mirror of
https://github.com/A6-9V/MQL5-Google-Onedrive.git
synced 2026-04-11 07:00:57 +00:00
debbe38b86
Optimized the `IsTradingAllowed` function in `ExpertMAPSARSizeOptimized_Improved.mq5` by adding a 1-second cache for terminal and MQL trading allowed states. - Reduces redundant `TerminalInfoInteger` and `MQLInfoInteger` API calls. - Improves performance during high-frequency price ticks. - Maintains correctness while significantly reducing CPU overhead in the EA's hot path.
527 lines
20 KiB
MQL5
527 lines
20 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; // ⚡ Bolt: Cached daily loss limit in currency
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double g_maxDailyProfitCurrency = 0; // ⚡ Bolt: Cached daily profit limit in currency
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double g_lossFactor = 0; // ⚡ Bolt: Cached loss factor
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double g_profitFactor = 0; // ⚡ Bolt: Cached profit factor
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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(datetime now)
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{
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//--- ⚡ Bolt: Use static variables for log throttling to avoid flooding the log on every tick.
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static datetime lastTerminalError = 0;
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static datetime lastMqlError = 0;
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//--- Check if trading is enabled
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if(!Expert_EnableTrading)
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{
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if(Inp_Log_Level >= 2) LogDebug("Trading is disabled by user");
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return false;
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}
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//--- ⚡ Bolt: Move time filter check (cheap math) before expensive terminal API calls.
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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)((now / 3600) % 24);
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bool outsideHours = false;
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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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outsideHours = true;
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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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outsideHours = true;
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}
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if(outsideHours)
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{
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if(Inp_Log_Level >= 2) LogDebug("Outside trading hours: " + IntegerToString(currentHour));
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return false;
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}
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}
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//--- ⚡ Bolt: Cache terminal and MQL trading allowed states for 1 second.
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//--- These API calls are expensive when triggered on every price tick.
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static datetime lastAllowedCheck = 0;
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static bool lastAllowedResult = false;
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if(now - lastAllowedCheck < 1 && lastAllowedCheck != 0)
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return lastAllowedResult;
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lastAllowedCheck = now;
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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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if(now - lastTerminalError > 3600) // Log once per hour
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{
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LogError("AutoTrading is disabled in terminal settings");
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lastTerminalError = now;
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}
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lastAllowedResult = false;
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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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if(now - lastMqlError > 3600) // Log once per hour
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{
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LogError("AutoTrading is disabled in EA settings");
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lastMqlError = now;
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}
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lastAllowedResult = false;
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return false;
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}
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lastAllowedResult = true;
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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: Use a static flag to throttle logs and alerts.
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//--- Once a limit is reached, we stop logging/alerting for the rest of the day.
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//--- This avoids redundant string formatting and API calls on every tick.
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static datetime lastLimitLogDay = 0;
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//--- If we already logged a limit reached today, exit silently.
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if(lastLimitLogDay == g_todayStart)
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return false;
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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: " + IntegerToString(Inp_Risk_MaxTradesPerDay));
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lastLimitLogDay = g_todayStart;
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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 && 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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lastLimitLogDay = g_todayStart;
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return false;
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}
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//--- Check daily profit limit
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if(Inp_Risk_MaxDailyProfit > 0 && 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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lastLimitLogDay = g_todayStart;
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return false;
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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(datetime now = 0)
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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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if(now == 0) now = TimeCurrent();
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g_todayStart = (now / 86400) * 86400;
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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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//--- ⚡ Bolt: Cache daily currency limits to avoid redundant calculations and API calls in OnTick.
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//--- Optimized to use pre-calculated factors to replace divisions with multiplications.
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double balance = AccountInfoDouble(ACCOUNT_BALANCE);
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g_maxDailyLossCurrency = (g_lossFactor > 0) ? balance * g_lossFactor : 0;
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g_maxDailyProfitCurrency = (g_profitFactor > 0) ? balance * g_profitFactor : 0;
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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: Pre-calculate daily risk factors for performance
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g_lossFactor = (Inp_Risk_MaxDailyLoss > 0) ? (Inp_Risk_MaxDailyLoss / 100.0) : 0;
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g_profitFactor = (Inp_Risk_MaxDailyProfit > 0) ? (Inp_Risk_MaxDailyProfit / 100.0) : 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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//--- Explicitly cast to long to ensure consistent behavior across MQL5 versions.
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datetime currentTickTime = TimeCurrent();
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long currentDay = (long)currentTickTime / 86400;
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if(currentDay != (long)LastTradeDate / 86400)
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{
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g_todayStart = (datetime)(currentDay * 86400);
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LastTradeDate = g_todayStart;
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UpdateDailyStatistics(currentTickTime);
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LogInfo("New trading day started. Resetting daily statistics.");
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}
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//--- ⚡ Bolt: Prioritize cheap, internal logic checks before expensive terminal API calls.
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//--- Check daily limits (fast) before IsTradingAllowed (contains multiple API calls).
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if(!CheckDailyLimits())
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return;
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//--- Check if trading is allowed (terminal/mql state)
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if(!IsTradingAllowed(currentTickTime))
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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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//--- Guarded with log level check to avoid unnecessary API calls when debug logging is disabled.
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if(Inp_Log_Level >= 2)
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{
|
|
datetime currentBarTime = iTime(_Symbol, _Period, 0);
|
|
if(currentBarTime != 0 && currentBarTime != LastBarTime)
|
|
{
|
|
LastBarTime = currentBarTime;
|
|
LogDebug("New bar detected");
|
|
}
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Function-event handler "trade" |
|
|
//+------------------------------------------------------------------+
|
|
void OnTrade(void)
|
|
{
|
|
ExtExpert.OnTrade();
|
|
|
|
//--- ⚡ Bolt: Update daily statistics when a trade occurs.
|
|
//--- UpdateDailyStatistics now consolidates all history-based checks into a single scan.
|
|
int prevTrades = TradesToday;
|
|
UpdateDailyStatistics();
|
|
|
|
if(TradesToday > prevTrades)
|
|
{
|
|
LogInfo("Trade executed. Total trades today: " + IntegerToString(TradesToday));
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Function-event handler "timer" |
|
|
//+------------------------------------------------------------------+
|
|
void OnTimer(void)
|
|
{
|
|
//--- ⚡ Bolt: Periodic background update of statistics.
|
|
ExtExpert.OnTimer();
|
|
UpdateDailyStatistics();
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|