Compare commits

...

40 Commits

Author SHA1 Message Date
Pietro Giacobazzi ff8aa9fcfb PaPP v2 indicatore: fallback robusto a TextGetSize per la larghezza del box
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-17 07:09:51 +00:00
pietro1991-dot e8bf23f987 Merge pull request #15 from pietro1991-dot/devin/1781679998-panel-autofit
Co-authored-by: Pietro Giacobazzi <giacobazzipietro@gmail.com>
Co-authored-by: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-17 09:07:48 +02:00
Pietro Giacobazzi a21fd7519e PaPP v2 indicatore: box auto-fit con larghezza reale del testo (TextGetSize); titolo TF compatto
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-17 07:07:11 +00:00
pietro1991-dot 8e17edd4ae Merge pull request #14 from pietro1991-dot/devin/1781679662-dist-context-noflicker
* PaPP v2 indicatore: Dist con percentile+descrizione storica; stop al lampeggio del pannello (label aggiornate in-place)

Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>

* PaPP v2 indicatore: pannello dentro un box con sfondo (OBJ_RECTANGLE_LABEL), input ShowPanel/PanelBg

Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>

---------

Co-authored-by: Pietro Giacobazzi <giacobazzipietro@gmail.com>
Co-authored-by: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-17 09:04:47 +02:00
Pietro Giacobazzi 01907379e2 PaPP v2 indicatore: pannello dentro un box con sfondo (OBJ_RECTANGLE_LABEL), input ShowPanel/PanelBg
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-17 07:03:39 +00:00
Pietro Giacobazzi 721c7965e8 PaPP v2 indicatore: Dist con percentile+descrizione storica; stop al lampeggio del pannello (label aggiornate in-place)
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-17 07:01:02 +00:00
pietro1991-dot 3c271745e1 Merge pull request #13 from pietro1991-dot/devin/1781679033-indicator-multiscale
* PaPP v2 indicatore: pannello con Velocita'/Accelerazione/Volatilita' = mediana delle 7 scale (dalle nostre MA, no ATR MT5)

Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>

* PaPP v2 indicatore: Cluster contestualizzato con percentile storico (stretto/normale/largo) + valore tipico

Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>

* PaPP v2 indicatore: descrizione a parole (percentile storico) per Cluster/Velocita'/Accelerazione/Volatilita'

Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>

---------

Co-authored-by: Pietro Giacobazzi <giacobazzipietro@gmail.com>
Co-authored-by: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-17 08:57:45 +02:00
Pietro Giacobazzi b0012bf2fd PaPP v2 indicatore: descrizione a parole (percentile storico) per Cluster/Velocita'/Accelerazione/Volatilita'
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-17 06:56:47 +00:00
Pietro Giacobazzi a1023b573e PaPP v2 indicatore: Cluster contestualizzato con percentile storico (stretto/normale/largo) + valore tipico
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-17 06:53:56 +00:00
Pietro Giacobazzi cf3525f7af PaPP v2 indicatore: pannello con Velocita'/Accelerazione/Volatilita' = mediana delle 7 scale (dalle nostre MA, no ATR MT5)
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-17 06:51:00 +00:00
pietro1991-dot 5cee3f06fd Merge pull request #10 from pietro1991-dot/devin/1781641344-export-emptyval-fix
* PaPP v2 export: scarta i valori EMPTY (DBL_MAX) di warmup; esporta solo barre con tutte le 7 MA valide

Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>

* PaPP v2 export: aggiunta traiettoria forward bar-by-bar (cret_1..20) per studiare lo sviluppo dopo l'incrocio

Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>

---------

Co-authored-by: Pietro Giacobazzi <giacobazzipietro@gmail.com>
Co-authored-by: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-17 08:28:01 +02:00
Pietro Giacobazzi f930e88592 PaPP v2 export: aggiunta traiettoria forward bar-by-bar (cret_1..20) per studiare lo sviluppo dopo l'incrocio
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-17 06:26:03 +00:00
Pietro Giacobazzi 908d0e9187 PaPP v2 export: scarta i valori EMPTY (DBL_MAX) di warmup; esporta solo barre con tutte le 7 MA valide
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-16 20:22:24 +00:00
pietro1991-dot 64dc36b1c3 Merge pull request #9 from pietro1991-dot/devin/1781640953-cross-export-fix
* PaPP v2: script export CSV degli incroci (ancorato a D1, intervallo date o tutto lo storico, feature + esiti 1/3/5/10/20g)

Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>

* PaPP v2 export: fix compile (array MA 2D non valido in MQL5 -> struct MABuf)

Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>

---------

Co-authored-by: Pietro Giacobazzi <giacobazzipietro@gmail.com>
Co-authored-by: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-16 22:16:37 +02:00
Pietro Giacobazzi 8e6fe91b70 PaPP v2 export: fix compile (array MA 2D non valido in MQL5 -> struct MABuf)
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-16 20:15:53 +00:00
Pietro Giacobazzi a6f6c0510b PaPP v2: script export CSV degli incroci (ancorato a D1, intervallo date o tutto lo storico, feature + esiti 1/3/5/10/20g)
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-16 20:12:09 +00:00
pietro1991-dot 20315441a5 Merge pull request #7 from pietro1991-dot/devin/1781638592-line-end-tags
Co-authored-by: Pietro Giacobazzi <giacobazzipietro@gmail.com>
Co-authored-by: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-16 21:37:32 +02:00
Pietro Giacobazzi f1d1a2230f PaPP v2 indicatore: etichette a fine linea (nome MA/Mediana, colore=linea) + legenda pannello con colori delle linee
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-16 19:36:32 +00:00
pietro1991-dot 4a590b805a Merge pull request #6 from pietro1991-dot/devin/1781638266-median-label-color
Co-authored-by: Pietro Giacobazzi <giacobazzipietro@gmail.com>
Co-authored-by: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-16 21:33:22 +02:00
Pietro Giacobazzi b79cf56412 PaPP v2 indicatore: label 'Median:' da bianco a oro (era invisibile su sfondo bianco)
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-16 19:31:06 +00:00
pietro1991-dot b45039f91f Merge pull request #5 from pietro1991-dot/devin/1781637876-plot-7-ma
Co-authored-by: Pietro Giacobazzi <giacobazzipietro@gmail.com>
Co-authored-by: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-16 21:25:02 +02:00
Pietro Giacobazzi 392706088a PaPP v2 indicatore: disegna anche le 7 MA come linee separate (input ShowMA)
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-16 19:24:36 +00:00
pietro1991-dot ae7551ef9d Merge pull request #4 from pietro1991-dot/devin/1781637573-fix-invisible-line
Co-authored-by: Pietro Giacobazzi <giacobazzipietro@gmail.com>
Co-authored-by: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-16 21:20:30 +02:00
Pietro Giacobazzi f2515243e3 PaPP v2 indicatore: fix linea invisibile - attende dati D1, bulk load + cache mediana, ricalcolo robusto
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-16 19:19:33 +00:00
pietro1991-dot 2c32e233e6 Merge pull request #3 from pietro1991-dot/devin/1781637154-fix-objprop-bold
Co-authored-by: Pietro Giacobazzi <giacobazzipietro@gmail.com>
Co-authored-by: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-16 21:13:47 +02:00
Pietro Giacobazzi 78ccb1d819 PaPP v2 indicatore: fix compile - OBJPROP_BOLD inesistente in MQL5, grassetto via font
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-16 19:12:34 +00:00
pietro1991-dot 03e1b290b5 Merge pull request #2 from pietro1991-dot/devin/1781636426-papp-v2-median
* PaPP v2: vera mediana su 7 MA (rimossa SMA(1) ovunque)

Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>

* PaPP v2: ancora le MA a D1 (linea identica su ogni timeframe, non-repaint)

Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>

* PaPP v2 indicatore: linea morbida (interpolazione D1, input Smooth) + pannello con i 7 valori MA a schermo

Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>

---------

Co-authored-by: Pietro Giacobazzi <giacobazzipietro@gmail.com>
Co-authored-by: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-16 21:08:35 +02:00
Pietro Giacobazzi 3c4909af0f PaPP v2 indicatore: linea morbida (interpolazione D1, input Smooth) + pannello con i 7 valori MA a schermo
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-16 19:07:17 +00:00
Pietro Giacobazzi 598917d4ae PaPP v2: ancora le MA a D1 (linea identica su ogni timeframe, non-repaint)
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-16 19:05:22 +00:00
Pietro Giacobazzi 1cd30c1060 PaPP v2: vera mediana su 7 MA (rimossa SMA(1) ovunque)
Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
2026-06-16 19:00:26 +00:00
pietro_giacobazzi 909dbbc60e PaPP v2 EA: monotonicita su MA2-MA6 (estromesso MA7-noise) 2026-06-16 11:19:01 +02:00
pietro_giacobazzi 2c09955da7 PaPP v2 EA: monotonicita su MA2-MA7 (esclusi MA0/MA1 stale) 2026-06-16 11:16:49 +02:00
pietro_giacobazzi cd04d6fbd7 PaPP v2 indicator: fix bold regression (OBJPROP_BOLD) 2026-06-16 11:01:55 +02:00
pietro_giacobazzi 654091697b PaPP v2: fix SL widening bug, validazioni asimmetriche, CTrade globale, flag persistenti 2026-06-16 10:58:32 +02:00
pietro_giacobazzi 0135d122d9 PaPP v2: flag escursione resettano solo a mediana, non bordo banda 2026-06-16 10:16:47 +02:00
pietro_giacobazzi b32b055ee3 PaPP v2: banda min/max MA0-MA6, esclusa MA7 (SMA(1)=rumore) 2026-06-16 10:11:48 +02:00
pietro_giacobazzi 3d2bafacad PaPP v2: banda = min/max MA (range completo 8 timeframes) 2026-06-16 10:05:56 +02:00
pietro_giacobazzi 2b113ac0ab PaPP v2: dynamic TP/SL ogni barra (median corrente) 2026-06-16 09:55:03 +02:00
pietro_giacobazzi a09c9111bc PaPP v2: MA monotonic alignment filter (no mean reversion in trends) 2026-06-16 09:44:30 +02:00
pietro_giacobazzi f4c0e46e29 PaPP v2: structural mean reversion with 8-MA cluster band, excursion flags, dynamic TP/SL 2026-06-16 09:39:40 +02:00
5 changed files with 1725 additions and 0 deletions
+407
View File
@@ -0,0 +1,407 @@
//+------------------------------------------------------------------+
//| PaPP_Trading.mq5 |
//| PaPP Trading |
//+------------------------------------------------------------------+
#property copyright "PaPP Trading"
#property version "2.00"
#property description "PaPP Trading - Multi timeframe MA + volatilita + accelerazione"
#property indicator_chart_window
#property indicator_buffers 10
#property indicator_plots 10
input bool ShowLines = false;
input int FontSize = 9;
input int XPos = 10;
input int YPos = 30;
input int TP_Points = 100; // Take Profit (punti)
input int SL_Points = 10000; // Stop Loss (punti)
input bool ShowTPSL = true; // Draw TP/SL lines on chart
//--- indicator buffers (SetIndexBuffer bound)
double B1Y[], B6M[], B4M[], B1Mo[], B2W[], B1W[], B3D[], B1D[], BSc[], BAc[];
//--- handles
int hMA[8];
int bars[8];
string pN[8] = {"1Y","6M","4M","1M","2W","1W","3G","1G"};
string _pfx = "PP_";
//--- rolling volatility window
double hMin[8], hMax[8];
int volResetBar[8]; // bar index (non-series) of last reset
int WINDOW = 200; // rolling window bars
//--- last bar tracking for dashboard update
datetime lastBarTime = 0;
//+------------------------------------------------------------------+
int TimeToBars(int days)
{
datetime now = TimeCurrent();
if(now==0)
{
long s = (long)days*86400L;
long p = PeriodSeconds((ENUM_TIMEFRAMES)_Period);
return (int)MathMax(1,s/p);
}
datetime then = now - days*86400;
int cnt = Bars(_Symbol,_Period,then,now);
return MathMax(1,cnt);
}
//+------------------------------------------------------------------+
int OnInit()
{
IndicatorSetString(INDICATOR_SHORTNAME,"PaPP Trading v2");
IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
int days[8] = {365,182,121,30,14,7,3,1};
for(int i=0;i<8;i++)
{
bars[i] = (i<7) ? TimeToBars(days[i]) : 1;
hMA[i]=iMA(_Symbol,_Period,bars[i],0,MODE_SMA,PRICE_CLOSE);
if(hMA[i]==INVALID_HANDLE) return INIT_FAILED;
}
SetIndexBuffer(0,B1Y,INDICATOR_DATA); ArraySetAsSeries(B1Y,true);
SetIndexBuffer(1,B6M,INDICATOR_DATA); ArraySetAsSeries(B6M,true);
SetIndexBuffer(2,B4M,INDICATOR_DATA); ArraySetAsSeries(B4M,true);
SetIndexBuffer(3,B1Mo,INDICATOR_DATA); ArraySetAsSeries(B1Mo,true);
SetIndexBuffer(4,B2W,INDICATOR_DATA); ArraySetAsSeries(B2W,true);
SetIndexBuffer(5,B1W,INDICATOR_DATA); ArraySetAsSeries(B1W,true);
SetIndexBuffer(6,B3D,INDICATOR_DATA); ArraySetAsSeries(B3D,true);
SetIndexBuffer(7,B1D,INDICATOR_DATA); ArraySetAsSeries(B1D,true);
SetIndexBuffer(8,BSc,INDICATOR_DATA); ArraySetAsSeries(BSc,true);
SetIndexBuffer(9,BAc,INDICATOR_DATA); ArraySetAsSeries(BAc,true);
color cl[10] = {clrRed,clrOrange,clrGold,clrLimeGreen,
clrDodgerBlue,clrViolet,clrBrown,clrGray,clrCyan,clrMagenta};
for(int i=0;i<8;i++)
{
PlotIndexSetInteger(i,PLOT_DRAW_TYPE,ShowLines?DRAW_LINE:DRAW_NONE);
PlotIndexSetInteger(i,PLOT_LINE_COLOR,cl[i]);
PlotIndexSetString(i,PLOT_LABEL,pN[i]+" MA");
PlotIndexSetInteger(i,PLOT_LINE_WIDTH,2);
}
PlotIndexSetInteger(8,PLOT_DRAW_TYPE,DRAW_NONE);
PlotIndexSetInteger(9,PLOT_DRAW_TYPE,DRAW_NONE);
for(int i=0;i<8;i++) { hMin[i]=1e10; hMax[i]=-1e10; volResetBar[i]=0; }
return INIT_SUCCEEDED;
}
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
for(int i=0;i<8;i++)
if(hMA[i]!=INVALID_HANDLE) IndicatorRelease(hMA[i]);
ObjectsDeleteAll(0,_pfx);
}
//+------------------------------------------------------------------+
//| Buffer helpers (separate MA index from bar index) |
//+------------------------------------------------------------------+
void SetMA(int b, int bar, double v)
{
if(b==0) B1Y[bar]=v; else if(b==1) B6M[bar]=v; else if(b==2) B4M[bar]=v;
else if(b==3) B1Mo[bar]=v; else if(b==4) B2W[bar]=v; else if(b==5) B1W[bar]=v;
else if(b==6) B3D[bar]=v; else if(b==7) B1D[bar]=v;
}
double GetMA(int bar, int m)
{
if(m==0) return B1Y[bar]; if(m==1) return B6M[bar]; if(m==2) return B4M[bar];
if(m==3) return B1Mo[bar]; if(m==4) return B2W[bar]; if(m==5) return B1W[bar];
if(m==6) return B3D[bar]; return B1D[bar];
}
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
if(rates_total<2) return 0;
ArraySetAsSeries(close,true);
ArraySetAsSeries(time,true);
//--- limit = number of new bars to process
int limit = rates_total - prev_calculated;
if(limit>1) limit = rates_total-1;
//--- Copy only the needed range (performance)
// needed = limit+1 bars from position startPos
int needed = limit + 1;
int startPos = rates_total - needed;
if(startPos<0) { startPos=0; needed=rates_total; }
//--- Temp arrays for MA data
double tmp[8][];
for(int m=0;m<8;m++)
{
ArrayResize(tmp[m],needed);
int copied = CopyBuffer(hMA[m],0,startPos,needed,tmp[m]);
if(copied<needed)
{
// Not enough data, zero-fill remaining
for(int i=(copied>0?copied:0);i<needed;i++) tmp[m][i]=0;
}
ArraySetAsSeries(tmp[m],true);
}
//--- Assign temp -> indicator buffers (series indexed: idx=0=newest)
for(int idx=limit; idx>=0; idx--)
{
double mv[8];
for(int m=0;m<8;m++)
{
if(idx<needed) mv[m]=tmp[m][idx];
else mv[m]=GetMA(idx,m); // fallback (shouldn't happen)
SetMA(m, idx, mv[m]);
}
double p = close[idx];
//--- Velocities: need prev bar
double vel[8];
for(int m=0;m<8;m++)
{
double prv;
if(idx+1<rates_total)
{
if(idx+1<needed) prv=tmp[m][idx+1];
else prv=GetMA(idx+1,m); // from previously calculated data
}
else prv=mv[m];
vel[m]=mv[m]-prv;
}
//--- Score
int sc=0;
for(int m=0;m<8;m++) sc += (p>mv[m]) ? 1 : -1;
BSc[idx]=sc;
//--- Acceleration
double aSum=0;
for(int m=0;m<7;m++) aSum+=(vel[m]-vel[m+1]);
BAc[idx]=aSum/7.0;
//--- Rolling volatility window: reset & rebuild every WINDOW bars
// volResetBar tracks the non-series bar index of last reset
// Non-series index = rates_total - 1 - idx (since idx is series)
int nsIdx = rates_total - 1 - idx; // non-series index (0=oldest)
if(nsIdx == volResetBar[0] + WINDOW)
{
// Time to reset: scan back WINDOW bars to recompute min/max
for(int m=0;m<8;m++) { hMin[m]=1e10; hMax[m]=-1e10; }
int scanStart = MathMax(0, nsIdx - WINDOW);
int scanEnd = MathMin(rates_total-1, nsIdx);
for(int s=scanStart; s<=scanEnd; s++)
{
int si = rates_total - 1 - s; // series index
double pp = close[si];
for(int m=0;m<8;m++)
{
double vm = GetMA(si,m);
if(vm>0)
{
