Test Logic vào lệnh đơn giản

This commit is contained in:
Bell
2026-05-16 21:51:51 +07:00
parent 0f6a9b3e6a
commit 904b85fd47
+399 -46
View File
@@ -3,8 +3,8 @@
//| Big/Small structure + State machine (NO_TREND → PULLBACK → …) |
//+------------------------------------------------------------------+
#property copyright "MyICT"
#property version "1.04"
#property description "ICT states: pullback discount/premium | limit/trade tracking"
#property version "1.05"
#property description "ICT trigger: 2L/2H small + discount/premium | R% | stats"
#include <Trade/Trade.mqh>
@@ -37,9 +37,23 @@ input group "══ Discount / Premium (sóng Big) ══"
input double InpZoneEqPct = 50.0; // % từ đáy/đỉnh sóng → equilibrium
input double InpZoneTolPoints = 5.0; // dung sai (point)
input group "══ Trade (limit — trigger bổ sung sau) ══"
input group "══ Trigger & quản lý lệnh ══"
input bool InpTradeEnabled = true;
input ulong InpMagic = 20260620;
input bool InpAutoLimitOnZone = false; // true: đặt limit khi WAITING_TRIGGER
input double InpRiskPercent = 1.0; // 1R = % balance
input int InpATRPeriod = 14;
input double InpSlAtrMult = 0.25; // SL dưới/trên 2 đáy/đỉnh small + ATR×
input double InpTpAtrBuffer = 0.25; // TP trước H0/L0 big /+ ATR×
input double InpDoubleTolAtrMult = 0.15; // 2 đáy/đỉnh “bằng nhau” (×ATR)
input int InpSlippagePoints = 30;
input bool InpOnePosition = true;
input group "══ Thống kê (góc dưới-trái) ══"
input bool InpShowStats = true;
input int InpStatFontSize = 9;
input int InpStatCornerX = 8;
input int InpStatCornerY = 8;
input color InpStatColor = clrSilver;
input group "══ Hiển thị chart ══"
input bool InpDrawSwings = true;
@@ -89,7 +103,10 @@ struct BigWaveZone
double premiumBottom; // sell: giá >= premiumBottom = trong premium
};
const string OBJ_PFX = "MYICT_";
const string OBJ_CH_PFX = "MYICTC_";
const string STAT_PREFIX = "MYICTS_";
const string STAT_LINE1 = STAT_PREFIX + "L1";
const string STAT_LINE2 = STAT_PREFIX + "L2";
TrendSnapshot g_big;
TrendSnapshot g_small;
@@ -98,6 +115,12 @@ ENUM_ICT_STATE g_state = ICT_STATE_NO_TREND;
ENUM_ICT_STATE g_statePrev = ICT_STATE_NO_TREND;
bool g_biasBuy = false;
datetime g_lastBar = 0;
datetime g_lastTriggerBar = 0;
int g_hAtr = INVALID_HANDLE;
long g_statWins = 0;
long g_statLoss = 0;
long g_statTotal = 0;
CTrade g_trade;
@@ -131,6 +154,257 @@ void DeleteObjectsByPrefix(const string prefix)
}
}
//+------------------------------------------------------------------+
double GetAtr(const string sym, const ENUM_TIMEFRAMES tf, const int shift)
{
if(g_hAtr == INVALID_HANDLE)
return 0.0;
double b[];
ArraySetAsSeries(b, true);
if(CopyBuffer(g_hAtr, 0, shift, 1, b) < 1)
return 0.0;
return b[0];
}
//+------------------------------------------------------------------+
double DoubleTolerance(const string sym, const double atr)
{
const double pt = SymbolInfoDouble(sym, SYMBOL_POINT);
return MathMax(pt * 10.0, atr * InpDoubleTolAtrMult);
}
