Files
zhutoutoutousan 605faf5310 Prepare source-only public release for develop.
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>
2026-07-02 15:03:43 +02:00

579 lines
22 KiB
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//+------------------------------------------------------------------+
//| EMASlopeDistanceStrategy.mqh |
//+------------------------------------------------------------------+
bool InitEMASlopeDistance(string symbol)
{
esData.symbol = symbol;
esData.letzte_überwachung_zeit = 0;
esData.überwachung_aktiv = false;
esData.preis_trigger_aktiv = false;
esData.steigung_trigger_aktiv = false;
esData.ticket = 0;
esData.trades_in_current_crossover = 0;
esData.crossover_detected = false;
esData.trade_open_time = 0;
esData.last_bar_time = 0;
esData.es_last_sl_adjust_success_time = 0;
// Check if symbol exists
if(!SymbolSelect(symbol, true))
{
Print("EMASlopeDistance: Symbol '", symbol, "' not available in Market Watch. Please add it to Market Watch or check symbol name.");
return false;
}
Sleep(100); // Wait for symbol to be ready
esData.trade.SetExpertMagicNumber(ES_MagicNumber);
esData.trade.SetDeviationInPoints(10);
esData.trade.SetTypeFillingBySymbol(symbol);
esData.ema_handle = iMA(symbol, ES_Timeframe, ES_EMA_Periode, 0, MODE_EMA, PRICE_CLOSE);
if(esData.ema_handle == INVALID_HANDLE)
{
Print("EMASlopeDistance: Error creating EMA indicator for '", symbol, "'");
return false;
}
ArraySetAsSeries(esData.ema_array, true);
esData.isInitialized = true;
Print("EMASlopeDistance: Successfully initialized for symbol '", symbol, "'");
return true;
}
void DeinitEMASlopeDistance()
{
if(esData.ema_handle != INVALID_HANDLE)
IndicatorRelease(esData.ema_handle);
}
bool ES_IsWeeklyADXTrendFavorable(const ENUM_ORDER_TYPE order_type)
{
if(!ES_UseWeeklyADXFilter)
return true;
int adxShift = ES_WeeklyADXBarShift;
if(adxShift < 0)
adxShift = 0;
int adx_handle = iADX(esData.symbol, PERIOD_W1, ES_WeeklyADXPeriod);
if(adx_handle == INVALID_HANDLE)
return true;
double adx_buf[], plus_di_buf[], minus_di_buf[];
ArraySetAsSeries(adx_buf, true);
ArraySetAsSeries(plus_di_buf, true);
ArraySetAsSeries(minus_di_buf, true);
bool ok_adx = (CopyBuffer(adx_handle, 0, adxShift, 1, adx_buf) > 0);
bool ok_plus = (CopyBuffer(adx_handle, 1, adxShift, 1, plus_di_buf) > 0);
bool ok_minus = (CopyBuffer(adx_handle, 2, adxShift, 1, minus_di_buf) > 0);
IndicatorRelease(adx_handle);
if(!ok_adx || !ok_plus || !ok_minus)
return true;
double adx_value = adx_buf[0];
double plus_di = plus_di_buf[0];
double minus_di = minus_di_buf[0];
bool strength_ok = (adx_value >= ES_WeeklyADXMin);
bool direction_ok = true;
if(ES_WeeklyADXUseDirection)
{
if(order_type == ORDER_TYPE_BUY)
direction_ok = (plus_di > minus_di);
else
direction_ok = (minus_di > plus_di);
}
return strength_ok && direction_ok;
}
bool ES_TrailingActivationReached(const double position_profit, const ENUM_POSITION_TYPE position_type,
const double pips_multiplier)
{
if(ES_TrailingActivationPips <= 0.0)
return (position_profit > 0.0);
const double open_px = PositionGetDouble(POSITION_PRICE_OPEN);
if(position_type == POSITION_TYPE_BUY)
{
const double bid = SymbolInfoDouble(esData.symbol, SYMBOL_BID);
return ((bid - open_px) / SymbolInfoDouble(esData.symbol, SYMBOL_POINT) / pips_multiplier >= ES_TrailingActivationPips);
}
const double ask = SymbolInfoDouble(esData.symbol, SYMBOL_ASK);
