Whale RSI and SMA
- 专家
- 版本: 1.0
- 激活: 5
This Expert Advisor is a reversal-style system that combines a 50-centered RSI extreme filter with a 200 SMA proximity rule. It evaluates signals only on a new bar of the selected timeframe and uses closed-bar data (shift=1) to reduce noise and avoid “in-bar” flicker.
How the Strategy Works
On every new candle (for InpTF ), the EA follows this logic:
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Compute RSI thresholds around 50
A single parameter creates both buy/sell levels:-
BuyLevel = 50 − InpRSIThresholdDist
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SellLevel = 50 + InpRSIThresholdDist
Example: Dist = 20 → BuyLevel = 30, SellLevel = 70
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Require price to be near the 200 SMA
The distance between the last closed candle’s close and the SMA must be within a maximum range:-
Distance (points) = abs(close1 − sma1) / _Point
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Must be ≤ InpMaxDistPoints
If the distance is also ≤ InpAggroDistPoints, the trade is considered Aggressive and uses a tighter SL buffer.
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Optional confirmation filters
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EMA Trend Filter (optional)
If enabled:-
Longs require close1 > ema1
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Shorts require close1 < ema1
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Volume Filter (optional)
If enabled, the last closed bar’s tick volume must be at least:-
avg_tick_volume(lookback) * InpVolMultiplier
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One-position rule (per symbol + magic)
If there is already an open position on the same symbol with the same InpMagic , the EA will not open a new one. -
Stop/Target calculation + broker rule normalization
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SL is set using last closed bar’s high/low plus a buffer.
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TP is either Risk/Reward based or Bollinger Middle based (with fallback).
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SL/TP are then adjusted to comply with StopsLevel / FreezeLevel / Spread plus InpExtraStopBufferPts .
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Entry Rules
BUY (Long) Conditions
A Buy is triggered when all are true:
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RSI(shift=1) < BuyLevel
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abs(close1 − sma1) in points ≤ InpMaxDistPoints
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If EMA filter is enabled: close1 > ema1
Stop-Loss (SL)
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SL = low1 − SL_Buffer(points)
Take-Profit (TP)
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If InpUseRRTP = true :
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risk = entry − SL
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TP = entry + risk * InpRR
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Else (BB middle mode):
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TP = BB_Middle
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If BB_Middle is not valid (≤ entry), it falls back to RR TP.
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SELL (Short) Conditions
A Sell is triggered when all are true:
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RSI(shift=1) > SellLevel
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close1 < sma1 (explicit in the code)
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(sma1 − close1) in points ≤ InpMaxDistPoints
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If EMA filter is enabled: close1 < ema1
Stop-Loss (SL)
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SL = high1 + SL_Buffer(points)
Take-Profit (TP)
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If InpUseRRTP = true :
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risk = SL − entry
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TP = entry − risk * InpRR
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Else (BB middle mode):
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TP = BB_Middle
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If BB_Middle is not valid (≥ entry), it falls back to RR TP.
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Input Parameters (All Variables Explained)
Timeframe / Core Indicators
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InpTF: Signal timeframe used for all calculations (default: M5).
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InpRSIPeriod: RSI period (default: 14).
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InpSMAPeriod: SMA period (default: 200).
RSI Threshold Logic (Centered at 50)
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InpRSIThresholdDist: Distance from 50 to define extremes.
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BuyLevel = 50 − dist
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SellLevel = 50 + dist
Notes: The EA clamps the value into [0, 50] .
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SMA Distance + Aggressive vs Cautious SL Buffer
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InpMaxDistPoints: Maximum allowed distance from SMA (points).
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InpAggroDistPoints: If distance is within this tighter band, trade is Aggressive.
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InpSLBufferAggroPts: SL buffer (points) used in Aggressive mode.
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InpSLBufferCautPts: SL buffer (points) used in Cautious mode.
Optional EMA Trend Filter
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InpUseEMAFilter: Enable/disable EMA trend filter.
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InpEMAPeriod: EMA period (default: 50).
Optional Volume Filter (Tick Volume)
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InpUseVolumeFilter: Enable/disable tick volume confirmation.
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InpVolLookback: Bars used to compute average tick volume (closed bars).
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InpVolMultiplier: Required multiplier vs average (e.g., 1.2 = 20% above average).
Take-Profit Mode
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InpUseRRTP:
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true → Risk/Reward TP
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false → Bollinger middle TP (fallback to RR if invalid)
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InpRR: Risk/Reward ratio (default: 2.0).
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InpBBPeriod: Bollinger Bands period (default: 20).
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InpBBDeviation: Bollinger deviation (default: 2.0).
Trading / Execution / Safety
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InpLots: Requested lot size (normalized to symbol min/max/step).
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InpSlippagePoints: Max slippage (points).
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InpMagic: Magic number to track EA positions.
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InpExtraStopBufferPts: Extra safety buffer (points) added to broker minimum stop distance.
The EA effectively enforces:
min_stop_distance = max(StopsLevel, FreezeLevel) + Spread(points) + InpExtraStopBufferPts
Notable Operational Behavior
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Runs only once per new bar on InpTF (no tick-by-tick entries).
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Uses closed-bar signals ( shift=1 ) for RSI/MA/candle values.
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One open position at a time per symbol and InpMagic .
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Broker-rule compliant stops: SL/TP are adjusted to meet minimum distances; if not possible, the trade is skipped.
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Trade comments label entries as Aggro or Caut depending on SMA distance.
