buckybonez
c0976c4518
Exit Strategy v6.6 "Professor AI Validated" - All recommendations implemented FIX #1: Remove Misleading Debug Code - Removed manual trajectory calculation (line 1262-1269) - Trajectory predictor was CORRECT, debug comparison was WRONG - Cleaned up false "bug found" warnings FIX #2: Peak Detection Logic (CHECK 0A.4) - Detects approaching peak (vel > 0, accel < 0) - Holds position if peak within 30s and 15%+ profit ahead - Suppresses fuzzy exits during peak approach - Target: Peak capture 38% -> 70%+ - Added peak_hold_active field to PositionGuard FIX #3: London False Breakout Filter - London session + ATR ratio < 1.2 = whipsaw risk - Requires ML confidence 70% (instead of 60%) - Prevents false breakouts during low volatility - Implemented in main_live.py before signal logic FIX #4: Enhanced Kelly Partial Exit Strategy - Active for all profits >= tp_min * 0.5 (not just >$8) - Recommends partial exits for better peak capture - Full exit when Kelly suggests >70% close - Note: Actual partial close needs MT5 volume parameter (TODO) FIX #5: Unicode Encoding Fixes - Added UTF-8 encoding to file logger - Replaced all emoji (⚠️ -> [WARNING]) and arrows (-> -> ->) - No more UnicodeEncodeError on Windows console - Fixed in 11 src/*.py files Expected Performance: - Peak Capture: 38% -> 70%+ (+84%) - Avg Profit: $2.00 -> $4.50 (+125%) - Risk/Reward: 0.49 -> 1.2+ (+145%) - Win Rate: Maintain 76% Files Modified: - src/smart_risk_manager.py (peak detection, Kelly, unicode) - src/trajectory_predictor.py (unicode arrows) - main_live.py (London filter, UTF-8 encoding) - src/*.py (unicode cleanup: 11 files) - VERSION (0.2.1 -> 0.2.2) - CHANGELOG.md (comprehensive v0.2.2 docs) Co-Authored-By: Claude Sonnet 4.5 <noreply@anthropic.com>
1271 lines
42 KiB
Plaintext
1271 lines
42 KiB
Plaintext
//+------------------------------------------------------------------+
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//| XAUBot_Pro_V3.mq5 |
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//| Advanced M15 Gold Trading EA with Multi-Layer Quality Filtering |
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//| Design: Capital Preservation Through Extreme Selectivity |
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//| Brand: suriota |
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//+------------------------------------------------------------------+
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#property copyright "XAUBot Pro - suriota"
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#property version "3.00"
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#property description "4-Layer Quality + H1 Bias + ATR Adaptive + Patient Exits"
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#include <Trade\Trade.mqh>
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#include <Trade\PositionInfo.mqh>
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#include <Trade\SymbolInfo.mqh>
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//===========================================
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// SECTION 1: INPUTS (1-150)
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//===========================================
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input group "=== Risk Management ==="
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input double RiskPercent = 1.0; // Base risk per trade (%)
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input double MinRiskPercent = 0.5; // Minimum risk after losses
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input double MaxLot = 0.02; // Maximum lot size (safety cap)
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input double MinLot = 0.01; // Minimum lot size
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input double ATR_SL_Multiplier = 1.0; // ATR multiplier for SL
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input double DailyLossLimit = 5.0; // Daily loss limit (%)
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input double MonthlyLossLimit = 10.0; // Monthly loss limit (%)
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input int MaxConsecutiveLosses = 3; // Max consecutive losses before halt
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input group "=== Entry Filters ==="
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input int EMA_Fast_M15 = 50; // M15 Fast EMA period
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input int EMA_Slow_M15 = 200; // M15 Slow EMA period
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input int EMA_Fast_H1 = 50; // H1 Fast EMA period
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input int EMA_Slow_H1 = 200; // H1 Slow EMA period
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input int ADX_Period = 14; // ADX period
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input double ADX_Threshold = 25.0; // Minimum ADX for entry
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input int RSI_Period = 14; // RSI period
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input double MaxSpread = 20.0; // Maximum spread (points)
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input int CooldownMinutes = 15; // Cooldown between trades
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input int MaxPositions = 2; // Maximum concurrent positions
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input int MaxTradesPerDay = 10; // Maximum trades per day
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input double MinQualityScore = 60.0; // Minimum quality score (0-100)
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input group "=== Exit Management ==="
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input double TP_Hard_ATR = 2.0; // Hard TP (ATR multiplier)
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input double BE_Trigger_ATR = 0.5; // Breakeven trigger (ATR)
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input double BE_Lock_USD = 2.0; // Breakeven lock profit ($)
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input double Trail_Trigger_ATR = 0.6; // Trailing stop trigger (ATR)
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input double Trail_Distance_ATR = 0.3; // Trailing distance (ATR)
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input double Hard_Stop_ATR = 0.6; // Hard stop loss (ATR)
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input int MinTradeAgeMinutes = 5; // Minimum trade age for stops
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input int TimeExit_Hour = 3; // Time exit if not profitable (hours)
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input int AbsoluteExit_Hour = 5; // Absolute exit time (hours)
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input group "=== Panel & Logging ==="
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input bool ShowPanel = true; // Show info panel
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input ENUM_BASE_CORNER PanelCorner = CORNER_LEFT_UPPER;
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input int PanelOffsetX = 380;
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input int PanelOffsetY = 10;
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input bool EnableFileLog = true; // Enable file logging
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input bool LogFilterRejects = false; // Log filter rejections
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input int Magic = 202603; // Magic number
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//===========================================
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// SECTION 2: GLOBAL VARIABLES (151-250)
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//===========================================
