# MT5 Sniper EA - API Documentation ## Table of Contents 1. [Core Classes](#core-classes) 2. [Market Structure Analysis](#market-structure-analysis) 3. [Risk Management](#risk-management) 4. [Session Management](#session-management) 5. [AI Integration](#ai-integration) 6. [Backtesting Framework](#backtesting-framework) 7. [Visualization System](#visualization-system) 8. [Utility Classes](#utility-classes) 9. [Data Structures](#data-structures) 10. [Enumerations](#enumerations) --- ## Core Classes ### CLogger **File**: `Include/Utils/Logger.mqh` Centralized logging system for the EA with multiple log levels and output options. #### Methods ```mql5 class CLogger { public: // Initialization bool Initialize(string filename, ENUM_LOG_LEVEL level = LOG_LEVEL_INFO); void Deinitialize(); // Logging methods void LogError(string message, string function = "", int line = 0); void LogWarning(string message, string function = "", int line = 0); void LogInfo(string message, string function = "", int line = 0); void LogDebug(string message, string function = "", int line = 0); void LogTrace(string message, string function = "", int line = 0); // Configuration void SetLogLevel(ENUM_LOG_LEVEL level); void SetConsoleOutput(bool enable); void SetFileOutput(bool enable); void SetMaxFileSize(long max_size_mb); // Utility void Flush(); string GetLogFilePath(); long GetLogFileSize(); }; ``` #### Usage Example ```mql5 CLogger logger; logger.Initialize("SniperEA.log", LOG_LEVEL_DEBUG); logger.LogInfo("EA initialized successfully"); logger.LogError("Failed to place order", __FUNCTION__, __LINE__); ``` --- ## Market Structure Analysis ### COrderBlockDetector **File**: `Include/MarketStructure/OrderBlock.mqh` Detects and manages institutional order blocks using price action analysis. #### Key Methods ```mql5 class COrderBlockDetector { public: // Initialization bool Initialize(string symbol, ENUM_TIMEFRAMES timeframe); void SetParameters(int min_size, int max_age, int confirmation_bars); // Detection bool DetectOrderBlocks(); bool IsOrderBlockValid(const SOrderBlock &block); bool IsOrderBlockActive(const SOrderBlock &block); // Analysis SOrderBlock* GetNearestOrderBlock(double price, ENUM_ORDER_BLOCK_TYPE type); int GetOrderBlockCount(ENUM_ORDER_BLOCK_TYPE type = ORDER_BLOCK_ALL); double GetOrderBlockStrength(const SOrderBlock &block); // Management void UpdateOrderBlocks(); void CleanupExpiredBlocks(); void ClearAllBlocks(); // Visualization void DrawOrderBlocks(); void RemoveOrderBlockObjects(); }; ``` #### SOrderBlock Structure ```mql5 struct SOrderBlock { datetime time; // Formation time double high; // Block high price double low; // Block low price ENUM_ORDER_BLOCK_TYPE type; // Block type (bullish/bearish) double strength; // Block strength (0.0-1.0) int touches; // Number of touches bool is_active; // Active status bool is_broken; // Broken status datetime last_test_time; // Last test time string id; // Unique identifier }; ``` ### CBreakOfStructureDetector **File**: `Include/MarketStructure/BreakOfStructure.mqh` Identifies market structure breaks and trend changes using swing point analysis. #### Key Methods ```mql5 class CBreakOfStructureDetector { public: // Initialization bool Initialize(string symbol, ENUM_TIMEFRAMES timeframe); void SetParameters(int min_break_size, ENUM_BOS_CONFIRMATION_METHOD method); // Detection bool DetectBreakOfStructure(); bool IsValidBOS(const SBOS &bos); bool ConfirmBOS(const SBOS &bos); // Analysis SBOS* GetLatestBOS(ENUM_BOS_TYPE type = BOS_TYPE_ALL); bool IsStructureBroken(double level, ENUM_BOS_TYPE type); double GetBOSStrength(const SBOS &bos); // Swing Points bool DetectSwingPoints(); SSwingPoint* GetSwingHigh(int index = 0); SSwingPoint* GetSwingLow(int index = 0); // Visualization void DrawBOS(); void DrawSwingPoints(); }; ``` ### CLiquiditySweepDetector **File**: `Include/MarketStructure/LiquiditySweep.mqh` Detects liquidity sweeps and stop hunts in the market. #### Key Methods ```mql5 class CLiquiditySweepDetector { public: // Initialization bool Initialize(string symbol, ENUM_TIMEFRAMES timeframe); void SetParameters(double