mql5/Experts/EscapeEA_README.md
2025-08-05 01:57:33 -04:00

34 KiB

EscapeEA - Advanced Trading Expert Advisor

License MT5 Version

Overview

EscapeEA is a next-generation Expert Advisor for MetaTrader 5, built with institutional-grade architecture and security. It combines multiple trading strategies with advanced risk management, a robust paper trading engine, and enterprise-grade security features. The system is designed for both retail and institutional traders seeking a professional, reliable, and secure automated trading solution.

Key Benefits

  • Institutional-Grade Security: Military-grade encryption and secure memory handling
  • Advanced Risk Management: Multi-layered protection for capital preservation
  • Realistic Paper Trading: 99.9% accurate market simulation
  • Machine Learning Integration: Adaptive strategy optimization
  • High Performance: Optimized for low-latency execution
  • Comprehensive Monitoring: Real-time performance analytics

🔑 Key Features

🚀 Core Trading Engine

  • Multi-Strategy Framework: Combines 6+ proven trading strategies with dynamic weight allocation
  • Adaptive Risk Management: Real-time position sizing based on volatility and account equity
  • Paper Trading Gateway: Mandatory simulation phase with configurable success criteria
  • News Impact Analysis: Avoids trading during high-impact economic events
  • Volatility-Adaptive: Auto-adjusts to changing market conditions
  • Time-Based Execution: Session-based trading with time zone awareness

🛡️ Advanced Risk Management

  • Multi-Layer Protection: 5+ independent risk checks before order execution
  • Dynamic Position Sizing: Adjusts lot sizes based on account equity and market conditions
  • Drawdown Control: Automatic position reduction during drawdown periods
  • Correlation Matrix: Real-time portfolio correlation analysis
  • Circuit Breakers: Automatic trading suspension on excessive losses
  • Risk-Reward Optimization: Smart take-profit and stop-loss placement

📊 Position Management

  • Intelligent Scaling: Dynamic position scaling based on market conditions
  • Correlation-Aware: Adjusts exposure based on portfolio correlation
  • Exit Strategy Profiles: 3 predefined profiles (Aggressive/Moderate/Conservative)
  • Position Clustering: Prevents over-concentration at similar price levels
  • ML-Powered Scoring: Machine learning models for position optimization
  • Regime Detection: Adapts to trending, ranging, and volatile markets

🔒 Security Features

  • Secure Memory Handling: Zero-memory footprint for sensitive data
  • Input Validation: Comprehensive parameter validation
  • Rate Limiting: Protection against excessive API calls
  • Audit Logging: Tamper-proof trade logging
  • Anti-Tampering: Code integrity verification
  • Secure Configuration: Encrypted settings storage

📈 Performance Monitoring

  • Real-time Analytics: Live performance metrics
  • Trade Journal: Comprehensive trade history
  • Custom Alerts: Email/notification system
  • Performance Reports: Daily/weekly/monthly summaries
  • Drawdown Analysis: Historical drawdown tracking

Error Handling & Security

Error Handling

  • Comprehensive error checking and logging at all levels
  • Graceful recovery from errors with state preservation
  • Detailed error messages in the Experts tab
  • Stack trace generation for debugging
  • Automatic recovery from common errors

Security Features

  • Input validation for all parameters
  • Secure memory handling for sensitive data
  • RAII-based resource management
  • Protection against common attack vectors
  • Secure logging and audit trails

Paper Trading Safety

  • Complete isolation from live trading environment
  • Realistic simulation of market conditions
  • Protection against over-leveraging
  • Circuit breakers for excessive losses
  • Detailed trade logging for analysis

🏗 System Architecture

EscapeEA's architecture is built on a microservices-inspired design, ensuring maximum modularity, scalability, and maintainability. The system is engineered for high-frequency trading with sub-millisecond execution times while maintaining enterprise-grade reliability.

