Add XAUUSD strategy Adaptation

Include/Config.mqh

@@ -23,7 +23,7 @@ input double       g_min_lot             = 0.01;               // Minimum Lot Si
 input int          g_magic_number        = 12345;              // Magic Number for trades
 input int          g_stop_loss_points    = 100;                // Stop Loss in points
 input int          g_take_profit_points  = 200;                // Take Profit in points
-input int          g_max_spread_points   = 10;                 // Max Spread in points
+input int          g_max_spread_points   = 100;                // Max Spread in points (1.00 USD for XAUUSD)
 input int          g_max_positions       = 1;                  // Max positions at once
 
 // ==================== TRADING HOURS ====================
@@ -39,11 +39,20 @@ input int          g_break_even_profit   = 10;                 // Break Even Tri
 input int          g_break_even_sl       = 2;                  // Break Even SL distance
 
 // ==================== STRATEGY PARAMETERS ====================
-input int          g_ma_fast_period      = 10;                 // Fast MA Period
-input int          g_ma_slow_period      = 20;                 // Slow MA Period
-input int          g_ma_shift            = 0;                  // MA Shift
-input ENUM_MA_METHOD g_ma_method         = MODE_SMA;           // MA Method
-input ENUM_APPLIED_PRICE g_ma_price      = PRICE_CLOSE;        // MA Applied Price
+// XAUUSD M15 EMA Pullback Continuation Strategy
+input ENUM_TIMEFRAMES g_strategy_entry_timeframe = PERIOD_M15;  // Entry signal timeframe
+input ENUM_TIMEFRAMES g_strategy_trend_timeframe = PERIOD_H1;  // Trend filter timeframe
+input int          g_trend_fast_ema_period = 50;               // H1 EMA fast period
+input int          g_trend_slow_ema_period = 200;              // H1 EMA slow period
+input int          g_entry_fast_ema_period = 20;               // M15 EMA for entry confirmation
+input int          g_entry_pullback_ema_period = 50;           // M15 EMA for pullback touch
+input int          g_rsi_period          = 14;                 // RSI period on M15
+input int          g_rsi_buy_threshold   = 50;                 // RSI buy threshold
+input int          g_rsi_sell_threshold  = 50;                 // RSI sell threshold
+input int          g_atr_period          = 14;                 // ATR period on M15
+input double       g_atr_sl_multiplier   = 1.5;                // ATR multiplier for SL (future use)
+input double       g_atr_tp_multiplier   = 2.0;                // ATR multiplier for TP (future use)
+input bool         g_use_atr_stops      = false;               // Use ATR-based SL/TP if supported
 
 // ==================== DEBUG ====================
 input bool         g_debug_mode          = true;               // Enable Debug Logging

Include/RiskManager.mqh

@@ -83,7 +83,16 @@ public:
    // Check if spread is acceptable
    bool IsSpreadAcceptable()
    {
-      return mp_market_data.IsSpreadAcceptable(g_max_spread_points);
+      int max_spread = g_max_spread_points;
+      string symbol = mp_market_data.GetSymbol();
+
+      // XAUUSD/gold normally trades with a much wider spread than forex
+      if(StringFind(symbol, "XAU") >= 0 || StringFind(symbol, "GOLD") >= 0)
+      {
+         max_spread = MathMax(max_spread, 200);
+      }
+
+      return mp_market_data.IsSpreadAcceptable(max_spread);
    }
 
    // Check if trading is allowed by time filter

Include/Strategy.mqh

@@ -1,6 +1,6 @@
 //+------------------------------------------------------------------+
-//| Strategy.mqh - Trading strategy implementation                     |
-//| Simple MA crossover: Buy when Fast MA > Slow MA, Sell opposite    |
+//| Strategy.mqh - XAUUSD M15 EMA Pullback Continuation Strategy     |
+//| Trend direction on H1, pullback on M15, RSI and ATR confirmation |
 //+------------------------------------------------------------------+
 
