mirror of
https://github.com/A6-9V/MQL5-Google-Onedrive.git
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601eedbd48
This PR implements several high-impact performance optimizations in `ExpertMAPSARSizeOptimized_Improved.mq5`: 1. **Reduced History Scanning Overhead**: Moved the expensive `UpdateDailyStatistics()` call (which uses `HistorySelect` and loops through deals) out of the `OnTick()` path. It is now called only on trade events, periodic timer intervals, and day rollovers. 2. **Optimized Day-Rollover Logic**: Replaced multiple `TimeToStruct` and `StructToTime` calls in the tick path with a lightweight integer division (`TimeCurrent() / 86400`) to detect calendar day changes. 3. **Efficient History Selection**: Introduced `g_todayStart` to cache the midnight timestamp, ensuring `HistorySelect` targets the current day's data precisely rather than a rolling 24-hour window. 4. **Lightweight New Bar Detection**: Replaced expensive `CopyRates()` calls for logging new bars with a simple `iTime()` lookup. These changes significantly reduce the CPU and terminal API overhead per tick, which is critical for high-frequency or multi-symbol trading. 📊 **Impact**: Reduces `OnTick` execution time by avoiding redundant history scans on every price update. 🔬 **Measurement**: Verified with `scripts/ci_validate_repo.py` and manual code review against MQL5 performance best practices. Co-authored-by: Mouy-leng <199350297+Mouy-leng@users.noreply.github.com>
503 lines
17 KiB
MQL5
503 lines
17 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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//+------------------------------------------------------------------+
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//| Logging Functions |
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//+------------------------------------------------------------------+
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void LogError(string message)
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{
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Print("[ERROR] ", Inp_Expert_Title, ": ", message);
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if(Expert_ShowAlerts) Alert(Inp_Expert_Title, " - ERROR: ", message);
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}
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void LogInfo(string message)
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{
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if(Inp_Log_Level >= 1)
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Print("[INFO] ", Inp_Expert_Title, ": ", message);
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}
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void LogDebug(string message)
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{
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if(Inp_Log_Level >= 2)
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Print("[DEBUG] ", Inp_Expert_Title, ": ", message);
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}
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//+------------------------------------------------------------------+
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//| Check Trading Allowed |
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//+------------------------------------------------------------------+
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bool IsTradingAllowed()
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{
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//--- Check if trading is enabled
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if(!Expert_EnableTrading)
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{
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LogDebug("Trading is disabled by user");
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return false;
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}
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//--- Check if AutoTrading is enabled
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if(!TerminalInfoInteger(TERMINAL_TRADE_ALLOWED))
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{
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LogError("AutoTrading is disabled in terminal settings");
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return false;
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}
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if(!MQLInfoInteger(MQL_TRADE_ALLOWED))
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{
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LogError("AutoTrading is disabled in EA settings");
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return false;
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}
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//--- Check time filter
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if(Inp_Risk_EnableTimeFilter)
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{
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MqlDateTime dt;
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TimeToStruct(TimeCurrent(), dt);
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int currentHour = dt.hour;
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if(Inp_Risk_StartHour <= Inp_Risk_EndHour)
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{
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if(currentHour < Inp_Risk_StartHour || currentHour > Inp_Risk_EndHour)
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{
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LogDebug("Outside trading hours: ", currentHour);
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return false;
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}
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}
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else // Overnight trading
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{
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if(currentHour < Inp_Risk_StartHour && currentHour > Inp_Risk_EndHour)
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{
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LogDebug("Outside trading hours: ", currentHour);
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return false;
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}
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}
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Check Daily Limits |
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//+------------------------------------------------------------------+
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bool CheckDailyLimits()
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{
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//--- ⚡ Bolt: Rollover reset logic moved to OnTick() for better performance and
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//--- to ensure it runs even when EveryTick is disabled.
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//--- Check max trades per day
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if(Inp_Risk_MaxTradesPerDay > 0 && TradesToday >= Inp_Risk_MaxTradesPerDay)
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{
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LogInfo("Maximum trades per day reached: ", Inp_Risk_MaxTradesPerDay);
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return false;
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}
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//--- Check daily loss limit
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if(Inp_Risk_MaxDailyLoss > 0)
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{
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double balance = AccountInfoDouble(ACCOUNT_BALANCE);
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double maxLoss = balance * (Inp_Risk_MaxDailyLoss / 100.0);
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if(DailyLoss >= maxLoss)
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{
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LogError("Daily loss limit reached: ", DoubleToString(DailyLoss, 2), " (Max: ", DoubleToString(maxLoss, 2), ")");
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if(Expert_ShowAlerts) Alert("Daily loss limit reached!");
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return false;
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}
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}
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//--- Check daily profit limit
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if(Inp_Risk_MaxDailyProfit > 0)
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{
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double balance = AccountInfoDouble(ACCOUNT_BALANCE);
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double maxProfit = balance * (Inp_Risk_MaxDailyProfit / 100.0);
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if(DailyProfit >= maxProfit)
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{
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LogInfo("Daily profit limit reached: ", DoubleToString(DailyProfit, 2), " (Max: ", DoubleToString(maxProfit, 2), ")");
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if(Expert_ShowAlerts) Alert("Daily profit target reached!");
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return false;
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}
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Update Daily Statistics |
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//+------------------------------------------------------------------+
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void UpdateDailyStatistics()
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{
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double currentProfit = 0.0;
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//--- ⚡ Bolt: Performance optimization - use precisely calculated g_todayStart.
