forked from LengKundee/MQL5-Google-Onedrive
2c509c5025
- Caches daily currency-based profit/loss limits to avoid redundant AccountInfoDouble calls in OnTick. - Consolidates TimeCurrent() calls in OnTick by fetching once and passing to sub-functions. - Updates UpdateDailyStatistics and IsTradingAllowed to accept an optional datetime parameter. - Reduces mathematical operations in the hot path.
489 lines
18 KiB
MQL5
489 lines
18 KiB
MQL5
//+------------------------------------------------------------------+
|
|
//| 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 <Expert\Expert.mqh>
|
|
#include <Expert\Signal\SignalMA.mqh>
|
|
#include <Expert\Trailing\TrailingParabolicSAR.mqh>
|
|
#include <Expert\Money\MoneySizeOptimized.mqh>
|
|
#include <Trade\Trade.mqh>
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| 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;
|
|
datetime g_todayStart = 0; // ⚡ Bolt: Cached today's start time for efficient history selection
|
|
double g_maxDailyLossCurrency = 0.0; // ⚡ Bolt: Cached daily loss limit in currency
|
|
double g_maxDailyProfitCurrency = 0.0; // ⚡ Bolt: Cached daily profit limit in currency
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| 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(datetime now = 0)
|
|
{
|
|
//--- Check if trading is enabled
|
|
if(!Expert_EnableTrading)
|
|
{
|
|
LogDebug("Trading is disabled by user");
|
|
return false;
|
|
}
|
|
|
|
//--- Check if AutoTrading is enabled
|
|
if(!TerminalInfoInteger(TERMINAL_TRADE_ALLOWED))
|
|
{
|
|
LogError("AutoTrading is disabled in terminal settings");
|
|
return false;
|
|
}
|
|
|
|
if(!MQLInfoInteger(MQL_TRADE_ALLOWED))
|
|
{
|
|
LogError("AutoTrading is disabled in EA settings");
|
|
return false;
|
|
}
|
|
|
|
//--- Check time filter
|
|
if(Inp_Risk_EnableTimeFilter)
|
|
{
|
|
//--- ⚡ Bolt: Use provided time or fetch fresh if not provided.
|
|
if(now == 0) now = TimeCurrent();
|
|
|
|
//--- ⚡ Bolt: Use fast integer math for hour extraction instead of TimeToStruct.
|
|
int currentHour = (int)((now / 3600) % 24);
|
|
|
|
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()
|
|
{
|
|
//--- ⚡ Bolt: Rollover reset logic moved to OnTick() for better performance and
|
|
//--- to ensure it runs even when EveryTick is disabled.
|
|
|
|
//--- 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(g_maxDailyLossCurrency > 0)
|
|
{
|
|
if(DailyLoss >= g_maxDailyLossCurrency)
|
|
{
|
|
LogError("Daily loss limit reached: ", DoubleToString(DailyLoss, 2), " (Max: ", DoubleToString(g_maxDailyLossCurrency, 2), ")");
|
|
if(Expert_ShowAlerts) Alert("Daily loss limit reached!");
|
|
return false;
|
|
}
|
|
}
|
|
|
|
//--- Check daily profit limit
|
|
if(g_maxDailyProfitCurrency > 0)
|
|
{
|
|
if(DailyProfit >= g_maxDailyProfitCurrency)
|
|
{
|
|
LogInfo("Daily profit limit reached: ", DoubleToString(DailyProfit, 2), " (Max: ", DoubleToString(g_maxDailyProfitCurrency, 2), ")");
|
|
if(Expert_ShowAlerts) Alert("Daily profit target reached!");
|
|
return false;
|
|
}
|
|
}
|
|
|
|
return true;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Update Daily Statistics |
|
|
//+------------------------------------------------------------------+
|
|
void UpdateDailyStatistics(datetime now = 0)
|
|
{
|
|
//--- ⚡ Bolt: Use provided time or fetch fresh if not provided.
|
|
if(now == 0) now = TimeCurrent();
|
|
|
|
double currentProfit = 0.0;
|
|
TradesToday = 0; // ⚡ Bolt: Reset and recount from history for robustness
|
|
|
|
//--- ⚡ Bolt: Performance optimization - use fast integer math for g_todayStart.
|
|
//--- This avoids expensive TimeToStruct/StructToTime calls.
|
|
g_todayStart = (now / 86400) * 86400;
|
|
|
|
//--- ⚡ Bolt: Consolidate history scan. Count trades and calculate profit in one pass.
|
|
if(HistorySelect(g_todayStart, now))
|
|
{
|
|
int total = HistoryDealsTotal();
|
|
for(int i = 0; i < total; i++)
|
|
{
|
|
//--- ⚡ Bolt: After selecting a deal, use retrieval variants without ticket parameter for speed.
