1204 lines
50 KiB
Plaintext
1204 lines
50 KiB
Plaintext
//+------------------------------------------------------------------+
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//| HedgeGuard_EA_v5_2.mq4 |
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//| Smart Hedge Bot for XAUUSD Grid/Averaging EA |
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//| |
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//| HYBRID TRIGGERS: |
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//| 1. Drawdown+Grid Count: DD >= X% AND >= N open trades |
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//| 2. Emergency Momentum: Spike >= P pts -- fires when grid has |
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//| >= 3 positions AND drawdown >= 50% of trigger threshold |
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//| 3. ATR Expansion: Strong trend confirmed (same guards as T2) |
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//| (Note: internally numbered as Trigger 3 — S3 group) |
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//| SAFETY: Will NOT hedge during blocked news/session hours |
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//| Will NOT place any order when market is closed |
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//| ORPHAN: Prioritises closing highest-lot orphan positions first |
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//| RECOVERY: Adopts ALL hedge positions from before EA restart |
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//| |
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//| v5.2 ORPHAN FIXES: |
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//| Bug 2 — Orphan block now runs while grid is active when hedges |
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//| are detached (hedgeIsOpen=false); previously the |
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//| tradeCount==0 gate blocked it entirely. |
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//| Bug 3 — Funding close (Phase A) promoted to a dedicated pre- |
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//| pass so it always targets bestProfitOrphanTicket, |
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//| not a random position found by the reverse main loop. |
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//| Bug 4 — Bank-pool assassination no longer requires tradeCount |
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//| ==0; detached orphans can be assassinated while the |
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//| grid is still active. |
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//| Bug 5 — realizedHedgePL anchor uses g_OrphanCycleStartTime |
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//| when hedges are detached + grid is active, preventing |
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//| oldestGridTime drift from understating the pool. |
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//| g_OrphanCycleStartTime is no longer reset while any |
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//| hedge positions exist regardless of grid state. |
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//| Bug 6 — CheckPartialOverlapClose skips same-direction hedge |
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//| positions in detached mode; prevents false pairing of |
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//| two losing same-side positions as an "overlap". |
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//| |
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//| v5.3 CRITICAL FIXES (2026.04.23): |
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//| Bug 7 — OVERLAP CLOSE: Now REFUSES to close any position with |
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//| a LOSS unless OnlyCloseInProfit=false. Previously the |
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//| code closed grid trades at losses if hedge was profit. |
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//| FIX: CheckPartialOverlapClose() now validates: |
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//| - BOTH hedge & grid losses must be acceptable (loss OK |
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//| only if hedge profit >= losing position's abs loss) |
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//| - OR both must be in profit (strict, no net calc) |
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//| - MinHedgeProfit applies to NET only when both profit |
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//| Bug 8 — OnlyCloseInProfit enforcement: Now checked at EVERY |
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//| close attempt in CheckPartialOverlapClose before |
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//| proceeding (early return if position in loss). |
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//| Bug 9 — Individual position close: Scaled profit check via |
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//| BaseLotForProfitTarget to avoid closing micro-lots at |
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//| tiny losses masked by profit requirements. |
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//+------------------------------------------------------------------+
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#property copyright "HedgeGuard EA v5.3"
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#property version "5.30"
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#property strict
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//+------------------------------------------------------------------+
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//| INPUT PARAMETERS |
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//+------------------------------------------------------------------+
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input string S0 = "=== Core Identity ===";
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input string TradeSymbol = ""; // Leave BLANK to auto-use chart symbol (safe with any broker suffix/case)
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input int HedgeMagicNumber = 88888;
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input int GridMagicNumber = 0; // 0 = watch all non-hedge trades
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input string TradeComment = "HedgeGuard";
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input int Slippage = 30;
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// Runtime resolved symbol — handles case differences & broker suffixes (XAUUSDm, xauusdm, XAUUSD., etc.)
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string g_Symbol = ""; // UPPERCASE — used only for comparisons
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string g_SymbolRaw = ""; // Original case — used for OrderSend, MarketInfo
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input string S1 = "=== Trigger 1: Drawdown + Grid Count (Both Required) ===";
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input bool UsePrimaryTrigger = true;
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input double HedgeTriggerPct = 0.1; // Fire if floating loss >= this % of balance
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input int MinGridTrades = 3; // AND grid has >= this many open trades
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input string S2 = "=== Trigger 2: Emergency Momentum (Independent) ===";
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input bool UseEmergencyMomentum = true;
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input int MomentumBars = 3; // Bars to measure momentum over
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input double MomentumPipsThresh = 150.0; // Fire immediately if price spikes > this many points against grid
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input double MomentumReentryStep = 50.0; // Min points distance for next momentum scalp on the same spike
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input int MomentumMinGridTrades = 1; // Minimum grid positions required before T2 can fire
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input string S3 = "=== Trigger 3: ATR Expansion (Strong Trend) ===";
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input bool UseATRTrigger = true;
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input int ATRPeriod = 14; // ATR period
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input double ATRMultiplier = 1.5; // Fire if current ATR > X * average ATR
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input int ATRAvgPeriod = 50; // Bars to average ATR over
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input int ATRMinGridTrades = 1; // Minimum grid positions required before T3 can fire
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input double ATRTriggerPct = 0.1; // T3: min drawdown % required before ATR expansion can fire (independent of T1)
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input string S5 = "=== News / Session Block (Safety Filter) — Disabled by default: apply blocking to the grid EA, not the hedge EA ===";
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input bool UseSessionFilter = false;
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input int BlockStartHour = 12; // Block hedge from this hour (server time)
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input int BlockEndHour = 14; // Block hedge until this hour (covers NY open/news)
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input bool BlockFriday = false; // Block hedging on Friday (illiquid close)
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input string S6 = "=== Hedge Lot & Exit ===";
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input double HedgeLotMultiplier = 2.0; // 2.0 = double hedge of net grid lots (for faster recovery)
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input double MaxHedgeLot = 0.1;
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input double MinHedgeLot = 0.01;
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input double HedgeExitPct = 2.0; // Close hedge when drawdown recovers to this %
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input bool OnlyCloseInProfit = true; // *** CRITICAL: Only close hedge if its net PNL is >= 0 ***
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input bool ForceCloseOnFlip = false; // True=Close immediately, False=Detach to allow new hedge
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input double MinHedgeProfit = 3.0; // Minimum net profit ($) for overlap or global closes
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input bool EnableOverlapClose = true; // Use profitable trades to close losing trades on the other side
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input bool EnableIndividualClose = false; // Allow closing individual active hedges early (steals overlap potential)
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input bool EnableOrphanIndividualClose = true; // Allow individual close for orphan/detached hedges in profit
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input double MinIndividualProfit = 2.0; // Minimum profit ($) required to close a hedge individually
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input double BaseLotForProfitTarget = 0.01; // Base lot size used for scaling MinIndividualProfit
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input string S7 = "=== Orphan Hedge Recovery ===";
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input bool EnableOrphanRecovery = true; // Enable recovery grid for orphaned hedges
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input double OrphanRecoveryStep = 2.0; // Distance in ATRs before opening recovery trade
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input double OrphanRecoveryMult = 1.5; // Lot multiplier for recovery trades
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input int MaxOrphanRecovery = 2; // Max recovery trades to add
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input double OrphanProfitTarget = 3.0; // Target profit ($) for orphan group closure
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input bool EnableMomentumFlip = true; // Open opposite hedge on momentum spike to recover orphan
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input double MomentumFlipMult = 2.0; // Lot multiplier for counter-hedge (double recommended)
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input string S8 = "=== Alerts & Control ===";
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input bool EnableAlerts = false;
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input bool EnablePushNotify = false; // Mobile push notifications
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input int ManualBlockSeconds = 60; // Block auto-logic after manual close (buttons)
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input string S9 = "=== Dashboard Position ===";
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input bool DashboardRightAligned = true; // true = dashboard on RIGHT side of chart (recommended)
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input int DashboardXOffset = 20; // Extra pixels to shift dashboard contents RIGHT (increase to move further right)
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//+------------------------------------------------------------------+
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//| GLOBALS |
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//+------------------------------------------------------------------+
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bool hedgeIsOpen = false;
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int hedgeTicket = -1;
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int atrHandle = -1;
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// Tracks which trigger opened the current hedge — shown on dashboard while hedge is active
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string g_LastTriggerSource = "";
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// Latch to prevent instant close if entered at low DD
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bool g_DDWasHigh = false;
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datetime g_OrphanCycleStartTime = 0;
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// Persistent banked-pool for orphan assassination.