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//--- This avoids expensive 24-hour scans and ensures statistics match the current trading day.
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if(g_todayStart == 0)
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{
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MqlDateTime dt;
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TimeToStruct(TimeCurrent(), dt);
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dt.hour = 0; dt.min = 0; dt.sec = 0;
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g_todayStart = StructToTime(dt);
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}
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if(HistorySelect(g_todayStart, TimeCurrent()))
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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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ulong ticket = HistoryDealGetTicket(i);
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if(ticket > 0)
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{
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if(HistoryDealGetInteger(ticket, DEAL_MAGIC) == Expert_MagicNumber)
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{
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double profit = HistoryDealGetDouble(ticket, DEAL_PROFIT);
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double swap = HistoryDealGetDouble(ticket, DEAL_SWAP);
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double commission = HistoryDealGetDouble(ticket, DEAL_COMMISSION);
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currentProfit += profit + swap + commission;
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}
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}
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}
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}
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if(currentProfit >= 0)
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{
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DailyProfit = currentProfit;
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DailyLoss = 0.0;
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}
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else
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{
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DailyProfit = 0.0;
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DailyLoss = MathAbs(currentProfit);
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}
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}
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//+------------------------------------------------------------------+
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//| Initialization function of the expert |
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//+------------------------------------------------------------------+
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int OnInit(void)
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{
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//--- Set trade parameters
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ExtTrade.SetExpertMagicNumber(Expert_MagicNumber);
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ExtTrade.SetDeviationInPoints(30);
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ExtTrade.SetTypeFilling(ORDER_FILLING_FOK);
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ExtTrade.SetAsyncMode(false);
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//--- Initialize expert
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if(!ExtExpert.Init(Symbol(), Period(), Expert_EveryTick, Expert_MagicNumber))
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{
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LogError("Error initializing expert");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Creation of signal object
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CSignalMA *signal = new CSignalMA;
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if(signal == NULL)
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{
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LogError("Error creating signal object");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Add signal to expert (will be deleted automatically)
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if(!ExtExpert.InitSignal(signal))
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{
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LogError("Error initializing signal");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Set signal parameters
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signal.PeriodMA(Inp_Signal_MA_Period);
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signal.Shift(Inp_Signal_MA_Shift);
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signal.Method(Inp_Signal_MA_Method);
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signal.Applied(Inp_Signal_MA_Applied);
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//--- Check signal parameters
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if(!signal.ValidationSettings())
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{
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LogError("Invalid signal parameters");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Creation of trailing object
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CTrailingPSAR *trailing = new CTrailingPSAR;
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if(trailing == NULL)
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{
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LogError("Error creating trailing object");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Add trailing to expert (will be deleted automatically)
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if(!ExtExpert.InitTrailing(trailing))
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{
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LogError("Error initializing trailing");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Set trailing parameters
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trailing.Step(Inp_Trailing_ParabolicSAR_Step);
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trailing.Maximum(Inp_Trailing_ParabolicSAR_Maximum);
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//--- Check trailing parameters
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if(!trailing.ValidationSettings())
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{
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LogError("Invalid trailing parameters");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Creation of money object
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CMoneySizeOptimized *money = new CMoneySizeOptimized;
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if(money == NULL)
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{
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LogError("Error creating money management object");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Add money to expert (will be deleted automatically)
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if(!ExtExpert.InitMoney(money))
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{
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LogError("Error initializing money management");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Set money parameters
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money.DecreaseFactor(Inp_Money_SizeOptimized_DecreaseFactor);
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money.Percent(Inp_Money_SizeOptimized_Percent);
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//--- Check money parameters
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if(!money.ValidationSettings())
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{
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LogError("Invalid money management parameters");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Tuning of all necessary indicators
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if(!ExtExpert.InitIndicators())
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{
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LogError("Error initializing indicators");
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ExtExpert.Deinit();
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return(INIT_FAILED);
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}
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//--- Initialize statistics
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InitialBalance = AccountInfoDouble(ACCOUNT_BALANCE);
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LastTradeDate = 0;
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TradesToday = 0;
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DailyProfit = 0.0;
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DailyLoss = 0.0;
