DT-RSI-EXP1_v1

//+------------------------------------------------------------------+
//|                                                  DT-RSI-EXP1.mq4 |
//|                      Copyright © 2005, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "klot"
#property link      "klot@mail.ru"
#define MAGICRSI  54321
//---- input parameters
extern int       PeriodRSI=47;
extern int       TimeFrameRSI=15;

//------------------------------
extern double TakeProfit = 76;
extern double StopLoss = 26;
extern double Lots = 0.1;
extern double TrailingStop = 0;

double BufferRSIUP[500];
double BufferRSIDW[500];

//+------------------------------------------------------------------+
//| expert initialization function                                   |
//+------------------------------------------------------------------+
int init()
  {
//---- 

   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert deinitialization function                                 |
//+------------------------------------------------------------------+
int deinit()
  {
//---- 
   
//----
   return(0);
  }
//+------------------------------------------------------------------+
//| expert start function                                            |
//+------------------------------------------------------------------+
int start()
  {
  //---- Êîíòðîëü îòêðûòûõ ïîçèöèé -----
int ticket,cnt;
bool sell=false; bool buy=false;
if (OrdersTotal()>0) 
 {
   for(cnt=0;cnt<OrdersTotal();cnt++)
   {
      OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
      if(OrderType()==OP_SELL &&   // check for opened position 
         OrderSymbol()==Symbol())  // check for symbol  
         sell=true;
      if(OrderType()==OP_BUY &&   // check for opened position 
         OrderSymbol()==Symbol())  // check for symbol  
         buy=true;
   }
 }
//----
         
double rsi1,rsi2,rsi3,vol1,vol2,vol3,vol4;
int i,k,pos1,pos2,pos3,pos4;
   for (i=0; i<500; i++) 
      { 
         rsi1=iRSI(NULL,TimeFrameRSI,PeriodRSI,PRICE_CLOSE,i+1);
         rsi2=iRSI(NULL,TimeFrameRSI,PeriodRSI,PRICE_CLOSE,i+2);
         rsi3=iRSI(NULL,TimeFrameRSI,PeriodRSI,PRICE_CLOSE,i+3);
         
         if  (rsi1<rsi2 && rsi2>=rsi3) BufferRSIUP[i+2]=rsi2; // Âåðõóøêè. RSI ïîâîðà÷èâàåò âíèç
         if  (rsi1>rsi2 && rsi2<=rsi3) BufferRSIDW[i+2]=rsi2; // Äîíûøêè. RSI ïîâîðà÷èâàåò ââåðõ
      }

//------ Ïîèñê âåðõóøåê ------
   k=0;
   for (i=0; i<500; i++)
      {
         if (BufferRSIUP[i]>40 && k==0) { vol1=BufferRSIUP[i]; pos1=i; k++;}
         if (BufferRSIUP[i]>60 && BufferRSIUP[i]>vol1 && k!=0) { vol2=BufferRSIUP[i]; pos2=i; k++;}
         if (k>1) break;
      }
   //----- Ïîèñê ìèíèìóìîâ íèæå 40
   // Åñëè ìåæäó âåðõóøêàìè åñòü ìèíèìóì íèæå 40, òî ëèíèþ òðåíäà íå ñòðîèì
   for (i=0; i<pos2; i++)
   {
   if ( BufferRSIDW[i]!=0 && BufferRSIDW[i]<40) {vol1=0; vol2=0;} 
   }
      
      //----- Ïîèñê äîíûøåê ------
    k=0;
   for (i=0; i<500; i++)
      {
         if (BufferRSIDW[i]<60 && BufferRSIDW[i]!=0 && k==0) { vol3=BufferRSIDW[i]; pos3=i; k++;}
         if (BufferRSIDW[i]!=0 && BufferRSIDW[i]<40 && BufferRSIDW[i]<vol3 && k!=0) { vol4=BufferRSIDW[i]; pos4=i; k++;}
         if (k>1) break;
      }
   //----- Ïîèñê ìàêñèìóìîâ âûøå 60
   // Åñëè ìåæäó äîíûøêàìè åñòü ìàêñèìóì áîëüøå 60, òîãäà ëèíèþ òðåíäà íå ñòðîèì
   for (i=0; i<pos4; i++)
   {
   if ( BufferRSIUP[i]!=0 && BufferRSIUP[i]>60) {vol3=0; vol4=0;} 
   }
//---------------------------------------------------------------------------------------------------------------+
// ---- Ñèãíàëû äëÿ âõîäîâ Buy è Sell
double volDW, volDW1, volUP, volUP1;
bool sellDW=false,buyUP=false;
double rftl0_240, rsi0;

         rftl0_240=iCustom(NULL,240,"RFTL",0,1);
         rsi0=iRSI(NULL,TimeFrameRSI,PeriodRSI,PRICE_CLOSE,0);
         rsi1=iRSI(NULL,TimeFrameRSI,PeriodRSI,PRICE_CLOSE,1);
         rsi2=iRSI(NULL,TimeFrameRSI,PeriodRSI,PRICE_CLOSE,2);
         rsi3=iRSI(NULL,TimeFrameRSI,PeriodRSI,PRICE_CLOSE,3);
      //------------
      
