Foro BolsaGeneral.es

Aquí tenemos una enorme serie de artículos sobre sistemas. Lo estoy leyendo y aunque resumido, casi forma un manual sobre el tema.

http://sersansistemas.com/sicav/formacion.htm

Ojo, no publica sistemas, ni habla de cómo programar.

SISTEMA BASADO EN RSI:

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//+------------------------------------------------------------------+
//| Cross Angry Miserable .mq4 |
//| Copyright © 2006, Don Perry |
//| http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2006, Don Perry"
#property link "http://www.metaquotes.net"

//+------------------------------------------------------------------+
//| expert initialization function |
//+------------------------------------------------------------------+
double EMAFp;
double EMASp;
double EMAF1;
double EMAS1;
bool crossedUp=false;
double PipsCaptured;
double LastPrice;
int SBStat=0;
extern int FromHourTrade=6;
extern int ToHourTrade=21;
double RSI,RSI2;
bool Firstry=true;
extern int FastPeriod=18;
extern bool UseHourTrade= true;
extern int SlowPeriod=60;
extern int SL=23;
extern int TakeProfit=100;
extern double Lots=0.1;
extern int TrailingStop=18;
extern int incTp=0;
extern bool USE_La_Nina=true;
extern bool Mild_Nina=true;
extern double mild=0.7;
int bar;
double ten, elev;
double boot;
double tradeVal;
double mint;
double kloop;
double RSi,RSi2;
bool buying2,selling2;
extern int Risk=10;
extern bool MM = true;
extern bool Use_El_Nino=true;
extern bool Mild_nino=true;

extern int MaxTrades=2;
int ticket [];
double RSITrend=0;
extern int Selectivity=14;
bool buying=false,selling=false;
int iTick=0;
double barsAVG=0;
int total;
int cnt;
int index;
bool sellable;
bool buyable;
bool lastbarTraded=false;
string lasttrade="";
double low,high;
double lastPrice;
int init()
{

//----
return(0);
}
//+------------------------------------------------------------------+
//| expert deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
//----

//----
return(0);
}
//+------------------------------------------------------------------+
//| expert start function |
//+------------------------------------------------------------------+
int start()
{


bar=getPeriod();
ten=Year();

//we first trail stops

if(checkParams()!=0)
{

if( UseHourTrade ){
if((( FromHourTrade <= ToHourTrade ) && ( Hour() < FromHourTrade || Hour() > ToHourTrade ))
|| // Allow for Overnight Trading
(( FromHourTrade > ToHourTrade ) && ( Hour() < FromHourTrade && Hour() > ToHourTrade ))
||Day()==5
) {
return(0);
}

} Trailingstop();
elev=Month();
CheckEquity();
if(init2()==0)
{


//EMAS1 =iCustom(Symbol(),PERIOD_M30,"KAMA#3",SlowPeriod,0,0);// iMA(NULL,0,SlowPeriod,0,MA_method,PRICE_MEDIAN,0); //slow
//EMAF1 =iCustom(Symbol(),PERIOD_M30,"KAMA#3",FastPeriod,0,0);// iMA(NULL,0,SlowPeriod,0,MA_method,PRICE_MEDIAN,0); //slow

EMAF1 = iMA(NULL,0,FastPeriod,0,MODE_EMA,PRICE_WEIGHTED,0); //fast
EMAS1 = iMA(NULL,0,SlowPeriod,0,MODE_EMA,PRICE_WEIGHTED,0); //slow

RSI = iRSI(NULL,PERIOD_M5,Selectivity,PRICE_WEIGHTED,0);
RSI2 = iRSI(NULL,PERIOD_M5,Selectivity,PRICE_WEIGHTED,7);
double RSIM1 = iRSI(NULL,PERIOD_M15,Selectivity,PRICE_WEIGHTED,0);
double RSIM2 = iRSI(NULL,PERIOD_M15 ,Selectivity,PRICE_WEIGHTED,7);

double RSIL1 = iRSI(NULL,PERIOD_M30 ,Selectivity,PRICE_WEIGHTED,0);
double RSIL2 = iRSI(NULL,PERIOD_M30 ,Selectivity,PRICE_WEIGHTED,7);
//RSITrend = iRSI(NULL,PERIOD_H4,Selectivity,PRICE_WEIGHTED,0);

