How to add one green/red bar confirmation into an EA?

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Hello Guys,

I have created a simple RSI based EA. I would like to add one bar confirmation in it.

For example, lets say that if EA would take a "BUY" trade when RSI is 60.....then instead of taking a trade right away.......EA should wait for one more candle and if it is also green then only EA should take a "BUY" trade. (And vice-versa for Short trades)

I am attaching my EA code below. It would be great if anyone could explain me how to do it or redirect me to some tutorial link.

thanks :)

#include <Trade\Trade.mqh>
input int MagicNumber=1247;
input double StopLoss=20;
input double TakeProfit=50;
input int TrailingStop=
10 ;
input double Prd =2;
input double Buyy =
60 ;
input double Buyystop =40;
input double Sell =40;
input double Sellstop =
60 ;
input double MaximumRisk        = 0.01;    // Maximum Risk in percentage
input double DecreaseFactor     = 
30 ;       // Descrease factor
//+------------------------------------------------------------
//+------------------------------------------------------------------+
//    expert start function
//+------------------------------------------------------------------+

ENUM_STO_PRICE StoFieldMigrate(int field)
  {
   switch(field)
     {
      case 0: return(STO_LOWHIGH);
      case 1: return(STO_CLOSECLOSE);
      default: return(STO_LOWHIGH);
     }
  }
ENUM_APPLIED_PRICE PriceMigrate(int price)
  {
   switch(price)
     {
      case 1: return(PRICE_CLOSE);
      case 2: return(PRICE_OPEN);
      case 3: return(PRICE_HIGH);
      case 4: return(PRICE_LOW);
      case 5: return(PRICE_MEDIAN);
      case 6: return(PRICE_TYPICAL);
      case 7: return(PRICE_WEIGHTED);
      default: return(PRICE_CLOSE);
     }
  }

ENUM_TIMEFRAMES TFMigrate(int tf)
  {
   switch(tf)
     {
      case 0: return(PERIOD_CURRENT);
      case 1: return(PERIOD_M1);
           
      default: return(PERIOD_CURRENT);
     }
  }
  


//---
#define EMPTY -1

//+------------------------------------------------------------------+
//| Calculate optimal lot size                                       |
//+------------------------------------------------------------------+
double TradeSizeOptimized(void)
  {
   double price=0.0;
   double margin=0.0;
//--- select lot size
   if(!SymbolInfoDouble(_Symbol,SYMBOL_ASK,price))
      return(0.0);
   if(!OrderCalcMargin(ORDER_TYPE_BUY,_Symbol,1.0,price,margin))
      return(0.0);
   if(margin<=0.0)
      return(0.0);

   double lot=NormalizeDouble(AccountInfoDouble(ACCOUNT_MARGIN_FREE)*MaximumRisk/margin,2);
//--- calculate number of losses orders without a break
   if(DecreaseFactor>0)
     {
      //--- select history for access
      HistorySelect(0,TimeCurrent());
      //---
      int    orders=HistoryDealsTotal();  // total history deals
      int    losses=0;                    // number of losses orders without a break

      for(int i=orders-1;i>=0;i--)
        {
         ulong ticket=HistoryDealGetTicket(i);
         if(ticket==0)
           {
            Print("HistoryDealGetTicket failed, no trade history");
            break;
           }
         //--- check symbol
         if(HistoryDealGetString(ticket,DEAL_SYMBOL)!=_Symbol)
            continue;
         //--- check Expert Magic number
         if(HistoryDealGetInteger(ticket,DEAL_MAGIC)!=MagicNumber)
            continue;
         //--- check profit
         double profit=HistoryDealGetDouble(ticket,DEAL_PROFIT);
         if(profit>0.0)
            break;
         if(profit<0.0)
            losses++;
        }
      //---
      if(losses>1)
         lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);
     }
//--- normalize and check limits
   double stepvol=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_STEP);
   lot=stepvol*NormalizeDouble(lot/stepvol,0);

   double minvol=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MIN);
   if(lot<minvol)
      lot=minvol;

   double maxvol=SymbolInfoDouble(_Symbol,SYMBOL_VOLUME_MAX);
   if(lot>maxvol)
      lot=maxvol;
//--- return trading volume
   return(lot);
  }


void OnTick()
{
// Check for New Bar
static datetime dtBarCurrent   = WRONG_VALUE;
       datetime dtBarPrevious  = dtBarCurrent;
                dtBarCurrent   = (datetime) SeriesInfoInteger( _Symbol, _Period, SERIES_LASTBAR_DATE );

       bool     boolNewBarFlag = ( dtBarCurrent != dtBarPrevious );

if( boolNewBarFlag ) { 
CTrade trade;
trade.SetExpertMagicNumber(MagicNumber);
double Ask=SymbolInfoDouble(_Symbol,SYMBOL_ASK);
double Bid=SymbolInfoDouble(_Symbol,SYMBOL_BID);

  double MyPoint=_Point;
  if(_Digits==3 || _Digits==5) MyPoint=_Point*10;
  double TheStopLoss=0;
  double TheTakeProfit=0;
  if( TotalOrdersCount()==0 ) 
  {
     
     if((iRSIMQL4(NULL,0,Prd,PRICE_CLOSE,00)>Buyy)) // Here is your open buy rule
     {
     
