695 lines
18 KiB
Plaintext
695 lines
18 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center XST_OSC Strategy Expert Advisor
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// ---------------------------------------------
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// saherelm implementation of strategy expert advisor ...
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//
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// ShortName: XST_OSC
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://saherelm.ir"
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#property version "1.00"
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#property description "SaherElm XST_OSC Strategy Expert Advisor"
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#property strict
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//
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// START Inputs ...
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//
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//
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// Signal Prefixe ...
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input string signalPrefix = "XST_OSC"; // Signal Prefix
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//
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// Signal Draw Specifications ...
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input string bullishSignalLabel = "X_BUY"; // Bullish Signal Label
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input color bullishSignalColor = clrAqua; // Bullish Signal Color
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//
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input string bearishSignalLabel = "X_SELL"; // Bearish Signal Label
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input color bearishSignalColor = clrFuchsia; // Bearish Signal Color
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//
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input color signalEntryColor = clrAquamarine; // Signal Entry Ptice Color
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input color signalSLColor = clrRed; // Signal SL Color
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input color signalTPColor = clrGreen; // Signal TP Color
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//
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// Trade ...
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input bool allowTrade = true; // Allow Trade Based on given Signals
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input bool allowLongTrades = true; // Allow Long Trades
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input bool allowShortTrades = false; // Allow Short Trades
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//
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// Market Specification Inpouts ...
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input int marketLength = 7; // Market Length
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input double riskToRewardRatio = 1.5; // Risk to Reward Ratio
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//
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// Alerts ...
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input bool alertEvents = true; // Alert Events
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input bool alertPositions = true; // Alert Positions
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input bool longPositionAlerts = true; // Alert Long Positions
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input bool shortPositionAlerts = true; // Alert Short Positions
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//
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// Alert Types ...
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input bool terminalAlert = false; // Terminal Alert
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input bool pushAlert = false; // Push Notification Alerts
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//
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// Balance and Finanical Specifications ...
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input double lotsPerTradePercent = 0.00001; // Lots Per Trade Percent
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input int maxOpenTrades = 4; // Maximum Open Trade
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input double maxDrawdownPercentPerPTrade = 0.05; // Maximum DrawDown Per Trade
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input double minBalancePercent = 0.5; // Minimum Balance for Trading
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input double maxEquityPercent = 0.1; // Maximum Trade Equity
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input int closeAllOpenTradesAfterCandle = 480; // Close All Open Trades After Passed Candles
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input bool closeAllInProfitOpenTradesWhenMaxOpenTradesReached = true; // Close All In Profit Open Trades When Max Open Trades Reached and New Signal Income
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//
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// OSC Inputs ...
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//
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// FastOSC ...
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// Short Cycle (Fast OSC) ...
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input int fastOSCLength = 10; // FastOSC Length
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input double fastOSCMultiplier = 1.0; // FastOSC Multiplier
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//
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// SlowOSC ...
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// Medium Cycle (Slow OSC) ...
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input int slowOSCLength = 30; // SlowOSC Length
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input double slowOSCMultiplier = 3.0; // SlowOSC Multiplier
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//
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// Power OSC ...
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input double minPowerOSC = 0.04; // Minimum Signal Power
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//
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// Variance OSC ...
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input double minVarianceOSC = 0; // Minimum Var Power
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//
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// ZIGZAG Inputs ...
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input int zDeviation = 5; // ZigZag Deviation
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input int zBackStep = 3; // ZigZag Back Step
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//
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// XMA Inputs ...
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//
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input double step = 0.02; // SAR Step
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input double maximum = 0.2; // SAR Maximum
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input int shortCycleFastMultiplier = 1; // Short Cycle Fast Multiplier
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input int shortCycleSlowMultiplier = 4; // Short Cycle Slow Multiplier
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input int mediumCycleFastMultiplier = 7; // Medium Cycle Fast Multiplier
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input int mediumCycleSlowMultiplier = 14; // Medium Cycle Slow Multiplier
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input int longCycleFastMultiplier = 70; // Long Cycle Fast Multiplier
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input int longCycleSlowMultiplier = 140; // Long Cycle Slow Multiplier
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//
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// Show/Hide Inputs ...
