//+------------------------------------------------------------------+ //| SAR RSI MTS(barabashkakvn's edition).mq5 | //| Goal: Follow SAR with RSI | //| Timeframe: Start with H1 | //| Author: FrankC | //+------------------------------------------------------------------+ #property version "1.001" //--- #include #include #include #include CPositionInfo m_position; // trade position object CTrade m_trade; // trading object CSymbolInfo m_symbol; // symbol info object CMoneyFixedMargin *m_money; //--- input parameters input ushort InpStopLoss = 10; // Stop Loss (in pips) input ushort InpTakeProfit = 40; // Take Profit (in pips) input ushort InpTrailingStop = 15; // Trailing Stop (in pips) input ushort InpTrailingStep = 5; // Trailing Step (in pips) input double Risk = 1; // Risk in percent for a deal from a free margin input ulong m_magic = 16752152; // magic number input double SAR_step = 0.05; // SAR: price increment step - acceleration factor input double SAR_maximum = 0.5; // SAR: maximum value of step input int RSI_ma_period = 14; // RSI: averaging period input ENUM_APPLIED_PRICE RSI_applied_price = PRICE_CLOSE; // RSI: type of price //--- ulong m_slippage=10; // slippage double ExtStopLoss=0.0; double ExtTakeProfit=0.0; double ExtTrailingStop=0.0; double ExtTrailingStep=0.0; int handle_iSAR; // variable for storing the handle of the iSAR indicator int handle_iRSI; // variable for storing the handle of the iRSI indicator double m_adjusted_point; // point value adjusted for 3 or 5 points //+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { if(!m_symbol.Name(Symbol())) // sets symbol name return(INIT_FAILED); RefreshRates(); //--- m_trade.SetExpertMagicNumber(m_magic); //--- if(IsFillingTypeAllowed(SYMBOL_FILLING_FOK)) m_trade.SetTypeFilling(ORDER_FILLING_FOK); else if(IsFillingTypeAllowed(SYMBOL_FILLING_IOC)) m_trade.SetTypeFilling(ORDER_FILLING_IOC); else m_trade.SetTypeFilling(ORDER_FILLING_RETURN); //--- m_trade.SetDeviationInPoints(m_slippage); //--- tuning for 3 or 5 digits int digits_adjust=1; if(m_symbol.Digits()==3 || m_symbol.Digits()==5) digits_adjust=10; m_adjusted_point=m_symbol.Point()*digits_adjust; ExtStopLoss=InpStopLoss*m_adjusted_point; ExtTakeProfit=InpTakeProfit*m_adjusted_point; ExtTrailingStop=InpTrailingStop*m_adjusted_point; ExtTrailingStep=InpTrailingStep*m_adjusted_point; //--- delete m_money; m_money=new CMoneyFixedMargin; if(m_money!=NULL) { if(!m_money.Init(GetPointer(m_symbol),Period(),m_symbol.Point()*digits_adjust)) return(INIT_FAILED); m_money.Percent(Risk); } else { Print("Object CMoneyFixedMargin is NULL"); return(INIT_FAILED); } //--- create handle of the indicator iSAR handle_iSAR=iSAR(m_symbol.Name(),Period(),SAR_step,SAR_maximum); //--- if the handle is not created if(handle_iSAR==INVALID_HANDLE) { //--- tell about the failure and output the error code PrintFormat("Failed to create handle of the iSAR indicator for the symbol %s/%s, error code %d", m_symbol.Name(), EnumToString(Period()), GetLastError()); //--- the indicator is stopped early return(INIT_FAILED); } //--- create handle of the indicator iRSI handle_iRSI=iRSI(m_symbol.Name(),Period(),RSI_ma_period,RSI_applied_price); //--- if the handle is not created if(handle_iRSI==INVALID_HANDLE) { //--- tell about the failure and output the error code PrintFormat("Failed to create handle of the iRSI indicator for the symbol %s/%s, error code %d", m_symbol.Name(), EnumToString(Period()), GetLastError()); //--- the indicator is stopped early return(INIT_FAILED); } //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Expert deinitialization function | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- delete m_money; } //+------------------------------------------------------------------+ //| Expert tick function | //+------------------------------------------------------------------+ void OnTick() { //--- we work only at the time of the birth of new bar static datetime PrevBars=0; datetime time_0=iTime(0); if(time_0==PrevBars) return; PrevBars=time_0; //--- double sar_curr=iSARGet(0); double sar_prev=iSARGet(1); double rsi_curr=iRSIGet(0); double rsi_prev=iRSIGet(1); if(sar_curr==0.0 || sar_prev==0.0 || rsi_curr==0.0 || rsi_prev==0.0) { PrevBars=iTime(1); return; } //--- double open=iOpen(0); double high=iHigh(0); double low=iLow(0); double close=iClose(0); if(open==0.0 || high==0.0 || low==0.0 || close==0.0) { PrevBars=iTime(1); return; } //--- int total=0; for(int i=PositionsTotal()-1;i>=0;i--) if(m_position.SelectByIndex(i)) // selects the position by index for further access to its properties