zhutoutoutousan
605faf5310
Add cluster audit pipeline, united EA updates, brochure generators, and publication hygiene (gitignore, MT5 path desensitization, pre-upload scan). Remove tracked reports, models, and binary artifacts from the repo. Co-authored-by: Cursor <cursoragent@cursor.com>
329 lines
11 KiB
Plaintext
329 lines
11 KiB
Plaintext
//+------------------------------------------------------------------+
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//| DarvasBoxStrategy.mqh |
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//+------------------------------------------------------------------+
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// MQL5: no #if — use #ifdef only (no defined() / || in one #if)
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#ifdef UNITED_V2_DYNAMIC_LOTS
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extern double g_DB_LotSize;
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#define DARVAS_TRADE_LOT (g_DB_LotSize)
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#else
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#ifdef CLUSTER0_ORCHESTRATOR
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extern double g_DB_LotSize;
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#define DARVAS_TRADE_LOT (g_DB_LotSize)
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#else
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#define DARVAS_TRADE_LOT 0.01
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#endif
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#endif
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bool InitDarvasBox(string symbol)
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{
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dbData.symbol = symbol;
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dbData.boxHigh = 0;
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dbData.boxLow = 0;
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dbData.boxFormed = false;
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dbData.lastBoxTime = 0;
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dbData.boxName = "DarvasBox_" + IntegerToString(DB_MagicNumber) + "_";
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// Check if symbol exists
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if(!SymbolSelect(symbol, true))
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{
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Print("DarvasBox: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
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return false;
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}
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Sleep(100); // Wait for symbol to be ready
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dbData.point = SymbolInfoDouble(symbol, SYMBOL_POINT);
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dbData.minStopLevel = SymbolInfoInteger(symbol, SYMBOL_TRADE_STOPS_LEVEL) * dbData.point;
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dbData.maHandle = iMA(symbol, DB_TrendTimeframe, DB_MA_Period, 0, DB_MA_Method, DB_MA_Price);
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// Same TF as box highs/lows (H1 loop in CalculateDarvasBox). PERIOD_CURRENT breaks when United EA
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// runs on a chart timeframe other than H1 (volume/breakout no longer match the box).
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dbData.volumeHandle = iVolumes(symbol, PERIOD_H1, VOLUME_TICK);
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if(dbData.maHandle == INVALID_HANDLE || dbData.volumeHandle == INVALID_HANDLE)
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{
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Print("DarvasBox: Error creating indicators for '", symbol, "'");
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return false;
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}
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dbData.trade.SetDeviationInPoints(10);
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dbData.trade.SetTypeFilling(ORDER_FILLING_IOC);
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dbData.trade.SetAsyncMode(false);
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dbData.trade.SetExpertMagicNumber(DB_MagicNumber);
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ObjectsDeleteAll(0, dbData.boxName);
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dbData.isInitialized = true;
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Print("DarvasBox: Successfully initialized for symbol '", symbol, "'");
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return true;
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}
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void DeinitDarvasBox()
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{
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if(dbData.maHandle != INVALID_HANDLE) IndicatorRelease(dbData.maHandle);
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if(dbData.volumeHandle != INVALID_HANDLE) IndicatorRelease(dbData.volumeHandle);
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ObjectsDeleteAll(0, dbData.boxName);
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}
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void DrawDarvasBox()
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{
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if(!dbData.boxFormed) return;
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datetime time1 = iTime(dbData.symbol, PERIOD_H1, DB_BoxPeriod);
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datetime time2 = iTime(dbData.symbol, PERIOD_H1, 0);
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ObjectsDeleteAll(0, dbData.boxName);
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ObjectCreate(0, dbData.boxName + "Top", OBJ_TREND, 0, time1, dbData.boxHigh, time2, dbData.boxHigh);
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ObjectCreate(0, dbData.boxName + "Bottom", OBJ_TREND, 0, time1, dbData.boxLow, time2, dbData.boxLow);
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ObjectSetInteger(0, dbData.boxName + "Top", OBJPROP_COLOR, DB_BoxColor);
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ObjectSetInteger(0, dbData.boxName + "Bottom", OBJPROP_COLOR, DB_BoxColor);
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ObjectSetInteger(0, dbData.boxName + "Top", OBJPROP_WIDTH, DB_BoxWidth);
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ObjectSetInteger(0, dbData.boxName + "Bottom", OBJPROP_WIDTH, DB_BoxWidth);
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ObjectSetInteger(0, dbData.boxName + "Top", OBJPROP_RAY_RIGHT, true);
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ObjectSetInteger(0, dbData.boxName + "Bottom", OBJPROP_RAY_RIGHT, true);
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}
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void CalculateDarvasBox()
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{
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double high = 0;
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double low = DBL_MAX;
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// Find highest high and lowest low in the period - EXACTLY like original
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for(int i = 0; i < DB_BoxPeriod; i++)
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{
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high = MathMax(high, iHigh(dbData.symbol, PERIOD_H1, i));
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low = MathMin(low, iLow(dbData.symbol, PERIOD_H1, i));
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}
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double range = high - low;
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double allowedRange = DB_BoxDeviation * dbData.point; // Use dbData.point instead of _Point
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if(DB_EnableLogging)
