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https://github.com/A6-9V/MQL5-Google-Onedrive.git
synced 2026-04-11 17:49:15 +00:00
29d76225f3
Refactors the `OnTick` function to defer fetching EMA confirmation data until after a potential Donchian Channel breakout is detected. This "early exit" or "lazy loading" strategy avoids two expensive `CopyBuffer` calls on every tick where no primary trade signal is present, significantly reducing the computational load in the EA's most critical hot path. This improves overall efficiency and tick processing speed. Co-authored-by: Mouy-leng <199350297+Mouy-leng@users.noreply.github.com>
439 lines
17 KiB
MQL5
439 lines
17 KiB
MQL5
//+------------------------------------------------------------------+
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//| SMC_TrendBreakout_MTF_EA.mq5 |
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//| SMC + Trend Breakout (MTF) EA |
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//| BOS/CHoCH + Donchian + Lower-TF Conf |
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//+------------------------------------------------------------------+
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#property copyright "SMC Trend Breakout MTF EA"
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#property link ""
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#property version "1.00"
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#include <Trade\Trade.mqh>
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//--- Input Parameters
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//=== Trading Settings ===
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input bool EnableTrading = true; // Enable Trading
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input int MagicNumber = 123456; // Magic Number
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input string TradeComment = "SMC_TrendBreakout_MTF"; // Trade Comment
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//=== Risk Management ===
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input double RiskPercent = 1.0; // Risk Per Trade (% of equity)
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input double MaxLots = 0.01; // Maximum Lots
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input double MinLots = 0.01; // Minimum Lots
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input bool RiskUseEquity = true; // Use Equity for Risk Calculation
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input bool RiskClampToFreeMargin = true; // Clamp Lots to Free Margin
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//=== Stop Loss Settings ===
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enum ENUM_SL_MODE {
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SL_ATR, // ATR-based SL
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SL_SWING, // Swing-based SL
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SL_FIXED_POINTS // Fixed Points SL
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};
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input ENUM_SL_MODE SLMode = SL_ATR; // Stop Loss Mode
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input double ATR_SL_Mult = 2.0; // ATR SL Multiplier (for SL_ATR)
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input int ATR_Period = 14; // ATR Period
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input int SwingSLBufferPoints = 10; // Swing SL Buffer (points, for SL_SWING)
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input int FixedSLPoints = 50; // Fixed SL Points (for SL_FIXED_POINTS)
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//=== Take Profit Settings ===
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enum ENUM_TP_MODE {
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TP_RR, // Risk:Reward Ratio
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TP_FIXED_POINTS, // Fixed Points TP
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TP_DONCHIAN_WIDTH // Donchian Width TP
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};
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input ENUM_TP_MODE TPMode = TP_RR; // Take Profit Mode
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input double RR = 2.0; // Risk:Reward Ratio (for TP_RR)
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input int FixedTPPoints = 100; // Fixed TP Points (for TP_FIXED_POINTS)
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input double DonchianTP_Mult = 1.5; // Donchian TP Multiplier (for TP_DONCHIAN_WIDTH)
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//=== Donchian Channel Settings ===
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input int DonchianPeriod = 20; // Donchian Period
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input int DonchianShift = 0; // Donchian Shift
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//=== Lower Timeframe Confirmation ===
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input ENUM_TIMEFRAMES LowerTF = PERIOD_M5; // Lower Timeframe for Confirmation
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input int EMA_Fast_Period = 50; // Fast EMA Period (Lower TF)
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input int EMA_Slow_Period = 200; // Slow EMA Period (Lower TF)
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//=== Other Settings ===
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input int Slippage = 30; // Slippage (points)
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input bool ShowAlerts = true; // Show Alerts
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//--- Global Variables
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CTrade trade;
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int atrHandle = INVALID_HANDLE;
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int donchianBandsHandle = INVALID_HANDLE; // Single handle for both upper and lower
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int emaFastHandle = INVALID_HANDLE;
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int emaSlowHandle = INVALID_HANDLE;
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datetime lastBarTime = 0;
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bool positionOpen = false;
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//--- Cached Symbol Properties (for performance)
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// These are initialized once in OnInit() to avoid repeated calls to SymbolInfo...() functions in hot paths.