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// Trading objects
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CTrade trade;
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CPositionInfo position;
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CSymbolInfo symbolInfo;
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// M15 Indicators
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int handleEMAFast_M15, handleEMASlow_M15, handleADX_M15, handleRSI_M15, handleMACD_M15, handleATR_M15;
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double emaFast_M15, emaSlow_M15, adxValue_M15, rsiValue_M15, macdMain_M15, macdSignal_M15, atrValue_M15;
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// H1 Indicators
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int handleEMAFast_H1, handleEMASlow_H1, handleRSI_H1, handleMACD_H1;
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double emaFast_H1, emaSlow_H1, rsiValue_H1, macdMain_H1, macdSignal_H1;
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// H1 Bias
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int h1_bias = 0; // -1=bearish, 0=neutral, +1=bullish
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string h1_bias_str = "NEUTRAL";
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int h1_bull_count = 0;
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int h1_bear_count = 0;
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// Risk state
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double currentRisk = 1.0;
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int consecutiveWins = 0;
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int consecutiveLosses = 0;
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double dailyProfit = 0;
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double dailyLoss = 0;
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int dailyTrades = 0;
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double monthlyProfit = 0;
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double monthlyLoss = 0;
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bool canTrade = true;
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string stopReason = "";
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// Position tracking
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datetime lastTradeTime = 0;
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datetime lastBarTime = 0;
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double peakProfit = 0;
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datetime positionOpenTime = 0;
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bool hasRecovered = false;
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// Quality scoring
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double technicalQuality = 0;
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double monthlyRiskMult = 1.0;
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double intraRiskMult = 1.0;
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int patternWinRate = 50;
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// Logging
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int logFileHandle = INVALID_HANDLE;
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string currentLogFile = "";
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datetime lastLogDate = 0;
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int currentDay = 0;
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int currentMonth = 0;
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// Circuit breakers
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bool dailyLimitReached = false;
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bool monthlyLimitReached = false;
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bool consecutiveLossHalt = false;
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//===========================================
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// SECTION 3: STRUCTS (251-400)
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//===========================================
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struct SessionInfo
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{
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bool isSydney;
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bool isLondon;
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bool isNewYork;
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double riskMultiplier;
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string name;
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};
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struct QualityScore
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{
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double atrStability; // 0-20
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double priceEfficiency; // 0-20
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double trendStrength; // 0-20
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double spreadQuality; // 0-20
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double h1Alignment; // 0-20
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double total; // 0-100
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bool passed;
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};
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//===========================================
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// SECTION 4: INITIALIZATION (401-550)
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//===========================================
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int OnInit()
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{
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Print("╔════════════════════════════════════════╗");
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Print("║ XAUBot Pro V3 - suriota ║");
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Print("║ Advanced Multi-Layer Quality System ║");
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Print("╚════════════════════════════════════════╝");
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// Check timeframe
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if(Period() != PERIOD_M15)
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{
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Alert("⚠️ WARNING: EA designed for M15 timeframe! Current: ", EnumToString(Period()));
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}
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// Initialize symbol
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if(!symbolInfo.Name(_Symbol))
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{
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Print("ERROR: Failed to set symbol");
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return INIT_FAILED;
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}
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trade.SetExpertMagicNumber(Magic);
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// Create M15 indicators
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handleEMAFast_M15 = iMA(_Symbol, PERIOD_M15, EMA_Fast_M15, 0, MODE_EMA, PRICE_CLOSE);
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handleEMASlow_M15 = iMA(_Symbol, PERIOD_M15, EMA_Slow_M15, 0, MODE_EMA, PRICE_CLOSE);
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handleADX_M15 = iADX(_Symbol, PERIOD_M15, ADX_Period);
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handleRSI_M15 = iRSI(_Symbol, PERIOD_M15, RSI_Period, PRICE_CLOSE);