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// Accumulates the REALISED P&L of each position closed via bank-pool assassination.
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// Unlike realizedHedgePL (recomputed each tick from history with a time-anchor that
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// can drift or reset when a grid trade re-opens), this counter is never wiped by
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// grid restarts, timestamp drift, or orphan-cycle transitions.
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// Reset only when ALL hedges are fully cleared (CloseAllOnSymbol / CloseHedge success).
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double g_BankedOrphanPool = 0.0;
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// Direction-flip confirmation
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int g_FlipConfirmTicks = 0;
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#define FLIP_CONFIRM_REQUIRED 10
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// Recovery close guard
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int g_TradesSeen = 0;
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#define RECOVERY_MIN_TRADES_SEEN 30
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// Dashboard
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#define DB_PREFIX "HG_"
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#define DB_X 15
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#define DB_Y 60
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#define DB_W 320
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#define DB_ROW_H 24
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#define DB_TITLE_H 30
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#define DB_FONT "Arial"
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#define DB_FS 9
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// Palette (unchanged)
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#define C_BG C'10,10,10'
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#define C_CELL C'25,25,25'
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#define C_BRD C'50,50,50'
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#define C_ACCENT C'0,102,204'
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#define C_TITLE C'255,255,255'
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#define C_LBL C'160,160,160'
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#define C_VAL C'255,255,255'
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#define C_GRN C'46,204,113'
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#define C_RED C'231,76,60'
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#define C_ORG C'230,126,34'
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#define C_YLW C'241,196,15'
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int g_DBCorner = CORNER_LEFT_LOWER;
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//+------------------------------------------------------------------+
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//| Dashboard positioning helpers |
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//+------------------------------------------------------------------+
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int GetPanelLeftX()
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{
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return DashboardRightAligned ? (DB_W + 15 + DashboardXOffset) : DB_X;
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}
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//+------------------------------------------------------------------+
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//| Rectangle helper |
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//+------------------------------------------------------------------+
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void _Rect(string n, int x, int y, int w, int h, color bg, color brd, int brdW=1)
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{
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if(ObjectFind(0, n) < 0) ObjectCreate(0, n, OBJ_RECTANGLE_LABEL, 0, 0, 0);
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ObjectSetInteger(0, n, OBJPROP_CORNER, g_DBCorner);
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ObjectSetInteger(0, n, OBJPROP_XDISTANCE, x);
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ObjectSetInteger(0, n, OBJPROP_YDISTANCE, y);
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ObjectSetInteger(0, n, OBJPROP_XSIZE, w);
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ObjectSetInteger(0, n, OBJPROP_YSIZE, h);
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ObjectSetInteger(0, n, OBJPROP_BGCOLOR, bg);
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ObjectSetInteger(0, n, OBJPROP_COLOR, brd);
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ObjectSetInteger(0, n, OBJPROP_WIDTH, brdW);
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ObjectSetInteger(0, n, OBJPROP_BORDER_TYPE, BORDER_FLAT);
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ObjectSetInteger(0, n, OBJPROP_BACK, false);
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ObjectSetInteger(0, n, OBJPROP_SELECTABLE, false);
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ObjectSetInteger(0, n, OBJPROP_HIDDEN, true);
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ObjectSetInteger(0, n, OBJPROP_ZORDER, 10);
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}
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//+------------------------------------------------------------------+
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//| Label helper |
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//+------------------------------------------------------------------+
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void _Lbl(string n, int x, int y, string txt, color clr,
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int fs=DB_FS, string fnt=DB_FONT, int anchor=ANCHOR_LEFT)
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{
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if(ObjectFind(0, n) < 0)
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{
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ObjectCreate(0, n, OBJ_LABEL, 0, 0, 0);
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ObjectSetInteger(0, n, OBJPROP_BACK, false);
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ObjectSetInteger(0, n, OBJPROP_SELECTABLE, false);
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ObjectSetInteger(0, n, OBJPROP_HIDDEN, true);
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ObjectSetInteger(0, n, OBJPROP_ZORDER, 20);
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}
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// Always update corner — ensures stale objects from a prior session/corner
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// setting are immediately corrected rather than retaining the old corner.
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ObjectSetInteger(0, n, OBJPROP_CORNER, g_DBCorner);
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ObjectSetInteger(0, n, OBJPROP_ANCHOR, anchor);
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ObjectSetInteger(0, n, OBJPROP_XDISTANCE, x);
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ObjectSetInteger(0, n, OBJPROP_YDISTANCE, y);
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ObjectSetInteger(0, n, OBJPROP_COLOR, clr);
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ObjectSetInteger(0, n, OBJPROP_FONTSIZE, fs);
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ObjectSetString (0, n, OBJPROP_FONT, fnt);
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ObjectSetString (0, n, OBJPROP_TEXT, txt);
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}
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//+------------------------------------------------------------------+
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//| Button helper |
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//+------------------------------------------------------------------+
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void _Btn(string n, int x, int y, int w, int h, string txt, color clr, color bg, int fs=9)
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{
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if(ObjectFind(0, n) < 0)
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{
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ObjectCreate(0, n, OBJ_BUTTON, 0, 0, 0);
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ObjectSetInteger(0, n, OBJPROP_SELECTABLE, false);
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ObjectSetInteger(0, n, OBJPROP_ZORDER, 30);
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}
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ObjectSetInteger(0, n, OBJPROP_CORNER, g_DBCorner);
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ObjectSetInteger(0, n, OBJPROP_XDISTANCE, x);
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ObjectSetInteger(0, n, OBJPROP_YDISTANCE, y);
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ObjectSetInteger(0, n, OBJPROP_XSIZE, w);
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ObjectSetInteger(0, n, OBJPROP_YSIZE, h);
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ObjectSetInteger(0, n, OBJPROP_COLOR, clr);
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ObjectSetInteger(0, n, OBJPROP_BGCOLOR, bg);
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ObjectSetInteger(0, n, OBJPROP_FONTSIZE, fs);
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ObjectSetString (0, n, OBJPROP_TEXT, txt);
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ObjectSetInteger(0, n, OBJPROP_STATE, false);
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}
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//+------------------------------------------------------------------+
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//| Row helper — fixed for right alignment |
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//+------------------------------------------------------------------+
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void _Row(string id, int y, int h, string lbl, string val, color vClr, color bClr=C_CELL)
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{
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int panelLeft = GetPanelLeftX();
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_Rect(DB_PREFIX+id+"_bg", panelLeft, y, DB_W, h, bClr, C_BRD, 1);
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int midY = y - h + 7;
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int labelX, valueX;
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if (DashboardRightAligned)
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{
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// CORNER_RIGHT_LOWER: X = distance from right edge. panelLeft=355 is the visual left edge.
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// To place text inside the panel, subtract from panelLeft.
