Initial commit: Mad Turtle v2.0 ML EA for XAUUSD H1 with Python inference server and MQL5 EA

2026-06-13 15:27:41 +01:00
commit a5bfac82e4
21 changed files with 13055 additions and 0 deletions
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+//+------------------------------------------------------------------+
+//| MadTurtle_MTF.mqh - Multi-Timeframe confirmation filters         |
+//+------------------------------------------------------------------+
+#ifndef MADTURTLE_MTF
+#define MADTURTLE_MTF
+
+struct MadTurtleMTFState {
+   double   h4_sma_fast;
+   double   h4_sma_slow;
+   double   h4_rsi;
+   double   h4_macd;
+   double   h4_volume_ratio;
+   ENUM_ORDER_TYPE h4_bias;
+
+   double   d1_sma_fast;
+   double   d1_sma_slow;
+   double   d1_rsi;
+   double   d1_volume_ratio;
+   ENUM_ORDER_TYPE d1_bias;
+
+   datetime h4_updated;
+   datetime d1_updated;
+};
+
+//+------------------------------------------------------------------+
+//| Indicator value helpers (MQL5 handle + CopyBuffer)               |
+//+------------------------------------------------------------------+
+double MadTurtle_GetMA(ENUM_TIMEFRAMES tf, int period, int shift)
+{
+   int h = iMA(_Symbol, tf, period, 0, MODE_SMA, PRICE_CLOSE);
+   if(h == INVALID_HANDLE) return 0;
+   double buf[];
+   if(CopyBuffer(h, 0, shift, 1, buf) != 1) { IndicatorRelease(h); return 0; }
+   IndicatorRelease(h);
+   return buf[0];
+}
+
+double MadTurtle_GetRSI(ENUM_TIMEFRAMES tf, int period, int shift)
+{
+   int h = iRSI(_Symbol, tf, period, PRICE_CLOSE);
+   if(h == INVALID_HANDLE) return 0;
+   double buf[];
+   if(CopyBuffer(h, 0, shift, 1, buf) != 1) { IndicatorRelease(h); return 0; }
+   IndicatorRelease(h);
+   return buf[0];
+}
+
+double MadTurtle_GetATR(ENUM_TIMEFRAMES tf, int period, int shift)
+{
+   int h = iATR(_Symbol, tf, period);
+   if(h == INVALID_HANDLE) return 0;
+   double buf[];
+   if(CopyBuffer(h, 0, shift, 1, buf) != 1) { IndicatorRelease(h); return 0; }
+   IndicatorRelease(h);
+   return buf[0];
+}
+
+double MadTurtle_GetMACD(ENUM_TIMEFRAMES tf, int fast, int slow, int signal, int shift)
+{
+   int h = iMACD(_Symbol, tf, fast, slow, signal, PRICE_CLOSE);
+   if(h == INVALID_HANDLE) return 0;
+   double buf[];
+   if(CopyBuffer(h, 0, shift, 1, buf) != 1) { IndicatorRelease(h); return 0; }
+   IndicatorRelease(h);
+   return buf[0];
+}
+
+double MadTurtle_GetVolume(ENUM_TIMEFRAMES tf, int shift)
+{
+   long vol = iVolume(_Symbol, tf, shift);
+   return (double)vol;
+}
+
+ENUM_ORDER_TYPE MadTurtle_MTF_BiasFromSMA(double sma_fast, double sma_slow)
+{
+   if(sma_fast > sma_slow && sma_fast > 0 && sma_slow > 0) return ORDER_TYPE_BUY;
+   if(sma_fast < sma_slow && sma_fast > 0 && sma_slow > 0) return ORDER_TYPE_SELL;
+   return -1;
+}
+
+//+------------------------------------------------------------------+
+//| Update multi-timeframe state                                    |
+//+------------------------------------------------------------------+
+void MadTurtle_UpdateMTFState(MadTurtleMTFState &state)
+{
+   datetime now = TimeCurrent();
+
+   if(now - state.h4_updated >= 60) {
+      state.h4_sma_fast = MadTurtle_GetMA(PERIOD_H4, 10, 1);
+      state.h4_sma_slow = MadTurtle_GetMA(PERIOD_H4, 50, 1);
+      state.h4_rsi      = MadTurtle_GetRSI(PERIOD_H4, 14, 1);
+      state.h4_macd     = MadTurtle_GetMACD(PERIOD_H4, 12, 26, 9, 1);
+      state.h4_volume_ratio = MadTurtle_GetVolume(PERIOD_H4, 1);
+      state.h4_bias = MadTurtle_MTF_BiasFromSMA(state.h4_sma_fast, state.h4_sma_slow);
+      state.h4_updated = now;
+   }
+
+   if(now - state.d1_updated >= 60) {
+      state.d1_sma_fast = MadTurtle_GetMA(PERIOD_D1, 10, 1);
+      state.d1_sma_slow = MadTurtle_GetMA(PERIOD_D1, 50, 1);
+      state.d1_rsi      = MadTurtle_GetRSI(PERIOD_D1, 14, 1);
+      state.d1_volume_ratio = MadTurtle_GetVolume(PERIOD_D1, 1);
+      state.d1_bias = MadTurtle_MTF_BiasFromSMA(state.d1_sma_fast, state.d1_sma_slow);
+      state.d1_updated = now;
+   }
+}
+
+//+------------------------------------------------------------------+
+//| Check if MTF confirmation allows a BUY                          |
+//+------------------------------------------------------------------+
+bool MadTurtle_MTF_ConfirmBuy(const MadTurtleMTFState &state)
+{
+   if(state.h4_bias != ORDER_TYPE_BUY) return false;
+   if(state.d1_bias == ORDER_TYPE_SELL) return false;
+   if(state.h4_rsi > 75.0) return false;
+   if(state.d1_rsi > 75.0) return false;
+   if(state.h4_macd < 0 && state.d1_sma_fast < state.d1_sma_slow) return false;
+   return true;
+}
+
+//+------------------------------------------------------------------+
+//| Check if MTF confirmation allows a SELL                        |
+//+------------------------------------------------------------------+
+bool MadTurtle_MTF_ConfirmSell(const MadTurtleMTFState &state)
+{
+   if(state.h4_bias != ORDER_TYPE_SELL) return false;
+   if(state.d1_bias == ORDER_TYPE_BUY) return false;
+   if(state.h4_rsi < 25.0) return false;
+   if(state.d1_rsi < 25.0) return false;
+   if(state.h4_macd > 0 && state.d1_sma_fast > state.d1_sma_slow) return false;
+   return true;
+}
+
+#endif // MADTURTLE_MTF