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{
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Print("DarvasBox: Box Calculation - High: ", high, " Low: ", low, " Range: ", range, " Allowed Range: ", allowedRange);
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}
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// Check if box is formed - EXACTLY like original
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if(range <= allowedRange)
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{
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dbData.boxHigh = high;
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dbData.boxLow = low;
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dbData.boxFormed = true;
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dbData.lastBoxTime = iTime(dbData.symbol, PERIOD_CURRENT, 0);
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// Draw the box
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DrawDarvasBox();
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if(DB_EnableLogging)
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Print("DarvasBox: Box Formed - High: ", dbData.boxHigh, " Low: ", dbData.boxLow, " Time: ", dbData.lastBoxTime);
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}
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else
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{
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dbData.boxFormed = false;
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// Delete box if it exists
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ObjectsDeleteAll(0, dbData.boxName);
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}
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}
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bool ValidateStopLevels(double price, double &sl, double &tp, ENUM_ORDER_TYPE orderType)
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{
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double minSlDistance = MathMax(dbData.minStopLevel, DB_StopLoss * dbData.point);
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double minTpDistance = MathMax(dbData.minStopLevel, DB_TakeProfit * dbData.point);
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if(orderType == ORDER_TYPE_BUY)
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{
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sl = price - minSlDistance;
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tp = price + minTpDistance;
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}
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else
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{
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sl = price + minSlDistance;
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tp = price - minTpDistance;
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}
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return true;
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}
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bool IsTrendFavorable(ENUM_ORDER_TYPE orderType)
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{
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if(!DB_UseTrendFilter)
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return true;
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double ma[];
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ArraySetAsSeries(ma, true);
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if(CopyBuffer(dbData.maHandle, 0, 0, 2, ma) <= 0)
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return false;
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double currentPrice = SymbolInfoDouble(dbData.symbol, SYMBOL_ASK);
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double trendStrength = MathAbs(currentPrice - ma[0]) / dbData.point;
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if(orderType == ORDER_TYPE_BUY)
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return (currentPrice > ma[0] && trendStrength > DB_TrendThreshold);
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else
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return (currentPrice < ma[0] && trendStrength > DB_TrendThreshold);
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}
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bool CheckVolumeConditions()
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{
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if(!DB_UseVolumeSpikeFilter)
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return true;
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double volumes[];
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ArraySetAsSeries(volumes, true);
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if(CopyBuffer(dbData.volumeHandle, 0, 0, DB_VolumeMA_Period + 1, volumes) <= 0)
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return false;
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double volumeMA = 0;
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for(int i = 1; i <= DB_VolumeMA_Period; i++)
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volumeMA += volumes[i];
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volumeMA /= DB_VolumeMA_Period;
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double currentVolume = volumes[0];
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if(volumeMA <= 0.0)
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return (currentVolume > 0.0);
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double volumeRatio = currentVolume / volumeMA;
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return (volumeRatio > DB_VolumeThresholdMultiplier);
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}
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bool PlaceOrder(ENUM_ORDER_TYPE orderType, double price, double sl, double tp)
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{
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if(!ValidateStopLevels(price, sl, tp, orderType))
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{
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if(DB_EnableLogging)
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Print("DarvasBox: Order rejected - Stop levels validation failed");
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return false;
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}
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if(!IsTrendFavorable(orderType))
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{
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if(DB_EnableLogging)
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Print("DarvasBox: Order rejected - Trend not favorable for ", EnumToString(orderType));
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return false;
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}
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if(!CheckVolumeConditions())
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{
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if(DB_EnableLogging)
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Print("DarvasBox: Order rejected - Volume conditions not met");
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return false;
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}
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bool result = false;
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const double lot = United_NormalizeVolume(dbData.symbol, DARVAS_TRADE_LOT);
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if(lot <= 0.0)
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{
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Print("DarvasBox: Order rejected - invalid lot after normalize (raw=", DARVAS_TRADE_LOT, ")");
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return false;
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}
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// Use market price (0) instead of explicit price - this ensures market order execution
