TR_Agent/PaPP trading/PaPP_Trading_EA.mq5

//+------------------------------------------------------------------+
//|                                              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);
           }
        }
     }
  }
//+------------------------------------------------------------------+