|
|
if(HistoryDealGetTicket(i) > 0)
|
|
{
|
|
if(HistoryDealGetInteger(DEAL_MAGIC) == Expert_MagicNumber)
|
|
{
|
|
//--- ⚡ Bolt: Increment trade count only for entry deals.
|
|
if(HistoryDealGetInteger(DEAL_ENTRY) == DEAL_ENTRY_IN)
|
|
TradesToday++;
|
|
|
|
double profit = HistoryDealGetDouble(DEAL_PROFIT);
|
|
double swap = HistoryDealGetDouble(DEAL_SWAP);
|
|
double commission = HistoryDealGetDouble(DEAL_COMMISSION);
|
|
currentProfit += profit + swap + commission;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
if(currentProfit >= 0)
|
|
{
|
|
DailyProfit = currentProfit;
|
|
DailyLoss = 0.0;
|
|
}
|
|
else
|
|
{
|
|
DailyProfit = 0.0;
|
|
DailyLoss = MathAbs(currentProfit);
|
|
}
|
|
|
|
//--- ⚡ Bolt: Update cached currency limits to avoid redundant calculations and API calls in OnTick.
|
|
//--- These are refreshed on initialization, day rollover, trade events, and timer intervals.
|
|
double balance = AccountInfoDouble(ACCOUNT_BALANCE);
|
|
g_maxDailyLossCurrency = (Inp_Risk_MaxDailyLoss > 0) ? (balance * Inp_Risk_MaxDailyLoss * 0.01) : 0.0;
|
|
g_maxDailyProfitCurrency = (Inp_Risk_MaxDailyProfit > 0) ? (balance * Inp_Risk_MaxDailyProfit * 0.01) : 0.0;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| 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;
|
|
|
|
//--- ⚡ Bolt: Initialize daily statistics and set timer for periodic updates
|
|
UpdateDailyStatistics();
|
|
EventSetTimer(60);
|
|
|
|
//--- 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)
|
|
{
|
|
//--- ⚡ Bolt: Kill timer on deinitialization
|
|
EventKillTimer();
|
|
|
|
//--- 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)
|
|
{
|
|
//--- ⚡ Bolt: Fetch current time once and reuse it across the function.
|
|
datetime currentTickTime = TimeCurrent();
|
|
|
|
//--- ⚡ Bolt: Optimized Day-Rollover check.
|
|
//--- This happens at the top to ensure daily stats are reset exactly at midnight.
|
|
//--- Using integer division is extremely cheap and avoids expensive TimeToStruct/StructToTime calls on every tick.
|
|
if(currentTickTime / 86400 != LastTradeDate / 86400)
|
|
{
|
|
g_todayStart = (currentTickTime / 86400) * 86400;
|
|
LastTradeDate = g_todayStart;
|
|
UpdateDailyStatistics(currentTickTime);
|
|
LogInfo("New trading day started. Resetting daily statistics.");
|
|
}
|
|
|
|
//--- Check if trading is allowed
|
|
if(!IsTradingAllowed(currentTickTime))
|
|
return;
|
|
|
|
//--- Check daily limits
|
|
if(!CheckDailyLimits())
|
|
return;
|
|
|
|
//--- ⚡ Bolt: Moved UpdateDailyStatistics() from OnTick to OnTrade and OnTimer
|
|
//--- to avoid expensive history scanning on every price tick.
|
|
|
|
//--- Process expert tick
|
|
//--- We do NOT throttle this call with a "new bar" check here because ExtExpert
|
|
//--- already manages its own EveryTick setting and needs to run for trailing stops.
|
|
ExtExpert.OnTick();
|
|
|
|
//--- ⚡ Bolt: Use lightweight iTime() to detect and log new bars instead of expensive CopyRates().
|
|
datetime currentBarTime = iTime(_Symbol, _Period, 0);
|
|
if(currentBarTime != 0 && currentBarTime != LastBarTime)
|
|
{
|
|
LastBarTime = currentBarTime;
|
|
LogDebug("New bar detected");
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Function-event handler "trade" |
|
|
//+------------------------------------------------------------------+
|
|
void OnTrade(void)
|
|
{
|
|
ExtExpert.OnTrade();
|
|
|
|
//--- ⚡ Bolt: Update daily statistics when a trade occurs.
|
|
//--- UpdateDailyStatistics now consolidates all history-based checks into a single scan.
|
|
int prevTrades = TradesToday;
|
|
UpdateDailyStatistics();
|
|
|
|
if(TradesToday > prevTrades)
|
|
{
|
|
LogInfo("Trade executed. Total trades today: ", IntegerToString(TradesToday));
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Function-event handler "timer" |
|
|
//+------------------------------------------------------------------+
|
|
void OnTimer(void)
|
|
{
|
|
//--- ⚡ Bolt: Periodic background update of statistics.
|
|
ExtExpert.OnTimer();
|
|
UpdateDailyStatistics();
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|