Voici une base sur laquelle nous pouvons travailler de manière collaborative
https://www.forexfactory.com/thread/678949-ichimoku-ea-that-work
https://www.mql5.com/en/code/16972
https://www.forexfactory.com/thread/678949-ichimoku-ea-that-work
https://www.mql5.com/en/code/16972
Code
//+------------------------------------------------------------------+
//| Ichimoku Chinkou Cross Version 1.4.2 adds .5 profit take |
//| Copyright © 2013, EarnForex.com |
//| http://www.earnforex.com/ |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2013, EarnForex"
#property link "http://www.earnforex.com"
/*
Trades using Ichimoku Kinko Hyo indicator.
Implements Chinkou/Price cross strategy.
Chinkou crossing price (close) from below is a bullish signal.
Chinkou crossing price (close) from above is a bearish signal.
No SL/TP. Positions remain open from signal to signal.
Entry confirmed by current price above/below Kumo, latest Chinkou outside Kumo.
*/
//+------------------------------------------------------------------+
//|Mickers Mod:: anywhere I have modified the code I added my name in
//|the comments, hopefully I didnt leave anything out.
//|First I have added an RSI filter to the order setups. Buy only if rsi > 70
//|and sell if rsi < 30. I have found that the overbought area is where longer term
//|up trends happen and likewise oversold for down trends.
//|------
//|For closing orders I have added two more styles. A position is closed if
//|a hard stop loss is hit. The stop loss is input in the input settings
//|as a percentage value in decimal format. Example for a 2% risk the input
//|is .02 and the calculation for the stop loss is:
//| NormalizeDouble((AccountBalance() * orderStopLossRisk) / LotsOptimized(), 0)
//|or more simply put: accountBalance * risk / lots
//|The second way of closing is when the closing price closes below the Kijun-Sen for long
//|and price close above the Kijun-Sen for short positions
//+------------------------------------------------------------------+
// Main extern parameters
//+------------------------------------------------------------------+
//|Micker's Mod RSI filter inputs
//+------------------------------------------------------------------+
input int kumoThreshold=300;//minimum size of kumo to open an order
input int failSafe=0;//0 is off, >0 sets the break even n pips above the entry price
input double failSafeCloserMultiplier=.1;//the amount of lots that are closed if failsafe is on
extern double orderStopLossRisk=.02;//stop loss %risk of account balance entered in decimal format
//---end micker's mod
// Money management
extern double Lots=0.1; // Basic lot size
extern bool MM=true; // If true - ATR-based position sizing
extern int ATR_Period=14;
extern double ATR_Multiplier=1;
extern double Risk=2; // Risk tolerance in percentage points
extern double FixedBalance=0; // If greater than 0, position size calculator will use it instead of actual account balance.
extern double MoneyRisk=0; // Risk tolerance in base currency
extern bool UseMoneyInsteadOfPercentage=false;
extern bool UseEquityInsteadOfBalance=false;
extern int LotDigits=2; // How many digits after dot supported in lot size. For example, 2 for 0.01, 1 for 0.1, 3 for 0.001, etc.
// Miscellaneous
extern int Slippage=100; // Tolerated slippage in brokers' pips
// Common// Global variable
int Magic=2130512104; // Order magic number
string OrderCommentary="Ichimoku-Chinkou-Hyo";
int Tenkan = 9; // Tenkan line period. The fast "moving average".
int Kijun = 26; // Kijun line period. The slow "moving average".
int Senkou= 52; // Senkou period. Used for Kumo (Cloud) spans.
int LastBars=0;
bool HaveLongPosition;
bool HaveShortPosition;
double StopLoss; // Not actual stop-loss - just a potential loss of MM estimation.
// Entry signals
bool ChinkouPriceBull = false;
bool ChinkouPriceBear = false;
bool KumoBullConfirmation = false;
bool KumoBearConfirmation = false;
bool KumoChinkouBullConfirmation = false;
bool KumoChinkouBearConfirmation = false;
//+------------------------------------------------------------------+
//| Initialization |
//+------------------------------------------------------------------+
int init()
{
return(0);
}
//+------------------------------------------------------------------+
//| Deinitialization |
//+------------------------------------------------------------------+
int deinit()
{
return(0);
}
//+------------------------------------------------------------------+
//| Each tick |
//+------------------------------------------------------------------+
int start()
{
if((!IsTradeAllowed()) || (IsTradeContextBusy()) || (!IsConnected()) || ((!MarketInfo(Symbol(), MODE_TRADEALLOWED)) && (!IsTesting()))) return(0);
// Trade only if new bar has arrived
if(LastBars!=Bars) LastBars=Bars;
else return(0);
if(MM)
{
// Getting the potential loss value based on current ATR.
