Initial commit: Mad Turtle v2.0 ML EA for XAUUSD H1 with Python inference server and MQL5 EA
This commit is contained in:
Visi
@@ -0,0 +1,138 @@
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//+------------------------------------------------------------------+
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//| MadTurtle_API.mqh - HTTP REST bridge to Python inference server |
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//+------------------------------------------------------------------+
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#ifndef MADTURTLE_API
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#define MADTURTLE_API
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#import "wininet.dll"
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int InternetOpenW(string, int, string, string, int);
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int InternetOpenUrlW(int, string, string, int, int, int);
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int InternetReadFile(int, uchar &[], int, int &);
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int InternetCloseHandle(int);
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#import
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// Timeout and buffer constants
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#define MT5_API_TIMEOUT_MS 8000
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#define MT5_API_BUFFER_SIZE 8192
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// Server connection config
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struct MadTurtleServerCfg {
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string host;
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int port;
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string api_token;
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int timeout_ms;
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int retry_count;
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bool use_ssl;
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};
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// API response container
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struct MadTurtleAPIResponse {
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int http_code;
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string body;
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bool success;
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string error_msg;
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};
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//+------------------------------------------------------------------+
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//| Initialize default server config |
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//+------------------------------------------------------------------+
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MadTurtleServerCfg MadTurtle_InitDefaultServer()
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{
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MadTurtleServerCfg cfg;
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cfg.host = "127.0.0.1";
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cfg.port = 8000;
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cfg.api_token = "";
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cfg.timeout_ms = MT5_API_TIMEOUT_MS;
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cfg.retry_count = 2;
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cfg.use_ssl = false;
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return cfg;
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}
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//+------------------------------------------------------------------+
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//| Build full URL from path |
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//+------------------------------------------------------------------+
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string MadTurtle_BuildURL(const MadTurtleServerCfg &cfg, string path)
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{
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string proto = cfg.use_ssl ? "https" : "http";
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return StringFormat("%s://%s:%d%s", proto, cfg.host, cfg.port, path);
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}
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//+------------------------------------------------------------------+
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//| HTTP GET request |
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//+------------------------------------------------------------------+
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MadTurtleAPIResponse MadTurtle_HTTPGet(const MadTurtleServerCfg &cfg, string path)
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{
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MadTurtleAPIResponse resp;
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resp.http_code = 0;
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resp.success = false;
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resp.body = "";
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resp.error_msg = "";
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int hInternet = InternetOpenW("MadTurtleEA/2.0", 1, NULL, NULL, 0);
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if(hInternet == 0) {
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resp.error_msg = "InternetOpenW failed";
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return resp;
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}
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string url = MadTurtle_BuildURL(cfg, path);
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int hUrl = InternetOpenUrlW(hInternet, url, NULL, 0, 0x04000000, 0);
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if(hUrl == 0) {
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InternetCloseHandle(hInternet);
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resp.error_msg = "InternetOpenUrlW failed: " + IntegerToString(GetLastError());
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return resp;
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}
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uchar buf[];
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ArrayResize(buf, MT5_API_BUFFER_SIZE);
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int bytesRead = 0;
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string body = "";
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while(true) {
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int res = InternetReadFile(hUrl, buf, MT5_API_BUFFER_SIZE, bytesRead);
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if(res == 0 || bytesRead == 0) break;
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body += CharArrayToString(buf, 0, bytesRead, CP_UTF8);
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}
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resp.body = body;
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resp.http_code = 200;
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resp.success = (StringLen(body) > 0);
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InternetCloseHandle(hUrl);
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InternetCloseHandle(hInternet);
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return resp;
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}
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//+------------------------------------------------------------------+
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//| Call inference server with feature vector (GET) |
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//+------------------------------------------------------------------+
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MadTurtleAPIResponse MadTurtle_GetSignal(const MadTurtleServerCfg &cfg, double &features[])
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{
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MadTurtleAPIResponse resp;
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resp.http_code = 0;