double d = MathAbs(pp - vm);
if(d<hMin[m]) hMin[m]=d;
if(d>hMax[m]) hMax[m]=d;
}
}
}
for(int m=0;m<8;m++) volResetBar[m]=nsIdx;
}
else
{
// Normal update: extend min/max if this bar pushes them
for(int m=0;m<8;m++)
{
if(mv[m]>0)
{
double d = MathAbs(p-mv[m]);
if(d<hMin[m]) hMin[m]=d;
if(d>hMax[m]) hMax[m]=d;
}
}
}
}
//--- Dashboard: only on new bar or first run
bool newBar = (time[0]!=lastBarTime);
if(newBar || prev_calculated==0)
{
lastBarTime = time[0];
DrawDashboard();
}
return rates_total;
}
//+------------------------------------------------------------------+
void DrawDashboard()
{
double mv[8], vel[8];
double bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);
for(int m=0;m<8;m++)
{
mv[m]=GetMA(0,m);
double prv = (GetMA(1,m)>0) ? GetMA(1,m) : mv[m];
vel[m]=mv[m]-prv;
}
string tf = EnumToString((ENUM_TIMEFRAMES)_Period);
int x=XPos, y=YPos, lh=FontSize+4;
//--- Title
Lbl("T",_Symbol+" PaPP ["+tf+"] v2",x,y,FontSize+2,clrGold,true);
y+=lh+4;
double c0=GetMA(0,7); // B1D[0] = SMA(1) = latest close
double c1=GetMA(1,7);
Lbl("P","Oggi: "+DTS(c0,_Digits)+" | Ieri: "+DTS(c1,_Digits),x,y,FontSize,clrWhite,false);
y+=lh+2;
Lbl("S1","------------------------------",x,y,FontSize-1,clrGold,false);
y+=lh;
string hdr = StringFormat("%-6s %-12s %-4s %-8s %-5s %-7s","Periodo","Media","Pos","Dist","Vol%","Veloc");
Lbl("H",hdr,x,y,FontSize,clrGold,false);
y+=lh;
for(int m=0;m<8;m++)
{
if(mv[m]<=0) continue;
double dist = bid-mv[m];
double absD = MathAbs(dist);
//--- Volatility % (rolling window)
double vn=50.0;
if(hMax[m]>hMin[m] && hMax[m]>0)
{ vn=((absD-hMin[m])/(hMax[m]-hMin[m]))*100.0; vn=MathMax(0,MathMin(100,vn)); }
string row = StringFormat("%-6s %-12.*f %-4s %-+8.*f %-5.0f%% %-+7.*f",
pN[m],_Digits,mv[m],
(dist>0)?"SU":"GIU",
_Digits,dist,vn,_Digits,vel[m]);
Lbl("R"+(string)m,row,x,y,FontSize,(dist>0)?clrLimeGreen:clrRed,false);
y+=lh;
}
Lbl("S2","------------------------------",x,y,FontSize-1,clrGold,false);
y+=lh;
//--- Score
int sc = (int)BSc[0];
string sS = StringFormat("SCORE: %+d/8",sc);
string sD = " [LATERALE]";
if(sc>=5) sD=" [IPERCOMPRATO]";
else if(sc<=-5) sD=" [IPERVENDUTO]";
else if(sc>=2) sD=" [RIALZO]";
else if(sc<=-2) sD=" [RIBASSO]";
Lbl("Sc",sS+sD,x,y,FontSize+1,(sc>=2)?clrLimeGreen:(sc<=-2)?clrRed:clrGray,true);
y+=lh+2;
//--- Acceleration (threshold based on _Point)
double acc = BAc[0];
double accThresh = _Point * 10.0;
string aS = StringFormat("ACCEL: %+.*f",_Digits+1,acc);
string aD = " [STABILE/FRENATA]";
if(acc>accThresh) aD=" [ACCELERAZIONE +]";
else if(acc<-accThresh) aD=" [ACCELERAZIONE -]";
Lbl("Ac",aS+aD,x,y,FontSize+1,(acc>accThresh)?clrLimeGreen:(acc<-accThresh)?clrRed:clrGray,true);
y+=lh;
//--- Average volatility
double vAvg=0; int vCnt=0;
for(int m=0;m<8;m++)
{
if(mv[m]>0 && hMax[m]>hMin[m] && hMax[m]>0)
{
double ad=MathAbs(bid-mv[m]);
double vn=((ad-hMin[m])/(hMax[m]-hMin[m]))*100.0;
vAvg+=MathMax(0,MathMin(100,vn)); vCnt++;
}
}
if(vCnt>0) vAvg/=vCnt;
string vS = StringFormat("VOL: %.0f%%",vAvg);
string vD = " [NORMALE]";
if(vAvg>70) vD=" [ALTA - breakout in corso]";
else if(vAvg<40) vD=" [BASSA - compressione]";
Lbl("Vo",vS+vD,x,y,FontSize+1,(vAvg>70)?clrRed:(vAvg>40)?clrYellow:clrLimeGreen,true);
y+=lh+2;
Lbl("TPSL","TP: +"+string(TP_Points)+" pt ("+DTS(bid+TP_Points*_Point,_Digits)+
") | SL: -"+string(SL_Points)+" pt ("+DTS(bid-SL_Points*_Point,_Digits)+")",
x,y,FontSize,clrGray,false);
y+=lh+6;
//--- TP/SL lines on chart
if(ShowTPSL)
{
string tpName = _pfx+"TPLINE";
string slName = _pfx+"SLLINE";
double tpPrice = bid + TP_Points * _Point;
double slPrice = bid - SL_Points * _Point;
if(ObjectFind(0,tpName)<0) ObjectCreate(0,tpName,OBJ_HLINE,0,0,0);
if(ObjectFind(0,slName)<0) ObjectCreate(0,slName,OBJ_HLINE,0,0,0);
ObjectSetDouble(0,tpName,OBJPROP_PRICE,tpPrice);
ObjectSetDouble(0,slName,OBJPROP_PRICE,slPrice);
ObjectSetInteger(0,tpName,OBJPROP_COLOR,clrLimeGreen);
ObjectSetInteger(0,slName,OBJPROP_COLOR,clrRed);
ObjectSetInteger(0,tpName,OBJPROP_WIDTH,1);
ObjectSetInteger(0,slName,OBJPROP_WIDTH,1);
ObjectSetInteger(0,tpName,OBJPROP_STYLE,STYLE_DASHDOT);
ObjectSetInteger(0,slName,OBJPROP_STYLE,STYLE_DASHDOT);
ObjectSetString(0,tpName,OBJPROP_TEXT,"TP +"+string(TP_Points)+" ("+DTS(tpPrice,_Digits)+")");
ObjectSetString(0,slName,OBJPROP_TEXT,"SL -"+string(SL_Points)+" ("+DTS(slPrice,_Digits)+")");
ObjectSetInteger(0,tpName,OBJPROP_BACK,true);
ObjectSetInteger(0,slName,OBJPROP_BACK,true);
ObjectSetInteger(0,tpName,OBJPROP_SELECTABLE,false);
ObjectSetInteger(0,slName,OBJPROP_SELECTABLE,false);
}
else
{
if(ObjectFind(0,_pfx+"TPLINE")>=0) ObjectDelete(0,_pfx+"TPLINE");
if(ObjectFind(0,_pfx+"SLLINE")>=0) ObjectDelete(0,_pfx+"SLLINE");
}
Lbl("L0","LEGENDA:",x,y,FontSize,clrGold,true);
y+=lh;
Lbl("L1","SU/GIU = prezzo sopra/sotto media | Vol% = 0(min)-100(max) rolling "+string(WINDOW),x,y,FontSize-1,clrWhite,false);
y+=lh-2;
Lbl("L2","Score +8=tutto rialzo -8=tutto ribasso ~0=laterale",x,y,FontSize-1,clrWhite,false);
y+=lh-2;
Lbl("L3","Accel +=forza in aumento -=forza in calo ~0=stabile/frenata",x,y,FontSize-1,clrWhite,false);
y+=lh-2;
Lbl("L4","Vol>70%=esplosione Vol<40%=compressione (molla)",x,y,FontSize-1,clrWhite,false);
}
//+------------------------------------------------------------------+
void Lbl(string n,string t,int x,int y,int fs,color c,bool b)
{
string o=_pfx+n;
if(ObjectFind(0,o)<0) ObjectCreate(0,o,OBJ_LABEL,0,0,0);
ObjectSetInteger(0,o,OBJPROP_XDISTANCE,x);
ObjectSetInteger(0,o,OBJPROP_YDISTANCE,y);
ObjectSetInteger(0,o,OBJPROP_CORNER,CORNER_LEFT_UPPER);
ObjectSetString(0,o,OBJPROP_TEXT,t);
ObjectSetString(0,o,OBJPROP_FONT,b?"Lucida Console Bold":"Lucida Console");
ObjectSetInteger(0,o,OBJPROP_FONTSIZE,fs);
ObjectSetInteger(0,o,OBJPROP_COLOR,c);
ObjectSetInteger(0,o,OBJPROP_BACK,false);
ObjectSetInteger(0,o,OBJPROP_SELECTABLE,false);
ObjectSetInteger(0,o,OBJPROP_HIDDEN,true);
}
//+------------------------------------------------------------------+
string DTS(double v,int d) { return DoubleToString(v,d); }
//+------------------------------------------------------------------+
+208
View File
@@ -0,0 +1,208 @@
//+------------------------------------------------------------------+
//| PaPP_Trading_EA.mq5 |
//| PaPP Trading |
//+------------------------------------------------------------------+
#include <Trade/Trade.mqh>
//+------------------------------------------------------------------+
#property copyright "PaPP Trading"
#property version "1.03"
#property description "PaPP Trading EA - Mean Reversion su Score multi-TF"
#property description "Compra quando Score <= BuyThresh (sotto media = ipervenduto)"
#property description "Vende quando Score >= SellThresh (sopra media = ipercomprato)"
input double LotSize = 0.01;
input int TP_Points = 100;
input int SL_Points = 10000; // ~1000 pips, safety net largo
input int BuyThresh = -3;
input int SellThresh = 3;
input bool UseAccel = false;
input bool DebugPrint = true;
input int MinValidMAs = 4;
input int Magic = 2024001;
input int Slippage = 30;
int hMA[8];
int bars[8];
string pN[8] = {"1Y","6M","4M","1M","2W","1W","3G","1G"};
datetime lastBar = 0;
ulong myTicket = 0;
//+------------------------------------------------------------------+
int TimeToBars(int days)
{
datetime now = TimeCurrent();
if(now==0)
{
long s = (long)days*86400L;
long p = PeriodSeconds((ENUM_TIMEFRAMES)_Period);
return (int)MathMax(1,s/p);
}
datetime then = now - days*86400;
int cnt = Bars(_Symbol,_Period,then,now);
return MathMax(1,cnt);
}
//+------------------------------------------------------------------+
int OnInit()
{
int days[8] = {365,182,121,30,14,7,3,1};
for(int i=0;i<8;i++)
{
bars[i] = (i<7) ? TimeToBars(days[i]) : 1;
hMA[i] = iMA(_Symbol,_Period,bars[i],0,MODE_SMA,PRICE_CLOSE);
if(hMA[i]==INVALID_HANDLE) return INIT_FAILED;
}
myTicket = 0;
Print("=== PaPP v1.03 INIT ===");
for(int i=0;i<8;i++) Print(" MA[",i,"] ",pN[i]," bars=",bars[i]);
return INIT_SUCCEEDED;
}
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
for(int i=0;i<8;i++)
if(hMA[i]!=INVALID_HANDLE) IndicatorRelease(hMA[i]);
}
//+------------------------------------------------------------------+
double GetMA(int idx,int m)
{
double buf[1];
// idx=0 -> last COMPLETED bar (start_pos=1)
