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Initial commit: D-Basket EA v2.0 Pro
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dinethlive
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# D-Basket EA - Quick Start Guide
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## Installation
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### 1. Copy Files to MT5
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Copy the entire `MQL5` folder structure to your MetaTrader 5 data directory:
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**Windows**: `C:\Users\[YourName]\AppData\Roaming\MetaQuotes\Terminal\[Instance]\MQL5\`
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**File Structure**:
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```
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MQL5/
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├── Experts/
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│ └── DBasketEA.mq5
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└── Include/
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└── DBasket/
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├── DBasket_Defines.mqh
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├── DBasket_Structures.mqh
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├── DBasket_Logger.mqh
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├── DBasket_CorrelationEngine.mqh
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├── DBasket_SignalEngine.mqh
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├── DBasket_TradeWrapper.mqh
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├── DBasket_PositionManager.mqh
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└── DBasket_RiskManager.mqh
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```
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### 2. Compile in MetaEditor
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1. Open MetaEditor (F4 in MT5)
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2. Navigate to `Experts/DBasketEA.mq5`
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3. Click Compile (F7)
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4. Verify: **0 errors, 0 warnings** ✅
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### 3. Attach to Chart
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1. Open AUDCAD chart (any timeframe, M15 or H1 recommended)
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2. Drag `DBasketEA` from Navigator onto chart
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3. Configure parameters (see below)
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4. Enable AutoTrading (Ctrl+E)
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---
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## Essential Parameters
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### Minimum Configuration
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```
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Symbol Suffix: [leave blank or enter broker suffix like ".m"]
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Entry Z-Score: 2.5
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Exit Z-Score: 0.5
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Min Correlation: 0.75
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Fixed Lot Size: 0.01
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Max Drawdown: 15.0
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Daily Loss Limit: 100.0
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```
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### Critical Settings
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> ⚠️ **MUST CONFIGURE**
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>
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> - **Symbol Suffix**: If your broker uses suffixes (e.g., AUDCAD.m), enter it here
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> - **Magic Number**: Change if running multiple EAs
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> - **Max Drawdown**: Set according to your risk tolerance
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---
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## Pre-Flight Checklist
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Before running the EA, verify:
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- [ ] ✅ **Hedging account** (not netting) - EA will fail on netting accounts
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- [ ] ✅ All 3 symbols available: AUDCAD, NZDCAD, AUDNZD
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- [ ] ✅ AutoTrading enabled in MT5 (Ctrl+E)
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- [ ] ✅ EA allowed to trade (Tools → Options → Expert Advisors)
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- [ ] ✅ Sufficient margin for 3 positions
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- [ ] ✅ Spreads reasonable (< 3 pips per symbol)
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---
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## First Backtest
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### Strategy Tester Setup
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1. **Symbol**: AUDCAD
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2. **Timeframe**: M15 or H1
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3. **Period**: 2023.01.01 - 2025.01.01 (1 year minimum)
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4. **Model**: Every tick based on real ticks
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5. **Deposit**: 10,000 (or your account size)
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6. **Leverage**: 1:100 (or your broker's leverage)
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### Expected Results
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- **Trade Count**: 50-200 baskets per year (depends on parameters)
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- **Win Rate**: Target > 65%
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- **Profit Factor**: Target > 1.3
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- **Max Drawdown**: Should stay below configured limit
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### Visual Mode
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Enable visual mode to see:
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- When baskets open/close
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- Z-score values in real-time
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- Circuit breaker status
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- Performance metrics on chart
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---
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## Understanding the Display
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The EA shows real-time metrics on the chart:
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```
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=== D-Basket EA Risk Monitor ===
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Status: NORMAL
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Net P/L: $125.50 (1.3%)
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Daily P/L: $45.20
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Drawdown: 3.2% (Max: 5.8%)
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Baskets: 12 | Win Rate: 75.0%
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Consecutive Losses: 0
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```
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### Status Indicators
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- **NORMAL**: Trading allowed, all systems operational
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- **WARNING**: Risk levels elevated, warnings logged
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- **HALTED**: Circuit breaker tripped, trading stopped
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---
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## Common Scenarios
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### Scenario 1: EA Opens a Basket
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**What happens**:
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1. Z-score exceeds entry threshold (e.g., -2.7)
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2. All 8 filters pass
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3. EA opens 3 positions simultaneously:
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- AUDNZD: BUY 0.01 lots
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- AUDCAD: SELL 0.01 lots
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- NZDCAD: BUY 0.01 lots
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**What to check**:
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- All 3 positions opened successfully
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- Magic number matches on all positions
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- Comment shows basket ID (e.g., "DBasket_1")
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### Scenario 2: EA Closes a Basket
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**What happens**:
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1. Z-score returns to exit threshold (e.g., -0.3)
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2. EA closes all 3 positions
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3. P&L is recorded and metrics updated
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**What to check**:
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- All 3 positions closed
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- Win/loss recorded correctly
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- Metrics updated on chart
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### Scenario 3: Circuit Breaker Trips
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**What happens**:
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1. Drawdown reaches 15% (or configured limit)
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2. EA status changes to "HALTED"
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3. No new baskets will open
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4. Existing basket may be closed (emergency exit)
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**What to do**:
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- Review what caused the drawdown
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- Check if parameters need adjustment
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- Manually reset circuit breaker if appropriate
