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PaPP v2: MA monotonic alignment filter (no mean reversion in trends)

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pietro_giacobazzi
2026-06-16 09:44:30 +02:00
parent f4c0e46e29
commit a09c9111bc
1 changed files with 18 additions and 17 deletions
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PaPP v2/PaPP_Median_EA.mq5
+18 -17
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@@ -154,14 +154,24 @@ void OnTick()
//--- Reset escursion flags quando price rientra nel cluster //--- Reset escursion flags quando price rientra nel cluster
if(bid>=buyBand && bid<=sellBand) { buyFired=false; sellFired=false; } if(bid>=buyBand && bid<=sellBand) { buyFired=false; sellFired=false; }
//--- MA alignment: se tutte monotone = trend, blocca mean reversion
bool trendUp=true, trendDown=true;
for(int m=0;m<7;m++)
if(mv[m] > mv[m+1]) trendUp=false;
else if(mv[m] < mv[m+1]) trendDown=false;
else { trendUp=false; trendDown=false; }
bool allowBuy = !buyFired && nBuy<MaxPosPerSide && !trendDown;
bool allowSell = !sellFired && nSell<MaxPosPerSide && !trendUp;
//--- LOG //--- LOG
if(DebugPrint) if(DebugPrint)
{ {
Print(""); Print("");
Print("=== BAR: ",TimeToString(curBar)," ==="); Print("=== BAR: ",TimeToString(curBar)," ===");
Print("Bid=",DoubleToString(bid,_Digits)," Median=",DoubleToString(median,_Digits)); Print("Bid=",DoubleToString(bid,_Digits)," Median=",DoubleToString(median,_Digits));
Print("Dist=",DoubleToString(distPct,3),"% DispMA=",DoubleToString(vol,4),"%"); Print("Dist=",DoubleToString(distPct,3),"% DispMA=",DoubleToString(vol,4),"%");
Print("Band: [",DoubleToString(buyBand,_Digits)," <- ",DoubleToString(sellBand,_Digits)," ] Pos: ",nBuy,"B ",nSell,"S"); Print("Trend: ",trendUp?"UP":trendDown?"DOWN":"MIX", " Allow: ",allowBuy?"B":"-",allowSell?"S":"-");
Print("Band: [",DoubleToString(buyBand,_Digits)," <- ",DoubleToString(sellBand,_Digits)," ] Pos: ",nBuy,"B ",nSell,"S");
for(int m=0;m<8;m++) for(int m=0;m<8;m++)
if(mv[m]>0) if(mv[m]>0)
Print(" MA",m,"=",DoubleToString(mv[m],_Digits), Print(" MA",m,"=",DoubleToString(mv[m],_Digits),
@@ -170,7 +180,7 @@ void OnTick()
} }
//--- Entry: fuori dal cluster, TP=mediana, SL simmetrico //--- Entry: fuori dal cluster, TP=mediana, SL simmetrico
if(bid < buyBand && !buyFired && nBuy < MaxPosPerSide) if(bid < buyBand && allowBuy)
{ {
double entry = ask; double entry = ask;
double tpDist = MathAbs(median-entry); double tpDist = MathAbs(median-entry);
@@ -194,7 +204,7 @@ void OnTick()
else if(DebugPrint) Print("BUY SKIP: tpDist too small (",DoubleToString(tpDist/point,0),"pts)"); else if(DebugPrint) Print("BUY SKIP: tpDist too small (",DoubleToString(tpDist/point,0),"pts)");
} }
if(bid > sellBand && !sellFired && nSell < MaxPosPerSide) if(bid > sellBand && allowSell)
{ {
double entry = bid; double entry = bid;
double tpDist = MathAbs(entry-median); double tpDist = MathAbs(entry-median);
@@ -218,17 +228,8 @@ void OnTick()
else if(DebugPrint) Print("SELL SKIP: tpDist too small (",DoubleToString(tpDist/point,0),"pts)"); else if(DebugPrint) Print("SELL SKIP: tpDist too small (",DoubleToString(tpDist/point,0),"pts)");
} }
if(DebugPrint) if(DebugPrint && bid>=buyBand && bid<=sellBand)
{ Print("NO ENTRY: inside cluster [",DoubleToString(buyBand,_Digits),
if(bid>=buyBand && bid<=sellBand) " - ",DoubleToString(sellBand,_Digits),"]");
Print("NO ENTRY: inside cluster [",DoubleToString(buyBand,_Digits),
" - ",DoubleToString(sellBand,_Digits),"]");
else if(bid<buyBand && nBuy>=MaxPosPerSide)
Print("BUY BLOCKED: max pos (",nBuy,"/",MaxPosPerSide,") bid=",DoubleToString(bid,_Digits),
" < buyBand=",DoubleToString(buyBand,_Digits));
else if(bid>sellBand && nSell>=MaxPosPerSide)
Print("SELL BLOCKED: max pos (",nSell,"/",MaxPosPerSide,") bid=",DoubleToString(bid,_Digits),
" > sellBand=",DoubleToString(sellBand,_Digits));
}
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+