//+------------------------------------------------------------------+ //| ExpertMAPSARSizeOptimized.mq5 | //| Copyright 2000-2025, MetaQuotes Ltd. | //| https://www.mql5.com | //| Improved Version with Enhancements | //+------------------------------------------------------------------+ #property copyright "Copyright 2000-2025, MetaQuotes Ltd." #property link "https://www.mql5.com" #property version "2.00" #property description "Improved Expert Advisor with MA Signal, Parabolic SAR Trailing, and Optimized Money Management" #property description "Enhanced with better error handling, logging, and risk management" //+------------------------------------------------------------------+ //| Include | //+------------------------------------------------------------------+ #include #include #include #include #include //+------------------------------------------------------------------+ //| Input Parameters | //+------------------------------------------------------------------+ //--- Expert Settings input group "=== Expert Settings ===" input string Inp_Expert_Title ="ExpertMAPSARSizeOptimized"; input int Expert_MagicNumber =27893; input bool Expert_EveryTick =false; input bool Expert_EnableTrading =true; // Enable Trading input bool Expert_ShowAlerts =true; // Show Alerts //--- Signal Settings input group "=== Moving Average Signal ===" input int Inp_Signal_MA_Period =12; input int Inp_Signal_MA_Shift =6; input ENUM_MA_METHOD Inp_Signal_MA_Method =MODE_SMA; input ENUM_APPLIED_PRICE Inp_Signal_MA_Applied =PRICE_CLOSE; //--- Trailing Settings input group "=== Parabolic SAR Trailing ===" input double Inp_Trailing_ParabolicSAR_Step =0.02; input double Inp_Trailing_ParabolicSAR_Maximum =0.2; input bool Inp_Trailing_Enable =true; // Enable Trailing Stop //--- Money Management Settings input group "=== Money Management ===" input double Inp_Money_SizeOptimized_DecreaseFactor=3.0; input double Inp_Money_SizeOptimized_Percent =10.0; input double Inp_Money_MaxLotSize =10.0; // Maximum Lot Size input double Inp_Money_MinLotSize =0.01; // Minimum Lot Size input bool Inp_Money_UseEquity =true; // Use Equity for Calculation //--- Risk Management Settings input group "=== Risk Management ===" input double Inp_Risk_MaxDailyLoss =0.0; // Max Daily Loss (% of balance, 0=disabled) input double Inp_Risk_MaxDailyProfit =0.0; // Max Daily Profit (% of balance, 0=disabled) input int Inp_Risk_MaxTradesPerDay =0; // Max Trades Per Day (0=unlimited) input bool Inp_Risk_EnableTimeFilter =false; // Enable Time Filter input int Inp_Risk_StartHour =0; // Trading Start Hour (0-23) input int Inp_Risk_EndHour =23; // Trading End Hour (0-23) //--- Logging Settings input group "=== Logging & Debug ===" input bool Inp_Log_EnableDetailedLog =true; // Enable Detailed Logging input int Inp_Log_Level =1; // Log Level (0=Errors, 1=Info, 2=Debug) //+------------------------------------------------------------------+ //| Global Variables | //+------------------------------------------------------------------+ CExpert ExtExpert; CTrade ExtTrade; //--- Trading statistics datetime LastBarTime = 0; int TradesToday = 0; double DailyProfit = 0.0; double DailyLoss = 0.0; double InitialBalance = 0.0; datetime LastTradeDate = 0; //+------------------------------------------------------------------+ //| Logging Functions | //+------------------------------------------------------------------+ void LogError(string message) { Print("[ERROR] ", Inp_Expert_Title, ": ", message); if(Expert_ShowAlerts) Alert(Inp_Expert_Title, " - ERROR: ", message); } void LogInfo(string message) { if(Inp_Log_Level >= 1) Print("[INFO] ", Inp_Expert_Title, ": ", message); } void LogDebug(string message) { if(Inp_Log_Level >= 2) Print("[DEBUG] ", Inp_Expert_Title, ": ", message); } //+------------------------------------------------------------------+ //| Check Trading Allowed | //+------------------------------------------------------------------+ bool IsTradingAllowed() { // ⚡ PERF: 1-second caching for environment API calls to reduce cross-process overhead. static bool s_terminalTradeAllowed = false; static bool s_mqlTradeAllowed = false; static datetime s_lastCacheTime = 0; datetime now = TimeCurrent(); if(now != s_lastCacheTime) { s_terminalTradeAllowed = (bool)TerminalInfoInteger(TERMINAL_TRADE_ALLOWED); s_mqlTradeAllowed = (bool)MQLInfoInteger(MQL_TRADE_ALLOWED); s_lastCacheTime = now; } //--- Check if trading is enabled if(!Expert_EnableTrading) { LogDebug("Trading is disabled by user"); return false; } //--- Check if AutoTrading is enabled if(!s_terminalTradeAllowed) { // ⚡ PERF: Log throttling to prevent spamming on every