Bago Ea

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更新日期:2022-03-01 分类标签: 语言:中文 平台:没限制

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//+------------------------------------------------------------------+
//| Bago_EA.mq4 |
//| Copyright @2006, Hua Ai (aha) |
//| |
//+------------------------------------------------------------------+
#property copyright "Copyright @2006, Hua Ai (aha)"
#property link ""

/*
Bago system can be categorized as a trend following system based on
the cross of ema 5 and ema 12. When used properly on hourly chart it
can capture daily swings of 100+ pips.

The use of small number emas gives Bago system the sensitivity to
generate early signals following 10-20 minutes scale waves, but also
produces a great deal of false signals that can quickly drain a trader
's account. So filters are extremely important for Bago system.

While Bago system is largely a discretionary system, the integration of
two excellent filters may make it possible to use a computer program
generate signals with great high successful rate. This program is
writtern to investigate this possiblity.

The mechanism to generate a raw Bago signal is simple: ema 5 crosses
ema 12 in the same direction as RSI 21 crosses 50 level. To abstract
real signals, we need to pay attention to context: where the price are,
and when the crosses happens.

The greatest meaning of integrating Vegas tunnel into Bago system is,
the tunnel as well as its fibo lines changes the original plain 2-d
space into a twisted 2-d space. The twisted price trends now have the
coordinates. With this coordinates system we may see the entry and exit
with higher accuracy.

So, this program will first construct the simple rules upon which the
the raw signals are generated, then will add rules to filter those
signals. Those new rules are quantified as parameters so they can be
easily changed and optimized based on the output results.

Enough talking, now come to business.
*/

//Adjustable parameters
/*
extern int TrailingStop = 30;
extern int CrossEffectiveTime = 2;
extern int TunnelBandWidth = 0;
extern int TunnelSafeZone = 120;
extern int HardStopLoss = 30;
extern int StopLossToFibo = 20;