return ((open_px - ask) / SymbolInfoDouble(esData.symbol, SYMBOL_POINT) / pips_multiplier >= ES_TrailingActivationPips);
}
//+------------------------------------------------------------------+
//| EMA Berechnung (EMA Calculation) |
//+------------------------------------------------------------------+
void BerechneEMA()
{
//--- EMA Werte vom Indicator kopieren (Copy EMA values from indicator)
int copied = CopyBuffer(esData.ema_handle, 0, 0, 3, esData.ema_array);
if(copied <= 0)
{
Print("TRACE: Fehler beim Kopieren der EMA Werte - Copied: ", copied);
return;
}
Print("TRACE: EMA Werte kopiert: ", copied, " Bars");
Print("TRACE: EMA [0]: ", esData.ema_array[0], " [1]: ", esData.ema_array[1], " [2]: ", esData.ema_array[2]);
}
//+------------------------------------------------------------------+
//| Trigger-Bedingungen prüfen (Check trigger conditions) |
//+------------------------------------------------------------------+
void PrüfeTrigger()
{
if(ArraySize(esData.ema_array) < 2)
{
Print("TRACE: Array zu klein - Größe: ", ArraySize(esData.ema_array));
return;
}
//--- Aktuelle Werte (Current values)
double aktueller_preis = SymbolInfoDouble(esData.symbol, SYMBOL_BID);
double aktueller_ask = SymbolInfoDouble(esData.symbol, SYMBOL_ASK);
double aktueller_close = iClose(esData.symbol, ES_Timeframe, 0);
int digits = (int)SymbolInfoInteger(esData.symbol, SYMBOL_DIGITS);
double point = SymbolInfoDouble(esData.symbol, SYMBOL_POINT);
double pips_multiplier = (digits == 3 || digits == 5) ? 10.0 : 1.0;
//--- EMA Werte in Variablen (EMA values in variables)
double ema_aktuell = esData.ema_array[0];
double ema_vorher = esData.ema_array[1];
//--- EMA Crossover Erkennung (EMA Crossover Detection)
// Prüfe ob Preis die EMA kreuzt (Check if price crosses EMA)
static double last_close = 0;
static double last_ema = 0;
if(last_close != 0 && last_ema != 0)
{
bool crossover_bullish = (last_close <= last_ema) && (aktueller_close > ema_aktuell);
bool crossover_bearish = (last_close >= last_ema) && (aktueller_close < ema_aktuell);
//--- Neues Crossover-Ereignis erkannt (New crossover event detected)
if(crossover_bullish || crossover_bearish)
{
esData.trades_in_current_crossover = 0; // Reset trade counter
Print("TRACE: EMA Crossover erkannt - ", (crossover_bullish ? "BULLISH" : "BEARISH"), " - Trade-Counter zurückgesetzt");
Print("TRACE: Vorher: Close=", last_close, " EMA=", last_ema, " Jetzt: Close=", aktueller_close, " EMA=", ema_aktuell);
}
}
//--- Aktuelle Werte für nächsten Vergleich speichern (Save current values for next comparison)
last_close = aktueller_close;
last_ema = ema_aktuell;
//--- Preisbewegung zur EMA prüfen (Check price action to EMA)
double preis_abstand = MathAbs(aktueller_close - ema_aktuell) / point / pips_multiplier;
Print("TRACE: Preis-Abstand: ", preis_abstand, " Pips (Schwelle: ", ES_PreisSchwelle, ")");
Print("TRACE: Close: ", aktueller_close, " EMA: ", ema_aktuell);
Print("TRACE: Trades im aktuellen Crossover: ", esData.trades_in_current_crossover, "/", ES_MaxTradesPerCrossover);
if(preis_abstand > ES_PreisSchwelle && !esData.preis_trigger_aktiv)
{
esData.preis_trigger_aktiv = true;
Print("TRACE: Preis-Trigger aktiviert: ", preis_abstand, " Pips");
}
//--- EMA Steigung prüfen (Check EMA slope)
double steigung = (ema_aktuell - ema_vorher) / point / pips_multiplier;