Lots = LotSize();


bool bullish=((RSI>55&&RSIM1>55&&RSIL1>55)&&(RSIL2<50&&RSIM2<50&&RSI2<50)&&EMAS1>EMAF1);
bool bearish=((RSI<55&&RSIM1<55&&RSIL1<55)&&(RSIL2>50&&RSIM2>50&&RSI2>50)&&EMAS1<EMAF1);
buyable=(bullish);//RSI>50&&RSI2<RSI);
sellable= (bearish);//RSI<50&&RSI2>RSI);


//Print(stdDev);
// &&RSITrend>55
if(OrdersTotal()<MaxTrades)
{

if(lasttrade=="sell"&&lastbarTraded)
{PipsCaptured=PipsCaptured+((LastPrice - Bid)/Point);

lasttrade="nan";
lastbarTraded=false;


}
if(lasttrade=="buy"&&lastbarTraded)
{PipsCaptured=PipsCaptured+((Ask - LastPrice)/Point);

lasttrade="nan";
lastbarTraded=false;

}
if(buyable&&!buying)

//if(difference<=30&&difference>0)
{
for(int cnt=0;cnt<OrdersTotal();cnt++)
{ OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()==Symbol())
return(0);
}
//OrderSelect( iTick , SELECT_BY_POS , MODE_TRADES);

// OrderClose(OrderTicket(),OrderLots(),Ask,2,White);//,Ask,3,White);


iTick=OrderSend(Symbol(),OP_BUY,Lots,Ask,2,Ask-(SL*Point),Ask+(TakeProfit*Point),"RSI Sell",16384, Minute()-100 ,Lime);

//+(5*Point)
buying=true;
selling=false;

lasttrade="buy";
lastbarTraded=true;

LastPrice=Ask;
Print("total Pips",PipsCaptured);
}
}
}

//Print(difference2+":"+difference);







if(OrdersTotal()<MaxTrades&&USE_La_Nina)
{
if(lasttrade=="sell"&&lastbarTraded)
{PipsCaptured=PipsCaptured+((LastPrice - Bid)/Point);

lasttrade="nan";
lastbarTraded=false;


}

if(lasttrade=="buy"&&lastbarTraded)
{PipsCaptured=PipsCaptured+((Ask - LastPrice)/Point);

lasttrade="nan";
lastbarTraded=false;


}
if(Mild_Nina){
Lots=Lots*mild;
}

if(sellable&&!selling)//&&RSITrend<45
//if(difference<=30&&difference>0)
{for( cnt=0;cnt<OrdersTotal();cnt++)
{ OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if(OrderSymbol()==Symbol())
return(0);
}
//OrderSelect( iTick , SELECT_BY_POS, MODE_TRADES);

// OrderClose(OrderTicket(),OrderLots(),Ask,2,White);//,Ask,3,White);

iTick=OrderSend(Symbol(),OP_SELL,Lots,Bid,2,Bid+(SL*Point),Bid-(TakeProfit*Point),"RSI Sell",16384,Minute()-100,Orange);

selling=true;
buying=false;
lasttrade="sell";
lastbarTraded=true;

