|
|
@@ -9,6 +9,8 @@
|
|
9
|
9
|
#include <Trade\Trade.mqh>
|
|
10
|
10
|
CTrade trade;
|
|
11
|
11
|
#resource "\\Indicators\\SequentialVolumeProfileWithFVG.ex5"
|
|
|
12
|
+#define previousBullish "previousBullish"
|
|
|
13
|
+#define previousBearish "previousBearish"
|
|
12
|
14
|
//+------------------------------------------------------------------+
|
|
13
|
15
|
//| Expert initialization function |
|
|
14
|
16
|
//+------------------------------------------------------------------+
|
|
|
@@ -20,15 +22,21 @@ enum lotcalculator
|
|
20
|
22
|
};
|
|
21
|
23
|
enum tp_options
|
|
22
|
24
|
{
|
|
23
|
|
- zone_based,
|
|
24
|
|
- risk_reward_based,
|
|
|
25
|
+ zone_based, // Zone Based Tp
|
|
|
26
|
+ risk_reward_based, // Risk to Reward
|
|
|
27
|
+ };
|
|
|
28
|
+enum sl_options
|
|
|
29
|
+ {
|
|
|
30
|
+ zone_based_sl, // Zone Based Sl
|
|
|
31
|
+ fvg_third, // FVG third candle high and low + buffer
|
|
25
|
32
|
};
|
|
26
|
33
|
|
|
27
|
34
|
sinput string string_0 = "<><><><><><> General SETTINGS <><><><><><>"; //__
|
|
28
|
35
|
input int magic_no = 333; // Magic no
|
|
29
|
36
|
input tp_options select_tp = zone_based; // Select Tp
|
|
30
|
|
-input double stoploss = 10; // Fixed Stop Loss in Pips
|
|
31
|
|
-input double takeprofit = 10; // Fixed Take Profit in Pips
|
|
|
37
|
+input sl_options select_sl = zone_based_sl; // Select Sl
|
|
|
38
|
+input double stoploss = 4; // FVG Third High/Low Stop Loss in Buffer
|
|
|
39
|
+input double tpMultiplier = 2; // Take Profit Multiplier Risk to Reward
|
|
32
|
40
|
|
|
33
|
41
|
input string string_0_3 = "<><><><><><> Lot Management<><><><><><>"; //__
|
|
34
|
42
|
input double lot_size = 0.1; // Lot Size
|
|
|
@@ -63,6 +71,10 @@ input color BearishFVGColor = clrDeepPink;
|
|
63
|
71
|
input double MinFVGSize = 0.0; // Minimum FVG size in points (0 = any size)
|
|
64
|
72
|
input int MaxBarsBack = 300; // How many bars to look back for FVG
|
|
65
|
73
|
|
|
|
74
|
+input string fvg_setting = "<><><><><> FVG Color Setting <><><><><>"; //_
|
|
|
75
|
+input color bullish_color = clrAqua; // Bullish FVG Color
|
|
|
76
|
+input color bearish_color = clrYellow; // Bearish FVG Color
|
|
|
77
|
+
|
|
66
|
78
|
|
|
67
|
79
|
// Global Variables
|
|
68
|
80
|
int sequential_handler;
|
|
|
@@ -130,33 +142,42 @@ void OnTick()
|
|
130
|
142
|
double absHigh = lines("AbsHigh");
|
|
131
|
143
|
double absLow = lines("AbsLow");
|
|
132
|
144
|
|
|
133
|
|
-
|
|
134
|
|
-
|
|
135
|
|
-
|
|
136
|
145
|
// Print("Val: ", val, " Vah: ", vah, " AbsHigh: ", absHigh, " AbsLow: ", absLow);
|
|
137
|
146
|
double Ask = SymbolInfoDouble(Symbol(),SYMBOL_ASK);
|
|
138
|
147
|
double Bid = SymbolInfoDouble(Symbol(),SYMBOL_BID);
|
|
139
|
148
|
timeConversion();
