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Neo Malesa 18d34ba52c Fix Python monitor cloud offsets and M1/M15 copy guards

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Ichimoku Alignment EAs

MetaTrader 5 Expert Advisors for multi-timeframe Ichimoku Kinko Hyo alignment with ATR risk protection and equity-scaled position sizing.

Free MetaTrader 5 Expert Advisors that trade multi-timeframe Ichimoku Kinko Hyo alignment, with built-in ATR-based risk protection and equity-scaled position sizing. Four non-experimental builds are included — two standard and two VPS deployment variants:

EA	File	Timeframes	Exit signal	Magic
H4-M1 Alignment	`ichimoku-h4-m1-ea.mq5`	H4 → M1 (6 TFs)	M15 Kijun cross	`20260501`
H1-M1 Alignment	`ichimoku-h1-m1-ea.mq5`	H1 → M1 (5 TFs)	M5 Kijun cross	`20260502`
H4-M1 VPS Deployment	`ichimoku-h4-m1-vps-ea.mq5`	H4 → M1 (6 TFs)	M15 Kijun cross	`20260501`
H1-M1 VPS Deployment	`ichimoku-h1-m1-vps-ea.mq5`	H1 → M1 (5 TFs)	M5 Kijun cross	`20260502`
MS-W1-D1 Alignment	`ichimoku-ms-w1-d1-ea.mq5`	MS → W1 → D1 (3 TFs)	D1 or W1 Kijun cross	`20260806`

All four share the same entry rules, risk protection, and equity-sizing logic — they differ only in which timeframes must agree, which lower timeframe's Kijun triggers the exit, and whether they're tuned for unattended VPS use. The two standard builds carry distinct magic numbers so they can run on the same account (even the same symbol) without interfering with each other. The VPS builds reuse their anchor's magic number, so treat the standard and VPS variants of an anchor as alternatives, not companions — see VPS Deployment Builds.

Free to use. Download it, run it on a demo account, break it, improve it. Feedback and pull requests are welcome — see Feedback & Contributing below.

⚠️ Disclaimer

This EA is provided for educational and research purposes only. Trading leveraged instruments carries a high level of risk and can result in the loss of all invested capital. Nothing in this repository constitutes financial advice.

Backtest and forward-test on a demo account before risking real money.
Past performance (backtested or live) is not indicative of future results.
The author and contributors accept no liability for losses incurred using this software.
Use at your own risk.

What It Does

Each EA opens trades on a symbol (defaults to GOLDm#, configurable) only when every timeframe from its anchor down to M1 agrees on trend direction using Ichimoku price and Chikou Span confirmation. Positions exit when a lower-timeframe Kijun-sen is crossed against the trade direction, backstopped by a hard ATR-based stop loss on every position. Position count and lot size scale automatically with account equity.

Highlights:

✅ Multi-timeframe Ichimoku alignment filter (trend + Chikou confirmation) — cuts down on false signals from any single timeframe
✅ ATR-based protective stop loss on every trade (respects broker minimum stop distance)
✅ Spread filter to avoid entries during wide/illiquid conditions
✅ Equity-tiered position sizing (auto-scales lot size and order count as your account grows or shrinks)
✅ Multi-symbol support (comma-separated watch list, up to 60 symbols)
✅ Crash/restart-safe — rebuilds internal state from open positions on every tick
✅ Push notifications, terminal alerts, and log messages on every entry/exit
✅ Weekly equity-growth alert with a suggested profit-withdrawal amount (standard builds only)
✅ VPS deployment builds — once-per-minute gating, push alerts, and an optional re-entry cooldown (see below)

VPS Deployment Builds

The ichimoku-h4-m1-vps-ea.mq5 and ichimoku-h1-m1-vps-ea.mq5 files are deployment-oriented variants of the two standard builds, tuned for running unattended on a cheap VPS. Their trading logic is identical — same entry/exit rules, risk protection, equity sizing, and magic numbers — but they differ in three practical ways:

Once-per-minute gating. OnTick() returns immediately unless a new closed M1 bar has appeared (lastMinuteKey = TimeCurrent() / 60), so the EA does almost no work between bars and burns negligible CPU/network on a 24/7 VPS. The standard builds evaluate on every tick.
No equity alert, push-only notifications. The weekly equity-growth / profit-withdrawal reminder (InpMinProfitTrigger, InpWithdrawProfitPct, InpCheckDay, InpResetBaseline) and the InpSendPush toggle are removed entirely. Every entry/exit sends a SendNotification push and a journal Print; the terminal Alert() popups are dropped to keep the VPS session quiet.
Optional re-entry cooldown. A new InpReentryCooldownSec input (default 0) adds a minimum wait in seconds after an exit before the same symbol can be re-entered — handy for stopping the EA from instantly flip-flopping right after a stop-out.