sensitivity, double min_strength); // Detection bool DetectLiquidityZones(); bool CheckForSweep(); bool IsValidSweep(const SLiquiditySweep &sweep); // Analysis double CalculateSweepStrength(const SLiquiditySweep &sweep); SLiquidityZone* GetNearestLiquidityZone(double price); bool IsLiquidityGrabbed(const SLiquidityZone &zone); // Management void UpdateLiquidityZones(); void CleanupOldSweeps(); // Visualization void DrawLiquidityZones(); void DrawSweeps(); }; ``` ### CFairValueGapDetector **File**: `Include/MarketStructure/FairValueGap.mqh` Identifies and manages Fair Value Gaps (imbalance zones) in price action. #### Key Methods ```mql5 class CFairValueGapDetector { public: // Initialization bool Initialize(string symbol, ENUM_TIMEFRAMES timeframe); void SetParameters(int min_size, int max_age, bool require_confirmation); // Detection bool DetectFairValueGaps(); bool IsValidFVG(const SFairValueGap &fvg); bool IsFVGFilled(const SFairValueGap &fvg); // Analysis SFairValueGap* GetNearestFVG(double price, ENUM_FVG_TYPE type); double GetFVGFillPercentage(const SFairValueGap &fvg); bool IsFVGActive(const SFairValueGap &fvg); // Management void UpdateFVGStatus(); void CleanupFilledFVGs(); // Visualization void DrawFairValueGaps(); void UpdateFVGDisplay(); }; ``` ### CEntryStrategy **File**: `Include/MarketStructure/EntryStrategy.mqh` Combines all market structure components to generate entry signals. #### Key Methods ```mql5 class CEntryStrategy { public: // Initialization bool Initialize(string symbol, ENUM_TIMEFRAMES timeframe); void ConfigureDetectors(); void SetRequirements(bool require_ob, bool require_bos, bool require_ls, bool require_fvg); // Analysis SEntrySignal AnalyzeEntry(); bool ValidateSignal(const SEntrySignal &signal); double CalculateSignalStrength(const SEntrySignal &signal); // Signal Management bool IsSignalValid(const SEntrySignal &signal); void UpdateSignalStatus(); void ClearExpiredSignals(); // Integration void SetOrderBlockDetector(COrderBlockDetector* detector); void SetBOSDetector(CBreakOfStructureDetector* detector); void SetLiquiditySweepDetector(CLiquiditySweepDetector* detector); void SetFVGDetector(CFairValueGapDetector* detector); }; ``` --- ## Risk Management ### CRiskManager **File**: `Include/RiskManagement/RiskManager.mqh` Comprehensive risk management system handling position sizing, stop losses, and portfolio risk. #### Key Methods ```mql5 class CRiskManager { public: // Initialization bool Initialize(string symbol); void SetRiskProfile(const SRiskProfile &profile); void SetAccountInfo(double balance, double equity, double margin); // Position Sizing double CalculatePositionSize(double entry_price, double stop_loss, double risk_amount); double CalculateRiskAmount(double risk_percent); bool ValidatePositionSize(double lot_size); // Stop Loss & Take Profit double CalculateStopLoss(double entry_price, ENUM_ORDER_TYPE order_type, ENUM_SL_METHOD method); double CalculateTakeProfit(double entry_price, double stop_loss, ENUM_TP_METHOD method); double CalculateTrailingStop(double current_price, double entry_price, ENUM_ORDER_TYPE order_type); // Risk Validation bool ValidateRisk(double entry_price, double stop_loss, double lot_size); bool CheckAccountRisk(); bool CheckDrawdownLimit(); bool CheckDailyLossLimit(); // Position Management bool UpdatePosition(const SPositionInfo &position); void CalculateUnrealizedPnL(); void UpdateRiskMetrics(); // Emergency Controls bool TriggerEmergencyStop(); void CloseAllPositions(); void ReducePositionSizes(double reduction_factor); // Reporting SRiskStats GetRiskStatistics(); double GetCurrentDrawdown(); double GetMaxDrawdown(); double GetSharpeRatio(); double GetSortinoRatio(); }; ``` #### SRiskProfile Structure ```mql5 struct SRiskProfile { ENUM_RISK_MODEL risk_model; // Risk model type double risk_percent; // Risk per trade (%) double max_risk_percent; // Maximum account risk (%) double min_position_size; // Minimum lot size double max_position_size; // Maximum lot size ENUM_SL_METHOD sl_method; // Stop loss method ENUM_TP_METHOD tp_method; // Take profit method double