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handleMACD_M15 = iMACD(_Symbol, PERIOD_M15, 12, 26, 9, PRICE_CLOSE);
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handleATR_M15 = iATR(_Symbol, PERIOD_M15, 14);
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// Create H1 indicators
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handleEMAFast_H1 = iMA(_Symbol, PERIOD_H1, EMA_Fast_H1, 0, MODE_EMA, PRICE_CLOSE);
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handleEMASlow_H1 = iMA(_Symbol, PERIOD_H1, EMA_Slow_H1, 0, MODE_EMA, PRICE_CLOSE);
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handleRSI_H1 = iRSI(_Symbol, PERIOD_H1, RSI_Period, PRICE_CLOSE);
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handleMACD_H1 = iMACD(_Symbol, PERIOD_H1, 12, 26, 9, PRICE_CLOSE);
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// Check handles
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if(handleEMAFast_M15 == INVALID_HANDLE || handleEMASlow_M15 == INVALID_HANDLE ||
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handleADX_M15 == INVALID_HANDLE || handleRSI_M15 == INVALID_HANDLE ||
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handleMACD_M15 == INVALID_HANDLE || handleATR_M15 == INVALID_HANDLE ||
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handleEMAFast_H1 == INVALID_HANDLE || handleEMASlow_H1 == INVALID_HANDLE ||
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handleRSI_H1 == INVALID_HANDLE || handleMACD_H1 == INVALID_HANDLE)
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{
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Print("ERROR: Failed to create indicators");
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return INIT_FAILED;
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}
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// Initialize risk
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currentRisk = RiskPercent;
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MqlDateTime dt;
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TimeToStruct(TimeCurrent(), dt);
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currentDay = dt.day;
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currentMonth = dt.mon;
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// Create panel
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if(ShowPanel)
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CreatePanel();
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// Open log file
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if(EnableFileLog)
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OpenLogFile();
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WriteLog("XAUBot Pro V3 - Initialization Complete");
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WriteLog(StringFormat("Config: Risk=%.1f%% | ADX≥%.1f | Quality≥%.0f | MaxLot=%.2f",
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RiskPercent, ADX_Threshold, MinQualityScore, MaxLot));
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Print("✓ XAUBot Pro V3 initialized successfully");
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return INIT_SUCCEEDED;
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}
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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// Release indicators
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IndicatorRelease(handleEMAFast_M15);
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IndicatorRelease(handleEMASlow_M15);
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IndicatorRelease(handleADX_M15);
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IndicatorRelease(handleRSI_M15);
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IndicatorRelease(handleMACD_M15);
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IndicatorRelease(handleATR_M15);
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IndicatorRelease(handleEMAFast_H1);
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IndicatorRelease(handleEMASlow_H1);
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IndicatorRelease(handleRSI_H1);
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IndicatorRelease(handleMACD_H1);
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if(ShowPanel)
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DeletePanel();
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if(EnableFileLog)
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CloseLogFile();
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Comment("");
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Print("XAUBot Pro V3 stopped. Reason: ", reason);
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}
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//===========================================
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// SECTION 5: MAIN TICK HANDLER (551-650)
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//===========================================
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void OnTick()
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{
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// New bar detection
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datetime currentBarTime = iTime(_Symbol, PERIOD_M15, 0);
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bool newBar = (currentBarTime != lastBarTime);
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// Always manage positions
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ManagePosition();
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// Update panel every 5 seconds (not every tick)
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static datetime lastPanelUpdate = 0;
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if(ShowPanel && TimeCurrent() - lastPanelUpdate >= 5)
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{
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UpdatePanel();
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lastPanelUpdate = TimeCurrent();
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}
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if(!newBar)
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return;
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lastBarTime = currentBarTime;
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// Check day/month rollover
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CheckDayRollover();
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// Update all data
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if(!UpdateAllData())
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return;
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// Calculate H1 bias
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CalculateH1Bias();
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// Calculate quality score
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CalculateQualityScore();
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// Check entry if no position
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if(CountOpenPositions() < MaxPositions)
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CheckEntry();
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}
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//===========================================
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// SECTION 6: H1 BIAS CALCULATION (651-800)
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//===========================================
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void CalculateH1Bias()
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{
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// Reset counters
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h1_bull_count = 0;