Because the VPS builds reuse the same magic numbers as their standard counterparts, run only one variant of each anchor per account/symbol.

MS-W1-D1 Alignment Build

ichimoku-ms-w1-d1-ea.mq5 is a much slower, rarer variant aimed at multi-week/month trend trades. Its alignment stack is only MS → W1 → D1 (monthly → weekly → daily, 3 timeframes from highest to lowest) — the full M1 stack is dropped because lower timeframes would veto almost every valid signal. Key differences from the H4/H1 builds:

Entry: all of MS, W1, and D1 must align (price + chikou vs tenkan, kijun, and cloud) on the last closed bar of each timeframe.
Exit: InpExitTF Kijun cross against the trade direction (default D1; try W1 if you want to give trends more room). An ATR-based stop is computed on InpATRTF (default D1) rather than M15 — an M15 stop is meaningless for a multi-week hold.
Cadence: gated once per new D1 bar close, so it's cheap to run and needs almost no attention.

Expect a handful of signals per year per symbol. Because it's so rare, the Python monitor below is the recommended way to watch for the signal instead of running the EA on a VPS; use the EA itself for backtesting (Strategy Tester) and for automated execution once you trust the signal.

MS-W1-D1 Signal Monitor (Python + GitHub Actions)

A daily, free monitor that computes the exact same MS→W1→D1 alignment from independent daily OHLC data and pushes a Telegram message when it fires — no VPS, no chart, no EA needed. Located in monitor/.

Symbols: BTC/USD, ETH/USD, XAUUSD, XAGUSD, US100, US30, EURUSD, GBPUSD, USDJPY, AUDUSD, USDCAD — the FX list is limited to common trending majors (high-volatility crosses like GBPJPY are excluded; edit monitor/config.py).
Data: Yahoo Finance daily bars via yfinance. Metals use the COMEX futures (GC=F, SI=F) as proxies for the XM spot symbols.
Logic: monitor/ichimoku.py is a faithful port of CheckAlign() in the EA, including the chikou-offset handling — so the monitor and EA should agree on the signal. The Senkou (cloud) values are read at the same offsets the EA uses: the price-side cloud is the Senkou value computed Kijun rows before the last closed bar, and the cloud at the chikou's plotted position sits another Kijun rows further back (see the offset table below). Because of that chikou-side cloud read, a timeframe needs at least SENKOU_B + 2 × KIJUN + 1 bars (105 for the default periods) before it can be evaluated — HISTORY = "max" in monitor/config.py covers that for every symbol on Yahoo.
Dedupe: state/state.json remembers the last notified direction per symbol, so a signal that persists for weeks won't spam you daily. It only notifies on new alignments, direction flips, and clears.

Run it

pip install -r monitor/requirements.txt
export TELEGRAM_BOT_TOKEN=...   # from @BotFather
export TELEGRAM_CHAT_ID=...     # your chat id
python monitor/monitor.py

Or schedule it free on GitHub Actions

Push this repo to GitHub.
In repo Settings → Secrets and variables → Actions, add TELEGRAM_BOT_TOKEN and TELEGRAM_CHAT_ID.
The workflow .github/workflows/ms-w1-d1-monitor.yml runs it daily at 22:30 UTC automatically (also triggered manually via Actions → MS-W1-D1 Ichimoku Monitor → Run workflow).

The workflow persists the dedupe state between runs as a workflow artifact, so the "only notify on change" behavior works across the ephemeral runners.

