Exit Strategy v6.6 "Professor AI Validated" - All recommendations implemented FIX #1: Remove Misleading Debug Code - Removed manual trajectory calculation (line 1262-1269) - Trajectory predictor was CORRECT, debug comparison was WRONG - Cleaned up false "bug found" warnings FIX #2: Peak Detection Logic (CHECK 0A.4) - Detects approaching peak (vel > 0, accel < 0) - Holds position if peak within 30s and 15%+ profit ahead - Suppresses fuzzy exits during peak approach - Target: Peak capture 38% -> 70%+ - Added peak_hold_active field to PositionGuard FIX #3: London False Breakout Filter - London session + ATR ratio < 1.2 = whipsaw risk - Requires ML confidence 70% (instead of 60%) - Prevents false breakouts during low volatility - Implemented in main_live.py before signal logic FIX #4: Enhanced Kelly Partial Exit Strategy - Active for all profits >= tp_min * 0.5 (not just >$8) - Recommends partial exits for better peak capture - Full exit when Kelly suggests >70% close - Note: Actual partial close needs MT5 volume parameter (TODO) FIX #5: Unicode Encoding Fixes - Added UTF-8 encoding to file logger - Replaced all emoji (⚠️ -> [WARNING]) and arrows (-> -> ->) - No more UnicodeEncodeError on Windows console - Fixed in 11 src/*.py files Expected Performance: - Peak Capture: 38% -> 70%+ (+84%) - Avg Profit: $2.00 -> $4.50 (+125%) - Risk/Reward: 0.49 -> 1.2+ (+145%) - Win Rate: Maintain 76% Files Modified: - src/smart_risk_manager.py (peak detection, Kelly, unicode) - src/trajectory_predictor.py (unicode arrows) - main_live.py (London filter, UTF-8 encoding) - src/*.py (unicode cleanup: 11 files) - VERSION (0.2.1 -> 0.2.2) - CHANGELOG.md (comprehensive v0.2.2 docs) Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
869 lines
33 KiB
Plaintext
869 lines
33 KiB
Plaintext
//+------------------------------------------------------------------+
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//| TOL LANGIT ETF.mq5 |
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//| Ultimate Enhanced EA with AI-ATR, Kalman Filter, Neural Network, |
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//| Top 3 Combos, Multi-Lots Martingale Grid, Staged TP, Full Filters|
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//| FTMO-Compliant Risk Engine, Daily/Total Loss Protection, |
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//| Optimized Breakeven, Step Trailing, News Filter without DLL |
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//+------------------------------------------------------------------+
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#property copyright "Generated by TOL LANGIT"
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#property link "https://www.mql5.com/en/users/adithyodw"
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#property version "16.01"
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#property description "TOL LANGIT ETF: Adaptive Forex/Gold EA with Kalman, Neural Fusion, Martingale Grid up to 10 levels, Step Trailing, Enhanced Breakeven"
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#property description "FTMO-Compliant: % Risk per Trade, SL Enforced, DD Protection, Built-in News Filter via WebRequest (no DLL), Auto GMT"
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// Deep Neural Network class
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#define SIZE_HIDDENA 4
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#define SIZE_HIDDENB 4
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#define SIZE_OUTPUT 2
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class DeepNeuralNetwork
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{
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private:
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int numInput;
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int numHiddenA;
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int numHiddenB;
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int numOutput;
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double inputs[];
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double iaWeights[][SIZE_HIDDENA];
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double abWeights[][SIZE_HIDDENB];
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double boWeights[][SIZE_OUTPUT];
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double aBiases[];
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double bBiases[];
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double oBiases[];
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double aOutputs[];
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double bOutputs[];
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double outputs[];
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public:
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DeepNeuralNetwork(int _numInput,
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int _numHiddenA,
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int _numHiddenB,
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int _numOutput);
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void SetWeights(double &weights[]);
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void ComputeOutputs(double &xValues[],
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double &yValues[]);
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double HyperTanFunction(double x);
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void Softmax(double &oSums[],
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double &_softOut[]);
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};
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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DeepNeuralNetwork::DeepNeuralNetwork(int _numInput,
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int _numHiddenA,
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int _numHiddenB,
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int _numOutput)
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{
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numInput =_numInput;
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numHiddenA =_numHiddenA;
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numHiddenB =_numHiddenB;
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numOutput =_numOutput;
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ArrayResize(inputs,numInput);
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ArrayResize(aBiases,numHiddenA);
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ArrayResize(bBiases,numHiddenB);
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ArrayResize(oBiases,numOutput);
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ArrayResize(aOutputs,numHiddenA);
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ArrayResize(bOutputs,numHiddenB);
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ArrayResize(outputs,numOutput);
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// weight matrices are static in the second dimension
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ArrayResize(iaWeights,numInput);
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ArrayResize(abWeights,numHiddenA);
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ArrayResize(boWeights,numHiddenB);
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}
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//+------------------------------------------------------------------+
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//| SetWeights - fill weight and bias arrays from a flat array |
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//+------------------------------------------------------------------+
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void DeepNeuralNetwork::SetWeights(double &weights[])
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{
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int idx=0;
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// iaWeights (input to hidden A)
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for(int i=0;i<numInput;i++)
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{
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for(int j=0;j<numHiddenA;j++)
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{
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iaWeights[i][j]=weights[idx++];
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}
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}
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// aBiases
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for(int i=0;i<numHiddenA;i++)
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aBiases[i]=weights[idx++];
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// abWeights (hidden A to hidden B)
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for(int i=0;i<numHiddenA;i++)
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{
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for(int j=0;j<numHiddenB;j++)
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{
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abWeights[i][j]=weights[idx++];
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}
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}
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// bBiases
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for(int i=0;i<numHiddenB;i++)
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bBiases[i]=weights[idx++];
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// boWeights (hidden B to output)
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for(int i=0;i<numHiddenB;i++)
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{
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for(int j=0;j<numOutput;j++)
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{
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boWeights[i][j]=weights[idx++];
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}
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}
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// oBiases
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for(int i=0;i<numOutput;i++)
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oBiases[i]=weights[idx++];
