forked from LengKundee/MQL5-Google-Onedrive
f18542d9fc
This optimization reduces the overhead in the OnTick execution path of ExpertMAPSARSizeOptimized_Improved.mq5 by caching daily loss and profit limits in currency. - Added g_maxDailyLossCurrency and g_maxDailyProfitCurrency global variables. - Updated UpdateDailyStatistics() to calculate and cache these limits only when necessary (initialization, day rollover, trade events, and periodic timer). - Optimized CheckDailyLimits() to use the cached variables, eliminating redundant AccountInfoDouble(ACCOUNT_BALANCE) calls and percentage divisions on every tick. These changes significantly reduce terminal API calls and arithmetic operations in the EA's most frequent execution path.
485 lines
18 KiB
MQL5
485 lines
18 KiB
MQL5
//+------------------------------------------------------------------+
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//| ExpertMAPSARSizeOptimized.mq5 |
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//| Copyright 2000-2025, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//| Improved Version with Enhancements |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2000-2025, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property version "2.00"
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#property description "Improved Expert Advisor with MA Signal, Parabolic SAR Trailing, and Optimized Money Management"
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#property description "Enhanced with better error handling, logging, and risk management"
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//+------------------------------------------------------------------+
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//| Include |
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//+------------------------------------------------------------------+
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#include <Expert\Expert.mqh>
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#include <Expert\Signal\SignalMA.mqh>
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#include <Expert\Trailing\TrailingParabolicSAR.mqh>
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#include <Expert\Money\MoneySizeOptimized.mqh>
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#include <Trade\Trade.mqh>
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//+------------------------------------------------------------------+
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//| Input Parameters |
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//+------------------------------------------------------------------+
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//--- Expert Settings
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input group "=== Expert Settings ==="
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input string Inp_Expert_Title ="ExpertMAPSARSizeOptimized";
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input int Expert_MagicNumber =27893;
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input bool Expert_EveryTick =false;
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input bool Expert_EnableTrading =true; // Enable Trading
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input bool Expert_ShowAlerts =true; // Show Alerts
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//--- Signal Settings
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input group "=== Moving Average Signal ==="
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input int Inp_Signal_MA_Period =12;
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input int Inp_Signal_MA_Shift =6;
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input ENUM_MA_METHOD Inp_Signal_MA_Method =MODE_SMA;
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input ENUM_APPLIED_PRICE Inp_Signal_MA_Applied =PRICE_CLOSE;
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//--- Trailing Settings
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input group "=== Parabolic SAR Trailing ==="
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input double Inp_Trailing_ParabolicSAR_Step =0.02;
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input double Inp_Trailing_ParabolicSAR_Maximum =0.2;
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input bool Inp_Trailing_Enable =true; // Enable Trailing Stop
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//--- Money Management Settings
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input group "=== Money Management ==="
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input double Inp_Money_SizeOptimized_DecreaseFactor=3.0;
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input double Inp_Money_SizeOptimized_Percent =10.0;
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input double Inp_Money_MaxLotSize =10.0; // Maximum Lot Size
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input double Inp_Money_MinLotSize =0.01; // Minimum Lot Size
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input bool Inp_Money_UseEquity =true; // Use Equity for Calculation
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//--- Risk Management Settings
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input group "=== Risk Management ==="
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input double Inp_Risk_MaxDailyLoss =0.0; // Max Daily Loss (% of balance, 0=disabled)
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input double Inp_Risk_MaxDailyProfit =0.0; // Max Daily Profit (% of balance, 0=disabled)
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input int Inp_Risk_MaxTradesPerDay =0; // Max Trades Per Day (0=unlimited)
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input bool Inp_Risk_EnableTimeFilter =false; // Enable Time Filter
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input int Inp_Risk_StartHour =0; // Trading Start Hour (0-23)
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input int Inp_Risk_EndHour =23; // Trading End Hour (0-23)
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//--- Logging Settings
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input group "=== Logging & Debug ==="
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input bool Inp_Log_EnableDetailedLog =true; // Enable Detailed Logging
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input int Inp_Log_Level =1; // Log Level (0=Errors, 1=Info, 2=Debug)
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//+------------------------------------------------------------------+
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//| Global Variables |
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//+------------------------------------------------------------------+
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CExpert ExtExpert;
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CTrade ExtTrade;
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//--- Trading statistics
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datetime LastBarTime = 0;
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int TradesToday = 0;
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double DailyProfit = 0.0;
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double DailyLoss = 0.0;
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double InitialBalance = 0.0;
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datetime LastTradeDate = 0;
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datetime g_todayStart = 0; // ⚡ Bolt: Cached today's start time for efficient history selection
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double g_maxDailyLossCurrency = 0.0; // ⚡ Bolt: Cached daily loss limit in currency
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double g_maxDailyProfitCurrency = 0.0; // ⚡ Bolt: Cached daily profit limit in currency
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//+------------------------------------------------------------------+
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//| Logging Functions |
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//+------------------------------------------------------------------+
