Lesson 7 Price action Ket hop Volume VSA

I. Main function

1. Auto caculate lot size

2. Auto trailling ATR

3. Using volume indicator and moving average indicator

4. Condition buy or sell

2. Backtest.

II. Main function code

1. Volume indicator declaration

 //+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
if(!m_symbol.Name(_Symbol))
return  INIT_FAILED;

// Set Trade parameter
trade.SetTypeFillingBySymbol(m_symbol.Name());
trade.SetExpertMagicNumber(m_magicnumber);
trade.SetDeviationInPoints(Slippage);

// Turning 3 or 5 Digit
int    adjustdigit=1;
if(m_symbol.Digits()==3 || m_symbol.Digits()==5)
adjustdigit=10;

m_adjustpoint=adjustdigit*m_symbol.Point();

// Indicator RSI declaration

Handle_MA= iMA(_Symbol,timeframe,MA_period,MA_shift,MODE_EMA,PRICE_CLOSE);
if(Handle_MA==INVALID_HANDLE)
return  INIT_FAILED;

// Indicator RSI declaration

hand_atr= iATR(_Symbol,timeframe,atr_period);
if(hand_atr==INVALID_HANDLE)
return  INIT_FAILED;

// Indicator volume

handle_volume= iVolumes(_Symbol,timeframe,VOLUME_TICK);
if(handle_volume==INVALID_HANDLE)
return  INIT_FAILED;

// Indicator Moving average volume

handle_MA_volume= iMA(_Symbol,timeframe,MA_volume_period,MA_volume_shift,MODE_EMA,handle_volume);
if(handle_MA_volume==INVALID_HANDLE)
return  INIT_FAILED;
//---
   return(INIT_SUCCEEDED);
  }

2. Tick function

//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
  {
   if(OpenBar(Symbol()))
   {
 // Candle declaration
 double High[],Low[],open[],close[];
 ArraySetAsSeries(High,true);ArraySetAsSeries(Low,true);ArraySetAsSeries(close,true);ArraySetAsSeries(open,true);
 CopyHigh(Symbol(),timeframe,0,1000,High);
 CopyLow(Symbol(),timeframe,0,1000,Low);
 CopyOpen(_Symbol,timeframe,0,100,open);
 CopyClose(_Symbol,timeframe,0,100,close);
 
// Highest high and lowest low declaration
int highest= ArrayMaximum(High,HL_shift,HL_period);
int lowest= ArrayMinimum(Low,HL_shift,HL_period); 

double  HH= High[highest];
Drawline(" Kháng Cự ", clrRed,HH);
double  LL= Low[lowest];
Drawline(" hỗ trợ ", clrBlue,LL);

// Moving average declaration
CopyBuffer(Handle_MA,0,0,100,MA_Filter);
ArraySetAsSeries(MA_Filter,true);

 // Atr declaration
 ArraySetAsSeries(atr,true); CopyBuffer(hand_atr,0,0,50,atr);
 
 // Volume and MA_volume array buffe
 ArraySetAsSeries(Volume,true); ArraySetAsSeries(MA_volume,true);
 CopyBuffer(handle_volume,0,0,50,Volume);
 CopyBuffer(handle_MA_volume,0,0,50,MA_volume);
//+------------------------------------------------------------------+
//|   Broker parameter                                               |
//+------------------------------------------------------------------+     
double point = SymbolInfoDouble(_Symbol,SYMBOL_POINT);
double ask= SymbolInfoDouble(_Symbol,SYMBOL_ASK);
double bid= SymbolInfoDouble(_Symbol,SYMBOL_BID);
double spread=ask-bid;
double stoplevel= (int)SymbolInfoInteger(_Symbol,SYMBOL_TRADE_STOPS_LEVEL);
int freezerlevel= (int)SymbolInfoInteger(_Symbol,SYMBOL_TRADE_FREEZE_LEVEL); 

 
 // Count bjuy and count sell
 int count_buy=0; int count_sell=0;
 count_position(count_buy,count_sell,atr);

 // Main condition for buy and sell
 

    if(count_buy==0)
     {
       if(ask>(HH) && High[highest] > MA_Filter[highest] && Volume[1]>MA_volume[1]  )
        {
         double  entryprice= ask;
         double  sl        = LL;
         double  tp        = entryprice   +TP_factor*atr[1];
         double lotsize    = calculate_lotsize(sl,entryprice);
        if(  bid-sl>stoplevel && tp-bid>stoplevel&& CheckVolumeValue(lotsize) )
         {
         trade.Buy(lotsize,_Symbol,entryprice,sl,tp, " Buy Mr Tan ");
        
         }
       }
     }
    if(count_sell==0)
     {
    if(bid<(LL) && Low[lowest] < MA_Filter[lowest]&& Volume[1]>MA_volume[1])
        {
         double  entryprice= bid;
         double  sl        = HH;
         double  tp        = entryprice   -TP_factor*atr[1];
         double lotsize    = calculate_lotsize(sl,entryprice);
         if(  sl-ask>stoplevel && ask-tp>stoplevel&& CheckVolumeValue(lotsize) )
         {
          trade.Sell(lotsize,_Symbol,entryprice,sl,tp, " Sell Mr Tan ");
         }
        }
     }
   
  }
 
  }