Tout idée d'amelioration de cet EA serait constructive et bien venue
Code
//+------------------------------------------------------------------+
//| BOLLINGER_KELTNER_ENVELOPES_BANDS_DIV_RSI_ATR_MARTINGALE.mq4 |
//| Copyright 2020, MetaQuotes Software Corp. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2020, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property strict
//+------------------------------------------------------------------+
//...EURUSD ...1MN
//+------------------------------------------------------------------+
extern string Expert_Advisor= "BOLLINGER_KELTNER_ENVELOPES_BANDS_DIV_RSI_ATR_MARTINGALE.mq4";
extern int MagicNumber=01022021;
extern string Lotsize_Factor = "Lotsize Factor";
extern double LotFactor =90; //Lotsize Factor
extern string Martingale_Power = "Martingale Power";
extern double MartingalePower=4.5;//Martingale Power
extern string Dynamic_Parameters = "Dynamic Parameters";
extern int atrMultipleSL=70;//Stop Loss
extern int atrMultipleTP=6;//Take Profit
extern int atrMultipleTS=41;//Trailing Stop
extern int PeriodATR=1;
extern int ShiftATR=0;
extern string slippage= "Slippage";
extern int Slippage=3;
extern string RSI_Levels = "RSI levels";
extern double Lowlevel=30;//RSI Level low
extern double Highlevel=54;//Rsi Level High
extern string Indicator_Period= "Indicator period";
extern int Indicatorperiod=10;//Period Indicators
extern string Bollinger_Bands= "Bollinger Bands";
extern int BBDeviation=2;//Bollinger Bands Deviation
extern string Keltner_Bands= "Keltner Bands";
extern double atrmultiplier=2;
extern string Envelopes= "Envelopes";
extern double EnvelopesDeviation = 0.04; // Deviation for the iEnvelopes indicator
extern string Candles_Retrace= "Candles retrace";
extern int CandlesToRetrace=9; //Num.Of Candles For Divergence
double lot;
double MarginFree; // Free margin in percentage
extern string Min_MarginLevel= " MinMarginLevel";
extern double MinMarginLevel = 100; // Lowest allowed Margin level for new positions to be opened.
int last_bar = 0;
double last_profit, last_lot;
int last_tip;
double ema0,atr0,imalow0,imahigh0,imadiff0,ema1,atr1,imalow1,imahigh1,imadiff1;
extern string Volumes = "Volumes";
extern int volume1=1;
extern int volume0=0;
extern int adxperiod= 50;
extern int adxthreshold=10;
//+------------------------------------------------------------------+
// expert start function
//+------------------------------------------------------------------+
int start()
{
//+------------------------------------------------------------------+
// Martingale (double Martingale)
//+------------------------------------------------------------------+
double Lot = (AccountEquity() * 0.01 /LotFactor);
if( OrdersTotal() == 0 && OrdersHistoryTotal() == 0) Lot = (AccountEquity() * 0.01 /LotFactor);
else if( OrdersTotal() == 0&& OrdersHistoryTotal() > 0 ) last_history_profit();
if( last_profit < 0 ) Lot = MartingalePower*last_lot;
if( last_profit > 0 ) Lot = (AccountEquity() * 0.01 /LotFactor);
//+------------------------------------------------------------------+
double MyPoint=Point;
if(Digits==3 || Digits==5) MyPoint=Point*10;
double TheStopLoss=0;
double TheTakeProfit=0;
//+------------------------------------------------------------------+
// Dynamic parameters
//+------------------------------------------------------------------+
double atr = iATR(NULL, 0, PeriodATR, ShiftATR);
double StopLoss = (atr * atrMultipleSL / Point);//Stoploss
double TakeProfit =(atr * atrMultipleTP / Point);//TakeProfit
double TrailingStop=(atr * atrMultipleTS / Point);//TrailingStop
//+------------------------------------------------------------------+
//Calculate and check spread
//+------------------------------------------------------------------+
double MaxSpreadInPoints = 30;
double Spread = Ask - Bid;