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double g_point;
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int g_digits;
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double g_minLot;
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double g_maxLot;
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double g_lotStep;
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double g_tickValue;
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double g_tickSize;
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double g_marginInitial;
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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- Set magic number
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trade.SetExpertMagicNumber(MagicNumber);
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trade.SetDeviationInPoints(Slippage);
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trade.SetTypeFilling(ORDER_FILLING_FOK);
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//--- Cache symbol properties for performance
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g_point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
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g_digits = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
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g_minLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
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g_maxLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);
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g_lotStep = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);
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g_tickValue = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);
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g_tickSize = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);
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g_marginInitial = SymbolInfoDouble(_Symbol, SYMBOL_MARGIN_INITIAL);
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//--- Initialize indicators
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atrHandle = iATR(_Symbol, _Period, ATR_Period);
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if(atrHandle == INVALID_HANDLE) {
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Print("Error creating ATR indicator");
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return(INIT_FAILED);
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}
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//--- Initialize Donchian Channel (using iBands with 0 deviation)
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// Note: This approximates Donchian. For true Donchian, would need custom indicator
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// iBands(symbol, period, bands_period, bands_shift, deviation, applied_price)
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// Returns one handle, buffers: 0=base line, 1=upper band, 2=lower band
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donchianBandsHandle = iBands(_Symbol, _Period, DonchianPeriod, DonchianShift, 0, PRICE_CLOSE);
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if(donchianBandsHandle == INVALID_HANDLE) {
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Print("Error creating Donchian channel");
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return(INIT_FAILED);
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}
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//--- Initialize Lower TF EMAs (using Moving Average indicator)
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// iMA(symbol, period, ma_period, ma_shift, ma_method, applied_price)
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emaFastHandle = iMA(_Symbol, LowerTF, EMA_Fast_Period, 0, MODE_EMA, PRICE_CLOSE);
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emaSlowHandle = iMA(_Symbol, LowerTF, EMA_Slow_Period, 0, MODE_EMA, PRICE_CLOSE);
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if(emaFastHandle == INVALID_HANDLE || emaSlowHandle == INVALID_HANDLE) {
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Print("Error creating EMA indicators");
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return(INIT_FAILED);
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}
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Print("SMC Trend Breakout MTF EA initialized successfully");
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Print("Account: ", AccountInfoInteger(ACCOUNT_LOGIN));
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Print("Risk Percent: ", RiskPercent, "%");
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Print("Max Lots: ", MaxLots);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Expert deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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//--- Release indicators
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if(atrHandle != INVALID_HANDLE) IndicatorRelease(atrHandle);
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if(donchianBandsHandle != INVALID_HANDLE) IndicatorRelease(donchianBandsHandle);
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if(emaFastHandle != INVALID_HANDLE) IndicatorRelease(emaFastHandle);
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if(emaSlowHandle != INVALID_HANDLE) IndicatorRelease(emaSlowHandle);
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Print("SMC Trend Breakout MTF EA deinitialized");
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}
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//+------------------------------------------------------------------+
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//| Expert tick function |
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//+------------------------------------------------------------------+
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void OnTick()
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{
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//--- Check if trading is enabled
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if(!EnableTrading) return;
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//--- Check if AutoTrading is enabled
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if(!TerminalInfoInteger(TERMINAL_TRADE_ALLOWED)) {
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Print("AutoTrading is disabled in terminal settings");
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return;
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}
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if(!MQLInfoInteger(MQL_TRADE_ALLOWED)) {
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Print("AutoTrading is disabled in EA settings");
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return;
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}
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//--- ⚡ Bolt: Performance optimization - check for new bar before expensive operations.
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//--- Using iTime() is much faster than CopyRates() for a simple new bar check.
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datetime currentBarTime = iTime(_Symbol, _Period, 0);
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if(currentBarTime == lastBarTime) return; // Exit if not a new bar
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lastBarTime = currentBarTime;
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//--- ⚡ Bolt: Consolidate CopyRates calls for performance.
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//--- Fetch 3 bars at once to avoid a second redundant call later in the function.
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MqlRates rates[];
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ArraySetAsSeries(rates, true);
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if(CopyRates(_Symbol, _Period, 0, 3, rates) <= 0) return; // Fetch 3 bars
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//--- Check if position already open
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if(PositionSelect(_Symbol)) {
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if(PositionGetInteger(POSITION_MAGIC) == MagicNumber) {
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positionOpen = true;
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return; // Already have position
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}
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}
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positionOpen = false;
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//--- ⚡ Bolt: Performance optimization - lazy load confirmation indicators.
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//--- First, fetch only the primary signal (Donchian) to check for a potential breakout.