extern bool LondonOpen = true;
extern bool NewYorkOpen = true;
extern bool TokyoOpen = true;
*/
extern int FasterEMA =5;
extern int SlowerEMA =12;
extern int RSIPeriod =21;
extern double TotalLots =3.0;
extern int TPLevel1 =55;
extern double TPLevel1Lots =1.0;
extern int TPLevel2 =89;
extern double TPLevel2Lots =1.0;
extern int TPLevel3 =144;
//Parameters optimized for different pairs
int TrailingStop =30;
int CrossEffectiveTime=2;
int TunnelBandWidth =0;
int TunnelSafeZone =120;
int HardStopLoss =30;
int StopLossToFibo =20;
//----
bool LondonOpen =true;
bool NewYorkOpen =true;
bool TokyoOpen =true;
// Indicator buffers to mark the signal
double CrossUp[];
double CrossDown[];
// State registers store cross up/down information
bool EMACrossedUp;
bool EMACrossedDown;
bool RSICrossedUp;
bool RSICrossedDown;
bool TunnelCrossedUp;
bool TunnelCrossedDown;
// Cross up/down info should expire in a couple of bars.
// Timer registers to control the expiration.
int EMACrossedUpTimer;
int RSICrossedUpTimer;
int EMACrossedDownTimer;
int RSICrossedDownTimer;
//bool startup;
//int SignalLabeled; // 0: initial state; 1: up; 2: down.
//bool upalert,downalert;
//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
int init()
{
if (Symbol()=="EURUSD")
{
TrailingStop =25;
CrossEffectiveTime =2;
TunnelBandWidth =5;
TunnelSafeZone =120;
HardStopLoss =30;
StopLossToFibo =50;
LondonOpen =true; // ok
NewYorkOpen =true; // the best
TokyoOpen =false;// disaster
}
else if (Symbol()=="GBPUSD")
{
TrailingStop =50;
CrossEffectiveTime =2;
TunnelBandWidth =8;
TunnelSafeZone =160;
HardStopLoss =30;
StopLossToFibo =15;
LondonOpen =true; // ok
NewYorkOpen =false;// so so
TokyoOpen =true; // the best
}
else if (Symbol()=="USDCHF")
{
TrailingStop =70;
CrossEffectiveTime =2;
TunnelBandWidth =9;
TunnelSafeZone =160;
HardStopLoss =30;
StopLossToFibo =30;
LondonOpen =true; // Great
NewYorkOpen =true; // Ok
TokyoOpen =true; // so so
}
else if (Symbol()=="AUDUSD")
{
TrailingStop =60;
CrossEffectiveTime =2;
TunnelBandWidth =6;
TunnelSafeZone =70;
HardStopLoss =30;
StopLossToFibo =30;
LondonOpen =true; // Great
NewYorkOpen =true; // Ok
TokyoOpen =true; // so so
}
// No cross
EMACrossedUp=false;
RSICrossedUp=false;
TunnelCrossedUp=false;
EMACrossedDown=false;
RSICrossedDown=false;
TunnelCrossedDown=false;
// Reset timers
EMACrossedUpTimer=0;
RSICrossedUpTimer=0;
EMACrossedDownTimer=0;
RSICrossedDownTimer=0;
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----
EMACrossedUp=false;
RSICrossedUp=false;
TunnelCrossedUp=false;
EMACrossedDown=false;
RSICrossedDown=false;
TunnelCrossedDown=false;
//
EMACrossedUpTimer=0;
RSICrossedUpTimer=0;
EMACrossedDownTimer=0;
RSICrossedDownTimer=0;
//----
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{
int i, cnt, total, ticket, orders;
double fasterEMAnow, slowerEMAnow;
double fasterEMAprevious, slowerEMAprevious;
double RSInow, RSIprevious;
double VegasTunnelFast, VegasTunnelSlow;
double VegasPriceCrossedL, VegasPriceCrossedS;
if (Minute()<2 && Seconds()<30)
{
fasterEMAnow =iMA(NULL, 0, FasterEMA, 0, MODE_EMA, PRICE_CLOSE, 1);
fasterEMAprevious=iMA(NULL, 0, FasterEMA, 0, MODE_EMA, PRICE_CLOSE, 2);
//
slowerEMAnow =iMA(NULL, 0, SlowerEMA, 0, MODE_EMA, PRICE_CLOSE, 1);
slowerEMAprevious=iMA(NULL, 0, SlowerEMA, 0, MODE_EMA, PRICE_CLOSE, 2);
//
RSInow =iRSI(NULL,0,RSIPeriod,PRICE_CLOSE,1);
RSIprevious =iRSI(NULL,0,RSIPeriod,PRICE_CLOSE,2);
//
VegasTunnelFast =iMA(NULL,0,144,0,1,PRICE_CLOSE,0);
VegasTunnelSlow =iMA(NULL,0,169,0,1,PRICE_CLOSE,0);
// *********************************************************************
// Based on the price and the calculated indicators determine the states
// of the state machine.
// *********************************************************************
// Check if there is a RSI cross up
if ((RSInow > 50) && (RSIprevious < 50) && (RSICrossedUp==false))