|
|
140
|
|
-// Comment(" Start Time: ", startTradingTime, " Close time: ", endTradingTime);
|
|
|
149
|
+
|
|
141
|
150
|
if((EnableTimeFilter && TimeCurrent() >= startTradingTime && TimeCurrent() < endTradingTime) || !EnableTimeFilter)
|
|
142
|
151
|
{
|
|
143
|
|
- if(todayTradesCount(DEAL_TYPE_BUY) == 0)
|
|
|
152
|
+ if(newBar())
|
|
144
|
153
|
{
|
|
145
|
|
- if(Ask < val && Ask > absLow)
|
|
|
154
|
+ string gapCreated = fvg_gap();
|
|
|
155
|
+ if(todayTradesCount(DEAL_TYPE_BUY) == 0)
|
|
146
|
156
|
{
|
|
147
|
|
- //if(fvgOverLap("VProfFVG_up_", val))
|
|
|
157
|
+ if(gapCreated == previousBullish)
|
|
148
|
158
|
{
|
|
149
|
|
- placeBuyTrade();
|
|
|
159
|
+ double open_2 = iOpen(Symbol(), PERIOD_CURRENT, 2);
|
|
|
160
|
+ double close_2 = iClose(Symbol(), PERIOD_CURRENT, 2);
|
|
|
161
|
+ double upper_price = MathMax(open_2, close_2);
|
|
|
162
|
+ double lower_price = MathMin(open_2, close_2);
|
|
|
163
|
+ if(((upper_price > val) && (lower_price < val)) || ((upper_price < val) && (lower_price < val)))
|
|
|
164
|
+ {
|
|
|
165
|
+ placeBuyTrade();
|
|
|
166
|
+ }
|
|
150
|
167
|
}
|
|
151
|
168
|
}
|
|
152
|
|
- }
|
|
153
|
|
- if(todayTradesCount(DEAL_TYPE_SELL) == 0)
|
|
154
|
|
- {
|
|
155
|
|
- if(Bid > vah && Bid < absHigh)
|
|
|
169
|
+ if(todayTradesCount(DEAL_TYPE_SELL) == 0)
|
|
156
|
170
|
{
|
|
157
|
|
- //if(fvgOverLap("VProfFVG_dn_", vah))
|
|
|
171
|
+ if(gapCreated == previousBearish)
|
|
158
|
172
|
{
|
|
159
|
|
- placeSellTrade();
|
|
|
173
|
+ double open_2 = iOpen(Symbol(), PERIOD_CURRENT, 2);
|
|
|
174
|
+ double close_2 = iClose(Symbol(), PERIOD_CURRENT, 2);
|
|
|
175
|
+ double upper_price = MathMax(open_2, close_2);
|
|
|
176
|
+ double lower_price = MathMin(open_2, close_2);
|
|
|
177
|
+ if(((upper_price > vah) && (lower_price < vah)) || ((upper_price > vah) && (lower_price > vah)))
|
|
|
178
|
+ {
|
|
|
179
|
+ placeSellTrade();
|
|
|
180
|
+ }
|
|
160
|
181
|
}
|
|
161
|
182
|
}
|
|
162
|
183
|
}
|
|
|
@@ -278,25 +299,38 @@ void placeBuyTrade()
|
|
278
|
299
|
double Ask = SymbolInfoDouble(Symbol(),SYMBOL_ASK);
|
|
279
|
300
|
double Bid = SymbolInfoDouble(Symbol(),SYMBOL_BID);
|
|
280
|
301
|
|
|
281
|
|
- if(stoploss != 0)
|
|
|
302
|
+//if(stoploss != 0)
|
|
|
303
|
+// {
|
|
|
304
|
+// buySL = Ask - (stoploss * 10 * Point());
|
|
|
305
|
+// }
|
|
|
306
|
+ if(select_sl == zone_based_sl)
|
|
282
|
307
|
{
|
|
283
|
|
- buySL = Ask - (stoploss * 10 * Point());
|
|
|
308
|
+ buySL = lines("AbsLow");
|
|
|
309
|
+ }
|
|
|
310
|
+ if(select_sl == fvg_third)
|
|
|
311
|
+ {
|
|
|
312
|
+ //if(stoploss != 0)
|
|
|
313
|
+ {
|
|
|
314
|
+ buySL = iLow(Symbol(), PERIOD_CURRENT, 3) - (stoploss * 10 * Point());
|
|
|
315
|
+ }
|
|
284
|
316
