FxMathQuantWebApp/js/mq5-generator.js

/**
 * MQ5 Code Generator - Generates MetaTrader 5 Expert Advisor code
 */
class MQ5Generator {
   constructor(strategy, strategyName) {
      this.strategy = strategy;
      this.name = strategyName || this.generateName();
   }

   generateName() {
      const pf = this.strategy.metrics.profitFactor.toFixed(2).replace('.', '_');
      const wr = Math.round(this.strategy.metrics.winRate);
      const timestamp = new Date().toISOString().slice(0, 10).replace(/-/g, '');
      return `FxMath_PF${pf}_WR${wr}_${timestamp}`;
   }

   generate() {
      return `//+------------------------------------------------------------------+
//|                                                  ${this.name}.mq5 |
//|                              Generated by FxMathQuant Web        |
//|                                      https://fxmathquant.com     |
//+------------------------------------------------------------------+
#property copyright "FxMathQuant"
#property link      "https://fxmathquant.com"
#property version   "1.00"

//--- Include libraries
#include <Trade\\Trade.mqh>

//--- Input Parameters
input double LotSize = 0.01;              // Lot size
input int MagicNumber = ${Math.floor(Math.random() * 9000) + 1000};  // Magic number
input int ATR_Period = ${this.strategy.atrPeriod};  // ATR period
input double SL_Multiplier = ${this.strategy.slMultiplier.toFixed(2)};  // Stop Loss multiplier
input double TP_Multiplier = ${this.strategy.tpMultiplier.toFixed(2)};  // Take Profit multiplier
input int Slippage = 3;                   // Slippage in points

//--- Global Variables
CTrade trade;
int atrHandle;

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
{
   // Set magic number
   trade.SetExpertMagicNumber(MagicNumber);
   trade.SetDeviationInPoints(Slippage);
   
   // Create ATR indicator handle
   atrHandle = iATR(_Symbol, _Period, ATR_Period);
   if(atrHandle == INVALID_HANDLE)
   {
      Print("Error creating ATR indicator");
      return(INIT_FAILED);
   }
   
   Print("${this.name} initialized");
   Print("Strategy Performance: PF=${this.strategy.metrics.profitFactor.toFixed(2)}, WR=${this.strategy.metrics.winRate.toFixed(1)}%");
   
   return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
   // Release indicator handle
   if(atrHandle != INVALID_HANDLE)
      IndicatorRelease(atrHandle);
   
   Print("${this.name} stopped");
}

//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
{
   // Check if we already have an open position
   if(PositionSelect(_Symbol))
   {
      if(PositionGetInteger(POSITION_MAGIC) == MagicNumber)
         return; // Position already open
   }
   
   // Get ATR value
   double atrBuffer[];
   ArraySetAsSeries(atrBuffer, true);
   if(CopyBuffer(atrHandle, 0, 0, 1, atrBuffer) <= 0)
      return;
   
   double atr = atrBuffer[0];
   if(atr == 0) return;
   
   // Check for BUY signal
   if(CheckBuySignal())
   {
      double entry = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
      double sl = entry - (atr * SL_Multiplier);
      double tp = entry + (atr * TP_Multiplier);
      
      // Normalize prices
      sl = NormalizeDouble(sl, _Digits);
      tp = NormalizeDouble(tp, _Digits);
      
      // Open BUY position
      if(trade.Buy(LotSize, _Symbol, entry, sl, tp, "${this.name}"))
         Print("BUY position opened @ ", entry, " SL:", sl, " TP:", tp);
      else
         Print("Error opening BUY position: ", trade.ResultRetcode());
   }
}

//+------------------------------------------------------------------+
//| Check BUY signal based on strategy rules                         |
//+------------------------------------------------------------------+
bool CheckBuySignal()
{
${this.generateRulesCode()}
   
   return true; // All rules passed
}

${this.generateHelperFunctions()}

//+------------------------------------------------------------------+
`;
   }

   generateRulesCode() {
      return this.strategy.rules.map((rule, index) => {
         const condition = this.ruleToMQ5(rule);
         return `   // Rule ${index + 1}
   if(!(${condition})) return false;`;
      }).join('\n');
   }

   ruleToMQ5(rule) {
      if (rule.type === 'simple') {
         const left = this.priceToMQ5(rule.left.price, rule.left.shift);
         const right = this.priceToMQ5(rule.right.price, rule.right.shift);
         return `${left} ${rule.operator} ${right}`;
      } else {
         // Arithmetic rule
         const left1 = this.priceToMQ5(rule.left.price1, rule.left.shift1);
         const left2 = this.priceToMQ5(rule.left.price2, rule.left.shift2);
         const right = this.priceToMQ5(rule.right.price, rule.right.shift);

         return `(${left1} ${rule.left.op} ${left2}) ${rule.operator} (${right} * ${rule.right.multiplier})`;
      }
   }

   priceToMQ5(priceType, shift) {
      const type = priceType.charAt(0).toUpperCase() + priceType.slice(1).toLowerCase();
      return `iClose(_Symbol, _Period, ${shift})`.replace('Close', type);
   }

   generateHelperFunctions() {
      return `//+------------------------------------------------------------------+
//| Get price value at specific shift                                |
//+------------------------------------------------------------------+
double iOpen(string symbol, ENUM_TIMEFRAMES timeframe, int shift)
{
   double buffer[];
   ArraySetAsSeries(buffer, true);
   if(CopyOpen(symbol, timeframe, shift, 1, buffer) > 0)
      return buffer[0];
   return 0;
}

double iHigh(string symbol, ENUM_TIMEFRAMES timeframe, int shift)
{
   double buffer[];
   ArraySetAsSeries(buffer, true);
   if(CopyHigh(symbol, timeframe, shift, 1, buffer) > 0)
      return buffer[0];
   return 0;
}

double iLow(string symbol, ENUM_TIMEFRAMES timeframe, int shift)
{
   double buffer[];
   ArraySetAsSeries(buffer, true);
   if(CopyLow(symbol, timeframe, shift, 1, buffer) > 0)
      return buffer[0];
   return 0;
}

double iClose(string symbol, ENUM_TIMEFRAMES timeframe, int shift)
{
   double buffer[];
   ArraySetAsSeries(buffer, true);
   if(CopyClose(symbol, timeframe, shift, 1, buffer) > 0)
      return buffer[0];
   return 0;
}
`;
   }
}