ZhijuCen
cb0f520623
SKILL.md Section 5 rewritten with PointValue-based formulas:
- Direction A: SL points → SL price
- Direction B: Risk% + lots → SL price (with currency conversion)
- Direction C: SL price + risk% → lot size
- FindFXRate helper for profit_currency ≠ account_currency
- OrderCalcProfit verification pattern
Section 8 expanded with 6 SL/TP pitfalls (PointValue vs TICK_VALUE,
TickSize ≠ Point, currency conversion, NormalizeDouble rounding,
lot step quantization, STOPS_LEVEL check).
Section 9 EA skeleton now includes inline PointValue, FindFXRate,
CalcSLFromRisk, CalcLotsFromSL functions.
New files:
- LICENSE (MIT)
- README.md
- docs-dev/symbol-spec.md (symbol spec workflow)
- skills/mql5/references/symbol-spec/specs-{XAUUSD,USDJPY}.csv
- skills/mql5/scripts/verify_sl_tp_formulas.py (Python verification)
Updated: pyproject.toml, AGENTS.md, .gitignore, docs-dev/skill-design.md
102 lines
3.3 KiB
Markdown
102 lines
3.3 KiB
Markdown
# SKILL.md Design — skills/mql5
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This document describes the content and structure of `skills/mql5/SKILL.md`,
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conforming to the [AgentSkills.io Specification](https://agentskills.io/specification).
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## Frontmatter
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```yaml
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---
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name: mql5
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description: >
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MQL5 development skill for MetaTrader 5 Expert Advisors, Indicators, Scripts,
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and Services. Focus on positions, orders, indicators, ticks, bars, risk
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management, backtesting, and multi-instance MT5 operations. Includes
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programming book and API reference documentation.
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version: "0.1"
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license: MIT
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compatibility: >
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Target: MetaTrader 5 platform. Language: MQL5 (C++-like syntax).
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File extensions: *.mq5 (source), *.mqh (headers).
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Run time: Windows native, Linux via Wine, macOS via Wine.
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metadata:
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project-version: "0.1.0"
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focus-areas:
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- positions
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- orders
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- indicators
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- ticks
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- bars
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- risk-management
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- backtesting
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---
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```
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## Body Content Structure
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### 1. MQL5 Fundamentals
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- Language and file types (.mq5, .mqh, .ex5)
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- Program types: EA, Indicator, Script, Service
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- MQL5 directory structure (Windows, Linux/Wine)
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- Multi-instance MT5 operations
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### 2. Trading Operations
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- Core concepts: Order, Deal, Position
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- CTrade class usage patterns
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- Position queries (Hedging vs Netting)
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- Order execution pattern with error handling
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### 3. Indicators and Multi-Timeframe
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- Built-in indicator handles (iMA, iRSI, iMACD, iBands)
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- Reading indicator values via CopyBuffer
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- Multi-timeframe analysis pattern
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- New bar detection
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### 4. Ticks and Bars
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- Timeseries access (MqlRates, ArraySetAsSeries)
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- Tick data (MqlTick, SymbolInfoTick)
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- Key functions table
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### 5. Risk Management and Lot Sizing
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- **PointValue concept**: profit-currency per 1-point move for 1 lot
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- Forex/CFD: `point × ContractSize`
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- Futures: `point × TickValue / TickSize`
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- **Direction A**: SL distance points → SL price
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- **Direction B**: Risk% + fixed lots → SL price (with currency conversion)
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- **Direction C**: SL price + risk% → lot size
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- **Profit verification**: OrderCalcProfit + manual formula
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- Risk-to-Reward ratio
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- Position sizing rules (7 rules)
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### 6. Backtesting and Optimization
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- Strategy Tester concepts
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- OnTester custom optimization criterion
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- Key statistics table
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- Backtesting workflow
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### 7. Event Handlers Reference
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- Handler table (OnInit through OnTesterPass)
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### 8. Common Pitfalls
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- **General** (10 items): ResultRetcode, MagicNumber, NormalizeDouble, etc.
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- **SL/TP and Risk Calculation** (6 items): PointValue vs TICK_VALUE,
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TickSize vs Point, currency conversion, NormalizeDouble rounding,
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lot step quantization, STOPS_LEVEL check
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### 9. Quick Reference — EA Skeleton
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- Complete EA template with inline risk functions:
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- `PointValue()`, `FindFXRate()`, `CalcSLFromRisk()`, `CalcLotsFromSL()`
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- OnTick example with SL calculation and loss verification
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### 10. References
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- In-skill references (book/, docs/, symbol-spec/, scripts/)
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- External links (MQL5 Reference, MQL5 Book, Strategy Tester Guide)
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## Implementation Notes
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- Body is loaded as context by AI agents — prioritize actionable patterns
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- Reference files provide depth; SKILL.md provides the "what to do"
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- Risk formulas verified against real symbol specs (XAUUSD, USDJPY)
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via `scripts/verify_sl_tp_formulas.py`
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- Version 0.1: initial content, will expand as extraction completes
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