|
}
|
|
285
|
317
|
if(select_tp == zone_based)
|
|
286
|
318
|
{
|
|
287
|
319
|
buyTp = lines("VAH");
|
|
288
|
320
|
}
|
|
289
|
|
- //if(select_tp == risk_reward_based)
|
|
290
|
|
- // {
|
|
291
|
|
- //distance = ((price - buySl) / Point());
|
|
292
|
|
- //distance = (distance * tpMultiplier);
|
|
293
|
|
- // }
|
|
|
321
|
+ if(select_tp == risk_reward_based)
|
|
|
322
|
+ {
|
|
|
323
|
+ double distance = MathAbs((Ask - buySL) / Point());
|
|
|
324
|
+ distance = (distance * tpMultiplier);
|
|
|
325
|
+ buyTp = Ask + (distance * Point());
|
|
|
326
|
+ }
|
|
294
|
327
|
//if(takeprofit != 0)
|
|
295
|
328
|
// {
|
|
296
|
329
|
// buyTp = Ask + (takeprofit * 10 * Point());
|
|
297
|
330
|
// }
|
|
298
|
331
|
|
|
299
|
|
- if(trade.PositionOpen(Symbol(),ORDER_TYPE_BUY,getlot(stoploss * 10),Ask,buySL,buyTp,"Buy Trade Placed"))
|
|
|
332
|
+ double distance_sl = MathAbs((Ask - buySL) / Point());
|
|
|
333
|
+ if(trade.PositionOpen(Symbol(),ORDER_TYPE_BUY,getlot(distance_sl),Ask,buySL,buyTp,"Buy Trade Placed"))
|
|
300
|
334
|
{
|
|
301
|
335
|
Print("Buy Trade Placed: ",trade.ResultOrder());
|
|
302
|
336
|
}
|
|
|
@@ -316,16 +350,40 @@ void placeSellTrade()
|
|
316
|
350
|
double Ask = SymbolInfoDouble(Symbol(),SYMBOL_ASK);
|
|
317
|
351
|
double Bid = SymbolInfoDouble(Symbol(),SYMBOL_BID);
|
|
318
|
352
|
|
|
319
|
|
- if(stoploss != 0)
|
|
|
353
|
+//if(stoploss != 0)
|
|
|
354
|
+// {
|
|
|
355
|
+// sellSL = Bid + (stoploss * 10 * Point());
|
|
|
356
|
+// }
|
|
|
357
|
+ if(select_sl == zone_based_sl)
|
|
|
358
|
+ {
|
|
|
359
|
+ sellSL = lines("AbsHigh");
|
|
|
360
|
+ }
|
|
|
361
|
+
|
|
|
362
|
+ if(select_sl == fvg_third)
|
|
|
363
|
+ {
|
|
|
364
|
+ //if(stoploss != 0)
|
|
|
365
|
+ {
|
|
|
366
|
+ sellSL = iHigh(Symbol(), PERIOD_CURRENT, 3) + (stoploss * 10 * Point());
|
|
|
367
|
+ }
|
|
|
368
|
+ }
|
|
|
369
|
+//if(takeprofit != 0)
|
|
|
370
|
+// {
|
|
|
371
|
+// sellTp = Bid - (takeprofit * 10 * Point());
|
|
|
372
|
+// }
|
|
|
373
|
+
|
|
|
374
|
+ if(select_tp == zone_based)
|
|
320
|
375
|
{
|
|
321
|
|
- sellSL = Bid + (stoploss * 10 * Point());
|
|
|
376
|
+ sellTp = lines("VAL");
|
|
322
|
377
|
}
|
|
323
|
|
- if(takeprofit != 0)
|
|
|
378
|
+ if(select_tp == risk_reward_based)
|
|
324
|
379
|
{
|
|
325
|
|
- sellTp = Bid - (takeprofit * 10 * Point());
|
|
|
380
|
+ double distance = MathAbs((Bid - sellSL) / Point());
|
|
|
381
|
+ distance = (distance * tpMultiplier);
|
|
|
382
|
+ sellTp = Bid - (distance * Point());
|
|
326
|
383
|
}
|
|
327
|
384
|
|
|
328
|
|
- if(trade.PositionOpen(Symbol(),ORDER_TYPE_SELL,getlot(stoploss * 10),Bid,sellSL,sellTp,"Sell Trade Placed"))
|
|
|
385
|
+ double distance_sl = MathAbs((Bid - sellSL) / Point());
|
|
|