//+------------------------------------------------------------------+
bool IsSmallDoubleBottom(const double l0, const double l1, const double tol)
{
if(MathAbs(l0 - l1) <= tol)
return true;
if(l0 > l1 + _Point)
return true;
return false;
}
//+------------------------------------------------------------------+
bool IsSmallDoubleTop(const double h0, const double h1, const double tol)
{
if(MathAbs(h0 - h1) <= tol)
return true;
if(h0 < h1 - _Point)
return true;
return false;
}
//+------------------------------------------------------------------+
bool TriggerPatternOk()
{
const double atr = GetAtr(_Symbol, ChartTf(), 1);
if(atr <= 0.0)
return false;
const double tol = DoubleTolerance(_Symbol, atr);
if(g_biasBuy)
{
if(!g_small.hasL0 || !g_small.hasL1)
return false;
return IsSmallDoubleBottom(g_small.l0.price, g_small.l1.price, tol);
}
if(!g_small.hasH0 || !g_small.hasH1)
return false;
return IsSmallDoubleTop(g_small.h0.price, g_small.h1.price, tol);
}
//+------------------------------------------------------------------+
double NormalizeVolume(const string sym, double v)
{
const double step = SymbolInfoDouble(sym, SYMBOL_VOLUME_STEP);
const double vmin = SymbolInfoDouble(sym, SYMBOL_VOLUME_MIN);
const double vmax = SymbolInfoDouble(sym, SYMBOL_VOLUME_MAX);
if(step <= 0.0)
return 0.0;
v = MathFloor(v / step) * step;
if(v < vmin - 1e-12)
return 0.0;
if(v > vmax)
v = vmax;
return NormalizeDouble(v, 8);
}
//+------------------------------------------------------------------+
double VolumeForRisk(const string sym, const bool isBuy,
const double entry, const double sl)
{
const double pt = SymbolInfoDouble(sym, SYMBOL_POINT);
if(MathAbs(entry - sl) < pt)
return 0.0;
const double riskMoney = AccountInfoDouble(ACCOUNT_BALANCE) * (InpRiskPercent / 100.0);
double profit = 0.0;
if(!OrderCalcProfit(isBuy ? ORDER_TYPE_BUY : ORDER_TYPE_SELL,
sym, 1.0, entry, sl, profit))
return 0.0;
const double lossPerLot = MathAbs(profit);
if(lossPerLot < DBL_EPSILON)
return 0.0;
return riskMoney / lossPerLot;
}
//+------------------------------------------------------------------+
bool StopsValid(const string sym, const bool isBuy,
const double entry, const double sl, const double tp)
{
const double pt = SymbolInfoDouble(sym, SYMBOL_POINT);
const int stops = (int)SymbolInfoInteger(sym, SYMBOL_TRADE_STOPS_LEVEL);
const int freeze = (int)SymbolInfoInteger(sym, SYMBOL_TRADE_FREEZE_LEVEL);
const double md = MathMax(stops, freeze) * pt;
if(md <= 0.0)
return true;
if(isBuy)
{
if(entry - sl < md - pt) return false;
if(tp - entry < md - pt) return false;
}
else
{
if(sl - entry < md - pt) return false;
if(entry - tp < md - pt) return false;
}
return true;
}
//+------------------------------------------------------------------+
bool CalcTriggerStops(const bool isBuy, const double atr,
double &sl, double &tp, string &reason)
{
const int dig = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
const double buf = atr * InpSlAtrMult;
