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@@ -3,7 +3,7 @@
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//| BOS = Continue | CHoCH = Reversal |
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//+------------------------------------------------------------------+
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#property copyright "ICT 2026"
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#property version "1.138"
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#property version "1.142"
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#property description "ICT2026 MSS limit entry + SL swing CHoCH + TP intraday"
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#include <ICT2026/Config.mqh>
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@@ -27,15 +27,18 @@ int OnInit()
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if(!lowOk)
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Print("[ICT2026] LowTF/FVG: chưa đủ dữ liệu ", EnumToString(InpFvgTf));
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IctMssStats_Recompute(_Symbol, InpMssMagic);
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if(biasOk || intraOk)
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{
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IctEaState_Refresh(_Symbol);
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PrintFormat("[ICT2026] Init — EA=%s | Bias=%s | H1=%s | Allow=%s | FVG=%d",
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PrintFormat("[ICT2026] Init — EA=%s | Bias=%s | H1=%s | Allow=%s | FVG=%d | Stats=%d trades",
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IctEaState_Code(IctEaState_Current()),
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IctBiasDisplayShort(g_ictDailyBias.bias),
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IctTrendDisplayShort(g_ictIntraday.trend),
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g_ictIntraday.isAllowTrade ? "true" : "false",
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g_ictLowTf.availableCount);
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g_ictLowTf.availableCount,
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g_ictMssStats.total);
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IctPanel_Render(_Symbol);
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IctDraw_Render(_Symbol);
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}
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@@ -87,6 +90,39 @@ void OnChartEvent(const int id, const long &lparam, const double &dparam, const
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}
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}
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//+------------------------------------------------------------------+
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//| Bắt close (SL/TP/manual) → mark M5 FVG Used + reset MSS pipeline |
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//+------------------------------------------------------------------+
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void OnTradeTransaction(const MqlTradeTransaction &trans,
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const MqlTradeRequest &request,
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const MqlTradeResult &result)
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{
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if(trans.type != TRADE_TRANSACTION_DEAL_ADD)
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return;
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const ulong deal = trans.deal;
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if(deal == 0 || !HistoryDealSelect(deal))
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return;
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if(HistoryDealGetString(deal, DEAL_SYMBOL) != _Symbol)
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return;
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if((ulong)HistoryDealGetInteger(deal, DEAL_MAGIC) != InpMssMagic)
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return;
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if(HistoryDealGetInteger(deal, DEAL_ENTRY) != DEAL_ENTRY_OUT)
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return;
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const long reason = HistoryDealGetInteger(deal, DEAL_REASON);
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const double net = HistoryDealGetDouble(deal, DEAL_PROFIT)
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+ HistoryDealGetDouble(deal, DEAL_SWAP)
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+ HistoryDealGetDouble(deal, DEAL_COMMISSION);
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IctMss_OnPositionClosed(_Symbol, reason, net);
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IctMssStats_Recompute(_Symbol, InpMssMagic);
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IctEaState_Refresh(_Symbol);
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IctPanel_Render(_Symbol);
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IctMssDraw_Render(_Symbol);
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IctFvgDraw_Render(_Symbol);
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}
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//+------------------------------------------------------------------+
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ENUM_ICT_BIAS ICT2026_GetDailyBias() { return g_ictDailyBias.bias; }
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@@ -81,6 +81,9 @@ input double InpMssSlAtrMult = 0.5; // SL: buffer ngo
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input double InpMssMinRR = 2.0; // TP tối thiểu (× risk entry→SL)
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input int InpMssPendingExpireHours = 24; // Hết hạn pending (giờ, 0=không)
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input bool InpMssOnePosition = true; // Một position/pending MSS
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input bool InpMssCancelPendingEod = true; // Hủy pending cuối phiên Mỹ (nếu chưa khớp)
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input int InpMssEodHour = 23; // Giờ EOD theo SERVER time (24h, vd EET broker = 23h ≈ 16:00 ET DST)
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input int InpMssEodMinute = 0; // Phút EOD
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input group "══ Debug ══"
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input bool InpDebug = true;
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@@ -136,7 +136,7 @@ bool IctMssEntry_ComputeLevels(const string sym, const IctFvgZone &m5Zone,
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return true;
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}
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bool IctMssEntry_HasOpenExposure(const string sym)
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bool IctMssEntry_HasOpenPositionMagic(const string sym)
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{
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for(int i = PositionsTotal() - 1; i >= 0; i--)
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{
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@@ -148,6 +148,13 @@ bool IctMssEntry_HasOpenExposure(const string sym)