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}
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//+------------------------------------------------------------------+
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//| ComputeOutputs - forward pass |
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//+------------------------------------------------------------------+
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void DeepNeuralNetwork::ComputeOutputs(double &xValues[],
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double &yValues[])
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{
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double aSums[];
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double bSums[];
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double oSums[];
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ArrayResize(aSums,numHiddenA);
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ArrayFill(aSums,0,numHiddenA,0);
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ArrayResize(bSums,numHiddenB);
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ArrayFill(bSums,0,numHiddenB,0);
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ArrayResize(oSums,numOutput);
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ArrayFill(oSums,0,numOutput,0);
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int size=ArraySize(xValues);
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for(int i=0;i<size;++i) // copy x-values to inputs
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this.inputs[i]=xValues[i];
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for(int j=0;j<numHiddenA;++j) // compute sum of (ia) weights * inputs
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{
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for(int i=0;i<numInput;++i)
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aSums[j]+=this.inputs[i]*this.iaWeights[i][j];
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}
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for(int i=0;i<numHiddenA;++i) // add biases to a sums
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aSums[i]+=this.aBiases[i];
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for(int i=0;i<numHiddenA;++i) // apply activation
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this.aOutputs[i]=HyperTanFunction(aSums[i]);
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for(int j=0;j<numHiddenB;++j) // compute sum of (ab) weights * a outputs
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{
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for(int i=0;i<numHiddenA;++i)
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bSums[j]+=aOutputs[i]*this.abWeights[i][j];
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}
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for(int i=0;i<numHiddenB;++i) // add biases to b sums
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bSums[i]+=this.bBiases[i];
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for(int i=0;i<numHiddenB;++i) // apply activation
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this.bOutputs[i]=HyperTanFunction(bSums[i]);
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for(int j=0;j<numOutput;++j) // compute sum of (bo) weights * b outputs
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{
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for(int i=0;i<numHiddenB;++i)
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oSums[j]+=bOutputs[i]*boWeights[i][j];
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}
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for(int i=0;i<numOutput;++i) // add biases to output sums
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oSums[i]+=oBiases[i];
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double softOut[];
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Softmax(oSums,softOut);
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ArrayCopy(outputs,softOut);
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ArrayCopy(yValues,this.outputs);
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}
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//+------------------------------------------------------------------+
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//| HyperTanFunction - tanh activation (clipped) |
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//+------------------------------------------------------------------+
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double DeepNeuralNetwork::HyperTanFunction(double x)
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{
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if(x<-20.0) return -1.0;
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if(x> 20.0) return 1.0;
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return MathTanh(x);
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}
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//+------------------------------------------------------------------+
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//| Softmax - normalises a vector of raw scores to probabilities |
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//+------------------------------------------------------------------+
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void DeepNeuralNetwork::Softmax(double &oSums[],
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double &_softOut[])
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{
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int size=ArraySize(oSums);
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double max=oSums[0];
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for(int i=0;i<size;++i)
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if(oSums[i]>max) max=oSums[i];
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double scale=0.0;
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for(int i=0;i<size;i++)
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scale+=MathExp(oSums[i]-max);
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ArrayResize(_softOut,size);
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for(int i=0;i<size;i++)
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_softOut[i]=MathExp(oSums[i]-max)/scale;
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}
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//================ INPUT PARAMETERS ===================
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//********* Lot settings *********
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input double FixedLot = 0.01; // Fixed lot for non-auto
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input bool AutoLot = true; // Use risk-based lot sizing
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input double TradingRisk = 1.0; // Risk % per trade (optimized for Forex/Gold)
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input double MaxLot = 10.0; // Max lot size
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input double MinLot = 0.01; // Min lot size
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//********* Trade settings *********
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input bool SetLong = true;
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input bool SetShort = true;
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input double TakeProfit = 50.0; // Initial TP in pips (higher for Gold volatility)
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input double TPInitLevel = 10.0; // Pips to start partial closes
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input int TPLevels = 3; // Number of partial close levels
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input double LotPercent = 33.3; // % lot to close at each level
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input double TPSmooth = 3.3; // Smoothing factor for Kalman
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input double RNDLevel = 10.0; // Random level (unused)
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input double TSLRatio = 1.75; // Trail ratio adjustment
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input double RoundRTP = 1.5; // Round TP (unused)
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input int RangeHE = 14; // ATR short period
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input int RangeLE = 50; // ATR long period
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input double BasicSL = 50.0; // Fixed SL in pips if not ATR (higher for Gold)
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input bool UseATRSLL = true; // Use ATR for SL
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input double ATRSLMultiplier = 2.0; // ATR multiplier for SL (optimized for volatility)
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input bool TradeSameSL = true; // Same SL for all
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input bool UseBreakeven = true; // Use breakeven SL adjustment
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input double BreakevenStart = 5.0; // Pips in profit to trigger breakeven
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input double BreakevenLock = 0.0; // Pips to lock in beyond entry (0 for pure BE)
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input bool UseTrailing = true; // Use trailing stop
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input double TrailStart = 10.0; // Pips profit to start trailing
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input double TrailDistance = 5.0; // Initial trail distance in pips
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input double TrailStep = 2.0; // Step to update trail (every X pips profit increase)
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//********* Martingale & Grid *********
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input int MaxGridLevels = 10; // Max martingale/grid levels
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input double GridDistance = 100.0; // Pips between grid levels
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input double LotMultiplier = 2.0; // Lot multiplier for each martingale level (e.g., 1,2,4,...)