price tick. static datetime s_lastErrorTime = 0; if(now - s_lastErrorTime > 3600) // Once per hour { LogError("AutoTrading is disabled in terminal settings"); s_lastErrorTime = now; } return false; } if(!s_mqlTradeAllowed) { static datetime s_lastErrorTime = 0; if(now - s_lastErrorTime > 3600) { LogError("AutoTrading is disabled in EA settings"); s_lastErrorTime = now; } return false; } //--- Check time filter if(Inp_Risk_EnableTimeFilter) { MqlDateTime dt; TimeToStruct(TimeCurrent(), dt); int currentHour = dt.hour; if(Inp_Risk_StartHour <= Inp_Risk_EndHour) { if(currentHour < Inp_Risk_StartHour || currentHour > Inp_Risk_EndHour) { LogDebug("Outside trading hours: ", currentHour); return false; } } else // Overnight trading { if(currentHour < Inp_Risk_StartHour && currentHour > Inp_Risk_EndHour) { LogDebug("Outside trading hours: ", currentHour); return false; } } } return true; } //+------------------------------------------------------------------+ //| Check Daily Limits | //+------------------------------------------------------------------+ bool CheckDailyLimits() { datetime currentDate = TimeCurrent(); MqlDateTime dt; TimeToStruct(currentDate, dt); dt.hour = 0; dt.min = 0; dt.sec = 0; datetime todayStart = StructToTime(dt); //--- Reset daily statistics if new day if(LastTradeDate != todayStart) { TradesToday = 0; DailyProfit = 0.0; DailyLoss = 0.0; LastTradeDate = todayStart; LogInfo("New trading day started. Resetting daily statistics."); } //--- Check max trades per day if(Inp_Risk_MaxTradesPerDay > 0 && TradesToday >= Inp_Risk_MaxTradesPerDay) { LogInfo("Maximum trades per day reached: ", Inp_Risk_MaxTradesPerDay); return false; } //--- Check daily loss limit if(Inp_Risk_MaxDailyLoss > 0) { double balance = AccountInfoDouble(ACCOUNT_BALANCE); double maxLoss = balance * (Inp_Risk_MaxDailyLoss / 100.0); if(DailyLoss >= maxLoss) { LogError("Daily loss limit reached: ", DoubleToString(DailyLoss, 2), " (Max: ", DoubleToString(maxLoss, 2), ")"); if(Expert_ShowAlerts) Alert("Daily loss limit reached!"); return false; } } //--- Check daily profit limit if(Inp_Risk_MaxDailyProfit > 0) { double balance = AccountInfoDouble(ACCOUNT_BALANCE); double maxProfit = balance * (Inp_Risk_MaxDailyProfit / 100.0); if(DailyProfit >= maxProfit) { LogInfo("Daily profit limit reached: ", DoubleToString(DailyProfit, 2), " (Max: ", DoubleToString(maxProfit, 2), ")"); if(Expert_ShowAlerts) Alert("Daily profit target reached!"); return false; } } return true; } //+------------------------------------------------------------------+ //| Update Daily Statistics | //+------------------------------------------------------------------+ void UpdateDailyStatistics() { double currentProfit = 0.0; //--- Calculate current day's profit/loss if(HistorySelect(TimeCurrent() - PeriodSeconds(PERIOD_D1), TimeCurrent())) { int total = HistoryDealsTotal(); for(int i = 0; i < total; i++) { ulong ticket = HistoryDealGetTicket(i); if(ticket > 0) { if(HistoryDealGetInteger(ticket, DEAL_MAGIC) == Expert_MagicNumber) { double profit = HistoryDealGetDouble(ticket, DEAL_PROFIT); double swap = HistoryDealGetDouble(ticket, DEAL_SWAP); double commission = HistoryDealGetDouble(ticket, DEAL_COMMISSION); currentProfit += profit + swap + commission; } } } } if(currentProfit > 0) DailyProfit = currentProfit; else DailyLoss = MathAbs(currentProfit); } //+------------------------------------------------------------------+ //| Initialization function of the expert | //+------------------------------------------------------------------+ int OnInit(void) { //--- Set trade parameters ExtTrade.SetExpertMagicNumber(Expert_MagicNumber); ExtTrade.SetDeviationInPoints(30); ExtTrade.SetTypeFilling(ORDER_FILLING_FOK); ExtTrade.SetAsyncMode(false); //--- Initialize expert if(!ExtExpert.Init(Symbol(), Period(), Expert_EveryTick, Expert_MagicNumber)) { LogError("Error initializing expert"); ExtExpert.Deinit(); return(INIT_FAILED); } //--- Creation of signal object CSignalMA *signal = new CSignalMA; if(signal == NULL) { LogError("Error creating signal object"); ExtExpert.Deinit(); return(INIT_FAILED); } //--- Add signal to expert (will be deleted automatically) if(!ExtExpert.InitSignal(signal)) { LogError("Error initializing signal"); ExtExpert.Deinit(); return(INIT_FAILED); } //--- Set signal parameters signal.PeriodMA(Inp_Signal_MA_Period); signal.Shift(Inp_Signal_MA_Shift); signal.Method(Inp_Signal_MA_Method); signal.Applied(Inp_Signal_MA_Applied); //--- Check signal parameters if(!signal.ValidationSettings()) { LogError("Invalid signal parameters"); ExtExpert.Deinit(); return(INIT_FAILED); } //--- Creation of trailing