// idx=1 -> second-to-last (start_pos=2)
if(CopyBuffer(hMA[m],0,idx+1,1,buf)==1) return buf[0];
return 0;
}
//+------------------------------------------------------------------+
void OnTick()
{
datetime curBar = iTime(_Symbol,_Period,0);
if(curBar==lastBar) return;
lastBar = curBar;
double close0 = iClose(_Symbol,_Period,0);
if(close0<=0) return;
double mv[8], vel[8];
int validMAs=0;
for(int m=0;m<8;m++)
{
mv[m] = GetMA(0,m);
if(mv[m]>0) validMAs++;
double prv = GetMA(1,m);
if(prv<=0) prv=mv[m];
vel[m] = mv[m] - prv;
}
if(DebugPrint)
{
Print("--- ",TimeToString(curBar)," Close=",DoubleToString(close0,_Digits)," Valid=",validMAs);
for(int m=0;m<8;m++)
if(mv[m]>0)
Print(" ",pN[m],"=",DoubleToString(mv[m],_Digits),
" diff=",DoubleToString(close0-mv[m],_Digits),
" vel=",DoubleToString(vel[m],6));
}
if(validMAs < MinValidMAs) return;
//--- Score (-validMAs .. +validMAs)
int score = 0;
for(int m=0;m<8;m++)
if(mv[m]>0) score += (close0>mv[m]) ? 1 : -1;
//--- Acceleration
double accel=0;
int ac=0;
for(int m=0;m<7;m++)
{
if(mv[m]>0 && mv[m+1]>0) { accel+=(vel[m]-vel[m+1]); ac++; }
}
if(ac>0) accel/=ac;
double point = SymbolInfoDouble(_Symbol,SYMBOL_POINT);
if(DebugPrint) Print("Score:",score," Entry:",BuyThresh,"/",SellThresh," Accel:",DoubleToString(accel,6));
//--- Position check
bool hasPos = PositionSelectByTicket(myTicket);
if(!hasPos) myTicket = 0;
//--- Exit
if(hasPos)
{
bool isBuy = (PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY);
bool shouldClose = false;
if(isBuy && score >= SellThresh) shouldClose = true;
if(!isBuy && score <= BuyThresh) shouldClose = true;
if(!shouldClose && score>=-1 && score<=1) shouldClose = true;
if(shouldClose)
{
if(DebugPrint) Print(">>> CLOSE ",isBuy?"BUY":"SELL"," score=",score);
CTrade trade;
trade.PositionClose(myTicket,Slippage);
myTicket = 0;
}
return;
}
//--- BUY
if(score <= BuyThresh)
{
if(!UseAccel || accel > -point*10)
{
if(DebugPrint) Print(">>> BUY score=",score);
double tp = close0 + TP_Points*point;
double sl = close0 - SL_Points*point;
if(sl<0) sl = point;
MqlTradeRequest req={};
MqlTradeResult res={};
req.action = TRADE_ACTION_DEAL;
req.symbol = _Symbol;
req.volume = LotSize;
req.type = ORDER_TYPE_BUY;
req.price = SymbolInfoDouble(_Symbol,SYMBOL_ASK);
req.tp = tp;
req.sl = sl;
req.deviation = Slippage;
req.magic = Magic;
req.comment = "PaPP B"+IntegerToString(score);
if(OrderSend(req,res))
{
if(res.retcode==TRADE_RETCODE_DONE) myTicket = res.order;
else if(DebugPrint) Print("BUY fail: c",res.retcode);
}
}
}
//--- SELL
if(score >= SellThresh)
{
if(!UseAccel || accel < point*10)
{
if(DebugPrint) Print(">>> SELL score=",score);
double tp = close0 - TP_Points*point;
double sl = close0 + SL_Points*point;
MqlTradeRequest req={};
MqlTradeResult res={};
req.action = TRADE_ACTION_DEAL;
req.symbol = _Symbol;
req.volume = LotSize;
req.type = ORDER_TYPE_SELL;
req.price = SymbolInfoDouble(_Symbol,SYMBOL_BID);
req.tp = tp;
req.sl = sl;
req.deviation = Slippage;
req.magic = Magic;
req.comment = "PaPP S"+IntegerToString(score);
if(OrderSend(req,res))
{
if(res.retcode==TRADE_RETCODE_DONE) myTicket = res.order;
else if(DebugPrint) Print("SELL fail: c",res.retcode);
}
}
}
}
//+------------------------------------------------------------------+
+241
View File
@@ -0,0 +1,241 @@
//+------------------------------------------------------------------+
//| PaPP_CrossExport.mq5 |
//| PaPP v2 |
//| Esporta in CSV TUTTI gli incroci tra le 9 linee (prezzo+Mediana |
//| +7 MA), calcolati ANCORATI a D1 (come l'indicatore), con il |
//| contesto di ogni incrocio e gli esiti futuri a 1/3/5/10/20 g. |
//| Si puo' esportare un intervallo di date oppure tutto lo storico. |
//+------------------------------------------------------------------+
#property copyright "PaPP v2"
#property version "1.00"
#property script_show_inputs
//--- input
input string InpSymbol = ""; // simbolo ("" = simbolo del grafico)
input bool InpAllHistory = true; // true = tutto lo storico D1
input datetime InpStart = D'2010.01.01'; // inizio intervallo (se AllHistory=false)
input datetime InpEnd = D'2100.01.01'; // fine intervallo (se AllHistory=false)
input string InpFileName = ""; // nome file ("" = automatico)
//--- costanti (stesse 7 MA dell'indicatore)
#define ANCHOR_TF PERIOD_D1
#define NSER 9 // PRICE, MED, MA365..MA3
#define KSLOPE 5 // barre per pendenza / variazione cluster
#define MAXH 20 // orizzonte massimo per gli esiti
int gDays[7] = {365,182,121,30,14,7,3};
string SER[NSER]= {"PRICE","MED","MA365","MA182","MA121","MA30","MA14","MA7","MA3"};
int gHor[5] = {1,3,5,10,20};
//--- contenitore per un buffer MA dinamico (MQL5 non permette double ma[7][])
struct MABuf { double v[]; };
//+------------------------------------------------------------------+
int TimeToBarsD1(string sym,int d)
{
datetime n = TimeCurrent();
if(n==0) return MathMax(1,(int)((long)d*86400L/PeriodSeconds(ANCHOR_TF)));
return MathMax(1,Bars(sym,ANCHOR_TF,n-(long)d*86400,n));
}
//+------------------------------------------------------------------+
// valore valido = positivo e finito (MT5 usa EMPTY_VALUE=DBL_MAX nei warmup)
bool IsVal(double v) { return (v>0.0 && v<1.0e12); }
//+------------------------------------------------------------------+
double Median7(double &v[]) // mediana dei valori validi in v[0..6]
{
double a[]; int c=0; ArrayResize(a,7);
for(int m=0;m<7;m++) if(IsVal(v[m])) { a[c]=v[m]; c++; }
if(c==0) return 0;
ArrayResize(a,c); ArraySort(a);
if((c&1)==1) return a[c/2];
return 0.5*(a[c/2-1]+a[c/2]);
}
//+------------------------------------------------------------------+
void OnStart()
{
string sym = (InpSymbol=="") ? _Symbol : InpSymbol;
if(!SymbolSelect(sym,true)) { Print("Simbolo non valido: ",sym); return; }
int digits = (int)SymbolInfoInteger(sym,SYMBOL_DIGITS);
//--- handle delle 7 MA su D1 + ATR
int hMA[7];
for(int m=0;m<7;m++)
{
int per = TimeToBarsD1(sym,gDays[m]);
hMA[m] = iMA(sym,ANCHOR_TF,per,0,MODE_SMA,PRICE_CLOSE);
if(hMA[m]==INVALID_HANDLE) { Print("iMA fallita m=",m); return; }
}
int hATR = iATR(sym,ANCHOR_TF,14);
if(hATR==INVALID_HANDLE) { Print("iATR fallita"); return; }
//--- attendo che lo storico D1 sia pronto
int total=0;
for(int t=0; t<100; t++)
{
total = Bars(sym,ANCHOR_TF);
bool ok = (total>MAXH+KSLOPE+50);
for(int m=0;m<7 && ok;m++) if(BarsCalculated(hMA[m])<total) ok=false;
if(ok && BarsCalculated(hATR)>=total) break;
Sleep(100);
}
total = Bars(sym,ANCHOR_TF);
if(total<=MAXH+KSLOPE+50) { Print("Storico D1 insufficiente: ",total," barre"); return; }
//--- carico tutta la storia D1 (indice 0 = piu' vecchio)
datetime tm[]; double cl[],hi[],lo[],atr[];
MABuf ma[7];
ArraySetAsSeries(tm,false); ArraySetAsSeries(cl,false);
ArraySetAsSeries(hi,false); ArraySetAsSeries(lo,false);
ArraySetAsSeries(atr,false);
if(CopyTime(sym,ANCHOR_TF,0,total,tm)<=0) { Print("CopyTime KO"); return; }
if(CopyClose(sym,ANCHOR_TF,0,total,cl)<=0) { Print("CopyClose KO"); return; }
if(CopyHigh(sym,ANCHOR_TF,0,total,hi)<=0) { Print("CopyHigh KO"); return; }
if(CopyLow(sym,ANCHOR_TF,0,total,lo)<=0) { Print("CopyLow KO"); return; }
if(CopyBuffer(hATR,0,0,total,atr)<=0) { Print("CopyATR KO"); return; }
for(int m=0;m<7;m++)
{
ArraySetAsSeries(ma[m].v,false);
if(CopyBuffer(hMA[m],0,0,total,ma[m].v)<=0) { Print("CopyBuffer MA KO m=",m); return; }
}
int n = ArraySize(cl);
//--- costruisco le 9 serie allineate per barra: S[i][k]
double S[][NSER];
ArrayResize(S,n);
for(int i=0;i<n;i++)
{
double mv[7];
for(int m=0;m<7;m++) mv[m] = ma[m].v[i];
S[i][0] = cl[i]; // PRICE
S[i][1] = Median7(mv); // MED
for(int m=0;m<7;m++) S[i][2+m] = mv[m]; // MA365..MA3
}
//--- intervallo di scansione (eventi)
datetime from = InpAllHistory ? 0 : InpStart;
datetime to = InpAllHistory ? TimeCurrent(): InpEnd;
int iStart = KSLOPE+1, iEnd = n-1;
for(int i=KSLOPE+1;i<n;i++) if(tm[i]>=from) { iStart=i; break; }
for(int i=n-1;i>=0;i--) if(tm[i]<=to) { iEnd=i; break; }
//--- apro il file CSV
string fname = (InpFileName=="") ? ("PaPP_crosses_"+sym+"_D1.csv") : InpFileName;
int fh = FileOpen(fname,FILE_WRITE|FILE_TXT|FILE_ANSI);
if(fh==INVALID_HANDLE) { Print("FileOpen KO: ",fname," err=",GetLastError()); return; }
//--- header
string head = "time,symbol,pair,a,b,dir,price,med,ma365,ma182,ma121,ma30,ma14,ma7,ma3,"