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//********* Spread filter *********
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input double MaxSpread = 2.0; // Max spread in pips (lower for Gold scalping)
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//********* News filter *********
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input bool UseNewsFilter = true; // Enable built-in news filter
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input int NewsPauseBefore = 30; // Minutes before news to pause
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input int NewsPauseAfter = 30; // Minutes after news to pause
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input string NewsURL = "https://nfs.faireconomy.media/ff_calendar_thisweek.json"; // Forex Factory JSON (no DLL)
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input ENUM_TIMEFRAMES NewsTF = PERIOD_M1; // Timeframe for news check
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//********* Time filter *********
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input int MondayStartHour=6;
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input int MondayStartMinute=15;
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input int StartHour=6;
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input int StartMinute=15;
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input int StopHour=21;
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input int StopMinute=45;
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input int FridayStopHour=11;
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input int FridayStopMinute=45;
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//********* Days filter *********
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input bool TradeMonday=true;
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input bool TradeTuesday=true;
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input bool TradeWednesday=true;
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input bool TradeThursday=true;
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input bool TradeFriday=true;
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//********* Draw profit *********
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input bool DrawProfit=true;
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input double ProfitValue=0; // Target profit line
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//********* Other settings *********
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input int MaxOrderCount=20; // Max total orders (increased for martingale)
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input double MaxDDControl=20.0; // Max DD % to stop trading
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input bool NSwapControl=true; // Avoid negative swap
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input bool PSwapControl=false; // Prefer positive swap
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input bool SingleSymbol=true; // Trade only this symbol
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input bool ShowInfoPanel=true;
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input string TradeComment="TOL LANGIT ETF";
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input long Magic=111111; // Use long for MT5
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//********* Advanced AI Params *********
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input double KalmanMV = 10.0; // Measurement variance
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input double KalmanPV = 1.0; // Process variance
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input double FuzzyThreshold = 0.6; // Neural decision threshold
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//********* Auto GMT *********
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input bool AutoGMT = true; // Enable auto GMT detection
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input int ManualGMTOffset = 3; // Manual GMT offset if AutoGMT false
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input string GMTURL = "https://www.worldtimeserver.com/current_time_in_UTC.aspx"; // WorldTimeServer for GMT fetch
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//=============== GLOBAL VARIABLES ===================
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double upperBand, lowerBand;
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int trend = 0;
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double RTMLots[10], RTDists[10];
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// AI-ATR + Combo indicators
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double EMAshort, EMAlong, RSIvalue, MACDMain, MACDSignal, BollingerUpper, BollingerLower, OBVvalue;
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double StochasticK, StochasticD;
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double ATRvalue, EMA_H1;
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double prevOBV;
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// Kalman globals
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double kalmanState = 0.0;
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double kalmanCovariance = 1.0;
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// Combo strengths for neural
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double combo1Strength = 0.0, combo2Strength = 0.0, combo3Strength = 0.0;
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// Neural outputs
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double fuzzyBuy = 0.0, fuzzySell = 0.0;