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resp.success = false;
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resp.body = "";
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resp.error_msg = "";
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int n = ArraySize(features);
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if(n == 0) {
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resp.error_msg = "Empty feature vector";
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return resp;
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}
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string qs = "?";
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for(int i = 0; i < n; i++) {
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if(i > 0) qs += "&";
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qs += StringFormat("f%d=%.8f", i, features[i]);
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}
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resp = MadTurtle_HTTPGet(cfg, "/v1/signal" + qs);
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for(int attempt = 1; attempt < cfg.retry_count && !resp.success; attempt++) {
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Sleep(500);
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resp = MadTurtle_HTTPGet(cfg, "/v1/signal" + qs);
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}
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return resp;
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}
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#endif // MADTURTLE_API
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@@ -0,0 +1,134 @@
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//+------------------------------------------------------------------+
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//| MadTurtle_MTF.mqh - Multi-Timeframe confirmation filters |
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//+------------------------------------------------------------------+
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#ifndef MADTURTLE_MTF
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#define MADTURTLE_MTF
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struct MadTurtleMTFState {
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double h4_sma_fast;
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double h4_sma_slow;
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double h4_rsi;
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double h4_macd;
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double h4_volume_ratio;
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ENUM_ORDER_TYPE h4_bias;
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double d1_sma_fast;
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double d1_sma_slow;
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double d1_rsi;
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double d1_volume_ratio;
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ENUM_ORDER_TYPE d1_bias;
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datetime h4_updated;
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datetime d1_updated;
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};
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//+------------------------------------------------------------------+
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//| Indicator value helpers (MQL5 handle + CopyBuffer) |
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//+------------------------------------------------------------------+
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double MadTurtle_GetMA(ENUM_TIMEFRAMES tf, int period, int shift)
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{
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int h = iMA(_Symbol, tf, period, 0, MODE_SMA, PRICE_CLOSE);
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if(h == INVALID_HANDLE) return 0;
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double buf[];
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if(CopyBuffer(h, 0, shift, 1, buf) != 1) { IndicatorRelease(h); return 0; }
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IndicatorRelease(h);
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return buf[0];
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}
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double MadTurtle_GetRSI(ENUM_TIMEFRAMES tf, int period, int shift)
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{
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int h = iRSI(_Symbol, tf, period, PRICE_CLOSE);
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if(h == INVALID_HANDLE) return 0;
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double buf[];
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if(CopyBuffer(h, 0, shift, 1, buf) != 1) { IndicatorRelease(h); return 0; }
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IndicatorRelease(h);
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return buf[0];
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}
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double MadTurtle_GetATR(ENUM_TIMEFRAMES tf, int period, int shift)
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{
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int h = iATR(_Symbol, tf, period);
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if(h == INVALID_HANDLE) return 0;
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double buf[];
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if(CopyBuffer(h, 0, shift, 1, buf) != 1) { IndicatorRelease(h); return 0; }
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IndicatorRelease(h);
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return buf[0];
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}
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double MadTurtle_GetMACD(ENUM_TIMEFRAMES tf, int fast, int slow, int signal, int shift)
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{
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int h = iMACD(_Symbol, tf, fast, slow, signal, PRICE_CLOSE);
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if(h == INVALID_HANDLE) return 0;
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double buf[];
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if(CopyBuffer(h, 0, shift, 1, buf) != 1) { IndicatorRelease(h); return 0; }
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IndicatorRelease(h);
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return buf[0];
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}
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double MadTurtle_GetVolume(ENUM_TIMEFRAMES tf, int shift)
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{
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long vol = iVolume(_Symbol, tf, shift);
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return (double)vol;
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}
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ENUM_ORDER_TYPE MadTurtle_MTF_BiasFromSMA(double sma_fast, double sma_slow)
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{
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if(sma_fast > sma_slow && sma_fast > 0 && sma_slow > 0) return ORDER_TYPE_BUY;
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if(sma_fast < sma_slow && sma_fast > 0 && sma_slow > 0) return ORDER_TYPE_SELL;
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return -1;
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}
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//+------------------------------------------------------------------+
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//| Update multi-timeframe state |
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//+------------------------------------------------------------------+
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void MadTurtle_UpdateMTFState(MadTurtleMTFState &state)
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{
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datetime now = TimeCurrent();
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if(now - state.h4_updated >= 60) {
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state.h4_sma_fast = MadTurtle_GetMA(PERIOD_H4, 10, 1);
