Update

frontline/units/MeanReversionBTCUSD/MeanReversionEMA_RSI_ADX.mq5

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+#property strict
+#property version "1.00"
+#property description "BTCUSD mean reversion: RSI extreme + EMA distance + low ADX; escape when ADX trends up."
+
+#include <Trade/Trade.mqh>
+
+input group "=== Market ==="
+input string          InpSymbol              = "BTCUSD";
+input ENUM_TIMEFRAMES InpTimeframe           = PERIOD_M20;
+input double          InpLots                = 0.01;
+input int             InpSlippagePoints      = 30;
+input int             InpMagic               = 930201;
+input int             InpMaxPositions        = 5;
+input bool            InpDebugLogs           = false;
+
+input group "=== EMA distance (mean reversion stretch) ==="
+input int             InpEmaPeriod           = 250;
+input double          InpMinEmaDistancePts   = 3650.0; // |close-EMA| in points; raise/lower for BTC broker digits
+
+input group "=== RSI ==="
+input int             InpRsiPeriod           = 28;
+input double          InpRsiOversold        = 40.0;
+input double          InpRsiOverbought      = 83.0;
+input bool            InpUseRsiCross        = false; // true: require cross into zone on last bar
+
+input group "=== ADX (trend filter + escape) ==="
+input int             InpAdxPeriod           = 27;
+input double          InpAdxMaxForEntry      = 17.0; // no new trades if ADX >= this (ranging bias)
+input double          InpAdxEscape           = 34.0; // close all if ADX >= this (trend building)
+
+input group "=== Price action (optional) ==="
+input bool            InpRequireReversalBar  = false; // buy: bearish bar at signal; sell: bullish bar
+
+input group "=== Risk ==="
+input bool            InpUseHardSLTP         = false;
+input double          InpSLPoints            = 1300;
+input double          InpTPPoints            = 13400;
+
+CTrade trade;
+datetime g_lastBarTime = 0;
+
+int g_hRsi  = INVALID_HANDLE;
+int g_hEma  = INVALID_HANDLE;
+int g_hAdx  = INVALID_HANDLE;
+
+void DebugLog(const string msg)
+{
+   if(InpDebugLogs)
+      Print("[MeanRevEMA_RSI_ADX] ", msg);
+}
+
+bool IsNewBar(const string symbol, const ENUM_TIMEFRAMES tf)
+{
+   datetime t = iTime(symbol, tf, 0);
+   if(t <= 0 || t == g_lastBarTime)
+      return false;
+   g_lastBarTime = t;
+   return true;
+}
+
+bool CopyOne(const int handle, const int buffer, const int shift, double &out)
+{
+   if(handle == INVALID_HANDLE)
+      return false;
+   double v[1];
+   if(CopyBuffer(handle, buffer, shift, 1, v) != 1)
+      return false;
+   out = v[0];
+   return true;
+}
+
+double GetAdx(const int shift)
+{
+   double v = 0.0;
+   if(!CopyOne(g_hAdx, 0, shift, v))
+      return 0.0;
+   return v;
+}
+
+double GetRsi(const int shift)
+{
+   double v = 0.0;
+   if(!CopyOne(g_hRsi, 0, shift, v))
+      return 0.0;
+   return v;
+}
+
+double GetEma(const int shift)
+{
+   double v = 0.0;
+   if(!CopyOne(g_hEma, 0, shift, v))
+      return 0.0;
+   return v;
+}
+
+int CountPositionsByMagic(const string symbol, const int magic)
+{
+   int count = 0;
+   for(int i = PositionsTotal() - 1; i >= 0; --i)
+   {
+      ulong t = PositionGetTicket(i);
+      if(t == 0)
+         continue;
+      if(PositionGetString(POSITION_SYMBOL) == symbol &&
+         (int)PositionGetInteger(POSITION_MAGIC) == magic)
+         count++;
+   }
+   return count;
+}
+
+void CloseAllByMagic(const string symbol, const int magic)
+{
+   for(int i = PositionsTotal() - 1; i >= 0; --i)
+   {
+      ulong t = PositionGetTicket(i);
+      if(t == 0)
+         continue;
+      if(PositionGetString(POSITION_SYMBOL) == symbol &&