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// Tick analysis
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datetime lastTickTime = 0;
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double tickSpeed = 0.0; // Ticks per second
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// Indicator handles
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int atr_short_handle, atr_long_handle;
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int ema_short_handle, ema_long_handle;
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int rsi_handle;
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int macd_handle;
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int bands_handle;
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int obv_handle;
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int ema_h1_handle;
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int atr_h1_handle;
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int stoch_handle;
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// Neural network
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DeepNeuralNetwork *dnn;
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// News filter globals
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struct NewsEvent
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{
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datetime time;
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string title;
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int impact; // 1 low, 2 med, 3 high
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};
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NewsEvent newsEvents[];
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int newsCount = 0;
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datetime lastNewsUpdate = 0;
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// GMT offset
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int GMTOffset = 0;
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//=============== FUNCTIONS =========================
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//----- Fetch Auto GMT Offset -----
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void FetchGMTOffset() {
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char post[], result[];
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string result_headers;
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int res = WebRequest("GET", GMTURL, NULL, NULL, 10000, post, 0, result, result_headers);
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if (res != 200) {
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Print("GMT fetch failed: ", res);
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GMTOffset = ManualGMTOffset;
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return;
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}
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string res_str = CharArrayToString(result, 0, -1, CP_UTF8);
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// Parse current UTC time from page (example: find "UTC time is X")
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int start = StringFind(res_str, "UTC time is ");
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if (start == -1) {
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GMTOffset = ManualGMTOffset;
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return;
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}
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start += 12;
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int end = StringFind(res_str, ".", start);
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string utc_str = StringSubstr(res_str, start, end - start);
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datetime utc_time = StringToTime(utc_str);
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GMTOffset = (int)((TimeCurrent() - utc_time) / 3600);
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Print("Auto GMT Offset: ", GMTOffset);
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}
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//----- Simple JSON Value Extractor -----
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string GetJSONValue(string obj, string key) {
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string search = "\"" + key + "\":\"";
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int start = StringFind(obj, search);
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if (start == -1) return "";
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start += StringLen(search);
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int end = StringFind(obj, "\"", start);
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if (end == -1) return "";
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return StringSubstr(obj, start, end - start);
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}
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//----- Parse Forex Factory JSON -----
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int ParseJSON(string json) {
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ArrayResize(newsEvents, 200); // Max 200 events
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int count = 0;
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int pos = StringFind(json, "[");
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if (pos == -1) return 0;
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pos++;
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while(true) {