        if(StopLoss>0) TheStopLoss=SymbolInfoDouble(_Symbol,SYMBOL_ASK)-StopLoss*MyPoint;
        if(TakeProfit>0) TheTakeProfit=SymbolInfoDouble(_Symbol,SYMBOL_ASK)+TakeProfit*MyPoint;
        trade.PositionOpen(_Symbol,ORDER_TYPE_BUY,TradeSizeOptimized(),SymbolInfoDouble(_Symbol,SYMBOL_ASK),TheStopLoss,TheTakeProfit);
        return;
     }
     
     if((iRSIMQL4(NULL,0,Prd,PRICE_CLOSE,00)<Sell)) // Here is your open Sell rule
     {
        if(StopLoss>0) TheStopLoss=SymbolInfoDouble(_Symbol,SYMBOL_ASK)+StopLoss*MyPoint;
        if(TakeProfit>0) TheTakeProfit=SymbolInfoDouble(_Symbol,SYMBOL_ASK)-TakeProfit*MyPoint;
        trade.PositionOpen(_Symbol,ORDER_TYPE_SELL,TradeSizeOptimized(),SymbolInfoDouble(_Symbol,SYMBOL_BID),TheStopLoss,TheTakeProfit);
        return;
     }
     
  }
  
   int posTotal=PositionsTotal();
   for(int posIndex=posTotal-1;posIndex>=0;posIndex--)
     {
      ulong ticket=PositionGetTicket(posIndex);
      if(PositionSelectByTicket(ticket) && PositionGetInteger(POSITION_MAGIC)==MagicNumber) 
      {
     if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY)
        {
              if((iRSIMQL4(NULL,0,Prd,PRICE_CLOSE,00)<Buyystop)) //here is your close buy rule
         {
         trade.PositionClose(ticket);
         break;
         }
       
         if(TrailingStop>0)  
              {                 
               if(SymbolInfoDouble(_Symbol,SYMBOL_BID)-PositionGetDouble(POSITION_PRICE_OPEN)>MyPoint*TrailingStop)
                 {
                  if(PositionGetDouble(POSITION_SL)<SymbolInfoDouble(_Symbol,SYMBOL_BID)-MyPoint*TrailingStop)
                    {
                    trade.PositionModify(ticket,SymbolInfoDouble(_Symbol,SYMBOL_BID)-MyPoint*TrailingStop,PositionGetDouble(POSITION_TP));
                     return;
                    }
                 }
              }
        }
      
       if(PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_SELL)
        {
                if((iRSIMQL4(NULL,0,Prd,PRICE_CLOSE,00)>Sellstop)) // here is your close sell rule
         {
         trade.PositionClose(ticket);
         break;
         }
          if(TrailingStop>0)  
              {                 
               if(PositionGetDouble(POSITION_PRICE_OPEN)-SymbolInfoDouble(_Symbol,SYMBOL_ASK)>MyPoint*TrailingStop)
                 {
                  if(PositionGetDouble(POSITION_SL)>SymbolInfoDouble(_Symbol,SYMBOL_ASK)+MyPoint*TrailingStop)
                    {
                    trade.PositionModify(ticket,SymbolInfoDouble(_Symbol,SYMBOL_ASK)+MyPoint*TrailingStop,PositionGetDouble(POSITION_TP));
                     return;
                    }
                 }
              }
        }
      }
     }  
    return;
}
}

int TotalOrdersCount()
{
  int result=0;
  int posTotal=PositionsTotal();
   for(int posIndex=posTotal-1;posIndex>=0;posIndex--)
     {
      ulong ticket=PositionGetTicket(posIndex);
      if(PositionSelectByTicket(ticket) && PositionGetInteger(POSITION_MAGIC)==MagicNumber) result++;
     }  
  return (result);
}


int Hour()
{
   MqlDateTime tm;
   TimeCurrent(tm);
   return(tm.hour);
}
int Minute()
{
   MqlDateTime tm;
   TimeCurrent(tm);
   return(tm.min);
}

double CopyBufferMQL4(int handle,int index,int shift)
  {
   double buf[];
   switch(index)
     {
      case 0: if(CopyBuffer(handle,0,shift,1,buf)>0)
         return(buf[0]); break;
      case 1: if(CopyBuffer(handle,1,shift,1,buf)>0)
         return(buf[0]); break;
      case 2: if(CopyBuffer(handle,2,shift,1,buf)>0)
         return(buf[0]); break;
      case 3: if(CopyBuffer(handle,3,shift,1,buf)>0)
         return(buf[0]); break;
      case 4: if(CopyBuffer(handle,4,shift,1,buf)>0)
         return(buf[0]); break;
      default: break;
     }
   return(EMPTY_VALUE);
  }
  
  

  double iRSIMQL4(string symbol,
                int tf,
                int period,
                int price,
                int shift)
  {
   ENUM_TIMEFRAMES timeframe=TFMigrate(tf);
   ENUM_APPLIED_PRICE applied_price=PriceMigrate(price);
   int handle=iRSI(symbol,timeframe,period,applied_price);
   if(handle<0)
     {
      return(-1);
     }
   else
      return(CopyBufferMQL4(handle,0,shift));
  }
  
 

First, make a change to your code:

1.strings 

      CTrade trade;
      trade.SetExpertMagicNumber(MagicNumber);

need to be placed in the "header" of the expert

 input double DecreaseFactor     =
   30 ;       // Descrease factor
//---
CTrade trade;
trade.SetExpertMagicNumber(MagicNumber);


2. Correct the 'iRSIMQL4' function - in MQL5, the indicator handle must be created once in OnInit. Better yet, do not use MQL4 words in the MQL5 code - otherwise you will constantly make mistakes.

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