const double tpBuf = atr * InpTpAtrBuffer;
if(isBuy)
{
if(!g_small.hasL0 || !g_small.hasL1 || !g_big.hasH0)
{
reason = "thiếu swing small L hoặc Big H0";
return false;
}
const double low2 = MathMin(g_small.l0.price, g_small.l1.price);
sl = NormalizeDouble(low2 - buf, dig);
tp = NormalizeDouble(g_big.h0.price - tpBuf, dig);
reason = "2L small + TP trước Big H0";
}
else
{
if(!g_small.hasH0 || !g_small.hasH1 || !g_big.hasL0)
{
reason = "thiếu swing small H hoặc Big L0";
return false;
}
const double high2 = MathMax(g_small.h0.price, g_small.h1.price);
sl = NormalizeDouble(high2 + buf, dig);
tp = NormalizeDouble(g_big.l0.price + tpBuf, dig);
reason = "2H small + TP trước Big L0";
}
return true;
}
//+------------------------------------------------------------------+
bool TryExecuteTrigger(const string sym, const ENUM_TIMEFRAMES tf)
{
if(!InpTradeEnabled)
return false;
if(g_state != ICT_STATE_WAITING_TRIGGER)
return false;
if(InpOnePosition && HasMyPosition(sym))
return false;
const datetime tBar = iTime(sym, tf, 1);
if(tBar == 0 || tBar == g_lastTriggerBar)
return false;
const double refClose = iClose(sym, tf, 1);
if(g_biasBuy)
{
if(!PriceInDiscount(refClose))
return false;
}
else
{
if(!PriceInPremium(refClose))
return false;
}
if(!TriggerPatternOk())
return false;
const double atr = GetAtr(sym, tf, 1);
if(atr <= 0.0)
return false;
double sl = 0.0, tp = 0.0;
string reason = "";
if(!CalcTriggerStops(g_biasBuy, atr, sl, tp, reason))
{
Dbg("Trigger skip: " + reason);
return false;
}
MqlTick tk;
if(!SymbolInfoTick(sym, tk))
return false;
const int dig = (int)SymbolInfoInteger(sym, SYMBOL_DIGITS);
const double entry = NormalizeDouble(g_biasBuy ? tk.ask : tk.bid, dig);
if(g_biasBuy)
{
if(tp <= entry || sl >= entry)
{
Dbg("Trigger skip Buy: TP/SL không hợp lệ");
return false;
}
}
else
{
if(tp >= entry || sl <= entry)
{
Dbg("Trigger skip Sell: TP/SL không hợp lệ");
return false;
}
}
if(!StopsValid(sym, g_biasBuy, entry, sl, tp))
{
Dbg("Trigger skip: STOPS_LEVEL");
return false;
}
double vol = NormalizeVolume(sym, VolumeForRisk(sym, g_biasBuy, entry, sl));
if(vol <= 0.0)
{
Dbg("Trigger skip: volume=0");
return false;
}
g_trade.SetExpertMagicNumber(InpMagic);
g_trade.SetDeviationInPoints(InpSlippagePoints);
SetTradeFilling();
const string cmt = g_biasBuy ? "MyICT_BUY" : "MyICT_SELL";
const bool ok = g_biasBuy
? g_trade.Buy(vol, sym, 0.0, sl, tp, cmt)
: g_trade.Sell(vol, sym, 0.0, sl, tp, cmt);
if(!ok)
{
Print("[MyICT] Trigger fail ", g_trade.ResultRetcode(), " ", g_trade.ResultComment());
return false;
}
g_lastTriggerBar = tBar;
g_state = ICT_STATE_ON_TRADE;
PrintFormat("[MyICT] TRIGGER %s | %s | vol=%.2f entry=%.5f SL=%.5f TP=%.5f",
cmt, reason, vol, entry, sl, tp);
return true;
}
//+------------------------------------------------------------------+
string TrendText(const ENUM_ICT_TREND t)
{
@@ -416,32 +690,6 @@ void SetTradeFilling()
g_trade.SetTypeFilling(ORDER_FILLING_RETURN);
}
