mirror of https://github.com/RomySaputraSihananda/ares.git synced 2026-07-27 18:47:53 +00:00

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romysaputrasihananda e285ab3ee0 feat: Telegram notifications for all 6 SSE events + hourly PnL summary

- Handle position_opened/closed/modified and order_placed/cancelled/modified
- Unified SsePayload struct (Option fields) for both position and order events
- Hourly PnL summary task (send_pnl_summary every 3600s, skip first tick)
- Add sim binary for testing TG notification flow without MT5
- Export telegram + helpers via lib.rs for bin access
- Update README with Telegram setup and event table
- Update .env.example with Telegram comment block

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>

2026-06-11 01:52:53 +07:00

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Ares

M5 momentum FVG scalping bot for MetaTrader 5. Detects 3-candle impulse patterns that leave a Fair Value Gap, enters on limit orders back into the zone, and manages SL/TP automatically.

Strategy

Impulse detection — a candle whose body ≥ BODY_PCT_MIN of its range, closing in the top/bottom CLOSE_PCT_MIN fraction
FVG zone — the gap between the pre-impulse candle and the post-impulse candle must be ≥ MIN_FVG_PIPS
EMA filter — trade only in the direction of the EMA_PERIOD-bar trend
Entry — limit order at the FVG zone edge; expires after FVG_EXPIRY_CANDLES bars if unfilled
SL — at the structural extreme of the impulse candle ± SL_BUFFER
TP — MIN_RR × SL distance from entry

Requirements

Rust (stable, 2024 edition)
MT5 HTTP Bridge running and reachable at MT5_BASE_URL

Setup

cp .env.example .env
# edit .env — set MT5_BASE_URL and your preferred params

Usage

Backtest

cargo run --release

Runs a walk-forward simulation over the last BACKTEST_CANDLES M5 bars and prints a summary.

Live trading

LIVE=true cargo run --release

Polls MT5 every LIVE_POLL_SECS seconds. Places a pending limit order when a valid FVG is detected; cancels it when the setup expires. Uses magic number 19730 to identify its own orders and positions.

State for each symbol is persisted in .ares_state_{symbol}.json so the bot survives restarts without orphaning orders.

Telegram notifications

Set TELEGRAM_BOT_TOKEN and TELEGRAM_CHAT_ID to receive real-time trade updates. Each trade lifecycle is tracked as a single edited message:

Event	Message
Pending order placed	🟡 PENDING — entry / SL / TP / lot
Limit order filled	⚡ FILLED
Position SL/TP modified	🔄 MODIFIED
TP hit	✅ TP HIT — P&L + balance
SL hit	❌ SL HIT — P&L + balance
Order expired	⏱ EXPIRED
Order cancelled externally	🚫 CANCELLED

A 📊 PnL summary (today + all-time) is sent automatically every hour.

Multi-pair

SYMBOLS=XAUUSDm,USOILm cargo run --release

Backtest runs symbols sequentially; live mode runs one async task per symbol.

Configuration

Copy .env.example to .env and adjust. All fields are optional except MT5_BASE_URL and at least one of SYMBOL / SYMBOLS.

Variable	Default	Description
`MT5_BASE_URL`	—	MT5 bridge base URL (required)
`SYMBOL`	—	Single symbol, e.g. `XAUUSDm`
`SYMBOLS`	—	Comma-separated list, overrides `SYMBOL`
`TIMEFRAME`	`M5`	Candle timeframe
`RISK_PCT`	`0.01`	Fraction of balance to risk per trade
`BODY_PCT_MIN`	`0.5`	Minimum body/range ratio for impulse candle
`CLOSE_PCT_MIN`	`0.8`	Close must be in top/bottom this fraction of range
`FVG_EXPIRY_CANDLES`	`10`	Bars before an unfilled setup is cancelled
`MIN_FVG_PIPS`	`1`	Minimum FVG zone width in pips
`MIN_SL_PIPS`	`5`	Minimum SL distance in pips
`SL_BUFFER`	`0`	Extra buffer beyond impulse extreme for SL
`MIN_RR`	`1.5`	Minimum reward:risk ratio
`EMA_PERIOD`	`20`	EMA trend filter period (0 = disabled)
`COMMISSION_PER_LOT`	`7`	Round-trip commission in USD
`SLIPPAGE_POINTS`	`2`	SL slippage in MT5 points
`SPREAD_OVERRIDE`	`0`	Override spread (0 = use live spread)
`BACKTEST_BALANCE`	`600`	Starting balance for backtest
`BACKTEST_CANDLES`	`50000`	Number of M5 bars to fetch
`DATE_FROM`	—	Optional backtest start date `YYYY-MM-DD`
`DATE_TO`	—	Optional backtest end date `YYYY-MM-DD`
`TIMEOUT_CANDLES`	`0`	Force-close open trade after N bars (0 = disabled)
`LIVE`	`false`	Set to `true` to enable live mode
`LIVE_POLL_SECS`	`30`	Poll interval for live mode
`TELEGRAM_BOT_TOKEN`	—	Bot token from @BotFather (optional)
`TELEGRAM_CHAT_ID`	—	Target chat/group ID
`TELEGRAM_THREAD_ID`	—	Forum thread ID (optional)

Backtest results

XAUUSDm M5 · 50 000 bars · $600 start · 1% risk · EMA20 · $7/lot commission

Metric	Value
Trades	1 309
Win rate	50.9%
Profit factor	1.24
Return	+345%
Max drawdown	−$200

Results are in-sample. The dataset covers a period of elevated XAU volatility. Out-of-sample validation is recommended before live deployment.

Project layout

ares/
├── src/
│   ├── main.rs        # entry point, env parsing, mode dispatch
│   ├── backtest.rs    # walk-forward simulation engine
│   ├── live.rs        # live trading loop + SSE position listener
│   ├── detector.rs    # momentum FVG detection
│   ├── telegram.rs    # Telegram Bot API client
│   ├── helpers.rs     # shared math utilities
│   └── bin/
│       └── sim.rs     # Telegram notification simulator (no MT5 needed)
└── crates/
    ├── domain/        # shared types (Candle, Symbol, Timeframe, Side…)
    └── mt5-client/    # async HTTP client for the MT5 bridge

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