Initial commit: D-Basket EA v2.0 Pro

MQL5/Include/DBasket/DBasket_Defines.mqh

@@ -0,0 +1,149 @@
+//+------------------------------------------------------------------+
+//|                                              DBasket_Defines.mqh |
+//|                                   D-Basket Correlation Hedging EA |
+//|                             Constants, Enums, and Macros          |
+//+------------------------------------------------------------------+
+#property copyright "D-Basket EA"
+#property version   "1.00"
+#property strict
+
+#ifndef DBASKET_DEFINES_MQH
+#define DBASKET_DEFINES_MQH
+
+//+------------------------------------------------------------------+
+//| Symbol Configuration                                              |
+//+------------------------------------------------------------------+
+#define SYMBOL_AUDCAD     0
+#define SYMBOL_NZDCAD     1
+#define SYMBOL_AUDNZD     2
+#define NUM_SYMBOLS       3
+
+// Maximum lookback period for correlation calculation
+#define MAX_LOOKBACK_PERIOD   1000
+#define MIN_LOOKBACK_PERIOD   50
+
+// Cache update interval defaults (seconds)
+#define DEFAULT_CACHE_UPDATE_INTERVAL   30
+
+// Risk management defaults
+#define DEFAULT_MAX_DRAWDOWN_PERCENT    15.0
+#define DEFAULT_DAILY_LOSS_LIMIT        100.0
+#define DEFAULT_MIN_MARGIN_LEVEL        200.0
+#define DEFAULT_WARNING_MARGIN_LEVEL    500.0
+
+// Circuit breaker defaults
+#define CB_WARNING_DRAWDOWN_PERCENT     8.0
+#define CB_TRIP_DRAWDOWN_PERCENT        15.0
+#define CB_MAX_CONSECUTIVE_LOSSES       6
+
+// Position management
+#define MAX_OPEN_BASKETS                5
+#define DEFAULT_MAX_HOLDING_HOURS       24
+
+// Execution
+#define DEFAULT_SLIPPAGE_POINTS         10
+#define MAX_RETRY_ATTEMPTS              3
+#define RETRY_DELAY_MS                  500
+
+//+------------------------------------------------------------------+
+//| Enumerations                                                      |
+//+------------------------------------------------------------------+
+
+//--- Basket Signal Types
+enum ENUM_BASKET_SIGNAL
+{
+   SIGNAL_NONE = 0,           // No signal
+   SIGNAL_LONG_BASKET,        // Long basket (expect AUDNZD to rise)
+   SIGNAL_SHORT_BASKET,       // Short basket (expect AUDNZD to fall)
+   SIGNAL_EXIT                // Exit existing basket
+};
+
+//--- Basket State
+enum ENUM_BASKET_STATE
+{
+   BASKET_NONE = 0,           // No active basket
+   BASKET_ENTRY_PENDING,      // Entry signal detected, awaiting execution
+   BASKET_OPEN,               // Basket fully opened
+   BASKET_PARTIAL,            // Only some legs opened (error state)
+   BASKET_EXIT_PENDING,       // Exit signal detected, closing in progress
+   BASKET_CLOSED              // Basket closed, ready for next cycle
+};
+
+//--- Circuit Breaker States
+enum ENUM_CIRCUIT_BREAKER_STATE
+{
+   CB_NORMAL = 0,             // Trading allowed
+   CB_WARNING,                // Warning issued, reduced operations
+   CB_TRIPPED                 // Circuit breaker active, trading halted
+};
+
+//--- Logging Levels
+enum ENUM_LOG_LEVEL
+{
+   LOG_LEVEL_NONE = 0,        // No logging
+   LOG_LEVEL_ERROR,           // Critical errors only
+   LOG_LEVEL_WARNING,         // Errors and warnings
+   LOG_LEVEL_INFO,            // Normal operations
+   LOG_LEVEL_DEBUG            // Detailed debugging
+};
+
+//--- Position Sizing Modes
+enum ENUM_SIZING_MODE
+{
+   SIZING_FIXED = 0,          // Fixed lot size
+   SIZING_RISK_BASED          // Risk-based position sizing
+};
+
+//--- Exit Reasons
+enum ENUM_EXIT_REASON
+{
+   EXIT_NONE = 0,             // No exit reason
+   EXIT_MEAN_REVERSION,       // Z-score returned to exit threshold
+   EXIT_TAKE_PROFIT,          // Take profit target reached
+   EXIT_STOP_LOSS,            // Stop loss triggered
+   EXIT_MAX_TIME,             // Maximum holding time exceeded
+   EXIT_CORRELATION_BREAK,    // Correlation dropped below minimum
+   EXIT_RISK_LIMIT,           // Risk limit breached
+   EXIT_EMERGENCY,            // Emergency exit (margin, massive loss)
+   EXIT_MANUAL                // Manual close request
+};
+
+//+------------------------------------------------------------------+
+//| Helper Macros                                                     |
+//+------------------------------------------------------------------+
+
+// Get opposite order type
+#define OPPOSITE_ORDER_TYPE(type) ((type) == ORDER_TYPE_BUY ? ORDER_TYPE_SELL : ORDER_TYPE_BUY)
+
+// Check if value is valid (not NaN or INF)
+#define IS_VALID_DOUBLE(x) (!MathIsValidNumber(x) ? false : ((x) != EMPTY_VALUE))
+
+// Safe division to avoid divide by zero
+#define SAFE_DIVIDE(num, den) ((den) == 0 ? 0 : (num) / (den))
+
+// Convert pips to points (for 5-digit brokers)
+#define PIPS_TO_POINTS(pips, symbol) ((int)((pips) / SymbolInfoDouble(symbol, SYMBOL_POINT) * 10))
+
+// Clamp value within range
+#define CLAMP(val, minVal, maxVal) (MathMax((minVal), MathMin((maxVal), (val))))
+
+//+------------------------------------------------------------------+
+//| String Constants                                                  |
+//+------------------------------------------------------------------+
+#define EA_NAME           "D-Basket Correlation Hedging EA"
+#define EA_VERSION        "1.00"
+#define EA_COPYRIGHT      "2024"
+
+// Default symbol names (without suffix)
+#define DEFAULT_SYMBOL_AUDCAD   "AUDCAD"
+#define DEFAULT_SYMBOL_NZDCAD   "NZDCAD"
+#define DEFAULT_SYMBOL_AUDNZD   "AUDNZD"
+
+// Log file prefix
+#define LOG_FILE_PREFIX   "DBasket_"
+
+// Position comment prefix
+#define BASKET_COMMENT_PREFIX   "DBasket_"
+
+#endif // DBASKET_DEFINES_MQH
+//+------------------------------------------------------------------+