Visi
388 lines
16 KiB
Plaintext
388 lines
16 KiB
Plaintext
//+------------------------------------------------------------------+
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//| MadTurtle.mq5 |
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//| Improved ML EA for XAUUSD H1 |
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//+------------------------------------------------------------------+
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#property copyright "Mad Turtle v2.0"
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#property link ""
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#property version "2.00"
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#property strict
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#include <Trade\Trade.mqh>
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#include <Trade\PositionInfo.mqh>
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#include <Trade\AccountInfo.mqh>
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#include "MadTurtle_API.mqh"
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#include "MadTurtle_MTF.mqh"
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#include "MadTurtle_UI.mqh"
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//+------------------------------------------------------------------+
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//| Inputs - Server |
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//+------------------------------------------------------------------+
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input string InpServerHost = "127.0.0.1";
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input int InpServerPort = 8000;
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input string InpApiToken = "";
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input bool InpUseSSL = false;
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input int InpRequestTimeout = 8000;
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input int InpRetryCount = 2;
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//+------------------------------------------------------------------+
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//| Inputs - Trading |
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//+------------------------------------------------------------------+
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input double InpLotSize = 0.01;
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input int InpMagicNumber = 20250613;
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input int InpSlippage = 10;
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input int InpStopLossPts = 0;
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input int InpTakeProfitPts = 0;
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input int InpMaxPositions = 1;
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input int InpMinConfidence = 30;
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//+------------------------------------------------------------------+
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//| Inputs - Multi-Timeframe |
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//+------------------------------------------------------------------+
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input bool InpEnableMTF = true;
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input bool InpRequireH4Match = true;
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input bool InpRequireD1Match = false;
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//+------------------------------------------------------------------+
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//| Inputs - UI |
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//+------------------------------------------------------------------+
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input bool InpShowUI = true;
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//+------------------------------------------------------------------+
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//| Globals |
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//+------------------------------------------------------------------+
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MadTurtleServerCfg g_server;
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CTrade g_trade;
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CPositionInfo g_posInfo;
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CAccountInfo g_account;
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MadTurtleMTFState g_mtf;
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MadTurtleAPIResponse g_lastAPIResp;
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double g_equityCurve[];
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double g_totalProfit;
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double g_maxDrawdown;
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double g_lastTradeProfit;
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string g_lastSignal;
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double g_buyConf;
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double g_sellConf;
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int g_positionsOpen;
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int g_cpuCores;
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double g_ramUsed;
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//+------------------------------------------------------------------+
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//| Expert initialization |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_server = MadTurtle_InitDefaultServer();
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g_server.host = InpServerHost;
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g_server.port = InpServerPort;
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g_server.api_token = InpApiToken;
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g_server.timeout_ms = InpRequestTimeout;
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g_server.retry_count = InpRetryCount;
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g_server.use_ssl = InpUseSSL;
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g_trade.SetExpertMagicNumber(InpMagicNumber);
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g_trade.SetDeviationInPoints(InpSlippage);
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g_trade.SetAsyncMode(false);
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ArrayResize(g_equityCurve, 500);
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ArrayInitialize(g_equityCurve, 0);
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g_totalProfit = 0;
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g_maxDrawdown = 0;
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g_lastTradeProfit = 0;
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g_lastSignal = "NONE";
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g_buyConf = 0;
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g_sellConf = 0;
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g_positionsOpen = 0;
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ZeroMemory(g_mtf);
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g_mtf.h4_bias = -1;
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g_mtf.d1_bias = -1;
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if(InpShowUI) {
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MadTurtle_DrawPanel(UI_STATUS_X, UI_STATUS_Y, UI_STATUS_W, UI_STATUS_H);
