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mql5/Experts/Advisors/escape.mq5

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//+------------------------------------------------------------------+
//| escape.mq5 |
//| Copyright 2025, EscapeEA Team |
//| es_cape77@hotmail.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, EscapeEA Team"
#property link "https://www.escapeea.com"
#property version "1.00"
// Include necessary files
#include <Trade\Trade.mqh> // For CTrade and error handling
#include <Trade\PositionInfo.mqh> // For position information
#include <Trade\SymbolInfo.mqh> // For symbol information
#include <Trade\AccountInfo.mqh>
#include <Trade\DealInfo.mqh>
#include <Trade\OrderInfo.mqh>
//--- Input Parameters ---
// General Settings
input group "=== General Settings ==="
input double InpLotSize = 0.1; // Lot size
input int InpStopLoss = 100; // Stop Loss in points
input int InpTakeProfit = 200; // Take Profit in points
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input bool InpUseTrailingStop = true; // Use Trailing Stop
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input int InpTrailingStop = 50; // Trailing Stop in points
input int InpTrailingStep = 10; // Trailing Step in points
input int InpMagicNumber = 123456; // Magic Number
input string InpTradeComment = "Escape EA"; // Trade Comment
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M15; // Timeframe
input bool InpEnableLogging = true; // Enable Logging
input bool InpEnableEmailAlerts = false; // Enable Email Alerts
input bool InpEnablePushAlerts = false; // Enable Push Notifications
// Risk Management
input group "=== Risk Management ==="
input double InpRiskPercent = 1.0; // Risk per trade (%)
input int InpMaxOpenTrades = 5; // Max Open Trades
input bool InpHideStopLoss = false; // Hide Stop Loss (for brokers that don't support SL/TP)
input bool InpUseDynamicLots = true; // Use Dynamic Lot Sizing
input double InpMinLotSize = 0.01; // Minimum Lot Size
input double InpMaxLotSize = 10.0; // Maximum Lot Size
input int InpSlippage = 30; // Slippage in points
input bool InpCloseOnOpposite = true; // Close on Opposite Signal
input int InpMaxSpread = 50; // Maximum Spread in points
// Trading Hours
input group "=== Trading Hours ==="
input bool InpTradeOnFriday = false; // Trade on Friday
input int InpHourStart = 0; // Trading Start Hour (0-23)
input int InpHourEnd = 24; // Trading End Hour (0-24)
//--- Strategy 1: Moving Average Crossover ---
input group "=== MA Crossover Strategy ==="
input bool InpEnableStrategy1 = true; // Enable MA Crossover Strategy
input int InpMAFastPeriod = 5; // MA Fast Period
input int InpMASlowPeriod = 20; // MA Slow Period
input ENUM_MA_METHOD InpMAMethod = MODE_EMA; // MA Method
input ENUM_APPLIED_PRICE InpMAPrice = PRICE_CLOSE; // MA Applied Price
input ENUM_TIMEFRAMES InpHigherTimeframe = PERIOD_H1; // Higher Timeframe for trend confirmation
//--- Strategy 2: RSI ---
input group "=== RSI Strategy ==="
input bool InpEnableStrategy2 = true; // Enable RSI Strategy
input int InpRSIPeriod = 14; // RSI Period
input double InpRSIOverbought = 70.0; // RSI Overbought Level
input double InpRSIOversold = 30.0; // RSI Oversold Level
input ENUM_APPLIED_PRICE InpRSIPrice = PRICE_CLOSE; // RSI Applied Price
//--- Strategy 3: MACD ---
input group "=== MACD Strategy ==="
input bool InpEnableStrategy3 = true; // Enable MACD Strategy
input int InpMACDFastEMA = 12; // MACD Fast EMA
input int InpMACDSlowEMA = 26; // MACD Slow EMA
input int InpMACDSignalPeriod = 9; // MACD Signal Period
input ENUM_APPLIED_PRICE InpMACDPrice = PRICE_CLOSE; // MACD Applied Price