StopLoss=iATR(NULL,0,ATR_Period,1)*ATR_Multiplier;
}
// Chinkou/Price Cross
double ChinkouSpanLatest=iIchimoku(NULL,0,Tenkan,Kijun,Senkou,MODE_CHINKOUSPAN,Kijun+1); // Latest closed bar with Chinkou.
double ChinkouSpanPreLatest=iIchimoku(NULL,0,Tenkan,Kijun,Senkou,MODE_CHINKOUSPAN,Kijun+2); // Bar older than latest closed bar with Chinkou.
// Bullish entry condition
if((ChinkouSpanLatest>Close[Kijun+1]) && (ChinkouSpanPreLatest<=Close[Kijun+2]))
{
ChinkouPriceBull = true;
ChinkouPriceBear = false;
}
// Bearish entry condition
else if((ChinkouSpanLatest<Close[Kijun+1]) && (ChinkouSpanPreLatest>=Close[Kijun+2]))
{
ChinkouPriceBull = false;
ChinkouPriceBear = true;
}
else if(ChinkouSpanLatest==Close[Kijun+1]) // Voiding entry conditions if cross is ongoing.
{
ChinkouPriceBull = false;
ChinkouPriceBear = false;
}
//+------------------------------------------------------------------+
//|Micker's Mods indicator setups |
//+------------------------------------------------------------------+
double tenkanSen= iIchimoku(NULL,PERIOD_CURRENT,Tenkan,Kijun,Senkou,MODE_TENKANSEN,0);
double kijunSen = iIchimoku(NULL,PERIOD_CURRENT,Tenkan,Kijun,Senkou,MODE_KIJUNSEN,0);
double tenkanSenHist= iIchimoku(NULL,PERIOD_CURRENT,Tenkan,Kijun,Senkou,MODE_TENKANSEN,1);
double kijunSenHist = iIchimoku(NULL,PERIOD_CURRENT,Tenkan,Kijun,Senkou,MODE_KIJUNSEN,1);
double stopLoss1=0;
if(orderStopLossRisk>0) stopLoss1=NormalizeDouble((AccountBalance()*orderStopLossRisk)/LotsOptimized(),0);
double tenkanSen5=iIchimoku(NULL,PERIOD_CURRENT,Tenkan,Kijun,Senkou,MODE_TENKANSEN,1);
double slope=(tenkanSen-tenkanSen5)*1000;
int cnt;
int totally;
//---Labels
setLabel("Next lot size: "+LotsOptimized(),"Max Lot ",20,20,10,Black);
setLabel("Stop loss: "+stopLoss1,"stl ",20,40,10,Black);
setLabel("Risk: "+(orderStopLossRisk)*100+"% ","risk ",20,60,10,Black);
setLabel("Tenkan-Sen slope: "+slope,"tenkandigff ",20,120,10,Black);
setLabel("Chinkou Bull signal: "+ChinkouPriceBull,"chinkou bull sig ",200,20,10,Black);
setLabel("Chinkou Bear signal: "+ChinkouPriceBear,"chinkou bear sig ",200,40,10,Black);
setLabel("Kumo Bull Confirmation: "+KumoBullConfirmation,"kumo bull conf ",200,60,10,Black);
setLabel("Kumo Bear Confirmation: "+KumoBearConfirmation,"kumo bear conf ",200,80,10,Black);
setLabel("Kumo Chinkou Bull Confirmation: "+KumoChinkouBullConfirmation,"kumo chinkou bull conf ",200,100,10,Black);
setLabel("Kumo Chinkou Bear Confirmation: "+KumoChinkouBearConfirmation,"kumo chinkou bear conf ",200,120,10,Black);
if(failSafe>0) setLabel("Failsafe is ON ","failsafe ",20,80,10,Black);
else setLabel("Failsafe is OFF ","failsafe ",20,80,10,Black);
//+------------------------------------------------------------------+
//|End Micker's Mods setups |
//+------------------------------------------------------------------+
// Kumo confirmation. When cross is happening current price (latest close) should be above/below both Senkou Spans, or price should close above/below both Senkou Spans after a cross.
double SenkouSpanALatestByPrice = iIchimoku(NULL, 0, Tenkan, Kijun, Senkou, MODE_SENKOUSPANA, 1); // Senkou Span A at time of latest closed price bar.
double SenkouSpanBLatestByPrice = iIchimoku(NULL, 0, Tenkan, Kijun, Senkou, MODE_SENKOUSPANB, 1); // Senkou Span B at time of latest closed price bar.
if((Close[1]>SenkouSpanALatestByPrice) && (Close[1]>SenkouSpanBLatestByPrice)) KumoBullConfirmation=true;
else KumoBullConfirmation=false;
if((Close[1]<SenkouSpanALatestByPrice) && (Close[1]<SenkouSpanBLatestByPrice)) KumoBearConfirmation=true;
else KumoBearConfirmation=false;
// Kumo/Chinkou confirmation. When cross is happening Chinkou at its latest close should be above/below both Senkou Spans at that time, or it should close above/below both Senkou Spans after a cross.