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MadTurtle_DrawPanel(UI_METRICS_X, UI_METRICS_Y, UI_METRICS_W, UI_METRICS_H);
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MadTurtle_DrawPanel(UI_OSC_X, UI_OSC_Y, UI_OSC_W, UI_OSC_H);
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}
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Print("Mad Turtle v2.0 initialized. Server: ", g_server.host, ":", g_server.port);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Main tick loop |
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//+------------------------------------------------------------------+
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void OnTick()
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{
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UpdateEquityCurve();
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UpdateSystemInfo();
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MadTurtle_UpdateMTFState(g_mtf);
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g_positionsOpen = CountOpenPositions();
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double features[];
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ExtractFeatures(features);
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if(ArraySize(features) == 14) {
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g_lastAPIResp = MadTurtle_GetSignal(g_server, features);
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if(g_lastAPIResp.success) {
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ParseSignalResponse(g_lastAPIResp.body);
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}
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}
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if(g_positionsOpen < InpMaxPositions) {
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if(StringCompare(g_lastSignal, "BUY") == 0 && g_buyConf >= InpMinConfidence) {
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if(InpEnableMTF && InpRequireH4Match) {
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if(!MadTurtle_MTF_ConfirmBuy(g_mtf)) return;
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}
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OpenPosition(ORDER_TYPE_BUY);
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} else if(StringCompare(g_lastSignal, "SELL") == 0 && g_sellConf >= InpMinConfidence) {
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if(InpEnableMTF && InpRequireH4Match) {
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if(!MadTurtle_MTF_ConfirmSell(g_mtf)) return;
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}
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OpenPosition(ORDER_TYPE_SELL);
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}
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}
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ManageOpenPositions();
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if(InpShowUI) {
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DrawStatusPanel();
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DrawMetricsPanel();
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MadTurtle_DrawOscillator(g_buyConf, g_sellConf, UI_OSC_X + 5, UI_OSC_Y + 15, UI_OSC_W - 10, UI_OSC_H - 30);
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DrawSignalArrows();
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}
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}
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//+------------------------------------------------------------------+
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//| Extract 14 features from current H1 bars |
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//+------------------------------------------------------------------+
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void ExtractFeatures(double &feats[])
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{
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ArrayResize(feats, 14);
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double open1 = iOpen(_Symbol, PERIOD_H1, 1);
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double close1 = iClose(_Symbol, PERIOD_H1, 1);
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double close3 = iClose(_Symbol, PERIOD_H1, 3);
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double close6 = iClose(_Symbol, PERIOD_H1, 6);
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double close = iClose(_Symbol, PERIOD_H1, 0);
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double high1 = iHigh(_Symbol, PERIOD_H1, 1);
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double low1 = iLow(_Symbol, PERIOD_H1, 1);
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feats[0] = MathLog(close1 / open1);
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feats[1] = MathLog(close1 / close3);
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feats[2] = MathLog(close1 / close6);
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feats[3] = MadTurtle_GetMA(PERIOD_H1, 10, 1) / close;
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feats[4] = MadTurtle_GetMA(PERIOD_H1, 20, 1) / close;
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feats[5] = MadTurtle_GetMA(PERIOD_H1, 50, 1) / close;
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feats[6] = (MadTurtle_GetMA(PERIOD_H1, 12, 1) - MadTurtle_GetMA(PERIOD_H1, 26, 1)) / close;
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feats[7] = feats[6];
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feats[8] = MadTurtle_GetRSI(PERIOD_H1, 14, 1) / 100.0;
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feats[9] = MadTurtle_GetATR(PERIOD_H1, 14, 1) / (close + 1e-9);
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feats[10] = feats[9];
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long vol1 = iVolume(_Symbol, PERIOD_H1, 1);
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long vol2 = iVolume(_Symbol, PERIOD_H1, 2);
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feats[11] = vol2 > 0 ? (double)vol1 / (double)vol2 : 1.0;
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feats[12] = (high1 - low1) / (close + 1e-9);
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feats[13] = (close - MadTurtle_GetMA(PERIOD_H1, 20, 1)) / (close + 1e-9);
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}
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//+------------------------------------------------------------------+
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//| Parse JSON response from inference server |
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//+------------------------------------------------------------------+
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void ParseSignalResponse(string json)
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{
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g_lastSignal = "NONE";
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g_buyConf = 0;
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g_sellConf = 0;
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string sig = StringSubstr(json, StringFind(json, "\"signal\":\"") + 10);
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sig = StringSubstr(sig, 0, StringFind(sig, "\""));
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if(StringLen(sig) > 0) g_lastSignal = sig;
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string conf = StringSubstr(json, StringFind(json, "\"confidence\":") + 13);