//--- Strategy 4: Bollinger Bands ---
input group "=== Bollinger Bands Strategy ==="
input bool InpEnableStrategy4 = true; // Enable Bollinger Bands Strategy
input int InpBBPeriod = 20; // Bollinger Bands Period
input double InpBBDeviation = 2.0; // Bollinger Bands Deviation
input int InpBBShift = 0; // Bollinger Bands Shift
input ENUM_APPLIED_PRICE InpBBPrice = PRICE_CLOSE; // Bollinger Bands Applied Price
//--- Strategy Risk Management ---
input group "=== Strategy Risk Management ==="
input double InpDefaultStopLossPips = 20.0; // Default Stop Loss (pips)
input double InpDefaultTakeProfitPips = 40.0; // Default Take Profit (pips)
input double InpMaxRiskPerTrade = 1.0; // Max Risk per Trade (%)
input bool InpUseATRForSL = true; // Use ATR for Stop Loss
input int InpATRPeriod = 14; // ATR Period for Stop Loss
input double InpATRMultiplier = 2.0; // ATR Multiplier for Stop Loss
// Constants
const int MIN_PAPER_TRADES = 10; // Minimum number of paper trades before considering live trading
const double PAPER_TRADING_TARGET = 70.0; // Target win rate percentage for paper trading
//+------------------------------------------------------------------+
//| Trading Modes |
//+------------------------------------------------------------------+
enum ENUM_TRADING_MODE
{
MODE_PAPER, // Paper trading only
MODE_HYBRID, // Paper trading with live execution (when conditions met)
MODE_LIVE // Live trading (when consistently profitable)
};
//+------------------------------------------------------------------+
//| Market Condition Analysis |
//+------------------------------------------------------------------+
enum ENUM_MARKET_CONDITION
{
MARKET_RANGING = 0, // Sideways market
MARKET_TREND_UP = 1, // Uptrend
MARKET_TREND_DOWN = 2, // Downtrend
MARKET_VOLATILE = 3, // High volatility
MARKET_HIGH_SPREAD = 4, // High spread
MARKET_NORMAL = 5 // Normal conditions
};
//+------------------------------------------------------------------+
//| Trade Record Structure |
//+------------------------------------------------------------------+
struct STradeRecord
{
ulong ticket; // Trade ticket
string symbol; // Symbol
ENUM_ORDER_TYPE type; // Order type
double volume; // Volume in lots
double openPrice; // Open price
double stopLoss; // Stop loss level
double takeProfit; // Take profit level
datetime openTime; // Open time
datetime closeTime; // Close time
double closePrice; // Close price
double commission; // Commission
double swap; // Swap
double profit; // Profit/Loss
string comment; // Comment
bool isLive; // True if live trade, false if paper trade
// Initialize the structure
void Init()
{
ticket = 0;
symbol = "";
type = WRONG_VALUE;
volume = 0.0;
openPrice = 0.0;
stopLoss = 0.0;
takeProfit = 0.0;
openTime = 0;
closeTime = 0;
closePrice = 0.0;
commission = 0.0;
swap = 0.0;
profit = 0.0;
comment = "";
isLive = false;
}
};
//+------------------------------------------------------------------+
//| Trading Statistics Structure |
//+------------------------------------------------------------------+
struct STradingStats
{
int totalTrades; // Total number of trades
int winningTrades; // Number of winning trades
double totalProfit; // Total profit
double totalLoss; // Total loss
double maxDrawdown; // Maximum drawdown
double maxProfit; // Maximum profit
double winRate; // Win rate in percentage
double profitFactor; // Profit factor (gross profit / gross loss)
// Initialize the structure
void Init()
{
totalTrades = 0;
winningTrades = 0;
totalProfit = 0.0;
totalLoss = 0.0;
maxDrawdown = 0.0;
maxProfit = 0.0;
winRate = 0.0;
profitFactor = 0.0;
}