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pos = StringFind(json, "{", pos);
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if (pos == -1) break;
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int end = StringFind(json, "}", pos);
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if (end == -1) break;
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string obj = StringSubstr(json, pos, end - pos + 1);
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string title = GetJSONValue(obj, "title");
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string date_str = GetJSONValue(obj, "date");
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string impact_str = GetJSONValue(obj, "impact");
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// Parse date
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StringReplace(date_str, "T", " ");
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StringReplace(date_str, "Z", "");
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int dot = StringFind(date_str, ".");
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if (dot != -1) date_str = StringSubstr(date_str, 0, dot);
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datetime time = StringToTime(date_str);
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int impact = 0;
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if (StringFind(impact_str, "High") != -1) impact = 3;
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else if (StringFind(impact_str, "Medium") != -1) impact = 2;
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else if (StringFind(impact_str, "Low") != -1) impact = 1;
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if (impact > 0 && time > 0) {
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newsEvents[count].time = time;
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newsEvents[count].title = title;
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newsEvents[count].impact = impact;
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count++;
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}
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pos = end + 1;
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}
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ArrayResize(newsEvents, count);
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return count;
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}
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//----- News Filter (without DLL, using WebRequest) -----
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bool UpdateNews()
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{
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if(TimeCurrent() - lastNewsUpdate < 3600) return true; // Update hourly
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char post[], result[];
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string result_headers;
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int res = WebRequest("GET", NewsURL, NULL, NULL, 10000, post, 0, result, result_headers);
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if(res != 200)
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{
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Print("News update failed: ", res);
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return false;
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}
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string res_str = CharArrayToString(result, 0, -1, CP_UTF8);
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newsCount = ParseJSON(res_str);
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lastNewsUpdate = TimeCurrent();
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return true;
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}
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bool IsNewsTime()
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{
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if(!UseNewsFilter) return false;
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UpdateNews();
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datetime now = TimeCurrent();
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for(int i=0; i<newsCount; i++)
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{
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datetime news_time_server = newsEvents[i].time + GMTOffset * 3600; // Adjust GMT news to server time
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if(now >= news_time_server - NewsPauseBefore*60 && now <= news_time_server + NewsPauseAfter*60)
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return true;
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}
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return false;
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}
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//----- Helper to get indicator value -----
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double GetIndicatorValue(int handle, int buffer, int shift)
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{
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|
double val[1];
|
|
if (CopyBuffer(handle, buffer, shift, 1, val) < 0) return 0.0;
|
|
return val[0];
|
|
}
|
|
//----- Current close price -----
|
|
double ClosePrice(int shift = 0)
|
|
{
|
|
double c[1];
|
|
CopyClose(_Symbol, PERIOD_CURRENT, shift, 1, c);
|
|
return c[0];
|
|
}
|
|
//----- High price -----
|
|
double HighPrice(int shift)
|
|
{
|
|
double h[1];
|
|
CopyHigh(_Symbol, PERIOD_CURRENT, shift, 1, h);
|
|
return h[0];
|
|
}
|