+         (int)PositionGetInteger(POSITION_MAGIC) == magic)
+         trade.PositionClose(t);
+   }
+}
+
+void ComputeSLTP(const bool isBuy, const double entry, double &sl, double &tp)
+{
+   if(!InpUseHardSLTP)
+   {
+      sl = 0.0;
+      tp = 0.0;
+      return;
+   }
+   if(isBuy)
+   {
+      sl = entry - InpSLPoints * _Point;
+      tp = entry + InpTPPoints * _Point;
+   }
+   else
+   {
+      sl = entry + InpSLPoints * _Point;
+      tp = entry - InpTPPoints * _Point;
+   }
+}
+
+bool RsiOversoldSignal()
+{
+   double r1 = 0.0, r2 = 0.0;
+   if(!CopyOne(g_hRsi, 0, 1, r1) || !CopyOne(g_hRsi, 0, 2, r2))
+      return false;
+   if(InpUseRsiCross)
+      return (r2 > InpRsiOversold && r1 <= InpRsiOversold);
+   return (r1 <= InpRsiOversold);
+}
+
+bool RsiOverboughtSignal()
+{
+   double r1 = 0.0, r2 = 0.0;
+   if(!CopyOne(g_hRsi, 0, 1, r1) || !CopyOne(g_hRsi, 0, 2, r2))
+      return false;
+   if(InpUseRsiCross)
+      return (r2 < InpRsiOverbought && r1 >= InpRsiOverbought);
+   return (r1 >= InpRsiOverbought);
+}
+
+bool BarBearish(const int shift)
+{
+   double o = iOpen(InpSymbol, InpTimeframe, shift);
+   double c = iClose(InpSymbol, InpTimeframe, shift);
+   return (c < o);
+}
+
+bool BarBullish(const int shift)
+{
+   double o = iOpen(InpSymbol, InpTimeframe, shift);
+   double c = iClose(InpSymbol, InpTimeframe, shift);
+   return (c > o);
+}
+
+bool BuySetup()
+{
+   if(!RsiOversoldSignal())
+      return false;
+
+   double ema = GetEma(1);
+   double cls = iClose(InpSymbol, InpTimeframe, 1);
+   if(ema <= 0.0 || cls <= 0.0)
+      return false;
+
+   double distPts = (ema - cls) / _Point;
+   if(distPts < InpMinEmaDistancePts)
+      return false;
+
+   if(InpRequireReversalBar && !BarBearish(1))
+      return false;
+
+   double adx = GetAdx(1);
+   if(adx <= 0.0)
+      return false;
+   if(adx >= InpAdxMaxForEntry)
+      return false;
+
+   return true;
+}
+
+bool SellSetup()
+{
+   if(!RsiOverboughtSignal())
+      return false;
+
+   double ema = GetEma(1);
+   double cls = iClose(InpSymbol, InpTimeframe, 1);
+   if(ema <= 0.0 || cls <= 0.0)
+      return false;
+
+   double distPts = (cls - ema) / _Point;
+   if(distPts < InpMinEmaDistancePts)
+      return false;
+
+   if(InpRequireReversalBar && !BarBullish(1))
+      return false;
+
+   double adx = GetAdx(1);
+   if(adx <= 0.0)
+      return false;
+   if(adx >= InpAdxMaxForEntry)
+      return false;
+
+   return true;
+}
+
+int OnInit()
+{
+   if(StringLen(InpSymbol) == 0)
+   {
+      Print("[MeanRevEMA_RSI_ADX] OnInit: InpSymbol is empty.");
+      return INIT_PARAMETERS_INCORRECT;
+   }
+   if(InpRsiPeriod < 2 || InpEmaPeriod < 1 || InpAdxPeriod < 1)
+   {
+      Print("[MeanRevEMA_RSI_ADX] OnInit: invalid periods rsi=", InpRsiPeriod,
+            " ema=", InpEmaPeriod, " adx=", InpAdxPeriod);
+      return INIT_PARAMETERS_INCORRECT;
+   }
+   if(!SymbolSelect(InpSymbol, true))
+   {
+      Print("[MeanRevEMA_RSI_ADX] OnInit: SymbolSelect failed (symbol missing on this agent?): ", InpSymbol,
+            " err=", GetLastError(),
+            " — use Local agents only for broker-specific names, or set InpSymbol to a symbol the agent has.");
+      return INIT_PARAMETERS_INCORRECT;
+   }
+
+   g_hRsi = iRSI(InpSymbol, InpTimeframe, InpRsiPeriod, PRICE_CLOSE);
+   if(g_hRsi == INVALID_HANDLE)
+   {
+      Print("[MeanRevEMA_RSI_ADX] OnInit: iRSI failed sym=", InpSymbol, " tf=", (int)InpTimeframe,
+            " period=", InpRsiPeriod, " err=", GetLastError());
+      return INIT_FAILED;
+   }
+   g_hEma = iMA(InpSymbol, InpTimeframe, InpEmaPeriod, 0, MODE_EMA, PRICE_CLOSE);
+   if(g_hEma == INVALID_HANDLE)