Print("TRACE: EMA Steigung: ", steigung, " Pips (Schwelle: ", ES_SteigungSchwelle, ")");
if(MathAbs(steigung) > ES_SteigungSchwelle && !esData.steigung_trigger_aktiv)
{
esData.steigung_trigger_aktiv = true;
Print("TRACE: Steigungs-Trigger aktiviert: ", steigung, " Pips");
}
//--- Überwachung starten wenn beide Trigger aktiv sind (Start monitoring when both triggers are active)
if(esData.preis_trigger_aktiv && esData.steigung_trigger_aktiv && !esData.überwachung_aktiv)
{
esData.überwachung_aktiv = true;
if(ES_UseBarData)
{
esData.letzte_überwachung_zeit = iTime(esData.symbol, ES_Timeframe, 0); // Aktuelle Bar-Zeit
Print("TRACE: Überwachung gestartet - Beide Trigger aktiv (Bar: ", TimeToString(esData.letzte_überwachung_zeit), ")");
}
else
{
esData.letzte_überwachung_zeit = TimeCurrent(); // Aktuelle Tick-Zeit
Print("TRACE: Überwachung gestartet - Beide Trigger aktiv (Tick)");
}
}
//--- Trade platzieren wenn Überwachung aktiv und Preis über/unter EMA (Place trade when monitoring active and price above/below EMA)
if(esData.überwachung_aktiv)
{
bool bullish_signal = aktueller_close > ema_aktuell;
bool bearish_signal = aktueller_close < ema_aktuell;
Print("TRACE: Signal Check - Bullish: ", bullish_signal, " Bearish: ", bearish_signal);
Print("TRACE: Close: ", aktueller_close, " EMA: ", ema_aktuell);
Print("TRACE: Differenz: ", aktueller_close - ema_aktuell);
//--- Trade-Limit prüfen (Check trade limit)
if(esData.trades_in_current_crossover >= ES_MaxTradesPerCrossover)
{
Print("TRACE: Trade-Limit erreicht (", ES_MaxTradesPerCrossover, ") - Kein neuer Trade");
return;
}
if(bullish_signal && United_PrepareEntrySlot(esData.trade, esData.symbol, (ulong)ES_MagicNumber, ES_CloseUnprofitableOnNewSignal))
{
if(!ES_IsWeeklyADXTrendFavorable(ORDER_TYPE_BUY))
{
Print("TRACE: Weekly ADX blockiert BUY-Entry");
return;
}
Print("TRACE: Versuche KAUF-Trade zu platzieren (Trade #", esData.trades_in_current_crossover + 1, ")");
if(PlatziereTrade(ORDER_TYPE_BUY))
{
esData.trades_in_current_crossover++;
}
}
else if(bearish_signal && United_PrepareEntrySlot(esData.trade, esData.symbol, (ulong)ES_MagicNumber, ES_CloseUnprofitableOnNewSignal))
{
if(!ES_IsWeeklyADXTrendFavorable(ORDER_TYPE_SELL))
{
Print("TRACE: Weekly ADX blockiert SELL-Entry");
return;
}
Print("TRACE: Versuche VERKAUF-Trade zu platzieren (Trade #", esData.trades_in_current_crossover + 1, ")");
if(PlatziereTrade(ORDER_TYPE_SELL))
{
esData.trades_in_current_crossover++;
}
}
else if(PositionExistsByMagic(esData.symbol, (ulong)ES_MagicNumber))
{
Print("TRACE: Position bereits offen - kein neuer Trade");
}
}
}
//+------------------------------------------------------------------+
//| Trade platzieren (Place trade) |
//+------------------------------------------------------------------+
bool PlatziereTrade(ENUM_ORDER_TYPE order_type)
{
Print("TRACE: Versuche Trade zu platzieren - Typ: ", (order_type == ORDER_TYPE_BUY) ? "KAUF" : "VERKAUF");
const double lot = United_NormalizeVolume(esData.symbol, g_ES_LotSize);
Print("TRACE: Lot (raw): ", g_ES_LotSize, " normalized: ", lot);
if(lot <= 0.0)
{
Print("TRACE: Abbruch — Lot nach Normalisierung ungültig");
return false;
}
esData.trade.SetTypeFillingBySymbol(esData.symbol);
bool success = false;
if(order_type == ORDER_TYPE_BUY)
{
success = esData.trade.Buy(lot, esData.symbol, 0, 0, 0, "EMA Crossover Trade");
}
else
{
success = esData.trade.Sell(lot, esData.symbol, 0, 0, 0, "EMA Crossover Trade");
}
if(success)
{
esData.ticket = (int)esData.trade.ResultOrder();
Print("TRACE: Trade erfolgreich platziert: ", (order_type == ORDER_TYPE_BUY) ? "KAUF" : "VERKAUF", " Ticket: ", esData.ticket);
//--- Trade-Öffnungszeit speichern (Save trade opening time)
esData.trade_open_time = iTime(esData.symbol, ES_Timeframe, 0);
esData.es_last_sl_adjust_success_time = 0;
Print("TRACE: Trade-Öffnungszeit: ", TimeToString(esData.trade_open_time));
//--- Überwachung zurücksetzen (Reset monitoring)
esData.überwachung_aktiv = false;
esData.preis_trigger_aktiv = false;
esData.steigung_trigger_aktiv = false;
return true;
}
else
{
Print("TRACE: Fehler beim Platzieren des Trades - Retcode: ", esData.trade.ResultRetcode());
Print("TRACE: Fehlerbeschreibung: ", esData.trade.ResultRetcodeDescription());
return false;
}
}
//+------------------------------------------------------------------+
//| Trades verwalten (Manage trades) |
//+------------------------------------------------------------------+
void VerwalteTrades()
{
if(!PositionSelectByMagic(esData.symbol, (ulong)ES_MagicNumber))
return;
if(ES_UseStaleStopLossExit && ES_StaleStopLossSeconds > 0)
{
const datetime stale_ref = (esData.es_last_sl_adjust_success_time > 0)
? esData.es_last_sl_adjust_success_time
: (datetime)PositionGetInteger(POSITION_TIME);
if(TimeCurrent() - stale_ref >= ES_StaleStopLossSeconds)
{
SchließePosition("Stale stop loss - keine SL-Anpassung");
return;
}
}
double position_profit = PositionGetDouble(POSITION_PROFIT);
ENUM_POSITION_TYPE position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
int digits = (int)SymbolInfoInteger(esData.symbol, SYMBOL_DIGITS);
double point = SymbolInfoDouble(esData.symbol, SYMBOL_POINT);
double pips_multiplier = (digits == 3 || digits == 5) ? 10.0 : 1.0;
const double trail_dist = ES_TrailingStop * point * pips_multiplier;
const long stops_level = SymbolInfoInteger(esData.symbol, SYMBOL_TRADE_STOPS_LEVEL);
const double min_dist = (double)stops_level * point;
if(ES_UseTrailingStop && ES_TrailingStop > 0.0 && ES_TrailingActivationReached(position_profit, position_type, pips_multiplier))
{
if(position_type == POSITION_TYPE_BUY)
{
const double bid = SymbolInfoDouble(esData.symbol, SYMBOL_BID);
double new_stop_loss = NormalizeDouble(bid - trail_dist, digits);
if(min_dist > 0.0 && bid - new_stop_loss < min_dist)
new_stop_loss = NormalizeDouble(bid - min_dist, digits);
const double current_stop_loss = PositionGetDouble(POSITION_SL);
if(new_stop_loss < bid && new_stop_loss > 0.0 && new_stop_loss > current_stop_loss)
ÄndereStopLoss(new_stop_loss);
}
else if(position_type == POSITION_TYPE_SELL)
{
const double ask = SymbolInfoDouble(esData.symbol, SYMBOL_ASK);
double new_stop_loss = NormalizeDouble(ask + trail_dist, digits);
if(min_dist > 0.0 && new_stop_loss - ask < min_dist)
new_stop_loss = NormalizeDouble(ask + min_dist, digits);
const double current_stop_loss = PositionGetDouble(POSITION_SL);
if(new_stop_loss > ask && new_stop_loss > 0.0 &&
(new_stop_loss < current_stop_loss || current_stop_loss == 0.0))
ÄndereStopLoss(new_stop_loss);
}
}
//--- Ausstieg bei Preis unter/über EMA (Exit when price below/above EMA)
if(ArraySize(esData.ema_array) >= 1)
{