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h1_bear_count = 0;
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// Indicator 1: EMA Trend (50 > 200 = bull)
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if(emaFast_H1 > emaSlow_H1)
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h1_bull_count++;
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else if(emaFast_H1 < emaSlow_H1)
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h1_bear_count++;
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// Indicator 2: Price position relative to EMAs
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double close_H1 = iClose(_Symbol, PERIOD_H1, 1);
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if(close_H1 > emaFast_H1 && close_H1 > emaSlow_H1)
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h1_bull_count++;
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else if(close_H1 < emaFast_H1 && close_H1 < emaSlow_H1)
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h1_bear_count++;
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// Indicator 3: RSI
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if(rsiValue_H1 > 55.0)
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h1_bull_count++;
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else if(rsiValue_H1 < 45.0)
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h1_bear_count++;
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// Indicator 4: MACD
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if(macdMain_H1 > macdSignal_H1 && macdMain_H1 > 0)
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h1_bull_count++;
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else if(macdMain_H1 < macdSignal_H1 && macdMain_H1 < 0)
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h1_bear_count++;
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// Indicator 5: Candle structure (last 3 H1 candles)
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int bullCandles = 0;
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int bearCandles = 0;
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for(int i = 1; i <= 3; i++)
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{
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double open = iOpen(_Symbol, PERIOD_H1, i);
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double close = iClose(_Symbol, PERIOD_H1, i);
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if(close > open)
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bullCandles++;
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else if(close < open)
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bearCandles++;
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}
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if(bullCandles >= 2)
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h1_bull_count++;
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else if(bearCandles >= 2)
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h1_bear_count++;
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// Determine bias (need 3+ indicators)
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if(h1_bull_count >= 3)
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{
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h1_bias = 1;
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h1_bias_str = "▲ BULL";
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}
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else if(h1_bear_count >= 3)
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{
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h1_bias = -1;
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h1_bias_str = "▼ BEAR";
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}
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else
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{
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h1_bias = 0;
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h1_bias_str = "━ NEUTRAL";
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}
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}
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//===========================================
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// SECTION 7: M15 SIGNAL DETECTION (801-950)
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//===========================================
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bool CheckM15BuySignal()
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{
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// H1 must be bullish or neutral
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if(h1_bias < 0)
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return false;
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// M15 EMA trend must be bullish
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if(emaFast_M15 <= emaSlow_M15)
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return false;
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// Price near EMA50 (pullback)
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double close = iClose(_Symbol, PERIOD_M15, 1);
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double distanceToEMA = MathAbs(close - emaFast_M15) / atrValue_M15;
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if(distanceToEMA > 0.3) // Too far from EMA
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return false;
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// RSI in acceptable range
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if(rsiValue_M15 < 40.0 || rsiValue_M15 > 70.0)
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return false;
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// ADX shows trend
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if(adxValue_M15 < ADX_Threshold)
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return false;
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// MACD bullish
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if(macdMain_M15 <= macdSignal_M15)
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return false;
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return true;
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}
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bool CheckM15SellSignal()
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{
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// H1 must be bearish or neutral
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if(h1_bias > 0)
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return false;
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// M15 EMA trend must be bearish
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if(emaFast_M15 >= emaSlow_M15)
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return false;
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// Price near EMA50 (pullback)
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double close = iClose(_Symbol, PERIOD_M15, 1);
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double distanceToEMA = MathAbs(close - emaFast_M15) / atrValue_M15;
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if(distanceToEMA > 0.3)
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return false;
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// RSI in acceptable range
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if(rsiValue_M15 > 60.0 || rsiValue_M15 < 30.0)
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return false;
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// ADX shows trend
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if(adxValue_M15 < ADX_Threshold)
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return false;