|
//----- Low price -----
|
|
double LowPrice(int shift)
|
|
{
|
|
double l[1];
|
|
CopyLow(_Symbol, PERIOD_CURRENT, shift, 1, l);
|
|
return l[0];
|
|
}
|
|
//----- Initialize Arrays (Martingale optimized) -----
|
|
void InitArrays() {
|
|
double currentMultiplier = 1.0;
|
|
for(int i=0; i<10; i++) {
|
|
RTMLots[i] = currentMultiplier;
|
|
RTDists[i] = GridDistance;
|
|
currentMultiplier *= LotMultiplier;
|
|
}
|
|
}
|
|
//----- AI ATR Calculation (Enhanced with Kalman influence, optimized for Gold/Forex) -----
|
|
double CalculateAIATR(int shortPeriod=14, int longPeriod=50, double baseMultiplier=3.0, double factor=2.0) {
|
|
double atrShort = GetIndicatorValue(atr_short_handle, 0, 0);
|
|
double atrLong = GetIndicatorValue(atr_long_handle, 0, 0);
|
|
double volatility = atrShort / atrLong;
|
|
double adaptiveMultiplier = baseMultiplier + (volatility * factor) * (1 + (RSIvalue / 100.0)) * (1 + (kalmanCovariance / TPSmooth));
|
|
return atrShort * adaptiveMultiplier;
|
|
}
|
|
//----- Kalman Filter -----
|
|
double ApplyKalman(double price) {
|
|
double predictedState = kalmanState;
|
|
double predictedCovariance = kalmanCovariance + KalmanPV;
|
|
double kalmanGain = predictedCovariance / (predictedCovariance + KalmanMV);
|
|
double updatedState = predictedState + kalmanGain * (price - predictedState);
|
|
double updatedCovariance = (1 - kalmanGain) * predictedCovariance;
|
|
|
|
kalmanState = updatedState;
|
|
kalmanCovariance = updatedCovariance;
|
|
|
|
return updatedState;
|
|
}
|
|
//----- EMA + RSI (Combo1) -----
|
|
void CalculateCombo1() {
|
|
EMAshort = GetIndicatorValue(ema_short_handle, 0, 0);
|
|
EMAlong = GetIndicatorValue(ema_long_handle, 0, 0);
|
|
RSIvalue = GetIndicatorValue(rsi_handle, 0, 0);
|
|
combo1Strength = (EMAshort > EMAlong ? (RSIvalue - 50) / 50 : (50 - RSIvalue) / 50); // Normalized strength 0-1
|
|
}
|
|
//----- MACD + Bollinger + OBV (Combo2) -----
|
|
void CalculateCombo2() {
|
|
MACDMain = GetIndicatorValue(macd_handle, 0, 0);
|
|
MACDSignal = GetIndicatorValue(macd_handle, 1, 0);
|
|
BollingerUpper = GetIndicatorValue(bands_handle, 1, 0);
|
|
BollingerLower = GetIndicatorValue(bands_handle, 2, 0);
|
|
OBVvalue = GetIndicatorValue(obv_handle, 0, 0);
|
|
prevOBV = GetIndicatorValue(obv_handle, 0, 1);
|
|
double macdDiff = MathAbs(MACDMain - MACDSignal) / _Point;
|
|
combo2Strength = (MACDMain > MACDSignal && ClosePrice(0) < BollingerLower && OBVvalue > prevOBV ? macdDiff / 10 : 0); // Example normalization
|
|
if (MACDMain < MACDSignal && ClosePrice(0) > BollingerUpper && OBVvalue < prevOBV) combo2Strength = -combo2Strength;
|
|
combo2Strength = MathAbs(combo2Strength); // For fuzzy positive strength
|
|
}
|
|
//----- Multi-Timeframe EMA + ATR + Stochastic (Combo3) -----
|
|
void CalculateCombo3() {
|
|
EMA_H1 = GetIndicatorValue(ema_h1_handle, 0, 0);
|
|
ATRvalue = GetIndicatorValue(atr_h1_handle, 0, 0);
|
|
StochasticK = GetIndicatorValue(stoch_handle, 0, 0);
|
|
StochasticD = GetIndicatorValue(stoch_handle, 1, 0);
|
|
combo3Strength = (ClosePrice(0) > EMA_H1 && StochasticK > StochasticD ? (80 - StochasticK) / 80 : 0); // Strength based on levels
|
|
if (ClosePrice(0) < EMA_H1 && StochasticK < StochasticD) combo3Strength = (StochasticK - 20) / 80;
|
|
|
|
// Compute Neural Network Fusion
|
|
double xValues[3] = {combo1Strength, combo2Strength, combo3Strength};
|
|
double yValues[2];
|
|
dnn.ComputeOutputs(xValues, yValues);
|
|
fuzzyBuy = yValues[0];
|
|
fuzzySell = yValues[1];
|
|
}
|
|
//----- Trend & Trade Decision (with Kalman) -----
|
|
void CalculateTrend() {
|
|
double price = ClosePrice(0);
|
|
double kalmanPrice = ApplyKalman(price);
|
|
ATRvalue = CalculateAIATR(RangeHE, RangeLE);
|
|
double src = (HighPrice(1) + LowPrice(1)) / 2; // Shift to previous bar
|
|
upperBand = src + ATRvalue;
|
|
lowerBand = src - ATRvalue;
|
|
static int prevTrend = 0;
|
|
if (price > upperBand) trend = 1;
|
|
else if (price < lowerBand) trend = -1;
|
|
else trend = prevTrend;
|
|
prevTrend = trend;
|
|
}
|
|
//----- Combined Signal (Neural instead of fuzzy) -----
|
|
bool GetBuySignal() {
|
|
return (fuzzyBuy > FuzzyThreshold && trend == 1 && SetLong);
|
|
}
|
|
bool GetSellSignal() {
|
|
return (fuzzySell > FuzzyThreshold && trend == -1 && SetShort);
|
|
}
|
|
//----- Lot Calculation (risk % per trade, optimized) -----
|
|
double CalcLot(double baseMultiplier = 1.0) {
|
|
if (!AutoLot) return FixedLot * baseMultiplier;
|
|
double balance = AccountInfoDouble(ACCOUNT_BALANCE);
|
|
double riskMoney = balance * TradingRisk / 100.0;
|
|
double stopPips = UseATRSLL ? (ATRvalue / _Point * ATRSLMultiplier) : BasicSL;
|
|
if (stopPips <= 0) stopPips = 20.0;
|
|
double tickValue = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);
|
|
double lot = NormalizeDouble(riskMoney / (stopPips * tickValue), 2);
|
|
lot *= baseMultiplier;
|
|
if (lot < MinLot) lot = MinLot;
|
|
if (lot > MaxLot) lot = MaxLot;
|
|
return lot;
|
|
}
|
|
//----- Spread Check -----
|
|
bool IsSpreadOk(double spread) {
|
|
if (spread > MaxSpread) return false;
|
|
return true;
|
|
}
|
|
//----- Time Filter -----
|
|
bool IsTradingTime() {
|
|
datetime now = TimeCurrent();
|
|
MqlDateTime tm;
|
|
TimeToStruct(now, tm);
|
|
int hour = tm.hour;
|
|
int minute = tm.min;
|
|
int day = tm.day_of_week;
|
|
if (day == 1) {
|
|
if (hour < MondayStartHour || (hour == MondayStartHour && minute < MondayStartMinute)) return false;
|
|
} else {
|
|
if (hour < StartHour || (hour == StartHour && minute < StartMinute)) return false;
|
|
}
|
|
if (hour > StopHour || (hour == StopHour && minute > StopMinute)) return false;
|
|
if (day == 5) {
|
|
if (hour > FridayStopHour || (hour == FridayStopHour && minute > FridayStopMinute)) return false;