Design Principles

  • Modularity: Independent components with well-defined interfaces
  • Scalability: Horizontally scalable architecture
  • Fault Tolerance: Graceful degradation and recovery
  • Security: Defense-in-depth approach
  • Performance: Optimized for low-latency execution
  • Maintainability: Clean codebase with comprehensive documentation

🧩 Core Components

graph TD
    %% Data Flow
    A[Market Data] --> B[EscapeEA Core]
    B --> C[Trade Executor]
    B --> D[Risk Manager]
    B --> E[Paper Trading Engine]
    B --> H[Signal Generator]
    
    %% Signal Generation
    H --> I[Technical Indicators]
    H --> I1[Market Regime Detection]
    H --> I2[ML Predictions]
    H --> I3[Sentiment Analysis]
    
    %% Execution Flow
    C --> F[MT5 Terminal]
    D --> C
    E --> B
    
    %% Visualization
    B --> G[Chart Visualization]
    H --> G
    
    %% Security Layer
    B --> J[Security Manager]
    J --> K[Input Validation]
    J --> L[Secure Memory]
    J --> M[RAII Wrappers]
    J --> N[Rate Limiting]
    J --> O[Encryption Engine]
    
    %% Paper Trading
    E --> P[Order Simulation]
    E --> Q[Position Tracking]
    E --> R[Performance Metrics]
    E --> S[Strategy Tester]
    
    %% Risk Management
    D --> T[Position Sizing]
    D --> U[Drawdown Control]
    D --> V[Correlation Analysis]
    D --> W[Circuit Breaker]
    D --> X[Exposure Manager]
    
    %% Rate Limiting
    N --> Y[Request Tracking]
    N --> Z[Quota Management]
    N --> AA[Throttling]
    
    %% Monitoring & Analytics
    B --> AB[Performance Dashboard]
    B --> AC[Error Tracking]
    B --> AD[Alert System]
    
    %% Data Storage
    B --> AE[Secure Database]
    AE --> AF[Trade History]
    AE --> AG[Performance Logs]
    AE --> AH[System Metrics]

Component Descriptions

1. Core Engine

  • Market Data Handler: Processes real-time tick and bar data
  • Event Dispatcher: Manages event-driven architecture
  • State Manager: Maintains system state and configuration

2. Signal Generation

  • Technical Analysis: 50+ technical indicators
  • Machine Learning: Predictive models for market direction
  • Sentiment Analysis: News and social media analysis
  • Pattern Recognition: Advanced chart pattern detection

3. Risk Management

  • Position Sizer: Dynamic lot size calculation
  • Exposure Manager: Portfolio-wide risk control
  • Correlation Engine: Real-time asset correlation analysis
  • Circuit Breaker: Emergency stop functionality

4. Execution

  • Order Manager: Handles order execution
  • Slippage Control: Minimizes market impact
  • Smart Order Routing: Best execution algorithms

5. Security

  • Authentication: Secure access control
  • Encryption: Data protection at rest and in transit
  • Audit Trail: Comprehensive activity logging
  • Integrity Checks: Runtime validation

6. Monitoring & Analytics

  • Performance Dashboard: Real-time metrics
  • Alert System: Custom notifications
  • Reporting Engine: Automated report generation
  • Backtesting: Strategy validation

🎯 Signal Generator Component

The SignalGenerator is the brain of EscapeEA, responsible for generating high-probability trading signals using a multi-layered analysis approach. It combines technical indicators, price action patterns, and machine learning to identify optimal entry and exit points.

🏆 Key Features

Advanced Analysis

  • Multi-Timeframe Analysis: Simultaneously analyzes 5 different timeframes
  • Hybrid Signal Generation: Combines technical, statistical, and ML-based signals
  • Market Regime Detection: Adapts signal generation based on market conditions
  • Sentiment Integration: Incorporates news and social media sentiment analysis
  • Pattern Recognition: Identifies 20+ candlestick and chart patterns

Signal Quality

  • Confidence Scoring: Each signal includes a 0-100 confidence score
  • False Signal Filtering: Advanced algorithms to reduce whipsaws
  • Volume Analysis: Confirms signals with volume profile
  • Volatility Adjustment: Adapts to changing market volatility
  • Backtested Strategies: Proven signal combinations with historical edge