object CTrailingPSAR *trailing = new CTrailingPSAR; if(trailing == NULL) { LogError("Error creating trailing object"); ExtExpert.Deinit(); return(INIT_FAILED); } //--- Add trailing to expert (will be deleted automatically) if(!ExtExpert.InitTrailing(trailing)) { LogError("Error initializing trailing"); ExtExpert.Deinit(); return(INIT_FAILED); } //--- Set trailing parameters trailing.Step(Inp_Trailing_ParabolicSAR_Step); trailing.Maximum(Inp_Trailing_ParabolicSAR_Maximum); //--- Check trailing parameters if(!trailing.ValidationSettings()) { LogError("Invalid trailing parameters"); ExtExpert.Deinit(); return(INIT_FAILED); } //--- Creation of money object CMoneySizeOptimized *money = new CMoneySizeOptimized; if(money == NULL) { LogError("Error creating money management object"); ExtExpert.Deinit(); return(INIT_FAILED); } //--- Add money to expert (will be deleted automatically) if(!ExtExpert.InitMoney(money)) { LogError("Error initializing money management"); ExtExpert.Deinit(); return(INIT_FAILED); } //--- Set money parameters money.DecreaseFactor(Inp_Money_SizeOptimized_DecreaseFactor); money.Percent(Inp_Money_SizeOptimized_Percent); //--- Check money parameters if(!money.ValidationSettings()) { LogError("Invalid money management parameters"); ExtExpert.Deinit(); return(INIT_FAILED); } //--- Tuning of all necessary indicators if(!ExtExpert.InitIndicators()) { LogError("Error initializing indicators"); ExtExpert.Deinit(); return(INIT_FAILED); } //--- Initialize statistics InitialBalance = AccountInfoDouble(ACCOUNT_BALANCE); LastTradeDate = 0; TradesToday = 0; DailyProfit = 0.0; DailyLoss = 0.0; //--- Success message LogInfo("Expert Advisor initialized successfully"); LogInfo("Account: ", IntegerToString(AccountInfoInteger(ACCOUNT_LOGIN))); LogInfo("Symbol: ", Symbol()); LogInfo("Period: ", EnumToString(Period())); LogInfo("Magic Number: ", IntegerToString(Expert_MagicNumber)); LogInfo("Initial Balance: ", DoubleToString(InitialBalance, 2)); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Deinitialization function of the expert | //+------------------------------------------------------------------+ void OnDeinit(const int reason) { //--- Print final statistics double finalBalance = AccountInfoDouble(ACCOUNT_BALANCE); double totalProfit = finalBalance - InitialBalance; double profitPercent = (totalProfit / InitialBalance) * 100.0; LogInfo("Expert Advisor deinitialized. Reason: ", IntegerToString(reason)); LogInfo("Final Balance: ", DoubleToString(finalBalance, 2)); LogInfo("Total Profit: ", DoubleToString(totalProfit, 2), " (", DoubleToString(profitPercent, 2), "%)"); LogInfo("Trades Today: ", IntegerToString(TradesToday)); ExtExpert.Deinit(); } //+------------------------------------------------------------------+ //| Function-event handler "tick" | //+------------------------------------------------------------------+ void OnTick(void) { // ⚡ PERF: Prioritize cheap, internal logic checks before functions // that perform expensive terminal environment API calls. //--- Check daily limits (mostly internal math and history access) if(!CheckDailyLimits()) return; //--- Check if trading is allowed (terminal and EA state API calls) if(!IsTradingAllowed()) return; //--- Update daily statistics UpdateDailyStatistics(); //--- Process expert tick ExtExpert.OnTick(); //--- Update trade count if new bar MqlRates rates[]; ArraySetAsSeries(rates, true); if(CopyRates(Symbol(), Period(), 0, 1, rates) > 0) { if(LastBarTime != rates[0].time) { LastBarTime = rates[0].time; LogDebug("New bar detected"); } } } //+------------------------------------------------------------------+ //| Function-event handler "trade" | //+------------------------------------------------------------------+ void OnTrade(void) { ExtExpert.OnTrade(); //--- Update trade statistics if(HistorySelect(TimeCurrent() - 60, TimeCurrent())) { int total = HistoryDealsTotal(); for(int i = total - 1; i >= 0; i--) { ulong ticket = HistoryDealGetTicket(i); if(ticket > 0) { if(HistoryDealGetInteger(ticket, DEAL_MAGIC) == Expert_MagicNumber) { datetime dealTime = (datetime)HistoryDealGetInteger(ticket, DEAL_TIME); if(dealTime > LastTradeDate) { TradesToday++; LogInfo("Trade executed. Total trades today: ", IntegerToString(TradesToday)); break; } } } } } } //+------------------------------------------------------------------+ //| Function-event handler "timer" | //+------------------------------------------------------------------+ void OnTimer(void) { ExtExpert.OnTimer(); //--- Update statistics periodically UpdateDailyStatistics(); } //+------------------------------------------------------------------+