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double upperBand[3];
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double lowerBand[3];
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ArraySetAsSeries(upperBand, true);
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ArraySetAsSeries(lowerBand, true);
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// iBands buffers: 1=upper, 2=lower
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if(CopyBuffer(donchianBandsHandle, 1, 0, 3, upperBand) <= 0) return;
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if(CopyBuffer(donchianBandsHandle, 2, 0, 3, lowerBand) <= 0) return;
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//--- Get current prices
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double ask = Ask;
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double bid = Bid;
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//--- Pre-check for a Donchian Breakout *before* fetching confirmation data
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bool potentialBuy = (rates[1].close > upperBand[1] && rates[0].close > rates[1].close);
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bool potentialSell = (rates[1].close < lowerBand[1] && rates[0].close < rates[1].close);
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bool buySignal = false;
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bool sellSignal = false;
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//--- If a potential breakout exists, *then* fetch expensive confirmation indicators.
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if(potentialBuy || potentialSell)
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{
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double emaFast[3];
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double emaSlow[3];
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ArraySetAsSeries(emaFast, true);
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ArraySetAsSeries(emaSlow, true);
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if(CopyBuffer(emaFastHandle, 0, 0, 3, emaFast) <= 0) return;
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if(CopyBuffer(emaSlowHandle, 0, 0, 3, emaSlow) <= 0) return;
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//--- Lower TF Confirmation: Check EMA direction
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bool bullishConfirmation = (emaFast[0] > emaSlow[0] && emaFast[1] > emaSlow[1]);
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bool bearishConfirmation = (emaFast[0] < emaSlow[0] && emaFast[1] < emaSlow[1]);
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//--- Final Signal Confirmation
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if(potentialBuy && bullishConfirmation) buySignal = true;
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if(potentialSell && bearishConfirmation) sellSignal = true;
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}
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//--- Execute trades
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if(buySignal || sellSignal)
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{
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//--- Defer ATR calculation until a signal is confirmed to avoid unnecessary calls.
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double atr[];
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ArraySetAsSeries(atr, true);
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if(CopyBuffer(atrHandle, 0, 0, 1, atr) <= 0) return;
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//--- Fetch account info once before trade execution.
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double accountBalance = AccountInfoDouble(ACCOUNT_BALANCE);
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double accountEquity = AccountInfoDouble(ACCOUNT_EQUITY);
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double freeMargin = AccountInfoDouble(ACCOUNT_MARGIN_FREE);
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if(buySignal) {
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OpenBuyTrade(ask, atr[0], upperBand[0], lowerBand[0], accountBalance, accountEquity, freeMargin);
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}
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else { // sellSignal must be true
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OpenSellTrade(bid, atr[0], upperBand[0], lowerBand[0], accountBalance, accountEquity, freeMargin);
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Open Buy Trade |
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//+------------------------------------------------------------------+
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void OpenBuyTrade(double ask, double latestAtr, double latestUpperBand, double latestLowerBand, double accountBalance, double accountEquity, double freeMargin)
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{
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//--- Calculate Stop Loss
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double sl = CalculateSL(ask, false, latestAtr);
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if(sl <= 0) return;
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//--- Calculate Take Profit
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double tp = CalculateTP(ask, sl, false, latestUpperBand, latestLowerBand);
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if(tp <= 0) return;
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//--- Normalize prices
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sl = NormalizeDouble(sl, g_digits);
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tp = NormalizeDouble(tp, g_digits);
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//--- Calculate lot size
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double lots = CalculateLots(ask - sl, accountBalance, accountEquity, freeMargin);
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if(lots <= 0) return;
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//--- Open buy position
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if(trade.Buy(lots, _Symbol, ask, sl, tp, TradeComment)) {
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Print("Buy order opened: Lots=", lots, " SL=", sl, " TP=", tp);
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if(ShowAlerts) Alert("SMC EA: Buy order opened on ", _Symbol);
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}
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else {
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Print("Error opening buy order: ", trade.ResultRetcodeDescription());
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}
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}
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//+------------------------------------------------------------------+
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//| Open Sell Trade |
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//+------------------------------------------------------------------+
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void OpenSellTrade(double bid, double latestAtr, double latestUpperBand, double latestLowerBand, double accountBalance, double accountEquity, double freeMargin)
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{
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//--- Calculate Stop Loss
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double sl = CalculateSL(bid, true, latestAtr);
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if(sl <= 0) return;
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//--- Calculate Take Profit
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double tp = CalculateTP(bid, sl, true, latestUpperBand, latestLowerBand);
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if(tp <= 0) return;
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//--- Normalize prices
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sl = NormalizeDouble(sl, g_digits);
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tp = NormalizeDouble(tp, g_digits);
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//--- Calculate lot size
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double lots = CalculateLots(sl - bid, accountBalance, accountEquity, freeMargin);
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if(lots <= 0) return;
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//--- Open sell position
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if(trade.Sell(lots, _Symbol, bid, sl, tp, TradeComment)) {
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Print("Sell order opened: Lots=", lots, " SL=", sl, " TP=", tp);
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if(ShowAlerts) Alert("SMC EA: Sell order opened on ", _Symbol);
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}
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else {
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Print("Error opening sell order: ", trade.ResultRetcodeDescription());
