Initial commit: MT5 EA Optimizer v1.0
Full optimization system for LEGSTECH_EA_V2: - Flask + SocketIO live dashboard (dark premium UI) - MT5 process control (auto-kill, clean launch, retry) - HTML report parser (UTF-16 LE, 597 trades, metrics) - Pre-run validation and actionable error messages - Analysis engines: Reversal, TimePerfomance, EntryExit, EquityCurve - Composite scoring (Calmar-primary) - Mutation engine with knowledge_base.yaml - Validation gate: IS + Walk-Forward - Reports folder with HTML/CSV per run - Double-click launcher batch file
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LEGSTECH Optimizer
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//+------------------------------------------------------------------+
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//| TradeLogger.mqh |
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//| Lightweight per-trade MAE/MFE logger for MT5 Strategy Tester |
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//| Drop into: MQL5/Include/TradeLogger.mqh |
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//| |
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//| Integration (2 steps in your EA): |
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//| 1. #include <TradeLogger.mqh> // top of your EA file |
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//| 2. TL_OnTick(); // inside OnTick() |
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//| |
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//| Output CSV is written to MQL5/Files/TradeLog_<EA>_<Symbol>.csv |
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//+------------------------------------------------------------------+
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#property strict
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//--- Configuration (override before including if needed)
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#ifndef TL_MFE_THRESHOLD_PIPS
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#define TL_MFE_THRESHOLD_PIPS 0.0 // minimum MFE to record (0 = record all)
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#endif
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#ifndef TL_MAX_TRACKED
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#define TL_MAX_TRACKED 256 // max simultaneously open trades tracked
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#endif
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//--- Internal state per tracked position
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struct TL_TradeState
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{
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ulong ticket;
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datetime open_time;
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double open_price;
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double sl;
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double tp;
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double lot_size;
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int direction; // 1=buy, -1=sell
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double mfe_price; // most favourable price seen
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double mae_price; // most adverse price seen
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bool active;
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};
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static TL_TradeState TL_Positions[TL_MAX_TRACKED];
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static int TL_Count = 0;
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static int TL_FileHandle = INVALID_HANDLE;
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static bool TL_Initialized = false;
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static string TL_FilePath = "";
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//--- Point-to-pip conversion helper
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double TL_PipSize()
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{
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double ps = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
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int digits = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
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// For 5-digit brokers, 1 pip = 10 points; for 2-digit (XAUUSD etc), 1 pip = 1 point
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if(digits == 3 || digits == 5) return ps * 10.0;
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return ps;
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}
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//--- Internal: open (or reopen) the CSV file
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bool TL_OpenFile()
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{
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if(TL_FileHandle != INVALID_HANDLE) return true;
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string ea_name = MQLInfoString(MQL_PROGRAM_NAME);
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TL_FilePath = ea_name + "_" + _Symbol + "_TradeLog.csv";
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TL_FileHandle = FileOpen(TL_FilePath,
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FILE_WRITE | FILE_CSV | FILE_ANSI | FILE_SHARE_READ,
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',');
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if(TL_FileHandle == INVALID_HANDLE)
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{
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Print("[TradeLogger] ERROR: Cannot open file '", TL_FilePath,
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"' error=", GetLastError());
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return false;
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}
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// Write CSV header
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FileWrite(TL_FileHandle,
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"ticket","open_time","close_time",
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"direction","open_price","close_price",
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"sl","tp","lot_size",
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"mfe_pips","mae_pips",
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"net_pips","net_money",
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"duration_minutes",
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"commission","swap");
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return true;
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}
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//--- Internal: find slot index for a ticket (-1 = not found)
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int TL_FindSlot(ulong ticket)
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{
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for(int i = 0; i < TL_Count; i++)
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if(TL_Positions[i].ticket == ticket && TL_Positions[i].active)
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return i;
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return -1;
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}
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//--- Internal: register a newly opened position
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void TL_RegisterPosition(ulong ticket)
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{
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if(TL_Count >= TL_MAX_TRACKED) return; // overflow guard
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if(!PositionSelectByTicket(ticket)) return;
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TL_TradeState &s = TL_Positions[TL_Count];
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s.ticket = ticket;
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s.open_time = (datetime)PositionGetInteger(POSITION_TIME);
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s.open_price = PositionGetDouble(POSITION_PRICE_OPEN);
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s.sl = PositionGetDouble(POSITION_SL);
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s.tp = PositionGetDouble(POSITION_TP);
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s.lot_size = PositionGetDouble(POSITION_VOLUME);
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s.direction = (PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY) ? 1 : -1;
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s.mfe_price = s.open_price;
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s.mae_price = s.open_price;
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s.active = true;
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TL_Count++;
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}
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//--- Internal: flush a closed trade to CSV
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void TL_FlushClosed(int idx)
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{
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if(!TL_OpenFile()) return;
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TL_TradeState &s = TL_Positions[idx];
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// Retrieve closed deal data from history
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if(!HistorySelectByPosition(s.ticket)) return;