if(Spread>MaxSpreadInPoints*Point)
return(false);
//+------------------------------------------------------------------+
//MinMarginLevel
//+------------------------------------------------------------------+
double am = 0.000000001; // Set variable to a very small number
double marginlevel;
// Get the Free Margin
MarginFree = AccountFreeMargin();
// Calculate Margin level
if ( AccountMargin() != 0 )
am = AccountMargin();
marginlevel = AccountEquity() / am * 100;
// Free Margin is less than the value of MinMarginLevel, so no trading is allowed
if ( marginlevel < MinMarginLevel )
{
Comment ( "Warning! Free Margin " + DoubleToStr ( marginlevel, 2 ) + " is lower than MinMarginLevel!" );
Alert ( "Warning! Free Margin " + DoubleToStr ( marginlevel, 2 ) + " is lower than MinMarginLevel!" );
return(0);
}
//+------------------------------------------------------------------+
if( TotalOrdersCount()==0 )
{
//+------------------------------------------------------------------+
//keltner Bands
//+------------------------------------------------------------------+
ema0 = iMA(NULL, 0, Indicatorperiod, 0, MODE_EMA, PRICE_CLOSE, 0);
atr0 = iATR(NULL, 0, Indicatorperiod, 0);
imalow0 = ema0-(atr0*atrmultiplier);
imahigh0 = ema0+(atr0*atrmultiplier);
imadiff0 = imahigh0 - imalow0;//iMA
ema1 = iMA(NULL, 0,Indicatorperiod, 0, MODE_EMA, PRICE_CLOSE, 1);
atr1 = iATR(NULL, 0,Indicatorperiod, 1);
imalow1 = ema1-(atr1*atrmultiplier);
imahigh1 = ema1+(atr1*atrmultiplier);
imadiff1 = imahigh1 - imalow1;//iMA
int result=0;
//+------------------------------------------------------------------+
// Here is your open buy rule
//+------------------------------------------------------------------+
//Divergence RSI
if( RSI()==1)
//Keltner Bands
if((iMA(NULL,PERIOD_M1,1,0,MODE_EMA,PRICE_CLOSE,1)<imalow1)&&(iMA(NULL,PERIOD_M1,1,0,MODE_EMA,PRICE_CLOSE,0)>imalow0))
//Volumes (Volumes +ADX)
if((Volume[volume1]> Volume[volume0])
&&(iADX(Symbol(),0,adxperiod,PRICE_CLOSE,MODE_MAIN,0)> adxthreshold) )
//Bollinger Bands
if((iMA(NULL,PERIOD_M1,1,0,MODE_EMA,PRICE_CLOSE,1)<iBands(NULL,PERIOD_M1,Indicatorperiod,BBDeviation,0,PRICE_OPEN,MODE_LOWER,1))&&(iMA(NULL,PERIOD_M1,1,0,MODE_EMA,PRICE_CLOSE,0)>iBands(NULL,PERIOD_M1,Indicatorperiod,BBDeviation,0,PRICE_OPEN,MODE_LOWER,0))) // Here is your open buy rule
//Envelopes Bands
if((iMA(NULL,PERIOD_M1,1,0,MODE_EMA,PRICE_CLOSE,1)< iEnvelopes ( Symbol(), PERIOD_M1, Indicatorperiod, MODE_LWMA, 0, PRICE_OPEN, EnvelopesDeviation, MODE_LOWER, 1 ))
&&(iMA(NULL,PERIOD_M1,1,0,MODE_EMA,PRICE_CLOSE,0)> iEnvelopes ( Symbol(), PERIOD_M1, Indicatorperiod, MODE_LWMA, 0, PRICE_OPEN, EnvelopesDeviation, MODE_LOWER, 0 ))) // Here is your open buy rule
//RSI Levels
if((iRSI(NULL,0,Indicatorperiod,PRICE_CLOSE,1)<Lowlevel)&&(iRSI(NULL,0,Indicatorperiod,PRICE_CLOSE,0)>Lowlevel))
if (!IsTradeContextBusy() && IsTradeAllowed())
{
result=OrderSend(Symbol(),OP_BUY,Lot,Ask,Slippage,0,0,"BOLLINGER_BANDS_RSI_EA_V2",MagicNumber,0,Blue);
if(result>0)
{
TheStopLoss=0;
TheTakeProfit=0;
if(TakeProfit>0) TheTakeProfit=Bid+TakeProfit*MyPoint;
if(StopLoss>0) TheStopLoss=Bid-StopLoss*MyPoint;
if(OrderSelect(result,SELECT_BY_TICKET))
bool modif1=OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(TheStopLoss,Digits),NormalizeDouble(TheTakeProfit,Digits),0,Green);
}
return(0);
}
//+------------------------------------------------------------------+
// Here is your open Sell rule
//+------------------------------------------------------------------+
//Divergences RSI
if( RSI()==2)//divergence RSI
//Keltner bands
if((iMA(NULL,PERIOD_M1,1,0,MODE_EMA,PRICE_CLOSE,1)>imahigh1)&&(iMA(NULL,PERIOD_M1,1,0,MODE_EMA,PRICE_CLOSE,0)<imahigh0))
//Volume (Volumes + ADX)
if((Volume[volume1]> Volume[volume0])
&&(iADX(Symbol(),0,adxperiod,PRICE_CLOSE,MODE_MAIN,0)> adxthreshold) )
//Bollinger Bands