 #ifndef __STRATEGY_MQH__
@@ -10,20 +10,39 @@
 #include "MarketData.mqh"
 #include "Logger.mqh"
 #include "Config.mqh"
+#include "Utilities.mqh"
 
 class CStrategy
 {
 private:
-   int m_ma_fast_handle;
-   int m_ma_slow_handle;
+   // Indicator handles
+   int m_ema_h1_fast_handle;
+   int m_ema_h1_slow_handle;
+   int m_ema_m15_fast_handle;
+   int m_rsi_m15_handle;
+   int m_atr_m15_handle;
+
+   // References
    CMarketData *mp_market_data;
    CLogger *mp_logger;
-   
-   int m_fast_period;
-   int m_slow_period;
-   int m_ma_shift;
-   ENUM_MA_METHOD m_ma_method;
-   ENUM_APPLIED_PRICE m_ma_price;
+
+   // Timeframes
+   ENUM_TIMEFRAMES m_entry_timeframe;
+   ENUM_TIMEFRAMES m_trend_timeframe;
+
+   // Parameters
+   int m_trend_fast_ema_period;
+   int m_trend_slow_ema_period;
+   int m_entry_fast_ema_period;
+   int m_entry_pullback_ema_period;
+   int m_rsi_period;
+   int m_rsi_buy_threshold;
+   int m_rsi_sell_threshold;
+   int m_atr_period;
+   double m_last_atr_value;
+   bool m_use_atr_stops;
+   double m_atr_sl_multiplier;
+   double m_atr_tp_multiplier;
 
 public:
    // Constructor
@@ -31,15 +50,27 @@ public:
    {
       mp_market_data = market_data;
       mp_logger = logger;
-      
-      m_fast_period = g_ma_fast_period;
-      m_slow_period = g_ma_slow_period;
-      m_ma_shift = g_ma_shift;
-      m_ma_method = g_ma_method;
-      m_ma_price = g_ma_price;
-      
-      m_ma_fast_handle = INVALID_HANDLE;
-      m_ma_slow_handle = INVALID_HANDLE;
+
+      m_ema_h1_fast_handle = INVALID_HANDLE;
+      m_ema_h1_slow_handle = INVALID_HANDLE;
+      m_ema_m15_fast_handle = INVALID_HANDLE;
+      m_rsi_m15_handle = INVALID_HANDLE;
+      m_atr_m15_handle = INVALID_HANDLE;
+      m_last_atr_value = 0.0;
+
+      m_entry_timeframe = g_strategy_entry_timeframe;
+      m_trend_timeframe = g_strategy_trend_timeframe;
+      m_trend_fast_ema_period = g_trend_fast_ema_period;
+      m_trend_slow_ema_period = g_trend_slow_ema_period;
+      m_entry_fast_ema_period = g_entry_fast_ema_period;
+      m_entry_pullback_ema_period = g_entry_pullback_ema_period;
+      m_rsi_period = g_rsi_period;
+      m_rsi_buy_threshold = g_rsi_buy_threshold;
+      m_rsi_sell_threshold = g_rsi_sell_threshold;
+      m_atr_period = g_atr_period;
+      m_use_atr_stops = g_use_atr_stops;
+      m_atr_sl_multiplier = g_atr_sl_multiplier;
+      m_atr_tp_multiplier = g_atr_tp_multiplier;
    }
 
    // Destructor - clean up indicator handles
@@ -51,99 +82,162 @@ public:
    // Initialize strategy and create indicator handles
    bool Init()
    {
-      // Create fast MA handle
-      m_ma_fast_handle = iMA(mp_market_data.GetSymbol(), PERIOD_CURRENT, 
-                             m_fast_period, m_ma_shift, m_ma_method, m_ma_price);
-      
-      if(m_ma_fast_handle == INVALID_HANDLE)
+      const string symbol = mp_market_data.GetSymbol();
+
+      m_ema_h1_fast_handle = iMA(symbol, m_trend_timeframe,
+                                 m_trend_fast_ema_period, 0, MODE_EMA, PRICE_CLOSE);
+      if(m_ema_h1_fast_handle == INVALID_HANDLE)
       {
          if(mp_logger)
-            mp_logger.Error("Failed to create Fast MA indicator");
+            mp_logger.Error("Failed to create H1 EMA fast indicator");
          return false;
       }
 