How the Strategy Works

Entry Logic

On every new M1 bar close (per symbol), the EA checks all of its timeframes (H4 → M1 for the H4-M1 build, H1 → M1 for the H1-M1 build). A timeframe is considered bullish when, on the last confirmed bar:

Level	Price condition	Chikou (lagging span) condition
Tenkan-sen	Price > Tenkan	Chikou > Tenkan at its plotted position
Kijun-sen	Price > Kijun	Chikou > Kijun at its plotted position
Kumo (cloud)	Price above cloud top	Chikou above cloud top at its plotted position
Price action	—	Chikou above the high of the candle at its plotted position

Bearish is the exact mirror (price and Chikou below every level). A trade only opens when all of its timeframes agree on the same direction, no position is currently open on that symbol, and the current spread is within InpMaxSpreadPoints.

CheckAlign() uses these CopyBuffer offsets to read the alignment:

Value	Formula	Purpose
`sh = 1`	—	Last confirmed bar
`sh + Kijun`	shift into Senkou buffer	Cloud at bar 1 (Senkou is plotted Kijun bars ahead)
`chShift = sh + Kijun`	chikou's chart position for bar 1	Where bar 1's chikou is plotted — reference candle, Tenkan, and Kijun are read here
`chCloud = chShift + Kijun`	shift for cloud at chikou's position	Cloud 52 bars before bar 1 — the cloud chikou "sees"

The chikou value itself is taken directly as close[1] from rates (not from the indicator buffer) — reading Chikou from the indicator buffer at the chShift offset would actually return the close from that many bars ago, silently reducing the chikou filter to a lagged copy of the price check.

The Python monitor maps the same table onto its oldest→newest rows: row n-1 is bar 1, the price-side cloud is read at row n-1-Kijun, and the chikou-side cloud at row n-1-2×Kijun.

Exit Logic

H4-M1 build: once the trade is in profit by at least InpTrailActivateATR × ATR(M15), an ATR chandelier trailing stop takes over: the stop is re-computed on every new M1 bar as highest high since entry − InpTrailATR × ATR(M15) for longs (lowest low + InpTrailATR × ATR(M15) for shorts), tracking the extreme of the M15 bar that is still forming so a peak is locked in before it retraces. It only ever tightens and never sits inside the broker's minimum stop distance. The M15 Kijun-sen cross against the trade direction remains as the final fallback exit for trades that never arm the trail.
H1-M1 build: identical chandelier trail, but referenced to the M5 bar extremes and ATR(M5), with the M5 Kijun-sen cross as the fallback.

The trail's behavior is controlled by InpTrailMode:

Mode	Value	Behavior
`TRAIL_OFF`	0	No trail — original Kijun-cross exit only
`TRAIL_ALWAYS`	1	Trail every profitable trade
`TRAIL_CHOPPY`	2 (default)	Trail only when the market is choppy: ADX on the exit timeframe (M15 for H4-M1, M5 for H1-M1) below `InpChopADXLevel` (default 22) means no trend, so the trail is allowed; when ADX shows a trending market, the trail stands down and the Kijun-cross exit rides the trend. An already-armed trail stop stays in place when the regime flips to trending — it simply stops tightening and the Kijun exit takes over.

Independently of the trail and signal exit, every position carries an ATR(M15) × multiplier stop loss to cap losses from fast adverse moves between M15 closes.

Risk Protection

InpUseStopLoss (default true) attaches a stop loss to every order, sized as ATR(M15, InpATRPeriod) × InpATRMultiplier, widened automatically if it's tighter than the broker's minimum stop distance.
If the ATR value can't be read for any reason, the EA skips the entry entirely rather than opening an unprotected position.
InpMaxSpreadPoints skips entries when the live spread is too wide (set to 0 to disable).

Equity-Based Position Sizing

GetEquityRisk() determines how many orders to open and at what lot size, based on current account equity. All counts are even, with the lowest tier opening 2:

Equity	Orders	Lot size (each)
≤ $30	2	0.10
≤ $50	2	0.10
≤ $70	4	0.10
≤ $100	4	0.10
≤ $130	6	0.10
≤ $150	8	0.10
≤ $170	10	0.10
≤ $200	6	0.20
≤ $300	4	0.30
≤ $400	6	0.30
≤ $500	6	0.30
≤ $600	8	0.30
≤ $1000	4	0.50
≤ $3000	4	0.30
≤ $5000	4	0.20
≤ $8000	4	0.10
> $8000	2	dynamic (see below)

Tune this table in GetEquityRisk() to fit your own account size and risk tolerance — the defaults are unlikely to be right for you as-is.

