//+------------------------------------------------------------------+ //| MssEntry.mqh — Limit @ M5 FVG edge | SL H0/L0 M5 | TP min RR | //+------------------------------------------------------------------+ #ifndef ICT2026_MSSENTRY_MQH #define ICT2026_MSSENTRY_MQH #include #include #include #include CTrade g_ictMssTrade; double IctMssEntry_NormalizePrice(const string sym, const double price) { const double tick = SymbolInfoDouble(sym, SYMBOL_TRADE_TICK_SIZE); if(tick <= 0.0) return NormalizeDouble(price, (int)SymbolInfoInteger(sym, SYMBOL_DIGITS)); return NormalizeDouble(MathRound(price / tick) * tick, (int)SymbolInfoInteger(sym, SYMBOL_DIGITS)); } double IctMssEntry_NormalizeVolume(const string sym, double vol) { 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; vol = MathFloor(vol / step) * step; if(vol < vmin - 1e-12) return 0.0; if(vol > vmax) vol = vmax; return NormalizeDouble(vol, 2); } double IctMssEntry_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) * (InpMssRiskPct / 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; } double IctMssEntry_LimitPrice(const IctFvgZone &zone) { if(zone.side == ICT_FVG_BULL) return zone.upper; if(zone.side == ICT_FVG_BEAR) return zone.lower; return 0.0; } bool IctMssEntry_ComputeLevels(const string sym, const IctFvgZone &m5Zone, double &entryOut, double &slOut, double &tpOut, string &reasonOut) { entryOut = slOut = tpOut = 0.0; reasonOut = ""; entryOut = IctMssEntry_LimitPrice(m5Zone); if(entryOut <= 0.0) { reasonOut = "M5 FVG side không xác định"; return false; } const bool isBuy = (m5Zone.side == ICT_FVG_BULL); const ENUM_ICT_BIAS bias = isBuy ? ICT_BIAS_BULL : ICT_BIAS_BEAR; double swingSl = 0.0; if(g_ictLowTf.mss.chochLocked && g_ictLowTf.mss.slSwingPrice > 0.0) swingSl = g_ictLowTf.mss.slSwingPrice; else if(!IctMss_GetConfirmMssSwing(sym, bias, swingSl)) { if(g_ictLowTf.mss.slSwingPrice > 0.0) swingSl = g_ictLowTf.mss.slSwingPrice; else { reasonOut = "Chưa có swing H0/L0 M5 cho SL"; return false; } } // Buffer SL/TP thuần spread — ổn định, không lệ thuộc ATR động // SL = swing + InpMssSlSpreadMult × spread (cộng ra ngoài đỉnh/đáy) // TP = iL0/iH0 ± InpMssTpSpreadMult × spread (chốt trước vùng cản để dễ khớp) const double spreadNow = MathMax(0.0, SymbolInfoDouble(sym, SYMBOL_ASK) - SymbolInfoDouble(sym, SYMBOL_BID)); const double spreadUnit = (spreadNow > 0.0) ? spreadNow : _Point; const double bufSl = InpMssSlSpreadMult * spreadUnit; const double bufTp = InpMssTpSpreadMult * spreadUnit; const double minRR = MathMax(1.0, InpMssMinRR); // ── TP target = iL0 (BEAR) / iH0 (BULL): sóng H1, m5 chỉ để entry // TP đặt CÁCH target một buffer (gần chạm — không chờ hit chính xác) const IctSwingSet iSw = g_ictIntraday.swings; double tpTarget = 0.0; if(isBuy && iSw.hasH0) tpTarget = iSw.h0.price; else if(!isBuy && iSw.hasL0) tpTarget = iSw.l0.price; // ── Logic TP (1 ngưỡng duy nhất): // RR(TP@iL0/iH0) > InpMssMinRR (= 2.0) → dùng TP tại iL0/iH0 (mục tiêu sóng