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ZhijuCen cb0f520623 feat: SL/TP risk formulas, project docs, symbol specs

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

2026-06-24 03:32:28 +08:00

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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

In MT5: Tools → Symbols (or press Ctrl+U)
Select the symbol → Properties tab
Right-click → "Copy" or manually record values
Create specs-{SYMBOL}.csv with the Property,Value format

How to Add a New Symbol

Export specs from MT5 (see above)
Save as skills/mql5/references/symbol-spec/specs-{SYMBOL}.csv

Add the symbol to verify_sl_tp_formulas.py:

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}

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).

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