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labelX = panelLeft - 10; // near visual left of panel
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valueX = panelLeft - 170; // ~halfway across panel toward the right
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}
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else
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{
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labelX = panelLeft + 10;
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valueX = panelLeft + 170;
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}
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_Lbl(DB_PREFIX+id+"_l", labelX, midY, lbl, C_LBL, 9, "Arial");
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_Lbl(DB_PREFIX+id+"_v", valueX, midY, val, vClr, 9, "Courier New");
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}
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//+------------------------------------------------------------------+
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//| Clean dashboard |
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//+------------------------------------------------------------------+
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void DBClean()
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{
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ObjectsDeleteAll(0, DB_PREFIX);
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ObjectsDeleteAll(0, "HG_DIA_");
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ObjectsDeleteAll(0, "HG_SIG_");
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}
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//+------------------------------------------------------------------+
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//| Profit probability (heuristic) |
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//+------------------------------------------------------------------+
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int GetProfitProbability(double hedgeLots)
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{
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if (hedgeLots <= 0) return 0;
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double entryPrice = 0;
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int hType = -1;
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for (int i = 0; i < OrdersTotal(); i++)
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{
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if (!OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) continue;
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if (OrderMagicNumber() != HedgeMagicNumber) continue;
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string _os = OrderSymbol(); StringToUpper(_os);
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if (_os != g_Symbol) continue;
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entryPrice = OrderOpenPrice();
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hType = OrderType();
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break;
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}
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if (entryPrice <= 0) return 0;
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double curPrice = (hType == OP_BUY) ? MarketInfo(g_SymbolRaw, MODE_BID) : MarketInfo(g_SymbolRaw, MODE_ASK);
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double pipsAway = MathAbs(curPrice - entryPrice) / MarketInfo(g_SymbolRaw, MODE_POINT) / 10.0;
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double atr = iATR(g_SymbolRaw, PERIOD_M5, 14, 0) / MarketInfo(g_SymbolRaw, MODE_POINT) / 10.0;
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double rsi = iRSI(g_SymbolRaw, PERIOD_M5, 14, PRICE_CLOSE, 0);
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int prob = 50;
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if (pipsAway < atr) prob += 20;
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else if (pipsAway > atr * 3) prob -= 30;
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if (hType == OP_SELL)
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{
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if (rsi > 70) prob += 20;
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if (rsi < 30) prob -= 20;
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}
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else
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{
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if (rsi < 30) prob += 20;
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if (rsi > 70) prob -= 20;
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}
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return (int)MathMax(5, MathMin(95, prob));
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}
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//+------------------------------------------------------------------+
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//| Draw dashboard — fully fixed right alignment |
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//+------------------------------------------------------------------+
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void DrawDashboard(
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double balance, double gridPL, double hedgePL, double realizedPL, double drawdownPct,
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string gridDirLabel, double netLots, int tradeCount,
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bool at1, bool at2, bool at3, bool blk,
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string hedgeStatus, bool hedgeActive, double coveragePct,
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int prob, string triggerSource,
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double orphanPool = 0.0, double orphanFloat = 0.0)
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{
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int rowsCount = 17;
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int panelH = DB_TITLE_H + (rowsCount * DB_ROW_H) + (DB_ROW_H * 2) + 40;
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int panelTop = DB_Y + panelH;
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int panelLeft = GetPanelLeftX();
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_Rect(DB_PREFIX+"PANEL", panelLeft, panelTop, DB_W, panelH, C_BG, C_BRD, 1);
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_Rect(DB_PREFIX+"TITLE_BG", panelLeft, panelTop, DB_W, DB_TITLE_H, C_ACCENT, C_ACCENT, 0);
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color dotClr = hedgeActive ? C_YLW : (blk ? C_ORG : C_GRN);
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int titleTxtX = DashboardRightAligned ? (panelLeft - 22) : (panelLeft + 22);
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// Dot sits just to the LEFT of the title text, inside the panel left edge.
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// Right-corner mode: X is distance from right edge; panelLeft is the visual left edge
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// of the panel. To place the dot left-of-text we use a slightly larger X (further from
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// right edge = further left visually). Text starts at panelLeft-22, dot sits at panelLeft-8
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// (which is 14px to the LEFT of the text anchor in screen space).
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int titleDotX = DashboardRightAligned ? (panelLeft - 8) : (panelLeft + 8);
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_Lbl(DB_PREFIX+"TITLE_DOT", titleDotX, panelTop - DB_TITLE_H + 9, "O", dotClr, 11, "Arial Bold");
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_Lbl(DB_PREFIX+"TITLE_TXT", titleTxtX, panelTop - DB_TITLE_H + 9, "HedgeGuard EA v5.3", C_TITLE, 10, "Arial Bold");
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int curY = panelTop - DB_TITLE_H - 1;
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double openPL = gridPL + hedgePL;
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double totalNetPL = openPL + realizedPL;
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_Row("r1", curY, DB_ROW_H, "Balance", StringFormat("$ %.2f", balance), C_VAL); curY -= DB_ROW_H;
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_Row("r2", curY, DB_ROW_H, "Grid P/L", StringFormat("$ %.2f", gridPL), (gridPL >= 0 ? C_GRN : C_RED)); curY -= DB_ROW_H;
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if (hedgeActive || hedgePL != 0)
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{
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_Row("r2a", curY, DB_ROW_H, "Hedge P/L", StringFormat("$ %.2f", hedgePL), (hedgePL >= 0 ? C_GRN : C_RED)); curY -= DB_ROW_H;
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}
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else
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{
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_Row("r2a", curY, DB_ROW_H, "Hedge P/L", "$ 0.00", C_VAL); curY -= DB_ROW_H;
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}
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_Row("r2b", curY, DB_ROW_H, "Open P/L", StringFormat("$ %.2f", openPL), (openPL >= 0 ? C_GRN : C_RED)); curY -= DB_ROW_H;
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_Row("r2c", curY, DB_ROW_H, "Banked P/L", StringFormat("$ %.2f", realizedPL), (realizedPL >= 0 ? C_GRN : C_RED)); curY -= DB_ROW_H;
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// Orphan Pool row — only shown when grid is flat and orphan hedges are open.
|
|
// Shows the combined assassination pool: closed profits (g_BankedOrphanPool)
|
|
// + floating profits of profitable open orphans. This is the actual ammunition
|
|
// the EA uses to decide whether it can absorb a losing orphan's loss.
|
|
// Banked P/L (realizedHedgePL from MT4 history) cannot show this because it
|
|
// uses a time-anchored history scan that misses the floating component entirely.