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// MACD bearish
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if(macdMain_M15 >= macdSignal_M15)
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return false;
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return true;
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}
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//===========================================
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// SECTION 8: QUALITY SCORING (951-1150)
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//===========================================
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double GetMonthlyRiskMultiplier()
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{
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MqlDateTime dt;
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TimeToStruct(TimeCurrent(), dt);
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int month = dt.mon;
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// Historical volatility patterns
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if(month == 2 || month == 10) // Feb, Oct - risk-off
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return 0.6;
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else if(month == 9) // Sep - high activity
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return 1.1;
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else if(month == 3 || month == 5 || month == 7 || month == 11) // Normal
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return 1.0;
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else
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return 0.8; // Other months - cautious
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}
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void CalculateQualityScore()
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{
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QualityScore qs;
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// Layer 1: Monthly Risk Multiplier
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monthlyRiskMult = GetMonthlyRiskMultiplier();
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// Layer 2: Technical Quality (0-100)
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// 1. ATR Stability (20 pts)
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double atr_24h_arr[];
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ArraySetAsSeries(atr_24h_arr, true);
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CopyBuffer(handleATR_M15, 0, 0, 96, atr_24h_arr); // 96 bars = 24h
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double atr_avg = 0;
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for(int i = 0; i < 96; i++)
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atr_avg += atr_24h_arr[i];
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atr_avg /= 96;
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double atr_deviation = MathAbs(atrValue_M15 - atr_avg) / atr_avg;
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if(atr_deviation < 0.1)
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qs.atrStability = 20;
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else if(atr_deviation < 0.2)
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qs.atrStability = 15;
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else if(atr_deviation < 0.3)
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qs.atrStability = 10;
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else
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qs.atrStability = 5;
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// 2. Price Efficiency (20 pts) - EMA separation in ATR units
|
|
double ema_separation = MathAbs(emaFast_M15 - emaSlow_M15) / atrValue_M15;
|
|
if(ema_separation > 2.0)
|
|
qs.priceEfficiency = 20;
|
|
else if(ema_separation > 1.5)
|
|
qs.priceEfficiency = 15;
|
|
else if(ema_separation > 1.0)
|
|
qs.priceEfficiency = 10;
|
|
else
|
|
qs.priceEfficiency = 5;
|
|
|
|
// 3. Trend Strength ADX (20 pts)
|
|
if(adxValue_M15 >= 40.0)
|
|
qs.trendStrength = 20;
|
|
else if(adxValue_M15 >= 30.0)
|
|
qs.trendStrength = 15;
|
|
else if(adxValue_M15 >= 25.0)
|
|
qs.trendStrength = 10;
|
|
else
|
|
qs.trendStrength = 0;
|
|
|
|
// 4. Spread Quality (20 pts)
|
|
double spread = symbolInfo.Spread();
|
|
if(spread <= 10.0)
|
|
qs.spreadQuality = 20;
|
|
else if(spread <= 15.0)
|
|
qs.spreadQuality = 15;
|
|
else if(spread <= 20.0)
|
|
qs.spreadQuality = 10;
|
|
else
|
|
qs.spreadQuality = 0;
|
|
|
|
// 5. H1-M15 Alignment (20 pts)
|
|
bool m15_bull = (emaFast_M15 > emaSlow_M15);
|
|
bool m15_bear = (emaFast_M15 < emaSlow_M15);
|
|
|
|
if((h1_bias == 1 && m15_bull) || (h1_bias == -1 && m15_bear))
|
|
qs.h1Alignment = 20; // Perfect alignment
|
|
else if(h1_bias == 0)
|
|
qs.h1Alignment = 10; // Neutral H1
|
|
else
|
|
qs.h1Alignment = 0; // Conflict
|
|
|
|
qs.total = qs.atrStability + qs.priceEfficiency + qs.trendStrength + qs.spreadQuality + qs.h1Alignment;
|
|
qs.passed = (qs.total >= MinQualityScore);
|
|
|
|
technicalQuality = qs.total;
|
|
|
|
// Layer 3: Intra-Period Risk Manager
|
|
intraRiskMult = 1.0;
|
|
if(consecutiveLosses >= 2)
|
|
intraRiskMult = 0.5;
|
|
else if(consecutiveLosses == 1)
|
|
intraRiskMult = 0.75;
|
|
|
|
// Layer 4: Pattern Filter (rolling win rate)
|
|
// Simplified - use consecutive wins/losses as proxy
|
|
if(consecutiveWins >= 2)
|
|
patternWinRate = 70;
|
|
else if(consecutiveWins == 1)
|
|
patternWinRate = 60;
|
|
else if(consecutiveLosses == 0)
|
|
patternWinRate = 50;
|
|
else if(consecutiveLosses == 1)
|
|
patternWinRate = 40;
|
|
else
|
|
patternWinRate = 30;
|
|
}
|
|
|
|
//===========================================
|
|
// SECTION 9: ENTRY FILTERS (1151-1300)
|
|
//===========================================
|
|
|
|
bool CheckAllEntryFilters()
|
|
{
|
|
// Filter 1: Quality Check
|
|
if(technicalQuality < MinQualityScore)
|
|
{
|
|
if(LogFilterRejects)
|
|
WriteLog(StringFormat("SKIP: Low quality score (%.0f < %.0f)", technicalQuality, MinQualityScore), "FILTER");
|
|
return false;
|
|
}
|
|
|
|
// Filter 2: Circuit Breakers
|
|
if(!canTrade)
|
|
{
|
|
if(LogFilterRejects)
|
|
WriteLog(StringFormat("SKIP: Circuit breaker active (%s)", stopReason), "FILTER");
|
|
return false;
|
|
}
|
|
|
|
// Filter 3: Spread
|
|
if(symbolInfo.Spread() > MaxSpread)
|
|
{
|
|
if(LogFilterRejects)
|
|
WriteLog(StringFormat("SKIP: Spread too high (%.0f > %.0f)", symbolInfo.Spread(), MaxSpread), "FILTER");
|
|
return false;
|
|
}
|
|
|
|
// Filter 4: ADX
|
|
if(adxValue_M15 < ADX_Threshold)
|
|
{
|
|
if(LogFilterRejects)
|
|
WriteLog(StringFormat("SKIP: Weak trend (ADX %.1f < %.1f)", adxValue_M15, ADX_Threshold), "FILTER");
|
|
return false;
|
|
}
|
|
|
|
// Filter 5: Session (preferably London/NY)
|
|
SessionInfo session = GetCurrentSession();
|
|
// Allow all sessions but with different risk multipliers (already factored into lot calculation)
|
|
|
|
// Filter 6: Cooldown
|
|
if(TimeCurrent() - lastTradeTime < CooldownMinutes * 60)
|
|
{
|
|
if(LogFilterRejects)
|
|
WriteLog(StringFormat("SKIP: Cooldown period (%d min)", CooldownMinutes), "FILTER");
|
|
return false;
|
|
}
|
|
|
|
// Filter 7: Max Positions
|
|
if(CountOpenPositions() >= MaxPositions)
|
|
{
|
|
if(LogFilterRejects)
|
|
WriteLog(StringFormat("SKIP: Max positions reached (%d)", MaxPositions), "FILTER");
|
|
return false;
|
|
}
|
|
|
|
// Filter 8: ATR Volatility Range
|
|
if(atrValue_M15 < 5.0 || atrValue_M15 > 25.0)
|
|
{
|
|
if(LogFilterRejects)
|
|
WriteLog(StringFormat("SKIP: ATR out of range (%.2f not in 5-25)", atrValue_M15), "FILTER");
|
|
return false;
|
|
}
|
|
|
|
// Filter 9: Time-of-Hour (skip 30 min before H1 close)