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// In backtesting, explicit price might fail if price has moved
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if(orderType == ORDER_TYPE_BUY)
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result = dbData.trade.Buy(lot, dbData.symbol, 0, sl, tp, "Darvas Box Breakout");
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else
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result = dbData.trade.Sell(lot, dbData.symbol, 0, sl, tp, "Darvas Box Breakdown");
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// Always log errors, success only if logging enabled
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if(result)
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{
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if(DB_EnableLogging)
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Print("DarvasBox: ", (orderType == ORDER_TYPE_BUY ? "Buy" : "Sell"), " Order Placed Successfully");
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}
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else
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{
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// Always log failures with detailed info
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uint retcode_uint = dbData.trade.ResultRetcode();
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int retcode = (int)retcode_uint;
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string desc = dbData.trade.ResultRetcodeDescription();
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ulong deal = dbData.trade.ResultDeal();
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ulong order = dbData.trade.ResultOrder();
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Print("DarvasBox: ", (orderType == ORDER_TYPE_BUY ? "Buy" : "Sell"),
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" Order Failed - Retcode: ", retcode,
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", Description: ", desc,
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", Deal: ", deal,
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", Order: ", order,
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", Symbol: ", dbData.symbol,
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", Requested Price: ", price,
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", SL: ", sl,
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", TP: ", tp);
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}
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return result;
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}
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void ProcessDarvasBox(string symbol)
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{
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// Skip if not initialized (symbol not available)
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if(!dbData.isInitialized)
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return;
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dbData.symbol = symbol; // Update symbol in case it changed
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// Calculate new box levels - EXACTLY like original (called every tick)
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CalculateDarvasBox();
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// Check for trading signals - EXACTLY like original (checked every tick)
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if(dbData.boxFormed)
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{
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double currentPrice = SymbolInfoDouble(dbData.symbol, SYMBOL_ASK);
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long currentVolume_long = iVolume(dbData.symbol, PERIOD_H1, 0);
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double currentVolume = (double)currentVolume_long;
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if(DB_EnableLogging)
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{
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Print("DarvasBox: Current Price: ", currentPrice, " Box High: ", dbData.boxHigh, " Box Low: ", dbData.boxLow);
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Print("DarvasBox: Current Volume: ", currentVolume, " Volume Threshold: ", DB_VolumeThreshold);
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}
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// Check for breakout above box - EXACTLY like original
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if(currentPrice > dbData.boxHigh && currentVolume > DB_VolumeThreshold)
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{
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if(DB_EnableLogging)
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Print("DarvasBox: Breakout Signal Detected - Price above box high");
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// Buy signal
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if(United_PrepareEntrySlot(dbData.trade, dbData.symbol, (ulong)DB_MagicNumber, DB_CloseUnprofitableOnNewSignal))
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{
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double sl = currentPrice - DB_StopLoss * dbData.point;
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double tp = currentPrice + DB_TakeProfit * dbData.point;
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if(DB_EnableLogging)
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Print("DarvasBox: Preparing Buy Order - Price: ", currentPrice, " SL: ", sl, " TP: ", tp);
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PlaceOrder(ORDER_TYPE_BUY, currentPrice, sl, tp);
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}
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else if(DB_EnableLogging)
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Print("DarvasBox: Skipping Buy Signal - Position already exists");
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}
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// Check for breakdown below box - EXACTLY like original
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if(currentPrice < dbData.boxLow && currentVolume > DB_VolumeThreshold)
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{
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if(DB_EnableLogging)
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Print("DarvasBox: Breakdown Signal Detected - Price below box low");
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// Sell signal
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if(United_PrepareEntrySlot(dbData.trade, dbData.symbol, (ulong)DB_MagicNumber, DB_CloseUnprofitableOnNewSignal))
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{
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double sl = currentPrice + DB_StopLoss * dbData.point;
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double tp = currentPrice - DB_TakeProfit * dbData.point;
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if(DB_EnableLogging)
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Print("DarvasBox: Preparing Sell Order - Price: ", currentPrice, " SL: ", sl, " TP: ", tp);
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PlaceOrder(ORDER_TYPE_SELL, currentPrice, sl, tp);
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}
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else if(DB_EnableLogging)
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Print("DarvasBox: Skipping Sell Signal - Position already exists");
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}
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}
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else if(DB_EnableLogging)
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Print("DarvasBox: No Box Formed - Waiting for consolidation");
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}
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//+------------------------------------------------------------------+
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