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void LogError(string message)
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{
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Print("[ERROR] ", Inp_Expert_Title, ": ", message);
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if(Expert_ShowAlerts) Alert(Inp_Expert_Title, " - ERROR: ", message);
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}
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void LogInfo(string message)
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{
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if(Inp_Log_Level >= 1)
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Print("[INFO] ", Inp_Expert_Title, ": ", message);
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}
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void LogDebug(string message)
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{
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if(Inp_Log_Level >= 2)
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Print("[DEBUG] ", Inp_Expert_Title, ": ", message);
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}
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//+------------------------------------------------------------------+
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//| Check Trading Allowed |
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//+------------------------------------------------------------------+
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bool IsTradingAllowed()
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{
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//--- Check if trading is enabled
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if(!Expert_EnableTrading)
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{
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LogDebug("Trading is disabled by user");
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return false;
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}
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//--- Check if AutoTrading is enabled
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if(!TerminalInfoInteger(TERMINAL_TRADE_ALLOWED))
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{
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LogError("AutoTrading is disabled in terminal settings");
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return false;
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}
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if(!MQLInfoInteger(MQL_TRADE_ALLOWED))
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{
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LogError("AutoTrading is disabled in EA settings");
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return false;
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}
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//--- Check time filter
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if(Inp_Risk_EnableTimeFilter)
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{
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//--- ⚡ Bolt: Use fast integer math for hour extraction instead of TimeToStruct.
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int currentHour = (int)((TimeCurrent() / 3600) % 24);
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if(Inp_Risk_StartHour <= Inp_Risk_EndHour)
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{
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if(currentHour < Inp_Risk_StartHour || currentHour > Inp_Risk_EndHour)
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{
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LogDebug("Outside trading hours: ", currentHour);
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return false;
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}
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}
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else // Overnight trading
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{
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if(currentHour < Inp_Risk_StartHour && currentHour > Inp_Risk_EndHour)
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{
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LogDebug("Outside trading hours: ", currentHour);
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return false;
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}
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}
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Check Daily Limits |
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//+------------------------------------------------------------------+
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bool CheckDailyLimits()
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{
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//--- ⚡ Bolt: Rollover reset logic moved to OnTick() for better performance and
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//--- to ensure it runs even when EveryTick is disabled.
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//--- Check max trades per day
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if(Inp_Risk_MaxTradesPerDay > 0 && TradesToday >= Inp_Risk_MaxTradesPerDay)
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{
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LogInfo("Maximum trades per day reached: ", Inp_Risk_MaxTradesPerDay);
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return false;
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}
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//--- Check daily loss limit
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if(Inp_Risk_MaxDailyLoss > 0)
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{
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//--- ⚡ Bolt: Use cached currency limit to avoid redundant AccountInfoDouble calls and divisions.
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if(DailyLoss >= g_maxDailyLossCurrency)
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{
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LogError("Daily loss limit reached: ", DoubleToString(DailyLoss, 2), " (Max: ", DoubleToString(g_maxDailyLossCurrency, 2), ")");
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if(Expert_ShowAlerts) Alert("Daily loss limit reached!");
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return false;
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}
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}
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//--- Check daily profit limit
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if(Inp_Risk_MaxDailyProfit > 0)
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{
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//--- ⚡ Bolt: Use cached currency limit to avoid redundant AccountInfoDouble calls and divisions.
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if(DailyProfit >= g_maxDailyProfitCurrency)
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{
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LogInfo("Daily profit limit reached: ", DoubleToString(DailyProfit, 2), " (Max: ", DoubleToString(g_maxDailyProfitCurrency, 2), ")");
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if(Expert_ShowAlerts) Alert("Daily profit target reached!");
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return false;
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}
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Update Daily Statistics |
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//+------------------------------------------------------------------+
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void UpdateDailyStatistics()
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{
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double currentProfit = 0.0;
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TradesToday = 0; // ⚡ Bolt: Reset and recount from history for robustness
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//--- ⚡ Bolt: Performance optimization - use fast integer math for g_todayStart.