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if((ulong)PositionGetInteger(POSITION_MAGIC) == InpMssMagic)
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return true;
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}
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return false;
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}
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bool IctMssEntry_HasOpenExposure(const string sym)
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{
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if(IctMssEntry_HasOpenPositionMagic(sym))
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return true;
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for(int i = OrdersTotal() - 1; i >= 0; i--)
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{
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@@ -165,6 +172,109 @@ bool IctMssEntry_HasOpenExposure(const string sym)
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return false;
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}
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string IctMssEntry_DealReasonText(const long r)
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{
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switch((ENUM_DEAL_REASON)r)
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{
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case DEAL_REASON_SL: return "SL";
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case DEAL_REASON_TP: return "TP";
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case DEAL_REASON_SO: return "Stop Out";
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case DEAL_REASON_EXPERT: return "Expert close";
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case DEAL_REASON_CLIENT: return "Manual";
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case DEAL_REASON_MOBILE: return "Mobile";
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case DEAL_REASON_WEB: return "Web";
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default: return (r < 0) ? "Detected" : "Unknown";
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}
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}
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void IctMssEntry_MarkM5FvgUsed(const string sym, const ulong fvgId)
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{
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if(fvgId == 0)
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return;
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const int idx = IctConfirmFvg_FindById(fvgId);
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if(idx < 0)
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return;
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g_ictConfirmFvgZones[idx].state = ICT_FVG_USED;
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if(g_ictConfirmFvgZones[idx].fvgUsedTime == 0)
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g_ictConfirmFvgZones[idx].fvgUsedTime = iTime(sym, InpConfirmTf, 0);
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}
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void IctMss_OnEodCancel(const string sym, const ulong ticket)
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{
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const ulong m5Id = g_ictLowTf.mss.m5FvgId;
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const ulong h1Id = g_ictLowTf.mss.h1FvgId;
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if(ticket > 0 && OrderSelect(ticket))
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g_ictMssTrade.OrderDelete(ticket);
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IctMss_ResetState();
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g_ictLowTf.mss.displayReason = StringFormat(
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"EOD cancel pending #%I64u | H1 #%I64u — reset, chờ phiên mới",
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ticket, h1Id);
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if(InpMssLogJournal)
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PrintFormat("[ICT2026/MSS] EOD cancel limit #%I64u | H1 #%I64u | M5 #%I64u | reset → WAIT_FVG_TOUCH",
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ticket, h1Id, m5Id);
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}
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void IctMssEntry_CheckEodCancel(const string sym)
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{
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if(!InpMssCancelPendingEod)
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return;
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if(g_ictLowTf.mss.pendingTicket == 0)
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return;
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if(IctMssEntry_HasOpenPositionMagic(sym))
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return;
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const ulong ticket = g_ictLowTf.mss.pendingTicket;
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if(!OrderSelect(ticket))
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{
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g_ictLowTf.mss.pendingTicket = 0;
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return;
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}
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MqlDateTime mdt;
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TimeToStruct(TimeCurrent(), mdt);
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const int nowMinutes = mdt.hour * 60 + mdt.min;
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const int eodMinutes = InpMssEodHour * 60 + InpMssEodMinute;
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if(nowMinutes < eodMinutes)
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return;
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MqlDateTime d0;
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d0.year = mdt.year;
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d0.mon = mdt.mon;
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d0.day = mdt.day;
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d0.hour = 0;
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d0.min = 0;
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d0.sec = 0;
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const datetime dayStart = StructToTime(d0);
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static datetime s_lastEodHandledDate = 0;
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if(s_lastEodHandledDate == dayStart)
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return;
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s_lastEodHandledDate = dayStart;
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IctMss_OnEodCancel(sym, ticket);
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}
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void IctMss_OnPositionClosed(const string sym, const long reason, const double netProfit)
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{
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const ulong m5Id = g_ictLowTf.mss.m5FvgId;
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const ulong h1Id = g_ictLowTf.mss.h1FvgId;