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input bool showPSar = true; // Show Parabolic Sar
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input bool showShortCycle = false; // Show Short Cycle
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input bool showShortCycleCrossLines = false; // Show Short Cycle Vertical Lines
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input bool showMediumCycle = true; // Show Medium Cycle
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input bool showMediumCycleCrossLines = false; // Show Medium Cycle Vertical Lines
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input bool showLongCycle = false; // Show Long Cycle
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input bool showLongCycleCrossLines = false; // Show Long Cycle Vertical Lines
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//
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// Color Inputs ...
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input color pSarColor = clrCornflowerBlue; // Parabolic Sar Color
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input color shortCycleFastColor = clrGreen; // Short Cycle Fast Color ...
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input color shortCycleSlowColor = clrRed; // Short Cycle Slow Color ...
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input color mediumCycleFastColor = clrAqua; // Medium Cycle Fast Color ...
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input color mediumCycleSlowColor = clrFuchsia; // Medium Cycle Slow Color ...
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input color longCycleFastColor = clrGoldenrod; // Medium Cycle Fast Color ...
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input color longCycleSlowColor = clrBrown; // Medium Cycle Slow Color ...
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//
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// END Inputs ...
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//
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//
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// START Global Definitions: Variables, Properties and etc ...
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//
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int lastSignalledBar = 0;
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//
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bool waitForLongSignals = true;
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bool closeLongTrades = false;
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//
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bool waitForShortSignals = true;
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bool closeShortTrades = false;
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//
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// Includes our shared library ...
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#include "../Libraries/x-saherelm.lib.mq4"
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//
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// Includes our shared library ...
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#include "../Libraries/x-saherelm.osc.signal.lib.mq4"
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//
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// END Global Definitions: Variables, Properties and etc ...
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//
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//
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// Start Event Handlers ...
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//
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//
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// Initialization ...
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int OnInit() {
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//
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// Validate Inputs ...
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bool inputsNotValiid =
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//
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// MARKET ...
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marketLength < 0
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|| riskToRewardRatio < 0
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//
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// EA ...
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|| lotsPerTradePercent < 0
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|| maxOpenTrades <= 0
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|| maxDrawdownPercentPerPTrade < 0
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|| minBalancePercent < 0
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|| maxEquityPercent < 0
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|| marketLength < 0
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//
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// OSC ...
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|| fastOSCLength < 0
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|| fastOSCMultiplier < 0
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|| slowOSCLength < 0
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|| slowOSCMultiplier < 0
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|| minPowerOSC < 0
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|| minVarianceOSC < 0
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|| slowOSCLength <= fastOSCLength
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//
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// ZIGZAG ...
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|| zDeviation < 0
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|| zBackStep < 0
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|| zBackStep >= marketLength
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//
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// XMA ...
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//
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// Validate Short Cycle ...
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|| shortCycleFastMultiplier <= 0
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|| shortCycleSlowMultiplier <= 0
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|| shortCycleFastMultiplier >= shortCycleSlowMultiplier
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//
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// Validate Medium Cycle ...
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|| mediumCycleFastMultiplier <= 0
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|| mediumCycleSlowMultiplier <= 0
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|| mediumCycleFastMultiplier >= mediumCycleSlowMultiplier
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//
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// Validate Long Cycle ...
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|| longCycleFastMultiplier <= 0
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|| longCycleSlowMultiplier <= 0
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|| longCycleFastMultiplier >= longCycleSlowMultiplier
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//
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// Validate Series of Multipliers ...