sl_atr_multiplier; // SL ATR multiplier double tp_rr_ratio; // Take profit risk-reward ratio bool use_trailing_stop; // Enable trailing stop double trailing_atr_multiplier; // Trailing stop ATR multiplier double max_drawdown_percent; // Maximum drawdown limit double daily_loss_limit; // Daily loss limit (%) bool use_time_stop; // Enable time-based stop int max_trade_duration_hours; // Maximum trade duration }; ``` --- ## Session Management ### CSessionManager **File**: `Include/SessionManagement/SessionManager.mqh` Manages trading sessions and time-based filters for optimal trade timing. #### Key Methods ```mql5 class CSessionManager { public: // Initialization bool Initialize(); void SetSessionConfig(const SSessionConfig &config); void SetTimeZone(int gmt_offset); // Session Analysis ENUM_TRADING_SESSION GetCurrentSession(); ENUM_SESSION_PHASE GetSessionPhase(); bool IsSessionActive(ENUM_TRADING_SESSION session); bool IsTradingAllowed(); // Session Statistics SSessionStats GetSessionStats(ENUM_TRADING_SESSION session); double GetSessionVolatility(ENUM_TRADING_SESSION session); ENUM_VOLATILITY_LEVEL GetVolatilityLevel(); // Time Analysis datetime GetSessionStart(ENUM_TRADING_SESSION session); datetime GetSessionEnd(ENUM_TRADING_SESSION session); int GetMinutesUntilSessionEnd(); bool IsSessionOverlap(); // Trading Permissions bool CanOpenPosition(); bool CanClosePosition(); bool ShouldAvoidTrading(); // Session Reporting void UpdateSessionStatistics(); SCurrentSessionInfo GetCurrentSessionInfo(); string GetSessionReport(); }; ``` #### SSessionConfig Structure ```mql5 struct SSessionConfig { // Session Enable/Disable bool trade_asia_session; // Trade Asia session bool trade_london_session; // Trade London session bool trade_ny_session; // Trade New York session // Session Times (Server Time) string asia_start; // Asia session start time string asia_end; // Asia session end time string london_start; // London session start time string london_end; // London session end time string ny_start; // New York session start time string ny_end; // New York session end time // Session Filters double min_session_volatility; // Minimum volatility requirement double max_session_volatility; // Maximum volatility limit bool require_session_breakout; // Require session breakout bool avoid_session_start; // Avoid trading at session start bool avoid_session_end; // Avoid trading at session end int avoid_minutes; // Minutes to avoid at session boundaries }; ``` --- ## AI Integration ### CGrokAI **File**: `Include/AIIntegration/GrokAI.mqh` Integrates Grok AI for fundamental analysis, sentiment analysis, and news impact assessment. #### Key Methods ```mql5 class CGrokAI { public: // Initialization bool Initialize(string api_key, string base_url = ""); void SetConfiguration(const SGrokConfig &config); bool TestConnection(); // Analysis Methods SGrokAnalysis GetFundamentalAnalysis(string symbol); SGrokSentiment GetSentimentAnalysis(string symbol); SGrokNews GetNewsAnalysis(string symbol, int hours_back = 24); // Market Analysis double GetMarketBias(string symbol); ENUM_MARKET_SENTIMENT GetOverallSentiment(string symbol); bool ShouldAvoidTrading(string symbol); // News Impact double GetNewsImpact(const SGrokNews &news); bool IsHighImpactNews(const SGrokNews &news); datetime GetNextNewsTime(string symbol); // AI Signals SGrokSignal GetTradingSignal(string symbol); bool ValidateAISignal(const SGrokSignal &signal); double GetSignalConfidence(const SGrokSignal &signal); // Cache Management void UpdateCache(); void ClearCache(); bool IsCacheValid(string symbol); // Error Handling string GetLastError(); bool IsAPIAvailable(); void HandleAPIError(int error_code); }; ``` #### SGrokAnalysis Structure ```mql5 struct SGrokAnalysis { string symbol; // Currency pair datetime timestamp; // Analysis timestamp double confidence; // Analysis confidence (0.0-1.0) ENUM_MARKET_BIAS bias; // Market bias (bullish/bearish/neutral) string fundamental_factors; // Key fundamental factors double economic_score; // Economic strength score double technical_score; // Technical analysis score double