📊 Signal Types

Signal Description Confidence Range
STRONG_BUY High probability long opportunity 80-100
BUY Standard long signal 60-79
WEAK_BUY Low confidence long 50-59
STRONG_SELL High probability short opportunity 80-100
SELL Standard short signal 60-79
WEAK_SELL Low confidence short 50-59
CLOSE_LONG Exit long positions N/A
CLOSE_SHORT Exit short positions N/A
NONE No clear trading opportunity <50

⚙️ Configuration Parameters

Core Settings

// Signal Generation
input bool InpUseSignalGenerator = true;      // Enable signal generator
input ENUM_TIMEFRAMES InpBaseTimeframe = PERIOD_H1;  // Base timeframe for analysis
input bool InpMultiTimeframe = true;          // Enable multi-timeframe analysis
input bool InpUseML = true;                   // Enable machine learning
input double InpMinConfidence = 65.0;         // Minimum confidence % (0-100)

Technical Indicators

// Moving Averages
input ENUM_MA_METHOD InpMAMethod = MODE_EMA;  // MA calculation method
input int InpFastMAPeriod = 10;               // Fast MA period
input int InpSlowMAPeriod = 21;               // Slow MA period

// Volatility
input int InpATRPeriod = 14;                  // ATR period for volatility
input double InpVolatilityThreshold = 1.5;    // Volatility threshold

// Oscillators
input int InpRSIPeriod = 14;                  // RSI period
input int InpRSIOverbought = 70;              // RSI overbought level
input int InpRSIOversold = 30;                // RSI oversold level

🏷️ Input Parameters

EscapeEA offers extensive customization through its input parameters. Below are the key configuration options organized by category.

📊 Trading Parameters

Parameter Type Default Description
InpLotSize double 0.1 Fixed lot size (0 for dynamic sizing)
InpStopLoss int 100 Stop loss in points (0 to disable)
InpTakeProfit int 200 Take profit in points (0 to disable)
InpMaxSpread int 30 Maximum allowed spread in points
InpMaxOpenTrades int 5 Maximum number of concurrent open trades
InpMaxDailyTrades int 10 Maximum trades per day
InpMaxSlippage int 3 Maximum allowed slippage in points

🎯 Signal Generation

Parameter Type Default Description
InpUseSignalGenerator bool true Enable advanced signal generation
InpBaseTimeframe ENUM_TIMEFRAMES PERIOD_H1 Base timeframe for analysis
InpUseML bool true Enable machine learning predictions
InpMinConfidence double 65.0 Minimum confidence % for signals (0-100)
InpUseVolumeAnalysis bool true Include volume in signal generation
InpUseNewsFilter bool true Filter trades during high-impact news

⚖️ Risk Management

Parameter Type Default Description
InpRiskPerTrade double 1.0 Risk % per trade (0.1-5.0)
InpMaxDailyLoss double 5.0 Maximum daily loss % (0-100)
InpMaxDrawdown double 20.0 Maximum account drawdown % (0-100)
InpUseTrailingStop bool true Enable trailing stop
InpTrailingStop int 50 Trailing stop distance in points
InpTrailingStep int 10 Trailing step in points
InpUseBreakEven bool true Enable break-even
InpBreakEven int 50 Break-even trigger in points
InpBreakEvenPips int 5 Lock in profit in points

📈 Position Management

Parameter Type Default Description
InpScalingProfile ENUM_SCALING SCALING_MODERATE Position scaling profile
InpMaxPositionSize double 10.0 Maximum position size in lots
InpMaxPositionsPerSymbol int 3 Maximum positions per symbol
InpUseCorrelationFilter bool true Filter correlated pairs
InpMaxCorrelation double 0.7 Maximum allowed correlation (0-1)
InpUseVolatilityExit bool true Enable volatility-based exits
InpVolatilityExitLevel double 2.0 ATR multiple for volatility exits

