//+------------------------------------------------------------------+ //| BrokenLegTrapReversal.mq5 | //| Trend-continuation "broken leg" trap reversal EA. | //| Converted from the Algobot C# strategy of the same name. | //+------------------------------------------------------------------+ #property copyright "Algobot" #property link "https://www.algobot.live" #property version "1.00" #property strict #include CTrade trade; //--- inputs (mirror DescribeParameters / OnInit) --------------------- input int SwingLookback = 3; // fractal swing lookback (bars each side) input int TrendEmaPeriod = 50; // EMA trend filter period input int ReclaimBars = 3; // reclaim window after a leg break input int AtrPeriod = 14; // ATR period input double AtrSlMult = 1.0; // ATR multiple parked beyond trap extreme input double RewardMult = 2.0; // reward as R-multiple of risk input double Lots = 0.10; // fixed volume input long Magic = 720104; // magic number //--- indicator handles ---------------------------------------------- int g_emaHandle = INVALID_HANDLE; int g_atrHandle = INVALID_HANDLE; //--- decision base shift: the just-closed bar (one decision per closed bar) #define BASE_SHIFT 1 //--- monotonic bar counter (mirrors C# _barCount) -------------------- long g_barCount = 0; //--- most recently confirmed fractal swings -------------------------- double g_swingLow = 0.0, g_swingHigh = 0.0; long g_swingLowIdx = -1, g_swingHighIdx = -1; bool g_haveSwingLow = false, g_haveSwingHigh = false; //--- long trap: leg broken BELOW a swing low in an uptrend, awaiting reclaim bool g_longActive = false; long g_longBreakIdx = 0; double g_longTrapLow = 0.0, g_longBrokenLevel = 0.0; long g_longArmedSwingIdx = -1; //--- short trap: leg broken ABOVE a swing high in a downtrend, awaiting reclaim bool g_shortActive = false; long g_shortBreakIdx = 0; double g_shortTrapHigh = 0.0, g_shortBrokenLevel = 0.0; long g_shortArmedSwingIdx = -1; //+------------------------------------------------------------------+ int OnInit() { trade.SetExpertMagicNumber(Magic); g_emaHandle = iMA(_Symbol, _Period, TrendEmaPeriod, 0, MODE_EMA, PRICE_CLOSE); g_atrHandle = iATR(_Symbol, _Period, AtrPeriod); if(g_emaHandle == INVALID_HANDLE || g_atrHandle == INVALID_HANDLE) return INIT_FAILED; g_barCount = 0; g_haveSwingLow = false; g_haveSwingHigh = false; g_longActive = false; g_shortActive = false; g_longArmedSwingIdx = -1; g_shortArmedSwingIdx = -1; return INIT_SUCCEEDED; } //+------------------------------------------------------------------+ void OnTick() { if(!IsNewBar()) return; // one decision per newly closed bar g_barCount++; // mirrors C# _barCount++ per new bar int need = MathMax(TrendEmaPeriod + 2, 2 * SwingLookback + 2); if(Bars(_Symbol, _Period) < need + BASE_SHIFT) return; //--- indicators (newest-last -> series indexing) --- double emaBuf[]; double atrBuf[]; ArraySetAsSeries(emaBuf, true); ArraySetAsSeries(atrBuf, true); if(CopyBuffer(g_emaHandle, 0, 0, BASE_SHIFT + 2, emaBuf) < BASE_SHIFT + 2) return; if(CopyBuffer(g_atrHandle, 0, 0, BASE_SHIFT + 1, atrBuf) < BASE_SHIFT + 1) return; double ema = emaBuf[BASE_SHIFT]; // EMA at the just-closed bar double emaPrev = emaBuf[BASE_SHIFT + 1]; // EMA at the prior bar (closeSpan[..^1]) double atr = atrBuf[BASE_SHIFT]; if(atr <= 0.0) return; double close = iClose(_Symbol, _Period, BASE_SHIFT); double barHigh = iHigh(_Symbol, _Period, BASE_SHIFT); double barLow = iLow(_Symbol, _Period, BASE_SHIFT); //--- confirm a fractal pivot 'SwingLookback' bars back (equal bars each side) --- // pivot sits at shift BASE_SHIFT + SwingLookback; the window spans // [BASE_SHIFT .. BASE_SHIFT + 2*SwingLookback], pivot compared to all others. int pivotShift = BASE_SHIFT + SwingLookback; if(Bars(_Symbol, _Period) >= BASE_SHIFT + 2 * SwingLookback + 1) { double pl = iLow(_Symbol, _Period, pivotShift); double