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|| shortCycleFastMultiplier >= mediumCycleFastMultiplier
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|| mediumCycleFastMultiplier >= longCycleFastMultiplier
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;
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if (inputsNotValiid) {
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return INIT_PARAMETERS_INCORRECT;
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}
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//
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totalSignals = 0;
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totalLongSignals = 0;
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totalShortSignals = 0;
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//
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initialBalance = 0;
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//
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// START Define Array Series ...
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//
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//
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// END Define Array Series ...
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//
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//
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// here we specify logging enabled or not ...
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enableLogging = true;
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//
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// this is a Tag which attached to our Logger ...
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logTag = "XST_OSC";
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// //
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// // Set Event Timer on One Seccond ...
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// bool isEventSet = EventSetTimer(1);
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// if (!isEventSet) {
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// LogMessage("Error: " + GetLastError());
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// return INIT_FAILED;
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// }
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//
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return INIT_SUCCEEDED;
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}
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//
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// DeInitialization ...
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void OnDeinit(const int reason) {
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//
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// Killing Event Timer ...
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EventKillTimer();
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}
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//
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// Ticker Event Handler ...
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void OnTick() {
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//
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// Checking State for Signal Handling ...
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CheckState();
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//
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// Process Signals to Open Positions ...
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ProcessSignals();
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//
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// Process Open Positions for Trailing Stop Loss or Close ...
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ProcessOpenPositions();
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}
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//
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// Timer Event Handler ...
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void OnTimer() {
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//
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CheckState();
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//
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ProcessOpenPositions();
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}
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//
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// END Event Handlers ...
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//
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//
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// START Functions ...
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//
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//
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// Check State for Signal Handling ...
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void CheckState() {
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//
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// Here we Must to Check Market State in Big Picture ...
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//
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// Prevent from Checking, if there is no states available ...
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if (ArraySize(xmaStates) == 0) {
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return;
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}
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//
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// TODO: Determines Where and How close Long Trades on Trend Reversal Points ...
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closeLongTrades =
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false
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//
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// Check When Parabolic SAR Reverse Direction Happens ...
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// || (
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// isParabolicCrossOverMarketMiddle
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// && !isMCTrendUp
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// )
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;
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//
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waitForLongSignals =
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true
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// waitForLongSignals
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// ?
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// //
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// // Usually Conditions ...
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// // Chanege to False ...
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// isMCTrendUp
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// && isSCTrendUp
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// :
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// //
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// // Reverse Come Back Conditions ...
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// // Change to True ...
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// isMCFastCrossOverSlow
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// || isSCFastCrossUnderSlow
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;
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}
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//
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// Calculate Signals and Process Based on Exists Signals ...
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void ProcessSignals() {
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//
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XSignalRequest request = {};
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request.type = X_NONE;
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request.hasSignal = false;
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//
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// Prevent Multiple Calculating on Same Bars ...
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isNewBar = IsNewBar();
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if (isNewBar) {
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//
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countedBars++;
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}
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//
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bool allowDoTrade = true;
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//
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// Check Balance ...
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if (initialBalance > 0) {
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//
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// Retrieve Account Balance ...
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double balance = AccountInfoDouble(ACCOUNT_BALANCE);
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double minimumBalanceForTrade =
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balance > initialBalance
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?
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minBalancePercent * balance
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:
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minBalancePercent * initialBalance;
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//
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// Retrieve Account Equity ...
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double equity = AccountInfoDouble(ACCOUNT_EQUITY);
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double maxAllowedEquity = balance - (balance * maxEquityPercent);
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//
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// Retrieve Free Marigin ...
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double freeMargin = AccountFreeMargin();
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double maximumMariginRisk = balance - (balance * maxEquityPercent);
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//
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if (
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//
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// Do not Open Positions if equity not passed ...
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equity < maxAllowedEquity ||
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//
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// Do not Open Positions if free margin not passed ...
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freeMargin <= maximumMariginRisk ||
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//
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// Do not open positions if balance less than minimum ...