//+------------------------------------------------------------------+
// Placeholder: trigger chi tiết sẽ bổ sung — tạm đặt limit tại equilibrium
bool TryPlaceLimitFromState(const string sym)
{
if(!InpAutoLimitOnZone || g_state != ICT_STATE_WAITING_TRIGGER)
return false;
if(!g_zone.valid || HasMyPosition(sym) || HasMyPendingLimit(sym))
return false;
const int dig = (int)SymbolInfoInteger(sym, SYMBOL_DIGITS);
const double px = NormalizeDouble(g_zone.equilibrium, dig);
g_trade.SetExpertMagicNumber(InpMagic);
SetTradeFilling();
bool ok = false;
if(g_biasBuy)
ok = g_trade.BuyLimit(0.01, sym, px, 0.0, 0.0, ORDER_TIME_GTC, 0, "MyICT limit buy");
else
ok = g_trade.SellLimit(0.01, sym, px, 0.0, 0.0, ORDER_TIME_GTC, 0, "MyICT limit sell");
if(ok)
Dbg("Đặt limit tại equilibrium (placeholder)");
return ok;
}
//+------------------------------------------------------------------+
ENUM_ICT_STATE ComputeStructureState(const string sym, const ENUM_TIMEFRAMES tf)
{
@@ -499,7 +747,7 @@ void UpdateStateMachine(const string sym, const ENUM_TIMEFRAMES tf)
g_state = ComputeStructureState(sym, tf);
if(g_state == ICT_STATE_WAITING_TRIGGER)
TryPlaceLimitFromState(sym);
TryExecuteTrigger(sym, tf);
if(g_state != g_statePrev && InpDebug)
Dbg(StringFormat("State %s → %s", StateText(g_statePrev), StateText(g_state)));
@@ -511,8 +759,8 @@ void DrawArrowTag(const string tag, const datetime t, const double price,
const int width)
{
const long ch = ActChart();
const string arr = OBJ_PFX + tag + "_AR";
const string txt = OBJ_PFX + tag + "_TX";
const string arr = OBJ_CH_PFX + tag + "_AR";
const string txt = OBJ_CH_PFX + tag + "_TX";
if(ObjectFind(ch, arr) < 0)
ObjectCreate(ch, arr, OBJ_ARROW, 0, t, price);
@@ -622,10 +870,10 @@ void DrawLayer(const string tag, const TrendSnapshot &snap,
if(!InpDrawTrendLines)
return;
if(snap.hasH0 && snap.hasH1)
DrawSegLine(OBJ_PFX + tag + "_LNH", snap.h1.time, snap.h1.price,
DrawSegLine(OBJ_CH_PFX + tag + "_LNH", snap.h1.time, snap.h1.price,
snap.h0.time, snap.h0.price, clrHi, lineWidth);
if(snap.hasL0 && snap.hasL1)
DrawSegLine(OBJ_PFX + tag + "_LNL", snap.l1.time, snap.l1.price,
DrawSegLine(OBJ_CH_PFX + tag + "_LNL", snap.l1.time, snap.l1.price,
snap.l0.time, snap.l0.price, clrLo, lineWidth);
}
@@ -647,25 +895,25 @@ void DrawZones(const string sym, const ENUM_TIMEFRAMES tf)
const uchar premAlpha = (activePullback && !g_biasBuy)
? InpZoneActiveAlpha : InpZoneFillAlpha;
DrawZoneRect(OBJ_PFX + "Z_DISC", t1, t2,
DrawZoneRect(OBJ_CH_PFX + "Z_DISC", t1, t2,
g_zone.discountTop, g_zone.waveLow,
InpClrDiscount, discAlpha,
"Discount — nửa dưới sóng Big (Buy)");
DrawZoneRect(OBJ_PFX + "Z_PREM", t1, t2,
DrawZoneRect(OBJ_CH_PFX + "Z_PREM", t1, t2,
g_zone.waveHigh, g_zone.premiumBottom,
InpClrPremium, premAlpha,
"Premium — nửa trên sóng Big (Sell)");
DrawSegLine(OBJ_PFX + "Z_EQ", t1, g_zone.equilibrium, t2, g_zone.equilibrium,
DrawSegLine(OBJ_CH_PFX + "Z_EQ", t1, g_zone.equilibrium, t2, g_zone.equilibrium,
clrGold, 1);