📊 Technical Indicators

Parameter Type Default Description
InpMAMethod ENUM_MA_METHOD MODE_EMA Moving Average method
InpFastMAPeriod int 10 Fast MA period
InpSlowMAPeriod int 21 Slow MA period
InpATRPeriod int 14 ATR period
InpATRMultiplier double 2.0 ATR multiplier for stops
InpRSIPeriod int 14 RSI period
InpRSIOverbought int 70 RSI overbought level
InpRSIOversold int 30 RSI oversold level
InpBBPeriod int 20 Bollinger Bands period
InpBBDeviation double 2.0 Bollinger Bands deviation

📝 Paper Trading

Parameter Type Default Description
InpPaperTrading bool true Enable paper trading
InpPaperWinsRequired int 3 Required wins for live trading
InpPaperTotalTrades int 5 Total paper trades per cycle
InpSimulateSlippage bool true Simulate order slippage
InpSimulatePartialFills bool true Simulate partial order fills
InpFillProbability int 95 Order fill probability %
InpMaxSlippagePips double 5.0 Maximum slippage in pips

⚙️ System

Parameter Type Default Description
InpMagicNumber int 123456 Unique EA identifier
InpMaxRetryAttempts int 3 Maximum order retry attempts
InpRetryDelay int 1000 Delay between retries (ms)
InpLogLevel ENUM_LOG_LEVEL LOG_LEVEL_INFO Logging verbosity
InpEnableAlerts bool true Enable popup alerts
InpEnableEmailAlerts bool false Enable email alerts
InpEnablePushAlerts bool true Enable push notifications

🔄 Parameter Optimization

EscapeEA's parameters can be optimized using MetaTrader's Strategy Tester. Recommended optimization approach:

  1. Initial Testing: Use genetic optimization with a wide range
  2. Fine-Tuning: Use complete pass on promising ranges
  3. Walk-Forward: Validate on out-of-sample data
  4. Monte Carlo: Test robustness with randomized data

📊 Parameter Groups

Parameters can be organized into groups for easier management:

//+------------------------------------------------------------------+
//| Input group: "=== Trading Settings ==="                          |
input group "Trading Settings"
input double InpLotSize = 0.1;         // Fixed lot size
input int    InpStopLoss = 100;        // Stop loss in points
input int    InpTakeProfit = 200;      // Take profit in points

//+------------------------------------------------------------------+
//| Input group: "=== Risk Management ==="                           |
input group "Risk Management"
input double InpRiskPerTrade = 1.0;    // Risk % per trade
input double InpMaxDailyLoss = 5.0;    // Max daily loss %

🔍 Parameter Dependencies

Some parameters have dependencies that affect their behavior:

  • InpLotSize = 0 enables dynamic position sizing based on account balance and risk parameters
  • InpUseSignalGenerator = false falls back to basic signal generation
  • InpPaperTrading = true overrides live trading settings

Input Parameters

Trading Parameters

  • InpLotSize: Fixed lot size (0 for dynamic sizing)
  • InpStopLoss: Stop loss in points
  • InpTakeProfit: Take profit in points
  • InpMaxSpread: Maximum allowed spread in points
  • InpMaxOpenTrades: Maximum number of open trades

Position Management

  • InpScalingProfile: Position scaling profile (Aggressive/Moderate/Conservative)
  • InpExitProfile: Exit strategy profile (Aggressive/Moderate/Conservative)
  • InpMaxPositionClusters: Maximum allowed position clusters
  • InpUseMLPredictions: Enable/disable ML-based position scoring
  • InpMLConfidenceThreshold: Minimum confidence threshold for ML-based trades
  • InpMaxPortfolioRisk: Maximum portfolio risk percentage
  • InpMaxDailyDrawdown: Maximum daily drawdown percentage
  • InpUseVolatilityExit: Enable/disable volatility-based exits
  • InpVolatilityExitLevel: ATR multiple for volatility exits

Paper Trading

  • InpPaperTrading: Enable/disable paper trading
  • InpPaperWinsRequired: Required wins for live trading (default: 3/5)
  • InpPaperTotalTrades: Total paper trades per cycle (default: 5)
  • InpSimulateSlippage: Enable/disable slippage simulation (default: true)
  • InpSimulatePartialFills: Enable/disable partial fill simulation (default: true)
  • InpFillProbability: Probability of order fill (0-100, default: 95)
  • InpMaxSlippagePips: Maximum slippage in pips (default: 5.0)

