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LRCUTB.mq5
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LRCUTB.mq5
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//+------------------------------------------------------------------+
//| LRCUTB.mq5 |
//| Copyright 2023, Geraked |
//| https://github.com/geraked |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, Geraked"
#property link "https://github.com/geraked"
#property version "1.4"
#property description "A strategy using Linear Regression Candles and UT Bot Alerts"
#property description "AUDCAD-15M 2019.01.01 - 2023.10.30"
#include <EAUtils.mqh>
input group "Indicator Parameters"
input int LrLen = 11; // LRC Period
input int LrSmaLen = 7; // LRC Signal Period
input double UtbAtrCoef = 2; // UTB ATR Coefficient (Sensitivity)
input int UtbAtrLen = 1; // UTB ATR Period
input group "General"
input double TPCoef = 1.0; // TP Coefficient
input ENUM_SL SLType = SL_SWING; // SL Type
input int SLLookback = 10; // SL Look Back
input int SLDev = 100; // SL Deviation (Points)
input bool CloseOrders = false; // Check For Closing Conditions
input bool CloseOnProfit = true; // Close Only On Profit
input bool Reverse = false; // Reverse Signal
input group "Risk Management"
input double Risk = 0.6; // Risk
input ENUM_RISK RiskMode = RISK_DEFAULT; // Risk Mode
input bool IgnoreSL = false; // Ignore SL
input bool IgnoreTP = true; // Ignore TP
input bool Trail = true; // Trailing Stop
input double TrailingStopLevel = 50; // Trailing Stop Level (%) (0: Disable)
input double EquityDrawdownLimit = 0; // Equity Drawdown Limit (%) (0: Disable)
input group "Strategy: Grid"
input bool Grid = true; // Grid Enable
input double GridVolMult = 1.2; // Grid Volume Multiplier
input double GridTrailingStopLevel = 0; // Grid Trailing Stop Level (%) (0: Disable)
input int GridMaxLvl = 50; // Grid Max Levels
input group "News"
input bool News = false; // News Enable
input ENUM_NEWS_IMPORTANCE NewsImportance = NEWS_IMPORTANCE_MEDIUM; // News Importance
input int NewsMinsBefore = 60; // News Minutes Before
input int NewsMinsAfter = 60; // News Minutes After
input int NewsStartYear = 0; // News Start Year to Fetch for Backtesting (0: Disable)
input group "Open Position Limit"
input bool OpenNewPos = true; // Allow Opening New Position
input bool MultipleOpenPos = false; // Allow Having Multiple Open Positions
input double MarginLimit = 300; // Margin Limit (%) (0: Disable)
input int SpreadLimit = -1; // Spread Limit (Points) (-1: Disable)
input group "Auxiliary"
input int Slippage = 30; // Slippage (Points)
input int TimerInterval = 30; // Timer Interval (Seconds)
input ulong MagicNumber = 1003; // Magic Number
input ENUM_FILLING Filling = FILLING_DEFAULT; // Order Filling
GerEA ea;
datetime lastCandle;
datetime tc;
int BuffSize;
#define PATH_LRC "Indicators\\LinearRegressionCandles.ex5"
#define I_LRC "::" + PATH_LRC
#resource "\\" + PATH_LRC
int LRC_handle;
double LRC_O[], LRC_C[], LRC_S[];
#define PATH_UTB "Indicators\\UTBot.ex5"
#define I_UTB "::" + PATH_UTB
#resource "\\" + PATH_UTB
int UTB_handle;
double UTB_BULL[], UTB_BEAR[];
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool BuySignal() {
if (!(LRC_C[1] > LRC_O[1] && LRC_C[1] > LRC_S[1])) return false;
bool c = false;
for (int i = 1; i < 4; i++) {
if (UTB_BULL[i]) {
c = true;