|
|
if (tradeCount == 0 && hedgeActive)
|
|
{
|
|
double combinedOrphanPool = orphanPool + orphanFloat;
|
|
color poolClr = (combinedOrphanPool >= OrphanProfitTarget) ? C_GRN : C_YLW;
|
|
// Line 1: label + combined total
|
|
_Row("r2e", curY, DB_ROW_H, "Orphan Pool",
|
|
StringFormat("$ %.2f", combinedOrphanPool),
|
|
poolClr);
|
|
curY -= DB_ROW_H;
|
|
// Line 2: B/F breakdown (no label, indented value)
|
|
_Row("r2e2", curY, DB_ROW_H, "",
|
|
StringFormat("B:%.2f F:%.2f", orphanPool, orphanFloat),
|
|
poolClr);
|
|
curY -= DB_ROW_H;
|
|
}
|
|
else
|
|
{
|
|
// Clear both rows when not in orphan mode so they don't ghost
|
|
_Row("r2e", curY, DB_ROW_H, "", "", C_BG); curY -= DB_ROW_H;
|
|
_Row("r2e2", curY, DB_ROW_H, "", "", C_BG); curY -= DB_ROW_H;
|
|
}
|
|
_Row("r2d", curY, DB_ROW_H, "Cycle Net P/L", StringFormat("$ %.2f", totalNetPL), (totalNetPL >= 0 ? C_GRN : C_RED)); curY -= DB_ROW_H;
|
|
_Row("r3", curY, DB_ROW_H, "Drawdown %", StringFormat("%.2f %%", drawdownPct), (drawdownPct >= HedgeTriggerPct ? C_RED : C_VAL)); curY -= DB_ROW_H;
|
|
_Row("r3b", curY, DB_ROW_H, "Exit Target", StringFormat("%.2f %% DD", HedgeExitPct), C_YLW); curY -= DB_ROW_H;
|
|
_Row("r4", curY, DB_ROW_H, "Grid Dir", StringFormat("%s (%d trades)", gridDirLabel, tradeCount), C_VAL); curY -= DB_ROW_H;
|
|
_Row("r5", curY, DB_ROW_H, "Exposure", StringFormat("%.2f Lots", netLots), C_VAL); curY -= DB_ROW_H;
|
|
_Row("r6", curY, DB_ROW_H, "Hedge Coverage", StringFormat("%.1f %%", coveragePct), (coveragePct >= 100 ? C_GRN : C_RED)); curY -= DB_ROW_H;
|
|
|
|
if (hedgeActive)
|
|
{
|
|
color pClr = (prob > 70 ? C_GRN : (prob > 40 ? C_YLW : C_RED));
|
|
_Row("r7", curY, DB_ROW_H, "Profit Prob.", StringFormat("%d %%", prob), pClr); curY -= DB_ROW_H;
|
|
}
|
|
|
|
int centerX = DashboardRightAligned ? (panelLeft - DB_W / 2) : (panelLeft + DB_W / 2);
|
|
|
|
_Rect(DB_PREFIX+"trig_hdr", panelLeft, curY, DB_W, DB_ROW_H, C'40,40,40', C_BRD, 1);
|
|
_Lbl(DB_PREFIX+"trig_lbl", centerX, curY - DB_ROW_H + 8, "SMART TRIGGERS", C_ACCENT, 8, "Arial Bold", ANCHOR_CENTER);
|
|
curY -= DB_ROW_H;
|
|
|
|
// Trigger statuses
|
|
// FIRED = trigger condition fully met right now (hedge should open)
|
|
// ACTIVE = this trigger was the one that opened the current hedge
|
|
// WAIT<N = blocked by minimum trade count guard (shows required count)
|
|
// WAIT DD = blocked by drawdown threshold guard
|
|
// OK = monitoring normally, no block
|
|
|
|
// T1: blocked by MinGridTrades count or DD?
|
|
string t1Status; color t1Clr;
|
|
if (at1) { t1Status = "FIRED"; t1Clr = C_RED; }
|
|
else if (UsePrimaryTrigger && tradeCount > 0 && tradeCount < MinGridTrades)
|
|
{ t1Status = StringFormat("WAIT<%d", MinGridTrades); t1Clr = C_ORG; }
|
|
else { t1Status = "OK"; t1Clr = C_GRN; }
|
|
|
|
// T2: trade count guard fires first (when MomentumMinGridTrades > 0), then DD guard
|
|
string t2Status; color t2Clr;
|
|
if (at2) { t2Status = "FIRED"; t2Clr = C_RED; }
|
|
else if (UseEmergencyMomentum && MomentumMinGridTrades > 0 && tradeCount < MomentumMinGridTrades)
|
|
{ t2Status = StringFormat("WAIT<%d", MomentumMinGridTrades); t2Clr = C_ORG; }
|
|
else if (UseEmergencyMomentum && MomentumMinGridTrades > 0 && drawdownPct < HedgeTriggerPct)
|
|
{ t2Status = "WAIT DD"; t2Clr = C_ORG; }
|
|
else { t2Status = "OK"; t2Clr = C_GRN; }
|
|
|
|
// T3: trade count guard fires first (when ATRMinGridTrades > 0), then DD guard
|
|
string t3Status; color t3Clr;
|
|
if (at3) { t3Status = "FIRED"; t3Clr = C_RED; }
|
|
else if (UseATRTrigger && ATRMinGridTrades > 0 && tradeCount < ATRMinGridTrades)
|
|
{ t3Status = StringFormat("WAIT<%d", ATRMinGridTrades); t3Clr = C_ORG; }
|
|
else if (UseATRTrigger && ATRMinGridTrades > 0 && drawdownPct < ATRTriggerPct)
|
|
{ t3Status = "WAIT DD"; t3Clr = C_ORG; }
|
|
else { t3Status = "OK"; t3Clr = C_GRN; }
|
|
|
|
if (hedgeActive && triggerSource != "")
|
|
{
|
|
if (StringFind(triggerSource, "T1:") >= 0) { t1Status = "ACTIVE"; t1Clr = C_ORG; }
|
|
else if (StringFind(triggerSource, "T2 EMERGENCY") >= 0) { t2Status = "ACTIVE"; t2Clr = C_ORG; }
|
|
else if (StringFind(triggerSource, "ATR expansion") >= 0) { t3Status = "ACTIVE"; t3Clr = C_ORG; }
|
|
}
|
|
|
|
_Row("t1", curY, DB_ROW_H, "T1: DD+Count", t1Status, t1Clr); curY -= DB_ROW_H;
|
|
_Row("t2", curY, DB_ROW_H, "T2: Emergency Mom", t2Status, t2Clr); curY -= DB_ROW_H;
|
|
_Row("t3", curY, DB_ROW_H, "T3: ATR Expansion", t3Status, t3Clr); curY -= DB_ROW_H;
|
|
_Row("t5", curY, DB_ROW_H, "Session Block", blk ? "YES" : "NO", blk ? C_ORG : C_GRN);
|
|
curY -= (DB_ROW_H + 5);
|
|
|
|
string statusTxt = hedgeActive ? (coveragePct < 90 ? "UNDER-HEDGED" : "HEDGING") : (blk ? "SYSTEM BLOCKED" : "MONITORING...");
|
|
color statusColor = hedgeActive ? (coveragePct < 90 ? C_RED : C_YLW) : (blk ? C_ORG : C_LBL);
|
|
|
|
// In CORNER_RIGHT_LOWER, X is distance from the RIGHT edge of the chart.
|
|
// panelLeft is already the correct anchor. Use it directly for all footer elements.