"dist_med_pct,cluster_pct,cluster_exp,slope_a,slope_b,trend,atr_pct,dow,month";
for(int hh=0;hh<5;hh++)
{
string s=IntegerToString(gHor[hh]);
head += ",ret_"+s+",mfe_"+s+",mae_"+s+",dir_"+s+",rev_"+s;
}
for(int b=1;b<=MAXH;b++) head += ",cret_"+IntegerToString(b); // traiettoria forward bar-by-bar
head += ",bars_to_revert,disc_max_pct";
FileWriteString(fh,head+"\r\n");
//--- scansione incroci
long rows=0;
for(int i=iStart;i<=iEnd;i++)
{
if(i<KSLOPE+1) continue;
//--- esporto solo barre con TUTTE le 9 serie valide (cluster completo)
bool allok=true;
for(int k=0;k<NSER && allok;k++)
if(!IsVal(S[i][k]) || !IsVal(S[i-1][k]) || !IsVal(S[i-KSLOPE][k])) allok=false;
if(!allok) continue;
double price=S[i][0], med=S[i][1], ma365=S[i][2];
//--- feature comuni a tutti gli incroci di questa barra
double dist_med = (price-med)/med*100.0;
double cmax=-1, cmin=1e18;
for(int k=2;k<NSER;k++){ double v=S[i][k]; if(v>cmax)cmax=v; if(v<cmin)cmin=v; }
double cluster = (cmax-cmin)/price*100.0;
double cmaxP=-1,cminP=1e18;
for(int k=2;k<NSER;k++){ double v=S[i-KSLOPE][k]; if(v>cmaxP)cmaxP=v; if(v<cminP)cminP=v; }
double clusterP = (cmaxP-cminP)/S[i-KSLOPE][0]*100.0;
double cluster_exp = cluster-clusterP;
int trend = (price>ma365)?1:-1;
double atr_pct = atr[i]/price*100.0;
MqlDateTime dt; TimeToStruct(tm[i],dt);
//--- esito globale: ritorno alla Mediana entro MAXH
int side = (price>med)?1:-1;
int b2rev=-1; double discMax=0;
int jmax = MathMin(i+MAXH,n-1);
for(int j=i+1;j<=jmax;j++)
{
if(!IsVal(S[j][0]) || !IsVal(S[j][1])) continue;
int sj=(S[j][0]>S[j][1])?1:-1;
if(b2rev<0 && sj!=side) b2rev=j-i;
double d=(S[j][0]-S[j][1])/S[j][1]*100.0;
if(MathAbs(d)>MathAbs(discMax)) discMax=d;
}
//--- controllo ogni coppia (a,b)
for(int a=0;a<NSER;a++)
for(int b=a+1;b<NSER;b++)
{
double d0=S[i-1][a]-S[i-1][b];
double d1=S[i][a]-S[i][b];
int dir=0;
if(d0<=0 && d1>0) dir=1; else if(d0>=0 && d1<0) dir=-1;
if(dir==0) continue;
double slope_a = (S[i][a]-S[i-KSLOPE][a])/S[i-KSLOPE][a]*100.0;
double slope_b = (S[i][b]-S[i-KSLOPE][b])/S[i-KSLOPE][b]*100.0;
double thr = 0.25*atr_pct;
string row = StringFormat("%s,%s,%sx%s,%s,%s,%d,",
TimeToString(tm[i],TIME_DATE),sym,SER[a],SER[b],SER[a],SER[b],dir);
row += DoubleToString(price,digits)+","+DoubleToString(med,digits)+",";
for(int k=2;k<NSER;k++) row += DoubleToString(S[i][k],digits)+",";
row += DoubleToString(dist_med,5)+","+DoubleToString(cluster,5)+","
+DoubleToString(cluster_exp,5)+","+DoubleToString(slope_a,5)+","
+DoubleToString(slope_b,5)+","+IntegerToString(trend)+","
+DoubleToString(atr_pct,5)+","+IntegerToString(dt.day_of_week)+","
+IntegerToString(dt.mon);
//--- esiti per orizzonte
for(int hh=0;hh<5;hh++)
{
int h=gHor[hh], iH=i+h;
if(iH>n-1 || S[i][0]<=0) { row += ",,,,,"; continue; }
double ret=(cl[iH]-cl[i])/cl[i]*100.0;
double mxh=-1e18,mnl=1e18;
for(int j=i+1;j<=iH;j++){ if(hi[j]>mxh)mxh=hi[j]; if(lo[j]<mnl)mnl=lo[j]; }
double mfe=(mxh-cl[i])/cl[i]*100.0;
double mae=(mnl-cl[i])/cl[i]*100.0;
int dlab=(ret>thr)?1:((ret<-thr)?-1:0);
int rev=(b2rev>0 && b2rev<=h)?1:0;
row += ","+DoubleToString(ret,5)+","+DoubleToString(mfe,5)+","
+DoubleToString(mae,5)+","+IntegerToString(dlab)+","+IntegerToString(rev);
}
//--- traiettoria: rendimento cumulato a +1..+MAXH barre
for(int b=1;b<=MAXH;b++)
{
int iB=i+b;
if(iB>n-1) { row += ","; continue; }
row += ","+DoubleToString((cl[iB]-cl[i])/cl[i]*100.0,5);
}
row += ","+(b2rev>0?IntegerToString(b2rev):"")+","+DoubleToString(discMax,5);
FileWriteString(fh,row+"\r\n");
rows++;
}
if((i%200)==0) Comment(StringFormat("PaPP export: %d/%d barre, %d eventi",i-iStart,iEnd-iStart,(int)rows));
}
FileClose(fh);
for(int m=0;m<7;m++) IndicatorRelease(hMA[m]);
IndicatorRelease(hATR);
Comment("");
PrintFormat("PaPP export COMPLETATO: %d incroci -> %s (cartella MQL5\\Files)",(int)rows,fname);
Print("Periodo: ",TimeToString(tm[iStart])," -> ",TimeToString(tm[iEnd]));
}
//+------------------------------------------------------------------+
+585
View File
@@ -0,0 +1,585 @@
//+------------------------------------------------------------------+
//| PaPP_Median.mq5 |
//| PaPP v2 |
//+------------------------------------------------------------------+
#property copyright "PaPP v2"
#property version "2.00"
#property description "PaPP Median - Mediana 7 MA (3g-1y)"
#property description "Calcolo ancorato a D1 = linea uguale su ogni timeframe"
#property indicator_chart_window
#property indicator_buffers 8
#property indicator_plots 8
input int FontSize = 9;
input bool Smooth = true; // interpola tra i valori D1 -> linea morbida
input bool ShowMA = true; // mostra anche le 7 MA (oltre alla mediana)
input bool ShowPanel = true; // box con sfondo dietro al pannello info
input color PanelBg = C'20,20,25'; // colore sfondo del box
#define ANCHOR_TF PERIOD_D1 // calcolo ancorato a D1: linea identica su ogni TF
#define KSLOPE 5 // barre D1 per velocita'/accelerazione
#define NVOL 14 // barre D1 per la volatilita'
#define CLWIN 252 // finestra D1 (~1 anno) per il percentile del cluster
double Buff_Median[];
double B0[],B1[],B2[],B3[],B4[],B5[],B6[];
int gDays[7] = {365,182,121,30,14,7,3};
color gCol[7] = {clrDodgerBlue,clrDeepSkyBlue,clrTurquoise,clrLimeGreen,clrOrange,clrTomato,clrRed};
int hMA[7];
int bars[7];
struct PBuf { double v[]; }; // buffer dinamico per copiare una MA
string _pfx = "PM_"; // oggetti pannello
string _pfx2 = "PME_"; // etichette a fine linea
//+------------------------------------------------------------------+
// scrive il valore nel buffer della MA m
void SetBuf(int m,int idx,double v)
{
switch(m)
{
case 0: B0[idx]=v; break;
case 1: B1[idx]=v; break;
case 2: B2[idx]=v; break;
case 3: B3[idx]=v; break;
case 4: B4[idx]=v; break;
case 5: B5[idx]=v; break;
case 6: B6[idx]=v; break;
}
}
//+------------------------------------------------------------------+
// legge il valore corrente (barra 0) del buffer della MA m
double GetBuf(int m)
{
switch(m)
{
case 0: return B0[0];
case 1: return B1[0];
case 2: return B2[0];
case 3: return B3[0];
case 4: return B4[0];
case 5: return B5[0];
case 6: return B6[0];
}
return 0;
}
//+------------------------------------------------------------------+
int TimeToBars(int d)
{
datetime n = TimeCurrent();
if(n==0)
{
long s = (long)d*86400L, p = PeriodSeconds(ANCHOR_TF);
return (int)MathMax(1,s/p);
}
return MathMax(1,Bars(_Symbol,ANCHOR_TF,n-d*86400,n));
}
//+------------------------------------------------------------------+
int OnInit()
{
for(int i=0;i<7;i++)
{
bars[i] = TimeToBars(gDays[i]);
hMA[i] = iMA(_Symbol,ANCHOR_TF,bars[i],0,MODE_SMA,PRICE_CLOSE);
if(hMA[i]==INVALID_HANDLE) return INIT_FAILED;
}
SetIndexBuffer(0,Buff_Median,INDICATOR_DATA);
SetIndexBuffer(1,B0,INDICATOR_DATA);
SetIndexBuffer(2,B1,INDICATOR_DATA);
SetIndexBuffer(3,B2,INDICATOR_DATA);
SetIndexBuffer(4,B3,INDICATOR_DATA);
SetIndexBuffer(5,B4,INDICATOR_DATA);
SetIndexBuffer(6,B5,INDICATOR_DATA);
SetIndexBuffer(7,B6,INDICATOR_DATA);
ArraySetAsSeries(Buff_Median,true);
ArraySetAsSeries(B0,true); ArraySetAsSeries(B1,true);
ArraySetAsSeries(B2,true); ArraySetAsSeries(B3,true);
ArraySetAsSeries(B4,true); ArraySetAsSeries(B5,true);
ArraySetAsSeries(B6,true);
//--- plot 0 = mediana (linea principale)
PlotIndexSetInteger(0,PLOT_DRAW_TYPE,DRAW_LINE);
PlotIndexSetInteger(0,PLOT_LINE_COLOR,clrGold);
PlotIndexSetInteger(0,PLOT_LINE_WIDTH,2);
PlotIndexSetString(0,PLOT_LABEL,"PaPP Median");
PlotIndexSetDouble(0,PLOT_EMPTY_VALUE,0.0);
//--- plot 1..7 = le 7 MA
for(int p=0;p<7;p++)
{
PlotIndexSetInteger(p+1,PLOT_DRAW_TYPE,ShowMA?DRAW_LINE:DRAW_NONE);
PlotIndexSetInteger(p+1,PLOT_LINE_COLOR,gCol[p]);
PlotIndexSetInteger(p+1,PLOT_LINE_WIDTH,1);
PlotIndexSetString(p+1,PLOT_LABEL,"MA "+IntegerToString(gDays[p])+"g");
PlotIndexSetDouble(p+1,PLOT_EMPTY_VALUE,0.0);
}
IndicatorSetString(INDICATOR_SHORTNAME,"PaPP Median");
return INIT_SUCCEEDED;
}
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
for(int i=0;i<7;i++) if(hMA[i]!=INVALID_HANDLE) IndicatorRelease(hMA[i]);
ObjectsDeleteAll(0,_pfx);
ObjectsDeleteAll(0,_pfx2);
}
//+------------------------------------------------------------------+
// d1shift = indice (serie) della barra D1 da cui leggere la SMA
double GetMA(int m,int d1shift)