ObjectSetInteger(ActChart(), OBJ_PFX + "Z_EQ", OBJPROP_STYLE, STYLE_DOT);
ObjectSetInteger(ActChart(), OBJ_PFX + "Z_EQ", OBJPROP_WIDTH, 2);
ObjectSetInteger(ActChart(), OBJ_CH_PFX + "Z_EQ", OBJPROP_STYLE, STYLE_DOT);
ObjectSetInteger(ActChart(), OBJ_CH_PFX + "Z_EQ", OBJPROP_WIDTH, 2);
const double midDisc = (g_zone.waveLow + g_zone.discountTop) * 0.5;
const double midPrem = (g_zone.premiumBottom + g_zone.waveHigh) * 0.5;
DrawZoneTag(OBJ_PFX + "LBL_DISC", t2, midDisc, " DISCOUNT ", InpClrZoneLabel);
DrawZoneTag(OBJ_PFX + "LBL_PREM", t2, midPrem, " PREMIUM ", InpClrZoneLabel);
DrawZoneTag(OBJ_CH_PFX + "LBL_DISC", t2, midDisc, " DISCOUNT ", InpClrZoneLabel);
DrawZoneTag(OBJ_CH_PFX + "LBL_PREM", t2, midPrem, " PREMIUM ", InpClrZoneLabel);
}
//+------------------------------------------------------------------+
@@ -695,7 +943,7 @@ string StateBlock()
void DrawPanel(const string body)
{
const long ch = ActChart();
const string name = OBJ_PFX + "PANEL";
const string name = OBJ_CH_PFX + "PANEL";
if(ObjectFind(ch, name) < 0)
ObjectCreate(ch, name, OBJ_LABEL, 0, 0, 0);
@@ -711,13 +959,100 @@ void DrawPanel(const string body)
ObjectSetString(ch, name, OBJPROP_TEXT, body);
}
//+------------------------------------------------------------------+
void StatsEnsureLabel(const long ch, const string name, const int yDist)
{
if(ObjectFind(ch, name) < 0)
ObjectCreate(ch, name, OBJ_LABEL, 0, 0, 0);
ObjectSetInteger(ch, name, OBJPROP_CORNER, CORNER_LEFT_LOWER);
ObjectSetInteger(ch, name, OBJPROP_ANCHOR, ANCHOR_LEFT_LOWER);
ObjectSetInteger(ch, name, OBJPROP_SELECTABLE, false);
ObjectSetInteger(ch, name, OBJPROP_XDISTANCE, InpStatCornerX);
ObjectSetInteger(ch, name, OBJPROP_YDISTANCE, MathMax(0, yDist));
ObjectSetInteger(ch, name, OBJPROP_FONTSIZE, MathMax(7, InpStatFontSize));
ObjectSetString(ch, name, OBJPROP_FONT, "Consolas");
ObjectSetInteger(ch, name, OBJPROP_COLOR, InpStatColor);
}
//+------------------------------------------------------------------+
void StatsUpdate()
{
if(!InpShowStats)
{
ObjectDelete(ActChart(), STAT_LINE1);
ObjectDelete(ActChart(), STAT_LINE2);
return;
}
const long ch = ActChart();
const int gap = (int)(MathMax(7, InpStatFontSize) * 2.2) + 12;
StatsEnsureLabel(ch, STAT_LINE1, InpStatCornerY);
StatsEnsureLabel(ch, STAT_LINE2, InpStatCornerY + gap);
const long closed = g_statWins + g_statLoss;
const double wr = (closed > 0) ? 100.0 * (double)g_statWins / (double)closed : 0.0;
const string l1 = StringFormat("MyICT | 1R=%.1f%% | SL/TP ATR×", InpRiskPercent);
string l2;
if(closed > 0)
l2 = StringFormat("Đóng %I64d | Thắng %I64d | Thua %I64d | Winrate %.1f%%",
g_statTotal, g_statWins, g_statLoss, wr);
else
l2 = StringFormat("Đóng %I64d | Thắng %I64d | Thua %I64d | Winrate: —",
g_statTotal, g_statWins, g_statLoss);
ObjectSetString(ch, STAT_LINE1, OBJPROP_TEXT, l1);
ObjectSetString(ch, STAT_LINE2, OBJPROP_TEXT, l2);
}
//+------------------------------------------------------------------+