if((iMA(NULL,PERIOD_M1,1,0,MODE_EMA,PRICE_CLOSE,1)>iBands(NULL,PERIOD_M1,Indicatorperiod,BBDeviation,0,PRICE_OPEN,MODE_UPPER,1))&&(iMA(NULL,PERIOD_M1,1,0,MODE_EMA,PRICE_CLOSE,0)<iBands(NULL,PERIOD_M1,Indicatorperiod,BBDeviation,0,PRICE_OPEN,MODE_UPPER,0))) // Here is your open Sell rule
//Enveloppes bandes
if((iMA(NULL,PERIOD_M1,1,0,MODE_EMA,PRICE_CLOSE,1)>iEnvelopes ( Symbol(), PERIOD_M1, Indicatorperiod, MODE_LWMA, 0, PRICE_OPEN, EnvelopesDeviation, MODE_UPPER,1))
&&(iMA(NULL,PERIOD_M1,1,0,MODE_EMA,PRICE_CLOSE,0)<iEnvelopes ( Symbol(), PERIOD_M1, Indicatorperiod, MODE_LWMA, 0, PRICE_OPEN, EnvelopesDeviation, MODE_UPPER, 0))) // Here is your open Sell rule
//Rsi Level
if((iRSI(NULL,0,Indicatorperiod,PRICE_CLOSE,1)>Highlevel)&&(iRSI(NULL,0,Indicatorperiod,PRICE_CLOSE,0)<Highlevel))
if (!IsTradeContextBusy() && IsTradeAllowed())
{
result=OrderSend(Symbol(),OP_SELL,Lot,Bid,Slippage,0,0,"BOLLINGER_BANDS_RSI_EA_V2",MagicNumber,0,Red);
if(result>0)
{
TheStopLoss=0;
TheTakeProfit=0;
if(TakeProfit>0) TheTakeProfit=Ask-TakeProfit*MyPoint;
if(StopLoss>0) TheStopLoss=Ask+StopLoss*MyPoint;
if(OrderSelect(result,SELECT_BY_TICKET))
bool modif2= OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(TheStopLoss,Digits),NormalizeDouble(TheTakeProfit,Digits),0,Green);
}
return(0);
}
}
//+------------------------------------------------------------------+
//| Trailing Stop
//+------------------------------------------------------------------+
for(int cnt=0;cnt<OrdersTotal();cnt++)
{
if(OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES))
if(OrderType()<=OP_SELL &&
OrderSymbol()==Symbol() &&
OrderMagicNumber()==MagicNumber
)
{
if(OrderType()==OP_BUY)
{
if(TrailingStop>0)
{
if(Bid-OrderOpenPrice()>MyPoint*TrailingStop)
{
if(OrderStopLoss()<Bid-MyPoint*TrailingStop)
{
bool modif3=OrderModify(OrderTicket(),OrderOpenPrice(),Bid-TrailingStop*MyPoint,OrderTakeProfit(),0,Green);
return(0);
}
}
}
}
else
{
if(TrailingStop>0)
{
if((OrderOpenPrice()-Ask)>(MyPoint*TrailingStop))
{
if((OrderStopLoss()>(Ask+MyPoint*TrailingStop)) || (OrderStopLoss()==0))
{
bool modif4=OrderModify(OrderTicket(),OrderOpenPrice(),Ask+MyPoint*TrailingStop,OrderTakeProfit(),0,Red);
return(0);
}
}
}
}
}
}
return(0);
}
//+------------------------------------------------------------------+
int TotalOrdersCount()
{
int result=0;
for(int i=0;i<OrdersTotal();i++)
{
if(OrderSelect(i,SELECT_BY_POS ,MODE_TRADES))
if (OrderMagicNumber()==MagicNumber) result++;
}
return (result);
}
//+------------------------------------------------------------------+
//| Divergences RSI
//+------------------------------------------------------------------+
int RSI()
{
for(int i=CandlesToRetrace; i>=0; i--)
{
if(((iRSI(Symbol(),0,Indicatorperiod,PRICE_HIGH,1)<iRSI(Symbol(),0,Indicatorperiod,PRICE_HIGH,i))&& (High[1]>High[i]))
||((iRSI(Symbol(),0,Indicatorperiod,PRICE_HIGH,1)>iRSI(Symbol(),0,Indicatorperiod,PRICE_HIGH,i))&& (High[1]<High[i])))
{
return(1);
Comment("The trend is up");
}
else
if(((iRSI(Symbol(),0,Indicatorperiod,PRICE_LOW,1)>iRSI(Symbol(),0,Indicatorperiod,PRICE_TYPICAL,i))&& (Low[1]<Low[i]))
||((iRSI(Symbol(),0,Indicatorperiod,PRICE_LOW,1)<iRSI(Symbol(),0,Indicatorperiod,PRICE_LOW,i))&& (Low[1]>Low[i])))
{
return(2);
Comment("The trend is down");
}
}
return(0);
}
//+------------------------------------------------------------------+
// Martingale
//+------------------------------------------------------------------+
double last_history_profit()
{
double cpte_profit = 0; //int Magik_No = -1;
if( OrderSelect(OrdersHistoryTotal()-1,SELECT_BY_POS,MODE_HISTORY) )
{
if( OrderMagicNumber() == MagicNumber ) {
last_profit = OrderProfit();
last_lot = OrderLots();
last_tip = OrderType();
}
}
return(0);
}
//============================================================================
Modifié le 2021-02-01 14:40:43 par
lefeuvr3
: erreur balise