Above $8000, lot size is no longer fixed — it's computed by RiskBasedLots() so that if the ATR stop loss is hit on both orders, the combined loss is InpHighEquityRiskPct% of equity (1% by default). It uses the ATR(M15) stop distance and the symbol's tick value/size to size the position, then rounds down to the broker's lot step and clamps to the symbol's min/max volume. If the ATR value or tick data aren't available (or InpUseStopLoss is off), it falls back to a fixed 0.10 lots.

If a batch of orders is only partially filled (e.g. the broker runs out of margin partway through), the EA still tracks the position and exit logic correctly for whatever did open.

Weekly Equity Alert

This feature exists only in the standard builds — the VPS deployment builds drop it. Every InpCheckDay (default Friday), the EA compares current equity to a stored baseline. If profit since the baseline exceeds InpMinProfitTrigger, it alerts you with a suggested withdrawal amount (InpWithdrawProfitPct% of the profit) — a simple nudge to bank gains periodically. This is informational only; it does not withdraw funds automatically.

Getting Started

Requirements

MetaTrader 5 terminal
A broker account (demo strongly recommended for testing) with the symbol(s) you intend to trade available

Installation

Download the build you want from this repository. For hands-on trading use ichimoku-h4-m1-ea.mq5 and/or ichimoku-h1-m1-ea.mq5 (distinct magic numbers — you can run both). For unattended 24/7 deployment use the corresponding ichimoku-h4-m1-vps-ea.mq5 / ichimoku-h1-m1-vps-ea.mq5 variants instead — see VPS Deployment Builds.
Open MetaTrader 5 → File → Open Data Folder.
Copy the file into MQL5/Experts/.
In MT5, open Navigator → Expert Advisors, right-click and Refresh, or restart MT5.
Compile it: open the file in MetaEditor (F4 in MT5) and press Compile (F7). Confirm there are no errors.
Drag the EA onto a chart of the symbol you configured (e.g. GOLDm#). The EA manages all symbols in its Symbols input internally, so the chart it's attached to is just an anchor — one instance is enough.
Make sure AutoTrading is enabled (toolbar button) and, in the EA's Common tab, that "Allow live trading" and "Allow DLL imports" (if prompted) are checked as needed.
Enable Allow WebRequest/notifications if you want push alerts — set this up under Tools → Options → Notifications with your MetaQuotes ID.

Recommended First Steps

Run it in the Strategy Tester first (MT5 supports multi-symbol/multi-timeframe testing) to see how the alignment logic behaves historically on your symbol.
Then run it on a demo account for at least a few weeks before considering live capital.
Review and adjust the equity/lot-size table (GetEquityRisk()) — the shipped values were tuned for a specific small account and are almost certainly not appropriate for your balance or risk appetite.

Configuration (Inputs)

The standard builds share the same input set:

Parameter	Default	Description
`Symbols`	`GOLDm#`	Comma-separated list of symbols to watch (up to 60)
`Tenkan`	9	Ichimoku Tenkan-sen period
`Kijun`	26	Ichimoku Kijun-sen period
`SenkouB`	52	Ichimoku Senkou Span B period
`Slippage`	30	Maximum allowed slippage, in points
`InpUseStopLoss`	`true`	Attach an ATR-based stop loss to every entry
`InpATRPeriod`	14	ATR period, computed on M15 (on `InpATRTF` for the MS-W1-D1 build)
`InpATRMultiplier`	3.0	Stop distance = ATR × multiplier
`InpMaxSpreadPoints`	60	Max spread (points) to allow an entry; `0` disables the filter
`InpHighEquityRiskPct`	1.0	% of equity risked per trade once equity exceeds $8000 (see Equity-Based Position Sizing)
`InpMinProfitTrigger`	5.0	Minimum profit above baseline equity to trigger the weekly alert (standard builds)
`InpWithdrawProfitPct`	50.0	Suggested withdrawal as a percentage of profit above baseline (standard builds)
`InpCheckDay`	Friday	Day of week the equity alert is evaluated (standard builds)
`InpResetBaseline`	`false`	Set to `true` once to reset the equity baseline to current equity (standard builds)
`InpSendPush`	`true`	Send push notifications for alerts (entries, exits, equity alert)
`InpReentryCooldownSec`	0	Min seconds after an exit before re-entering the same symbol (VPS builds)
`InpTrailMode`	`TRAIL_CHOPPY`	0 = off, 1 = always, 2 = choppy-only via ADX (standard builds)
`InpTrailATR`	2.0	Chandelier trail distance = ATR(M15) × multiplier for H4-M1, ATR(M5) × multiplier for H1-M1 (standard builds)
`InpTrailActivateATR`	1.0	Arm the trail once profit ≥ trail-timeframe ATR × multiplier (standard builds)
`InpADXPeriod`	14	ADX period for choppy-market detection (exit timeframe, standard builds)
`InpChopADXLevel`	22.0	ADX below this = choppy → trail on in auto mode (standard builds)