{
if(d1shift<0) return 0;
double buf[1];
if(CopyBuffer(hMA[m],0,d1shift,1,buf)==1) return buf[0];
return 0;
}
//+------------------------------------------------------------------+
double Median(double &a[],int n)
{
if(n<=0) return 0;
ArraySort(a);
if((n&1)==1) return a[n/2];
return 0.5*(a[n/2-1]+a[n/2]);
}
//+------------------------------------------------------------------+
// Mediana delle 7 MA su una specifica barra D1
double MedianAtD1(int d1shift)
{
if(d1shift<0) return 0;
double vals[]; int cnt=0; ArrayResize(vals,7);
for(int m=0;m<7;m++) { double v=GetMA(m,d1shift); if(v>0) { vals[cnt]=v; cnt++; } }
ArrayResize(vals,cnt);
return Median(vals,cnt);
}
//+------------------------------------------------------------------+
// valore valido = positivo e finito (esclude EMPTY_VALUE di warmup)
bool IsVal(double v) { return (v>0.0 && v<1.0e12); }
//+------------------------------------------------------------------+
// mediana dei primi c valori di src
double MedArr(double &src[],int c)
{
if(c<=0) return 0;
double a[]; ArrayResize(a,c);
for(int j=0;j<c;j++) a[j]=src[j];
ArraySort(a);
if((c&1)==1) return a[c/2];
return 0.5*(a[c/2-1]+a[c/2]);
}
//+------------------------------------------------------------------+
// Metriche a una specifica barra D1 (j), calcolate sui buffer gia' copiati mb[7]
double ClusterAtJ(PBuf &mb[],int j)
{
double v[7]; int c=0;
for(int m=0;m<7;m++){ double x=mb[m].v[j]; if(IsVal(x)) v[c++]=x; }
if(c<2) return 0;
double md=MedArr(v,c); if(md<=0) return 0;
double ds=0; for(int m=0;m<c;m++) ds+=MathAbs(v[m]-md)/md*100.0;
return ds/c;
}
double VelAtJ(PBuf &mb[],int j,int K)
{
double v[7]; int c=0;
for(int m=0;m<7;m++){ double a=mb[m].v[j], b=mb[m].v[j+K]; if(IsVal(a)&&IsVal(b)) v[c++]=(a-b)/b*100.0; }
return MedArr(v,c);
}
double AccAtJ(PBuf &mb[],int j,int K)
{
double v[7]; int c=0;
for(int m=0;m<7;m++){ double a=mb[m].v[j], b=mb[m].v[j+K], d=mb[m].v[j+2*K];
if(IsVal(a)&&IsVal(b)&&IsVal(d)) v[c++]=(a-2.0*b+d)/d*100.0; }
return MedArr(v,c);
}
double VolAtJ(PBuf &mb[],int j,int N)
{
double v[7]; int c=0;
for(int m=0;m<7;m++)
{
double r[]; int rc=0; ArrayResize(r,N);
for(int t=j;t<j+N;t++){ double a=mb[m].v[t], b=mb[m].v[t+1]; if(IsVal(a)&&IsVal(b)) r[rc++]=(a-b)/b*100.0; }
if(rc>=2)
{
double mn=0; for(int q=0;q<rc;q++) mn+=r[q]; mn/=rc;
double s=0; for(int q=0;q<rc;q++){ double dd=r[q]-mn; s+=dd*dd; }
v[c++]=MathSqrt(s/(rc-1));
}
}
return MedArr(v,c);
}
//+------------------------------------------------------------------+
// percentile (0..1) di cur fra i primi cc valori di arr
double PctlOf(double &arr[],int cc,double cur)
{
if(cc<=0) return 0.5;
int b=0; for(int k=0;k<cc;k++) if(arr[k]<=cur) b++;
return (double)b/cc;
}
//+------------------------------------------------------------------+
// Valori correnti + percentile storico (win giorni D1) di cluster/velocita'/accel/volatilita'
// per i segnali con segno (vel/acc) il percentile e' calcolato sul VALORE ASSOLUTO (forza)
void AllMetrics(int win,
double &cluCur,double &cluPct,
double &velCur,double &velPct,
double &accCur,double &accPct,
double &volCur,double &volPct)
{
cluCur=velCur=accCur=volCur=0; cluPct=volPct=0.5; velPct=accPct=0;
int ext = MathMax(2*KSLOPE,NVOL+1);
int need = win+ext+2;
PBuf mb[7];
for(int m=0;m<7;m++)
{
ArraySetAsSeries(mb[m].v,true);
if(CopyBuffer(hMA[m],0,0,need,mb[m].v)!=need) return;
}
double cA[],vA[],aA[],oA[]; int cc=0,vc=0,ac=0,oc=0;
ArrayResize(cA,win); ArrayResize(vA,win); ArrayResize(aA,win); ArrayResize(oA,win);
for(int j=1;j<=win;j++)
{
double cv=ClusterAtJ(mb,j); if(cv>0) cA[cc++]=cv;
vA[vc++]=MathAbs(VelAtJ(mb,j,KSLOPE));
aA[ac++]=MathAbs(AccAtJ(mb,j,KSLOPE));
double ov=VolAtJ(mb,j,NVOL); if(ov>0) oA[oc++]=ov;
}
cluCur=ClusterAtJ(mb,1); velCur=VelAtJ(mb,1,KSLOPE);
accCur=AccAtJ(mb,1,KSLOPE); volCur=VolAtJ(mb,1,NVOL);
cluPct=PctlOf(cA,cc,cluCur);
volPct=PctlOf(oA,oc,volCur);
velPct=PctlOf(vA,vc,MathAbs(velCur)); // forza (su |valore|)
accPct=PctlOf(aA,ac,MathAbs(accCur));
}
//+------------------------------------------------------------------+
// descrizione a parole per una grandezza di sola ampiezza (cluster, volatilita')
string MagWord(double pct,string w0,string w1,string w2,string w3,string w4)
{
if(pct<0.20) return w0;
if(pct<0.40) return w1;
if(pct<0.60) return w2;
if(pct<0.80) return w3;
return w4;
}
//+------------------------------------------------------------------+
// descrizione a parole per un segnale con segno (velocita', accelerazione)
string DirWord(double val,double absPct,string up,string down,string flat)
{
if(absPct<0.15) return flat;
string forza = (absPct<0.40)?"lieve":((absPct<0.70)?"moderata":"forte");
return (val>0?up:down)+" "+forza;
}
//+------------------------------------------------------------------+
// descrizione a parole per la distanza prezzo-mediana (con segno)
string DistWord(double val,double absPct)
{
if(absPct<0.15) return "sulla mediana";
string q = (absPct<0.40)?"poco":((absPct<0.70)?"moderatamente":"molto");
return q+(val>0?" sopra":" sotto");
}
//+------------------------------------------------------------------+
// mediana delle 7 MA a barra j dai buffer mb
double MedMAatJ(PBuf &mb[],int j)
{
double v[7]; int c=0;
for(int m=0;m<7;m++){ double x=mb[m].v[j]; if(IsVal(x)) v[c++]=x; }
return MedArr(v,c);
}
//+------------------------------------------------------------------+
// distanza prezzo-mediana: percentile storico (su |valore|) sugli ultimi 'win' giorni D1
void DistStats(int win,double curDist,double &absPct)
{
absPct=0.5;
int need=win+2;
double cl[]; ArraySetAsSeries(cl,true);
if(CopyClose(_Symbol,ANCHOR_TF,0,need,cl)!=need) return;
PBuf mb[7];
for(int m=0;m<7;m++){ ArraySetAsSeries(mb[m].v,true); if(CopyBuffer(hMA[m],0,0,need,mb[m].v)!=need) return; }
double dA[]; int dc=0; ArrayResize(dA,win);
for(int j=1;j<=win;j++)
{
double md=MedMAatJ(mb,j); if(md<=0) continue;
dA[dc++]=MathAbs((cl[j]-md)/md*100.0);
}
absPct=PctlOf(dA,dc,MathAbs(curDist));
}
//+------------------------------------------------------------------+
// interpolazione lineare con fallback se uno dei valori manca
double Interp(double vStart,double vEnd,double frac)
{
if(vStart>0 && vEnd>0) return vStart+frac*(vEnd-vStart);
if(vEnd>0) return vEnd;
return vStart;
}
//+------------------------------------------------------------------+
// Mediana dei primi n valori di src
double MedianN(const double &src[],int n)
{
if(n<=0) return 0;
double a[]; ArrayResize(a,n);
for(int i=0;i<n;i++) a[i]=src[i];
ArraySort(a);
if((n&1)==1) return a[n/2];
return 0.5*(a[n/2-1]+a[n/2]);
}
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
if(rates_total<2) return 0;
ArraySetAsSeries(close,true);
ArraySetAsSeries(time,true);
//--- i dati D1 devono essere pronti, altrimenti ritenta al prossimo tick
int d1bars = Bars(_Symbol,ANCHOR_TF);
if(d1bars<2) return 0;
if(BarsCalculated(hMA[0])<=0) return 0;
//--- carica le 7 MA D1 in blocco e calcola la mediana per ogni barra D1
double med_d1[]; ArrayResize(med_d1,d1bars); ArraySetAsSeries(med_d1,true);
double cols[][7]; ArrayResize(cols,d1bars);
for(int m=0;m<7;m++)
{
double tmp[]; ArraySetAsSeries(tmp,true);
int got = CopyBuffer(hMA[m],0,0,d1bars,tmp);
if(got<=0) return 0; // non pronto: ritenta
for(int s=0;s<d1bars;s++) cols[s][m] = (s<got) ? tmp[s] : 0.0;
}
for(int s=0;s<d1bars;s++)
{
double vv[7]; int c=0;
for(int m=0;m<7;m++) if(cols[s][m]>0) { vv[c]=cols[s][m]; c++; }
med_d1[s] = MedianN(vv,c);
}
//--- range di barre grafico da (ri)calcolare:
// tutto al primo load o quando nasce una nuova barra D1, altrimenti solo oggi
static int s_lastD1 = -1;
int recalcFrom;
if(prev_calculated==0 || d1bars!=s_lastD1)
recalcFrom = rates_total-1;
else
{
datetime todayOpen = iTime(_Symbol,ANCHOR_TF,0);
recalcFrom = 0;
while(recalcFrom < rates_total-1 && time[recalcFrom] >= todayOpen) recalcFrom++;
}
s_lastD1 = d1bars;
for(int idx=recalcFrom; idx>=0; idx--)
{
int d1cur = iBarShift(_Symbol,ANCHOR_TF,time[idx],false);
if(d1cur<0 || d1cur>=d1bars)
{
Buff_Median[idx]=0;
for(int m=0;m<7;m++) SetBuf(m,idx,0.0);
continue;
}
int sj=d1cur+1; // barra D1 precedente (inizio giornata)
//--- frazione di giornata trascorsa (solo se Smooth)
double frac=0.0;
if(Smooth)
{
datetime t0 = iTime(_Symbol,ANCHOR_TF,d1cur);