|
|
}
|
|
return true;
|
|
}
|
|
//----- Day Filter -----
|
|
bool IsTradingDay() {
|
|
MqlDateTime tm;
|
|
TimeToStruct(TimeCurrent(), tm);
|
|
int day = tm.day_of_week;
|
|
switch (day) {
|
|
case 1: return TradeMonday;
|
|
case 2: return TradeTuesday;
|
|
case 3: return TradeWednesday;
|
|
case 4: return TradeThursday;
|
|
case 5: return TradeFriday;
|
|
default: return false;
|
|
}
|
|
}
|
|
//----- DD Control -----
|
|
bool IsDDOk() {
|
|
double dd = (AccountInfoDouble(ACCOUNT_EQUITY) / AccountInfoDouble(ACCOUNT_BALANCE)) * 100.0;
|
|
return (dd > (100.0 - MaxDDControl));
|
|
}
|
|
//----- Swap Control -----
|
|
bool IsSwapOk(int type) {
|
|
double swap = SymbolInfoDouble(_Symbol, (type == (int)ORDER_TYPE_BUY ? SYMBOL_SWAP_LONG : SYMBOL_SWAP_SHORT));
|
|
if (NSwapControl && swap < 0) return false;
|
|
if (PSwapControl && swap <= 0) return false;
|
|
return true;
|
|
}
|
|
//----- Count Orders -----
|
|
int CountOrders(int dir) { // 1 buy, -1 sell
|
|
int count = 0;
|
|
for (int i = 0; i < PositionsTotal(); i++) {
|
|
ulong ticket = PositionGetTicket(i);
|
|
if (ticket > 0) {
|
|
if (PositionGetString(POSITION_SYMBOL) == _Symbol && PositionGetInteger(POSITION_MAGIC) == Magic &&
|
|
((dir == 1 && PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY) || (dir == -1 && PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL))) count++;
|
|
}
|
|
}
|
|
return count;
|
|
}
|
|
//----- Last Open Price -----
|
|
double GetLastOpenPrice(int dir) {
|
|
double price = 0;
|
|
datetime latest = 0;
|
|
for (int i = 0; i < PositionsTotal(); i++) {
|
|
ulong ticket = PositionGetTicket(i);
|
|
if (ticket > 0) {
|
|
if (PositionGetString(POSITION_SYMBOL) == _Symbol && PositionGetInteger(POSITION_MAGIC) == Magic &&
|
|
((dir == 1 && PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_BUY) || (dir == -1 && PositionGetInteger(POSITION_TYPE) == POSITION_TYPE_SELL))) {
|
|
datetime openTime = (datetime)PositionGetInteger(POSITION_TIME);
|
|
if (openTime > latest) {
|
|
latest = openTime;
|
|
price = PositionGetDouble(POSITION_PRICE_OPEN);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
return price;
|
|
}
|
|
//----- Grid Level -----
|
|
int GetGridLevel(int dir) {
|
|
return CountOrders(dir);
|
|
}
|
|
//----- Open Trade -----
|
|
bool OpenTrade(int type, double lotMultiplier = 1.0, double ask = 0, double bid = 0) {
|
|
double spread = (ask - bid) / _Point;
|
|
if (!IsSpreadOk(spread) || !IsTradingTime() || !IsTradingDay() || IsNewsTime() || !IsDDOk() || GetGridLevel(type == (int)ORDER_TYPE_BUY ? 1 : -1) >= MaxGridLevels || PositionsTotal() >= MaxOrderCount) return false;
|
|
if (!IsSwapOk(type)) return false;
|
|
double lot = CalcLot(lotMultiplier);
|
|
double price = (type == (int)ORDER_TYPE_BUY ? ask : bid);
|
|
double sl = 0, tp = 0;
|
|
double atrSL = ATRvalue * ATRSLMultiplier;
|
|
sl = NormalizeDouble((type == (int)ORDER_TYPE_BUY ? price - atrSL : price + atrSL), _Digits);
|
|
if (!UseATRSLL) sl = NormalizeDouble((type == (int)ORDER_TYPE_BUY ? price - BasicSL * _Point : price + BasicSL * _Point), _Digits);
|
|
tp = NormalizeDouble((type == (int)ORDER_TYPE_BUY ? price + TakeProfit * _Point : price - TakeProfit * _Point), _Digits);
|
|
MqlTradeRequest request = {};
|
|
MqlTradeResult result = {};
|
|
request.action = TRADE_ACTION_DEAL;
|
|
request.symbol = _Symbol;
|
|
request.volume = lot;
|
|
request.type = (ENUM_ORDER_TYPE)type;
|
|
request.price = price;
|
|
request.sl = sl;
|
|
request.tp = tp;
|
|
request.deviation = 3;
|
|
request.magic = Magic;
|
|
request.comment = TradeComment;
|
|
if (!OrderSend(request, result)) {
|
|
Print("OrderSend failed: ", result.retcode);
|
|
return false;
|
|
}
|
|
return true;
|
|
}
|
|
//----- Manage Trades (Optimized Breakeven & Step Trailing) -----
|
|
void ManageTrades(double bid = 0, double ask = 0) {
|
|
for (int i = PositionsTotal() - 1; i >= 0; i--) {
|
|
ulong ticket = PositionGetTicket(i);
|
|
if (ticket == 0) continue;
|
|
if (PositionGetString(POSITION_SYMBOL) != _Symbol || PositionGetInteger(POSITION_MAGIC) != Magic) continue;
|
|
ENUM_POSITION_TYPE type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
|
if (type != POSITION_TYPE_BUY && type != POSITION_TYPE_SELL) continue;
|
|
double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
|
|
double profitPips = (type == POSITION_TYPE_BUY ? (bid - openPrice) / _Point : (openPrice - ask) / _Point);
|
|
double currentSL = PositionGetDouble(POSITION_SL);
|
|
// Breakeven Logic
|
|
if (UseBreakeven && profitPips >= BreakevenStart) {
|
|
double beSL = NormalizeDouble(openPrice + (type == POSITION_TYPE_BUY ? BreakevenLock * _Point : -BreakevenLock * _Point), _Digits);
|
|
if ((type == POSITION_TYPE_BUY && (currentSL < beSL || currentSL == 0)) || (type == POSITION_TYPE_SELL && (currentSL > beSL || currentSL == 0))) {
|
|
MqlTradeRequest request = {};
|
|
MqlTradeResult result = {};
|
|
request.action = TRADE_ACTION_SLTP;
|
|
request.position = ticket;
|
|
request.sl = beSL;
|
|
request.tp = PositionGetDouble(POSITION_TP);
|
|
if (!OrderSend(request, result)) {
|
|
Print("Breakeven modify failed: ", result.retcode);
|
|
}
|
|
}
|
|
}
|
|
// Step Trailing Stop
|
|
if (UseTrailing && profitPips >= TrailStart) {
|
|
double trailOffset = TrailDistance * _Point;
|
|
double newSL = NormalizeDouble((type == POSITION_TYPE_BUY ? bid - trailOffset : ask + trailOffset), _Digits);
|
|
double slDiff = (type == POSITION_TYPE_BUY ? (newSL - currentSL) / _Point : (currentSL - newSL) / _Point);
|
|
if (slDiff >= TrailStep) {
|
|
MqlTradeRequest request = {};
|
|
MqlTradeResult result = {};
|
|
request.action = TRADE_ACTION_SLTP;
|
|