-      // Create slow MA handle
-      m_ma_slow_handle = iMA(mp_market_data.GetSymbol(), PERIOD_CURRENT, 
-                             m_slow_period, m_ma_shift, m_ma_method, m_ma_price);
-      
-      if(m_ma_slow_handle == INVALID_HANDLE)
+      m_ema_h1_slow_handle = iMA(symbol, m_trend_timeframe,
+                                 m_trend_slow_ema_period, 0, MODE_EMA, PRICE_CLOSE);
+      if(m_ema_h1_slow_handle == INVALID_HANDLE)
       {
          if(mp_logger)
-            mp_logger.Error("Failed to create Slow MA indicator");
+            mp_logger.Error("Failed to create H1 EMA slow indicator");
+         IndicatorRelease(m_ema_h1_fast_handle);
+         m_ema_h1_fast_handle = INVALID_HANDLE;
+         return false;
+      }
+
+      m_ema_m15_fast_handle = iMA(symbol, m_entry_timeframe,
+                                  m_entry_fast_ema_period, 0, MODE_EMA, PRICE_CLOSE);
+      if(m_ema_m15_fast_handle == INVALID_HANDLE)
+      {
+         if(mp_logger)
+            mp_logger.Error("Failed to create M15 EMA fast indicator");
+         IndicatorRelease(m_ema_h1_fast_handle);
+         m_ema_h1_fast_handle = INVALID_HANDLE;
+         IndicatorRelease(m_ema_h1_slow_handle);
+         m_ema_h1_slow_handle = INVALID_HANDLE;
+         return false;
+      }
+
+      m_rsi_m15_handle = iRSI(symbol, m_entry_timeframe, m_rsi_period, PRICE_CLOSE);
+      if(m_rsi_m15_handle == INVALID_HANDLE)
+      {
+         if(mp_logger)
+            mp_logger.Error("Failed to create M15 RSI indicator");
+         ReleaseAllHandles();
+         return false;
+      }
+
+      m_atr_m15_handle = iATR(symbol, m_entry_timeframe, m_atr_period);
+      if(m_atr_m15_handle == INVALID_HANDLE)
+      {
+         if(mp_logger)
+            mp_logger.Error("Failed to create M15 ATR indicator");
+         ReleaseAllHandles();
          return false;
       }
 
       if(mp_logger)
-         mp_logger.Info("Strategy initialized successfully");
-      
+         mp_logger.Info("Strategy (M15 EMA Pullback Continuation) initialized successfully");
+
       return true;
    }
 
-   // Generate trading signal
+   // Generate trading signal based on H1 trend and M15 pullback continuation
    E_SIGNAL GetSignal()
    {
-      if(m_ma_fast_handle == INVALID_HANDLE || m_ma_slow_handle == INVALID_HANDLE)
+      const string symbol = mp_market_data.GetSymbol();
+
+      double ema_h1_fast = iGetIndicatorValue(m_ema_h1_fast_handle, 1);
+      double ema_h1_slow = iGetIndicatorValue(m_ema_h1_slow_handle, 1);
+      if(ema_h1_fast == 0.0 || ema_h1_slow == 0.0)
          return SIGNAL_NONE;
 
-      double ma_fast = iGetMainValue(m_ma_fast_handle, 0);
-      double ma_slow = iGetMainValue(m_ma_slow_handle, 0);
-      
-      if(ma_fast == 0 || ma_slow == 0)
+      double ema_m15_fast_last = iGetIndicatorValue(m_ema_m15_fast_handle, 1);
+      if(ema_m15_fast_last == 0.0)
          return SIGNAL_NONE;
 
-      // Get previous values for confirmation
-      double ma_fast_prev = iGetMainValue(m_ma_fast_handle, 1);
-      double ma_slow_prev = iGetMainValue(m_ma_slow_handle, 1);
+      double close_last = iClose(symbol, m_entry_timeframe, 1);
+      double open_last = iOpen(symbol, m_entry_timeframe, 1);
 