+   {
+      Print("[MeanRevEMA_RSI_ADX] OnInit: iMA failed sym=", InpSymbol, " tf=", (int)InpTimeframe,
+            " period=", InpEmaPeriod, " err=", GetLastError());
+      IndicatorRelease(g_hRsi);
+      g_hRsi = INVALID_HANDLE;
+      return INIT_FAILED;
+   }
+   g_hAdx = iADX(InpSymbol, InpTimeframe, InpAdxPeriod);
+   if(g_hAdx == INVALID_HANDLE)
+   {
+      Print("[MeanRevEMA_RSI_ADX] OnInit: iADX failed sym=", InpSymbol, " tf=", (int)InpTimeframe,
+            " period=", InpAdxPeriod, " err=", GetLastError());
+      IndicatorRelease(g_hRsi);
+      IndicatorRelease(g_hEma);
+      g_hRsi = g_hEma = INVALID_HANDLE;
+      return INIT_FAILED;
+   }
+
+   trade.SetExpertMagicNumber(InpMagic);
+   trade.SetDeviationInPoints(InpSlippagePoints);
+   return INIT_SUCCEEDED;
+}
+
+void OnDeinit(const int reason)
+{
+   if(g_hRsi != INVALID_HANDLE) IndicatorRelease(g_hRsi);
+   if(g_hEma != INVALID_HANDLE) IndicatorRelease(g_hEma);
+   if(g_hAdx != INVALID_HANDLE) IndicatorRelease(g_hAdx);
+   g_hRsi = g_hEma = g_hAdx = INVALID_HANDLE;
+}
+
+void OnTick()
+{
+   if(_Symbol != InpSymbol)
+   {
+      static datetime lastMismatchLog = 0;
+      datetime nowBar = iTime(_Symbol, PERIOD_M1, 0);
+      if(nowBar != lastMismatchLog)
+      {
+         lastMismatchLog = nowBar;
+         DebugLog(StringFormat("Skipped: chart symbol=%s but InpSymbol=%s.", _Symbol, InpSymbol));
+      }
+      return;
+   }
+
+   const int posCount = CountPositionsByMagic(InpSymbol, InpMagic);
+   const double adxLive = GetAdx(0);
+
+   if(posCount > 0 && adxLive > 0.0 && adxLive >= InpAdxEscape)
+   {
+      DebugLog(StringFormat("ADX escape: adx0=%.2f >= %.2f -> closing %d position(s).", adxLive, InpAdxEscape, posCount));
+      CloseAllByMagic(InpSymbol, InpMagic);
+      return;
+   }
+
+   if(!IsNewBar(InpSymbol, InpTimeframe))
+      return;
+
+   const double rsi1 = GetRsi(1);
+   const double adx1 = GetAdx(1);
+   const double ema1 = GetEma(1);
+   const double c1 = iClose(InpSymbol, InpTimeframe, 1);
+   DebugLog(StringFormat("Bar=%s rsi1=%.2f adx1=%.2f ema1=%.5f close1=%.5f positions=%d",
+                         TimeToString(iTime(InpSymbol, InpTimeframe, 1), TIME_DATE | TIME_MINUTES),
+                         rsi1, adx1, ema1, c1, posCount));
+
+   if(posCount >= InpMaxPositions)
+   {
+      DebugLog(StringFormat("Skipped: max positions (%d).", InpMaxPositions));
+      return;
+   }
+
+   MqlTick tick;
+   if(!SymbolInfoTick(InpSymbol, tick))
+   {
+      DebugLog("Skipped: SymbolInfoTick failed.");
+      return;
+   }
+
+   double sl = 0.0, tp = 0.0;
+
+   if(BuySetup())
+   {
+      ComputeSLTP(true, tick.ask, sl, tp);
+      if(trade.Buy(InpLots, InpSymbol, tick.ask, sl, tp, "MeanRev_RSI_OS_EMA"))
+         DebugLog(StringFormat("BUY lots=%.2f ask=%.2f sl=%.2f tp=%.2f", InpLots, tick.ask, sl, tp));
+      else
+         DebugLog(StringFormat("BUY failed retcode=%d", trade.ResultRetcode()));
+      return;
+   }
+
+   if(SellSetup())
+   {
+      ComputeSLTP(false, tick.bid, sl, tp);
+      if(trade.Sell(InpLots, InpSymbol, tick.bid, sl, tp, "MeanRev_RSI_OB_EMA"))
+         DebugLog(StringFormat("SELL lots=%.2f bid=%.2f sl=%.2f tp=%.2f", InpLots, tick.bid, sl, tp));
+      else
+         DebugLog(StringFormat("SELL failed retcode=%d", trade.ResultRetcode()));
+      return;
+   }
+
+   DebugLog("No entry: RSI/EMA distance/ADX/bar filters not aligned.");
+}

frontline/units/MeanReversionBTCUSD/MeanReversionEMA_RSI_ADX_genetic.set

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+; Synced with daughter.set (ranges + current defaults). Strategy Tester → Inputs → Load.