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balance <= minimumBalanceForTrade
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) {
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//
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allowDoTrade = false;
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// //
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// string message = StringConcatenate(
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// "Trading Pause => ",
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// "Balance: ", balance,
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// ", Equity: ", equity,
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// ", FreeMargin: ", freeMargin
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// );
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// //
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// LogMessage(message);
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// SendAlert(message);
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}
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}
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//
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// Retrieve Signal Exists ...
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request = CalculateSignal(
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//
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// Bar Index ...
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0,
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//
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// Market Specification Inpouts ...
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marketLength, // Market Length ...
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closeAllOpenTradesAfterCandle, // Reverse Lookup in Market ...
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riskToRewardRatio, // Risk To Reward Ratio ...
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step, // PSAR Step ...
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maximum, // PSAR Maximum ...
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//
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// XMA Inputs ...
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shortCycleFastMultiplier, // Short Cycle Fast Multiplier ...
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shortCycleSlowMultiplier, // Short Cycle Slow Multiplier ...
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mediumCycleFastMultiplier, // Medium Cycle Fast Multiplier ...
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mediumCycleSlowMultiplier, // Medium Cycle Slow Multiplier ...
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longCycleFastMultiplier, // Long Cycle Fast Multiplier ...
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longCycleSlowMultiplier, // Long Cycle Slow Multiplier ...
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//
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// Show/Hide Inputs ...
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showPSar,
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showShortCycle,
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showShortCycleCrossLines,
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showMediumCycle,
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showMediumCycleCrossLines,
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showLongCycle,
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showLongCycleCrossLines,
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//
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// Color Inputs ...
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pSarColor,
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shortCycleFastColor,
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shortCycleSlowColor,
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mediumCycleFastColor,
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mediumCycleSlowColor,
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longCycleFastColor,
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longCycleSlowColor,
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//
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// OSC ...
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fastOSCLength, // FastOSC Length ...
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fastOSCMultiplier, // FastOSC Multiplier ...
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slowOSCLength, // SlowOSC Length ...
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slowOSCMultiplier, // SlowOSC Multiplier ...
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minPowerOSC, // Minimum Signal Power ...
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minVarianceOSC, // Minimum Var Power ...
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//
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// ZIGZAG Inputs ...
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zDeviation, // ZigZag Deviation ...
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zBackStep // ZigZag Back Step ...
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);
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//
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// Prevent doing anything else, if there is no signals ...
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if (
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!allowDoTrade ||
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!request.hasSignal ||
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request.type == X_NONE
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) {
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return;
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}
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//
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bool hasLongSignal = request.type == X_LONG;
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//
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// Check For Bot State ...
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if (
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(hasLongSignal && !waitForLongSignals)
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|| (!hasLongSignal && !waitForShortSignals)
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) {
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return;
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}
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//
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// Check last Signalled Bar with Counted Bars ...
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// Prevent Multiple Signalling on Same Bar ...
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bool isInLastSignalledBars = false;
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for (int i=0; i < marketLength; i++) {
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//
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isInLastSignalledBars =
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isInLastSignalledBars
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|| lastSignalledBar == countedBars - i
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;
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}
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if (isInLastSignalledBars) {
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//
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totalSignals--;
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if (hasLongSignal) {
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totalLongSignals--;
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} else {
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totalShortSignals--;
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}
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return;
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}
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//
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// increase last signalled bar ...
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lastSignalledBar = countedBars;
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//
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// Calculate Can Trade or not ...
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allowDoTrade = allowTrade
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&& (
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hasLongSignal ?
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allowLongTrades :
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allowShortTrades
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);
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//
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// Chack Maximum Open Positions ...
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int openTrades = CountOpenTrades();
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if (maxOpenTrades > 0) {
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//
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if (openTrades >= maxOpenTrades) {
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//
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allowDoTrade = false;
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//
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if (closeAllInProfitOpenTradesWhenMaxOpenTradesReached) {
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//
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// Close All In Profit Trades ...