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state.h4_sma_slow = MadTurtle_GetMA(PERIOD_H4, 50, 1);
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state.h4_rsi = MadTurtle_GetRSI(PERIOD_H4, 14, 1);
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state.h4_macd = MadTurtle_GetMACD(PERIOD_H4, 12, 26, 9, 1);
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state.h4_volume_ratio = MadTurtle_GetVolume(PERIOD_H4, 1);
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state.h4_bias = MadTurtle_MTF_BiasFromSMA(state.h4_sma_fast, state.h4_sma_slow);
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state.h4_updated = now;
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}
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if(now - state.d1_updated >= 60) {
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state.d1_sma_fast = MadTurtle_GetMA(PERIOD_D1, 10, 1);
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state.d1_sma_slow = MadTurtle_GetMA(PERIOD_D1, 50, 1);
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state.d1_rsi = MadTurtle_GetRSI(PERIOD_D1, 14, 1);
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state.d1_volume_ratio = MadTurtle_GetVolume(PERIOD_D1, 1);
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state.d1_bias = MadTurtle_MTF_BiasFromSMA(state.d1_sma_fast, state.d1_sma_slow);
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state.d1_updated = now;
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}
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}
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//+------------------------------------------------------------------+
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//| Check if MTF confirmation allows a BUY |
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//+------------------------------------------------------------------+
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bool MadTurtle_MTF_ConfirmBuy(const MadTurtleMTFState &state)
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{
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if(state.h4_bias != ORDER_TYPE_BUY) return false;
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if(state.d1_bias == ORDER_TYPE_SELL) return false;
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if(state.h4_rsi > 75.0) return false;
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if(state.d1_rsi > 75.0) return false;
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if(state.h4_macd < 0 && state.d1_sma_fast < state.d1_sma_slow) return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Check if MTF confirmation allows a SELL |
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//+------------------------------------------------------------------+
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bool MadTurtle_MTF_ConfirmSell(const MadTurtleMTFState &state)
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{
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if(state.h4_bias != ORDER_TYPE_SELL) return false;
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if(state.d1_bias == ORDER_TYPE_BUY) return false;
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if(state.h4_rsi < 25.0) return false;
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if(state.d1_rsi < 25.0) return false;
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if(state.h4_macd > 0 && state.d1_sma_fast > state.d1_sma_slow) return false;
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return true;
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}
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#endif // MADTURTLE_MTF
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@@ -0,0 +1,154 @@
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//+------------------------------------------------------------------+
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//| MadTurtle_UI.mqh - Status Dashboard, P&L, Signal Oscillator |
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//+------------------------------------------------------------------+
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#ifndef MADTURTLE_UI
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#define MADTURTLE_UI
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// UI color theme
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#define UI_COLOR_BG clrBlack
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#define UI_COLOR_PANEL clrDarkSlateGray
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#define UI_COLOR_TEXT clrWhite
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#define UI_COLOR_PROFIT clrLime
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#define UI_COLOR_LOSS clrRed
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#define UI_COLOR_BUY clrDodgerBlue
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#define UI_COLOR_SELL clrOrangeRed
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#define UI_COLOR_HOLD clrGray
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#define UI_COLOR_ACCENT clrAqua
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// Panel layout (x, y, w, h)
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#define UI_STATUS_X 10
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#define UI_STATUS_Y 10
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#define UI_STATUS_W 280
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#define UI_STATUS_H 180
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#define UI_METRICS_X 10
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#define UI_METRICS_Y 200
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#define UI_METRICS_W 280
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#define UI_METRICS_H 120
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#define UI_OSC_X 300
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#define UI_OSC_Y 10
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#define UI_OSC_W 220
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#define UI_OSC_H 140
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//+------------------------------------------------------------------+
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//| Draw rounded rectangle panel |
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//+------------------------------------------------------------------+
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void MadTurtle_DrawPanel(int x, int y, int w, int h, color bg = UI_COLOR_PANEL, color border = UI_COLOR_ACCENT)
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{
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string name = StringFormat("panel_bg_%d_%d", x, y);
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if(ObjectFind(0, name) < 0) {
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ObjectCreate(0, name, OBJ_RECTANGLE, 0, 0, 0);
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}
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ObjectSetInteger(0, name, OBJPROP_XDISTANCE, x);
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ObjectSetInteger(0, name, OBJPROP_YDISTANCE, y);
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ObjectSetInteger(0, name, OBJPROP_XSIZE, w);
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ObjectSetInteger(0, name, OBJPROP_YSIZE, h);
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ObjectSetInteger(0, name, OBJPROP_COLOR, border);
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ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_SOLID);
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ObjectSetInteger(0, name, OBJPROP_WIDTH, 1);
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ObjectSetInteger(0, name, OBJPROP_FILL, true);
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ObjectSetInteger(0, name, OBJPROP_BGCOLOR, bg);
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ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false);
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ObjectSetInteger(0, name, OBJPROP_HIDDEN, true);
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}
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//+------------------------------------------------------------------+
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//| Draw label text on panel |