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}
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}
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//+------------------------------------------------------------------+
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//| Calculate Stop Loss |
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//+------------------------------------------------------------------+
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double CalculateSL(double price, bool isSell, double latestAtr)
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{
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double sl = 0;
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if(SLMode == SL_ATR) {
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if(latestAtr <= 0) return 0; // Basic validation
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if(isSell) {
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sl = price + (latestAtr * ATR_SL_Mult);
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} else {
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sl = price - (latestAtr * ATR_SL_Mult);
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}
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}
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else if(SLMode == SL_FIXED_POINTS) {
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if(isSell) {
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sl = price + (FixedSLPoints * g_point);
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} else {
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sl = price - (FixedSLPoints * g_point);
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}
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}
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else if(SLMode == SL_SWING) {
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// Simplified swing - use ATR as fallback
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if(latestAtr <= 0) return 0; // Basic validation
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if(isSell) {
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sl = price + (latestAtr * ATR_SL_Mult) + (SwingSLBufferPoints * g_point);
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} else {
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sl = price - (latestAtr * ATR_SL_Mult) - (SwingSLBufferPoints * g_point);
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}
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}
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return sl;
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}
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//+------------------------------------------------------------------+
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//| Calculate Take Profit |
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//+------------------------------------------------------------------+
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double CalculateTP(double price, double sl, bool isSell, double latestUpperBand, double latestLowerBand)
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{
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double tp = 0;
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double slDistance = MathAbs(price - sl);
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if(TPMode == TP_RR) {
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if(isSell) {
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tp = price - (slDistance * RR);
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} else {
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tp = price + (slDistance * RR);
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}
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}
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else if(TPMode == TP_FIXED_POINTS) {
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if(isSell) {
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tp = price - (FixedTPPoints * g_point);
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} else {
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tp = price + (FixedTPPoints * g_point);
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}
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}
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else if(TPMode == TP_DONCHIAN_WIDTH) {
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//--- ⚡ Bolt: Bug fix for infinite recursion and performance improvement.
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//--- Use pre-fetched indicator values instead of new CopyBuffer calls.
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//--- If values are invalid, fall back *directly* to RR calculation to avoid recursion.
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if(latestUpperBand <= 0 || latestLowerBand <= 0) {
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// Fallback to RR directly
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if(isSell) {
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tp = price - (slDistance * RR);
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} else {
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tp = price + (slDistance * RR);
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}
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}
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else {
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double donchianWidth = (latestUpperBand - latestLowerBand) * DonchianTP_Mult;
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if(isSell) {
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tp = price - donchianWidth;
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} else {
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tp = price + donchianWidth;
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}
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}
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}
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return tp;
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}
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//+------------------------------------------------------------------+
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//| Calculate Lot Size |
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//+------------------------------------------------------------------+
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double CalculateLots(double slDistance, double accountBalance, double accountEquity, double freeMargin)
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{
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if(slDistance <= 0) return 0;
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if(RiskPercent <= 0) return 0;
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//--- Get account balance/equity from parameters
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double balanceOrEquity = RiskUseEquity ? accountEquity : accountBalance;
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//--- Calculate risk amount
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double riskAmount = balanceOrEquity * (RiskPercent / 100.0);
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//--- Calculate lots
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double lots = (riskAmount / (slDistance / g_point * g_tickSize / g_point * g_tickValue));
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//--- Normalize lot size
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lots = MathFloor(lots / g_lotStep) * g_lotStep;
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lots = MathMax(g_minLot, MathMin(lots, g_maxLot));
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//--- Apply user limits
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lots = MathMax(MinLots, MathMin(lots, MaxLots));
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//--- Check margin if needed
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if(RiskClampToFreeMargin) {
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double marginRequired = g_marginInitial * lots;
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if(marginRequired > freeMargin) {
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lots = (freeMargin / g_marginInitial);
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lots = MathFloor(lots / g_lotStep) * g_lotStep;
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lots = MathMax(g_minLot, MathMin(lots, g_maxLot));
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}
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}
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return NormalizeDouble(lots, 2);
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}
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//+------------------------------------------------------------------+
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