|
|
int footX = panelLeft;
|
|
_Rect(DB_PREFIX+"FOOT_BG", footX, curY, DB_W-10, DB_ROW_H+4, C_CELL, C_ACCENT, 1);
|
|
_Lbl(DB_PREFIX+"FOOT_TXT", centerX, curY - (DB_ROW_H+4) + 9, statusTxt, statusColor, 9, "Arial Bold", ANCHOR_CENTER);
|
|
curY -= (DB_ROW_H + 8);
|
|
|
|
int btnW = (DB_W - 15) / 2;
|
|
int btn1X = panelLeft;
|
|
int btn2X = DashboardRightAligned ? (btn1X - btnW - 5) : (panelLeft + btnW + 10);
|
|
|
|
_Btn(DB_PREFIX+"CLOSE_HEDGE", btn1X, curY, btnW, DB_ROW_H+6, "CLOSE HEDGE", C_TITLE, C_ORG, 8);
|
|
_Btn(DB_PREFIX+"CLOSE_ALL", btn2X, curY, btnW, DB_ROW_H+6, "CLOSE ALL", C_TITLE, C_RED, 8);
|
|
|
|
ChartRedraw();
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| ChartEvent |
|
|
//+------------------------------------------------------------------+
|
|
datetime g_NextAllowedOrderTime = 0;
|
|
datetime g_ManualCloseBlockTime = 0;
|
|
|
|
void OnChartEvent(const int id, const long &lparam, const double &dparam, const string &sparam)
|
|
{
|
|
if (id == CHARTEVENT_OBJECT_CLICK)
|
|
{
|
|
if (sparam == DB_PREFIX+"CLOSE_HEDGE")
|
|
{
|
|
Print("[HedgeGuard] Manual 'Close Hedge' requested.");
|
|
g_ManualCloseBlockTime = TimeCurrent() + ManualBlockSeconds;
|
|
CloseHedge("Manual button click");
|
|
ObjectSetInteger(0, DB_PREFIX+"CLOSE_HEDGE", OBJPROP_STATE, false);
|
|
}
|
|
else if (sparam == DB_PREFIX+"CLOSE_ALL")
|
|
{
|
|
Print("[HedgeGuard] Manual 'Close All' requested.");
|
|
g_ManualCloseBlockTime = TimeCurrent() + ManualBlockSeconds;
|
|
CloseAllOnSymbol("Manual button click");
|
|
ObjectSetInteger(0, DB_PREFIX+"CLOSE_ALL", OBJPROP_STATE, false);
|
|
}
|
|
ChartRedraw();
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Market open guard |
|
|
//| Returns true only when the broker is currently accepting orders |
|
|
//| for this symbol. Checks MODE_TRADEALLOWED (server-side flag) |
|
|
//| and the chart symbol's trade-allowed status. |
|
|
//+------------------------------------------------------------------+
|
|
bool IsMarketOpen()
|
|
{
|
|
// Use chart symbol as fallback if g_SymbolRaw has not been resolved yet
|
|
string checkSym = (g_SymbolRaw != "" && g_SymbolRaw != NULL) ? g_SymbolRaw : Symbol();
|
|
|
|
// Broker/server has suspended trading on this symbol
|
|
if ((int)MarketInfo(checkSym, MODE_TRADEALLOWED) == 0) return false;
|
|
|
|
// MT4 also exposes the global terminal trade-allowed flag
|
|
if (!IsTradeAllowed()) return false;
|
|
if (!IsConnected()) return false;
|
|
|
|
// Additional weekend guard: Saturday = 6, Sunday = 0
|
|
int dow = TimeDayOfWeek(TimeCurrent());
|
|
if (dow == 0 || dow == 6) return false;
|
|
|
|
return true;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Safe OrderSend wrapper |
|
|
//+------------------------------------------------------------------+
|
|
int SafeOrderSend(string symbol, int cmd, double volume, double price, int slippage, double stoploss, double takeprofit, string comment, int magic, datetime expiration, color arrow_color)
|
|
{
|
|
static bool s_marketClosedLogged = false;
|
|
|
|
// Never attempt an order when the market is closed
|
|
if (!IsMarketOpen())
|
|
{
|
|
if (!s_marketClosedLogged)
|
|
{
|
|
Print("[HedgeGuard] ⚠️ Market is closed — order skipped (", comment, ")");
|
|
s_marketClosedLogged = true;
|
|
}
|
|
return -1;
|
|
}
|
|
else
|
|
{
|
|
if (s_marketClosedLogged)
|
|
{
|
|
Print("[HedgeGuard] ✅ Market is now open — resuming operations.");
|
|
s_marketClosedLogged = false;
|
|
}
|
|
}
|
|
|
|
if (TimeCurrent() < g_NextAllowedOrderTime) return -1;
|
|
|
|
int ticket = OrderSend(symbol, cmd, volume, price, slippage, stoploss, takeprofit, comment, magic, expiration, arrow_color);
|
|
if (ticket < 0)
|
|
{
|
|
int err = GetLastError();
|
|
if (err == 134)
|
|
{
|
|
g_NextAllowedOrderTime = TimeCurrent() + 60;
|
|
Print(StringFormat("[HedgeGuard] ❌ ERROR 134 (Not enough money) for %.2f lots. Retrying in 60s...", volume));
|
|
}
|
|
else
|
|
{
|
|
g_NextAllowedOrderTime = TimeCurrent() + 5;
|
|
Print(StringFormat("[HedgeGuard] ❌ ERROR %d opening order. Retrying in 5s...", err));
|
|
}
|
|
}
|
|
else
|
|
{
|
|
// Apply a 3-second cooldown on successful order placement to prevent
|
|
// rapid double-firing before the terminal updates its internal order pool
|
|
g_NextAllowedOrderTime = TimeCurrent() + 3;
|
|
}
|
|
return ticket;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Normalize lot |
|
|
//+------------------------------------------------------------------+
|
|
double NormalizeLot(double lot)
|
|
{
|
|
double lstep = MarketInfo(g_SymbolRaw, MODE_LOTSTEP);
|
|
double lmin = MarketInfo(g_SymbolRaw, MODE_MINLOT);
|
|
double lmax = MarketInfo(g_SymbolRaw, MODE_MAXLOT);
|
|
lot = MathFloor(lot / lstep) * lstep;
|
|
lot = MathMax(lot, lmin);
|
|
lot = MathMin(lot, lmax);
|
|
lot = MathMin(lot, MaxHedgeLot);
|
|
lot = MathMax(lot, MinHedgeLot);
|
|
return NormalizeDouble(lot, 2);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Scan grid positions |
|
|
//+------------------------------------------------------------------+
|
|
void ScanGridPositions(double &netLots, double &floatingPL,
|
|
int &direction, int &tradeCount, datetime &oldestTime)
|
|
{
|
|
double buyLots = 0, sellLots = 0;
|
|
floatingPL = 0;
|
|
tradeCount = 0;
|
|
oldestTime = 0;
|
|
|
|
string filterSym = "";
|
|
if (TradeSymbol != "" && TradeSymbol != NULL)
|
|
{
|
|
filterSym = TradeSymbol;
|
|
StringToUpper(filterSym);
|
|
}
|
|
|
|
if (filterSym == "")
|
|
{
|
|
string topSym = "";
|
|
int maxC = 0;
|
|
|
|
string sNames[50];
|
|
int sCounts[50];
|
|
ArrayInitialize(sCounts, 0);
|
|
for(int i=0; i<50; i++) sNames[i]="";
|
|
int sTotal = 0;
|
|
|
|
for (int i = 0; i < OrdersTotal(); i++)
|
|
{
|
|
if (!OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) continue;
|
|
if (OrderMagicNumber() == HedgeMagicNumber) continue;
|
|
if (GridMagicNumber != 0 && OrderMagicNumber() != GridMagicNumber) continue;
|
|
|
|
string s = OrderSymbol(); StringToUpper(s);
|
|
bool found = false;
|
|
for (int j = 0; j < sTotal; j++)
|
|
if (sNames[j] == s) { sCounts[j]++; found = true; break; }
|
|
|
|
if (!found && sTotal < 50)
|
|
{
|
|
sNames[sTotal] = s; sCounts[sTotal] = 1; sTotal++;
|
|
}
|
|
}
|
|
|
|
for (int k = 0; k < sTotal; k++)
|
|
if (sCounts[k] > maxC) { maxC = sCounts[k]; topSym = sNames[k]; }
|
|
|
|
if (topSym != "") filterSym = topSym;
|
|
else filterSym = g_Symbol;
|
|
}
|
|
|
|
if (filterSym != "" && filterSym != g_Symbol)
|
|
{
|
|
g_Symbol = filterSym;
|
|
g_SymbolRaw = Symbol();
|
|
for (int i = 0; i < OrdersTotal(); i++)
|
|
{
|
|
if (!OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) continue;
|
|
string _raw = OrderSymbol(); string _up = _raw; StringToUpper(_up);
|
|
if (_up == g_Symbol) { g_SymbolRaw = _raw; break; }
|
|
}
|
|
Print("[HedgeGuard] Monitoring symbol: ", g_SymbolRaw);
|
|
}
|
|
|
|
for (int i = 0; i < OrdersTotal(); i++)
|
|
{
|
|
if (!OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) continue;
|
|
if (OrderMagicNumber() == HedgeMagicNumber) continue;
|
|
if (GridMagicNumber != 0 && OrderMagicNumber() != GridMagicNumber) continue;
|
|
|
|
string _oSym = OrderSymbol(); StringToUpper(_oSym);
|
|
if (_oSym != g_Symbol) continue;
|
|
|
|
floatingPL += OrderProfit() + OrderSwap() + OrderCommission();
|
|
tradeCount++;
|
|
|
|
if (OrderType() == OP_BUY) buyLots += OrderLots();
|
|
if (OrderType() == OP_SELL) sellLots += OrderLots();
|
|
|
|
if (oldestTime == 0 || OrderOpenTime() < oldestTime)
|
|
oldestTime = OrderOpenTime();
|
|
}
|
|
|
|
if (buyLots >= sellLots) { netLots = buyLots - sellLots; direction = OP_BUY; }
|
|
else { netLots = sellLots - buyLots; direction = OP_SELL; }
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Trigger 1: DD + Count |
|
|
//+------------------------------------------------------------------+
|
|
// gridDrawdownPct = MathAbs(floatingPL [grid-only]) / balance * 100.0
|
|
// This is intentionally grid-only (no hedge P/L) so T1 fires on raw
|
|
// grid stress, independent of whether a hedge is offsetting losses.
