The only function provided by the chart on which it
// is running is to supply tick events.
#include <Stdlib.mqh>
extern double dblLots = 0.1;
extern int nRSIperiod = 2;
extern int nTrendPeriod = 200;
extern int nRSIlongEntry = 65; // below this to enter long. 100 minus this value for short
extern int nRSIlongExit = 75; // above this to exit long. 100 minus this value for short
extern int nStochLongEntry = 20; // above this to exit long. 100 minus this value for short
extern int nStopLoss = 500;
extern int nTakeProfit = 0;
string strSymbol = "";
int nDigits = 0;
double dblBid = 0.0;
double dblAsk = 0.0;
double dblPoint = 0.0;
// FXDD offerings
string strSymbols[] = { "USDJPY","EURUSD","GBPUSD","USDCHF","USDCAD","AUDUSD",
"EURGBP","EURJPY","GBPJPY","EURCHF",/*"USDMXN",*/"CHFJPY","GBPCHF",
"EURAUD","EURCAD","AUDCAD","AUDJPY","NZDUSD","AUDNZD","CADJPY" };
string strComments[];
int init()
{
ArrayCopy(strComments,strSymbols);
if (IsTesting())
{
// can't use strategy tester on anything other than chart Symbol()
strSymbol = Symbol();
ArrayResize(strComments,1);
}
}
int start()
{
LoadSymbol();
LoadMarketInfo();
double dblMA = iMA(strSymbol,PERIOD_D1,nTrendPeriod,0,MODE_SMA,PRICE_CLOSE,1);
double RSI1 = iRSI(strSymbol,PERIOD_D1, nRSIperiod,PRICE_CLOSE,1);
double RSI2 = iRSI(strSymbol,PERIOD_D1, nRSIperiod,PRICE_CLOSE,2);
double RSI3 = iRSI(strSymbol,PERIOD_D1, nRSIperiod,PRICE_CLOSE,3);
CheckExit(RSI1);
CheckEntry(dblMA, RSI1, RSI2, RSI3);
CommentAll(dblMA, RSI1, RSI2, RSI3);
return(0);
}
int OpenOrders()
{
int nCount = 0;
for ( int nPosition=0 ; nPosition<OrdersTotal() ; nPosition++ )
{
OrderSelect(nPosition, SELECT_BY_POS, MODE_TRADES);
if ( OrderSymbol()==strSymbol &&
( OrderType() == OP_BUY || OrderType() == OP_SELL ) &&
OrderMagicNumber() == nSystemID )
{
nCount++;
}
}
return(nCount);
}
void CheckExit(double RSI1)
{
for ( int nPosition=0 ; nPosition<OrdersTotal() ; nPosition++ )
{
OrderSelect(nPosition, SELECT_BY_POS, MODE_TRADES);
if( OrderSymbol()==strSymbol && OrderMagicNumber()==nSystemID)
{
switch (OrderType())
{
case OP_BUY:
// if ( iClose(strSymbol,PERIOD_D1,1)-OrderOpenPrice() > 0 || RSI1 > nRSIlongExit )
if ( RSI1 > nRSIlongExit )
{
OrderClose(OrderTicket(),OrderLots(),dblBid,3,Violet);
}
break;
case OP_SELL:
// if ( OrderOpenPrice() - iClose(strSymbol,PERIOD_D1,1) > 0 || RSI1 < 100-nRSIlongExit )
if ( RSI1 < 100-nRSIlongExit )
{
OrderClose(OrderTicket(),OrderLots(),dblAsk,3,Violet);
}
break;
}
}
}
}
void CheckEntry(double dblMA, double RSI1, double RSI2, double RSI3)
{
double dblClose = iClose(strSymbol,PERIOD_D1,1);
if ( dblClose > dblMA &&
RSI3 < nRSIlongEntry &&
RSI2 < RSI3 &&
RSI1 < RSI2 &&
iStochastic(strSymbol,PERIOD_D1,2,2,1,MODE_SMA,PRICE_CLOSE,MODE_MAIN,1) < nStochLongEntry)
{
if (OpenOrders() == 0)
{
MyOrderSend(OP_BUY);
}
}