double SenkouSpanALatestByChinkou = iIchimoku(NULL, 0, Tenkan, Kijun, Senkou, MODE_SENKOUSPANA, Kijun + 1); // Senkou Span A at time of latest closed bar of Chinkou span.
double SenkouSpanBLatestByChinkou = iIchimoku(NULL, 0, Tenkan, Kijun, Senkou, MODE_SENKOUSPANB, Kijun + 1); // Senkou Span B at time of latest closed bar of Chinkou span.
if((ChinkouSpanLatest>SenkouSpanALatestByChinkou) && (ChinkouSpanLatest>SenkouSpanBLatestByChinkou)) KumoChinkouBullConfirmation=true;
else KumoChinkouBullConfirmation=false;
if((ChinkouSpanLatest<SenkouSpanALatestByChinkou) && (ChinkouSpanLatest<SenkouSpanBLatestByChinkou)) KumoChinkouBearConfirmation=true;
else KumoChinkouBearConfirmation=false;
GetPositionStates();
//Micker's Mod close kijunSen closer and Kumo
double SenkouSpanALatestByPriceF = iIchimoku(NULL, 0, Tenkan, Kijun, Senkou, MODE_SENKOUSPANA, -25);
double SenkouSpanBLatestByPriceF = iIchimoku(NULL, 0, Tenkan, Kijun, Senkou, MODE_SENKOUSPANB, -25);
double kumo=(SenkouSpanALatestByPriceF-SenkouSpanBLatestByPriceF)*1000;
setLabel("Kumo: "+kumo,"kumo label ",20,100,10,Black);
//+------------------------------------------------------------------+
//|This closes an open position if the closing price is below the |
//|Kijun-sen for long and above the Kijun-sen for short |
//+------------------------------------------------------------------+
if(HaveLongPosition)
{
if(Close[1]<kijunSenHist)
{
ClosePrevious();
}
else
if(Bid<tenkanSen && failSafe>0)
{
totally=OrdersTotal();
for(cnt=0;cnt<totally;cnt++)
{
if(OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES)==true)
{
if(OrderType()==0 && OrderSymbol()==Symbol())
{
if(OrderStopLoss()<OrderOpenPrice())
{
if(!OrderClose(OrderTicket(),(OrderLots()*failSafeCloserMultiplier),Bid,Slippage,clrYellow))
{
Print("Order close error ",GetLastError());
}
if(!OrderModify(OrderTicket(),OrderOpenPrice(),failSafe*Point+OrderOpenPrice(),OrderTakeProfit(),0,clrRed))//failSafe*Point + OrderOpenPrice()
{
Print("OrderModify error ",GetLastError());
}
}
}
}
}
}
}
if(HaveShortPosition)
{
if(Close[1]>kijunSenHist)
{
ClosePrevious();
}
else
if(Bid>tenkanSen && failSafe>0)
{
totally=OrdersTotal();
for(cnt=0;cnt<totally;cnt++)
{
if(OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES)==true)
{
if(OrderType()==1 && OrderSymbol()==Symbol())
{
if(OrderStopLoss()>OrderOpenPrice())
{
if(!OrderClose(OrderTicket(),(OrderLots()*failSafeCloserMultiplier),Bid,Slippage,clrYellow))
{
Print("Order Close Error ",GetLastError());
}
if(!OrderModify(OrderTicket(),OrderOpenPrice(),OrderOpenPrice()-failSafe*Point,OrderTakeProfit(),0,clrRed))
{
Print("OrderModify error ",GetLastError());
}
}
}
}
}
}
}
//---end micker mod close kijunSen close--
if(ChinkouPriceBull)
{
if(HaveShortPosition) ClosePrevious();
if((KumoBullConfirmation) && (KumoChinkouBullConfirmation) && kumo>kumoThreshold)//Micker's Mod added RSI filter
{
ChinkouPriceBull=false;
fBuy(stopLoss1);
SendMail("Ichimoku Kinko Hyo Trade System", "A long position has been placed by the Ichimoku System on the " + Symbol() + " chart. ");
}
}
else if(ChinkouPriceBear)
{
if(HaveLongPosition) ClosePrevious();
if((KumoBearConfirmation) && (KumoChinkouBearConfirmation) && kumo<-kumoThreshold)//Micker's Mod added RSI filter
{
fSell(stopLoss1);
ChinkouPriceBear=false;
SendMail("Ichimoku Kinko Hyo Trade System", "A short position has been placed by the Ichimoku System on the " + Symbol() + " chart. ");
}
}
return(0);
}
//+------------------------------------------------------------------+
//| Check what position is currently open |
//+------------------------------------------------------------------+
void GetPositionStates()
{
int total=OrdersTotal();
for(int cnt=0; cnt<total; cnt++)
{
if(OrderSelect(cnt,SELECT_BY_POS,MODE_TRADES)==false) continue;