if(m_position.Symbol()==m_symbol.Name() && m_position.Magic()==m_magic) total++; if(total<6) { if(!RefreshRates()) { PrevBars=iTime(1); return; } if((sar_prev50 && (rsi_curr>rsi_prev && !CompareDoubles(rsi_curr,rsi_prev,m_symbol.Digits()))) { double sl=(InpStopLoss==0)?0.0:m_symbol.Ask()-ExtStopLoss; double tp=(InpTakeProfit==0)?0.0:m_symbol.Ask()+ExtTakeProfit; OpenBuy(sl,tp); } if((sar_prev>close && !CompareDoubles(close,sar_prev,m_symbol.Digits())) && sar_prev>sar_curr && rsi_curr<50 && (rsi_curr0) open=Open[0]; return(open); } //+------------------------------------------------------------------+ //| Get the High for specified bar index | //+------------------------------------------------------------------+ double iHigh(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT) { if(symbol==NULL) symbol=m_symbol.Name(); if(timeframe==0) timeframe=Period(); double High[1]; double high=0; int copied=CopyHigh(symbol,timeframe,index,1,High); if(copied>0) high=High[0]; return(high); } //+------------------------------------------------------------------+ //| Get Low for specified bar index | //+------------------------------------------------------------------+ double iLow(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT) { if(symbol==NULL) symbol=m_symbol.Name(); if(timeframe==0) timeframe=Period(); double Low[1]; double low=0; int copied=CopyLow(symbol,timeframe,index,1,Low); if(copied>0) low=Low[0]; return(low); } //+------------------------------------------------------------------+ //| Get Close for specified bar index | //+------------------------------------------------------------------+ double iClose(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT) { if(symbol==NULL) symbol=m_symbol.Name(); if(timeframe==0) timeframe=Period(); double Close[1]; double close=0; int copied=CopyClose(symbol,timeframe,index,1,Close); if(copied>0) close=Close[0]; return(close); } //+------------------------------------------------------------------+ //| Get Time for specified bar index | //+------------------------------------------------------------------+ datetime iTime(const int index,string symbol=NULL,ENUM_TIMEFRAMES timeframe=PERIOD_CURRENT) { if(symbol==NULL) symbol=m_symbol.Name(); if(timeframe==0) timeframe=Period(); datetime Time[1]; datetime time=0; int copied=CopyTime(symbol,timeframe,index,1,Time); if(copied>0) time=Time[0]; return(time); } //+------------------------------------------------------------------+ //| Get value of buffers for the iSAR | //+------------------------------------------------------------------+ double iSARGet(const int index) { double SAR[1]; //--- reset error code ResetLastError(); //--- fill a part of the iSARBuffer array with values from the indicator buffer that has 0 index if(CopyBuffer(handle_iSAR,0,index,1,SAR)<0) { //--- if the copying fails, tell the error code PrintFormat("Failed to copy data from the iSAR indicator, error code %d",GetLastError()); //--- quit with zero result - it means that the indicator is considered as not calculated return(0.0); } return(SAR[0]); } //+------------------------------------------------------------------+ //| Get value of buffers for the iRSI | //+------------------------------------------------------------------+ double iRSIGet(const int index) { double RSI[1]; //--- reset error code ResetLastError(); //--- fill a part of the iRSI array with values from the indicator buffer that has 0 index if(CopyBuffer(handle_iRSI,0,index,1,RSI)<0) { //--- if the copying fails, tell the error code PrintFormat("Failed to copy data from the iRSI indicator, error code %d",GetLastError()); //--- quit with zero result - it means that the indicator is considered as not calculated return(0.0); } return(RSI[0]); } //+------------------------------------------------------------------+ //| Compare doubles | //+------------------------------------------------------------------+ bool CompareDoubles(double number1,double number2,int digits) { if(NormalizeDouble(number1-number2,digits)==0) return(true); else return(false); } //+------------------------------------------------------------------+ //| Open Buy position | //+------------------------------------------------------------------+ void OpenBuy(double sl,double tp) { sl=m_symbol.NormalizePrice(sl); tp=m_symbol.NormalizePrice(tp); double check_open_long_lot=m_money.CheckOpenLong(m_symbol.Ask(),sl); //Print("sl=",DoubleToString(sl,m_symbol.Digits()), // ", CheckOpenLong: ",DoubleToString(check_open_long_lot,2), // ", Balance: ", DoubleToString(m_account.Balance(),2), // ", Equity: ", DoubleToString(m_account.Equity(),2), // ", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2)); if(check_open_long_lot==0.0) return; //--- check volume before OrderSend to avoid "not enough money" error (CTrade) double check_volume_lot=m_trade.CheckVolume(m_symbol.Name(),check_open_long_lot,m_symbol.Ask(),ORDER_TYPE_BUY); if(check_volume_lot!