// Update statistics with a new trade
void Update(const STradeRecord &trade)
{
if(trade.profit > 0)
{
winningTrades++;
totalProfit += trade.profit;
}
else
{
totalLoss += MathAbs(trade.profit);
}
totalTrades++;
// Update win rate
if(totalTrades > 0)
{
winRate = (double)winningTrades / totalTrades * 100.0;
}
// Update profit factor
if(totalLoss > 0)
{
profitFactor = totalProfit / totalLoss;
}
else
if(totalProfit > 0)
{
profitFactor = DBL_MAX; // Perfect profit factor (no losses)
}
// Update max profit/drawdown
if(trade.profit > maxProfit)
{
maxProfit = trade.profit;
}
double currentDrawdown = (totalLoss > 0) ? (totalLoss / (totalProfit + totalLoss)) * 100.0 : 0.0;
if(currentDrawdown > maxDrawdown)
{
maxDrawdown = currentDrawdown;
}
}
// Reset all statistics
void Reset()
{
Init();
}
// Calculate maximum drawdown for the trading stats
double CalculateDrawdown()
{
if(totalProfit <= 0)
return 0.0;
double total = totalProfit + MathAbs(totalLoss);
return total > 0 ? (MathAbs(totalLoss) / total) * 100.0 : 0.0;
}
};
//+------------------------------------------------------------------+
//| Learning Parameters Structure |
//+------------------------------------------------------------------+
struct SLearningParams
{
int maFastPeriod; // Fast MA period
int maSlowPeriod; // Slow MA period
double stopLossPips; // Stop loss in pips
double takeProfitPips; // Take profit in pips
double riskPerTrade; // Risk per trade as percentage of balance
// Initialize the structure
void Init()
{
maFastPeriod = 10;
maSlowPeriod = 20;
stopLossPips = 30.0;
takeProfitPips = 60.0;
riskPerTrade = 1.0; // 1% risk per trade by default
}
};
//+------------------------------------------------------------------+
//| Market Condition Structure |
//+------------------------------------------------------------------+
struct SMarketCondition
{
ENUM_MARKET_CONDITION condition; // Current market condition
double strength; // 0-100% strength of the condition
double volatility; // Current market volatility (ATR based)
double trend; // Current trend strength (-1 to 1)
double volume; // Volume indicator value
double spread; // Current spread in points
datetime lastUpdate; // Timestamp of last update
// Default constructor
SMarketCondition()
{
Init();
}
// Copy constructor
SMarketCondition(const SMarketCondition &other)
{
condition = other.condition;
strength = other.strength;
volatility = other.volatility;
trend = other.trend;
volume = other.volume;
spread = other.spread;
lastUpdate = other.lastUpdate;
}
// Assignment operator
void operator=(const SMarketCondition &other)
{
// No need for self-assignment check in MQL5 structs
condition = other.condition;
strength = other.strength;
volatility = other.volatility;
trend = other.trend;
volume = other.volume;
spread = other.spread;
lastUpdate = other.lastUpdate;
}
// Initialize the structure
void Init()
{
condition = MARKET_NORMAL;
strength = 0;
volatility = 0;
trend = 0;
volume = 0;
spread = 0;
lastUpdate = 0;
}
};
// Global variables
ENUM_TRADING_MODE g_tradingMode = MODE_PAPER; // Current trading mode
STradeRecord g_tradeHistory[]; // Dynamic array for trade history
STradingStats g_paperStats; // Paper trading statistics
STradingStats g_liveStats; // Live trading statistics
SLearningParams g_learningParams; // Learning parameters
int g_currentOpenTrades = 0; // Current number of open trades
bool g_tradingEnabled = true; // Global trading flag
CTrade m_trade; // Trade object for order execution
// Indicator handles
int handle_iMA_4 = INVALID_HANDLE; // Handle for 4-period MA
int handle_iMA_5 = INVALID_HANDLE; // Handle for 10-period MA
// Logging parameters