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//--- This avoids expensive TimeToStruct/StructToTime calls.
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datetime now = TimeCurrent();
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g_todayStart = (now / 86400) * 86400;
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//--- ⚡ Bolt: Cache daily currency limits to avoid redundant calculations and API calls in OnTick.
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//--- Refreshing these limits here (OnTrade, OnTimer, OnDayRollover) is sufficient as balance
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//--- only changes on trade events or daily resets.
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double balance = AccountInfoDouble(ACCOUNT_BALANCE);
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g_maxDailyLossCurrency = (Inp_Risk_MaxDailyLoss > 0) ? (balance * Inp_Risk_MaxDailyLoss * 0.01) : 0;
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g_maxDailyProfitCurrency = (Inp_Risk_MaxDailyProfit > 0) ? (balance * Inp_Risk_MaxDailyProfit * 0.01) : 0;
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//--- ⚡ Bolt: Consolidate history scan. Count trades and calculate profit in one pass.
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if(HistorySelect(g_todayStart, now))
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{
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int total = HistoryDealsTotal();
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for(int i = 0; i < total; i++)
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{
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//--- ⚡ Bolt: After selecting a deal, use retrieval variants without ticket parameter for speed.
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if(HistoryDealGetTicket(i) > 0)
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{
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if(HistoryDealGetInteger(DEAL_MAGIC) == Expert_MagicNumber)
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{
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//--- ⚡ Bolt: Increment trade count only for entry deals.
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if(HistoryDealGetInteger(DEAL_ENTRY) == DEAL_ENTRY_IN)
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TradesToday++;
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double profit = HistoryDealGetDouble(DEAL_PROFIT);
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double swap = HistoryDealGetDouble(DEAL_SWAP);
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double commission = HistoryDealGetDouble(DEAL_COMMISSION);
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currentProfit += profit + swap + commission;
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}
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}
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}
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}
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if(currentProfit >= 0)
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{
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DailyProfit = currentProfit;
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DailyLoss = 0.0;
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}
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else
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{
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DailyProfit = 0.0;
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DailyLoss = MathAbs(currentProfit);
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}
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}
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//+------------------------------------------------------------------+
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//| Initialization function of the expert |
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//+------------------------------------------------------------------+
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int OnInit(void)
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{
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//--- Set trade parameters
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ExtTrade.SetExpertMagicNumber(Expert_MagicNumber);
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ExtTrade.SetDeviationInPoints(30);
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ExtTrade.SetTypeFilling(ORDER_FILLING_FOK);
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ExtTrade.SetAsyncMode(false);
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//--- Initialize expert
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if(!ExtExpert.Init(Symbol(), Period(), Expert_EveryTick, Expert_MagicNumber))
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{
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LogError("Error initializing expert");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Creation of signal object
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CSignalMA *signal = new CSignalMA;
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if(signal == NULL)
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{
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LogError("Error creating signal object");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Add signal to expert (will be deleted automatically)
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if(!ExtExpert.InitSignal(signal))
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{
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LogError("Error initializing signal");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Set signal parameters
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signal.PeriodMA(Inp_Signal_MA_Period);
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signal.Shift(Inp_Signal_MA_Shift);
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signal.Method(Inp_Signal_MA_Method);
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signal.Applied(Inp_Signal_MA_Applied);
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//--- Check signal parameters
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if(!signal.ValidationSettings())
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{
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LogError("Invalid signal parameters");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Creation of trailing object
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CTrailingPSAR *trailing = new CTrailingPSAR;
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if(trailing == NULL)
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{
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LogError("Error creating trailing object");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Add trailing to expert (will be deleted automatically)
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if(!ExtExpert.InitTrailing(trailing))
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{
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LogError("Error initializing trailing");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Set trailing parameters
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trailing.Step(Inp_Trailing_ParabolicSAR_Step);
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trailing.Maximum(Inp_Trailing_ParabolicSAR_Maximum);
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//--- Check trailing parameters
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if(!trailing.ValidationSettings())
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{
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LogError("Invalid trailing parameters");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Creation of money object
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CMoneySizeOptimized *money = new CMoneySizeOptimized;
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if(money == NULL)
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{
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LogError("Error creating money management object");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Add money to expert (will be deleted automatically)
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if(!ExtExpert.InitMoney(money))
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{
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LogError("Error initializing money management");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Set money parameters
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money.DecreaseFactor(Inp_Money_SizeOptimized_DecreaseFactor);
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money.Percent(Inp_Money_SizeOptimized_Percent);
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//--- Check money parameters
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if(!money.ValidationSettings())