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conf = StringSubstr(conf, 0, StringFind(conf, ","));
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if(StringLen(conf) > 0) {
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double c = StringToDouble(conf);
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if(g_lastSignal == "BUY") g_buyConf = c * 100.0;
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if(g_lastSignal == "SELL") g_sellConf = c * 100.0;
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}
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string buy = StringSubstr(json, StringFind(json, "\"buy_prob\":") + 11);
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buy = StringSubstr(buy, 0, StringFind(buy, ","));
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if(StringLen(buy) > 0) g_buyConf = StringToDouble(buy) * 100.0;
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string sell = StringSubstr(json, StringFind(json, "\"sell_prob\":") + 12);
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sell = StringSubstr(sell, 0, StringFind(sell, ","));
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if(StringLen(sell) > 0) g_sellConf = StringToDouble(sell) * 100.0;
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}
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//+------------------------------------------------------------------+
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//| Open trade position |
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//+------------------------------------------------------------------+
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void OpenPosition(ENUM_ORDER_TYPE type)
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{
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double price = (type == ORDER_TYPE_BUY) ? SymbolInfoDouble(_Symbol, SYMBOL_ASK)
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: SymbolInfoDouble(_Symbol, SYMBOL_BID);
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double sl = 0, tp = 0;
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double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
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if(InpStopLossPts > 0) {
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sl = (type == ORDER_TYPE_BUY) ? price - InpStopLossPts * point : price + InpStopLossPts * point;
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}
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if(InpTakeProfitPts > 0) {
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tp = (type == ORDER_TYPE_BUY) ? price + InpTakeProfitPts * point : price - InpTakeProfitPts * point;
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}
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if(type == ORDER_TYPE_BUY) {
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g_trade.Buy(InpLotSize, _Symbol, price, sl, tp, "MadTurtle");
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} else {
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g_trade.Sell(InpLotSize, _Symbol, price, sl, tp, "MadTurtle");
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}
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if(g_trade.ResultRetcode() == TRADE_RETCODE_DONE) {
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Print("Opened ", EnumToString(type), " @ ", price);
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} else {
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Print("Open failed: ", g_trade.ResultRetcodeDescription());
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}
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}
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//+------------------------------------------------------------------+
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//| Manage SL/TP on open positions |
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//+------------------------------------------------------------------+
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void ManageOpenPositions()
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{
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for(int i = PositionsTotal() - 1; i >= 0; i--) {
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ulong ticket = PositionGetTicket(i);
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if(PositionSelectByTicket(ticket)) {
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if(PositionGetInteger(POSITION_MAGIC) == InpMagicNumber &&
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PositionGetString(POSITION_SYMBOL) == _Symbol) {
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Count open positions for this EA |
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//+------------------------------------------------------------------+
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int CountOpenPositions()
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{
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int count = 0;
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for(int i = PositionsTotal() - 1; i >= 0; i--) {
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ulong ticket = PositionGetTicket(i);
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if(PositionSelectByTicket(ticket)) {
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if(PositionGetInteger(POSITION_MAGIC) == InpMagicNumber &&
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PositionGetString(POSITION_SYMBOL) == _Symbol) {
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count++;
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}
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}
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}
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return count;
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}
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//+------------------------------------------------------------------+
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//| Update equity curve array |
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//+------------------------------------------------------------------+
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void UpdateEquityCurve()
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{
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double equity = AccountInfoDouble(ACCOUNT_EQUITY);
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static int idx = 0;
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if(idx >= ArraySize(g_equityCurve)) {
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ArrayCopy(g_equityCurve, g_equityCurve, 0, 1, ArraySize(g_equityCurve) - 1);
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g_equityCurve[ArraySize(g_equityCurve) - 1] = equity;
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} else {
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g_equityCurve[idx++] = equity;
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}
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g_totalProfit = equity - AccountInfoDouble(ACCOUNT_BALANCE);
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if(g_totalProfit < 0 && MathAbs(g_totalProfit) > g_maxDrawdown) {
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g_maxDrawdown = MathAbs(g_totalProfit);
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}
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}
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//+------------------------------------------------------------------+