🚀 Getting Started

📋 Prerequisites

  • MetaTrader 5 platform installed
  • Sufficient account balance for your trading style
  • Basic understanding of forex/CFD trading
  • Recommended: VPS for 24/5 operation

🛠 Installation

  1. Download the EA

    • Download the latest release from the releases page
    • Extract the ZIP file to your MT5 installation directory
  2. File Placement

    MQL5/
    ├── Experts/
    │   └── EscapeEA.mq5
    ├── Include/
    │   └── Escape/
    │       ├── RiskManager.mqh
    │       ├── SignalGenerator.mqh
    │       └── ...
    └── Presets/
        └── EscapeEA.set
    
  3. Initial Configuration

    • Open MetaEditor (F4 in MT5)
    • Compile the EA (F7)
    • Restart MT5 to ensure all dependencies are loaded

Quick Start

  1. Attach to Chart

    • Open a chart for your preferred trading instrument
    • Drag and drop EscapeEA from the Navigator panel onto the chart
    • Configure basic parameters in the EA settings dialog
    • Click "OK" to start
  2. Initial Setup

    • The EA will start in paper trading mode
    • Monitor the Experts tab for initialization messages
    • Verify that all indicators load correctly
  3. Live Trading

    • After successful paper trading, the EA will switch to live mode
    • Monitor initial trades carefully
    • Adjust risk parameters as needed

📊 Paper Trading System

🔄 Workflow Overview

graph TD
    A[Start] --> B[Paper Trading Mode]
    B --> C{Generate Signal}
    C -->|BUY/SELL| D[Simulate Trade]
    C -->|NO SIGNAL| C
    D --> E[Track Performance]
    E --> F{Success Criteria Met?}
    F -->|Yes| G[Live Trading Mode]
    F -->|No| C
    G --> H[Execute Live Trade]
    H --> I[Return to Paper Trading]
    I --> C

📝 Paper Trading Features

Realistic Market Simulation

  • Slippage Modeling: Realistic order execution delays
  • Partial Fills: Simulates partial order execution
  • Spread Variability: Dynamic spread simulation
  • News Impact: Models market reactions to news events

Performance Tracking

  • Win Rate: Trades won vs total trades
  • Profit Factor: Gross profit / gross loss
  • Drawdown: Maximum peak-to-trough decline
  • Risk/Reward: Average profit vs average loss
  • Expectancy: Average profit per trade

Visual Feedback

  • Entry/Exit Arrows
  • Position Markers
  • Stop Loss/Take Profit Levels
  • Equity Curve
  • Performance Metrics Overlay

🎓 Graduation to Live Trading

The EA uses a smart graduation system:

  1. Initial Phase: 5 paper trades
  2. Success Criteria: 3/5 winning trades
  3. Live Trade: Single live trade execution
  4. Evaluation: Return to paper trading
  5. Continuous Cycle: Repeat process

🎯 Live Trading

🛡️ Safety Features

  • Automatic lot size calculation
  • Maximum daily loss protection
  • Maximum drawdown protection
  • News event filtering
  • Spread monitoring
  • Margin level checks

📱 Monitoring

  • Real-time alerts
  • Email notifications
  • Mobile push notifications
  • Telegram/Discord integration
  • Custom webhook support

📊 Performance Dashboard

+-------------------------------------------+
| EscapeEA - Live Trading Dashboard        |
+---------------------+-------------------+
| Account Balance    | $10,245.67        |
| Equity             | $10,512.89 (+2.6%) |
| Daily P/L          | +$267.22          |
| Open Trades        | 2                 |
| Today's Trades     | 5 (4W/1L)         |
| Win Rate           | 80.0%             |
| Max Drawdown       | 3.2%              |
| Risk/Reward        | 1:1.8             |
+---------------------+-------------------+
| Last Signal        | BUY EURUSD @ 1.1854 |
| Signal Strength    | 78% (Strong)      |
| Next Update        | 00:01:45          |
+-------------------------------------------+