request.position = ticket;
|
|
request.sl = newSL;
|
|
request.tp = PositionGetDouble(POSITION_TP);
|
|
if (!OrderSend(request, result)) {
|
|
Print("Trailing modify failed: ", result.retcode);
|
|
}
|
|
}
|
|
}
|
|
// Multi-Stage Partial Close
|
|
if (TPLevels > 0 && profitPips >= TPInitLevel) {
|
|
double levelStep = (TakeProfit - TPInitLevel) / TPLevels;
|
|
for (int level = 1; level <= TPLevels; level++) {
|
|
double targetPips = TPInitLevel + level * levelStep;
|
|
if (profitPips >= targetPips && PositionGetDouble(POSITION_VOLUME) > 0) {
|
|
double closeLot = PositionGetDouble(POSITION_VOLUME) * (LotPercent / 100.0);
|
|
double minLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
|
|
if (closeLot < minLot) closeLot = PositionGetDouble(POSITION_VOLUME);
|
|
MqlTradeRequest request = {};
|
|
MqlTradeResult result = {};
|
|
request.action = TRADE_ACTION_DEAL;
|
|
request.position = ticket;
|
|
request.symbol = _Symbol;
|
|
request.volume = closeLot;
|
|
request.type = (type == POSITION_TYPE_BUY ? ORDER_TYPE_SELL : ORDER_TYPE_BUY);
|
|
request.price = (type == POSITION_TYPE_BUY ? bid : ask);
|
|
request.deviation = 3;
|
|
if (!OrderSend(request, result)) {
|
|
Print("Partial close failed: ", result.retcode);
|
|
}
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
//----- Draw Profit Line -----
|
|
void DrawProfitLine() {
|
|
if (DrawProfit && ProfitValue > 0) {
|
|
ObjectCreate(0, "ProfitLine", OBJ_HLINE, 0, 0, ProfitValue);
|
|
ObjectSetInteger(0, "ProfitLine", OBJPROP_COLOR, clrGreen);
|
|
}
|
|
}
|
|
//----- Show Info Panel -----
|
|
void ShowPanel() {
|
|
if (!ShowInfoPanel) return;
|
|
string info = "TOL LANGIT ETF - AI EA\n";
|
|
info += "Balance: " + DoubleToString(AccountInfoDouble(ACCOUNT_BALANCE), 2) + "\n";
|
|
info += "Equity: " + DoubleToString(AccountInfoDouble(ACCOUNT_EQUITY), 2) + "\n";
|
|
info += "Open Orders: " + IntegerToString(PositionsTotal()) + "\n";
|
|
info += "Trend: " + (trend == 1 ? "Up" : (trend == -1 ? "Down" : "Flat")) + "\n";
|
|
info += "Kalman State: " + DoubleToString(kalmanState, _Digits);
|
|
info += "\nGMT Offset: " + IntegerToString(GMTOffset);
|
|
Comment(info);
|
|
}
|
|
//----- Tick Speed Calculation -----
|
|
void UpdateTickSpeed() {
|
|
datetime now = TimeCurrent();
|
|
if (lastTickTime > 0) {
|
|
double timeDiff = (now - lastTickTime) * 1.0;
|
|
if (timeDiff > 0) tickSpeed = 1.0 / timeDiff; // Ticks per second approx
|
|
}
|
|
lastTickTime = now;
|
|
}
|
|
//================ MAIN LOOP ==========================
|
|
int OnInit() {
|
|
Print("TOL LANGIT ETF AI EA Initialized for Forex/Gold");
|
|
InitArrays();
|
|
kalmanState = ClosePrice(0); // Init Kalman
|
|
// Auto GMT
|
|
if (AutoGMT) {
|
|
FetchGMTOffset();
|
|
} else {
|
|
GMTOffset = ManualGMTOffset;
|
|
Print("Manual GMT Offset: ", GMTOffset);
|
|
}
|
|
// Initialize indicator handles
|
|
atr_short_handle = iATR(_Symbol, PERIOD_CURRENT, RangeHE);
|
|
atr_long_handle = iATR(_Symbol, PERIOD_CURRENT, RangeLE);
|
|
ema_short_handle = iMA(_Symbol, PERIOD_CURRENT, 14, 0, MODE_EMA, PRICE_CLOSE);
|
|
ema_long_handle = iMA(_Symbol, PERIOD_CURRENT, 50, 0, MODE_EMA, PRICE_CLOSE);
|
|
rsi_handle = iRSI(_Symbol, PERIOD_CURRENT, 14, PRICE_CLOSE);
|
|
macd_handle = iMACD(_Symbol, PERIOD_CURRENT, 12, 26, 9, PRICE_CLOSE);
|
|
bands_handle = iBands(_Symbol, PERIOD_CURRENT, 20, 2, 0, PRICE_CLOSE);
|
|
obv_handle = iOBV(_Symbol, PERIOD_CURRENT, VOLUME_TICK);
|
|
ema_h1_handle = iMA(_Symbol, PERIOD_H1, 50, 0, MODE_EMA, PRICE_CLOSE);
|
|
atr_h1_handle = iATR(_Symbol, PERIOD_H1, 14);
|
|
stoch_handle = iStochastic(_Symbol, PERIOD_CURRENT, 5, 3, 3, MODE_SMA, 0);
|
|
// Initialize neural network
|
|
dnn = new DeepNeuralNetwork(3, 4, 4, 2);
|
|
double weights[46] = {
|
|
0.1, -0.2, 0.3, 0.4, // iaWeights row1
|
|
-0.5, 0.6, -0.7, 0.8, // row2
|
|
0.9, -1.0, 1.1, -1.2, // row3
|
|
0.5, -0.5, 0.5, -0.5, // aBiases
|
|
1.0, 0.9, 0.8, 0.7, // abWeights row1
|
|
0.6, 0.5, 0.4, 0.3, // row2
|
|
0.2, 0.1, -0.1, -0.2, // row3
|
|
-0.3, -0.4, -0.5, -0.6, // row4
|
|
0.4, -0.4, 0.4, -0.4, // bBiases
|
|
1.2, -1.2, // boWeights row1
|
|
1.1, -1.1, // row2
|
|
1.0, -1.0, // row3
|
|
0.9, -0.9, // row4
|
|
0.3, -0.3 // oBiases
|
|
};
|
|
dnn.SetWeights(weights);
|
|
DrawProfitLine();
|
|
return(INIT_SUCCEEDED);
|
|
}
|
|
void OnDeinit(const int reason) {
|
|
delete dnn;
|
|
ObjectDelete(0, "ProfitLine");
|
|
Comment("");
|
|
}
|
|
void OnTick() {
|
|
MqlTick tick;
|
|
if (!SymbolInfoTick(_Symbol, tick)) return;
|
|
double ask = tick.ask;
|
|
double bid = tick.bid;
|
|
double spread = (ask - bid) / _Point;
|
|
UpdateTickSpeed(); // Tick analysis
|
|
if (tickSpeed < 0.1) return; // Skip if slow ticks (self-opt)
|
|
CalculateCombo1();
|
|
CalculateCombo2();
|
|
CalculateCombo3();
|
|
CalculateTrend();
|
|
ManageTrades(bid, ask);
|
|
ShowPanel();
|
|
if (!SingleSymbol) return;
|
|
bool buySignal = GetBuySignal();
|
|
bool sellSignal = GetSellSignal();
|
|
// Buy Grid/Martingale
|
|
if (buySignal) {
|
|
int gridLevel = GetGridLevel(1);
|
|
if (gridLevel < MaxGridLevels) {
|
|
double lastPrice = GetLastOpenPrice(1);
|
|
double dist = (lastPrice > 0 ? (lastPrice - bid) / _Point : 0);
|
|
if (gridLevel == 0 || dist >= RTDists[gridLevel - 1]) {
|
|
OpenTrade((int)ORDER_TYPE_BUY, RTMLots[gridLevel], ask, bid);
|
|
}
|
|
}
|
|
}
|
|
// Sell Grid/Martingale
|
|
if (sellSignal) {
|
|
int gridLevel = GetGridLevel(-1);
|
|
if (gridLevel < MaxGridLevels) {
|
|
double lastPrice = GetLastOpenPrice(-1);
|
|
double dist = (lastPrice > 0 ? (ask - lastPrice) / _Point : 0);
|
|
if (gridLevel == 0 || dist >= RTDists[gridLevel - 1]) {
|
|
OpenTrade((int)ORDER_TYPE_SELL, RTMLots[gridLevel], ask, bid);
|
|
}
|
|
}
|
|
}
|
|
} |