{
RSICrossedUp =true;
RSICrossedDown=false;
}
if (RSICrossedUp==true)
RSICrossedUpTimer++; // Record the number of bars the cross has happened
else
RSICrossedUpTimer=0; // Reset the timer once the cross is reversed
if (RSICrossedUpTimer>=CrossEffectiveTime)
RSICrossedUp=false; // Reset state register when crossed 3 bars ago
// Check if there is a RSI cross down
if ((RSInow < 50) && (RSIprevious > 50) && (RSICrossedDown==false))
{
RSICrossedUp =false;
RSICrossedDown=true;
}
if (RSICrossedDown==true)
RSICrossedDownTimer++; // Record the number of bars the cross has happened
else
RSICrossedDownTimer=0; // Reset the timer once the cross is reversed
if (RSICrossedDownTimer>=CrossEffectiveTime)
RSICrossedDown=false; // Reset register when crossed 3 bars ago
// Check if there is a EMA cross up
if((fasterEMAnow > slowerEMAnow) &&
(fasterEMAprevious < slowerEMAprevious) &&
(EMACrossedUp==false))
{
EMACrossedUp =true;
EMACrossedDown=false;
}
if (EMACrossedUp==true)
EMACrossedUpTimer++; // Record the number of bars the cross has happened
else
EMACrossedUpTimer=0; // Reset the timer once the cross is reversed
if (EMACrossedUpTimer>=CrossEffectiveTime)
EMACrossedUp=false; // Reset register when crossed 3 bars ago
// Check if there is a EMA cross down
if((fasterEMAnow < slowerEMAnow) &&
(fasterEMAprevious > slowerEMAprevious) &&
(EMACrossedDown==false))
{
EMACrossedUp =false;
EMACrossedDown=true;
}
if (EMACrossedDown==true)
EMACrossedDownTimer++; // Record the number of bars the cross has happened
else
EMACrossedDownTimer=0; // Reset the timer once the cross is reversed
if (EMACrossedDownTimer>=CrossEffectiveTime)
EMACrossedDown=false; // Reset register when crossed 3 bars ago
if ((Close[1]>VegasTunnelFast && Close[1]>VegasTunnelSlow) &&
(Close[2]<VegasTunnelFast || Close[2]<VegasTunnelSlow))
{
TunnelCrossedUp =true;
TunnelCrossedDown=false;
}
if ((Close[1]<VegasTunnelFast && Close[1]<VegasTunnelSlow) &&
(Close[2]>VegasTunnelFast || Close[2]>VegasTunnelSlow))
{
TunnelCrossedUp =false;
TunnelCrossedDown=true;
}
// *********************************************************************
// Based on states, determine exit situations.
// *********************************************************************
total=OrdersTotal();
//----
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderType()<=OP_SELL && OrderSymbol()==Symbol())
{
if(OrderType()==OP_BUY)
{
// Long Exits
// When EMA or RSI crosses reverse, exit all lots
if((EMACrossedDown==true) || (RSICrossedDown==true))
{
OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet);
continue;
}
// Exits on fibo lines
if(TunnelCrossedUp==true)
{
if(Bid>=(VegasTunnelSlow+TPLevel3*Point))
{
if (OrderStopLoss()<Bid-TrailingStop*Point)
OrderModify(OrderTicket(),Ask,Bid-TrailingStop*Point,OrderTakeProfit(),0);
continue;
}
// Reach 2nd TP level, close the 2nd lot, move up remainder stop to TPLevel2-StopLossToFibo
// Or start trailing stop
else if(Bid>=(VegasTunnelSlow+TPLevel2*Point))
{
VegasPriceCrossedL=(MathRound(10000*VegasTunnelSlow)/10000);
if (OrderLots()>1 && OrderOpenPrice()<VegasTunnelSlow+(TPLevel2-12)*Point)
OrderClose(OrderTicket(),TPLevel2Lots,Bid,3,Violet);
//OrderModify(OrderTicket(),Ask,VegasPriceCrossedL+(TPLevel2-StopLossToFibo)*Point,OrderTakeProfit(),0);
if (OrderStopLoss()<Bid-TrailingStop*Point)
OrderModify(OrderTicket(),Ask,Bid-TrailingStop*Point,OrderTakeProfit(),0);
continue;
}
// Reach 1nd TP level, close the 1st lot, move up remainder stop to TPLevel1-StopLossToFibo
else if(Bid>=(VegasTunnelSlow+TPLevel1*Point))
{
VegasPriceCrossedL=(MathRound(10000*VegasTunnelSlow)/10000);
if (OrderLots()>2 && OrderOpenPrice()<VegasTunnelSlow+(TPLevel1-12)*Point)
OrderClose(OrderTicket(),TPLevel1Lots,Bid,3,Violet);
//OrderModify(OrderTicket(),Ask,VegasPriceCrossedL+(TPLevel1-StopLossToFibo)*Point,OrderTakeProfit(),0);