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{
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LogError("Invalid money management parameters");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Tuning of all necessary indicators
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if(!ExtExpert.InitIndicators())
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{
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LogError("Error initializing indicators");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Initialize statistics
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InitialBalance = AccountInfoDouble(ACCOUNT_BALANCE);
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LastTradeDate = 0;
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TradesToday = 0;
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DailyProfit = 0.0;
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DailyLoss = 0.0;
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//--- ⚡ Bolt: Initialize daily statistics and set timer for periodic updates
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UpdateDailyStatistics();
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EventSetTimer(60);
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//--- Success message
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LogInfo("Expert Advisor initialized successfully");
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LogInfo("Account: ", IntegerToString(AccountInfoInteger(ACCOUNT_LOGIN)));
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LogInfo("Symbol: ", Symbol());
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LogInfo("Period: ", EnumToString(Period()));
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LogInfo("Magic Number: ", IntegerToString(Expert_MagicNumber));
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LogInfo("Initial Balance: ", DoubleToString(InitialBalance, 2));
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Deinitialization function of the expert |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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//--- ⚡ Bolt: Kill timer on deinitialization
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EventKillTimer();
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//--- Print final statistics
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double finalBalance = AccountInfoDouble(ACCOUNT_BALANCE);
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double totalProfit = finalBalance - InitialBalance;
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double profitPercent = (totalProfit / InitialBalance) * 100.0;
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LogInfo("Expert Advisor deinitialized. Reason: ", IntegerToString(reason));
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LogInfo("Final Balance: ", DoubleToString(finalBalance, 2));
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LogInfo("Total Profit: ", DoubleToString(totalProfit, 2), " (", DoubleToString(profitPercent, 2), "%)");
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LogInfo("Trades Today: ", IntegerToString(TradesToday));
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ExtExpert.Deinit();
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}
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//+------------------------------------------------------------------+
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//| Function-event handler "tick" |
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//+------------------------------------------------------------------+
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void OnTick(void)
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{
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//--- ⚡ Bolt: Optimized Day-Rollover check.
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//--- This happens at the top to ensure daily stats are reset exactly at midnight.
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//--- Using integer division is extremely cheap and avoids expensive TimeToStruct/StructToTime calls on every tick.
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datetime currentTickTime = TimeCurrent();
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if(currentTickTime / 86400 != LastTradeDate / 86400)
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{
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g_todayStart = (currentTickTime / 86400) * 86400;
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LastTradeDate = g_todayStart;
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UpdateDailyStatistics();
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LogInfo("New trading day started. Resetting daily statistics.");
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}
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//--- Check if trading is allowed
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if(!IsTradingAllowed())
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return;
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//--- Check daily limits
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if(!CheckDailyLimits())
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return;
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//--- ⚡ Bolt: Moved UpdateDailyStatistics() from OnTick to OnTrade and OnTimer
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//--- to avoid expensive history scanning on every price tick.
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//--- Process expert tick
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//--- We do NOT throttle this call with a "new bar" check here because ExtExpert
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//--- already manages its own EveryTick setting and needs to run for trailing stops.
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ExtExpert.OnTick();
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//--- ⚡ Bolt: Use lightweight iTime() to detect and log new bars instead of expensive CopyRates().
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datetime currentBarTime = iTime(_Symbol, _Period, 0);
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if(currentBarTime != 0 && currentBarTime != LastBarTime)
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{
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LastBarTime = currentBarTime;
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LogDebug("New bar detected");
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}
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}
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//+------------------------------------------------------------------+
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//| Function-event handler "trade" |
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//+------------------------------------------------------------------+
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void OnTrade(void)
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{
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ExtExpert.OnTrade();
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//--- ⚡ Bolt: Update daily statistics when a trade occurs.
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//--- UpdateDailyStatistics now consolidates all history-based checks into a single scan.
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int prevTrades = TradesToday;
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UpdateDailyStatistics();
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if(TradesToday > prevTrades)
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{
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LogInfo("Trade executed. Total trades today: ", IntegerToString(TradesToday));
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}
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}
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//+------------------------------------------------------------------+
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//| Function-event handler "timer" |
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//+------------------------------------------------------------------+
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void OnTimer(void)
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{
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//--- ⚡ Bolt: Periodic background update of statistics.
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ExtExpert.OnTimer();
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UpdateDailyStatistics();
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}
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//+------------------------------------------------------------------+
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