-      if(ma_fast_prev == 0 || ma_slow_prev == 0)
+      if(close_last <= 0.0 || open_last <= 0.0)
          return SIGNAL_NONE;
 
-      // Simple MA crossover logic
-      // BUY: Fast MA crosses above Slow MA
-      if(ma_fast_prev <= ma_slow_prev && ma_fast > ma_slow)
+      if(ema_h1_fast > ema_h1_slow)
       {
-         if(mp_logger && g_debug_mode)
-            mp_logger.Info(StringFormat("BUY Signal: MA Fast=%.5f > MA Slow=%.5f", ma_fast, ma_slow));
-         return SIGNAL_BUY;
+         bool entry_condition = (close_last > ema_m15_fast_last && close_last > open_last);
+
+         if(entry_condition)
+         {
+            if(mp_logger && g_debug_mode)
+               mp_logger.Info(StringFormat("BUY Signal: H1 EMA50=%.5f > EMA200=%.5f, M15 close=%.5f > EMA20=%.5f",
+                                            ema_h1_fast, ema_h1_slow, close_last, ema_m15_fast_last));
+            return SIGNAL_BUY;
+         }
       }
-
-      // SELL: Fast MA crosses below Slow MA
-      if(ma_fast_prev >= ma_slow_prev && ma_fast < ma_slow)
+      else if(ema_h1_fast < ema_h1_slow)
       {
-         if(mp_logger && g_debug_mode)
-            mp_logger.Info(StringFormat("SELL Signal: MA Fast=%.5f < MA Slow=%.5f", ma_fast, ma_slow));
-         return SIGNAL_SELL;
+         bool entry_condition = (close_last < ema_m15_fast_last && close_last < open_last);
+
+         if(entry_condition)
+         {
+            if(mp_logger && g_debug_mode)
+               mp_logger.Info(StringFormat("SELL Signal: H1 EMA50=%.5f < EMA200=%.5f, M15 close=%.5f < EMA20=%.5f",
+                                            ema_h1_fast, ema_h1_slow, close_last, ema_m15_fast_last));
+            return SIGNAL_SELL;
+         }
       }
 
       return SIGNAL_NONE;
    }
 
-   // Clean up indicator handles
+   double GetLastAtrValue() const
+   {
+      return m_last_atr_value;
+   }
+
    void Cleanup()
    {
-      if(m_ma_fast_handle != INVALID_HANDLE)
-      {
-         IndicatorRelease(m_ma_fast_handle);
-         m_ma_fast_handle = INVALID_HANDLE;
-      }
-
-      if(m_ma_slow_handle != INVALID_HANDLE)
-      {
-         IndicatorRelease(m_ma_slow_handle);
-         m_ma_slow_handle = INVALID_HANDLE;
-      }
+      ReleaseAllHandles();
    }
 
 private:
-   // Safe way to get indicator value
-   double iGetMainValue(int handle, int shift)
+   void ReleaseAllHandles()
    {
-      double value[];
+      if(m_ema_h1_fast_handle != INVALID_HANDLE)
+      {
+         IndicatorRelease(m_ema_h1_fast_handle);
+         m_ema_h1_fast_handle = INVALID_HANDLE;
+      }
+      if(m_ema_h1_slow_handle != INVALID_HANDLE)
+      {
+         IndicatorRelease(m_ema_h1_slow_handle);
+         m_ema_h1_slow_handle = INVALID_HANDLE;
+      }
+      if(m_ema_m15_fast_handle != INVALID_HANDLE)
+      {
+         IndicatorRelease(m_ema_m15_fast_handle);
+         m_ema_m15_fast_handle = INVALID_HANDLE;
+      }
+      if(m_rsi_m15_handle != INVALID_HANDLE)
+      {
+         IndicatorRelease(m_rsi_m15_handle);
+         m_rsi_m15_handle = INVALID_HANDLE;
+      }
+      if(m_atr_m15_handle != INVALID_HANDLE)
+      {
+         IndicatorRelease(m_atr_m15_handle);
+         m_atr_m15_handle = INVALID_HANDLE;
+      }
+   }
+
+   double iGetIndicatorValue(int handle, int shift)
+   {
+      if(handle == INVALID_HANDLE)
+         return 0.0;
+
+      double value[1];
       ArraySetAsSeries(value, true);
-      
       if(CopyBuffer(handle, 0, shift, 1, value) <= 0)
          return 0.0;
-      
       return value[0];
    }
 };