|
|
// Bug fix: previously recomputed pct internally from floatingPL, which
|
|
// could include swap/commission on brand-new positions and fire at near-
|
|
// zero real DD. Now the caller computes and passes gridDrawdownPct so
|
|
// the same value drives both T1 and the dashboard display.
|
|
bool CheckPrimaryTrigger(double floatingPL, double balance, int tradeCount, int gridDirection, string &reason, double gridDrawdownPct = -1.0)
|
|
{
|
|
if (!UsePrimaryTrigger || balance <= 0) return false;
|
|
|
|
// Use pre-computed gridDrawdownPct when provided; fall back to
|
|
// internal calculation (backwards-compatible default = -1.0).
|
|
double pct;
|
|
if (gridDrawdownPct >= 0.0)
|
|
pct = gridDrawdownPct;
|
|
else
|
|
{
|
|
// Fallback: only treat as loss when floatingPL is genuinely negative
|
|
// (not just commission-bleed). Require at least MinHedgeLot worth of
|
|
// real loss before computing pct.
|
|
if (floatingPL >= 0) return false;
|
|
pct = MathAbs(floatingPL) / balance * 100.0;
|
|
}
|
|
|
|
if (pct < HedgeTriggerPct) return false;
|
|
if (tradeCount < MinGridTrades) return false;
|
|
|
|
reason = StringFormat("T1: DD=%.2f%% >= %.1f%% | Grid=%d >= %d trades",
|
|
pct, HedgeTriggerPct, tradeCount, MinGridTrades);
|
|
return true;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Trigger 2: Emergency Momentum |
|
|
//+------------------------------------------------------------------+
|
|
bool CheckEmergencyMomentum(int gridDirection, string &reason, int tradeCount = 0, double drawdownPct = 0.0)
|
|
{
|
|
if (!UseEmergencyMomentum) return false;
|
|
if (Bars < MomentumBars + 2) return false;
|
|
|
|
if (MomentumMinGridTrades > 0)
|
|
{
|
|
// Require minimum active grid positions
|
|
if (tradeCount < MomentumMinGridTrades) return false;
|
|
|
|
// Require a meaningful drawdown (using global HedgeTriggerPct) so we don't
|
|
// fire the momentum trigger on a healthy grid with no real stress
|
|
if (drawdownPct < HedgeTriggerPct) return false;
|
|
}
|
|
|
|
double priceNow = Close[1];
|
|
double priceBack = Close[MomentumBars + 1];
|
|
double move = MathAbs(priceNow - priceBack) / Point;
|
|
|
|
if (move >= MomentumPipsThresh)
|
|
{
|
|
bool movingDown = (priceNow < priceBack);
|
|
bool gridIsLong = (gridDirection == OP_BUY);
|
|
|
|
if ((gridIsLong && movingDown) || (!gridIsLong && !movingDown))
|
|
{
|
|
reason = StringFormat("T2 EMERGENCY: Spike=%.1f pts >= %.0f pts against grid in %d bars | Grid=%d >= %d positions | DD=%.2f%%",
|
|
move, MomentumPipsThresh, MomentumBars, tradeCount, MomentumMinGridTrades, drawdownPct);
|
|
return true;
|
|
}
|
|
}
|
|
return false;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Orphan momentum trigger |
|
|
//+------------------------------------------------------------------+
|
|
double g_LastMomScalpPrice = 0;
|
|
datetime g_LastMomScalpBar = 0;
|
|
|
|
bool CheckMomentumTrigger(int hedgeDirection, bool &isSpikingAgainst, string &reason)
|
|
{
|
|
if (Bars < MomentumBars + 2) return false;
|
|
|
|
double priceNow = Close[1];
|
|
double priceBack = Close[MomentumBars + 1];
|
|
double move = MathAbs(priceNow - priceBack) / Point;
|
|
|
|
if (move < MomentumPipsThresh) return false;
|
|
|
|
if (Time[1] != g_LastMomScalpBar)
|
|
{
|
|
g_LastMomScalpPrice = 0;
|
|
g_LastMomScalpBar = Time[1];
|
|
}
|
|
|
|
if (g_LastMomScalpPrice != 0 &&
|
|
MathAbs(priceNow - g_LastMomScalpPrice) / Point < MomentumReentryStep)
|
|
return false;
|
|
|
|
bool movingDown = (priceNow < priceBack);
|
|
bool hedgeIsLong = (hedgeDirection == OP_BUY);
|
|
|
|
isSpikingAgainst = ((hedgeIsLong && movingDown) || (!hedgeIsLong && !movingDown));
|
|
|
|
string dirStr = isSpikingAgainst ? "against" : "in favor of";
|
|
reason = StringFormat("Orphan Mom=%.1f pts %s hedge in %d bars", move, dirStr, MomentumBars);
|
|
return true;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Trigger 3: ATR Expansion |
|
|
//+------------------------------------------------------------------+
|
|
bool CheckATRTrigger(string &reason, int gridDirection = -1, int tradeCount = 0, double drawdownPct = 0.0)
|
|
{
|
|
if (!UseATRTrigger) return false;
|
|
if (Bars < ATRAvgPeriod + ATRPeriod + 5) return false;
|
|
|
|
if (ATRMinGridTrades > 0)
|
|
{
|
|
// Require minimum active grid positions
|
|
if (tradeCount < ATRMinGridTrades) return false;
|
|
|
|
// Bug fix: was using HedgeTriggerPct (T1's threshold), causing T3 to always
|
|
// co-fire with T1. Now uses its own ATRTriggerPct so T3 can be tuned
|
|
// independently (e.g. set lower to act as an earlier warning, or higher
|
|
// to ensure T3 only fires under severe stress).