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const string rt = IctMssEntry_DealReasonText(reason);
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IctMssEntry_MarkM5FvgUsed(sym, m5Id);
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IctMss_ResetState();
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g_ictLowTf.mss.displayReason = StringFormat(
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"Đóng %s (net %.2f) | M5 FVG #%I64u → Used | chờ POI mới",
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rt, netProfit, m5Id);
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if(InpMssLogJournal)
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PrintFormat("[ICT2026/MSS] Close (%s, net=%.2f) | H1 #%I64u | M5 #%I64u → Used | reset → WAIT_FVG_TOUCH",
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rt, netProfit, h1Id, m5Id);
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}
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bool IctMssEntry_CancelTicket(const ulong ticket)
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{
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if(ticket == 0)
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@@ -216,6 +326,18 @@ void IctMssEntry_Init()
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void IctMssEntry_Update(const string sym)
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{
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static bool s_hadPosition = false;
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const bool nowPosition = IctMssEntry_HasOpenPositionMagic(sym);
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if(s_hadPosition && !nowPosition && g_ictLowTf.mss.phase != ICT_MSS_IDLE)
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{
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// Fallback nếu OnTradeTransaction miss (reload, disconnect, …)
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IctMss_OnPositionClosed(sym, -1L, 0.0);
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}
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s_hadPosition = nowPosition;
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IctMssEntry_CheckEodCancel(sym);
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if(g_ictLowTf.mss.phase == ICT_MSS_IDLE && g_ictLowTf.mss.pendingTicket > 0)
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{
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IctMssEntry_CancelTicket(g_ictLowTf.mss.pendingTicket);
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@@ -10,10 +10,11 @@
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#include <ICT2026/IntradayStructure.mqh>
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#include <ICT2026/LowTfTrend.mqh>
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#include <ICT2026/EaState.mqh>
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#include <ICT2026/Stats.mqh>
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const string ICT26_PANEL_PFX = "ICT26_PNL_";
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const string ICT26_PANEL_LEGACY = "ICT26_BIAS_PANEL";
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const int ICT26_PANEL_MAXLINE = 16;
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const int ICT26_PANEL_MAXLINE = 20;
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const color ICT_PANEL_CLR_UP = clrLime;
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const color ICT_PANEL_CLR_DOWN = clrOrangeRed;
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@@ -197,6 +198,25 @@ void IctPanel_Render(const string sym)
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lines[n] = StringFormat("H1 FVG: %s", g_ictLowTf.displayReason);
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colors[n++] = (g_ictLowTf.availableCount > 0) ? ICT_PANEL_CLR_ALLOW : ICT_PANEL_CLR_MUTED;
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ArrayResize(lines, n + 1);
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ArrayResize(colors, n + 1);
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lines[n] = "-------------------------";
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colors[n++] = ICT_PANEL_CLR_NEUTRAL;
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const color clrStatsCounts = (g_ictMssStats.total > 0) ? ICT_PANEL_CLR_ALLOW : ICT_PANEL_CLR_MUTED;
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const color clrStatsPerf = (g_ictMssStats.netProfit > 0.0) ? ICT_PANEL_CLR_UP :
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(g_ictMssStats.netProfit < 0.0) ? ICT_PANEL_CLR_DOWN : ICT_PANEL_CLR_MUTED;
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ArrayResize(lines, n + 1);
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ArrayResize(colors, n + 1);
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lines[n] = IctMssStats_LineCounts();
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colors[n++] = clrStatsCounts;
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ArrayResize(lines, n + 1);
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ArrayResize(colors, n + 1);
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lines[n] = IctMssStats_LinePerf();
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colors[n++] = clrStatsPerf;
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for(int i = 0; i < n; i++)
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IctPanel_SetLine(ch, i, i * lh, lines[i], colors[i]);
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@@ -566,6 +566,36 @@ ENUM_ICT_BIAS ICT2026_GetDailyBias();
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## Changelog
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### v1.142 — Fix Stats đếm thiếu lệnh
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- Bug v1.141: `IctMssStats_ComputeR` gọi `HistorySelectByPosition` **bên trong vòng quét history toàn cục**
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→ selection bị thay → các index sau đọc từ history của 1 position → chỉ đếm được lệnh đầu tiên
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- Fix: 2-pass — collect ticket/reason/net trước (selection toàn cục còn nguyên), tính R sau
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- Thêm log journal `[ICT2026/Stats] Recompute …` để verify mỗi lần quét
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### v1.141 — Stats lệnh MSS trên panel
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- `Stats.mqh`: `IctMssStats_Recompute` quét HistoryDeals theo magic
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- Tính: total, TP, SL, khác, win, loss, sumR, netProfit
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- R thực = (close - entry)/(entry - SL) lấy từ deal IN + order SL
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- WR = TP / (TP+SL); Ravg = sumR/total
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- Hiển thị 2 dòng cuối panel: counts + WR/Ravg/Net
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- Recompute trên `OnInit` và sau mỗi `OnTradeTransaction` close
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### v1.140 — Hủy pending cuối phiên Mỹ (EOD)
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- Input: `InpMssCancelPendingEod` (true), `InpMssEodHour` (23), `InpMssEodMinute` (0) — **server time**
