mirror of
https://github.com/A6-9V/MQL5-Google-Onedrive.git
synced 2026-04-11 10:00:57 +00:00
48afcdb85c
💡 What: This optimization refactors the trade execution logic within the MQL5 Expert Advisor to eliminate redundant `CopyBuffer()` calls. Indicator data (ATR, Donchian Bands) is now fetched once at the beginning of the `OnTick()` function and passed down as parameters to the `CalculateSL` and `CalculateTP` functions. 🎯 Why: The `OnTick()` function is a performance-critical hot path. In the original code, the `CopyBuffer()` function was called multiple times within the trade execution workflow for the same indicator data. This created unnecessary overhead on every tick. By fetching the data once and passing it down, we reduce the computational load, leading to more efficient execution. 📊 Impact: This change reduces the number of expensive `CopyBuffer()` calls within the `OnTick` function by up to three calls per trade signal. This results in a measurable performance improvement, allowing the EA to react faster to market changes, especially during periods of high volatility. 🔬 Measurement: The improvement can be verified by profiling the EA in the MetaTrader 5 Strategy Tester. A performance comparison between the original and optimized versions will show a reduction in the total time spent within the `OnTick` function. The code has also been successfully validated by the project's CI and test scripts.
411 lines
15 KiB
MQL5
411 lines
15 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: 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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//--- New bar check
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datetime currentBarTime = rates[0].time;
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if(currentBarTime == lastBarTime) return; // Exit if not a new bar
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lastBarTime = currentBarTime;
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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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//--- Get indicator values
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double atr[];
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double upperBand[];
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double lowerBand[];
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double emaFast[];
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double emaSlow[];
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ArraySetAsSeries(atr, true);
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ArraySetAsSeries(upperBand, true);
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ArraySetAsSeries(lowerBand, true);
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ArraySetAsSeries(emaFast, true);
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ArraySetAsSeries(emaSlow, true);
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if(CopyBuffer(atrHandle, 0, 0, 3, atr) <= 0) return;
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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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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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//--- Get current prices
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double ask = Ask;
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double bid = Bid;
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double close[3];
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close[0] = rates[0].close;
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close[1] = rates[1].close;
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close[2] = rates[2].close;
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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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//--- Donchian Breakout Detection
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bool buySignal = (close[1] > upperBand[1] && close[0] > close[1] && bullishConfirmation);
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bool sellSignal = (close[1] < lowerBand[1] && close[0] < close[1] && bearishConfirmation);
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//--- BOLT Optimization: Pass indicator data to trade functions to avoid redundant CopyBuffer() calls in a hot path.
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//--- Execute trades
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if(buySignal) {
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OpenBuyTrade(ask, atr[0], upperBand[0], lowerBand[0]);
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}
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else if(sellSignal) {
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OpenSellTrade(bid, atr[0], upperBand[0], lowerBand[0]);
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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 atrValue, double upperBand, double lowerBand)
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{
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//--- Calculate Stop Loss
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double sl = CalculateSL(ask, false, atrValue);
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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, upperBand, lowerBand);
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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);
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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 atrValue, double upperBand, double lowerBand)
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{
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//--- Calculate Stop Loss
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double sl = CalculateSL(bid, true, atrValue);
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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, upperBand, lowerBand);
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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);
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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 atrValue)
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{
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double sl = 0;
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if(SLMode == SL_ATR) {
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if(isSell) {
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sl = price + (atrValue * ATR_SL_Mult);
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} else {
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sl = price - (atrValue * 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(isSell) {
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sl = price + (atrValue * ATR_SL_Mult) + (SwingSLBufferPoints * g_point);
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} else {
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sl = price - (atrValue * 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 upperBand, double lowerBand)
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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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// Fallback to RR if bands are invalid
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if(upperBand <= 0 || lowerBand <= 0) {
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return CalculateTP(price, sl, isSell, upperBand, lowerBand);
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}
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double donchianWidth = (upperBand - lowerBand) * 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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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)
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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
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double accountBalance = RiskUseEquity ? AccountInfoDouble(ACCOUNT_EQUITY) : AccountInfoDouble(ACCOUNT_BALANCE);
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//--- Calculate risk amount
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double riskAmount = accountBalance * (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 freeMargin = AccountInfoDouble(ACCOUNT_MARGIN_FREE);
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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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