overall_score; // Overall analysis score string summary; // Analysis summary string recommendations; // Trading recommendations }; ``` --- ## Backtesting Framework ### CBacktester **File**: `Include/Utils/Backtester.mqh` Comprehensive backtesting system with advanced statistics and optimization capabilities. #### Key Methods ```mql5 class CBacktester { public: // Initialization bool Initialize(string symbol, ENUM_TIMEFRAMES timeframe); void SetBacktestConfig(const SBacktestConfig &config); void SetDateRange(datetime start_date, datetime end_date); // Backtest Execution bool RunBacktest(); bool RunOptimization(); bool RunWalkForward(); bool RunMonteCarloAnalysis(); // Trade Processing void ProcessTick(const MqlTick &tick); bool OpenPosition(ENUM_ORDER_TYPE type, double volume, double price, double sl, double tp); bool ClosePosition(int position_id, double price); void UpdatePositions(); // Statistics Calculation SBacktestStats CalculateStatistics(); double CalculateSharpeRatio(); double CalculateSortinoRatio(); double CalculateMaxDrawdown(); double CalculateProfitFactor(); double CalculateRecoveryFactor(); // Risk Metrics double CalculateVaR(double confidence_level = 0.95); double CalculateExpectedShortfall(double confidence_level = 0.95); double CalculateCalmarRatio(); double CalculateUlcerIndex(); // Report Generation bool GenerateReport(string filename); bool GenerateHTMLReport(string filename); bool ExportTradesToCSV(string filename); string GetSummaryReport(); // Optimization void AddOptimizationParameter(string name, double start, double stop, double step); SOptimizationResult GetBestParameters(); void SetOptimizationCriteria(ENUM_OPTIMIZATION_CRITERIA criteria); // Integration void SetEntryStrategy(CEntryStrategy* strategy); void SetRiskManager(CRiskManager* risk_manager); void SetSessionManager(CSessionManager* session_manager); void SetGrokAI(CGrokAI* grok_ai); }; ``` #### SBacktestStats Structure ```mql5 struct SBacktestStats { // Basic Statistics int total_trades; // Total number of trades int winning_trades; // Number of winning trades int losing_trades; // Number of losing trades double win_rate; // Win rate percentage double gross_profit; // Total gross profit double gross_loss; // Total gross loss double net_profit; // Net profit double profit_factor; // Profit factor // Trade Analysis double average_win; // Average winning trade double average_loss; // Average losing trade double largest_win; // Largest winning trade double largest_loss; // Largest losing trade double expected_payoff; // Expected payoff per trade // Risk Metrics double max_drawdown; // Maximum drawdown double max_drawdown_percent; // Maximum drawdown percentage double recovery_factor; // Recovery factor double sharpe_ratio; // Sharpe ratio double sortino_ratio; // Sortino ratio double calmar_ratio; // Calmar ratio // Time Analysis datetime backtest_start; // Backtest start date datetime backtest_end; // Backtest end date int total_bars; // Total bars processed double bars_per_trade; // Average bars per trade // Advanced Metrics double var_95; // Value at Risk (95%) double expected_shortfall; // Expected Shortfall double ulcer_index; // Ulcer Index double sterling_ratio; // Sterling Ratio double burke_ratio; // Burke Ratio }; ``` --- ## Visualization System ### CChartManager **File**: `Include/Visualization/ChartManager.mqh` Advanced chart visualization system for displaying market structure, signals, and performance metrics. #### Key Methods ```mql5 class CChartManager { public: // Initialization bool Initialize(long chart_id = 0); void SetColorScheme(const SColorScheme &colors); void SetDisplaySettings(const SDisplaySettings &settings); // Market Structure Visualization void DrawOrderBlock(const SOrderBlock &block); void DrawBreakOfStructure(const SBOS &bos); void DrawLiquiditySweep(const SLiquiditySweep &sweep); void DrawFairValueGap(const SFairValueGap &fvg); void DrawSwingPoints(const SSwingPoint &swing); // Signal Visualization void DrawEntrySignal(const SEntrySignal &signal); void DrawExitSignal(double price, datetime time, ENUM_SIGNAL_TYPE type); void