|
|
if (drawdownPct < ATRTriggerPct) return false;
|
|
}
|
|
|
|
// Optimized: cache ATR values once
|
|
double atrBuffer[];
|
|
ArrayResize(atrBuffer, ATRAvgPeriod + 2);
|
|
for (int i = 1; i <= ATRAvgPeriod + 1; i++)
|
|
atrBuffer[i] = iATR(g_SymbolRaw, 0, ATRPeriod, i);
|
|
|
|
double currentATR = atrBuffer[1];
|
|
|
|
double sumATR = 0;
|
|
for (int i = 2; i <= ATRAvgPeriod + 1; i++)
|
|
sumATR += atrBuffer[i];
|
|
double avgATR = sumATR / ATRAvgPeriod;
|
|
|
|
if (avgATR <= 0) return false;
|
|
|
|
double ratio = currentATR / avgATR;
|
|
if (ratio >= ATRMultiplier)
|
|
{
|
|
if (gridDirection == OP_BUY || gridDirection == OP_SELL)
|
|
{
|
|
// Bug fix: was using MomentumBars (a T2-specific 3-bar lookback) for the
|
|
// directional check, causing T3 to fire on brief 3-bar counter-moves even
|
|
// when the ATR expansion was driven by a longer-term trend. Now uses
|
|
// ATRAvgPeriod as the lookback so the direction check is consistent with
|
|
// the window over which ATR expansion is measured.
|
|
int dirLookback = MathMin(ATRAvgPeriod, Bars - 2);
|
|
bool movingDown = (Close[1] < Close[dirLookback + 1]);
|
|
bool gridIsLong = (gridDirection == OP_BUY);
|
|
if ((gridIsLong && !movingDown) || (!gridIsLong && movingDown))
|
|
return false;
|
|
}
|
|
reason = StringFormat("ATR expansion: %.5f = %.2fx avg (threshold %.1fx) against grid | Grid=%d >= %d positions | DD=%.2f%%",
|
|
currentATR, ratio, ATRMultiplier, tradeCount, ATRMinGridTrades, drawdownPct);
|
|
return true;
|
|
}
|
|
return false;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Session filter |
|
|
//+------------------------------------------------------------------+
|
|
bool IsSessionBlocked(string &reason)
|
|
{
|
|
if (!UseSessionFilter) return false;
|
|
|
|
datetime now = TimeCurrent();
|
|
int hour = TimeHour(now);
|
|
int dayOfWeek = TimeDayOfWeek(now);
|
|
|
|
if (BlockFriday && dayOfWeek == 5)
|
|
{
|
|
reason = "Friday session block";
|
|
return true;
|
|
}
|
|
|
|
if (BlockStartHour < BlockEndHour)
|
|
{
|
|
if (hour >= BlockStartHour && hour < BlockEndHour)
|
|
{
|
|
reason = StringFormat("Session block: %02d:00 - %02d:00", BlockStartHour, BlockEndHour);
|
|
return true;
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if (hour >= BlockStartHour || hour < BlockEndHour)
|
|
{
|
|
reason = StringFormat("Session block: %02d:00 - %02d:00", BlockStartHour, BlockEndHour);
|
|
return true;
|
|
}
|
|
}
|
|
return false;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Hedge profit helpers |
|
|
//+------------------------------------------------------------------+
|
|
double GetHedgeProfit()
|
|
{
|
|
double totalProfit = 0;
|
|
for (int i = 0; i < OrdersTotal(); i++)
|
|
{
|
|
if (!OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) continue;
|
|
if (OrderMagicNumber() != HedgeMagicNumber) continue;
|
|
string _os = OrderSymbol(); StringToUpper(_os);
|
|
if (_os != g_Symbol) continue;
|
|
totalProfit += OrderProfit() + OrderSwap() + OrderCommission();
|
|
}
|
|
return totalProfit;
|
|
}
|
|
|
|
double GetTotalHedgeLots()
|
|
{
|
|
double totalLots = 0;
|
|
for (int i = 0; i < OrdersTotal(); i++)
|
|
{
|
|
if (!OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) continue;
|
|
if (OrderMagicNumber() != HedgeMagicNumber) continue;
|
|
string _os = OrderSymbol(); StringToUpper(_os);
|
|
if (_os != g_Symbol) continue;
|
|
totalLots += OrderLots();
|
|
}
|
|
return totalLots;
|
|
}
|
|
|
|
int GetTotalHedgeCount()
|
|
{
|
|
int totalCount = 0;
|
|
for (int i = 0; i < OrdersTotal(); i++)
|
|
{
|
|
if (!OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) continue;
|
|
if (OrderMagicNumber() != HedgeMagicNumber) continue;
|
|
string _os = OrderSymbol(); StringToUpper(_os);
|
|
if (_os != g_Symbol) continue;
|
|
totalCount++;
|
|
}
|
|
return totalCount;
|
|
}
|
|
|
|
double GetRealizedHedgeProfit(datetime sinceTime)
|
|
{
|
|
if (sinceTime == 0) return 0;
|
|
double realized = 0;
|
|
int total = OrdersHistoryTotal();
|
|
for (int i = 0; i < total; i++)
|
|
{
|
|
if (!OrderSelect(i, SELECT_BY_POS, MODE_HISTORY)) continue;
|
|
if (OrderMagicNumber() != HedgeMagicNumber) continue;
|
|
string _os = OrderSymbol(); StringToUpper(_os);
|
|
if (_os != g_Symbol) continue;
|
|
if (OrderCloseTime() >= sinceTime)
|
|
realized += OrderProfit() + OrderSwap() + OrderCommission();
|
|
}
|
|
return realized;
|
|
}
|
|
|
|
double GetRealizedProfitSince(datetime sinceTime)
|
|
{
|
|
if (sinceTime == 0) return 0;
|
|
double realized = 0;
|
|
int total = OrdersHistoryTotal();
|
|
for (int i = 0; i < total; i++)
|
|
{
|
|
if (!OrderSelect(i, SELECT_BY_POS, MODE_HISTORY)) continue;
|
|
if (OrderMagicNumber() != HedgeMagicNumber) continue;
|
|
string _os = OrderSymbol(); StringToUpper(_os);
|
|
if (_os != g_Symbol) continue;
|
|
if (OrderCloseTime() >= sinceTime)
|
|
realized += OrderProfit() + OrderSwap() + OrderCommission();
|
|
}
|
|
return realized;
|
|
}
|
|
|
|
// Returns realized profit ONLY from orphan scalp children (Recovery/Flip/Boost trades)
|
|
// closed since sinceTime. Does NOT include profits from other peer orphan positions
|
|
// that were closed separately — those are already gone from the account and must not
|
|
// inflate the assassination pool.
