| //+------------------------------------------------------------------+
|
| //| OTCTypes.mqh |
|
| //| Copyright 2025, OTC Escape EA |
|
| //| https://www.yoursite.com |
|
| //+------------------------------------------------------------------+
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| #property copyright "Copyright 2025, OTC Escape EA"
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| #property link "https://www.yoursite.com"
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| #property version "1.00"
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| #property strict
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|
|
| #include <Object.mqh>
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| #include <Trade\Trade.mqh>
|
|
|
| //+------------------------------------------------------------------+
|
| //| Enumeration for Market Regimes |
|
| //+------------------------------------------------------------------+
|
| enum E_MARKET_REGIME
|
| {
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| REGIME_STABLE_RANGING,
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| REGIME_STABLE_TRENDING,
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| REGIME_VOLATILE_RANGING,
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| REGIME_VOLATILE_TRENDING,
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| REGIME_QUIET_TRENDING,
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| REGIME_QUIET_RANGING,
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| REGIME_UNDEFINED
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| };
|
|
|
| //+------------------------------------------------------------------+
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| //| Struct for a set of performance metrics |
|
| //+------------------------------------------------------------------+
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| struct SMetricSet
|
| {
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| int total_trades;
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| int total_wins;
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| int total_losses;
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| double gross_profit;
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| double gross_loss;
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| double net_profit;
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| double profit_factor;
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| double win_rate;
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| double total_sl_pips;
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| double total_tp_pips;
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| double avg_sl;
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| double avg_tp;
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|
|
| void Reset()
|
| {
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| total_trades = 0;
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| total_wins = 0;
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| total_losses = 0;
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| gross_profit = 0.0;
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| gross_loss = 0.0;
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| net_profit = 0.0;
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| profit_factor = 0.0;
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| win_rate = 0.0;
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| total_sl_pips = 0.0;
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| total_tp_pips = 0.0;
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| avg_sl = 0.0;
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| avg_tp = 0.0;
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| }
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| };
|
|
|
| //+------------------------------------------------------------------+
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| //| Struct for detailed performance metrics per regime |
|
| //+------------------------------------------------------------------+
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| struct SPerformanceMetrics
|
| {
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| SMetricSet buy_metrics;
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| SMetricSet sell_metrics;
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| SMetricSet total_metrics;
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| double max_drawdown;
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| double cumulative_balance;
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| double peak_balance;
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|
|
| SPerformanceMetrics() : max_drawdown(0), cumulative_balance(0), peak_balance(0) {}
|
| };
|
|
|
| //+------------------------------------------------------------------+
|
| //| Trade Record Structure |
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| //+------------------------------------------------------------------+
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| class STradeRecord : public CObject
|
| {
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| public:
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| long ticket;
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| ENUM_ORDER_TYPE trade_type;
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| double entry_price;
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| double exit_price;
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| double lot_size;
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| double stop_loss;
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| double take_profit;
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| double profit;
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| datetime entry_time;
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| datetime exit_time;
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| double spread;
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| double volatility;
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| double trend_strength;
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| E_MARKET_REGIME market_regime;
|
|
|
| STradeRecord() : ticket(0), trade_type((ENUM_ORDER_TYPE)-1), entry_price(0), exit_price(0), lot_size(0), stop_loss(0), take_profit(0), profit(0), entry_time(0), exit_time(0), spread(0), volatility(0), trend_strength(0), market_regime(REGIME_UNDEFINED) {}
|
|
|
| virtual bool Save(const int handle)
|
| {
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| if(handle == INVALID_HANDLE) return false;
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| if(FileWriteLong(handle, ticket) <= 0) return false;
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| if(FileWriteInteger(handle, (int)trade_type) <= 0) return false;
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| if(FileWriteDouble(handle, entry_price) <= 0) return false;
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| if(FileWriteDouble(handle, exit_price) <= 0) return false;
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| if(FileWriteDouble(handle, lot_size) <= 0) return false;
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| if(FileWriteDouble(handle, stop_loss) <= 0) return false;
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| if(FileWriteDouble(handle, take_profit) <= 0) return false;
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| if(FileWriteDouble(handle, profit) <= 0) return false;
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| if(FileWriteLong(handle, entry_time) <= 0) return false;
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| if(FileWriteLong(handle, exit_time) <= 0) return false;
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| if(FileWriteDouble(handle, spread) <= 0) return false;
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| if(FileWriteDouble(handle, volatility) <= 0) return false;
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| if(FileWriteDouble(handle, trend_strength) <= 0) return false;
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| if(FileWriteInteger(handle, (int)market_regime) <= 0) return false;
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| return true;
|
| }
|
|
|
| virtual bool Load(const int handle)
|
| {
|
| if(handle == INVALID_HANDLE) return false;
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| ticket = FileReadLong(handle);
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| trade_type = (ENUM_ORDER_TYPE)FileReadInteger(handle);
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| entry_price = FileReadDouble(handle);
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| exit_price = FileReadDouble(handle);
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| lot_size = FileReadDouble(handle);
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| stop_loss = FileReadDouble(handle);
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| take_profit = FileReadDouble(handle);
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| profit = FileReadDouble(handle);
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| entry_time = FileReadLong(handle);
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| exit_time = FileReadLong(handle);
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| spread = FileReadDouble(handle);
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| volatility = FileReadDouble(handle);
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| trend_strength = FileReadDouble(handle);
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| market_regime = (E_MARKET_REGIME)FileReadInteger(handle);
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| return !FileIsEnding(handle);
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| }
|
| };
|
|
|
| //+------------------------------------------------------------------+
|
| //| Market State Structure |
|
| //+------------------------------------------------------------------+
|
| struct SMarketState
|
| {
|
| double volatility;
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| double trend_strength;
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| E_MARKET_REGIME regime;
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| ENUM_ORDER_TYPE trade_direction;
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| double optimal_sl;
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| double optimal_tp;
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|
|
| SMarketState() : volatility(0), trend_strength(0), regime(REGIME_UNDEFINED), trade_direction((ENUM_ORDER_TYPE)-1), optimal_sl(0), optimal_tp(0) {}
|
| void Reset() { volatility=0; trend_strength=0; regime=REGIME_UNDEFINED; trade_direction=(ENUM_ORDER_TYPE)-1; optimal_sl=0; optimal_tp=0; }
|
| };
|
|
|
| //+------------------------------------------------------------------+
|
