Huthayfa
168 lines
3.8 KiB
Plaintext
168 lines
3.8 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| 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__
|