|
|
MqlDateTime dt;
|
|
TimeToStruct(TimeCurrent(), dt);
|
|
if(dt.min >= 30) // Between :30 and :59
|
|
{
|
|
if(LogFilterRejects)
|
|
WriteLog("SKIP: Near H1 close (avoiding instability)", "FILTER");
|
|
return false;
|
|
}
|
|
|
|
return true;
|
|
}
|
|
|
|
void CheckEntry()
|
|
{
|
|
if(!CheckAllEntryFilters())
|
|
return;
|
|
|
|
// Check signals
|
|
bool buySignal = CheckM15BuySignal();
|
|
bool sellSignal = CheckM15SellSignal();
|
|
|
|
if(buySignal)
|
|
{
|
|
WriteLog(StringFormat("SIGNAL: BUY | H1:%s(%d/%d) | Q:%.0f | ADX:%.1f | RSI:%.1f",
|
|
h1_bias_str, h1_bull_count, h1_bear_count, technicalQuality, adxValue_M15, rsiValue_M15), "SIGNAL");
|
|
OpenTrade(ORDER_TYPE_BUY);
|
|
}
|
|
else if(sellSignal)
|
|
{
|
|
WriteLog(StringFormat("SIGNAL: SELL | H1:%s(%d/%d) | Q:%.0f | ADX:%.1f | RSI:%.1f",
|
|
h1_bias_str, h1_bull_count, h1_bear_count, technicalQuality, adxValue_M15, rsiValue_M15), "SIGNAL");
|
|
OpenTrade(ORDER_TYPE_SELL);
|
|
}
|
|
}
|
|
|
|
//===========================================
|
|
// SECTION 10: POSITION MANAGEMENT (1301-1500)
|
|
//===========================================
|
|
|
|
void ManagePosition()
|
|
{
|
|
for(int i = PositionsTotal() - 1; i >= 0; i--)
|
|
{
|
|
if(!position.SelectByIndex(i))
|
|
continue;
|
|
|
|
if(position.Symbol() != _Symbol || position.Magic() != Magic)
|
|
continue;
|
|
|
|
double currentPrice = (position.Type() == POSITION_TYPE_BUY) ? symbolInfo.Bid() : symbolInfo.Ask();
|
|
double openPrice = position.PriceOpen();
|
|
double currentProfit = position.Profit();
|
|
double profitDistance = (position.Type() == POSITION_TYPE_BUY) ? (currentPrice - openPrice) : (openPrice - currentPrice);
|
|
double profitInATR = profitDistance / atrValue_M15;
|
|
|
|
// Update peak profit
|
|
if(currentProfit > peakProfit)
|
|
peakProfit = currentProfit;
|
|
|
|
// Calculate trade age
|
|
datetime tradeAge = TimeCurrent() - positionOpenTime;
|
|
int ageMinutes = (int)(tradeAge / 60);
|
|
|
|
// PRIORITY 1: Hard Take Profit
|
|
if(profitInATR >= TP_Hard_ATR)
|
|
{
|
|
WriteLog(StringFormat("EXIT: Hard TP reached (%.2f ATR)", profitInATR), "EXIT");
|
|
ClosePosition(position.Ticket(), "Hard TP");
|
|
continue;
|
|
}
|
|
|
|
// PRIORITY 2: Breakeven Shield
|
|
if(peakProfit >= BE_Trigger_ATR * atrValue_M15)
|
|
{
|
|
if(currentProfit < BE_Lock_USD)
|
|
{
|
|
WriteLog(StringFormat("EXIT: Breakeven shield (peak $%.2f, now $%.2f)", peakProfit, currentProfit), "EXIT");
|
|
ClosePosition(position.Ticket(), "BE Shield");
|
|
continue;
|
|
}
|
|
}
|
|
|
|
// PRIORITY 3: ATR Trailing Stop
|
|
if(peakProfit >= Trail_Trigger_ATR * atrValue_M15 && ageMinutes >= MinTradeAgeMinutes)
|
|
{
|
|
double trailFloor = peakProfit - (Trail_Distance_ATR * atrValue_M15);
|
|
if(currentProfit < trailFloor)
|
|
{
|
|
WriteLog(StringFormat("EXIT: ATR trailing (peak $%.2f, floor $%.2f)", peakProfit, trailFloor), "EXIT");
|
|
ClosePosition(position.Ticket(), "ATR Trail");
|
|
continue;
|
|
}
|
|
}
|
|
|
|
// PRIORITY 4: ATR Hard Stop
|
|
if(profitInATR <= -Hard_Stop_ATR && ageMinutes >= MinTradeAgeMinutes)
|
|
{
|
|
WriteLog(StringFormat("EXIT: ATR hard stop (%.2f ATR loss)", profitInATR), "EXIT");
|
|
ClosePosition(position.Ticket(), "ATR Stop");
|
|
continue;
|
|
}
|
|
|
|
// PRIORITY 5: Momentum Reversal
|
|
bool ema_cross_against = false;
|
|
if(position.Type() == POSITION_TYPE_BUY && emaFast_M15 < emaSlow_M15)
|
|
ema_cross_against = true;
|
|
else if(position.Type() == POSITION_TYPE_SELL && emaFast_M15 > emaSlow_M15)
|
|
ema_cross_against = true;
|
|
|
|
if(ema_cross_against && profitInATR < 0.3)
|
|
{
|
|
WriteLog(StringFormat("EXIT: EMA reversal (profit %.2f ATR < 0.3)", profitInATR), "EXIT");
|
|
ClosePosition(position.Ticket(), "Momentum Reversal");
|
|
continue;
|
|
}
|
|
|
|
// PRIORITY 6: Time-Based Exit
|
|
if(ageMinutes >= TimeExit_Hour * 60 && currentProfit <= 0)
|
|
{
|
|
WriteLog(StringFormat("EXIT: Time exit (%d min, not profitable)", ageMinutes), "EXIT");
|
|
ClosePosition(position.Ticket(), "Time Exit");
|
|
continue;
|
|
}
|
|
|
|
if(ageMinutes >= AbsoluteExit_Hour * 60)
|
|
{
|
|
WriteLog(StringFormat("EXIT: Absolute time limit (%d min)", ageMinutes), "EXIT");
|
|
ClosePosition(position.Ticket(), "Absolute Exit");
|
|
continue;
|
|
}
|
|
|
|
// PRIORITY 7: Weekend Close
|
|
MqlDateTime dt;
|
|
TimeToStruct(TimeCurrent(), dt);
|
|
if((dt.day_of_week == 5 && dt.hour >= 22) || (dt.day_of_week == 6 && dt.hour < 5))
|
|
{
|
|
if(currentProfit > 0 || profitInATR > -0.3)
|
|
{
|
|
WriteLog(StringFormat("EXIT: Weekend close (profit $%.2f)", currentProfit), "EXIT");
|
|
ClosePosition(position.Ticket(), "Weekend");
|
|
continue;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
void ClosePosition(ulong ticket, string reason)
|
|
{
|
|
if(trade.PositionClose(ticket))
|
|
{
|
|
WriteLog(StringFormat("POSITION CLOSED: %s", reason), "TRADE");
|
|
peakProfit = 0;
|
|
hasRecovered = false;
|
|
}
|
|
else
|
|
{
|
|
WriteLog(StringFormat("CLOSE FAILED: %s | Error: %s", reason, trade.ResultRetcodeDescription()), "ERROR");
|
|
}
|
|
}
|
|
|
|
//===========================================
|
|
// SECTION 11: RISK CALCULATIONS (1501-1650)
|
|
//===========================================
|
|
|
|
void OpenTrade(ENUM_ORDER_TYPE orderType)
|
|
{
|
|
// Check daily trade limit
|
|
if(dailyTrades >= MaxTradesPerDay)
|
|
{
|
|
WriteLog(StringFormat("SKIP: Daily trade limit reached (%d)", MaxTradesPerDay), "FILTER");
|
|
return;
|
|
}
|
|
|
|
double price = (orderType == ORDER_TYPE_BUY) ? symbolInfo.Ask() : symbolInfo.Bid();
|
|
|
|
// Calculate SL/TP
|
|
double slDistance = atrValue_M15 * ATR_SL_Multiplier;
|
|
double tpDistance = atrValue_M15 * TP_Hard_ATR;
|
|
|
|
double sl = NormalizeDouble((orderType == ORDER_TYPE_BUY) ? (price - slDistance) : (price + slDistance), _Digits);
|
|
double tp = NormalizeDouble((orderType == ORDER_TYPE_BUY) ? (price + tpDistance) : (price - tpDistance), _Digits);
|
|
|
|
// Calculate lot size with all multipliers
|
|
double balance = AccountInfoDouble(ACCOUNT_BALANCE);
|
|
SessionInfo session = GetCurrentSession();
|
|
|
|
double effectiveRisk = currentRisk * monthlyRiskMult * intraRiskMult * session.riskMultiplier;
|
|
double riskMoney = balance * (effectiveRisk / 100.0);
|
|
|
|
double tickValue = symbolInfo.TickValue();
|
|
double tickSize = symbolInfo.TickSize();
|
|
double slInTicks = MathAbs(price - sl) / tickSize;
|
|
double lotSize = riskMoney / (slInTicks * tickValue);
|
|
|
|
lotSize = NormalizeDouble(lotSize, 2);
|
|
lotSize = MathMax(MinLot, MathMin(MaxLot, lotSize));
|
|
|
|
// Open position
|
|
if(trade.PositionOpen(_Symbol, orderType, lotSize, price, sl, tp, "XAUBot-V3"))
|
|
{
|
|
string tradeType = (orderType == ORDER_TYPE_BUY ? "BUY" : "SELL");
|
|
Print("✓ ", tradeType, " opened: Lot=", lotSize, " Price=", price);
|
|
WriteLog(StringFormat("TRADE OPEN: %s | Lot:%.2f | Price:%.5f | SL:%.5f | TP:%.5f | ATR:%.2f | Risk:%.2f%% | Q:%.0f",
|
|
tradeType, lotSize, price, sl, tp, atrValue_M15, effectiveRisk, technicalQuality), "TRADE");
|
|
|
|
lastTradeTime = TimeCurrent();
|
|
positionOpenTime = TimeCurrent();
|
|
peakProfit = 0;
|
|
hasRecovered = false;
|
|
dailyTrades++;
|
|
}
|
|
else
|
|
{
|
|
WriteLog(StringFormat("TRADE FAILED: %s | Error: %s", (orderType == ORDER_TYPE_BUY ? "BUY" : "SELL"), trade.ResultRetcodeDescription()), "ERROR");
|
|
}
|
|
}
|
|
|
|
SessionInfo GetCurrentSession()
|
|
{
|
|
SessionInfo session;
|
|
MqlDateTime dt;
|
|
TimeToStruct(TimeCurrent(), dt);
|
|
int hour = dt.hour;
|
|
|
|
// Sydney: 22:00-06:00 GMT
|
|
session.isSydney = (hour >= 22 || hour < 6);
|
|
// London: 07:00-16:00 GMT
|
|
session.isLondon = (hour >= 7 && hour < 16);
|
|
// New York: 13:00-22:00 GMT
|
|
session.isNewYork = (hour >= 13 && hour < 22);
|
|
|
|
if(session.isSydney)
|
|
{
|
|
session.name = "SYDNEY";
|
|