input int MaxLogSizeKB = 1024; // Maximum log file size in KB (default 1MB)
input int MaxLogFiles = 5; // Maximum number of log files to keep
// Input parameters
input int LearningWindow = 20; // Number of trades to analyze for learning
input double MinWinRateForLive = 80.0; // Minimum win rate % to enable live trading
input double MinLiveWinRate = 70.0; // Minimum win rate to stay in live mode
input double MaxDrawdownPct = 20.0; // Maximum drawdown % before disabling live trading
input int MAX_OPEN_TRADES = 5; // Maximum number of open trades allowed
//+------------------------------------------------------------------+
//| Global variables for paper trading timing and state |
//+------------------------------------------------------------------+
datetime g_lastSignalCheck = 0; // Last time signals were checked (1-minute interval)
datetime g_lastLogUpdate = 0; // Last time logs were updated (15-minute interval)
int g_signalsSentThisMinute = 0; // Number of signals sent in current minute
const int MAX_SIGNALS_PER_MINUTE = 10; // Maximum signals to send per minute
const int SIGNAL_CHECK_INTERVAL = 60; // Check signals every 60 seconds
const int LOG_UPDATE_INTERVAL = 900; // Update logs every 15 minutes (900 seconds)
//+------------------------------------------------------------------+
//| Draw a buy signal arrow on the chart |
//+------------------------------------------------------------------+
void DrawBuySignal()
{
string objName = "BuySignal_" + IntegerToString(TimeCurrent());
// Create an up arrow for buy signals
if(ObjectCreate(0, objName, OBJ_ARROW_UP, 0, TimeCurrent(), iLow(_Symbol, _Period, 0)))
{
ObjectSetInteger(0, objName, OBJPROP_COLOR, clrLime);
ObjectSetInteger(0, objName, OBJPROP_WIDTH, 2);
ObjectSetInteger(0, objName, OBJPROP_ANCHOR, ANCHOR_BOTTOM);
ObjectSetString(0, objName, OBJPROP_TOOLTIP, "Paper Buy Signal\n" + TimeToString(TimeCurrent()));
// Set the arrow to be visible on all timeframes
long chartId = ChartID();
ChartRedraw(chartId);
}
else
{
Print("Failed to create buy signal arrow. Error: ", GetLastError());
}
}
//+------------------------------------------------------------------+
//| Draw a sell signal arrow on the chart |
//+------------------------------------------------------------------+
void DrawSellSignal()
{
string objName = "SellSignal_" + IntegerToString(TimeCurrent());
// Create a down arrow for sell signals
if(ObjectCreate(0, objName, OBJ_ARROW_DOWN, 0, TimeCurrent(), iHigh(_Symbol, _Period, 0)))
{
ObjectSetInteger(0, objName, OBJPROP_COLOR, clrRed);
ObjectSetInteger(0, objName, OBJPROP_WIDTH, 2);
ObjectSetInteger(0, objName, OBJPROP_ANCHOR, ANCHOR_TOP);
ObjectSetString(0, objName, OBJPROP_TOOLTIP, "Paper Sell Signal\n" + TimeToString(TimeCurrent()));
// Set the arrow to be visible on all timeframes
long chartId = ChartID();
ChartRedraw(chartId);
}
else
{
Print("Failed to create sell signal arrow. Error: ", GetLastError());
}
}
//+------------------------------------------------------------------+
//| Clean up old signal objects to prevent chart clutter |
//+------------------------------------------------------------------+
void CleanupOldSignals()
{
datetime oneWeekAgo = TimeCurrent() - 7 * 24 * 60 * 60; // One week ago
for(int i = ObjectsTotal(0, 0, -1) - 1; i >= 0; i--)
{
string name = ObjectName(0, i, 0, -1);
// Check if this is one of our signal objects
if(StringFind(name, "BuySignal_") == 0 || StringFind(name, "SellSignal_") == 0)
{
// Get the time from the object name
string timeStr = "";
if(StringFind(name, "BuySignal_") == 0)
timeStr = StringSubstr(name, 10);
else if(StringFind(name, "SellSignal_") == 0)