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int deals = HistoryDealsTotal();
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if(deals < 2) return; // need at least open + close deal
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// Find the closing deal (last deal in history for this position)
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ulong close_deal = 0;
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double close_price = 0;
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double net_money = 0;
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double commission = 0;
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double swap_val = 0;
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datetime close_time = 0;
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for(int d = deals - 1; d >= 0; d--)
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{
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ulong deal_ticket = HistoryDealGetTicket(d);
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if(HistoryDealGetInteger(deal_ticket, DEAL_ENTRY) == DEAL_ENTRY_OUT ||
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HistoryDealGetInteger(deal_ticket, DEAL_ENTRY) == DEAL_ENTRY_INOUT)
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{
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close_deal = deal_ticket;
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close_price = HistoryDealGetDouble(deal_ticket, DEAL_PRICE);
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net_money = HistoryDealGetDouble(deal_ticket, DEAL_PROFIT);
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commission = HistoryDealGetDouble(deal_ticket, DEAL_COMMISSION);
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swap_val = HistoryDealGetDouble(deal_ticket, DEAL_SWAP);
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close_time = (datetime)HistoryDealGetInteger(deal_ticket, DEAL_TIME);
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break;
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}
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}
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if(close_deal == 0) return;
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double pip = TL_PipSize();
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double mfe_pips = (s.mfe_price - s.open_price) * s.direction / pip;
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double mae_pips = (s.open_price - s.mae_price) * s.direction / pip;
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double net_pips = (close_price - s.open_price) * s.direction / pip;
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int dur_min = (int)((close_time - s.open_time) / 60);
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FileWrite(TL_FileHandle,
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(string)s.ticket,
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TimeToString(s.open_time, TIME_DATE|TIME_MINUTES),
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TimeToString(close_time, TIME_DATE|TIME_MINUTES),
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(s.direction == 1 ? "buy" : "sell"),
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DoubleToString(s.open_price, _Digits),
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DoubleToString(close_price, _Digits),
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DoubleToString(s.sl, _Digits),
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DoubleToString(s.tp, _Digits),
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DoubleToString(s.lot_size, 2),
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DoubleToString(MathMax(0, mfe_pips), 2),
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DoubleToString(MathMax(0, mae_pips), 2),
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DoubleToString(net_pips, 2),
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DoubleToString(net_money, 2),
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(string)dur_min,
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DoubleToString(commission, 2),
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DoubleToString(swap_val, 2));
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FileFlush(TL_FileHandle); // flush after each trade — safe even if tester aborts
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}
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//+------------------------------------------------------------------+
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//| TL_OnTick() — Call this inside your EA's OnTick() |
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//+------------------------------------------------------------------+
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void TL_OnTick()
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{
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double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
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double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
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// --- Update running MFE/MAE for all tracked positions ---
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for(int i = 0; i < TL_Count; i++)
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{
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if(!TL_Positions[i].active) continue;
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ulong ticket = TL_Positions[i].ticket;
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// Check if position is still open
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if(!PositionSelectByTicket(ticket))
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{
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// Position closed — flush to CSV then deactivate
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TL_FlushClosed(i);
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TL_Positions[i].active = false;
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continue;
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}
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double current_price = (TL_Positions[i].direction == 1) ? bid : ask;
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// Update MFE (best price in trade direction)
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if(TL_Positions[i].direction == 1) // BUY: higher is better
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TL_Positions[i].mfe_price = MathMax(TL_Positions[i].mfe_price, current_price);
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else // SELL: lower is better
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TL_Positions[i].mfe_price = MathMin(TL_Positions[i].mfe_price, current_price);
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// Update MAE (worst price against trade direction)
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if(TL_Positions[i].direction == 1) // BUY: lower is worse
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TL_Positions[i].mae_price = MathMin(TL_Positions[i].mae_price, current_price);
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else // SELL: higher is worse
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TL_Positions[i].mae_price = MathMax(TL_Positions[i].mae_price, current_price);
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}
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// --- Register any newly opened positions not yet tracked ---
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int total = PositionsTotal();
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for(int p = 0; p < total; p++)
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{
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ulong ticket = PositionGetTicket(p);
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if(ticket == 0) continue;
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if(!PositionSelectByTicket(ticket)) continue;
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if(PositionGetString(POSITION_SYMBOL) != _Symbol) continue;
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if(TL_FindSlot(ticket) == -1)
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TL_RegisterPosition(ticket);
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}
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}
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//+------------------------------------------------------------------+
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//| TL_Deinit() — Optionally call in OnDeinit() to close file |
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//+------------------------------------------------------------------+
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void TL_Deinit()
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{
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if(TL_FileHandle != INVALID_HANDLE)
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{
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FileClose(TL_FileHandle);
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TL_FileHandle = INVALID_HANDLE;
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}
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Print("[TradeLogger] Log written to: ", TL_FilePath);
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}
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//+------------------------------------------------------------------+
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