+; Format: value||start||step||stop||Y|N
+;
+; === Market ===
+InpSymbol=BTCUSD
+InpTimeframe=20||15||0||16385||Y
+InpLots=0.01||0.01||0.001000||0.050000||N
+InpSlippagePoints=30||30||1||300||N
+InpMagic=930201||930201||1||930201||N
+InpMaxPositions=5||1||1||8||Y
+InpDebugLogs=false||false||0||true||N
+; === EMA distance (mean reversion stretch) ===
+InpEmaPeriod=250||50||10||400||Y
+InpMinEmaDistancePts=3650||200.0||50.0||5000.0||Y
+; === RSI ===
+InpRsiPeriod=28||7||1||28||Y
+InpRsiOversold=40||18.0||1.0||42.0||Y
+InpRsiOverbought=83||58.0||1.0||88.0||Y
+InpUseRsiCross=false||false||0||true||Y
+; === ADX (trend filter + escape) ===
+InpAdxPeriod=27||7||1||28||Y
+InpAdxMaxForEntry=17||15.0||1.0||40.0||Y
+InpAdxEscape=34||22.0||1.0||55.0||Y
+; === Price action (optional) ===
+InpRequireReversalBar=false||false||0||true||Y
+; === Risk ===
+InpUseHardSLTP=false||false||0||true||Y
+InpSLPoints=1300||800.0||100.0||8000.0||Y
+InpTPPoints=13400||1000.0||200.0||15000.0||Y

frontline/units/MeanReversionBTCUSD/daughter.set

@@ -0,0 +1,30 @@
+; saved on 2026.04.23 22:29:36
+; this file contains input parameters for testing/optimizing MeanReversion expert advisor
+; to use it in the strategy tester, click Load in the context menu of the Inputs tab
+;
+; === Market ===
+InpSymbol=BTCUSD
+InpTimeframe=20||15||0||16385||Y
+InpLots=0.01||0.01||0.001000||0.050000||N
+InpSlippagePoints=30||30||1||300||N
+InpMagic=930201||930201||1||930201||N
+InpMaxPositions=5||1||1||8||Y
+InpDebugLogs=false||false||0||true||N
+; === EMA distance (mean reversion stretch) ===
+InpEmaPeriod=250||50||10||400||Y
+InpMinEmaDistancePts=3650||200.0||50.0||5000.0||Y
+; === RSI ===
+InpRsiPeriod=28||7||1||28||Y
+InpRsiOversold=40||18.0||1.0||42.0||Y
+InpRsiOverbought=83||58.0||1.0||88.0||Y
+InpUseRsiCross=false||false||0||true||Y
+; === ADX (trend filter + escape) ===
+InpAdxPeriod=27||7||1||28||Y
+InpAdxMaxForEntry=17||15.0||1.0||40.0||Y
+InpAdxEscape=34||22.0||1.0||55.0||Y
+; === Price action (optional) ===
+InpRequireReversalBar=false||false||0||true||Y
+; === Risk ===
+InpUseHardSLTP=false||false||0||true||Y
+InpSLPoints=1300||800.0||100.0||8000.0||Y
+InpTPPoints=13400||1000.0||200.0||15000.0||Y