=0.0) if(check_volume_lot>=check_open_long_lot) { if(m_trade.Buy(check_open_long_lot,NULL,m_symbol.Ask(),sl,tp)) { if(m_trade.ResultDeal()==0) { Print("#1 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(), ", description of result: ",m_trade.ResultRetcodeDescription()); PrintResult(m_trade,m_symbol); } else { Print("#2 Buy -> true. Result Retcode: ",m_trade.ResultRetcode(), ", description of result: ",m_trade.ResultRetcodeDescription()); PrintResult(m_trade,m_symbol); } } else { Print("#3 Buy -> false. Result Retcode: ",m_trade.ResultRetcode(), ", description of result: ",m_trade.ResultRetcodeDescription()); PrintResult(m_trade,m_symbol); } } //--- } //+------------------------------------------------------------------+ //| Open Sell position | //+------------------------------------------------------------------+ void OpenSell(double sl,double tp) { sl=m_symbol.NormalizePrice(sl); tp=m_symbol.NormalizePrice(tp); double check_open_short_lot=m_money.CheckOpenShort(m_symbol.Bid(),sl); //Print("sl=",DoubleToString(sl,m_symbol.Digits()), // ", CheckOpenLong: ",DoubleToString(check_open_short_lot,2), // ", Balance: ", DoubleToString(m_account.Balance(),2), // ", Equity: ", DoubleToString(m_account.Equity(),2), // ", FreeMargin: ", DoubleToString(m_account.FreeMargin(),2)); if(check_open_short_lot==0.0) return; //--- check volume before OrderSend to avoid "not enough money" error (CTrade) double check_volume_lot=m_trade.CheckVolume(m_symbol.Name(),check_open_short_lot,m_symbol.Bid(),ORDER_TYPE_SELL); if(check_volume_lot!=0.0) if(check_volume_lot>=check_open_short_lot) { if(m_trade.Sell(check_open_short_lot,NULL,m_symbol.Bid(),sl,tp)) { if(m_trade.ResultDeal()==0) { Print("#1 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(), ", description of result: ",m_trade.ResultRetcodeDescription()); PrintResult(m_trade,m_symbol); } else { Print("#2 Sell -> true. Result Retcode: ",m_trade.ResultRetcode(), ", description of result: ",m_trade.ResultRetcodeDescription()); PrintResult(m_trade,m_symbol); } } else { Print("#3 Sell -> false. Result Retcode: ",m_trade.ResultRetcode(), ", description of result: ",m_trade.ResultRetcodeDescription()); PrintResult(m_trade,m_symbol); } } //--- } //+------------------------------------------------------------------+ //| Print CTrade result | //+------------------------------------------------------------------+ void PrintResult(CTrade &trade,CSymbolInfo &symbol) { Print("Code of request result: "+IntegerToString(trade.ResultRetcode())); Print("code of request result: "+trade.ResultRetcodeDescription()); Print("deal ticket: "+IntegerToString(trade.ResultDeal())); Print("order ticket: "+IntegerToString(trade.ResultOrder())); Print("volume of deal or order: "+DoubleToString(trade.ResultVolume(),2)); Print("price, confirmed by broker: "+DoubleToString(trade.ResultPrice(),symbol.Digits())); Print("current bid price: "+DoubleToString(trade.ResultBid(),symbol.Digits())); Print("current ask price: "+DoubleToString(trade.ResultAsk(),symbol.Digits())); Print("broker comment: "+trade.ResultComment()); //DebugBreak(); } //+------------------------------------------------------------------+ //| Trailing | //+------------------------------------------------------------------+ void Trailing() { if(InpTrailingStop==0) return; for(int i=PositionsTotal()-1;i>=0;i--) // returns the number of open positions if(m_position.SelectByIndex(i)) if(m_position.Symbol()==m_symbol.Name() && m_position.Magic()==m_magic) { if(m_position.PositionType()==POSITION_TYPE_BUY) { if(m_position.PriceCurrent()-m_position.PriceOpen()>ExtTrailingStop+ExtTrailingStep) if(m_position.StopLoss() false. Result Retcode: ",m_trade.ResultRetcode(), ", description of result: ",m_trade.ResultRetcodeDescription()); continue; } } else { if(m_position.PriceOpen()-m_position.PriceCurrent()>ExtTrailingStop+ExtTrailingStep) if((m_position.StopLoss()>(m_position.PriceCurrent()+(ExtTrailingStop+ExtTrailingStep))) || (m_position.StopLoss()==0)) { if(!m_trade.PositionModify(m_position.Ticket(), m_symbol.NormalizePrice(m_position.PriceCurrent()+ExtTrailingStop), m_position.TakeProfit())) Print("Modify ",m_position.Ticket(), " Position -> false. Result Retcode: ",m_trade.ResultRetcode(), ", description of result: ",m_trade.ResultRetcodeDescription()); } } } } //+------------------------------------------------------------------+