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//--- ⚡ Bolt: Initialize daily statistics and set timer for periodic updates
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UpdateDailyStatistics();
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EventSetTimer(60);
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//--- Success message
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LogInfo("Expert Advisor initialized successfully");
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LogInfo("Account: ", IntegerToString(AccountInfoInteger(ACCOUNT_LOGIN)));
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LogInfo("Symbol: ", Symbol());
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LogInfo("Period: ", EnumToString(Period()));
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LogInfo("Magic Number: ", IntegerToString(Expert_MagicNumber));
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LogInfo("Initial Balance: ", DoubleToString(InitialBalance, 2));
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Deinitialization function of the expert |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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//--- ⚡ Bolt: Kill timer on deinitialization
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EventKillTimer();
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//--- Print final statistics
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double finalBalance = AccountInfoDouble(ACCOUNT_BALANCE);
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double totalProfit = finalBalance - InitialBalance;
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double profitPercent = (totalProfit / InitialBalance) * 100.0;
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LogInfo("Expert Advisor deinitialized. Reason: ", IntegerToString(reason));
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LogInfo("Final Balance: ", DoubleToString(finalBalance, 2));
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LogInfo("Total Profit: ", DoubleToString(totalProfit, 2), " (", DoubleToString(profitPercent, 2), "%)");
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LogInfo("Trades Today: ", IntegerToString(TradesToday));
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ExtExpert.Deinit();
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}
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//+------------------------------------------------------------------+
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//| Function-event handler "tick" |
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//+------------------------------------------------------------------+
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void OnTick(void)
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{
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//--- ⚡ Bolt: Optimized Day-Rollover check.
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//--- This happens at the top to ensure daily stats are reset exactly at midnight.
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//--- Using integer division is extremely cheap and avoids expensive TimeToStruct calls on every tick.
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datetime currentTickTime = TimeCurrent();
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if(currentTickTime / 86400 != LastTradeDate / 86400)
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{
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MqlDateTime dt;
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TimeToStruct(currentTickTime, dt);
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dt.hour = 0; dt.min = 0; dt.sec = 0;
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g_todayStart = StructToTime(dt);
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TradesToday = 0;
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DailyProfit = 0.0;
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DailyLoss = 0.0;
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LastTradeDate = g_todayStart;
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UpdateDailyStatistics();
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LogInfo("New trading day started. Resetting daily statistics.");
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}
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//--- Check if trading is allowed
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if(!IsTradingAllowed())
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return;
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//--- Check daily limits
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if(!CheckDailyLimits())
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return;
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//--- ⚡ Bolt: Moved UpdateDailyStatistics() from OnTick to OnTrade and OnTimer
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//--- to avoid expensive history scanning on every price tick.
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//--- Process expert tick
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//--- We do NOT throttle this call with a "new bar" check here because ExtExpert
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//--- already manages its own EveryTick setting and needs to run for trailing stops.
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ExtExpert.OnTick();
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//--- ⚡ Bolt: Use lightweight iTime() to detect and log new bars instead of expensive CopyRates().
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datetime currentBarTime = iTime(_Symbol, _Period, 0);
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if(currentBarTime != 0 && currentBarTime != LastBarTime)
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{
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LastBarTime = currentBarTime;
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LogDebug("New bar detected");
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}
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}
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//+------------------------------------------------------------------+
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//| Function-event handler "trade" |
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//+------------------------------------------------------------------+
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void OnTrade(void)
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{
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ExtExpert.OnTrade();
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//--- ⚡ Bolt: Update daily statistics when a trade occurs
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UpdateDailyStatistics();
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//--- Update trade statistics
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if(HistorySelect(TimeCurrent() - 60, TimeCurrent()))
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{
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int total = HistoryDealsTotal();
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for(int i = total - 1; i >= 0; i--)
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{
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ulong ticket = HistoryDealGetTicket(i);
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if(ticket > 0)
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{
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if(HistoryDealGetInteger(ticket, DEAL_MAGIC) == Expert_MagicNumber)
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{
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datetime dealTime = (datetime)HistoryDealGetInteger(ticket, DEAL_TIME);
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if(dealTime > LastTradeDate)
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{
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TradesToday++;
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LogInfo("Trade executed. Total trades today: ", IntegerToString(TradesToday));
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break;
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}
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}
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Function-event handler "timer" |
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//+------------------------------------------------------------------+
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void OnTimer(void)
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{
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//--- ⚡ Bolt: Periodic background update of statistics.
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ExtExpert.OnTimer();
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UpdateDailyStatistics();
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}
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//+------------------------------------------------------------------+
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