The VPS deployment builds replace the four equity-alert inputs and InpSendPush with InpReentryCooldownSec instead — see VPS Deployment Builds.

Timeframe Alignment Order

Timeframes are checked highest to lowest — all must agree before entry.

H4-M1 Alignment EA:

Index	Timeframe	Role
0	H4	Highest — trend anchor
1	H1	Intermediate
2	M30	Intermediate
3	M15	Exit reference
4	M5	Fine filter
5	M1	Trigger bar

H1-M1 Alignment EA:

Index	Timeframe	Role
0	H1	Highest — trend anchor
1	M30	Intermediate
2	M15	Intermediate
3	M5	Exit reference
4	M1	Trigger bar

MS-W1-D1 Alignment EA:

Index	Timeframe	Role
0	MS	Highest — trend anchor
1	W1	Intermediate
2	D1	Lowest — bar-gating and exit reference (default)

The VPS deployment builds use exactly the same timeframe stacks as their standard counterparts.

Technical Notes

Magic numbers: 20260501 (H4-M1 build), 20260502 (H1-M1 build), and 20260806 (MS-W1-D1 build) — each EA only identifies and manages its own positions by its magic number, so they won't interfere with other EAs, each other, or manual trades on the same account. The VPS deployment builds reuse these same magic numbers, so they should replace (not run alongside) the standard builds.
State recovery: on every tick, SyncStateFromPositions() rebuilds per-symbol direction state from currently open positions filtered by magic number. This means the EA recovers correctly after a terminal restart, VPS reboot, or a position closed manually/by stop loss — no stale state is left behind.
Per-symbol M1 gating: each symbol only re-evaluates entry/exit logic once per newly closed M1 bar for that symbol, avoiding redundant checks on every tick.
Chikou Span handling: the Chikou value is read directly from close[1] in price data rather than the Ichimoku buffer, avoiding an offset bug where reading Chikou from the indicator buffer silently degrades it into a lagged copy of the price check. See inline comments in CheckAlign() for the full offset derivation.

Experimental EAs

This repository also includes five experimental strategies — a PO3-enhanced variant of the H4-M1 alignment EA (experimental-h4-m1-po3-ea.mq5), an Ichimoku time-theory mean-reversion EA (experimental-h1-m1-reversion-ea.mq5), a fast M1-M5 breakout alignment EA (experimental-m1-m5-breakout-ea.mq5), a shorter-anchor M30-M1 breakout alignment clone (experimental-m30-m1-breakout-ea.mq5), and an H4-M15 alignment clone that trims the stack down to M15 (experimental-h4-m15-align-ea.mq5). They're newer and less battle-tested than the main builds above; each file is prefixed experimental- to keep it clearly separate.

The MS-W1-D1 build and its Python + GitHub Actions monitor — both new and unbacktested — are also documented in EXPERIMENTAL-NOTES.md (section 6) until they've earned main-build status.

Feedback & Contributing

This project is shared for free so others can learn from it, use it, and make it better. If you:

Find a bug — please open an issue with as much detail as you can (symbol, timeframe, broker, terminal logs).
Have an improvement idea (better risk sizing, additional filters, alerting, etc.) — open an issue to discuss, or submit a pull request.
Just want to share results — feedback from live/demo testing on different symbols and brokers is genuinely useful and welcome.

License

This project is licensed under the MIT License.

You are free to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the software, subject to the conditions in the license. The software is provided as is, without warranty of any kind — see the Disclaimer above and the full text in LICENSE.

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