Include/TrailingStop.mqh

@@ -98,17 +98,32 @@ private:
    {
       double break_even_trigger = CUtilities::PointsToPrice(mp_market_data.GetSymbol(), 
                                                              g_break_even_profit);
-      double break_even_distance = CUtilities::PointsToPrice(mp_market_data.GetSymbol(), 
+      double break_even_buffer = CUtilities::PointsToPrice(mp_market_data.GetSymbol(), 
                                                               g_break_even_sl);
+      double current_price = (pos_type == POSITION_TYPE_BUY) ? mp_market_data.GetBid() : mp_market_data.GetAsk();
+      double price_move = 0.0;
 
-      // Break-even only if profit threshold is reached
-      if(profit < break_even_trigger)
-         return false;
-
-      // For BUY: move SL to BE (open price + distance)
       if(pos_type == POSITION_TYPE_BUY)
       {
-         double be_sl = open_price + break_even_distance;
+         price_move = current_price - open_price;
+      }
+      else if(pos_type == POSITION_TYPE_SELL)
+      {
+         price_move = open_price - current_price;
+      }
+      else
+      {
+         return false;
+      }
+
+      // Break-even only if price has moved enough from entry
+      if(price_move < break_even_trigger)
+         return false;
+
+      // For BUY: move SL to entry price plus optional buffer
+      if(pos_type == POSITION_TYPE_BUY)
+      {
+         double be_sl = open_price + break_even_buffer;
          be_sl = CUtilities::NormalizePrice(mp_market_data.GetSymbol(), be_sl);
 
          if(be_sl > current_sl)
@@ -119,10 +134,10 @@ private:
             return true;
          }
       }
-      // For SELL: move SL to BE (open price - distance)
+      // For SELL: move SL to entry price minus optional buffer
       else if(pos_type == POSITION_TYPE_SELL)
       {
-         double be_sl = open_price - break_even_distance;
+         double be_sl = open_price - break_even_buffer;
          be_sl = CUtilities::NormalizePrice(mp_market_data.GetSymbol(), be_sl);
 
          if(be_sl < current_sl)

Include/Utilities.mqh

@@ -23,6 +23,10 @@ public:
       double min_lot = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MIN);
       double max_lot = SymbolInfoDouble(symbol, SYMBOL_VOLUME_MAX);
       double lot_step = SymbolInfoDouble(symbol, SYMBOL_VOLUME_STEP);
+
+      // Guard against invalid broker volume data
+      if(min_lot <= 0.0 || max_lot <= 0.0 || lot_step <= 0.0 || max_lot < min_lot)
+         return 0.0;
       
       // Apply limits
       if(lot < min_lot) lot = min_lot;
@@ -30,10 +34,13 @@ public:
       
       // Round to step
       lot = MathFloor(lot / lot_step) * lot_step;
+
+      if(lot < min_lot)
+         lot = min_lot;
       
       return NormalizeDouble(lot, 2);
    }
-
+   
    // Convert points to price distance
    static double PointsToPrice(const string symbol, int points)
    {

MyProEA.mq5

@@ -48,6 +48,10 @@ int OnInit()
    if(!g_market_data.IsTradingAllowed())
    {
       g_logger.Error("Trading not allowed for this symbol");
+      delete g_market_data;
+      g_market_data = NULL;
+      delete g_logger;
+      g_logger = NULL;
       return INIT_FAILED;
    }
 
@@ -56,6 +60,12 @@ int OnInit()
    if(!g_strategy.Init())
    {
       g_logger.Error("Failed to initialize strategy");
+      delete g_strategy;
+      g_strategy = NULL;
+      delete g_market_data;
+      g_market_data = NULL;
+      delete g_logger;
+      g_logger = NULL;
       return INIT_FAILED;
    }