84 lines
2.8 KiB
Markdown
84 lines
2.8 KiB
Markdown
|
# Symbol Specification Workflow
|
|||
|
|
|
|||
|
|
Broker-specific symbol specifications stored as CSV files, used by the
|
|||
|
|
SL/TP risk formula verification script.
|
|||
|
|
|
|||
|
|
## Location
|
|||
|
|
|
|||
|
|
```
|
|||
|
|
skills/mql5/references/symbol-spec/
|
|||
|
|
├── specs-XAUUSD.csv
|
|||
|
|
├── specs-USDJPY.csv
|
|||
|
|
└── ...
|
|||
|
|
```
|
|||
|
|
|
|||
|
|
## CSV Format
|
|||
|
|
|
|||
|
|
Each file is a two-column CSV (`Property,Value`) exported from the MT5
|
|||
|
|
Symbol Properties dialog. Key fields:
|
|||
|
|
|
|||
|
|
| Field | Example (XAUUSD) | Example (USDJPY) | Used By |
|
|||
|
|
|-------|-------------------|-------------------|---------|
|
|||
|
|
| Digits | 2 | 3 | NormalizeDouble, Point |
|
|||
|
|
| Contract size | 100 | 100000 | PointValue, profit formula |
|
|||
|
|
| Calculation | CFD Leverage | Forex | Formula selection |
|
|||
|
|
| Tick size | 0.01 | 0.001 | Futures formula |
|
|||
|
|
| Tick value | 1.0 | 0.618839 | Futures formula |
|
|||
|
|
| Stops level | 0 | 0 | Min SL distance check |
|
|||
|
|
| Profit currency | USD | JPY | Currency conversion |
|
|||
|
|
| Minimal volume | 0.01 | 0.01 | Lot normalization |
|
|||
|
|
| Maximal volume | 80.00 | 80.00 | Lot normalization |
|
|||
|
|
| Volume step | 0.01 | 0.01 | Lot normalization |
|
|||
|
|
|
|||
|
|
## How to Export from MT5
|
|||
|
|
|
|||
|
|
1. In MT5: Tools → Symbols (or press Ctrl+U)
|
|||
|
|
2. Select the symbol → Properties tab
|
|||
|
|
3. Right-click → "Copy" or manually record values
|
|||
|
|
4. Create `specs-{SYMBOL}.csv` with the `Property,Value` format
|
|||
|
|
|
|||
|
|
## How to Add a New Symbol
|
|||
|
|
|
|||
|
|
1. Export specs from MT5 (see above)
|
|||
|
|
2. Save as `skills/mql5/references/symbol-spec/specs-{SYMBOL}.csv`
|
|||
|
|
3. Add the symbol to `verify_sl_tp_formulas.py`:
|
|||
|
|
```python
|
|||
|
|
specs = {
|
|||
|
|
"XAUUSD": SymbolSpec.from_csv(SPEC_DIR / "specs-XAUUSD.csv"),
|
|||
|
|
"USDJPY": SymbolSpec.from_csv(SPEC_DIR / "specs-USDJPY.csv"),
|
|||
|
|
"EURUSD": SymbolSpec.from_csv(SPEC_DIR / "specs-EURUSD.csv"), # new
|
|||
|
|
}
|
|||
|
|
bids = {"XAUUSD": 4121.28, "USDJPY": 161.561, "EURUSD": 1.0850}
|
|||
|
|
fx_rates = {"XAUUSD": 1.0, "USDJPY": 161.561, "EURUSD": 1.0}
|
|||
|
|
```
|
|||
|
|
4. Run `python skills/mql5/scripts/verify_sl_tp_formulas.py` to verify
|
|||
|
|
|
|||
|
|
## Key Distinctions by Calc Mode
|
|||
|
|
|
|||
|
|
### Forex (SYMBOL_CALC_MODE_FOREX)
|
|||
|
|
- Profit = `(close - open) × ContractSize × Lots`
|
|||
|
|
- PointValue = `point × ContractSize`
|
|||
|
|
- Example: USDJPY — ContractSize=100000, PointValue=100 JPY/pt/lot
|
|||
|
|
|
|||
|
|
### CFD Leverage (SYMBOL_CALC_MODE_CFDLEVERAGE)
|
|||
|
|
- Profit = `(close - open) × ContractSize × Lots`
|
|||
|
|
- PointValue = `point × ContractSize`
|
|||
|
|
- Example: XAUUSD — ContractSize=100, PointValue=1.0 USD/pt/lot
|
|||
|
|
|
|||
|
|
### Futures (SYMBOL_CALC_MODE_FUTURES)
|
|||
|
|
- Profit = `(close - open) × TickValue / TickSize × Lots`
|
|||
|
|
- PointValue = `point × TickValue / TickSize`
|
|||
|
|
- Uses broker-supplied TickValue instead of ContractSize
|
|||
|
|
|
|||
|
|
## Currency Conversion
|
|||
|
|
|
|||
|
|
When `SYMBOL_CURRENCY_PROFIT ≠ ACCOUNT_CURRENCY`:
|
|||
|
|
|
|||
|
|
```
|
|||
|
|
risk_profcy = risk_account_cy × fx_rate
|
|||
|
|
```
|
|||
|
|
|
|||
|
|
The verification script uses the `FindFXRate` helper to locate a Forex pair
|
|||
|
|
in Market Watch that converts between the two currencies. In MQL5 code,
|
|||
|
|
this is implemented in `SKILL.md` Section 5 (Direction B/C).
|