if(OrderMagicNumber()!=Magic) continue;
if(OrderSymbol()!=Symbol()) continue;
if(OrderType()==OP_BUY)
{
HaveLongPosition=true;
HaveShortPosition=false;
return;
}
else if(OrderType()==OP_SELL)
{
HaveLongPosition=false;
HaveShortPosition=true;
return;
}
}
HaveLongPosition=false;
HaveShortPosition=false;
}
//+------------------------------------------------------------------+
//| Buy |
//+------------------------------------------------------------------+
void fBuy(double stpL)//mickers mods added stpL to pass a stop loss value
{
RefreshRates();
double stop=0;
if(stpL>0) stop=Bid-stpL*Point;//mickersmod stop loss
int result= OrderSend(Symbol(),OP_BUY,LotsOptimized(),Ask,Slippage,stop,0,OrderCommentary,Magic);
if(result == -1)
{
int e=GetLastError();
Print("OrderSend Error: ",e);
}
}
//+------------------------------------------------------------------+
//| Sell |
//+------------------------------------------------------------------+
void fSell(double stpL)//mickers mods added stpL to pass a stop loss value
{
RefreshRates();
double stop=0;
if(stpL>0) stop=Ask+stpL*Point;//mickersmod stop loss
int result= OrderSend(Symbol(),OP_SELL,LotsOptimized(),Bid,Slippage,stop,0,OrderCommentary,Magic);
if(result == -1)
{
int e=GetLastError();
Print("OrderSend Error: ",e);
}
}
//+------------------------------------------------------------------+
//| Calculate position size depending on money management parameters.|
//+------------------------------------------------------------------+
double LotsOptimized()
{
if(!MM) return (Lots);
double Size,RiskMoney,PositionSize=0;
if(AccountCurrency() == "") return(0);
if(FixedBalance>0)
{
Size=FixedBalance;
}
else if(UseEquityInsteadOfBalance)
{
Size=AccountEquity();
}
else
{
Size=AccountBalance();
}
if(!UseMoneyInsteadOfPercentage) RiskMoney=Size*Risk/100;
else RiskMoney=MoneyRisk;
double UnitCost = MarketInfo(Symbol(), MODE_TICKVALUE);
double TickSize = MarketInfo(Symbol(), MODE_TICKSIZE);
if((StopLoss!=0) && (UnitCost!=0) && (TickSize!=0)) PositionSize=NormalizeDouble(RiskMoney/(StopLoss*UnitCost/TickSize),LotDigits);
if(PositionSize<MarketInfo(Symbol(),MODE_MINLOT)) PositionSize=MarketInfo(Symbol(),MODE_MINLOT);
else if(PositionSize>MarketInfo(Symbol(),MODE_MAXLOT)) PositionSize=MarketInfo(Symbol(),MODE_MAXLOT);
return(PositionSize);
}
//+------------------------------------------------------------------+
//| Close previous position |
//+------------------------------------------------------------------+
void ClosePrevious()
{
int total = OrdersTotal();
for(int i = 0; i < total; i++)
{
if(OrderSelect(i,SELECT_BY_POS)==false) continue;
if((OrderSymbol()==Symbol()) && (OrderMagicNumber()==Magic))
{
if(OrderType()==OP_BUY)
{
RefreshRates();
if(!OrderClose(OrderTicket(),OrderLots(),Bid,Slippage))
{
Print("Order close error ", GetLastError());
}
}
else if(OrderType()==OP_SELL)
{
RefreshRates();
if(!OrderClose(OrderTicket(),OrderLots(),Ask,Slippage))
{
Print("Order close error ", GetLastError());
}
}
}
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//|Micker's Mod custom functions |
//+------------------------------------------------------------------+
//+-----------For writing stuff on the screen-------------------------------------------------------+
string setLabel(string labelText,string name,int xdist,int ydist,int fontSize,color Color)
{
if(ObjectFind(name)!=-1) ObjectDelete(name);
ObjectCreate(name,OBJ_LABEL,0,0,0,0,0);
ObjectSetText(name,labelText,fontSize,"Arial",clrWhiteSmoke);
ObjectSet(name,OBJPROP_COLOR,Color);
ObjectSet(name,OBJPROP_CORNER,0);
ObjectSet(name,OBJPROP_XDISTANCE,xdist);
ObjectSet(name,OBJPROP_YDISTANCE,ydist);
return (true);
}
//+------------------------------------------------------------------+