H1) // Ngược lại (RR ≤ 2.0 hoặc iL0/iH0 không khả dụng) → TP cố định = entry ± risk × InpMssMinRR (= 2R) if(isBuy) { slOut = swingSl - bufSl; const double risk = entryOut - slOut; if(risk <= _Point) { reasonOut = StringFormat("Risk≤0 (SL %.5f ≥ entry %.5f)", slOut, entryOut); return false; } double tpAtIH0 = 0.0; double rrAtIH0 = 0.0; if(tpTarget > 0.0 && tpTarget > entryOut + bufTp + _Point) { tpAtIH0 = tpTarget - bufTp; rrAtIH0 = (tpAtIH0 - entryOut) / risk; } if(rrAtIH0 > minRR) tpOut = tpAtIH0; else tpOut = entryOut + risk * minRR; } else { slOut = swingSl + bufSl; const double risk = slOut - entryOut; if(risk <= _Point) { reasonOut = StringFormat("Risk≤0 (SL %.5f ≤ entry %.5f)", slOut, entryOut); return false; } double tpAtIL0 = 0.0; double rrAtIL0 = 0.0; if(tpTarget > 0.0 && tpTarget < entryOut - bufTp - _Point) { tpAtIL0 = tpTarget + bufTp; rrAtIL0 = (entryOut - tpAtIL0) / risk; } if(rrAtIL0 > minRR) tpOut = tpAtIL0; else tpOut = entryOut - risk * minRR; } entryOut = IctMssEntry_NormalizePrice(sym, entryOut); slOut = IctMssEntry_NormalizePrice(sym, slOut); tpOut = IctMssEntry_NormalizePrice(sym, tpOut); if(isBuy && (slOut >= entryOut - _Point || tpOut <= entryOut + _Point)) { reasonOut = StringFormat("SL/TP sai phía (BUY entry=%.5f SL=%.5f TP=%.5f)", entryOut, slOut, tpOut); return false; } if(!isBuy && (slOut <= entryOut + _Point || tpOut >= entryOut - _Point)) { reasonOut = StringFormat("SL/TP sai phía (SELL entry=%.5f SL=%.5f TP=%.5f)", entryOut, slOut, tpOut); return false; } return true; } bool IctMssEntry_HasOpenPositionMagic(const string sym) { for(int i = PositionsTotal() - 1; i >= 0; i--) { const ulong ticket = PositionGetTicket(i); if(ticket == 0 || !PositionSelectByTicket(ticket)) continue; if(PositionGetString(POSITION_SYMBOL) != sym) continue; if((ulong)PositionGetInteger(POSITION_MAGIC) == InpMssMagic) return true; } return false; } bool IctMssEntry_HasOpenExposure(const string sym) { if(IctMssEntry_HasOpenPositionMagic(sym)) return true; for(int i = OrdersTotal() - 1; i >= 0; i--) { const ulong ticket = OrderGetTicket(i); if(ticket == 0 || !OrderSelect(ticket)) continue; if(OrderGetString(ORDER_SYMBOL) != sym) continue; if((ulong)OrderGetInteger(ORDER_MAGIC) != InpMssMagic) continue; const ENUM_ORDER_TYPE t = (ENUM_ORDER_TYPE)OrderGetInteger(ORDER_TYPE); if(t == ORDER_TYPE_BUY_LIMIT || t == ORDER_TYPE_SELL_LIMIT) return true; } return false; } string IctMssEntry_DealReasonText(const long r) { switch((ENUM_DEAL_REASON)r) { case DEAL_REASON_SL: return "SL"; case DEAL_REASON_TP: return "TP"; case DEAL_REASON_SO: return "Stop Out"; case DEAL_REASON_EXPERT: return "Expert close"; case DEAL_REASON_CLIENT: return "Manual"; case DEAL_REASON_MOBILE: return "Mobile"; case DEAL_REASON_WEB: return "Web"; default: return (r < 0) ? "Detected" : "Unknown"; } } void IctMssEntry_MarkM5FvgUsed(const string sym, const ulong fvgId) { if(fvgId == 0) return; const int idx = IctConfirmFvg_FindById(fvgId); if(idx < 0) return; g_ictConfirmFvgZones[idx].state = ICT_FVG_USED; if(g_ictConfirmFvgZones[idx].fvgUsedTime == 0) g_ictConfirmFvgZones[idx].fvgUsedTime = iTime(sym, InpConfirmTf, 0); } void IctMss_OnEodCancel(const string sym, const ulong ticket) { const ulong m5Id = g_ictLowTf.mss.m5FvgId; const ulong h1Id = g_ictLowTf.mss.h1FvgId; if(ticket > 0 && OrderSelect(ticket)) g_ictMssTrade.OrderDelete(ticket); IctMss_ResetState(); g_ictLowTf.mss.displayReason = StringFormat( "EOD cancel pending #%I64u | H1 #%I64u — reset, chờ phiên mới", ticket, h1Id); if(InpMssLogJournal) PrintFormat("[ICT2026/MSS] EOD cancel limit #%I64u | H1 #%I64u | M5 #%I64u | reset → WAIT_FVG_TOUCH", ticket, h1Id, m5Id); } void IctMss_OnPendingTimeout(const string sym, const ulong ticket, const int hours) { const ulong m5Id = g_ictLowTf.mss.m5FvgId; const ulong h1Id = g_ictLowTf.mss.h1FvgId; if(ticket > 0 && OrderSelect(ticket)) g_ictMssTrade.OrderDelete(ticket); IctMssEntry_MarkM5FvgUsed(sym, m5Id); IctMss_ResetState(); // Guard giống OnPositionClosed: chỉ accept H1 FVG có touch sau timeout g_ictMssAfterCloseGuard = TimeCurrent(); g_ictLowTf.mss.displayReason = StringFormat( "Timeout %dh pending #%I64u | M5 FVG #%I64u → Used | chờ touch FVG mới", hours, ticket, m5Id); if(InpMssLogJournal) PrintFormat("[ICT2026/MSS] Pending timeout %dh #%I64u | H1 #%I64u | M5 #%I64u → Used | guard=%s | reset → WAIT_FVG_TOUCH", hours, ticket, h1Id, m5Id, TimeToString(g_ictMssAfterCloseGuard, TIME_DATE | TIME_MINUTES)); } void IctMssEntry_CheckPendingTimeout(const string sym) { if(InpMssPendingExpireHours <= 0) return; if(g_ictLowTf.mss.pendingTicket == 0) return; if(g_ictLowTf.mss.pendingPlacedTime == 0) return; if(IctMssEntry_HasOpenPositionMagic(sym)) return; const ulong ticket = g_ictLowTf.mss.pendingTicket; if(!OrderSelect(ticket)) { // Pending đã biến mất (broker expire / cancel manual) mà chưa thành position // → vẫn coi như timeout, reset state để chờ FVG mới IctMss_OnPendingTimeout(sym, 0, InpMssPendingExpireHours); return; } const datetime placed = g_ictLowTf.mss.pendingPlacedTime; const int elapsedSec = (int)(TimeCurrent() - placed); const int timeoutSec = InpMssPendingExpireHours * 3600; if(elapsedSec < timeoutSec) return; IctMss_OnPendingTimeout(sym, ticket, InpMssPendingExpireHours); } void IctMssEntry_CheckEodCancel(const string sym) { if(!InpMssCancelPendingEod) return; if(g_ictLowTf.mss.pendingTicket == 0) return; if(IctMssEntry_HasOpenPositionMagic(sym)) return; const ulong ticket = g_ictLowTf.mss.pendingTicket; if(!OrderSelect(ticket)) { g_ictLowTf.mss.pendingTicket = 0; return; } MqlDateTime mdt; TimeToStruct(TimeCurrent(), mdt); const int nowMinutes = mdt.hour * 60 + mdt.min; const int eodMinutes = InpMssEodHour * 60 + InpMssEodMinute; if(nowMinutes < eodMinutes) return; MqlDateTime d0; d0.year = mdt.year; d0.mon = mdt.mon; d0.day = mdt.day; d0.hour = 0; d0.min = 0; d0.sec = 0; const datetime dayStart = StructToTime(d0); static datetime