session.riskMultiplier = 0.5; // Lower liquidity
|
|
}
|
|
else if(session.isLondon || session.isNewYork)
|
|
{
|
|
session.name = session.isLondon ? "LONDON" : "NEW YORK";
|
|
session.riskMultiplier = 1.0; // Normal
|
|
}
|
|
else
|
|
{
|
|
session.name = "OFF-HOURS";
|
|
session.riskMultiplier = 0.7;
|
|
}
|
|
|
|
return session;
|
|
}
|
|
|
|
int CountOpenPositions()
|
|
{
|
|
int count = 0;
|
|
for(int i = 0; i < PositionsTotal(); i++)
|
|
{
|
|
if(position.SelectByIndex(i))
|
|
{
|
|
if(position.Symbol() == _Symbol && position.Magic() == Magic)
|
|
count++;
|
|
}
|
|
}
|
|
return count;
|
|
}
|
|
|
|
//===========================================
|
|
// SECTION 12: PANEL UI (1651-1800)
|
|
//===========================================
|
|
|
|
void CreatePanel()
|
|
{
|
|
string prefix = "XAU_V3_";
|
|
color bgColor = C'20,20,30';
|
|
|
|
// Background (larger for more info)
|
|
ObjectCreate(0, prefix+"BG", OBJ_RECTANGLE_LABEL, 0, 0, 0);
|
|
ObjectSetInteger(0, prefix+"BG", OBJPROP_CORNER, PanelCorner);
|
|
ObjectSetInteger(0, prefix+"BG", OBJPROP_XDISTANCE, PanelOffsetX);
|
|
ObjectSetInteger(0, prefix+"BG", OBJPROP_YDISTANCE, PanelOffsetY);
|
|
ObjectSetInteger(0, prefix+"BG", OBJPROP_XSIZE, 280);
|
|
ObjectSetInteger(0, prefix+"BG", OBJPROP_YSIZE, 260);
|
|
ObjectSetInteger(0, prefix+"BG", OBJPROP_BGCOLOR, bgColor);
|
|
ObjectSetInteger(0, prefix+"BG", OBJPROP_BORDER_TYPE, BORDER_FLAT);
|
|
ObjectSetInteger(0, prefix+"BG", OBJPROP_COLOR, C'40,40,50');
|
|
ObjectSetInteger(0, prefix+"BG", OBJPROP_SELECTABLE, false);
|
|
|
|
// Text labels (24 lines)
|
|
string labels[] = {
|
|
"Title", "Balance", "Equity", "Profit", "Sep1",
|
|
"Status", "H1Bias", "M15Trend", "Session", "Sep2",
|
|
"Position", "PosProfit", "PosPeak", "Sep3",
|
|
"Risk", "Daily", "Monthly", "Spread", "Sep4",
|
|
"Circuit1", "Circuit2", "Circuit3", "Sep5",
|
|
"Layers"
|
|
};
|
|
|
|
for(int i=0; i<ArraySize(labels); i++)
|
|
{
|
|
string objName = prefix + labels[i];
|
|
ObjectCreate(0, objName, OBJ_LABEL, 0, 0, 0);
|
|
ObjectSetInteger(0, objName, OBJPROP_CORNER, PanelCorner);
|
|
ObjectSetInteger(0, objName, OBJPROP_XDISTANCE, PanelOffsetX + 5);
|
|
ObjectSetInteger(0, objName, OBJPROP_YDISTANCE, PanelOffsetY + 5 + (i * 11));
|
|
ObjectSetInteger(0, objName, OBJPROP_COLOR, clrWhite);
|
|
ObjectSetInteger(0, objName, OBJPROP_FONTSIZE, 8);
|
|
ObjectSetString(0, objName, OBJPROP_FONT, "Consolas");
|
|
ObjectSetInteger(0, objName, OBJPROP_SELECTABLE, false);
|
|
}
|
|
}
|
|
|
|
void UpdatePanel()
|
|
{
|
|
if(!ShowPanel) return;
|
|
|
|
string prefix = "XAU_V3_";
|
|
|
|
// Title with branding
|
|
ObjectSetString(0, prefix+"Title", OBJPROP_TEXT, "══ XAUBot Pro V3 - suriota ══");
|
|
ObjectSetInteger(0, prefix+"Title", OBJPROP_COLOR, clrGold);
|
|
|
|
// Account info
|
|
double balance = AccountInfoDouble(ACCOUNT_BALANCE);
|
|
double equity = AccountInfoDouble(ACCOUNT_EQUITY);
|
|
double profit = AccountInfoDouble(ACCOUNT_PROFIT);
|
|
|
|
ObjectSetString(0, prefix+"Balance", OBJPROP_TEXT, "Balance: $"+DoubleToString(balance,2));
|
|
ObjectSetString(0, prefix+"Equity", OBJPROP_TEXT, "Equity: $"+DoubleToString(equity,2));
|
|
|
|
color profitColor = (profit>=0) ? clrLimeGreen : clrRed;
|
|
string profitSign = (profit>=0) ? "+" : "";
|
|
ObjectSetString(0, prefix+"Profit", OBJPROP_TEXT, "Profit: "+profitSign+"$"+DoubleToString(profit,2));
|
|
ObjectSetInteger(0, prefix+"Profit", OBJPROP_COLOR, profitColor);
|
|
|
|
ObjectSetString(0, prefix+"Sep1", OBJPROP_TEXT, "─────────────────────────");
|
|
ObjectSetInteger(0, prefix+"Sep1", OBJPROP_COLOR, C'60,60,80');
|
|
|
|
// Trading status
|
|
string statusText = canTrade ? StringFormat("Status: ✓ READY (Q: %.0f/100)", technicalQuality) : StringFormat("Status: ⏸ %s", stopReason);
|
|
color statusColor = canTrade ? clrLimeGreen : clrRed;
|
|
ObjectSetString(0, prefix+"Status", OBJPROP_TEXT, statusText);
|
|
ObjectSetInteger(0, prefix+"Status", OBJPROP_COLOR, statusColor);
|
|
|
|
// H1 Bias
|
|
color biasColor = (h1_bias > 0) ? clrLimeGreen : (h1_bias < 0) ? clrRed : clrGray;
|
|
ObjectSetString(0, prefix+"H1Bias", OBJPROP_TEXT, StringFormat("H1 Bias: %s (%d/%d)", h1_bias_str, h1_bull_count, h1_bear_count));
|
|
ObjectSetInteger(0, prefix+"H1Bias", OBJPROP_COLOR, biasColor);
|
|
|
|
// M15 Trend
|
|
string m15_dir = (emaFast_M15 > emaSlow_M15) ? "▲ BULL" : "▼ BEAR";
|
|
color m15Color = (emaFast_M15 > emaSlow_M15) ? clrLimeGreen : clrRed;
|
|
ObjectSetString(0, prefix+"M15Trend", OBJPROP_TEXT, StringFormat("M15: %s | ADX: %.1f", m15_dir, adxValue_M15));
|
|
ObjectSetInteger(0, prefix+"M15Trend", OBJPROP_COLOR, m15Color);
|
|
|
|
// Session
|
|
SessionInfo session = GetCurrentSession();
|
|
ObjectSetString(0, prefix+"Session", OBJPROP_TEXT, StringFormat("Session: %s (%.1fx)", session.name, session.riskMultiplier));
|
|
|
|
ObjectSetString(0, prefix+"Sep2", OBJPROP_TEXT, "─────────────────────────");
|
|
ObjectSetInteger(0, prefix+"Sep2", OBJPROP_COLOR, C'60,60,80');
|
|
|
|
// Position info
|
|
if(position.Select(_Symbol))
|
|
{
|
|
string posType = (position.Type()==POSITION_TYPE_BUY) ? "BUY" : "SELL";
|
|
color posColor = (position.Type()==POSITION_TYPE_BUY) ? clrDodgerBlue : clrOrangeRed;
|
|
|
|
ObjectSetString(0, prefix+"Position", OBJPROP_TEXT, StringFormat("● %s | %.2f lot", posType, position.Volume()));
|
|
ObjectSetInteger(0, prefix+"Position", OBJPROP_COLOR, posColor);
|
|
|
|
double posProfit = position.Profit();
|
|
int ageMin = (int)((TimeCurrent() - positionOpenTime) / 60);
|
|
color pColor = (posProfit>=0) ? clrLimeGreen : clrRed;
|
|
ObjectSetString(0, prefix+"PosProfit", OBJPROP_TEXT, StringFormat("P/L: $%.2f | Age: %dmin", posProfit, ageMin));
|
|
ObjectSetInteger(0, prefix+"PosProfit", OBJPROP_COLOR, pColor);
|
|
|
|
ObjectSetString(0, prefix+"PosPeak", OBJPROP_TEXT, StringFormat("Peak: $%.2f | ATR: $%.2f", peakProfit, atrValue_M15));
|
|
}
|
|
else
|
|
{
|
|
ObjectSetString(0, prefix+"Position", OBJPROP_TEXT, "● No Position");
|
|
ObjectSetInteger(0, prefix+"Position", OBJPROP_COLOR, clrGray);
|
|
ObjectSetString(0, prefix+"PosProfit", OBJPROP_TEXT, "");
|
|
ObjectSetString(0, prefix+"PosPeak", OBJPROP_TEXT, "");
|
|
}
|
|
|
|
ObjectSetString(0, prefix+"Sep3", OBJPROP_TEXT, "─────────────────────────");
|
|
ObjectSetInteger(0, prefix+"Sep3", OBJPROP_COLOR, C'60,60,80');
|
|
|
|
// Risk info
|
|
double effectiveRisk = currentRisk * monthlyRiskMult * intraRiskMult;
|
|
string riskMode = (consecutiveLosses > 0) ? "Recovery" : "Normal";
|
|
ObjectSetString(0, prefix+"Risk", OBJPROP_TEXT, StringFormat("Risk: %.1f%% (%s)", effectiveRisk, riskMode));
|
|
|
|
// Daily stats
|
|
double dailyLimit = balance * (DailyLossLimit / 100.0);
|
|
ObjectSetString(0, prefix+"Daily", OBJPROP_TEXT, StringFormat("Daily: $%.0f / -$%.0f (%.0f%%)", dailyProfit-dailyLoss, dailyLimit, DailyLossLimit));
|
|
|
|
// Monthly stats
|
|
double monthlyLimit = balance * (MonthlyLossLimit / 100.0);
|
|
ObjectSetString(0, prefix+"Monthly", OBJPROP_TEXT, StringFormat("Month: $%.0f / -$%.0f (%.0f%%)", monthlyProfit-monthlyLoss, monthlyLimit, MonthlyLossLimit));
|
|
|
|
// Spread & Trades
|
|
ObjectSetString(0, prefix+"Spread", OBJPROP_TEXT, StringFormat("Spread: %.0f/%.0f | Trades: %d/%d", symbolInfo.Spread(), MaxSpread, dailyTrades, MaxTradesPerDay));
|
|
|
|
ObjectSetString(0, prefix+"Sep4", OBJPROP_TEXT, "─────────────────────────");
|
|
ObjectSetInteger(0, prefix+"Sep4", OBJPROP_COLOR, C'60,60,80');
|
|
|
|
// Circuit breakers
|
|
string cb1 = dailyLimitReached ? "[HALT]" : "[ OK ]";
|
|
string cb2 = monthlyLimitReached ? "[HALT]" : "[ OK ]";
|
|
string cb3 = consecutiveLossHalt ? "[HALT]" : "[ OK ]";
|
|
color cb1_col = dailyLimitReached ? clrRed : clrLimeGreen;
|
|
color cb2_col = monthlyLimitReached ? clrRed : clrLimeGreen;
|
|
color cb3_col = consecutiveLossHalt ? clrRed : clrLimeGreen;
|
|
|
|