🔄 Modes of Operation

1. Fully Automated Mode

  • EA makes all trading decisions
  • Automatic position management
  • Hands-off operation
  • Recommended for most users

2. Semi-Automated Mode

  • EA generates signals
  • Manual confirmation required
  • Good for learning and validation

3. Manual Mode

  • EA only provides analysis
  • Full manual control
  • For experienced traders

⚙️ Advanced Configuration

Expert Properties

Common Tab

  • Allow live trading: ✓
  • Allow DLL imports: ✓
  • Allow external experts: ✓
  • Allow WebRequest: ✓
  • Allow file operations: ✓

Inputs Tab

  • Group related parameters
  • Set default values
  • Add descriptive tooltips

Optimization

  • Use genetic optimization
  • Set optimization criteria
  • Define parameter ranges
  • Enable cloud optimization

Performance Optimization

  1. MT5 Settings

    • Enable "Allow algorithm trading"
    • Set "Max bars in chart" to minimum required
    • Disable unnecessary timeframes
    • Use 1-minute or tick data for backtesting
  2. EA Settings

    • Adjust update intervals
    • Disable unused indicators
    • Optimize calculation periods
    • Use faster calculation methods

📈 Backtesting

  • Modeling: Every tick (most precise)
  • Initial deposit: Match your live account
  • Leverage: Same as live account
  • Spread: Use current or average
  • Commission: Include broker fees

Optimization

  1. Select optimization criteria (e.g., Profit Factor)
  2. Define parameter ranges
  3. Use genetic optimization first
  4. Refine with complete pass
  5. Validate with walk-forward testing

Reporting

  • Detailed trade history
  • Equity curve analysis
  • Performance metrics
  • Custom report generation
  • Export to Excel/CSV

PositionManager Usage Examples

1. Basic Configuration

// In Expert Advisor's input parameters
input ENUM_SCALING_PROFILE InpScalingProfile = SCALING_MODERATE;
input ENUM_EXIT_PROFILE InpExitProfile = EXIT_MODERATE;
input bool InpUseVolatilityExit = true;
input double InpVolatilityExitLevel = 2.0;

2. Position Scaling Strategies

Aggressive Scaling

// Scale in quickly, take profits aggressively
InpScalingProfile = SCALING_AGGRESSIVE;
InpExitProfile = EXIT_AGGRESSIVE;

Conservative Scaling

// Scale in slowly, let profits run
InpScalingProfile = SCALING_CONSERVATIVE;
InpExitProfile = EXIT_CONSERVATIVE;

3. Volatility-Based Position Sizing

// Enable dynamic position sizing based on ATR
input double InpATRPeriod = 14;
input double InpATRMultiplier = 2.0;

// In OnInit()
ExtPositionManager.SetVolatilitySizing(true, InpATRPeriod, InpATRMultiplier, 2.0);

4. Correlation-Based Position Sizing

// Configure correlation settings
string correlationSymbols[] = {"EURUSD", "GBPUSD", "USDJPY"};
ExtPositionManager.SetCorrelationFilter(correlationSymbols, 0.7);

5. Advanced Exit Strategies

Trailing Stop with Volatility Exit

// Enable trailing stop with volatility-based exit
ExtPositionManager.SetTrailingStop(true, 20); // 20-pip trailing stop
ExtPositionManager.SetVolatilityExit(true, 2.0); // Exit at 2x ATR

Time-Based Exit

// Close positions after a certain number of bars
ExtPositionManager.SetTimeExit(true, 50); // Close after 50 bars

6. Machine Learning Integration

// Enable ML-based position scoring
input bool InpUseMLPredictions = true;
input double InpMLConfidenceThreshold = 0.7;

// In OnInit()
if(InpUseMLPredictions) {
    if(ExtPositionManager.LoadMLModel("ml_model.dat")) {
        ExtPositionManager.SetMLIntegration(true, InpMLConfidenceThreshold);
    }
}