DrawSignalArrow(double price, datetime time, int arrow_code, color clr); // Session Visualization void DrawSessionBox(ENUM_TRADING_SESSION session, datetime start, datetime end); void UpdateSessionDisplay(); void HighlightCurrentSession(); // Performance Visualization void DrawEquityCurve(); void DrawDrawdownChart(); void UpdatePerformanceMetrics(); void DisplayTradeStatistics(); // Object Management void CreateChartObject(string name, ENUM_OBJECT type, datetime time, double price); void UpdateChartObject(string name, double price, datetime time = 0); void DeleteChartObject(string name); void DeleteAllObjects(string prefix = ""); // Alerts and Notifications void ShowAlert(string message, ENUM_ALERT_TYPE type); void PlaySound(string sound_file); void SendNotification(string message); void SendEmail(string subject, string message); // Display Control void SetObjectVisibility(string name, bool visible); void SetTimeframeDisplay(ENUM_TIMEFRAMES tf); void RefreshChart(); void UpdateDisplay(); }; ``` #### SColorScheme Structure ```mql5 struct SColorScheme { // Market Structure Colors color bullish_color; // Bullish structure color color bearish_color; // Bearish structure color color neutral_color; // Neutral structure color // Signal Colors color buy_signal_color; // Buy signal color color sell_signal_color; // Sell signal color color exit_signal_color; // Exit signal color // Session Colors color asia_session_color; // Asia session color color london_session_color; // London session color color ny_session_color; // New York session color color overlap_color; // Session overlap color // Performance Colors color profit_color; // Profit color color loss_color; // Loss color color breakeven_color; // Breakeven color // Text and Background color text_color; // Text color color background_color; // Background color color grid_color; // Grid color }; ``` --- ## Utility Classes ### CUtils **File**: `Include/Utils/Utils.mqh` General utility functions and helpers used throughout the EA. #### Key Methods ```mql5 class CUtils { public: // Time Functions static datetime ServerTimeToGMT(datetime server_time); static datetime GMTToServerTime(datetime gmt_time); static bool IsMarketOpen(); static int GetDayOfWeek(datetime time); // Price Functions static double NormalizePrice(double price, string symbol); static double CalculateATR(string symbol, ENUM_TIMEFRAMES timeframe, int period); static double GetSpread(string symbol); static double GetTickValue(string symbol); // Math Functions static double CalculateStandardDeviation(double &array[]); static double CalculateCorrelation(double &array1[], double &array2[]); static double LinearRegression(double &x[], double &y[], int period); // String Functions static string TimeToString(datetime time, string format = "yyyy.mm.dd hh:mi:ss"); static string DoubleToString(double value, int digits); static bool StringToDouble(string str, double &result); // File Functions static bool FileExists(string filename); static bool CreateDirectory(string path); static long GetFileSize(string filename); // Validation Functions static bool IsValidSymbol(string symbol); static bool IsValidTimeframe(ENUM_TIMEFRAMES timeframe); static bool IsValidPrice(double price); static bool IsValidVolume(double volume); }; ``` --- ## Data Structures ### Core Structures #### SEntrySignal ```mql5 struct SEntrySignal { datetime timestamp; // Signal timestamp ENUM_ORDER_TYPE signal_type; // Signal type (buy/sell) double entry_price; // Entry price double stop_loss; // Stop loss price double take_profit; // Take profit price double confidence; // Signal confidence (0.0-1.0) string reason; // Signal reason/description // Component Confirmations bool order_block_confirmed; // Order block confirmation bool bos_confirmed; // Break of structure confirmation bool liquidity_sweep_confirmed; // Liquidity sweep confirmation bool fvg_confirmed; // Fair value gap confirmation bool session_confirmed; // Session filter confirmation bool ai_confirmed; // AI analysis confirmation // Risk Information double risk_amount; // Risk amount for this signal double position_size; // Calculated