386
|
+ if(trade.PositionOpen(Symbol(),ORDER_TYPE_SELL,getlot(distance_sl),Bid,sellSL,sellTp,"Sell Trade Placed"))
|
|
329
|
387
|
{
|
|
330
|
388
|
Print("Sell Trade PLaced: ",trade.ResultOrder());
|
|
331
|
389
|
}
|
|
|
@@ -386,4 +444,122 @@ double getlot(double stop_loss)
|
|
386
|
444
|
//+------------------------------------------------------------------+
|
|
387
|
445
|
//| |
|
|
388
|
446
|
//+------------------------------------------------------------------+
|
|
|
447
|
+string check_bearish_bullish()
|
|
|
448
|
+ {
|
|
|
449
|
+
|
|
|
450
|
+ int bullishCount = 0;
|
|
|
451
|
+ int bearishCount = 0;
|
|
|
452
|
+
|
|
|
453
|
+ for(int i = 1; i <= 3; i++)
|
|
|
454
|
+ {
|
|
|
455
|
+ double open = iOpen(Symbol(), PERIOD_CURRENT, i);
|
|
|
456
|
+ double close = iClose(Symbol(), PERIOD_CURRENT, i);
|
|
|
457
|
+
|
|
|
458
|
+ if(close > open)
|
|
|
459
|
+ {
|
|
|
460
|
+ bullishCount++;
|
|
|
461
|
+ }
|
|
|
462
|
+ else
|
|
|
463
|
+ if(close < open)
|
|
|
464
|
+ {
|
|
|
465
|
+ bearishCount++;
|
|
|
466
|
+ }
|
|
|
467
|
+ }
|
|
|
468
|
+
|
|
|
469
|
+// Output the result
|
|
|
470
|
+ if(bullishCount > bearishCount)
|
|
|
471
|
+ {
|
|
|
472
|
+ return previousBullish;
|
|
|
473
|
+ }
|
|
|
474
|
+ else
|
|
|
475
|
+ if(bearishCount > bullishCount)
|
|
|
476
|
+ {
|
|
|
477
|
+ return previousBearish;
|
|
|
478
|
+ }
|
|
|
479
|
+ else
|
|
|
480
|
+ {
|
|
|
481
|
+ return NULL;
|
|
|
482
|
+ }
|
|
|
483
|
+
|
|
|
484
|
+ }
|
|
|
485
|
+//+------------------------------------------------------------------+
|
|
|
486
|
+//| |
|
|
|
487
|
+//+------------------------------------------------------------------+
|
|
|
488
|
+string fvg_gap()
|
|
|
489
|
+ {
|
|
|
490
|
+//Print("Imbalance: ");
|
|
|
491
|
+ if(check_bearish_bullish() == previousBullish)
|
|
|
492
|
+ {
|
|
|
493
|
+ if(iLow(Symbol(), PERIOD_CURRENT, 1) > iHigh(Symbol(), PERIOD_CURRENT, 3))
|
|
|
494
|
+ {
|
|
|
495
|
+ //double fvg_body = imbalance_gap * 10; // FVG Body
|
|
|
496
|
+ double fvg_size = MathAbs((iLow(Symbol(), PERIOD_CURRENT, 1) - iHigh(Symbol(), PERIOD_CURRENT, 3))/Point());
|
|
|
497
|
+ //fvg_size = fvg_size * 10 * Point();
|
|
|
498
|
+
|
|
|
499
|
+ //if(fvg_size > fvg_body)
|
|
|
500
|
+ {
|
|
|
501
|
+ if(!ObjectCreate(0, "Buy" + (string) TimeCurrent(), OBJ_RECTANGLE, 0, iTime(Symbol(), PERIOD_CURRENT, 3), iHigh(Symbol(), PERIOD_CURRENT, 3), iTime(Symbol(), PERIOD_CURRENT, 1), iLow(Symbol(), PERIOD_CURRENT, 1)))
|
|
|
502
|
+ {
|
|
|
503
|
+ Print(" Error in Drawing Buy Rectangle : "," rectangle "+(string)iTime(Symbol(),PERIOD_CURRENT,1)," ",GetLastError());
|
|
|
504
|
+ }
|
|
|
505
|
+ else
|
|
|
506
|
+ {
|
|
|
507
|
+ ObjectSetInteger(0, "Buy"+ (string) TimeCurrent(), OBJPROP_COLOR, bullish_color);