      //------------ ðàññ÷åò ïðîäîëæåíèÿ ëèíèè òðåíäà äëÿ Sell --------------------
      if (vol3!=0 && vol4!=0)
      {
      volDW=vol3+(pos3*(vol3-vol4)/(pos4-pos3)); // Çíà÷åíèå ëèíèè òðåíäà íà òåêóùåì áàðå
      volDW1=vol3+((pos3-1)*(vol3-vol4)/(pos4-pos3)); // Çíà÷åíèå ëèíèè òðåíäà íà ïðîøëîì áàðå
      }      
      if (volDW!=0 && rsi1<volDW && rsi2>volDW1 && rftl0_240>Close[1] && // rsi1<rsi2 && rsi2>rsi3 &&
          /* rsi2<60 && */ rsi2>50 && rsi0>47 && pos2>pos4) sellDW=true; else sellDW=false; // Ñèãíàë Sell
      //------------
      
      //------------ ðàññ÷åò ïðîäîëæåíèÿ ëèíèè òðåíäà äëÿ Buy --------------------
      if (vol1!=0 && vol2!=0) 
		{
		volUP=vol1+(pos1*(vol1-vol2)/(pos2-pos1)); // Çíà÷åíèå ëèíèè òðåíäà íà òåêóùåì áàðå
		volUP1=vol1+((pos1-1)*(vol1-vol2)/(pos2-pos1)); // Çíà÷åíèå ëèíèè òðåíäà íà ïðîøëîì áàðå
		}
		if (volUP!=0 && rsi1>volUP && rsi2<volUP1 && rftl0_240<Close[1] && // rsi1>rsi2 && rsi2<rsi3 &&
		    rsi2<50 && rsi0<55 && /* rsi2>40 && */ pos4>pos2) buyUP=true; else buyUP=false; // Ñèãíàë Buy
		
//------------
Comment(   " vol1 = ",vol1, "  pos1 = ",pos1,"\n",
           " vol2 = ",vol2, "  pos2 = ",pos2,"\n",
           " vol3 = ",vol3, "  pos3 = ",pos3,"\n",
           " vol4 = ",vol4, "  pos4 = ",pos4,"\n",
           "  VOLUP = ", volUP, "  VOLUP1 = ", volUP1, "\n",
           "  VOLDW = ", volDW, "  VOLDW1 = ", volDW1, "\n",
           "  RSI1 = ",rsi1, "  RSI2 = ",rsi2, "  rftl0_240 = ",rftl0_240); 



//----
   for(i=0;i<OrdersTotal();i++)
     {
      if(OrderSelect(i,SELECT_BY_POS,MODE_TRADES)==false)        break;
      if(OrderMagicNumber()!=MAGICRSI || OrderSymbol()!=Symbol()) continue;
      //---- check order type 
      if(OrderType()==OP_BUY)
        {
         if(rsi0>70) 
         {
         OrderClose(OrderTicket(),OrderLots(),Bid,3,White);
         return(0);
         }
        // check for trailing stop
        if(TrailingStop>0)  
              {                 
               if(Bid-OrderOpenPrice()>Point*TrailingStop)
                 {
                  if(OrderStopLoss()<Bid-Point*TrailingStop)
                    {
                     OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderTakeProfit(),0,Green);
                     return(0);
                    }
                 }
              }
         }
      if(OrderType()==OP_SELL)
        {
         if(rsi0<30) 
         {
         OrderClose(OrderTicket(),OrderLots(),Ask,3,White);
         return(0);
         }
       
        // check for trailing stop
            if(TrailingStop>0)  
              {                 
               if((OrderOpenPrice()-Ask)>(Point*TrailingStop))
                 {
                  if((OrderStopLoss()>(Ask+Point*TrailingStop)) || (OrderStopLoss()==0))
                    {
                     OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderTakeProfit(),0,Red);
                     return(0);
                    }
                 }
              } 
        }
     }
//----




if (buyUP==true && buy==false) 
   {
    ticket=OrderSend(Symbol(),OP_BUY,Lots,Ask,3,Bid-StopLoss*Point,Ask+TakeProfit*Point,"DT-RSI",MAGICRSI,0,Aquamarine);
      if(ticket>0)
       {
        if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) Print("BUY order opened : ",OrderOpenPrice());
       }
       else Print("Error opening BUY order : ",GetLastError()); 
       return(0); 
   }
if (sellDW==true && sell==false) 
   {
    ticket=OrderSend(Symbol(),OP_SELL,Lots,Bid,3,Ask+StopLoss*Point,Bid-TakeProfit*Point,"DT-RSI",MAGICRSI,0,Red);
      if(ticket>0)
       {
        if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) Print("BUY order opened : ",OrderOpenPrice());
       }
       else Print("Error opening BUY order : ",GetLastError()); 
       return(0); 
   }

//----
   return(0);
  }
//+------------------------------------------------------------------+