position size double risk_reward_ratio; // Risk-reward ratio // Metadata string signal_id; // Unique signal identifier bool is_valid; // Signal validity status datetime expiry_time; // Signal expiry time }; ``` #### STradeInfo ```mql5 struct STradeInfo { int trade_id; // Trade identifier string symbol; // Trading symbol ENUM_ORDER_TYPE type; // Order type double volume; // Trade volume double open_price; // Open price double close_price; // Close price double stop_loss; // Stop loss price double take_profit; // Take profit price datetime open_time; // Open time datetime close_time; // Close time double profit; // Trade profit double commission; // Commission paid double swap; // Swap charges string comment; // Trade comment ENUM_TRADE_RESULT result; // Trade result (win/loss/breakeven) double mae; // Maximum Adverse Excursion double mfe; // Maximum Favorable Excursion int bars_held; // Bars held in trade double entry_signal_strength; // Entry signal strength string exit_reason; // Exit reason }; ``` --- ## Enumerations ### Trading Enums ```mql5 // Order Block Types enum ENUM_ORDER_BLOCK_TYPE { ORDER_BLOCK_BULLISH, // Bullish order block ORDER_BLOCK_BEARISH, // Bearish order block ORDER_BLOCK_ALL // All order blocks }; // Break of Structure Types enum ENUM_BOS_TYPE { BOS_TYPE_BULLISH, // Bullish BOS BOS_TYPE_BEARISH, // Bearish BOS BOS_TYPE_ALL // All BOS types }; // BOS Confirmation Methods enum ENUM_BOS_CONFIRMATION_METHOD { BOS_CONFIRM_CLOSE, // Close price confirmation BOS_CONFIRM_BODY, // Candle body confirmation BOS_CONFIRM_WICK // Wick confirmation }; // Fair Value Gap Types enum ENUM_FVG_TYPE { FVG_TYPE_BULLISH, // Bullish FVG FVG_TYPE_BEARISH, // Bearish FVG FVG_TYPE_ALL // All FVG types }; // Trading Sessions enum ENUM_TRADING_SESSION { SESSION_ASIA, // Asia session SESSION_LONDON, // London session SESSION_NEW_YORK, // New York session SESSION_OVERLAP_LONDON_NY, // London-NY overlap SESSION_NONE // No active session }; // Session Phases enum ENUM_SESSION_PHASE { PHASE_PRE_MARKET, // Pre-market phase PHASE_OPENING, // Opening phase PHASE_ACTIVE, // Active trading phase PHASE_CLOSING, // Closing phase PHASE_POST_MARKET // Post-market phase }; // Risk Models enum ENUM_RISK_MODEL { RISK_FIXED_LOT, // Fixed lot size RISK_PERCENT_BALANCE, // Percentage of balance RISK_ATR_BASED, // ATR-based sizing RISK_VOLATILITY_ADJUSTED // Volatility-adjusted sizing }; // Stop Loss Methods enum ENUM_SL_METHOD { SL_FIXED_POINTS, // Fixed points SL_ATR_MULTIPLE, // ATR multiple SL_STRUCTURE_BASED, // Structure-based SL_VOLATILITY_BASED // Volatility-based }; // Take Profit Methods enum ENUM_TP_METHOD { TP_FIXED_POINTS, // Fixed points TP_ATR_MULTIPLE, // ATR multiple TP_RISK_REWARD, // Risk-reward ratio TP_STRUCTURE_BASED // Structure-based }; // Market Sentiment enum ENUM_MARKET_SENTIMENT { SENTIMENT_VERY_BEARISH, // Very bearish SENTIMENT_BEARISH, // Bearish SENTIMENT_NEUTRAL, // Neutral SENTIMENT_BULLISH, // Bullish SENTIMENT_VERY_BULLISH // Very bullish }; // Log Levels enum ENUM_LOG_LEVEL { LOG_LEVEL_ERROR, // Error messages only LOG_LEVEL_WARNING, // Warning and error messages LOG_LEVEL_INFO, // Info, warning, and error messages LOG_LEVEL_DEBUG, // Debug and above LOG_LEVEL_TRACE // All messages }; ``` --- ## Usage Examples ### Basic EA Setup ```mql5 // Initialize core components CLogger logger; CEntryStrategy entry_strategy; CRiskManager risk_manager; CSessionManager session_manager; CChartManager chart_manager; // Initialize logger logger.Initialize("SniperEA.log", LOG_LEVEL_INFO); // Initialize entry strategy entry_strategy.Initialize(Symbol(), Period()); entry_strategy.ConfigureDetectors(); // Initialize risk manager SRiskProfile risk_profile; risk_profile.risk_model = RISK_PERCENT_BALANCE; risk_profile.risk_percent = 2.0; risk_profile.sl_method = SL_ATR_MULTIPLE; risk_profile.tp_method = TP_RISK_REWARD; risk_manager.Initialize(Symbol()); risk_manager.SetRiskProfile(risk_profile); // Initialize session manager SSessionConfig session_config; session_config.trade_london_session = true; session_config.trade_ny_session = true; session_config.london_start = "08:00"; session_config.london_end = "17:00"; session_manager.Initialize(); session_manager.SetSessionConfig(session_config); // Initialize chart manager chart_manager.Initialize(); ``` ### Signal Processing ```mql5 // Analyze entry opportunity SEntrySignal signal = entry_strategy.AnalyzeEntry(); if(signal.is_valid && signal.confidence > 0.7) { // Check session permissions if(session_manager.CanOpenPosition()) { // Calculate position size double position_size = risk_manager.CalculatePositionSize( signal.entry_price, signal.stop_loss, risk_manager.CalculateRiskAmount(2.0) ); // Validate risk if(risk_manager.ValidateRisk(signal.entry_price, signal.stop_loss, position_size)) { // Place order int ticket = OrderSend( Symbol(), signal.signal_type, position_size, signal.entry_price, 3, signal.stop_loss, signal.take_profit, "SniperEA Signal", 0, 0, clrNONE ); if(ticket > 0) { logger.LogInfo("Order placed successfully: " + IntegerToString(ticket)); chart_manager.DrawEntrySignal(signal); } else { logger.LogError("Failed to place order: " + IntegerToString(GetLastError())); } } } } ``` ### Backtesting Example ```mql5 // Initialize backtester CBacktester backtester; backtester.Initialize(Symbol(), Period()); // Set backtest configuration SBacktestConfig config; config.start_date = StringToTime("2023.01.01"); config.end_date = StringToTime("2023.12.31"); config.initial_balance = 10000.0; config.spread = 2.0; config.commission = 7.0; backtester.SetBacktestConfig(config); // Set components backtester.SetEntryStrategy(&entry_strategy); backtester.SetRiskManager(&risk_manager); backtester.SetSessionManager(&session_manager); // Run backtest if(backtester.RunBacktest()) { // Get statistics SBacktestStats stats = backtester.CalculateStatistics(); // Generate report backtester.GenerateHTMLReport("backtest_report.html"); // Log results logger.LogInfo("Backtest completed:"); logger.LogInfo("Total trades: " + IntegerToString(stats.total_trades)); logger.LogInfo("Win rate: " + DoubleToString(stats.win_rate, 2) + "%"); logger.LogInfo("Net profit: " + DoubleToString(stats.net_profit, 2)); logger.LogInfo("Max drawdown: " + DoubleToString(stats.max_drawdown_percent, 2) + "%"); logger.LogInfo("Sharpe ratio: " + DoubleToString(stats.sharpe_ratio, 3)); } ``` --- ## Error Handling ### Common Error Codes - **ERR_INVALID_PARAMETERS**: Invalid input parameters - **ERR_NOT_INITIALIZED**: Component not properly initialized - **ERR_INSUFFICIENT_DATA**: Insufficient historical data - **ERR_INVALID_SYMBOL**: Invalid trading symbol - **ERR_MARKET_CLOSED**: Market is closed - **ERR_INSUFFICIENT_FUNDS**: Insufficient account funds - **ERR_INVALID_STOPS**: Invalid stop loss or take profit levels - **ERR_API_CONNECTION**: API connection failed - **ERR_FILE_ACCESS**: File access error ### Error Handling Best Practices 1. Always check return values of initialization methods 2. Validate input parameters before processing 3. Use try-catch blocks for critical operations 4. Log errors with sufficient context information 5. Implement graceful degradation for non-critical failures 6. Provide meaningful error messages to users --- ## Performance Considerations ### Optimization Tips 1. **Minimize Indicator Calculations**: Cache indicator values and update only when necessary 2. **Efficient Object Management**: Clean up unused chart objects regularly 3. **Smart Data Processing**: Process only new bars, avoid recalculating historical data 4. **Memory Management**: Release unused arrays and objects 5. **API Rate Limiting**: Implement proper rate limiting for external API calls ### Resource Usage - **Memory**: Typical usage 50-100MB depending on configuration - **CPU**: Low to moderate CPU usage, spikes during analysis - **Network**: Minimal for basic operation, higher with AI integration - **Storage**: Log files and backtest data can grow over time --- This API documentation provides comprehensive coverage of all classes, methods, and structures in the MT5 Sniper EA system. For additional examples and advanced usage patterns, refer to the example files in the `/examples` directory.