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