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bool hasClosedInProfitTrade = CloseAllInProfitTrades();
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if (hasClosedInProfitTrade) {
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//
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openTrades = CountOpenTrades();
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//
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allowDoTrade = !(openTrades >= maxOpenTrades);
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}
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}
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//
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if (!allowDoTrade) {
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//
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string message = StringConcatenate(
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"Trading Pause => ",
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"Max Open Trades (",
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maxOpenTrades,
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") reached ..."
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);
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//
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LogMessage(message);
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SendAlert(message);
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}
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}
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}
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//
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// Check Trading is Enable or not ...
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// nothing to do if trading is disabled ...
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if (!allowDoTrade) {
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// //
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// string message = StringConcatenate(
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// "Trading Not Allowed ..."
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// );
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// //
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// LogMessage(message);
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// SendAlert(message);
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return;
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}
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//
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bool isPositionOpened = TradeSignal(
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request.signal,
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signalPrefix,
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lotsPerTradePercent,
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bullishSignalLabel,
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bullishSignalColor,
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bearishSignalLabel,
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bearishSignalColor
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);
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//
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if (isPositionOpened) {
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//
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bool canAlert =
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alertPositions
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&& (
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hasLongSignal ?
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longPositionAlerts
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:
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shortPositionAlerts
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|
);
|
|
|
|
//
|
|
if (canAlert) {
|
|
//
|
|
// Alert Message ...
|
|
string message = StringConcatenate(
|
|
"Trade on Signal ID: ", request.signal.id,
|
|
", Entry: ", request.signal.entryPrice,
|
|
", TP: ", request.signal.tp
|
|
);
|
|
|
|
//
|
|
// Terminal Alert ...
|
|
if (terminalAlert) {
|
|
Alert(message);
|
|
}
|
|
|
|
//
|
|
// Push Alert ...
|
|
if (pushAlert) {
|
|
SendNotification(message);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Process All Open Positions ...
|
|
void ProcessOpenPositions() {
|
|
//
|
|
if (closeLongTrades) {
|
|
//
|
|
closeLongTrades = false;
|
|
|
|
//
|
|
bool isAllLongTradesClosed = CloseAllLongTrades();
|
|
if (isAllLongTradesClosed) {
|
|
waitForLongSignals = false;
|
|
}
|
|
}
|
|
|
|
//
|
|
if (closeShortTrades) {
|
|
//
|
|
closeShortTrades = false;
|
|
|
|
//
|
|
bool isAllShortTradesClosed = CloseAllShortTrades();
|
|
if (isAllShortTradesClosed) {
|
|
waitForShortSignals = false;
|
|
}
|
|
}
|
|
|
|
//
|
|
// bool hasClosedLongTimeTrade = CloseAllLongTimeTrades(
|
|
// closeAllOpenTradesAfterCandle
|
|
// );
|
|
|
|
// //
|
|
// // Close Maximum DrawDown Passed Trades ...
|
|
// bool hasClosedInDrawDownLongTrade = CloseAllMaximumDrawDownPassedTrades(
|
|
// maxDrawdownPercentPerPTrade
|
|
// );
|
|
|
|
// //
|
|
// if (
|
|
// hasClosedLongTimeTrade
|
|
// || hasClosedInDrawDownLongTrade
|
|
// ) {
|
|
// //
|
|
// waitForLongSignals = false;
|
|
// waitForShortSignals = false;
|
|
// }
|
|
}
|
|
|
|
//
|
|
// Send Special Type of Alerts ...
|
|
void SendAlert(string message) {
|
|
//
|
|
if (!alertEvents) {
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Terminal Alert ...
|
|
if (terminalAlert) {
|
|
Alert(message);
|
|
}
|
|
|
|
//
|
|
// Push Alert ...
|
|
if (pushAlert) {
|
|
SendNotification(message);
|
|
}
|
|
}
|
|
//
|
|
// END Functions ...
|
|
// |