if ( dblClose < dblMA &&
RSI3 > 100-nRSIlongEntry &&
RSI2 > RSI3 &&
RSI1 > RSI2 &&
iStochastic(strSymbol,PERIOD_D1,2,2,1,MODE_SMA,PRICE_CLOSE,MODE_MAIN,1) > 100-nStochLongEntry)
{
if (OpenOrders() == 0)
{
MyOrderSend(OP_SELL);
}
}
}
int MyOrderSend(int cmd)
{
// uses global strSymbol
// defaults
int nSlippage = 3;
color clrBuy = Green;
color clrSell = Red;
double dblStopLoss = 0.0, dblTakeProfit = 0.0;
int nTicket;
switch(cmd)
{
case OP_BUY:
if (nStopLoss > 0) dblStopLoss = NormalizeDouble(dblAsk-nStopLoss*dblPoint,nDigits);
if (nTakeProfit > 0) dblTakeProfit = NormalizeDouble(dblBid+nTakeProfit*dblPoint,nDigits);
nTicket = OrderSend(strSymbol,OP_BUY,dblLots,dblAsk,nSlippage,dblStopLoss,dblTakeProfit,strEAname,nSystemID,0,clrBuy);
Print(ErrorDescription(GetLastError()));
return(nTicket);
case OP_SELL:
if (nStopLoss > 0) dblStopLoss = NormalizeDouble(dblBid+nStopLoss*dblPoint,nDigits);
if (nTakeProfit > 0) dblTakeProfit = NormalizeDouble(dblAsk-nTakeProfit*dblPoint,nDigits);
nTicket = OrderSend(strSymbol,OP_SELL,dblLots,dblBid,nSlippage,dblStopLoss,dblTakeProfit,strEAname,nSystemID,0,clrSell);
Print(ErrorDescription(GetLastError()));
return(nTicket);
default:
Print("MyOrderSend(): invalid cmd");
}
}
void LoadSymbol()
{
if (IsTesting()) return;
static int nSymbol = 0;
// with each tick, cycle through each pair
strSymbol = strSymbols[nSymbol];
if (nSymbol < ArraySize(strSymbols)-1)
{
nSymbol++;
}
else
{
nSymbol = 0;
}
}
void LoadMarketInfo()
{
nDigits = MathRound(MarketInfo(strSymbol,MODE_DIGITS));
dblBid = NormalizeDouble(MarketInfo(strSymbol,MODE_BID),nDigits);
dblAsk = NormalizeDouble(MarketInfo(strSymbol,MODE_ASK),nDigits);
dblPoint = NormalizeDouble(MarketInfo(strSymbol,MODE_POINT),nDigits);
}
void CommentAll(double dblLinRegSlope, double RSI1, double RSI2, double RSI3)
{
string strWholeComment = "";
for (int i = 0 ; i < ArraySize(strSymbols) ; i++)
{
if (strSymbol == strSymbols[i])
{
strComments[i] = StringConcatenate(strSymbol,": ","Last Close ",iClose(strSymbol,PERIOD_D1,1)," MA(",nTrendPeriod,") ", dblLinRegSlope,
" RSI(",nRSIperiod,",3) ",NormalizeDouble(RSI3,1),
" RSI(",nRSIperiod,",2) ",NormalizeDouble(RSI2,1),
" RSI(",nRSIperiod,",1) ",NormalizeDouble(RSI1,1));
strWholeComment = StringConcatenate(strWholeComment,strComments[i]," <<<\n");
}
else
{
strWholeComment = StringConcatenate(strWholeComment,strComments[i],"\n");
}
}
Comment(strWholeComment);
}
Sample
Analysis
Market Information Used:
Series array that contains close prices for each bar
Indicator Curves created:
Indicators Used:
Moving average indicator
Relative strength index
Stochastic oscillator
Custom Indicators Used:
Order Management characteristics:
Checks for the total of open orders
It Closes Orders by itself
It automatically opens orders when conditions are reached
Other Features:
