zhutoutoutousanandCursor
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>
514 lines
14 KiB
Plaintext
514 lines
14 KiB
Plaintext
//+------------------------------------------------------------------+
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//| SuperEMAStrategy.mqh — EMA + CCI + MACD (United EA module) |
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//+------------------------------------------------------------------+
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#ifndef SUPER_EMA_STRATEGY_MQH
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#define SUPER_EMA_STRATEGY_MQH
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#include <Trade/Trade.mqh>
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enum ENUM_SE_ENTRY_STYLE
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{
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SE_ENTRY_CCIZERO_MACD = 0,
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SE_ENTRY_LAMBERT = 1,
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SE_ENTRY_PULLBACK = 2
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};
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struct SuperEMAData
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{
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string symbol;
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ENUM_TIMEFRAMES tf;
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datetime lastBarTime;
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CTrade trade;
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bool isInitialized;
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int slippagePoints;
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int magic;
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int emaFast;
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int emaMid;
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int emaSlow;
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int emaTrendBars;
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int cciPeriod;
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double cciOverbought;
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double cciOversold;
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int pullbackCciLookback;
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int macdFast;
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int macdSlow;
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int macdSignal;
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ENUM_SE_ENTRY_STYLE entryStyle;
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bool oneTradeOnly;
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bool useStructuralSL;
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double slBufferPoints;
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bool exitOnTrendFlip;
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bool exitOnMacdFlip;
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bool exitOnCciZeroCross;
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int maxHoldingBars;
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bool exitBelowMidEma;
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bool debugLogs;
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bool closeUnprofitableOnNewSignal;
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};
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void SuperEMA_Log(SuperEMAData &d, const string s)
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{
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if(d.debugLogs)
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Print("[SuperEMA] ", s);
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}
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double SuperEMA_Point(const SuperEMAData &d)
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{
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double pt = SymbolInfoDouble(d.symbol, SYMBOL_POINT);
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return (pt > 0.0 ? pt : _Point);
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}
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bool SuperEMA_IsNewBar(SuperEMAData &d)
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{
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datetime t = iTime(d.symbol, d.tf, 0);
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if(t <= 0 || t == d.lastBarTime)
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return false;
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d.lastBarTime = t;
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return true;
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}
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double SuperEMA_EmaAt(SuperEMAData &d, const int period, const int shift)
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{
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int h = iMA(d.symbol, d.tf, period, 0, MODE_EMA, PRICE_CLOSE);
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if(h == INVALID_HANDLE)
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return 0.0;
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double b[1];
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if(CopyBuffer(h, 0, shift, 1, b) <= 0)
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{
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IndicatorRelease(h);
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return 0.0;
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}
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IndicatorRelease(h);
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return b[0];
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}
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double SuperEMA_CciAt(SuperEMAData &d, const int shift)
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{
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int h = iCCI(d.symbol, d.tf, d.cciPeriod, PRICE_TYPICAL);
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if(h == INVALID_HANDLE)
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return 0.0;
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double b[1];
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if(CopyBuffer(h, 0, shift, 1, b) <= 0)
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{
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IndicatorRelease(h);
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return 0.0;
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}
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IndicatorRelease(h);
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return b[0];
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}
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bool SuperEMA_MacdHistAt(SuperEMAData &d, const int shift, double &hist)
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{
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int h = iMACD(d.symbol, d.tf, d.macdFast, d.macdSlow, d.macdSignal, PRICE_CLOSE);
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if(h == INVALID_HANDLE)
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return false;
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double mainLine[1], sigLine[1];
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if(CopyBuffer(h, 0, shift, 1, mainLine) <= 0 || CopyBuffer(h, 1, shift, 1, sigLine) <= 0)
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{
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IndicatorRelease(h);
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return false;
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}
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IndicatorRelease(h);
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hist = mainLine[0] - sigLine[0];
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return true;
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}
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bool SuperEMA_TrendUp(SuperEMAData &d, const int sh)
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{
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double c = iClose(d.symbol, d.tf, sh);
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double emaS = SuperEMA_EmaAt(d, d.emaSlow, sh);
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return (emaS > 0.0 && c > emaS);
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}
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bool SuperEMA_TrendDown(SuperEMAData &d, const int sh)
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{
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double c = iClose(d.symbol, d.tf, sh);
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double emaS = SuperEMA_EmaAt(d, d.emaSlow, sh);
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return (emaS > 0.0 && c < emaS);
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}
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bool SuperEMA_CciCrossAboveZero(SuperEMAData &d)
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{
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double c1 = SuperEMA_CciAt(d, 1);
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double c2 = SuperEMA_CciAt(d, 2);
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return (c2 <= 0.0 && c1 > 0.0);
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}
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bool SuperEMA_CciCrossBelowZero(SuperEMAData &d)
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{
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double c1 = SuperEMA_CciAt(d, 1);
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double c2 = SuperEMA_CciAt(d, 2);
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return (c2 >= 0.0 && c1 < 0.0);
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}
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bool SuperEMA_CciCrossAbove100(SuperEMAData &d)
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{
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double c1 = SuperEMA_CciAt(d, 1);
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double c2 = SuperEMA_CciAt(d, 2);
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return (c2 < d.cciOverbought && c1 > d.cciOverbought);
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}
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bool SuperEMA_CciCrossBelowMinus100(SuperEMAData &d)
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{
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double c1 = SuperEMA_CciAt(d, 1);
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double c2 = SuperEMA_CciAt(d, 2);
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return (c2 > d.cciOversold && c1 < d.cciOversold);
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}
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bool SuperEMA_HadCciOversoldRecently(SuperEMAData &d)
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{
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for(int i = 2; i <= d.pullbackCciLookback + 1; i++)
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{
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double v = SuperEMA_CciAt(d, i);
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if(v <= d.cciOversold)
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return true;
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}
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return false;
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}
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bool SuperEMA_HadCciOverboughtRecently(SuperEMAData &d)
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{
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for(int i = 2; i <= d.pullbackCciLookback + 1; i++)
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{
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double v = SuperEMA_CciAt(d, i);
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if(v >= d.cciOverbought)
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return true;
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}
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return false;
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}
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bool SuperEMA_PullbackNearFastEmaLong(SuperEMAData &d)
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{
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double emaF = SuperEMA_EmaAt(d, d.emaFast, 1);
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double lo = iLow(d.symbol, d.tf, 1);
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if(emaF <= 0.0)
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return false;
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const double pt = SuperEMA_Point(d);
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return (lo <= emaF + d.slBufferPoints * pt * 3.0);
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}
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bool SuperEMA_PullbackNearFastEmaShort(SuperEMAData &d)
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{
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double emaF = SuperEMA_EmaAt(d, d.emaFast, 1);
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double hi = iHigh(d.symbol, d.tf, 1);
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if(emaF <= 0.0)
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return false;
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const double pt = SuperEMA_Point(d);
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return (hi >= emaF - d.slBufferPoints * pt * 3.0);
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}
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int SuperEMA_PositionsByMagic(SuperEMAData &d)
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{
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int n = 0;
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for(int i = PositionsTotal() - 1; i >= 0; i--)
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{
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ulong t = PositionGetTicket(i);
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if(t == 0)
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continue;
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if(!PositionSelectByTicket(t))
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continue;
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if(PositionGetString(POSITION_SYMBOL) == d.symbol && (int)PositionGetInteger(POSITION_MAGIC) == d.magic)
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n++;
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}
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return n;
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}
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void SuperEMA_ComputeSLTP(SuperEMAData &d, const bool isBuy, double &sl, double &tp)
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{
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sl = 0.0;
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tp = 0.0;
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if(!d.useStructuralSL)
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return;
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double emaM = SuperEMA_EmaAt(d, d.emaMid, d.emaTrendBars);
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double buf = d.slBufferPoints * SuperEMA_Point(d);
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if(isBuy)
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sl = emaM - buf;
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else
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sl = emaM + buf;
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}
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int SuperEMA_BarsSinceOpen(SuperEMAData &d, const datetime openTime)
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{
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if(openTime <= 0)
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return 0;
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int sh = iBarShift(d.symbol, d.tf, openTime, false);
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if(sh < 0)
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return 999999;
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return sh;
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}
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void SuperEMA_CloseTicket(SuperEMAData &d, const ulong ticket, const string reason)
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{
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#ifdef UNITED_MARTINGALE_NO_SELF_CLOSE
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return;
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#endif
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d.trade.SetExpertMagicNumber(d.magic);
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if(d.trade.PositionClose(ticket))
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SuperEMA_Log(d, "Close: " + reason);
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}
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void SuperEMA_ManageExits(SuperEMAData &d)
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{
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#ifdef UNITED_MARTINGALE_NO_SELF_CLOSE
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return;
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#endif
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for(int i = PositionsTotal() - 1; i >= 0; i--)
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{
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ulong ticket = PositionGetTicket(i);
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if(ticket == 0)
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continue;
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if(!PositionSelectByTicket(ticket))
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continue;
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if(PositionGetString(POSITION_SYMBOL) != d.symbol)
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continue;
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if((int)PositionGetInteger(POSITION_MAGIC) != d.magic)
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continue;
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ENUM_POSITION_TYPE ptype = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
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datetime openTime = (datetime)PositionGetInteger(POSITION_TIME);
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double h1 = 0.0;
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if(!SuperEMA_MacdHistAt(d, 1, h1))
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continue;
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bool closeLong = false;
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bool closeShort = false;
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string reason = "";
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if(d.maxHoldingBars > 0)
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{
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int held = SuperEMA_BarsSinceOpen(d, openTime);
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if(held >= d.maxHoldingBars)
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{
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if(ptype == POSITION_TYPE_BUY)
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closeLong = true;
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else
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closeShort = true;
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reason = "time stop (max bars)";
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}
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}
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if(ptype == POSITION_TYPE_BUY)
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{
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if(d.exitOnTrendFlip && SuperEMA_TrendDown(d, d.emaTrendBars))
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{
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closeLong = true;
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reason = "trend flip (below slow EMA)";
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}
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if(d.exitOnMacdFlip && h1 < 0.0)
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{
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closeLong = true;
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reason = "MACD histogram < 0";
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}
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if(d.exitOnCciZeroCross && SuperEMA_CciCrossBelowZero(d))
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{
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closeLong = true;
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reason = "CCI crossed below zero";
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}
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if(d.exitBelowMidEma)
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{
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double c = iClose(d.symbol, d.tf, 1);
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double emaM = SuperEMA_EmaAt(d, d.emaMid, 1);
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if(emaM > 0.0 && c < emaM)
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{
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closeLong = true;
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reason = "close below mid EMA";
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}
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}
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if(closeLong)
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SuperEMA_CloseTicket(d, ticket, reason);
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}
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else if(ptype == POSITION_TYPE_SELL)
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{
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if(d.exitOnTrendFlip && SuperEMA_TrendUp(d, d.emaTrendBars))
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{
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closeShort = true;
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reason = "trend flip (above slow EMA)";
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}
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if(d.exitOnMacdFlip && h1 > 0.0)
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{
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closeShort = true;
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reason = "MACD histogram > 0";
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}
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if(d.exitOnCciZeroCross && SuperEMA_CciCrossAboveZero(d))
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{
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closeShort = true;
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reason = "CCI crossed above zero";
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}
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if(d.exitBelowMidEma)
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{
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double c = iClose(d.symbol, d.tf, 1);
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double emaM = SuperEMA_EmaAt(d, d.emaMid, 1);
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if(emaM > 0.0 && c > emaM)
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{
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closeShort = true;
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reason = "close above mid EMA";
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}
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}
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if(closeShort)
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SuperEMA_CloseTicket(d, ticket, reason);
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}
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}
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}
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bool InitSuperEMA(SuperEMAData &d,
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const string symbol,
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const ENUM_TIMEFRAMES tf,
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const int slippagePoints,
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const int magic,
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const int emaFast,
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const int emaMid,
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const int emaSlow,
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const int emaTrendBars,
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const int cciPeriod,
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const double cciOverbought,
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const double cciOversold,
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const int pullbackCciLookback,
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const int macdFast,
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const int macdSlow,
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const int macdSignal,
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const ENUM_SE_ENTRY_STYLE entryStyle,
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const bool oneTradeOnly,
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const bool useStructuralSL,
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const double slBufferPoints,
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const bool exitOnTrendFlip,
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const bool exitOnMacdFlip,
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const bool exitOnCciZeroCross,
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const int maxHoldingBars,
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const bool exitBelowMidEma,
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const bool debugLogs)
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{
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d.symbol = symbol;
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if(StringLen(d.symbol) == 0)
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d.symbol = _Symbol;
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d.tf = tf;
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d.lastBarTime = 0;
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d.isInitialized = false;
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d.slippagePoints = slippagePoints;
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d.magic = magic;
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d.emaFast = emaFast;
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d.emaMid = emaMid;
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d.emaSlow = emaSlow;
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d.emaTrendBars = emaTrendBars;
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d.cciPeriod = cciPeriod;
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d.cciOverbought = cciOverbought;
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d.cciOversold = cciOversold;
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d.pullbackCciLookback = pullbackCciLookback;
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d.macdFast = macdFast;
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d.macdSlow = macdSlow;
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d.macdSignal = macdSignal;
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d.entryStyle = entryStyle;
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d.oneTradeOnly = oneTradeOnly;
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d.useStructuralSL = useStructuralSL;
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d.slBufferPoints = slBufferPoints;
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d.exitOnTrendFlip = exitOnTrendFlip;
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d.exitOnMacdFlip = exitOnMacdFlip;
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d.exitOnCciZeroCross = exitOnCciZeroCross;
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d.maxHoldingBars = maxHoldingBars;
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d.exitBelowMidEma = exitBelowMidEma;
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d.debugLogs = debugLogs;
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if(!SymbolSelect(d.symbol, true))
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{
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Print("SuperEMA: symbol not available: ", d.symbol);
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return false;
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}
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d.trade.SetExpertMagicNumber(d.magic);
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d.trade.SetDeviationInPoints(d.slippagePoints);
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d.isInitialized = true;
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return true;
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}
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void ProcessSuperEMA(SuperEMAData &d, const double lots)
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{
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if(!d.isInitialized)
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return;
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if(!SuperEMA_IsNewBar(d))
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return;
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SuperEMA_ManageExits(d);
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// Same order as standalone SuperEMAXAUUSD: skip entry logic when flat is not allowed.
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if(d.oneTradeOnly && SuperEMA_PositionsByMagic(d) > 0 && !d.closeUnprofitableOnNewSignal)
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return;
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const int sh = d.emaTrendBars;
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double h1 = 0.0;
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if(!SuperEMA_MacdHistAt(d, 1, h1))
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return;
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bool up = SuperEMA_TrendUp(d, sh);
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bool dn = SuperEMA_TrendDown(d, sh);
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bool wantBuy = false;
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bool wantSell = false;
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switch(d.entryStyle)
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{
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case SE_ENTRY_CCIZERO_MACD:
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if(up && SuperEMA_CciCrossAboveZero(d) && h1 > 0.0)
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wantBuy = true;
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if(dn && SuperEMA_CciCrossBelowZero(d) && h1 < 0.0)
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wantSell = true;
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break;
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case SE_ENTRY_LAMBERT:
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if(up && SuperEMA_CciCrossAbove100(d) && h1 > 0.0)
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wantBuy = true;
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if(dn && SuperEMA_CciCrossBelowMinus100(d) && h1 < 0.0)
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wantSell = true;
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break;
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case SE_ENTRY_PULLBACK:
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if(up && SuperEMA_HadCciOversoldRecently(d) && SuperEMA_CciCrossAboveZero(d) && h1 > 0.0 && SuperEMA_PullbackNearFastEmaLong(d))
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wantBuy = true;
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if(dn && SuperEMA_HadCciOverboughtRecently(d) && SuperEMA_CciCrossBelowZero(d) && h1 < 0.0 && SuperEMA_PullbackNearFastEmaShort(d))
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wantSell = true;
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break;
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}
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if(!wantBuy && !wantSell)
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return;
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const double vol = United_NormalizeVolume(d.symbol, lots);
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if(vol <= 0.0)
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{
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SuperEMA_Log(d, "Skip entry: normalized volume <= 0");
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return;
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}
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if(!United_PrepareEntrySlot(d.trade, d.symbol, d.magic, d.closeUnprofitableOnNewSignal))
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return;
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MqlTick tick;
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if(!SymbolInfoTick(d.symbol, tick))
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return;
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double sl = 0.0, tp = 0.0;
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if(wantBuy && !wantSell)
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{
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#ifndef UNITED_MARTINGALE_NO_SELF_CLOSE
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SuperEMA_ComputeSLTP(d, true, sl, tp);
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#endif
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if(d.trade.Buy(vol, d.symbol, tick.ask, sl, tp, "United SuperEMA long"))
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SuperEMA_Log(d, StringFormat("BUY ask=%.5f sl=%.5f", tick.ask, sl));
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}
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else if(wantSell && !wantBuy)
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{
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#ifndef UNITED_MARTINGALE_NO_SELF_CLOSE
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SuperEMA_ComputeSLTP(d, false, sl, tp);
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#endif
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if(d.trade.Sell(vol, d.symbol, tick.bid, sl, tp, "United SuperEMA short"))
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SuperEMA_Log(d, StringFormat("SELL bid=%.5f sl=%.5f", tick.bid, sl));
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}
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}
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void DeinitSuperEMA(SuperEMAData &d)
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{
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d.isInitialized = false;
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}
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#endif // SUPER_EMA_STRATEGY_MQH
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