Initialize project in MT5 Experts directory

2026-05-28 19:06:07 +03:00
commit 7545b842a4
21 changed files with 3213 additions and 0 deletions
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+//+------------------------------------------------------------------+
+//| Core/Config.mqh                                                  |
+//| Universal Multi-Timeframe EA - Configuration & Type Definitions|
+//+------------------------------------------------------------------+
+#ifndef __CONFIG_MQH__
+#define __CONFIG_MQH__
+
+#property strict
+
+//+------------------------------------------------------------------+
+//| ENUMERATIONS                                                     |
+//+------------------------------------------------------------------+
+enum ENUM_BIAS
+{
+   BIAS_BULL,
+   BIAS_BEAR,
+   BIAS_NEUTRAL
+};
+
+enum ENUM_REGIME
+{
+   REGIME_TREND,
+   REGIME_RANGE,
+   REGIME_CHOP
+};
+
+enum ENUM_PATTERN
+{
+   PATTERN_PIN_BAR,
+   PATTERN_ENGULFING,
+   PATTERN_INSIDE_BAR,
+   PATTERN_NONE
+};
+
+enum ENUM_EXIT_REASON
+{
+   EXIT_TP1,
+   EXIT_TP2,
+   EXIT_SL,
+   EXIT_BE,
+   EXIT_TIME,
+   EXIT_REGIME_CHANGE,
+   EXIT_MANUAL,
+   EXIT_TRAILING_STOP
+};
+
+enum ENUM_ASSET_CLASS
+{
+   ASSET_FOREX_MAJOR,
+   ASSET_FOREX_CROSS,
+   ASSET_METAL,
+   ASSET_INDEX,
+   ASSET_COMMODITY,
+   ASSET_CRYPTO
+};
+
+//+------------------------------------------------------------------+
+//| DATA STRUCTURES                                                  |
+//+------------------------------------------------------------------+
+struct SignalData
+{
+   bool isValid;
+   bool isBuy;
+   double entryPrice;
+   double slPrice;
+   double tp1Price;
+   double tp2Price;
+   ENUM_PATTERN pattern;
+   string patternName;
+   string rejectionReason;
+   datetime signalTime;
+   double atrValue;
+};
+
+struct TradeParams
+{
+   double lotSize;
+   double riskAmount;
+   double riskPercent;
+   double slDistance;
+   double tp1Distance;
+   double tp2Distance;
+   double marginRequired;
+   bool isValid;
+   string rejectReason;
+};
+
+struct AssetProfile
+{
+   ENUM_ASSET_CLASS assetClass;
+   double atrMultiplierSL;
+   double maxSpreadPoints;
+   int londonOpenHour;
+   int nyOpenHour;
+   bool trade24_7;
+   bool skipWeekend;
+   int sessionStartHour;
+   int sessionEndHour;
+   double minVolumeRatio;
+   double partialCloseRatio;
+   double beBufferPoints;
+   double trailingATRMult;
+   int maxTradeDuration;
+   string description;
+};
+
+struct VWAPState
+{
+   double vwapValue;
+   double vwapSlope;
+   datetime sessionStart;
+   double sumPV;
+   double sumV;
+   bool isValid;
+};
+
+struct CorrelationData
+{
+   string symbol;
+   double correlation;
+   int barsUsed;
+   datetime calcTime;
+};
+
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+
+
+
+
+
+
+
+
+
+//+------------------------------------------------------------------+
+//| CONSTANTS                                                        |
+//+------------------------------------------------------------------+
+#define MAX_RETRIES 3
+#define RETRY_BASE_MS 500
+#define CORR_LOOKBACK 50
+#define VWAP_SLOPE_BARS 5
+#define SWING_LOOKBACK 20
+#define VOLUME_MA_PERIOD 20
+#define BB_PERIOD 20
+#define BB_DEVIATIONS 2.0
+#define ADX_PERIOD 14
+#define ADX_TREND_LEVEL 25.0
+#define ADX_RANGE_LEVEL 20.0
+#define ADX_CHOP_LEVEL 15.0
+#define ATR_TREND_RATIO 1.0
+#define ATR_CHOP_RATIO 0.8
+#define VOLUME_CONFIRM 1.2
+#define MIN_VOLUME_RATIO 0.8
+#define PIN_BAR_WICK_MULT 2.0
+#define ENGULF_VOLUME_MULT 1.2
+#define PARTIAL_CLOSE_R 1.5
+#define BE_BUFFER_ATR_MULT 0.2
+#define SLIPPAGE_ATR_MULT 0.5
+#define MIN_SLIPPAGE_PTS 10
+#define MAX_SLIPPAGE_PTS 50
+
+#define ATR_TO_POINTS(atrValue) ((int)MathRound((atrValue) / _Point))
+#define VALIDATE_SHIFT(shift, context) ((shift) >= 1 ? true : (Print("[REPAINT_GUARD] Violation in ", (context), ": shift=", (shift), " < 1. Using shift=1."), false))
+#define RELEASE_HANDLE(handle) do { if((handle) != INVALID_HANDLE) { IndicatorRelease(handle); (handle) = INVALID_HANDLE; } } while(0)
+
+//+------------------------------------------------------------------+
+#endif // __CONFIG_MQH__