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- Consider reducing risk parameters
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---
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## Troubleshooting
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### EA Not Opening Trades
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**Check**:
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1. Circuit breaker status (should be NORMAL)
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2. Current z-score (use visual mode to see)
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3. Correlation level (must be > min threshold)
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4. Spreads (must be < max threshold)
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5. Trading hours (must be within configured window)
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6. Logs for filter rejection reasons
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### Partial Basket Opened
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**What happened**:
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- One or two legs opened, but not all three
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- EA automatically rolled back (closed opened positions)
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**Check**:
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- Logs for error messages
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- Broker execution quality
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- Margin availability
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- Symbol tradability
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### High Drawdown
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**Actions**:
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1. Stop EA immediately
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2. Review recent trades
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3. Check if correlation broke down
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4. Consider more conservative parameters:
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- Increase entry z-score (e.g., 3.0)
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- Increase min correlation (e.g., 0.80)
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- Reduce lot size
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- Lower max drawdown limit
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---
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## Parameter Optimization
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### Optimization Ranges
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Use Strategy Tester's optimization feature:
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| Parameter | Min | Max | Step |
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|-----------|-----|-----|------|
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| Entry Z-Score | 2.0 | 3.5 | 0.25 |
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| Exit Z-Score | 0.3 | 1.0 | 0.1 |
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| Min Correlation | 0.70 | 0.85 | 0.05 |
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| Lookback Period | 150 | 350 | 50 |
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### Optimization Criterion
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The EA's `OnTester()` function returns a custom score:
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```
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score = (profit / drawdown) × profit_factor × win_rate
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```
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This prioritizes:
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- Risk-adjusted returns
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- Consistent profitability
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- High win rate
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---
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## Risk Management
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### Circuit Breaker Triggers
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| Condition | Warning | Trip |
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|-----------|---------|------|
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| Drawdown | 8% | 15% |
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| Daily Loss | - | $100 or 5% |
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| Margin Level | 500% | 200% |
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| Consecutive Losses | - | 6 |
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### Manual Intervention
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**When to intervene**:
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- Circuit breaker trips repeatedly
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- Win rate drops below 50%
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- Correlation between pairs breaks down
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- Broker execution quality degrades
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**How to intervene**:
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1. Stop EA
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2. Close any open baskets manually
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3. Review parameters
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4. Restart with adjusted settings
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---
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## Best Practices
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### 1. Start Small
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- Begin with minimum lot size (0.01)
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- Test on demo account for 1+ month
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- Gradually increase lot size after validation
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### 2. Monitor Daily
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- Check circuit breaker status
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- Review daily P&L
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- Verify correlation remains stable
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- Check for error logs
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### 3. Regular Optimization
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- Reoptimize parameters quarterly
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- Use walk-forward analysis
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- Compare live results to backtest
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### 4. Broker Selection
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- Choose broker with tight spreads
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- Ensure hedging is allowed
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- Verify fast execution (< 500ms)
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- Check commission structure
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---
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## Support
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### Log Files
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Enable file logging for detailed records:
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```
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Log Level: INFO (or DEBUG for troubleshooting)
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Log to File: true
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```
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Logs saved to: `MQL5/Files/DBasket_[date].log`
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### Documentation
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- **README.md** - User guide and installation
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- **TECHNICAL_DOCUMENTATION.md** - Architecture and diagrams
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- **DEVELOPMENT_SUMMARY.md** - Project overview
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### Common Questions
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**Q: Can I run this on a netting account?**
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A: No, hedging account is mandatory. The EA will fail initialization on netting accounts.
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**Q: How many trades per week?**
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A: Typically 2-10 signals per week at default parameters. Depends on market volatility.
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**Q: What's the minimum account size?**
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A: Recommended minimum $1,000 for 0.01 lot size with proper risk management.
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**Q: Can I run multiple instances?**
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A: Yes, but use different magic numbers for each instance.
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---
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## Next Steps
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1. ✅ Install and compile EA
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2. ⏳ Run backtest on 1 year of data
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3. ⏳ Optimize parameters
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4. ⏳ Deploy to demo account
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5. ⏳ Monitor for 1+ month
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6. ⏳ Consider live deployment
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---
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## 📄 License & Copyright
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**Copyright © 2025 Dineth Pramodya**
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**Website**: [www.dineth.lk](https://www.dineth.lk)
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**All rights reserved.**
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---
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*Last Updated: December 28, 2025*
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*Developed by: Dineth Pramodya*
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*For detailed technical information, see TECHNICAL_DOCUMENTATION.md*
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