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- Mỗi tick: nếu có `pendingTicket` chưa fill + thời gian ≥ EOD → `OrderDelete` + `IctMss_ResetState`
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- Idempotent theo ngày: dùng `s_lastEodHandledDate` để không lặp
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- Bỏ qua nếu đang có position magic (chỉ hủy pending, không động vào lệnh đã khớp)
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### v1.139 — Reset MSS pipeline sau SL/TP/close (option A)
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- `OnTradeTransaction` lọc `DEAL_ENTRY_OUT` + magic → `IctMss_OnPositionClosed`
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- Mark **M5 FVG → Used**, `IctMss_ResetState`, journal lý do (SL/TP/Manual/…)
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- Fallback: detect transition `hadPosition → false` trong `IctMssEntry_Update` (miss OnTradeTransaction)
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- Sau close: EaState = `WAIT_FVG_TOUCH` → `SelectNearestH1Poi` (H1 cũ đã Used từ v1.136 → bỏ qua)
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### v1.138 — POI H1 = FVG chưa Used **gần giá nhất**
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- `IctMss_SelectNearestH1Poi`: khoảng cách bid → FVG; bỏ qua Used; tie → FVG mới hơn
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@@ -0,0 +1,182 @@
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//+------------------------------------------------------------------+
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//| Stats.mqh — thống kê lệnh MSS từ history (theo magic) |
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//+------------------------------------------------------------------+
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#ifndef ICT2026_STATS_MQH
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#define ICT2026_STATS_MQH
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#include <ICT2026/Config.mqh>
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struct IctMssStats
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{
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int total;
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int tpCount;
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int slCount;
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int otherCount; // manual / expert / mobile / web
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int winCount; // profit > 0
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int lossCount; // profit < 0
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double sumR; // tổng R đạt được (đã quy chuẩn theo risk lúc vào lệnh)
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double netProfit;
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void Clear()
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{
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total = tpCount = slCount = otherCount = 0;
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winCount = lossCount = 0;
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sumR = 0.0;
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netProfit = 0.0;
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}
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};
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IctMssStats g_ictMssStats;
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static datetime g_ictMssStatsLastScan = 0;
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double IctMssStats_ComputeR(const ulong outDeal)
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{
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const ulong posId = (ulong)HistoryDealGetInteger(outDeal, DEAL_POSITION_ID);
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const double closePrice = HistoryDealGetDouble(outDeal, DEAL_PRICE);
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if(posId == 0 || closePrice <= 0.0)
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return 0.0;
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if(!HistorySelectByPosition(posId))
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return 0.0;
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double entryPrice = 0.0;
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double slPrice = 0.0;
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bool isBuy = false;
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const int n = HistoryDealsTotal();
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for(int i = 0; i < n; i++)
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{
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const ulong d = HistoryDealGetTicket(i);
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if(d == 0)
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continue;
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if((ulong)HistoryDealGetInteger(d, DEAL_POSITION_ID) != posId)
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continue;
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if(HistoryDealGetInteger(d, DEAL_ENTRY) != DEAL_ENTRY_IN)
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continue;
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entryPrice = HistoryDealGetDouble(d, DEAL_PRICE);
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isBuy = (HistoryDealGetInteger(d, DEAL_TYPE) == DEAL_TYPE_BUY);
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const ulong orderTicket = (ulong)HistoryDealGetInteger(d, DEAL_ORDER);
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if(orderTicket > 0 && HistoryOrderSelect(orderTicket))
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slPrice = HistoryOrderGetDouble(orderTicket, ORDER_SL);
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break;
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}
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if(entryPrice <= 0.0 || slPrice <= 0.0)
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return 0.0;
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const double risk = isBuy ? (entryPrice - slPrice) : (slPrice - entryPrice);
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if(risk <= _Point)
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return 0.0;
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const double move = isBuy ? (closePrice - entryPrice) : (entryPrice - closePrice);
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return move / risk;
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}
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void IctMssStats_Recompute(const string sym, const ulong magic)
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{
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g_ictMssStats.Clear();
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if(!HistorySelect(0, TimeCurrent()))
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return;
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||||
// Pass 1: thu thập ticket + dữ liệu cơ bản trong khi global history selection còn nguyên.
|
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// Lưu ý: nếu gọi HistorySelectByPosition (trong ComputeR) ở đây → selection bị thay,
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// các index sau sẽ đọc từ history của 1 position → đếm thiếu lệnh.