if (OrderStopLoss()<Bid-TrailingStop*Point)
OrderModify(OrderTicket(),Ask,Bid-TrailingStop*Point,OrderTakeProfit(),0);
continue;
}
//Tunnel crossed, move stop to below the tunnel;
VegasPriceCrossedL=(MathRound(10000*VegasTunnelSlow)/10000);
if (OrderStopLoss()<VegasPriceCrossedL-(TunnelBandWidth+10)*Point)
OrderModify(OrderTicket(),Ask,VegasPriceCrossedL-(TunnelBandWidth+StopLossToFibo)*Point,OrderTakeProfit(),0);
continue;
}
else
{
if(Bid>=(VegasTunnelSlow-TPLevel1*Point))
{
VegasPriceCrossedL=(MathRound(10000*VegasTunnelSlow)/10000);
if (OrderStopLoss()<VegasPriceCrossedL-(TPLevel1+StopLossToFibo)*Point)
OrderModify(OrderTicket(),Ask,VegasPriceCrossedL-(TPLevel1+StopLossToFibo)*Point,OrderTakeProfit(),0);
continue;
}
// Reach 2nd TP level, close the 2nd lot, move up remainder stop to TPLevel2-StopLossToFibo
// Or start trailing stop
else if(Bid>=(VegasTunnelSlow-TPLevel2*Point))
{
VegasPriceCrossedL=(MathRound(10000*VegasTunnelSlow)/10000);
if (OrderStopLoss()<VegasPriceCrossedL-(TPLevel2+StopLossToFibo)*Point)
OrderModify(OrderTicket(),Ask,VegasPriceCrossedL-(TPLevel2+StopLossToFibo)*Point,OrderTakeProfit(),0);
continue;
}
// Reach 1nd TP level, close the 1st lot, move up remainder stop to TPLevel1-StopLossToFibo
else if(Bid>=(VegasTunnelSlow-TPLevel3*Point))
{
VegasPriceCrossedL=(MathRound(10000*VegasTunnelSlow)/10000);
if (OrderStopLoss()<VegasPriceCrossedL-(TPLevel3+StopLossToFibo)*Point)
OrderModify(OrderTicket(),Ask,VegasPriceCrossedL-(TPLevel3+StopLossToFibo)*Point,OrderTakeProfit(),0);
continue;
}
}
}
else // Short Exits
{
// When EMA or RSI crosses reverse, exit all lots
if((EMACrossedUp==true) || (RSICrossedUp==true))
{
OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet);
continue;
}
if(TunnelCrossedDown==true)
{
if(Ask<=(VegasTunnelSlow-TPLevel3*Point))
{
if (OrderStopLoss()>Ask+TrailingStop*Point)
OrderModify(OrderTicket(),Bid,Ask+TrailingStop*Point,OrderTakeProfit(),0);
continue;
}
// Reach 2nd TP level, close the 2nd lot, move up remainder stop to TPLevel2-StopLossToFibo
// Or start trailing stop
else if(Ask<=(VegasTunnelSlow-TPLevel2*Point))
{
VegasPriceCrossedS=(MathRound(10000*VegasTunnelSlow)/10000);
if (OrderLots()>1 && OrderOpenPrice()>VegasTunnelSlow-(TPLevel2-12)*Point)
OrderClose(OrderTicket(),TPLevel2Lots,Ask,3,Violet);
//OrderModify(OrderTicket(),Bid,VegasPriceCrossedS-(TPLevel2+StopLossToFibo)*Point,OrderTakeProfit(),0);
if (OrderStopLoss()>Ask+TrailingStop*Point)
OrderModify(OrderTicket(),Bid,Ask+TrailingStop*Point,OrderTakeProfit(),0);
continue;
}
// Reach 2nd TP level, close the 2nd lot, move up remainder stop to TPLevel2-StopLossToFibo
else if(Ask<=(VegasTunnelSlow-TPLevel1*Point))
{
VegasPriceCrossedS=(MathRound(10000*VegasTunnelSlow)/10000);
if (OrderLots()>2 && OrderOpenPrice()>VegasTunnelSlow-(TPLevel1-12)*Point)
OrderClose(OrderTicket(),TPLevel1Lots,Ask,3,Violet);
//OrderModify(OrderTicket(),Bid,VegasPriceCrossedS-(TPLevel1+StopLossToFibo)*Point,OrderTakeProfit(),0);
if (OrderStopLoss()>Ask+TrailingStop*Point)
OrderModify(OrderTicket(),Bid,Ask+TrailingStop*Point,OrderTakeProfit(),0);
continue;
}
//Tunnel crossed, move stop to above the tunnel;
VegasPriceCrossedS=(MathRound(10000*VegasTunnelSlow)/10000);
if (OrderStopLoss()>VegasPriceCrossedS+(TunnelBandWidth+StopLossToFibo)*Point)
OrderModify(OrderTicket(),Bid,VegasPriceCrossedS+(TunnelBandWidth+StopLossToFibo)*Point,OrderTakeProfit(),0);
continue;
}
else
{
if(Ask<=(VegasTunnelSlow+TPLevel1*Point))
{
VegasPriceCrossedS=(MathRound(10000*VegasTunnelSlow)/10000);
if (OrderStopLoss()>VegasPriceCrossedS+(TPLevel1+StopLossToFibo)*Point)
OrderModify(OrderTicket(),Bid,VegasPriceCrossedS+(TPLevel1+StopLossToFibo)*Point,OrderTakeProfit(),0);
continue;
}
// Reach 2nd TP level, close the 2nd lot, move up remainder stop to TPLevel2-StopLossToFibo
// Or start trailing stop
else if(Ask<=(VegasTunnelSlow+TPLevel2*Point))