ph = iHigh(_Symbol, _Period, pivotShift); bool isLow = true, isHigh = true; for(int s = BASE_SHIFT; s <= BASE_SHIFT + 2 * SwingLookback; s++) { if(s == pivotShift) continue; if(iLow(_Symbol, _Period, s) <= pl) isLow = false; if(iHigh(_Symbol, _Period, s) >= ph) isHigh = false; } long pivotIdx = g_barCount - 1 - SwingLookback; if(isLow) { g_swingLow = pl; g_swingLowIdx = pivotIdx; g_haveSwingLow = true; } if(isHigh) { g_swingHigh = ph; g_swingHighIdx = pivotIdx; g_haveSwingHigh = true; } } bool upTrend = (close > ema && ema > emaPrev); bool downTrend = (close < ema && ema < emaPrev); //=========== LONG: leg broken below a swing low, then reclaimed =========== if(!g_longActive && g_haveSwingLow && upTrend && g_swingLowIdx != g_longArmedSwingIdx && barLow < g_swingLow && close < g_swingLow) // pierced and still below at close => broken leg { g_longActive = true; g_longBreakIdx = g_barCount; g_longTrapLow = barLow; g_longBrokenLevel = g_swingLow; g_longArmedSwingIdx = g_swingLowIdx; // don't re-arm on the same swing } else if(g_longActive) { g_longTrapLow = MathMin(g_longTrapLow, barLow); if(close > g_longBrokenLevel) // reclaimed => bull trap sprung, join uptrend { TryEnterLong(close, g_longTrapLow, atr); g_longActive = false; } else if(g_barCount - g_longBreakIdx >= ReclaimBars) { g_longActive = false; // reclaim window expired -> genuine breakdown } } //=========== SHORT: leg broken above a swing high, then reclaimed =========== if(!g_shortActive && g_haveSwingHigh && downTrend && g_swingHighIdx != g_shortArmedSwingIdx && barHigh > g_swingHigh && close > g_swingHigh) { g_shortActive = true; g_shortBreakIdx = g_barCount; g_shortTrapHigh = barHigh; g_shortBrokenLevel = g_swingHigh; g_shortArmedSwingIdx = g_swingHighIdx; } else if(g_shortActive) { g_shortTrapHigh = MathMax(g_shortTrapHigh, barHigh); if(close < g_shortBrokenLevel) // reclaimed => bear trap sprung, join downtrend { TryEnterShort(close, g_shortTrapHigh, atr); g_shortActive = false; } else if(g_barCount - g_shortBreakIdx >= ReclaimBars) { g_shortActive = false; } } } //+------------------------------------------------------------------+ void TryEnterLong(double entry, double trapLow, double atr) { if(HasPosition(Magic)) return; double sl = trapLow - AtrSlMult * atr; double risk = entry - sl; if(risk <= 0.0) return; double tp = entry + RewardMult * risk; sl = NormalizeDouble(sl, _Digits); tp = NormalizeDouble(tp, _Digits); trade.Buy(Lots, _Symbol, 0.0, sl, tp, "BrokenLegTrap-L"); // price 0 => market at Ask } //+------------------------------------------------------------------+ void TryEnterShort(double entry, double trapHigh, double atr) { if(HasPosition(Magic)) return; double sl = trapHigh + AtrSlMult * atr; double risk = sl - entry; if(risk <= 0.0) return; double tp = entry - RewardMult * risk; sl = NormalizeDouble(sl, _Digits); tp = NormalizeDouble(tp, _Digits); trade.Sell(Lots, _Symbol, 0.0, sl, tp, "BrokenLegTrap-S"); // price 0 => market at Bid } //+------------------------------------------------------------------+ void OnDeinit(const int reason) { if(g_emaHandle != INVALID_HANDLE) IndicatorRelease(g_emaHandle); if(g_atrHandle != INVALID_HANDLE) IndicatorRelease(g_atrHandle); } //+------------------------------------------------------------------+ bool IsNewBar() { static datetime last = 0; datetime cur = iTime(_Symbol, _Period, 0); if(cur != last){ last = cur; return true; } return false; } //+------------------------------------------------------------------+ bool HasPosition(long magic) { for(int i = PositionsTotal() - 1; i >= 0; i--) { ulong t = PositionGetTicket(i); if(PositionSelectByTicket(t) && PositionGetString(POSITION_SYMBOL) == _Symbol && PositionGetInteger(POSITION_MAGIC) == magic) return true; } return false; } //+------------------------------------------------------------------+