void StatsCountExitDeal(const ulong dealTicket)
{
if(dealTicket == 0 || !HistoryDealSelect(dealTicket))
return;
if(HistoryDealGetString(dealTicket, DEAL_SYMBOL) != _Symbol)
return;
if((ulong)HistoryDealGetInteger(dealTicket, DEAL_MAGIC) != InpMagic)
return;
if(HistoryDealGetInteger(dealTicket, DEAL_ENTRY) != DEAL_ENTRY_OUT)
return;
g_statTotal++;
const ENUM_DEAL_REASON dr = (ENUM_DEAL_REASON)HistoryDealGetInteger(dealTicket, DEAL_REASON);
if(dr == DEAL_REASON_TP)
g_statWins++;
else if(dr == DEAL_REASON_SL)
g_statLoss++;
else
{
const double net = HistoryDealGetDouble(dealTicket, DEAL_PROFIT)
+ HistoryDealGetDouble(dealTicket, DEAL_SWAP)
+ HistoryDealGetDouble(dealTicket, DEAL_COMMISSION);
if(net > 0.0) g_statWins++;
else if(net < 0.0) g_statLoss++;
}
}
//+------------------------------------------------------------------+
void StatsRebuildFromHistory()
{
g_statWins = g_statLoss = g_statTotal = 0;
if(!HistorySelect(0, TimeCurrent()))
return;
const int n = HistoryDealsTotal();
for(int i = 0; i < n; i++)
StatsCountExitDeal(HistoryDealGetTicket(i));
}
//+------------------------------------------------------------------+
void RedrawChart(const string sym, const ENUM_TIMEFRAMES tf)
{
DeleteObjectsByPrefix(OBJ_PFX);
DeleteObjectsByPrefix(OBJ_CH_PFX);
string panel = StringFormat("MyICT | %s %s\n", sym, EnumToString(tf));
panel += StateBlock() + "\n";
if(g_state == ICT_STATE_WAITING_TRIGGER && TriggerPatternOk())
panel += " >> Trigger pattern OK (2L/2H)\n";
panel += LayerBlock("BigTrend", InpBigSwingRange, g_big) + "\n";
panel += LayerBlock("SmallTrend", InpSmallSwingRange, g_small);
@@ -725,6 +1060,7 @@ void RedrawChart(const string sym, const ENUM_TIMEFRAMES tf)
DrawLayer("BIG", g_big, InpClrBigHigh, InpClrBigLow, 2);
DrawLayer("SML", g_small, InpClrSmallHigh, InpClrSmallLow, 1);
DrawZones(sym, tf);
StatsUpdate();
ChartRedraw(ActChart());
}
@@ -754,10 +1090,22 @@ void OnNewBar(const string sym)
int OnInit()
{
g_lastBar = 0;
g_lastTriggerBar = 0;
g_state = ICT_STATE_NO_TREND;
g_statePrev = ICT_STATE_NO_TREND;
g_hAtr = iATR(_Symbol, ChartTf(), InpATRPeriod);
if(g_hAtr == INVALID_HANDLE)
{
Print("[MyICT] Không tạo ATR");
return INIT_FAILED;
}
g_trade.SetExpertMagicNumber(InpMagic);
g_trade.SetDeviationInPoints(InpSlippagePoints);
SetTradeFilling();
StatsRebuildFromHistory();
OnNewBar(_Symbol);
Print("[MyICT] Init state=", StateText(g_state));
return INIT_SUCCEEDED;
@@ -766,7 +1114,11 @@ int OnInit()
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
DeleteObjectsByPrefix(OBJ_PFX);
DeleteObjectsByPrefix(OBJ_CH_PFX);
ObjectDelete(ActChart(), STAT_LINE1);
ObjectDelete(ActChart(), STAT_LINE2);
if(g_hAtr != INVALID_HANDLE)
IndicatorRelease(g_hAtr);
Comment("");
}
@@ -790,6 +1142,7 @@ void OnTradeTransaction(const MqlTradeTransaction &trans,
if(entry != DEAL_ENTRY_OUT)
return;
StatsCountExitDeal(deal);
g_state = ICT_STATE_NONE;
Dbg("OnTradeTransaction → NONE (đóng lệnh)");
RedrawChart(_Symbol, ChartTf());