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//+------------------------------------------------------------------+
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void MadTurtle_DrawLabel(string objName, string text, int x, int y, int fontSize = 9,
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color clr = UI_COLOR_TEXT, int anchor = ANCHOR_LEFT_UPPER)
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{
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if(ObjectFind(0, objName) < 0) {
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ObjectCreate(0, objName, OBJ_LABEL, 0, 0, 0);
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}
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ObjectSetInteger(0, objName, OBJPROP_XDISTANCE, x);
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ObjectSetInteger(0, objName, OBJPROP_YDISTANCE, y);
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ObjectSetString(0, objName, OBJPROP_TEXT, text);
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ObjectSetInteger(0, objName, OBJPROP_COLOR, clr);
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ObjectSetInteger(0, objName, OBJPROP_FONTSIZE, fontSize);
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ObjectSetInteger(0, objName, OBJPROP_ANCHOR, anchor);
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ObjectSetInteger(0, objName, OBJPROP_SELECTABLE, false);
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ObjectSetInteger(0, objName, OBJPROP_HIDDEN, true);
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}
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//+------------------------------------------------------------------+
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//| Draw mini equity curve (simple text + bar) |
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//+------------------------------------------------------------------+
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void MadTurtle_DrawEquityCurve(double &equity[], int x, int y, int w, int h, color lineClr = UI_COLOR_PROFIT)
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{
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int n = ArraySize(equity);
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if(n < 2) return;
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double minE = equity[ArrayMinimum(equity)];
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double maxE = equity[ArrayMaximum(equity)];
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if(maxE - minE < 1e-6) maxE = minE + 1.0;
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// Draw as vertical bars in a rectangle
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int barW = (int)((double)w / n);
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if(barW < 1) barW = 1;
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for(int i = 0; i < n; i++) {
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int barH = (int)((equity[i] - minE) / (maxE - minE) * h);
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if(barH < 1) barH = 1;
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string barName = StringFormat("eq_bar_%d", i);
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if(ObjectFind(0, barName) < 0) {
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ObjectCreate(0, barName, OBJ_RECTANGLE, 0, 0, 0);
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}
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ObjectSetInteger(0, barName, OBJPROP_XDISTANCE, x + i * barW);
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ObjectSetInteger(0, barName, OBJPROP_YDISTANCE, y + h - barH);
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ObjectSetInteger(0, barName, OBJPROP_XSIZE, barW);
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ObjectSetInteger(0, barName, OBJPROP_YSIZE, barH);
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ObjectSetInteger(0, barName, OBJPROP_COLOR, lineClr);
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ObjectSetInteger(0, barName, OBJPROP_FILL, true);
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ObjectSetInteger(0, barName, OBJPROP_SELECTABLE, false);
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ObjectSetInteger(0, barName, OBJPROP_HIDDEN, true);
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}
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}
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//+------------------------------------------------------------------+
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//| Draw signal oscillator bars (buy/sell confidence) |
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//+------------------------------------------------------------------+
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void MadTurtle_DrawOscillator(double buyConf, double sellConf, int x, int y, int w, int h)
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{
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string objBuy = "osc_buy_bar";
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string objSell = "osc_sell_bar";
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if(ObjectFind(0, objBuy) < 0) ObjectCreate(0, objBuy, OBJ_RECTANGLE, 0, 0, 0);
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if(ObjectFind(0, objSell) < 0) ObjectCreate(0, objSell, OBJ_RECTANGLE, 0, 0, 0);
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int buyH = (int)(buyConf / 100.0 * h);
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int sellH = (int)(sellConf / 100.0 * h);
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ObjectSetInteger(0, objBuy, OBJPROP_XDISTANCE, x);
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ObjectSetInteger(0, objBuy, OBJPROP_YDISTANCE, y + h - buyH);
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ObjectSetInteger(0, objBuy, OBJPROP_XSIZE, w / 2 - 2);
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ObjectSetInteger(0, objBuy, OBJPROP_YSIZE, buyH);
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ObjectSetInteger(0, objBuy, OBJPROP_COLOR, UI_COLOR_BUY);
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ObjectSetInteger(0, objBuy, OBJPROP_FILL, true);
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ObjectSetInteger(0, objBuy, OBJPROP_SELECTABLE, false);
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ObjectSetInteger(0, objBuy, OBJPROP_HIDDEN, true);
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ObjectSetInteger(0, objSell, OBJPROP_XDISTANCE, x + w / 2 + 2);
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ObjectSetInteger(0, objSell, OBJPROP_YDISTANCE, y + h - sellH);
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ObjectSetInteger(0, objSell, OBJPROP_XSIZE, w / 2 - 2);
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ObjectSetInteger(0, objSell, OBJPROP_YSIZE, sellH);
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ObjectSetInteger(0, objSell, OBJPROP_COLOR, UI_COLOR_SELL);
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ObjectSetInteger(0, objSell, OBJPROP_FILL, true);
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ObjectSetInteger(0, objSell, OBJPROP_SELECTABLE, false);
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ObjectSetInteger(0, objSell, OBJPROP_HIDDEN, true);
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}
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||||
|
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//+------------------------------------------------------------------+
|
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//| Clean up all UI objects on deinit |
|
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//+------------------------------------------------------------------+
|
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void MadTurtle_CleanupUI()
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{
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ObjectsDeleteAll(0, "panel_bg_");
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ObjectsDeleteAll(0, "ui_label_");
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ObjectsDeleteAll(0, "eq_bar_");
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ObjectsDeleteAll(0, "osc_");
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ObjectsDeleteAll(0, "sig_arrow_");
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}
|
||||
|
||||
#endif // MADTURTLE_UI
|
||||
Reference in New Issue
Block a user