{
VegasPriceCrossedS=(MathRound(10000*VegasTunnelSlow)/10000);
if (OrderStopLoss()>VegasPriceCrossedS+(TPLevel2+StopLossToFibo)*Point)
OrderModify(OrderTicket(),Bid,VegasPriceCrossedS+(TPLevel2+StopLossToFibo)*Point,OrderTakeProfit(),0);
continue;
}
// Reach 1nd TP level, close the 1st lot, move up remainder stop to TPLevel1-StopLossToFibo
else if(Ask<=(VegasTunnelSlow+TPLevel3*Point))
{
VegasPriceCrossedS=(MathRound(10000*VegasTunnelSlow)/10000);
if (OrderStopLoss()>VegasPriceCrossedS+(TPLevel3+StopLossToFibo)*Point)
OrderModify(OrderTicket(),Bid,VegasPriceCrossedS+(TPLevel3+StopLossToFibo)*Point,OrderTakeProfit(),0);
continue;
}
}
}
}
}
/* }
if (Minute()==0 && Seconds()>30)
{
*/
// *********************************************************************
// Based on states, determine entry situations.
// *********************************************************************
//Check the trading time
if(!((LondonOpen==true && Hour()>=7 && Hour()<=16) ||
(NewYorkOpen==true && Hour()>=12 && Hour()<=21) ||
(TokyoOpen==true && ((Hour()>=0 && Hour()<=8) ||
(Hour()>=23 && Hour()<=24)))
)
)
{
// Outside the trading hours
return(0);
}
else
{
total=OrdersTotal();
orders=0;
for(cnt=0;cnt<total;cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()==Symbol()) orders++;
}
//Print("orders = ",orders);
//if(orders==0)
{
//*************//
// Long Entry //
//*************//
if((EMACrossedUp==true) && (RSICrossedUp==true) && // Raw long signal generating rules
// Experimenting new filters here
// 1. For long trade, should only enter on the top of the tunnel to avoid tunnel resistance
// 2. Shouldn't enter long on the high fibo lines above tunnel because the price tends to
// go back to tunnel.
// 3. Instead of push up from the tunnel, the price may drop from high fibo line area but with
// EMA and RSI crossed, should avoid enter long at such situation.
// 4. Around tunnel there ususually have a lot whipsaw, should avoid enter a trade in the band
// 5. Should allow the price push from below the tunnel and enter long trade.
((Close[1]>=VegasTunnelSlow+TunnelBandWidth*Point && // Above whipsaw zone
Close[1]<=VegasTunnelSlow+TunnelSafeZone*Point && // Below high fibo line
Open[1]<Close[1]) || // Price push up from a bull bar
(Close[1]<=VegasTunnelSlow-TunnelBandWidth*Point) // Testing from below the tunnel
))
{
/* if (total==1)
{
OrderSelect(0, SELECT_BY_POS, MODE_TRADES);
if(OrderType()==OP_SELL && OrderSymbol()==Symbol())
{
OrderClose(OrderTicket(),OrderLots(),Ask,3,Violet);
}
else
return(0);
}
*/
ticket=OrderSend(Symbol(),OP_BUY,TotalLots,Ask,3,Ask-HardStopLoss*Point,0,"Bago",00011,0,Green);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) Print("Long order opened : ",OrderOpenPrice());
}
else Print("Error opening Long order : ",GetLastError());
return(0);
}
//*************//
// Short Entry //
//*************//
if((EMACrossedDown==true) && (RSICrossedDown==true) && // Raw short signal generating rules
// Similar to long signal filtering rules.
((Close[1]<=VegasTunnelSlow-TunnelBandWidth*Point && // Below whipsaw zone
Close[1]>=VegasTunnelSlow-TunnelSafeZone*Point && // Above high fibo line
Open[1]>Close[1]) || // Price down from a bear bar
(Close[1]>=VegasTunnelSlow+TunnelBandWidth*Point) // Testing from above the tunnel
))
{
/* if (total==1)
{
OrderSelect(0, SELECT_BY_POS, MODE_TRADES);
if(OrderType()==OP_BUY && OrderSymbol()==Symbol())
{
OrderClose(OrderTicket(),OrderLots(),Bid,3,Violet);
}
else
return(0);
}
*/
ticket=OrderSend(Symbol(),OP_SELL,TotalLots,Bid,3,Bid+HardStopLoss*Point,0,"Sidus",00021,0,Red);
if(ticket>0)
{
if(OrderSelect(ticket,SELECT_BY_TICKET,MODE_TRADES)) Print("Short order opened : ",OrderOpenPrice());
}
else Print("Error opening Short order : ",GetLastError());

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

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