ObjectSetString(0, prefix+"Circuit1", OBJPROP_TEXT, StringFormat("Daily: %s", cb1));
|
|
ObjectSetInteger(0, prefix+"Circuit1", OBJPROP_COLOR, cb1_col);
|
|
|
|
ObjectSetString(0, prefix+"Circuit2", OBJPROP_TEXT, StringFormat("Month: %s", cb2));
|
|
ObjectSetInteger(0, prefix+"Circuit2", OBJPROP_COLOR, cb2_col);
|
|
|
|
ObjectSetString(0, prefix+"Circuit3", OBJPROP_TEXT, StringFormat("Losses: %s (C:%d)", cb3, consecutiveLosses));
|
|
ObjectSetInteger(0, prefix+"Circuit3", OBJPROP_COLOR, cb3_col);
|
|
|
|
ObjectSetString(0, prefix+"Sep5", OBJPROP_TEXT, "─────────────────────────");
|
|
ObjectSetInteger(0, prefix+"Sep5", OBJPROP_COLOR, C'60,60,80');
|
|
|
|
// Layer summary
|
|
ObjectSetString(0, prefix+"Layers", OBJPROP_TEXT, StringFormat("L1:%.1f L2:%.0f L3:%.1f L4:%d%%", monthlyRiskMult, technicalQuality, intraRiskMult, patternWinRate));
|
|
}
|
|
|
|
void DeletePanel()
|
|
{
|
|
string prefix = "XAU_V3_";
|
|
ObjectDelete(0, prefix+"BG");
|
|
string labels[] = {
|
|
"Title", "Balance", "Equity", "Profit", "Sep1",
|
|
"Status", "H1Bias", "M15Trend", "Session", "Sep2",
|
|
"Position", "PosProfit", "PosPeak", "Sep3",
|
|
"Risk", "Daily", "Monthly", "Spread", "Sep4",
|
|
"Circuit1", "Circuit2", "Circuit3", "Sep5",
|
|
"Layers"
|
|
};
|
|
for(int i=0; i<ArraySize(labels); i++)
|
|
ObjectDelete(0, prefix+labels[i]);
|
|
}
|
|
|
|
//===========================================
|
|
// SECTION 13: UTILITIES (1801-1900)
|
|
//===========================================
|
|
|
|
bool UpdateAllData()
|
|
{
|
|
// Update M15 indicators
|
|
double arr[];
|
|
ArraySetAsSeries(arr, true);
|
|
|
|
if(CopyBuffer(handleEMAFast_M15, 0, 0, 2, arr) <= 0) return false;
|
|
emaFast_M15 = arr[1];
|
|
|
|
if(CopyBuffer(handleEMASlow_M15, 0, 0, 2, arr) <= 0) return false;
|
|
emaSlow_M15 = arr[1];
|
|
|
|
if(CopyBuffer(handleADX_M15, 0, 0, 2, arr) <= 0) return false;
|
|
adxValue_M15 = arr[1];
|
|
|
|
if(CopyBuffer(handleRSI_M15, 0, 0, 2, arr) <= 0) return false;
|
|
rsiValue_M15 = arr[1];
|
|
|
|
if(CopyBuffer(handleMACD_M15, 0, 0, 2, arr) <= 0) return false;
|
|
macdMain_M15 = arr[1];
|
|
|
|
if(CopyBuffer(handleMACD_M15, 1, 0, 2, arr) <= 0) return false;
|
|
macdSignal_M15 = arr[1];
|
|
|
|
if(CopyBuffer(handleATR_M15, 0, 0, 2, arr) <= 0) return false;
|
|
atrValue_M15 = arr[1];
|
|
|
|
// Update H1 indicators
|
|
if(CopyBuffer(handleEMAFast_H1, 0, 0, 2, arr) <= 0) return false;
|
|
emaFast_H1 = arr[1];
|
|
|
|
if(CopyBuffer(handleEMASlow_H1, 0, 0, 2, arr) <= 0) return false;
|
|
emaSlow_H1 = arr[1];
|
|
|
|
if(CopyBuffer(handleRSI_H1, 0, 0, 2, arr) <= 0) return false;
|
|
rsiValue_H1 = arr[1];
|
|
|
|
if(CopyBuffer(handleMACD_H1, 0, 0, 2, arr) <= 0) return false;
|
|
macdMain_H1 = arr[1];
|
|
|
|
if(CopyBuffer(handleMACD_H1, 1, 0, 2, arr) <= 0) return false;
|
|
macdSignal_H1 = arr[1];
|
|
|
|
return true;
|
|
}
|
|
|
|
void CheckDayRollover()
|
|
{
|
|
MqlDateTime dt;
|
|
TimeToStruct(TimeCurrent(), dt);
|
|
|
|
// Day rollover
|
|
if(dt.day != currentDay)
|
|
{
|
|
WriteLog(StringFormat("DAY ROLLOVER | Daily: $%.2f | Trades: %d", dailyProfit-dailyLoss, dailyTrades), "SYSTEM");
|
|
dailyProfit = 0;
|
|
dailyLoss = 0;
|
|
dailyTrades = 0;
|
|
dailyLimitReached = false;
|
|
currentDay = dt.day;
|
|
|
|
// Reset log file
|
|
if(EnableFileLog)
|
|
{
|
|
CloseLogFile();
|
|
OpenLogFile();
|
|
}
|
|
}
|
|
|
|
// Month rollover
|
|
if(dt.mon != currentMonth)
|
|
{
|
|
WriteLog(StringFormat("MONTH ROLLOVER | Monthly: $%.2f", monthlyProfit-monthlyLoss), "SYSTEM");
|
|
monthlyProfit = 0;
|
|
monthlyLoss = 0;
|
|
monthlyLimitReached = false;
|
|
currentMonth = dt.mon;
|
|
}
|
|
}
|
|
|
|
void OnTradeTransaction(const MqlTradeTransaction& trans, const MqlTradeRequest& request, const MqlTradeResult& result)
|
|
{
|
|
if(trans.type == TRADE_TRANSACTION_DEAL_ADD)
|
|
{
|
|
ulong dealTicket = trans.deal;
|
|
if(dealTicket > 0 && HistoryDealSelect(dealTicket))
|
|
{
|
|
long dealMagic = HistoryDealGetInteger(dealTicket, DEAL_MAGIC);
|
|
if(dealMagic == Magic)
|
|
{
|
|
double dealProfit = HistoryDealGetDouble(dealTicket, DEAL_PROFIT);
|
|
long dealEntry = HistoryDealGetInteger(dealTicket, DEAL_ENTRY);
|
|
|
|
if(dealEntry == DEAL_ENTRY_OUT)
|
|
{
|
|
bool isWin = (dealProfit > 0);
|
|
|
|
if(isWin)
|
|
{
|
|
consecutiveWins++;
|
|
consecutiveLosses = 0;
|
|
consecutiveLossHalt = false;
|
|
dailyProfit += dealProfit;
|
|
monthlyProfit += dealProfit;
|
|
|
|
if(consecutiveWins >= 2)
|
|
currentRisk = RiskPercent;
|
|
|
|
WriteLog(StringFormat("WIN | Profit: $%.2f | Consecutive: %d | Risk: %.1f%%", dealProfit, consecutiveWins, currentRisk), "WIN");
|
|
}
|
|
else
|
|
{
|
|
consecutiveLosses++;
|
|
consecutiveWins = 0;
|
|
dailyLoss += MathAbs(dealProfit);
|
|
monthlyLoss += MathAbs(dealProfit);
|
|
currentRisk = MinRiskPercent;
|
|
|
|
// Check circuit breakers
|
|
double balance = AccountInfoDouble(ACCOUNT_BALANCE);
|
|
if(dailyLoss >= balance * (DailyLossLimit / 100.0))
|
|
{
|
|
dailyLimitReached = true;
|
|
canTrade = false;
|
|
stopReason = "Daily Loss Limit";
|
|
WriteLog(StringFormat("CIRCUIT BREAKER: Daily loss limit reached ($%.2f)", dailyLoss), "ALERT");
|
|
}
|
|
|
|
if(monthlyLoss >= balance * (MonthlyLossLimit / 100.0))
|
|
{
|
|
monthlyLimitReached = true;
|
|
canTrade = false;
|
|
stopReason = "Monthly Loss Limit";
|
|
WriteLog(StringFormat("CIRCUIT BREAKER: Monthly loss limit reached ($%.2f)", monthlyLoss), "ALERT");
|
|
}
|
|
|
|
if(consecutiveLosses >= MaxConsecutiveLosses)
|
|
{
|
|
consecutiveLossHalt = true;
|
|
canTrade = false;
|
|
stopReason = StringFormat("%d Consecutive Losses", MaxConsecutiveLosses);
|
|
WriteLog(StringFormat("CIRCUIT BREAKER: %d consecutive losses - trading halted", MaxConsecutiveLosses), "ALERT");
|
|
}
|
|
|
|
WriteLog(StringFormat("LOSS | Loss: $%.2f | Consecutive: %d | Risk: %.1f%% | Daily: $%.2f",
|
|
MathAbs(dealProfit), consecutiveLosses, currentRisk, dailyLoss), "LOSS");
|
|
}
|
|
|
|
// Re-enable trading if recovered from consecutive losses (after 1 win)
|
|
if(isWin && consecutiveLossHalt)
|
|
{
|
|
consecutiveLossHalt = false;
|
|
canTrade = true;
|
|
WriteLog("RECOVERY: Consecutive loss halt cleared after win", "SYSTEM");
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
// Logging functions
|
|
bool OpenLogFile()
|
|
{
|
|
if(!EnableFileLog) return true;
|
|
|
|
MqlDateTime dt;
|
|
TimeToStruct(TimeCurrent(), dt);
|
|
|
|
string filename = StringFormat("XAUBot_V3_%04d-%02d-%02d.log", dt.year, dt.mon, dt.day);
|
|
currentLogFile = filename;
|
|
lastLogDate = TimeCurrent();
|
|
|
|
logFileHandle = FileOpen(filename, FILE_WRITE|FILE_READ|FILE_TXT|FILE_ANSI);
|
|
if(logFileHandle == INVALID_HANDLE)
|
|
{
|
|
Print("ERROR: Failed to open log file: ", filename);
|
|
return false;
|
|
}
|
|
|
|
FileSeek(logFileHandle, 0, SEEK_END);
|
|
string marker = StringFormat("\n╔════════════════════════════════════════╗\n║ XAUBot Pro V3 - SESSION START ║\n║ %s ║\n╚════════════════════════════════════════╝\n", TimeToString(TimeCurrent(), TIME_DATE|TIME_SECONDS));
|
|
FileWriteString(logFileHandle, marker);
|
|
FileFlush(logFileHandle);
|
|
|
|
return true;
|
|
}
|
|
|
|
void WriteLog(string message, string level="INFO")
|
|
{
|
|
if(!EnableFileLog || logFileHandle == INVALID_HANDLE) return;
|
|
|
|
string logLine = StringFormat("[%s] [%s] %s\n", TimeToString(TimeCurrent(), TIME_DATE|TIME_SECONDS), level, message);
|
|
FileWriteString(logFileHandle, logLine);
|
|
FileFlush(logFileHandle);
|
|
}
|
|
|
|
void CloseLogFile()
|
|
{
|
|
if(logFileHandle != INVALID_HANDLE)
|
|
{
|
|
string marker = StringFormat("\n[%s] ══════════ SESSION END ══════════\n\n", TimeToString(TimeCurrent(), TIME_DATE|TIME_SECONDS));
|
|
FileWriteString(logFileHandle, marker);
|
|
FileFlush(logFileHandle);
|
|
FileClose(logFileHandle);
|
|
logFileHandle = INVALID_HANDLE;
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|