break;
}
}
if (!c) return false;
double in = Ask();
double sl = BuySL(SLType, SLLookback, in, SLDev);
double tp = in + TPCoef * MathAbs(in - sl);
ea.BuyOpen(in, sl, tp, IgnoreSL, IgnoreTP);
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
bool SellSignal() {
if (!(LRC_C[1] < LRC_O[1] && LRC_C[1] < LRC_S[1])) return false;
bool c = false;
for (int i = 1; i < 4; i++) {
if (UTB_BEAR[i]) {
c = true;
break;
}
}
if (!c) return false;
double in = Bid();
double sl = SellSL(SLType, SLLookback, in, SLDev);
double tp = in - TPCoef * MathAbs(in - sl);
ea.SellOpen(in, sl, tp, IgnoreSL, IgnoreTP);
return true;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CheckClose() {
if (CloseOnProfit) {
double p = getProfit(ea.GetMagic()) - calcCost(ea.GetMagic());
if (p < 0) return;
}
if (LRC_C[2] > LRC_O[2] && LRC_C[1] < LRC_O[1])
ea.BuyClose();
if (LRC_C[2] < LRC_O[2] && LRC_C[1] > LRC_O[1])
ea.SellClose();
}
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit() {
ea.Init();
ea.SetMagic(MagicNumber);
ea.risk = Risk * 0.01;
ea.reverse = Reverse;
ea.trailingStopLevel = TrailingStopLevel * 0.01;
ea.grid = Grid;
ea.gridVolMult = GridVolMult;
ea.gridTrailingStopLevel = GridTrailingStopLevel * 0.01;
ea.gridMaxLvl = GridMaxLvl;
ea.equityDrawdownLimit = EquityDrawdownLimit * 0.01;
ea.slippage = Slippage;
ea.news = News;
ea.newsImportance = NewsImportance;
ea.newsMinsBefore = NewsMinsBefore;
ea.newsMinsAfter = NewsMinsAfter;
ea.filling = Filling;
ea.riskMode = RiskMode;
if (RiskMode == RISK_FIXED_VOL || RiskMode == RISK_MIN_AMOUNT) ea.risk = Risk;
if (News) fetchCalendarFromYear(NewsStartYear);
BuffSize = 4;
LRC_handle = iCustom(NULL, 0, I_LRC, LrLen, LrSmaLen);
UTB_handle = iCustom(NULL, 0, I_UTB, UtbAtrCoef, UtbAtrLen);
if (LRC_handle == INVALID_HANDLE || UTB_handle == INVALID_HANDLE) {
Print("Runtime error = ", GetLastError());
return INIT_FAILED;
}
EventSetTimer(TimerInterval);
return INIT_SUCCEEDED;
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason) {
EventKillTimer();
}
//+------------------------------------------------------------------+
//| Timer function |
//+------------------------------------------------------------------+
void OnTimer() {
datetime oldTc = tc;
tc = TimeCurrent();
if (tc == oldTc) return;
if (Trail) ea.CheckForTrail();
if (EquityDrawdownLimit) ea.CheckForEquity();
if (Grid) ea.CheckForGrid();
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick() {
if (lastCandle != Time(0)) {
lastCandle = Time(0);
if (CopyBuffer(LRC_handle, 0, 0, BuffSize, LRC_O) <= 0) return;
if (CopyBuffer(LRC_handle, 3, 0, BuffSize, LRC_C) <= 0) return;
if (CopyBuffer(LRC_handle, 5, 0, BuffSize, LRC_S) <= 0) return;
ArraySetAsSeries(LRC_O, true);
ArraySetAsSeries(LRC_C, true);
ArraySetAsSeries(LRC_S, true);
if (CopyBuffer(UTB_handle, 0, 0, BuffSize, UTB_BULL) <= 0) return;
if (CopyBuffer(UTB_handle, 1, 0, BuffSize, UTB_BEAR) <= 0) return;
ArraySetAsSeries(UTB_BULL, true);
ArraySetAsSeries(UTB_BEAR, true);
if (CloseOrders) CheckClose();
if (!OpenNewPos) return;
if (SpreadLimit != -1 && Spread() > SpreadLimit) return;
if (MarginLimit && PositionsTotal() > 0 && AccountInfoDouble(ACCOUNT_MARGIN_LEVEL) < MarginLimit) return;
if ((Grid || !MultipleOpenPos) && ea.OPTotal() > 0) return;
if (BuySignal()) return;
SellSignal();
}
}
//+------------------------------------------------------------------+