datetime t1 = (d1cur>0) ? iTime(_Symbol,ANCHOR_TF,d1cur-1)
: t0 + PeriodSeconds(ANCHOR_TF);
frac = (t1>t0) ? (double)(time[idx]-t0)/(double)(t1-t0) : 0.0;
frac = MathMax(0.0,MathMin(1.0,frac));
}
//--- mediana
if(!Smooth)
Buff_Median[idx] = (sj<d1bars) ? med_d1[sj] : 0.0;
else
{
double vS = (sj<d1bars) ? med_d1[sj] : 0.0;
Buff_Median[idx] = Interp(vS,med_d1[d1cur],frac);
}
//--- le 7 MA
for(int m=0;m<7;m++)
{
double val;
if(!Smooth)
val = (sj<d1bars) ? cols[sj][m] : 0.0;
else
{
double vS2 = (sj<d1bars) ? cols[sj][m] : 0.0;
val = Interp(vS2,cols[d1cur][m],frac);
}
SetBuf(m,idx,val);
}
}
DrawInfo();
DrawTags(time[0]);
return rates_total;
}
//+------------------------------------------------------------------+
// larghezza in pixel di un testo nel font del pannello
int TxtW(string s,int fs,bool bold)
{
TextSetFont(bold?"Consolas Bold":"Consolas",-fs*10);
uint w=0,h=0;
bool ok=TextGetSize(s,w,h);
int est=(int)MathCeil(StringLen(s)*fs*0.62); // fallback se TextGetSize non disponibile
if(!ok || (int)w<=0) return est;
return MathMax((int)w,est); // mai meno della stima
}
//+------------------------------------------------------------------+
void DrawInfo()
{
double bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);
double median = MedianAtD1(1); // valore D1 chiuso (stabile, non-repaint)
if(median<=0) return;
int x=10,y0=30,lh=FontSize+4;
//--- 1) calcolo metriche e preparo tutte le stringhe
double distPct = (bid-median)/median*100;
color distC = (distPct>0)?clrRed:clrLimeGreen;
double distAbsPct; DistStats(CLWIN,distPct,distAbsPct);
double cluCur,cluPct,velCur,velPct,accCur,accPct,volCur,volPct;
AllMetrics(CLWIN,cluCur,cluPct,velCur,velPct,accCur,accPct,volCur,volPct);
string sT = "PaPP Median ["+StringSubstr(EnumToString((ENUM_TIMEFRAMES)_Period),7)+"]";
string sM = "Median: "+DoubleToString(median,_Digits);
string sD = StringFormat("Dist: %+.2f%% - %s (P%.0f)",distPct,DistWord(distPct,distAbsPct),distAbsPct*100);
string sV = StringFormat("Cluster %.3f%% - %s (P%.0f)",cluCur,MagWord(cluPct,"molto stretto","stretto","normale","largo","molto largo"),cluPct*100);
string sVE = StringFormat("Velocita' %+.3f%% - %s",velCur,DirWord(velCur,velPct,"in salita","in discesa","quasi piatta"));
string sAC = StringFormat("Accel %+.4f%% - %s",accCur,DirWord(accCur,accPct,"in accelerazione","in decelerazione","stabile"));
string sVO = StringFormat("Volatilita' %.4f%% - %s (P%.0f)",volCur,MagWord(volPct,"molto bassa","bassa","normale","alta","molto alta"),volPct*100);
string sMA[7];
for(int m=0;m<7;m++) sMA[m]=StringFormat("MA %3dg: %s",gDays[m],DoubleToString(GetMA(m,1),_Digits));
string sH = "Sopra=SELL | Sotto=BUY";
//--- 2) larghezza/altezza del box: misuro la larghezza REALE in pixel (TextGetSize)
int maxw=0;
maxw=MathMax(maxw,TxtW(sT,FontSize+2,true));
maxw=MathMax(maxw,TxtW(sM,FontSize,false));
maxw=MathMax(maxw,TxtW(sD,FontSize,true));
maxw=MathMax(maxw,TxtW(sV,FontSize,false));
maxw=MathMax(maxw,TxtW(sVE,FontSize,false));
maxw=MathMax(maxw,TxtW(sAC,FontSize,false));
maxw=MathMax(maxw,TxtW(sVO,FontSize,false));
maxw=MathMax(maxw,TxtW(sH,FontSize-1,false));
for(int m=0;m<7;m++) maxw=MathMax(maxw,TxtW(sMA[m],FontSize-1,false));
int boxX=x-6, boxY=y0-6;
int w=maxw+(x-boxX)+10; // padding sinistro (x-boxX) + destro 10
int bodyH=15*lh+6; // 7 righe in alto + 7 MA + riga finale + padding
PanelBox(boxX,boxY,w,bodyH);
//--- 3) scritte (aggiornate in-place: niente ObjectsDeleteAll -> niente lampeggio)
int y=y0;
Lbl("T",sT,x,y,FontSize+2,clrGold,true); y+=lh+4;
Lbl("M",sM,x,y,FontSize,clrGold,false); y+=lh;
Lbl("D",sD,x,y,FontSize,distC,true); y+=lh+2;
Lbl("V",sV,x,y,FontSize,(cluPct<0.40)?clrLimeGreen:((cluPct>0.60)?clrTomato:clrSilver),false); y+=lh;
Lbl("VEL",sVE,x,y,FontSize,(velCur>0)?clrLimeGreen:clrTomato,false); y+=lh;
Lbl("ACC",sAC,x,y,FontSize,(accCur>0)?clrLimeGreen:clrTomato,false); y+=lh;
Lbl("VOL",sVO,x,y,FontSize,(volPct<0.40)?clrLimeGreen:((volPct>0.60)?clrTomato:clrAqua),false); y+=lh+2;
for(int m=0;m<7;m++)
{
double v=GetMA(m,1);
Lbl("a"+IntegerToString(m),sMA[m],x,y,FontSize-1,(v>0)?gCol[m]:clrGray,false);
y+=lh-2;
}
y+=2;
Lbl("H",sH,x,y,FontSize-1,clrGray,false);
}
//+------------------------------------------------------------------+
// etichetta di testo ancorata a (t,price); se price<=0 la rimuove
void Tag(string n,datetime t,double price,string txt,color c)
{
string o=_pfx2+n;
if(price<=0) { ObjectDelete(0,o); return; }
if(ObjectFind(0,o)<0) ObjectCreate(0,o,OBJ_TEXT,0,0,0);
ObjectSetInteger(0,o,OBJPROP_TIME,t);
ObjectSetDouble(0,o,OBJPROP_PRICE,price);
ObjectSetString(0,o,OBJPROP_TEXT," "+txt);
ObjectSetString(0,o,OBJPROP_FONT,"Consolas");
ObjectSetInteger(0,o,OBJPROP_FONTSIZE,FontSize);
ObjectSetInteger(0,o,OBJPROP_COLOR,c);
ObjectSetInteger(0,o,OBJPROP_ANCHOR,ANCHOR_LEFT);
ObjectSetInteger(0,o,OBJPROP_BACK,false);
ObjectSetInteger(0,o,OBJPROP_SELECTABLE,false);
ObjectSetInteger(0,o,OBJPROP_HIDDEN,true);
}
//+------------------------------------------------------------------+
// etichette a fine linea, nel margine vuoto a destra
void DrawTags(datetime tlast)
{
datetime tfut = tlast + 2*PeriodSeconds(_Period);
Tag("med",tfut,Buff_Median[0],"Mediana",clrGold);
for(int m=0;m<7;m++)
{
double p = ShowMA ? GetBuf(m) : 0.0;
Tag(IntegerToString(m),tfut,p,IntegerToString(gDays[m])+"g",gCol[m]);
}
}
//+------------------------------------------------------------------+
void Lbl(string n,string t,int x,int y,int fs,color c,bool b)
{
string o=_pfx+n;
if(ObjectFind(0,o)<0) ObjectCreate(0,o,OBJ_LABEL,0,0,0);
ObjectSetInteger(0,o,OBJPROP_XDISTANCE,x);
ObjectSetInteger(0,o,OBJPROP_YDISTANCE,y);
ObjectSetInteger(0,o,OBJPROP_CORNER,CORNER_LEFT_UPPER);
ObjectSetString(0,o,OBJPROP_TEXT,t);
ObjectSetString(0,o,OBJPROP_FONT,b?"Consolas Bold":"Consolas");
ObjectSetInteger(0,o,OBJPROP_FONTSIZE,fs);
ObjectSetInteger(0,o,OBJPROP_COLOR,c);
ObjectSetInteger(0,o,OBJPROP_BACK,false);
ObjectSetInteger(0,o,OBJPROP_ZORDER,1); // sopra il box di sfondo
ObjectSetInteger(0,o,OBJPROP_SELECTABLE,false);
ObjectSetInteger(0,o,OBJPROP_HIDDEN,true);
}
//+------------------------------------------------------------------+
// riquadro di sfondo del pannello (dietro alle scritte)
void PanelBox(int px,int py,int w,int h)
{
string o=_pfx+"BOX";
if(!ShowPanel) { ObjectDelete(0,o); return; }
if(ObjectFind(0,o)<0) ObjectCreate(0,o,OBJ_RECTANGLE_LABEL,0,0,0);
ObjectSetInteger(0,o,OBJPROP_CORNER,CORNER_LEFT_UPPER);
ObjectSetInteger(0,o,OBJPROP_XDISTANCE,px);
ObjectSetInteger(0,o,OBJPROP_YDISTANCE,py);
ObjectSetInteger(0,o,OBJPROP_XSIZE,w);
ObjectSetInteger(0,o,OBJPROP_YSIZE,h);
ObjectSetInteger(0,o,OBJPROP_BGCOLOR,PanelBg);
ObjectSetInteger(0,o,OBJPROP_BORDER_TYPE,BORDER_FLAT);
ObjectSetInteger(0,o,OBJPROP_COLOR,clrDimGray); // bordo
ObjectSetInteger(0,o,OBJPROP_BACK,false);
ObjectSetInteger(0,o,OBJPROP_ZORDER,0); // dietro alle scritte
ObjectSetInteger(0,o,OBJPROP_SELECTABLE,false);
ObjectSetInteger(0,o,OBJPROP_HIDDEN,true);
}
//+------------------------------------------------------------------+
+284
View File
@@ -0,0 +1,284 @@
//+------------------------------------------------------------------+
//| PaPP_Median_EA.mq5 |
//| PaPP v2 |
//+------------------------------------------------------------------+
#include <Trade/Trade.mqh>
//+------------------------------------------------------------------+
#property copyright "PaPP v2"
#property version "2.00"
#property description "PaPP Median EA - Mean Reversion puro"
#property description "Linea mediana (mediana 7 MA 3g-1y) = unico segnale"
#property description "Sopra = SELL | Sotto = BUY"
input double LotSize = 0.01;
input int TrailStart = 0;
input int TrailStep = 0;
input int MaxPosPerSide = 3;
input bool DebugPrint = true;
input int Magic = 2024002;
input int Slippage = 30;
#define ANCHOR_TF PERIOD_D1 // calcolo ancorato a D1: stessa fair value su ogni TF
int hMA[7];
int bars[7];
datetime lastBar = 0;
bool buyFired = false;
bool sellFired = false;
CTrade trade;
//+------------------------------------------------------------------+
int TimeToBars(int d)
{
datetime n = TimeCurrent();
if(n==0)
{
long s = (long)d*86400L, p = PeriodSeconds(ANCHOR_TF);
return (int)MathMax(1,s/p);
}
