//+------------------------------------------------------------------+ //| 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; datetime g_todayStart = 0; // ⚡ Bolt: Cached today's start time for efficient history selection //+------------------------------------------------------------------+ //| 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() { //--- 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) { 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() { //--- ⚡ 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: " + IntegerToString(Inp_Risk_MaxTradesPerDay)); return false; } //--- ⚡ Bolt: Fetch account balance once to avoid redundant API calls in hot path. double balance = 0; if(Inp_Risk_MaxDailyLoss > 0 || Inp_Risk_MaxDailyProfit > 0) { balance = AccountInfoDouble(ACCOUNT_BALANCE); } //--- Check daily loss limit if(Inp_Risk_MaxDailyLoss > 0) { 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 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; int currentTrades = 0; //--- ⚡ Bolt: Performance optimization - use precisely calculated g_todayStart. //--- This avoids expensive 24-hour scans and ensures statistics match the current trading day. if(g_todayStart == 0) { //--- ⚡ Bolt: Fast integer math to get midnight of the current day. g_todayStart = (TimeCurrent() / 86400) * 86400; } if(HistorySelect(g_todayStart, TimeCurrent())) { int total = HistoryDealsTotal(); for(int i = 0; i < total; i++) { //--- ⚡ Bolt: Use the version without ticket parameter for faster property retrieval //--- once the deal is selected by HistoryDealGetTicket. ulong ticket = HistoryDealGetTicket(i); if(ticket > 0) { if(HistoryDealGetInteger(DEAL_MAGIC) == Expert_MagicNumber) { //--- ⚡ Bolt: Count trades (entries) more reliably from history. if(HistoryDealGetInteger(DEAL_ENTRY) == DEAL_ENTRY_IN) { currentTrades++; } double profit = HistoryDealGetDouble(DEAL_PROFIT); double swap = HistoryDealGetDouble(DEAL_SWAP); double commission = HistoryDealGetDouble(DEAL_COMMISSION); currentProfit += profit + swap + commission; } } } } TradesToday = currentTrades; if(currentProfit >= 0) { DailyProfit = currentProfit; DailyLoss = 0.0; } else { DailyProfit = 0.0; 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; //--- ⚡ 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: 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 calls on every tick. datetime currentTickTime = TimeCurrent(); if(currentTickTime / 86400 != LastTradeDate / 86400) { //--- ⚡ Bolt: Fast integer math to get midnight of the current day. //--- Replaces expensive TimeToStruct and StructToTime calls. g_todayStart = (currentTickTime / 86400) * 86400; TradesToday = 0; DailyProfit = 0.0; DailyLoss = 0.0; LastTradeDate = g_todayStart; UpdateDailyStatistics(); LogInfo("New trading day started. Resetting daily statistics."); } //--- Check if trading is allowed if(!IsTradingAllowed()) 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. //--- This robustly updates both profit/loss and trade counts from history, //--- removing the need for redundant HistorySelect() and manual O(N) loops. UpdateDailyStatistics(); LogInfo("Trade event processed. Total trades today: " + IntegerToString(TradesToday)); } //+------------------------------------------------------------------+ //| Function-event handler "timer" | //+------------------------------------------------------------------+ void OnTimer(void) { //--- ⚡ Bolt: Periodic background update of statistics. ExtExpert.OnTimer(); UpdateDailyStatistics(); } //+------------------------------------------------------------------+