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ulong outTickets[];
|
||||
long reasons[];
|
||||
double nets[];
|
||||
int cached = 0;
|
||||
|
||||
const int n = HistoryDealsTotal();
|
||||
ArrayResize(outTickets, n);
|
||||
ArrayResize(reasons, n);
|
||||
ArrayResize(nets, n);
|
||||
|
||||
for(int i = 0; i < n; i++)
|
||||
{
|
||||
const ulong d = HistoryDealGetTicket(i);
|
||||
if(d == 0)
|
||||
continue;
|
||||
if(HistoryDealGetString(d, DEAL_SYMBOL) != sym)
|
||||
continue;
|
||||
if((ulong)HistoryDealGetInteger(d, DEAL_MAGIC) != magic)
|
||||
continue;
|
||||
if(HistoryDealGetInteger(d, DEAL_ENTRY) != DEAL_ENTRY_OUT)
|
||||
continue;
|
||||
|
||||
outTickets[cached] = d;
|
||||
reasons[cached] = HistoryDealGetInteger(d, DEAL_REASON);
|
||||
nets[cached] = HistoryDealGetDouble(d, DEAL_PROFIT)
|
||||
+ HistoryDealGetDouble(d, DEAL_SWAP)
|
||||
+ HistoryDealGetDouble(d, DEAL_COMMISSION);
|
||||
cached++;
|
||||
}
|
||||
|
||||
// Pass 2: tính R cho từng deal (mỗi lần gọi sẽ thay selection — không ảnh hưởng vì đã cache xong).
|
||||
for(int k = 0; k < cached; k++)
|
||||
{
|
||||
const double r = IctMssStats_ComputeR(outTickets[k]);
|
||||
|
||||
g_ictMssStats.total++;
|
||||
g_ictMssStats.netProfit += nets[k];
|
||||
g_ictMssStats.sumR += r;
|
||||
|
||||
const ENUM_DEAL_REASON rs = (ENUM_DEAL_REASON)reasons[k];
|
||||
if(rs == DEAL_REASON_TP)
|
||||
g_ictMssStats.tpCount++;
|
||||
else if(rs == DEAL_REASON_SL)
|
||||
g_ictMssStats.slCount++;
|
||||
else
|
||||
g_ictMssStats.otherCount++;
|
||||
|
||||
if(nets[k] > 0.0)
|
||||
g_ictMssStats.winCount++;
|
||||
else if(nets[k] < 0.0)
|
||||
g_ictMssStats.lossCount++;
|
||||
}
|
||||
|
||||
g_ictMssStatsLastScan = TimeCurrent();
|
||||
|
||||
if(InpMssLogJournal)
|
||||
PrintFormat("[ICT2026/Stats] Recompute %s magic=%I64u | total=%d TP=%d SL=%d khác=%d | net=%.2f sumR=%.2f",
|
||||
sym, magic,
|
||||
g_ictMssStats.total, g_ictMssStats.tpCount,
|
||||
g_ictMssStats.slCount, g_ictMssStats.otherCount,
|
||||
g_ictMssStats.netProfit, g_ictMssStats.sumR);
|
||||
}
|
||||
|
||||
double IctMssStats_WinratePct()
|
||||
{
|
||||
const int decided = g_ictMssStats.tpCount + g_ictMssStats.slCount;
|
||||
if(decided == 0)
|
||||
return 0.0;
|
||||
return 100.0 * (double)g_ictMssStats.tpCount / (double)decided;
|
||||
}
|
||||
|
||||
double IctMssStats_AvgR()
|
||||
{
|
||||
if(g_ictMssStats.total <= 0)
|
||||
return 0.0;
|
||||
return g_ictMssStats.sumR / (double)g_ictMssStats.total;
|
||||
}
|
||||
|
||||
string IctMssStats_LineCounts()
|
||||
{
|
||||
return StringFormat("Stats: %d lệnh | TP %d | SL %d | khác %d",
|
||||
g_ictMssStats.total,
|
||||
g_ictMssStats.tpCount,
|
||||
g_ictMssStats.slCount,
|
||||
g_ictMssStats.otherCount);
|
||||
}
|
||||
|
||||
string IctMssStats_LinePerf()
|
||||
{
|
||||
const double wr = IctMssStats_WinratePct();
|
||||
const double ar = IctMssStats_AvgR();
|
||||
return StringFormat("WR %.1f%% | Ravg %+.2fR | Net %+.2f",
|
||||
wr, ar, g_ictMssStats.netProfit);
|
||||
}
|
||||
|
||||
#endif
|
||||
BIN
Binary file not shown.
Reference in New Issue
Block a user