double aktueller_close = iClose(esData.symbol, ES_Timeframe, 0);
double ema_aktuell = esData.ema_array[0];
bool exit_bullish = (position_type == POSITION_TYPE_SELL && aktueller_close > ema_aktuell);
bool exit_bearish = (position_type == POSITION_TYPE_BUY && aktueller_close < ema_aktuell);
if(exit_bullish || exit_bearish)
{
Print("TRACE: Ausstiegssignal - Close: ", aktueller_close, " EMA: ", ema_aktuell);
SchließePosition("EMA Crossover Exit");
Print("TRACE: Position geschlossen - Trade-Counter bleibt bei ", esData.trades_in_current_crossover);
}
}
//--- Profit-Prüfung nach X Bars (Profit check after X bars)
if(ES_CloseUnprofitableTrades && esData.trade_open_time != 0 && PositionExistsByMagic(esData.symbol, (ulong)ES_MagicNumber))
{
Print("TRACE: Profit-Prüfung aktiviert - CloseUnprofitableTrades: ", ES_CloseUnprofitableTrades);
PrüfeProfitNachBars();
}
else if(!ES_CloseUnprofitableTrades)
{
Print("TRACE: Profit-Prüfung deaktiviert - CloseUnprofitableTrades: ", ES_CloseUnprofitableTrades);
}
}
//+------------------------------------------------------------------+
//| Profit-Prüfung nach X Bars (Profit check after X bars) |
//+------------------------------------------------------------------+
void PrüfeProfitNachBars()
{
if(!PositionSelectByMagic(esData.symbol, (ulong)ES_MagicNumber))
{
return; // Keine Position offen
}
datetime current_bar_time = iTime(esData.symbol, ES_Timeframe, 0);
int bars_since_trade_open = iBarShift(esData.symbol, ES_Timeframe, esData.trade_open_time);
Print("TRACE: Bars seit Trade-Öffnung: ", bars_since_trade_open, "/", ES_ProfitCheckBars);
//--- Prüfe ob genügend Bars vergangen sind (Check if enough bars have passed)
if(bars_since_trade_open >= ES_ProfitCheckBars)
{
double position_profit = PositionGetDouble(POSITION_PROFIT);
double position_volume = PositionGetDouble(POSITION_VOLUME);
ENUM_POSITION_TYPE position_type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
Print("TRACE: Profit-Prüfung nach ", ES_ProfitCheckBars, " Bars");
Print("TRACE: Position Profit: ", position_profit, " USD");
//--- Schließe Position wenn nicht im Profit (Close position if not in profit)
if(position_profit <= 0)
{
Print("TRACE: Position nicht im Profit - Schließe Position");
SchließePosition("Profit Check - Unprofitable");
//--- Trade-Öffnungszeit zurücksetzen (Reset trade opening time)
esData.trade_open_time = 0;
Print("TRACE: Trade-Öffnungszeit zurückgesetzt");
}
else
{
Print("TRACE: Position im Profit - Behalte Position");
//--- Trade-Öffnungszeit zurücksetzen um weitere Prüfungen zu vermeiden (Reset to avoid further checks)
esData.trade_open_time = 0;
}
}
}
//+------------------------------------------------------------------+
//| Stop Loss ändern (Modify Stop Loss) |
//+------------------------------------------------------------------+
void ÄndereStopLoss(double new_stop_loss)
{
Print("TRACE: Versuche Stop Loss zu ändern auf: ", new_stop_loss);
bool success = ModifyPositionByMagic(esData.trade, esData.symbol, (ulong)ES_MagicNumber, new_stop_loss, PositionGetDouble(POSITION_TP));
if(success)
{
esData.es_last_sl_adjust_success_time = TimeCurrent();
Print("TRACE: Stop Loss erfolgreich geändert auf: ", new_stop_loss);
}
else
{
Print("TRACE: Fehler beim Ändern des Stop Loss - Retcode: ", esData.trade.ResultRetcode());
Print("TRACE: Fehlerbeschreibung: ", esData.trade.ResultRetcodeDescription());