s_lastEodHandledDate = 0; if(s_lastEodHandledDate == dayStart) return; s_lastEodHandledDate = dayStart; IctMss_OnEodCancel(sym, ticket); } void IctMss_OnPositionClosed(const string sym, const long reason, const double netProfit) { const ulong m5Id = g_ictLowTf.mss.m5FvgId; const ulong h1Id = g_ictLowTf.mss.h1FvgId; const string rt = IctMssEntry_DealReasonText(reason); IctMssEntry_MarkM5FvgUsed(sym, m5Id); IctMss_ResetState(); // Guard: chặn pipeline pick H1 FVG có touch trước thời điểm này. // Phải đợi touch mới (FVG mới hoặc re-touch) thì mới setup MSS + entry mới. g_ictMssAfterCloseGuard = TimeCurrent(); g_ictLowTf.mss.displayReason = StringFormat( "Đóng %s (net %.2f) | M5 FVG #%I64u → Used | chờ touch FVG mới", rt, netProfit, m5Id); if(InpMssLogJournal) PrintFormat("[ICT2026/MSS] Close (%s, net=%.2f) | H1 #%I64u | M5 #%I64u → Used | guard=%s | reset → WAIT_FVG_TOUCH", rt, netProfit, h1Id, m5Id, TimeToString(g_ictMssAfterCloseGuard, TIME_DATE | TIME_MINUTES)); } bool IctMssEntry_CancelTicket(const ulong ticket) { if(ticket == 0) return true; if(!OrderSelect(ticket)) return true; return g_ictMssTrade.OrderDelete(ticket); } bool IctMssEntry_PlaceLimit(const string sym, const bool isBuy, const double entry, const double sl, const double tp, const double volume, ulong &ticketOut) { ticketOut = 0; g_ictMssTrade.SetExpertMagicNumber(InpMssMagic); g_ictMssTrade.SetDeviationInPoints(20); const string cmt = StringFormat("ICT26_MSS %s", isBuy ? "BUY" : "SELL"); bool ok = false; if(InpMssPendingExpireHours > 0) { const datetime exp = TimeCurrent() + (datetime)(InpMssPendingExpireHours * 3600); if(isBuy) ok = g_ictMssTrade.BuyLimit(volume, entry, sym, sl, tp, ORDER_TIME_SPECIFIED, exp, cmt); else ok = g_ictMssTrade.SellLimit(volume, entry, sym, sl, tp, ORDER_TIME_SPECIFIED, exp, cmt); } else { if(isBuy) ok = g_ictMssTrade.BuyLimit(volume, entry, sym, sl, tp, ORDER_TIME_GTC, 0, cmt); else ok = g_ictMssTrade.SellLimit(volume, entry, sym, sl, tp, ORDER_TIME_GTC, 0, cmt); } if(ok) ticketOut = g_ictMssTrade.ResultOrder(); else if(InpDebug) PrintFormat("[ICT2026/Entry] Order fail %d — %s", g_ictMssTrade.ResultRetcode(), g_ictMssTrade.ResultRetcodeDescription()); return ok; } void IctMssEntry_Init() { g_ictMssTrade.SetExpertMagicNumber(InpMssMagic); } void IctMssEntry_Update(const string sym) { static bool s_hadPosition = false; const bool nowPosition = IctMssEntry_HasOpenPositionMagic(sym); if(s_hadPosition && !nowPosition && g_ictLowTf.mss.phase != ICT_MSS_IDLE) { // Fallback nếu OnTradeTransaction miss (reload, disconnect, …) IctMss_OnPositionClosed(sym, -1L, 0.0); } s_hadPosition = nowPosition; IctMssEntry_CheckEodCancel(sym); IctMssEntry_CheckPendingTimeout(sym); if(g_ictLowTf.mss.phase == ICT_MSS_IDLE && g_ictLowTf.mss.pendingTicket > 0) { IctMssEntry_CancelTicket(g_ictLowTf.mss.pendingTicket); g_ictLowTf.mss.pendingTicket = 0; } if(!InpMssTradeEnabled) { if(g_ictLowTf.mss.phase >= ICT_MSS_M5_FVG) IctMss_JournalEntryBlock("InpMssTradeEnabled=false"); return; } if(!g_ictIntraday.isAllowTrade || g_ictLowTf.mss.phase < ICT_MSS_M5_FVG || g_ictLowTf.mss.m5FvgId == 0) { if(g_ictLowTf.mss.pendingTicket > 0) { IctMssEntry_CancelTicket(g_ictLowTf.mss.pendingTicket); g_ictLowTf.mss.pendingTicket = 0; } if(g_ictLowTf.mss.phase >= ICT_MSS_CHOCH) { if(!g_ictIntraday.isAllowTrade) IctMss_JournalEntryBlock("AllowTrade=false"); else if(g_ictLowTf.mss.phase < ICT_MSS_M5_FVG) IctMss_JournalEntryBlock(g_ictLowTf.mss.displayReason); else if(g_ictLowTf.mss.m5FvgId == 0) IctMss_JournalEntryBlock("Chưa có M5 FVG cho entry"); } return; } if(InpMssOnePosition && IctMssEntry_HasOpenExposure(sym)) { if(g_ictLowTf.mss.pendingTicket > 0 && !OrderSelect(g_ictLowTf.mss.pendingTicket)) g_ictLowTf.mss.pendingTicket = 0; g_ictLowTf.mss.displayReason = StringFormat("%s | position/pending active", IctMssPhaseText(g_ictLowTf.mss.phase)); IctMss_JournalEntryBlock(g_ictLowTf.mss.displayReason); return; } const int mIdx = IctConfirmFvg_FindById(g_ictLowTf.mss.m5FvgId); if(mIdx < 0) return; const IctFvgZone m5 = g_ictConfirmFvgZones[mIdx]; double entry = 0.0, sl = 0.0, tp = 0.0; string lvlReason = ""; if(!IctMssEntry_ComputeLevels(sym, m5, entry, sl, tp, lvlReason)) { g_ictLowTf.mss.displayReason = StringFormat("%s | %s", IctMssPhaseText(g_ictLowTf.mss.phase), lvlReason); IctMss_JournalEntryBlock(g_ictLowTf.mss.displayReason); return; } const bool isBuy = (m5.side == ICT_FVG_BULL); const double vol = IctMssEntry_NormalizeVolume(sym, IctMssEntry_VolumeForRisk(sym, isBuy, entry, sl)); if(vol <= 0.0) { g_ictLowTf.mss.displayReason = "Lot=0 (SL quá gần hoặc risk)"; IctMss_JournalEntryBlock(g_ictLowTf.mss.displayReason); return; } const double risk = isBuy ? (entry - sl) : (sl - entry); const double rr = (risk > _Point) ? (isBuy ? (tp - entry) : (entry - tp)) / risk : 0.0; const double pt = SymbolInfoDouble(sym, SYMBOL_POINT) * 2.0; if(g_ictLowTf.mss.pendingTicket > 0 && OrderSelect(g_ictLowTf.mss.pendingTicket)) { if(MathAbs(g_ictLowTf.mss.pendingEntry - entry) < pt && MathAbs(g_ictLowTf.mss.pendingSl - sl) < pt && MathAbs(g_ictLowTf.mss.pendingTp - tp) < pt) { g_ictLowTf.mss.displayReason = StringFormat("Limit %.2f SL %.2f TP %.2f | RR %.1f", entry, sl, tp, rr); return; } IctMssEntry_CancelTicket(g_ictLowTf.mss.pendingTicket); g_ictLowTf.mss.pendingTicket = 0; } ulong ticket = 0; if(!IctMssEntry_PlaceLimit(sym, isBuy, entry, sl, tp, vol, ticket)) { g_ictLowTf.mss.displayReason = StringFormat("Đặt limit thất bại (%d %s)", g_ictMssTrade.ResultRetcode(), g_ictMssTrade.ResultRetcodeDescription()); IctMss_JournalEntryBlock(g_ictLowTf.mss.displayReason); return; } g_ictLowTf.mss.pendingTicket = ticket; g_ictLowTf.mss.pendingPlacedTime = TimeCurrent(); g_ictLowTf.mss.pendingEntry = entry; g_ictLowTf.mss.pendingSl = sl; g_ictLowTf.mss.pendingTp = tp; g_ictLowTf.mss.displayReason = StringFormat("Sell/Buy limit %.2f | SL %.2f (H0/L0) | TP %.2f RR%.1f", entry, sl, tp, rr); } #endif