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//| Collect system info |
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//+------------------------------------------------------------------+
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void UpdateSystemInfo()
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{
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g_ramUsed = (double)TerminalInfoInteger(TERMINAL_MEMORY_USED) / (1024.0 * 1024.0);
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g_cpuCores = (int)TerminalInfoInteger(TERMINAL_CPU_CORES);
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g_positionsOpen = CountOpenPositions();
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}
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//+------------------------------------------------------------------+
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//| UI: Status Dashboard |
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//+------------------------------------------------------------------+
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void DrawStatusPanel()
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{
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int yOff = 18;
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MadTurtle_DrawLabel("ui_status_ready", "READY: GOOD", UI_STATUS_X + 8, UI_STATUS_Y + 8, 9, UI_COLOR_PROFIT);
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MadTurtle_DrawLabel("ui_status_conn", "CONNECTING: 0 ms", UI_STATUS_X + 8, UI_STATUS_Y + yOff, 8);
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yOff += 16;
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MadTurtle_DrawLabel("ui_status_cpu", "CPU Core: " + IntegerToString(g_cpuCores), UI_STATUS_X + 8, UI_STATUS_Y + yOff, 8);
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yOff += 16;
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MadTurtle_DrawLabel("ui_status_spread", "SPREAD: " + IntegerToString((int)SymbolInfoInteger(_Symbol, SYMBOL_SPREAD)), UI_STATUS_X + 8, UI_STATUS_Y + yOff, 8);
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yOff += 16;
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MadTurtle_DrawLabel("ui_status_build", "BUILD: " + IntegerToString((int)TerminalInfoInteger(TERMINAL_BUILD)), UI_STATUS_X + 8, UI_STATUS_Y + yOff, 8);
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yOff += 16;
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MadTurtle_DrawLabel("ui_status_leverage", "LEVERAGE: 1:" + IntegerToString((int)AccountInfoInteger(ACCOUNT_LEVERAGE)), UI_STATUS_X + 8, UI_STATUS_Y + yOff, 8);
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yOff += 16;
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MadTurtle_DrawLabel("ui_status_netting", "NETTING: NO", UI_STATUS_X + 8, UI_STATUS_Y + yOff, 8);
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yOff += 16;
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MadTurtle_DrawLabel("ui_status_ram", "RAM Used: " + DoubleToString(g_ramUsed, 1) + " GB", UI_STATUS_X + 8, UI_STATUS_Y + yOff, 8);
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yOff += 16;
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MadTurtle_DrawLabel("ui_status_stopout", "STOPOUT: 80%", UI_STATUS_X + 8, UI_STATUS_Y + yOff, 8);
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yOff += 16;
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MadTurtle_DrawLabel("ui_status_dll", "DLLs OFF: OK", UI_STATUS_X + 8, UI_STATUS_Y + yOff, 8);
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}
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//+------------------------------------------------------------------+
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//| UI: Metrics / P&L box |
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//+------------------------------------------------------------------+
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void DrawMetricsPanel()
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{
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MadTurtle_DrawLabel("ui_metrics_last", "LAST: " + DoubleToString(g_lastTradeProfit, 2), UI_METRICS_X + 8, UI_METRICS_Y + 8, 9, UI_COLOR_PROFIT);
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MadTurtle_DrawLabel("ui_metrics_total", "TOTAL: " + DoubleToString(g_totalProfit, 2), UI_METRICS_X + 8, UI_METRICS_Y + 30, 9, UI_COLOR_PROFIT);
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MadTurtle_DrawLabel("ui_metrics_dd", "DRAWDOWN: " + DoubleToString(-g_maxDrawdown, 2), UI_METRICS_X + 8, UI_METRICS_Y + 52, 9, UI_COLOR_LOSS);
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MadTurtle_DrawEquityCurve(g_equityCurve, UI_METRICS_X + 8, UI_METRICS_Y + 74, UI_METRICS_W - 16, 40, UI_COLOR_PROFIT);
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}
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//+------------------------------------------------------------------+
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//| Chart signal arrows |
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//+------------------------------------------------------------------+
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void DrawSignalArrows()
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{
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static datetime lastArrowTime = 0;
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if(lastArrowTime == iTime(_Symbol, PERIOD_H1, 0)) return;
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lastArrowTime = iTime(_Symbol, PERIOD_H1, 0);
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if(StringCompare(g_lastSignal, "BUY") == 0) {
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CreateArrow("sig_buy_" + IntegerToString((int)lastArrowTime), UI_COLOR_BUY, lastArrowTime, iLow(_Symbol, PERIOD_H1, 0) - 10 * _Point);
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} else if(StringCompare(g_lastSignal, "SELL") == 0) {
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CreateArrow("sig_sell_" + IntegerToString((int)lastArrowTime), UI_COLOR_SELL, lastArrowTime, iHigh(_Symbol, PERIOD_H1, 0) + 10 * _Point);
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}
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}
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void CreateArrow(string name, color clr, datetime time, double price)
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{
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if(ObjectFind(0, name) >= 0) ObjectDelete(0, name);
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ObjectCreate(0, name, OBJ_ARROW, 0, time, price);
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ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
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ObjectSetInteger(0, name, OBJPROP_WIDTH, 2);
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ObjectSetInteger(0, name, OBJPROP_ARROWCODE, (clr == UI_COLOR_BUY) ? 233 : 234);
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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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//| Deinit |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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MadTurtle_CleanupUI();
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Print("Mad Turtle stopped. Reason: ", reason);
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}
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//+------------------------------------------------------------------+
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