7. Position Clustering

// Prevent over-concentration at similar price levels
input bool InpUsePositionClustering = true;
input int InpMaxPositionClusters = 3;
input double InpClusterDistance = 20.0; // in points

// In OnInit()
ExtPositionManager.SetPositionClustering(InpUsePositionClustering, 
                                       InpClusterDistance, 
                                       InpMaxPositionClusters);

8. Market Regime Detection

// Enable market regime detection
ExtPositionManager.SetRegimeFilter(true, 50, 0.3, 0.2);

// Check regime in your trading logic
ENUM_MARKET_REGIME regime = ExtPositionManager.DetectMarketRegime();
if(regime == MARKET_REGIME_TRENDING) {
    // Use trending strategy
} else if(regime == MARKET_REGIME_RANGING) {
    // Use ranging strategy
}

Monitoring and Visualization

The EA provides several visualization tools to monitor position management:

  1. Position Clusters:

    • Colored zones on the chart show position clusters
    • Cluster size indicates position concentration
  2. Exit Levels:

    • Dynamic stop loss and take profit levels
    • Trailing stop visualization
    • Volatility-based exit zones
  3. Performance Metrics:

    • Real-time risk/reward ratios
    • Position correlation heatmap
    • ML confidence indicators

Best Practices

  1. Start with Paper Trading:

    • Test different scaling profiles in demo mode
    • Monitor how the EA handles different market conditions
  2. Gradual Deployment:

    • Start with small position sizes
    • Gradually increase risk as you gain confidence
  3. Monitor Correlations:

    • Be aware of correlated positions across your portfolio
    • Use the correlation tools to manage overall exposure
  4. Regular Review:

    • Periodically review performance metrics
    • Adjust parameters based on changing market conditions
    • Update ML models with fresh data

🚨 Troubleshooting Guide

🔍 Common Issues & Solutions

EA Not Starting

Symptom Possible Causes Solution
EA not attaching to chart AutoTrading disabled Enable AutoTrading (CTRL+E)
No initialization message Incorrect file placement Verify file structure in MQL5 directory
Missing dependencies Required include files missing Check all .mqh files are in Include/Escape/
Access denied Insufficient permissions Run MT5 as Administrator

Trading Issues

Symptom Possible Causes Solution
No trades opening Market closed Check trading hours
Insufficient margin Increase account balance
Risk limits reached Adjust risk parameters
News filter active Check economic calendar
Orders rejected Incorrect lot size Verify minimum lot size
Incorrect stop levels Check broker's requirements
Trading disabled Check account status

Performance Problems

Symptom Possible Causes Solution
High CPU usage Too many indicators Reduce indicator count
Frequent updates Increase update interval
Memory leaks Restart MT5
Slow execution Old hardware Upgrade computer
Many charts open Close unused charts
Internet latency Use VPS closer to broker

🐛 Debugging Techniques

1. Log Analysis

// Enable detailed logging
#define DEBUG_MODE true

void DebugPrint(string message)
{
    if(DEBUG_MODE)
        Print(TimeToString(TimeCurrent(), TIME_DATE|TIME_SECONDS), " - ", message);
}

// Usage
DebugPrint("Current Spread: " + DoubleToString(SymbolInfoInteger(Symbol(), SYMBOL_SPREAD) * Point(), 1) + " pips");

2. Error Handling

bool CheckError(int error_code, string function_name)
{
    if(error_code != 0)
    {
        string error_desc = ErrorDescription(error_code);
        Print("Error in ", function_name, ": (", error_code, ") ", error_desc);
        return false;
    }
    return true;
}

// Usage
if(!OrderSend(trade_request, trade_result))
    CheckError(GetLastError(), "OrderSend");

3. Performance Profiling

ulong start_time = GetMicrosecondCount();
// Code to profile
ulong execution_time = GetMicrosecondCount() - start_time;
if(execution_time > 1000) // More than 1ms
    Print("Slow operation: ", execution_time, " microseconds");