|
|
|
508
|
+ ObjectSetInteger(0,"Buy"+ (string) TimeCurrent(), OBJPROP_FILL, true);
|
|
|
509
|
+ //ObjectSetInteger(0,"Range",OBJPROP_BACK,false);
|
|
|
510
|
+ Print("Bullish Fvg Body Size: ", fvg_size, " Name: ", "Buy" + (string) TimeCurrent());
|
|
|
511
|
+ return previousBullish;
|
|
|
512
|
+ }
|
|
|
513
|
+ }
|
|
|
514
|
+ }
|
|
|
515
|
+ }
|
|
|
516
|
+ if(check_bearish_bullish() == previousBearish)
|
|
|
517
|
+ {
|
|
|
518
|
+ if(iLow(Symbol(), PERIOD_CURRENT, 3) > iHigh(Symbol(), PERIOD_CURRENT, 1))
|
|
|
519
|
+ {
|
|
|
520
|
+ //double fvg_body = imbalance_gap * 10; // FVG Body
|
|
|
521
|
+ double fvg_size = MathAbs((iLow(Symbol(), PERIOD_CURRENT, 3) - iHigh(Symbol(), PERIOD_CURRENT, 1))/Point());
|
|
|
522
|
+ //fvg_size = fvg_size * 10 * Point();
|
|
|
523
|
+
|
|
|
524
|
+ //if(fvg_size > fvg_body)
|
|
|
525
|
+ {
|
|
|
526
|
+
|
|
|
527
|
+ if(!ObjectCreate(0, "Sell" + (string) TimeCurrent(), OBJ_RECTANGLE, 0, iTime(Symbol(), PERIOD_CURRENT, 3), iLow(Symbol(), PERIOD_CURRENT, 3), iTime(Symbol(), PERIOD_CURRENT, 1), iHigh(Symbol(), PERIOD_CURRENT, 1)))
|
|
|
528
|
+ {
|
|
|
529
|
+ Print(" Error in Drawing Sell Rectangle : "," rectangle "+(string)iTime(Symbol(),PERIOD_CURRENT,1)," ",GetLastError());
|
|
|
530
|
+ }
|
|
|
531
|
+ else
|
|
|
532
|
+ {
|
|
|
533
|
+ ObjectSetInteger(0, "Sell"+ (string) TimeCurrent(), OBJPROP_COLOR, bearish_color);
|
|
|
534
|
+ ObjectSetInteger(0,"Sell"+ (string) TimeCurrent(), OBJPROP_FILL, true);
|
|
|
535
|
+ //ObjectSetInteger(0,"Range",OBJPROP_BACK,false);
|
|
|
536
|
+ Print("Bearish Fvg Body Size: ", fvg_size, " Name: ", "Buy" + (string) TimeCurrent());
|
|
|
537
|
+ return previousBearish;
|
|
|
538
|
+ }
|
|
|
539
|
+ }
|
|
|
540
|
+ }
|
|
|
541
|
+ }
|
|
|
542
|
+ return NULL;
|
|
|
543
|
+ }
|
|
|
544
|
+//+------------------------------------------------------------------+
|
|
|
545
|
+//| |
|
|
|
546
|
+//+------------------------------------------------------------------+
|
|
|
547
|
+bool newBar()
|
|
|
548
|
+ {
|
|
|
549
|
+ static datetime lastbar;
|
|
|
550
|
+ datetime curbar = iTime(Symbol(), PERIOD_CURRENT, 0);
|
|
|
551
|
+ if(lastbar != curbar)
|
|
|
552
|
+ {
|
|
|
553
|
+ lastbar = curbar;
|
|
|
554
|
+ Print("<<<<<<<<>>>>>>>>>>>>New Bar Time V1.1. ", curbar, "<<<<<<<<>>>>>>>>>>>>");
|
|
|
555
|
+ return (true);
|
|
|
556
|
+ }
|
|
|
557
|
+ else
|
|
|
558
|
+ {
|
|
|
559
|
+ return (false);
|
|
|
560
|
+ }
|
|
|
561
|
+ }
|
|
|
562
|
+//+------------------------------------------------------------------+
|
|
|
563
|
+//| |
|
|
|
564
|
+//+------------------------------------------------------------------+
|
|
389
|
565
|
//+------------------------------------------------------------------+
|