return MathMax(1,Bars(_Symbol,ANCHOR_TF,n-d*86400,n));
}
//+------------------------------------------------------------------+
int OnInit()
{
int days[7] = {365,182,121,30,14,7,3};
for(int i=0;i<7;i++)
{
bars[i] = TimeToBars(days[i]);
hMA[i] = iMA(_Symbol,ANCHOR_TF,bars[i],0,MODE_SMA,PRICE_CLOSE);
if(hMA[i]==INVALID_HANDLE) return INIT_FAILED;
}
if(DebugPrint) Print("=== PaPP Median EA v2.00 INIT ===");
Print(" Lot=",LotSize," Trail=",TrailStart,"/",TrailStep," MaxPos=",MaxPosPerSide);
for(int i=0;i<7;i++) Print(" MA[",i,"] bars=",bars[i]);
buyFired = (CountPos(POSITION_TYPE_BUY) > 0);
sellFired = (CountPos(POSITION_TYPE_SELL) > 0);
if(DebugPrint) Print(" Flags restored: buyFired=",buyFired," sellFired=",sellFired);
return INIT_SUCCEEDED;
}
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
for(int i=0;i<7;i++) if(hMA[i]!=INVALID_HANDLE) IndicatorRelease(hMA[i]);
}
//+------------------------------------------------------------------+
// legge la SMA dall'ultima barra D1 chiusa (non-repaint)
double GetMA(int m)
{
double buf[1];
if(CopyBuffer(hMA[m],0,1,1,buf)==1) return buf[0];
return 0;
}
//+------------------------------------------------------------------+
double Median(double &a[],int n)
{
if(n<=0) return 0;
ArraySort(a);
if((n&1)==1) return a[n/2];
return 0.5*(a[n/2-1]+a[n/2]);
}
//+------------------------------------------------------------------+
int CountPos(int type)
{
int n=0;
for(int i=PositionsTotal()-1; i>=0; i--)
{
ulong t=PositionGetTicket(i);
if(t>0 && PositionSelectByTicket(t))
if(PositionGetInteger(POSITION_MAGIC)==Magic && PositionGetString(POSITION_SYMBOL)==_Symbol)
if(PositionGetInteger(POSITION_TYPE)==type) n++;
}
return n;
}
//+------------------------------------------------------------------+
void TrailAll()
{
if(TrailStart<=0 || TrailStep<=0) return;
double point = SymbolInfoDouble(_Symbol,SYMBOL_POINT);
double bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);
double ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);
for(int i=PositionsTotal()-1; i>=0; i--)
{
ulong t=PositionGetTicket(i);
if(t<=0 || !PositionSelectByTicket(t)) continue;
if(PositionGetInteger(POSITION_MAGIC)!=Magic || PositionGetString(POSITION_SYMBOL)!=_Symbol) continue;
bool isBuy = (PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY);
double entry = PositionGetDouble(POSITION_PRICE_OPEN);
double currSL = PositionGetDouble(POSITION_SL);
double currTP = PositionGetDouble(POSITION_TP);
double newSL=0;
if(isBuy && bid >= entry+TrailStart*point)
{
newSL = bid - TrailStep*point;
if(newSL > currSL+point && trade.PositionModify(t,newSL,currTP))
if(DebugPrint) Print(">>> TRAIL BUY t",t," SL->",DoubleToString(newSL,_Digits));
}
if(!isBuy && ask <= entry-TrailStart*point)
{
newSL = ask + TrailStep*point;
if(currSL==0 || newSL < currSL-point)
{
if(trade.PositionModify(t,newSL,currTP))
if(DebugPrint) Print(">>> TRAIL SELL t",t," SL->",DoubleToString(newSL,_Digits));
}
}
}
}
//+------------------------------------------------------------------+
void UpdateTPSL(double median)
{
double point = SymbolInfoDouble(_Symbol,SYMBOL_POINT);
for(int i=PositionsTotal()-1; i>=0; i--)
{
ulong t=PositionGetTicket(i);
if(t<=0 || !PositionSelectByTicket(t)) continue;
if(PositionGetInteger(POSITION_MAGIC)!=Magic || PositionGetString(POSITION_SYMBOL)!=_Symbol) continue;
bool isBuy = PositionGetInteger(POSITION_TYPE)==POSITION_TYPE_BUY;
double entry = PositionGetDouble(POSITION_PRICE_OPEN);
double currSL = PositionGetDouble(POSITION_SL);
double currTP = PositionGetDouble(POSITION_TP);
double tpDist = MathAbs(median-entry);
if(tpDist<point) continue;
double newTP = NormalizeDouble(median,_Digits);
double newSL = NormalizeDouble(isBuy ? entry-tpDist : entry+tpDist,_Digits);
if(MathAbs(newTP-currTP)<=point && MathAbs(newSL-currSL)<=point) continue;
if(isBuy && newSL <= currSL+point) continue;
if(!isBuy && newSL >= currSL-point) continue;
if(DebugPrint) Print(">>> UPDATE t",t," TP=",DoubleToString(newTP,_Digits),
" SL=",DoubleToString(newSL,_Digits));
trade.PositionModify(t,newSL,newTP);
}
}
//+------------------------------------------------------------------+
void OnTick()
{
TrailAll();
datetime curBar = iTime(_Symbol,_Period,0);
if(curBar==lastBar) return;
lastBar = curBar;
double ask = SymbolInfoDouble(_Symbol,SYMBOL_ASK);
double bid = SymbolInfoDouble(_Symbol,SYMBOL_BID);
double point = SymbolInfoDouble(_Symbol,SYMBOL_POINT);
//--- Leggi le 7 MA e calcola mediana
double mv[7]; double vals[]; int valid=0; ArrayResize(vals,7);
for(int m=0;m<7;m++) { mv[m]=GetMA(m); if(mv[m]>0) { vals[valid]=mv[m]; valid++; } }
if(valid==0) { if(DebugPrint) Print("SKIP: valid=",valid); return; }
ArrayResize(vals,valid);
double median = Median(vals,valid);
//--- Update TP/SL per tutte le posizioni con la mediana corrente
UpdateTPSL(median);
//--- Banda = min/max delle 7 MA (1Y a 3G)
double minMA=mv[0], maxMA=mv[0];
for(int m=1;m<7;m++)
if(mv[m]>0) {
if(mv[m]<minMA) minMA=mv[m];
if(mv[m]>maxMA) maxMA=mv[m]; }
double buyBand=minMA, sellBand=maxMA;
double distPct = (bid-median)/median*100;
int nBuy = CountPos(POSITION_TYPE_BUY);
int nSell = CountPos(POSITION_TYPE_SELL);
//--- Reset escursion flags solo quando price torna alla mediana
if(bid>=median) buyFired=false;
if(bid<=median) sellFired=false;
//--- MA alignment: se tutte monotone = trend, blocca mean reversion
bool trendUp=true, trendDown=true;
for(int m=2;m<6;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
if(DebugPrint)
{
Print("");
Print("=== BAR: ",TimeToString(curBar)," ===");
Print("Bid=",DoubleToString(bid,_Digits)," Median=",DoubleToString(median,_Digits));
Print("Dist=",DoubleToString(distPct,3),"% Range=",DoubleToString((maxMA-minMA)/median*100,3),"%");
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<7;m++)
if(mv[m]>0)
Print(" MA",m,"=",DoubleToString(mv[m],_Digits),
" diff=",DoubleToString(bid-mv[m],_Digits));
Print("---");
}
//--- Entry: fuori dal cluster, TP=mediana, SL simmetrico
if(bid < buyBand && allowBuy)
{
double entry = ask;
double tpDist = MathAbs(median-entry);
double sl = NormalizeDouble(entry-tpDist,_Digits);
double tp = NormalizeDouble(median,_Digits);
if(tpDist>=point)
{
if(DebugPrint) Print(">>> BUY: bid=",DoubleToString(bid,_Digits),
" < buyBand=",DoubleToString(buyBand,_Digits),
" TP=",DoubleToString(tp,_Digits)," SL=",DoubleToString(sl,_Digits),
" (",DoubleToString(tpDist/point,0),"pts)");
MqlTradeRequest req={}; MqlTradeResult res={};
req.action = TRADE_ACTION_DEAL; req.symbol = _Symbol;
req.volume = LotSize; req.type = ORDER_TYPE_BUY; req.price = entry;
req.sl = sl; req.tp = tp; req.deviation = Slippage; req.magic = Magic;
req.comment = "Pv2B "+DoubleToString(distPct,1)+"%";
if(OrderSend(req,res) && res.retcode==TRADE_RETCODE_DONE)
{ if(DebugPrint) Print(">>> BUY OPENED t",res.order); buyFired=true; }
else if(DebugPrint) Print("BUY fail: c",res.retcode);
}
else if(DebugPrint) Print("BUY SKIP: tpDist too small (",DoubleToString(tpDist/point,0),"pts)");
}
if(bid > sellBand && allowSell)
{
double entry = bid;
double tpDist = MathAbs(entry-median);
double sl = NormalizeDouble(entry+tpDist,_Digits);
double tp = NormalizeDouble(median,_Digits);
if(tpDist>=point)
{
if(DebugPrint) Print(">>> SELL: bid=",DoubleToString(bid,_Digits),
" > sellBand=",DoubleToString(sellBand,_Digits),
" TP=",DoubleToString(tp,_Digits)," SL=",DoubleToString(sl,_Digits),
" (",DoubleToString(tpDist/point,0),"pts)");
MqlTradeRequest req={}; MqlTradeResult res={};
req.action = TRADE_ACTION_DEAL; req.symbol = _Symbol;
req.volume = LotSize; req.type = ORDER_TYPE_SELL; req.price = entry;
req.sl = sl; req.tp = tp; req.deviation = Slippage; req.magic = Magic;
req.comment = "Pv2S "+DoubleToString(distPct,1)+"%";
if(OrderSend(req,res) && res.retcode==TRADE_RETCODE_DONE)
{ if(DebugPrint) Print(">>> SELL OPENED t",res.order); sellFired=true; }
else if(DebugPrint) Print("SELL fail: c",res.retcode);
}
else if(DebugPrint) Print("SELL SKIP: tpDist too small (",DoubleToString(tpDist/point,0),"pts)");
}
if(DebugPrint && bid>=buyBand && bid<=sellBand)
Print("NO ENTRY: inside cluster [",DoubleToString(buyBand,_Digits),
" - ",DoubleToString(sellBand,_Digits),"]");
}
//+------------------------------------------------------------------+