LastPrice=Bid;
Print("total Pips",PipsCaptured);
}
}
}
//---------------------------El Nino--------------------------
///*
Lots=LotSize(); //reset Lots

if(Use_El_Nino){
RSi= iRSI(NULL,0 ,Selectivity,PRICE_WEIGHTED,0);
RSi2= iRSI(NULL,0 ,Selectivity,PRICE_WEIGHTED,1);
if(Mild_nino){
Lots=Lots* mild;}
if(RSi>54&&RSi2<=45&&!buying2&&MaxTrades>OrdersTotal())
{
//buy
OrderSend(Symbol(),OP_BUY,Lots,Ask,2,Ask-(SL*Point),Ask+(TakeProfit*Point),"RSI Sell",16384, 0 ,Blue);
buying2=true;
selling2 = false;
}

if(RSi<46&&RSi2>=55&&! selling2&&MaxTrades>OrdersTotal())
{
//buy
OrderSend(Symbol(),OP_SELL,Lots,Bid,2,Bid+(SL*Point),Bid-(TakeProfit*Point),"RSI Sell",16384,0,Pink);
buying2=false;
selling2 = true;
}
}
//------------------------------------------------------------
//*/

}
//+------------------------------------------------------------------+

double LotSize()
{ if (MM==true)
{
double lotMM = MathCeil(AccountFreeMargin() * Risk / 10000) / 10;
if (lotMM < 0.1) lotMM = Lots;
if (lotMM > 0.1) lotMM = MathCeil(lotMM);
if (lotMM > 100) lotMM = 100;
return (lotMM);
}
else
{
return(1);
}
}
int checkParams()
{if(DayOfWeek()>=5 && Hour()>=21){

return(0);
}


if(Bars<100){
Print("bars less than 100");
return(0);
}
if(SL<4){
Print("StopLoss less than 10");
// return(0);
}
if(TakeProfit<4){
Print("TakeProfit less than 10");
return(0);
}
if(TrailingStop<10){
Print("StopLoss less than 10");
return(0);
}
return(1);


}

int CheckEquity()
{double pcnt = 100+(AccountEquity()-AccountBalance())/AccountBalance()*100;
//Print("Account equity = ",AccountEquity());
//Print("Account balance = ",AccountBalance());
//Print("EQ%= ",pcnt);
if(false)// pcnt>180)
{

total=OrdersTotal();
for(cnt=0;cnt<=total;cnt++)
{OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
OrderClose(OrderTicket(),OrderLots(),Ask,2,White);

}
// Print("ALL ORDERS CLOSE-->Locked in EQUITY Profit");
}
return(0);
}

int getPeriod()
{
switch(Period())
{
case PERIOD_M5:
return (8);
break;
case PERIOD_M15:
return (10);
break;
case PERIOD_M30:
return (14);
break;
case PERIOD_H1:
return (20);
break;
default:
Print("NOT An Acceptable Timeframe");
return (0);
break;


}
}
int init2()
{
boot = ten;
tradeVal=elev;
mint = 20012+4;
kloop = 9;


/*
if(boot>=mint )
if(tradeVal>=kloop)
{
return(1);
}
if(boot>mint)
{
return(1);
}

else{*/
return (0);



}

void Trailingstop()
{
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 position is opened
{
// 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);
if(OrderTakeProfit()-Ask<incTp*Point)
{
OrderModify(OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit()+incTp*Point,0,Pink);
// Print("-=--=--=--=--=--=--"+"is the ask, TP="+OrderTakeProfit());
}
if(OrderOpenPrice()<Ask-(10*Point)&&OrderStopLoss()<Ask)
{OrderModify(OrderTicket(),OrderOpenPrice(),Ask+(incTp*Point),OrderTakeProfit(),0,Pink);
}
return(0);
}
}
}
}
else // go to short position
{
// 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()-incTp*Point,0,Red);
if(Bid-OrderTakeProfit()<incTp*Point)
{
OrderModify(OrderTicket(),OrderOpenPrice(),OrderStopLoss(),OrderTakeProfit()-incTp*Point,0,Pink);
// Print("-=--=--=--=--=--=--"+Bid+"is the ask, TP="+OrderTakeProfit());
}
if(OrderOpenPrice()>Ask+(10*Point)&&OrderStopLoss()>Ask)
{OrderModify(OrderTicket(),OrderOpenPrice(),Bid-incTp*Point,OrderTakeProfit(),0,Pink);
}

return(0);
}
}
}
}
}
}


return(0);
}