//+------------------------------------------------------------------+ //| QstickPressureShift.mq5 | //| Native MQL5 port of the Algobot C# strategy QstickPressureShift | //| | //| Trend-aligned momentum on Tushar Chande's Qstick (SMA of the | //| candle body Close-Open). Fresh cross of a volatility-scaled | //| band (PressureThreshold * ATR), confirmed by an EMA trend | //| filter (price side + slope over SlopeBars). Symmetric long/short, | //| reversal exit on an opposing cross, ATR stop / target. | //+------------------------------------------------------------------+ #property copyright "Algobot" #property link "https://www.algobot.live" #property version "1.00" #property strict #include CTrade trade; //--- inputs (mirror DescribeParameters / ctx.GetInput defaults) ---- input int QstickPeriod = 10; // Qstick body-pressure SMA length input int TrendPeriod = 50; // EMA trend filter length input int SlopeBars = 3; // EMA slope agreement lookback input double PressureThreshold = 0.15; // trigger as a fraction of ATR input int AtrPeriod = 14; // ATR length (trigger + SL/TP) input double AtrSlMult = 2.0; // stop = entry -/+ mult * ATR input double AtrTpMult = 3.0; // target= entry +/- mult * ATR input double Lots = 0.10; // fixed lot size input long Magic = 5127; // one position per magic //--- indicator handles --------------------------------------------- int g_atrHandle = INVALID_HANDLE; // ATR: trigger scale + stop/target int g_emaHandle = INVALID_HANDLE; // EMA of close: trend direction + slope //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ int OnInit() { trade.SetExpertMagicNumber(Magic); g_atrHandle = iATR(_Symbol, _Period, AtrPeriod); g_emaHandle = iMA(_Symbol, _Period, TrendPeriod, 0, MODE_EMA, PRICE_CLOSE); if(g_atrHandle == INVALID_HANDLE || g_emaHandle == INVALID_HANDLE) { Print("QstickPressureShift: failed to create indicator handles"); return INIT_FAILED; } return INIT_SUCCEEDED; } //+------------------------------------------------------------------+ //| Deinit | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { if(g_atrHandle != INVALID_HANDLE) IndicatorRelease(g_atrHandle); if(g_emaHandle != INVALID_HANDLE) IndicatorRelease(g_emaHandle); } //+------------------------------------------------------------------+ //| New-bar detection (act once, on the just-completed bar) | //+------------------------------------------------------------------+ bool IsNewBar() { static datetime last = 0; datetime cur = iTime(_Symbol, _Period, 0); if(cur != last){ last = cur; return true; } return false; } //+------------------------------------------------------------------+ //| Qstick: SMA of (Close - Open) over `period` bars, newest bar at | //| shift `endShift` (shift 1 = the candle that just completed). | //+------------------------------------------------------------------+ double Qstick(int endShift, int period) { double sum = 0.0; for(int s = endShift; s < endShift + period; s++) sum += iClose(_Symbol, _Period, s) - iOpen(_Symbol, _Period, s); return sum / period; } //+------------------------------------------------------------------+ //| Return the ticket of an open position for this symbol+magic, | //| or 0 when flat. (Equivalent of ctx.OpenPositions -> first.) | //+------------------------------------------------------------------+ ulong PositionTicket(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 t; } return 0; } //+------------------------------------------------------------------+ //| Open a trade with ATR stop / target (mirrors TryEnter). | //+------------------------------------------------------------------+ void TryEnter(bool isLong, double atr, double qNow, double thr) { if(AtrSlMult * atr <= 0.0) return; double price, sl, tp; if(isLong) { price = SymbolInfoDouble(_Symbol, SYMBOL_ASK); sl = NormalizeDouble(price - AtrSlMult * atr, _Digits); tp = NormalizeDouble(price + AtrTpMult * atr, _Digits); bool res = trade.Buy(Lots, _Symbol, 0.0, sl, tp, "QPS-long"); PrintFormat("QstickPressureShift LONG @ %.5f SL %.5f TP %.5f q %.5f thr %.5f ATR %.5f -> %s", price, sl, tp, qNow, thr, atr, (res ? "OK" : "FAIL")); } else { price = SymbolInfoDouble(_Symbol, SYMBOL_BID); sl = NormalizeDouble(price + AtrSlMult * atr, _Digits); tp = NormalizeDouble(price - AtrTpMult * atr, _Digits); bool res = trade.Sell(Lots, _Symbol, 0.0, sl, tp, "QPS-short"); PrintFormat("QstickPressureShift SHORT @ %.5f SL %.5f TP %.5f q %.5f thr %.5f ATR %.5f -> %s", price, sl, tp, qNow, thr, atr, (res ? "OK" : "FAIL")); } } //+------------------------------------------------------------------+ //| Tick | //+------------------------------------------------------------------+ void OnTick() { // Act once, on the bar that just completed (shift 1). if(!IsNewBar()) return; // Enough history for Qstick(+1 for the prior cross), EMA slope, ATR. int needed = MathMax(QstickPeriod + 1, MathMax(TrendPeriod + SlopeBars, AtrPeriod + 1)) + 1; if(Bars(_Symbol, _Period) < needed + 2) return; // ---- EMA buffer (index 0 = current forming bar) ---- double emaBuf[]; ArraySetAsSeries(emaBuf, true); int emaCount = SlopeBars + 3; if(CopyBuffer(g_emaHandle, 0, 0, emaCount, emaBuf) < emaCount) return; // ---- ATR buffer ---- double atrBuf[]; ArraySetAsSeries(atrBuf, true); if(CopyBuffer(g_atrHandle, 0, 0, 3, atrBuf) < 3) return; double atr = atrBuf[1]; // ATR on the just-completed bar if(atr <= 0.0) return; // ---- Qstick body-pressure now (shift 1) and prior bar (shift 2) ---- double qNow = Qstick(1, QstickPeriod); double qPrev = Qstick(2, QstickPeriod); // Volatility-scaled trigger band. double thr = PressureThreshold * atr; // Fresh cross of the pressure band (inside on prior bar, beyond now). bool crossUp = (qPrev <= thr) && (qNow > thr); bool crossDown = (qPrev >= -thr) && (qNow < -thr); // ---- EMA trend filter: direction (price vs EMA) + slope over SlopeBars ---- double emaNow = emaBuf[1]; // EMA on the just-completed bar double emaPast = emaBuf[1 + SlopeBars]; // EMA SlopeBars earlier double curClose = iClose(_Symbol, _Period, 1); bool uptrend = curClose > emaNow && emaNow > emaPast; bool downtrend = curClose < emaNow && emaNow < emaPast; bool longSignal = crossUp && uptrend; bool shortSignal = crossDown && downtrend; // ---- Manage an existing position: reversal exit on an opposing cross ---- ulong ticket = PositionTicket(Magic); if(ticket != 0) { PositionSelectByTicket(ticket); long ptype = PositionGetInteger(POSITION_TYPE); if((ptype == POSITION_TYPE_BUY && crossDown) || (ptype == POSITION_TYPE_SELL && crossUp)) { bool res = trade.PositionClose(ticket); PrintFormat("QstickPressureShift reversal-exit %s ticket %I64u qNow %.5f thr %.5f -> %s", (ptype == POSITION_TYPE_BUY ? "Buy" : "Sell"), ticket, qNow, thr, (res ? "OK" : "FAIL")); } return; // one position per magic at a time } // ---- Flat: open on a fresh, trend-aligned pressure shift ---- if(longSignal) TryEnter(true, atr, qNow, thr); else if(shortSignal) TryEnter(false, atr, qNow, thr); } //+------------------------------------------------------------------+