}
}
//+------------------------------------------------------------------+
//| Position schließen (Close position) |
//+------------------------------------------------------------------+
void SchließePosition(string reason = "Unbekannt")
{
Print("TRACE: Versuche Position zu schließen - Grund: ", reason);
bool success = ClosePositionByMagic(esData.trade, esData.symbol, (ulong)ES_MagicNumber);
if(success)
{
esData.es_last_sl_adjust_success_time = 0;
Print("TRACE: Position erfolgreich geschlossen - Grund: ", reason);
}
else
{
Print("TRACE: Fehler beim Schließen der Position - Retcode: ", esData.trade.ResultRetcode());
Print("TRACE: Fehlerbeschreibung: ", esData.trade.ResultRetcodeDescription());
}
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void ProcessEMASlopeDistance(string symbol)
{
if(!esData.isInitialized)
return;
esData.symbol = symbol;
const datetime current_bar_time = iTime(esData.symbol, ES_Timeframe, 0);
const bool new_bar = (current_bar_time != esData.last_bar_time);
const bool has_position = PositionExistsByMagic(esData.symbol, (ulong)ES_MagicNumber);
if(ES_UseBarData && !new_bar && !has_position)
return;
if(new_bar)
esData.last_bar_time = current_bar_time;
BerechneEMA();
const bool run_signals = (!ES_UseBarData || new_bar);
if(run_signals && ArraySize(esData.ema_array) > 0)
{
double aktueller_close = iClose(esData.symbol, ES_Timeframe, 0);
double ema_aktuell = esData.ema_array[0];
double ema_vorher = esData.ema_array[1];
double point = SymbolInfoDouble(esData.symbol, SYMBOL_POINT);
double preis_abstand = MathAbs(aktueller_close - ema_aktuell) / point;
double steigung = (ema_aktuell - ema_vorher) / point;
if(ES_UseBarData)
{
Print("=== DEBUG INFO (Neuer Bar) ===");
Print("Bar Zeit: ", TimeToString(iTime(esData.symbol, ES_Timeframe, 0)));
}
else
{
Print("=== DEBUG INFO (Tick) ===");
}
Print("Aktueller Close: ", aktueller_close);
Print("EMA: ", ema_aktuell);
Print("Preis-Abstand: ", preis_abstand, " Pips");
Print("EMA Steigung: ", steigung, " Pips");
Print("Differenz Close-EMA: ", aktueller_close - ema_aktuell);
Print("Preis-Trigger: ", esData.preis_trigger_aktiv, " Steigungs-Trigger: ", esData.steigung_trigger_aktiv);
Print("Überwachung aktiv: ", esData.überwachung_aktiv);
Print("Position offen: ", PositionExistsByMagic(esData.symbol, (ulong)ES_MagicNumber));
Print("Trades im aktuellen Crossover: ", esData.trades_in_current_crossover, "/", ES_MaxTradesPerCrossover);
Print("==================");
}
if(run_signals)
{
if(esData.überwachung_aktiv)
{
if(ES_UseBarData)
{
int bars_since_monitoring = iBarShift(esData.symbol, ES_Timeframe, esData.letzte_überwachung_zeit);
int timeout_bars = (int)(ES_ÜberwachungTimeout / PeriodSeconds(ES_Timeframe));
if(bars_since_monitoring > timeout_bars)
{
esData.überwachung_aktiv = false;
esData.preis_trigger_aktiv = false;
esData.steigung_trigger_aktiv = false;
Print("Überwachung beendet - Bar-basierte Zeitüberschreitung (", bars_since_monitoring, " Bars)");
}
}
else
{
if(TimeCurrent() - esData.letzte_überwachung_zeit > ES_ÜberwachungTimeout)
{
esData.überwachung_aktiv = false;
esData.preis_trigger_aktiv = false;
esData.steigung_trigger_aktiv = false;
Print("Überwachung beendet - Tick-basierte Zeitüberschreitung");
}
}
}
PrüfeTrigger();
}
VerwalteTrades();
}
//+------------------------------------------------------------------+