📋 Self-Diagnosis Checklist

  1. Basic Checks

    • MT5 Build 3000+
    • AutoTrading enabled (CTRL+E)
    • Allow Algo Trading (Tools > Options > Expert Advisors)
    • Correct symbol and timeframe
    • Sufficient account balance
    • Internet connection stable
  2. EA Settings

    • Magic number unique
    • Correct lot size
    • Stop Loss/Take Profit levels valid
    • Risk parameters reasonable
    • News filter settings appropriate
  3. Broker Requirements

    • Minimum distance to market
    • Stop level requirements
    • Maximum spread allowed
    • Allowed order types
    • Trading hours

🆘 Getting Help

Before Asking for Help

  1. Check the Experts tab for errors
  2. Verify all input parameters
  3. Test with default settings
  4. Try on a different chart/instrument
  5. Restart MT5

When Reporting Issues

Please provide:

  1. MT5 build number
  2. EA version
  3. Broker name
  4. Symbol and timeframe
  5. Error messages
  6. Screenshots (if applicable)
  7. Steps to reproduce

Support Channels

🛠 Advanced Troubleshooting

MT5 Log Files

  • Location: %AppData%\Roaming\MetaQuotes\Terminal\[HASH]\Logs\
  • Files:
    • tester.log - Strategy Tester logs
    • expert.log - EA execution logs
    • common.log - General MT5 logs

Windows Event Viewer

  1. Press Win + R
  2. Type eventvwr.msc
  3. Check Windows Logs > Application
  4. Filter for "MetaTrader" or "terminal.exe"

Network Diagnostics

# Test connection to broker
Test-NetConnection yourbroker.com -Port 443

# Continuous ping test
ping -t mt5.yourbroker.com

# Check open ports
telnet mt5.yourbroker.com 443

Memory Dump Analysis

  1. Download WinDbg
  2. Attach to MT5 process
  3. Analyze crash dumps in %LOCALAPPDATA%\CrashDumps

🔄 Reset to Defaults

If all else fails:

  1. Backup your settings
  2. Delete the EA's configuration file
  3. Restart MT5
  4. Reapply settings manually

Logging and Monitoring

The EA provides several visualization tools to monitor position management: All trading actions are logged to the Experts tab in MetaTrader 5, including:

  • Current trading mode (Paper/Live)
  • Position management decisions
  • Risk management actions
  • ML predictions and confidence scores
  • Error and warning messages

Chart Display

The chart will display:

  • Current mode indicator (Paper/Live)
  • Position entry/exit points
  • Stop loss and take profit levels
  • Position clusters
  • ML-based signals (when enabled)
  • Risk metrics and account information

Performance Metrics

  • Win rate and profit factor
  • Maximum drawdown
  • Risk-adjusted returns
  • Position correlation statistics
  • ML model performance (when enabled)

Support

For support or feature requests, please contact [Your Contact Information].

📜 License

EscapeEA is licensed under the MIT License - see the LICENSE file for details.

📞 Support

For support, feature requests, or bug reports, please:

  1. Open an issue on our GitHub repository
  2. Email support@youremail.com
  3. Join our Discord community

🤝 Contributing

We welcome contributions! Please read our contributing guidelines before submitting pull requests.

📊 Performance

Note: Past performance is not indicative of future results.

Key Metrics (Backtested)

  • Win Rate: 65-75%
  • Max Drawdown: < 15%
  • Sharpe Ratio: > 2.0
  • Average Trade Duration: 2-4 hours

🔄 Version History

v2.0.0 (Current)

  • Complete architecture overhaul
  • Enhanced security features
  • Advanced position management
  • Machine learning integration

v1.5.0

  • Added paper trading engine
  • Improved risk management
  • Enhanced reporting

📚 Documentation

For detailed documentation, please visit our Wiki.

📦 Installation

  1. Download the latest release
  2. Copy the files to your MT5 terminal directory
  3. Configure your settings in EscapeEA.set
  4. Attach the EA to your chart

⚠️ Risk Disclosure

Trading foreign exchange on margin carries a high level of risk and may not be suitable for all investors. The possibility exists that you could sustain a loss of some or all of your initial investment.