|
|
double GetRealizedOrphanScalpProfit(datetime sinceTime)
|
|
{
|
|
if (sinceTime == 0) return 0;
|
|
double realized = 0;
|
|
int total = OrdersHistoryTotal();
|
|
for (int i = 0; i < total; i++)
|
|
{
|
|
if (!OrderSelect(i, SELECT_BY_POS, MODE_HISTORY)) continue;
|
|
if (OrderMagicNumber() != HedgeMagicNumber) continue;
|
|
string _os = OrderSymbol(); StringToUpper(_os);
|
|
if (_os != g_Symbol) continue;
|
|
if (OrderCloseTime() < sinceTime) continue;
|
|
string cmt = OrderComment();
|
|
// CRITICAL v5.3 FIX: Only count scalp trades (Recovery/Flip/Boost), not other hedge types
|
|
if (StringFind(cmt, "Recovery") < 0 && StringFind(cmt, "Flip") < 0 && StringFind(cmt, "Boost") < 0)
|
|
continue;
|
|
realized += OrderProfit() + OrderSwap() + OrderCommission();
|
|
}
|
|
return realized;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| CHECK PARTIAL OVERLAP CLOSE - CRITICAL FIX FOR BUG #7 & #8 |
|
|
//+------------------------------------------------------------------+
|
|
// FIXED LOGIC (v5.3):
|
|
// - Does NOT close any position at a loss when OnlyCloseInProfit=true
|
|
// - Does NOT use net calculation to override individual position protection
|
|
// - Requires BOTH hedge and grid to have acceptable outcomes
|
|
// - MinHedgeProfit applies only to the combined NET profit when both in profit
|
|
bool CheckPartialOverlapClose(int &hedgeTicket, int &gridTicket, double &netClosePL, string &reason)
|
|
{
|
|
hedgeTicket = -1;
|
|
gridTicket = -1;
|
|
netClosePL = 0;
|
|
reason = "";
|
|
|
|
if (!EnableOverlapClose || !hedgeIsOpen) return false;
|
|
|
|
double hedgePL = 0, bestGridPL = 0;
|
|
int bestGridTicket = -1;
|
|
double bestGridLots = 0;
|
|
int bestGridType = -1;
|
|
|
|
// Find best hedge position
|
|
int hTicket = -1;
|
|
for (int i = 0; i < OrdersTotal(); i++)
|
|
{
|
|
if (!OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) continue;
|
|
if (OrderMagicNumber() != HedgeMagicNumber) continue;
|
|
string _os = OrderSymbol(); StringToUpper(_os);
|
|
if (_os != g_Symbol) continue;
|
|
|
|
hTicket = OrderTicket();
|
|
hedgePL = OrderProfit() + OrderSwap() + OrderCommission();
|
|
break;
|
|
}
|
|
|
|
if (hTicket <= 0) return false;
|
|
|
|
// CRITICAL FIX v5.3: If hedge itself is losing, refuse to close anything
|
|
if (OnlyCloseInProfit && hedgePL < 0)
|
|
{
|
|
reason = StringFormat("[Overlap BLOCKED] Hedge #%d in LOSS: $%.2f (OnlyCloseInProfit=true)", hTicket, hedgePL);
|
|
return false;
|
|
}
|
|
|
|
// Scan grid for matching opposite-side position
|
|
for (int i = 0; i < OrdersTotal(); i++)
|
|
{
|
|
if (!OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) continue;
|
|
if (OrderMagicNumber() == HedgeMagicNumber) continue;
|
|
if (GridMagicNumber != 0 && OrderMagicNumber() != GridMagicNumber) continue;
|
|
|
|
string _oSym = OrderSymbol(); StringToUpper(_oSym);
|
|
if (_oSym != g_Symbol) continue;
|
|
|
|
int gType = OrderType();
|
|
int hType = -1;
|
|
for (int j = 0; j < OrdersTotal(); j++)
|
|
{
|
|
if (!OrderSelect(j, SELECT_BY_POS, MODE_TRADES)) continue;
|
|
if (OrderTicket() != hTicket) continue;
|
|
hType = OrderType();
|
|
break;
|
|
}
|
|
|
|
// CRITICAL FIX v5.3: Skip same-direction grid positions (no true overlap)
|
|
if (hType == gType)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
double gPL = OrderProfit() + OrderSwap() + OrderCommission();
|
|
|
|
// CRITICAL FIX v5.3: Check OnlyCloseInProfit BEFORE considering this grid trade
|
|
if (OnlyCloseInProfit && gPL < 0)
|
|
{
|
|
// Grid position is in loss. Refuse to close it unless hedge profit covers it completely.
|
|
// Requires: hedge_profit >= abs(grid_loss) AND (hedge_profit - abs(grid_loss)) >= MinHedgeProfit
|
|
double absGridLoss = MathAbs(gPL);
|
|
if (hedgePL >= absGridLoss)
|
|
{
|
|
double netProfit = hedgePL + gPL; // net is positive when hedge covers grid
|
|
if (netProfit >= MinHedgeProfit)
|
|
{
|
|
// This grid trade CAN be closed as part of overlap
|
|
if (bestGridTicket < 0 || OrderLots() > bestGridLots)
|
|
{
|
|
bestGridTicket = OrderTicket();
|
|
bestGridPL = gPL;
|
|
bestGridLots = OrderLots();
|
|
bestGridType = gType;
|
|
}
|
|
}
|
|
}
|
|
// Otherwise skip this grid trade entirely (hedge can't cover it or profit too small)
|
|
continue;
|
|
}
|
|
|
|
// Grid position is in profit (or OnlyCloseInProfit is false)
|
|
// Pick highest-lot grid position that's profitable
|
|
if (bestGridTicket < 0 || OrderLots() > bestGridLots)
|
|
{
|
|
bestGridTicket = OrderTicket();
|
|
bestGridPL = gPL;
|
|
bestGridLots = OrderLots();
|
|
bestGridType = gType;
|
|
}
|
|
}
|
|
|
|
if (bestGridTicket <= 0) return false;
|
|
|
|
double combinedPL = hedgePL + bestGridPL;
|
|
|
|
if (combinedPL < MinHedgeProfit)
|
|
{
|
|
reason = StringFormat("[Overlap SKIPPED] Combined P/L $%.2f < MinHedgeProfit $%.2f", combinedPL, MinHedgeProfit);
|
|
return false;
|
|
}
|
|
|
|
hedgeTicket = hTicket;
|
|
gridTicket = bestGridTicket;
|
|
netClosePL = combinedPL;
|
|
reason = StringFormat("OVERLAP (Hedge Pays Grid): Hedge #%d ($%.2f) + Grid #%d ($%.2f) = Net $%.2f",
|
|
hTicket, hedgePL, bestGridTicket, bestGridPL, combinedPL);
|
|
|
|
return true;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| OnInit |
|
|
//+------------------------------------------------------------------+
|
|
int OnInit()
|
|
{
|
|
if (TradeSymbol != "" && TradeSymbol != NULL)
|
|
{
|
|
g_Symbol = TradeSymbol;
|
|
StringToUpper(g_Symbol);
|
|
}
|
|
else
|
|
{
|
|
g_Symbol = Symbol();
|
|
StringToUpper(g_Symbol);
|
|
}
|
|
|
|
g_SymbolRaw = Symbol();
|
|
|
|
Print("[HedgeGuard] +----------------------------------+");
|
|
Print("[HedgeGuard] ¦ HedgeGuard EA v5.3 Starting ¦");
|
|
Print("[HedgeGuard] +----------------------------------+");
|
|
Print("[HedgeGuard] Resolved Symbol: ", g_SymbolRaw, " | Hedge Magic: ", HedgeMagicNumber, " | Grid Magic: ", (GridMagicNumber == 0 ? "ALL" : (string)GridMagicNumber));
|
|
Print("[HedgeGuard] Triggers: T1(DD>=", HedgeTriggerPct, "% AND Count>=", MinGridTrades, ") | T2(Emergency Mom>=", MomentumPipsThresh, "pts) | T3(ATR>=", ATRMultiplier, "x)"];
|
|
|
|
return INIT_SUCCEEDED;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| OnDeinit |
|
|
//+------------------------------------------------------------------+
|
|
void OnDeinit(const int reason)
|
|
{
|
|
DBClean();
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| OnTick (Main EA logic - stub for this demo) |
|
|
//+------------------------------------------------------------------+
|
|
void OnTick()
|
|
{
|
|
// Main EA logic would go here
|
|
// This file now has the corrected CheckPartialOverlapClose() function
|
|
}
|
|
|
|
void OnStart()
|
|
{
|
|
Print("[HedgeGuard v5.3] Critical fixes applied:");
|
|
Print(" Bug 7: OVERLAP CLOSE now refuses to close positions with net loss when OnlyCloseInProfit=true");
|
|
Print(" Bug 8: OnlyCloseInProfit enforcement at EVERY close attempt (early return if hedge/grid in loss)");
|
|
Print(" Bug 9: Individual close validation scaled by BaseLotForProfitTarget");
|
|
}
|