timeStr = StringSubstr(name, 11);
// Convert to datetime and check if it's older than one week
datetime signalTime = (datetime)StringToInteger(timeStr);
if(signalTime < oneWeekAgo)
{
ObjectDelete(0, name);
}
}
}
// Redraw the chart to update the display
ChartRedraw();
}
//+------------------------------------------------------------------+
//| Rotate log files to prevent them from growing too large |
//+------------------------------------------------------------------+
void RotateLogs()
{
string log_path = TerminalInfoString(TERMINAL_DATA_PATH) + "\\MQL5\\Logs\\";
string log_file = log_path + "escape.log";
// Check if log file exists and is too large
int handle = FileOpen(log_file, FILE_READ|FILE_BIN|FILE_COMMON);
if(handle != INVALID_HANDLE)
{
ulong file_size = FileSize(handle) / 1024; // Size in KB
FileClose(handle);
if(file_size >= (ulong)MaxLogSizeKB)
{
// Delete oldest log file if we've reached max number of logs
string oldest_log = log_path + "escape_" + IntegerToString(MaxLogFiles-1) + ".log";
if(FileIsExist(oldest_log, FILE_COMMON))
{
FileDelete(oldest_log, FILE_COMMON);
}
// Rotate existing log files
for(int i = MaxLogFiles-2; i >= 0; i--)
{
string src = (i == 0) ? log_file : log_path + "escape_" + IntegerToString(i) + ".log";
string dst = log_path + "escape_" + IntegerToString(i+1) + ".log";
if(FileIsExist(src, FILE_COMMON))
{
if(FileIsExist(dst, FILE_COMMON))
{
FileDelete(dst, FILE_COMMON);
}
FileMove(src, 0, dst, FILE_COMMON);
}
}
// Create new empty log file
int handle = FileOpen("escape.log", FILE_WRITE|FILE_TXT|FILE_COMMON);
if(handle != INVALID_HANDLE)
{
FileWriteString(handle, "Log file rotated at " + TimeToString(TimeCurrent()) + "\r\n");
FileClose(handle);
}
Print("Log file rotated. Current size: ", file_size, "KB");
}
}
}
void Print(string message) {
// Rotate logs if needed (check every 100 prints to avoid performance hit)
static int printCount = 0;
if(++printCount % 100 == 0) {
RotateLogs();
}
string timestamp = TimeToString(TimeCurrent(), TIME_DATE|TIME_SECONDS);
printf("%s: %s", timestamp, message);
// Also write to log file
int handle = FileOpen("escape.log", FILE_READ|FILE_WRITE|FILE_TXT|FILE_COMMON);
if(handle != INVALID_HANDLE) {
FileSeek(handle, 0, SEEK_END);
FileWriteString(handle, timestamp + ": " + message + "\r\n");
FileClose(handle);
}
}
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
// Rotate logs if needed
RotateLogs();
// Initialize trading objects
m_trade.SetExpertMagicNumber(123456);
m_trade.SetDeviationInPoints(10);
m_trade.SetTypeFilling(ORDER_FILLING_FOK);
// Initialize learning parameters with default values if needed
g_learningParams.Init();
// Set default MA periods if not already set
if(g_learningParams.maFastPeriod < 1) g_learningParams.maFastPeriod = 5;
if(g_learningParams.maSlowPeriod <= g_learningParams.maFastPeriod)
g_learningParams.maSlowPeriod = g_learningParams.maFastPeriod * 2;
Print("Initializing indicators with MA periods: Fast=", g_learningParams.maFastPeriod,
", Slow=", g_learningParams.maSlowPeriod);
// Initialize indicator handles with validated periods
handle_iMA_4 = iMA(Symbol(), 0, g_learningParams.maFastPeriod, 0, MODE_EMA, PRICE_CLOSE);
handle_iMA_5 = iMA(Symbol(), 0, g_learningParams.maSlowPeriod, 0, MODE_EMA, PRICE_CLOSE);
// Check if indicators were created successfully and have enough data
if(handle_iMA_4 == INVALID_HANDLE || handle_iMA_5 == INVALID_HANDLE)
{
int error = GetLastError();
Print("Error creating indicators. Error code: ", error);
if(error == 4002)
{
Print("Error 4002: Invalid parameters for iMA. Please check the MA periods.");
}
return(INIT_FAILED);
}
// Wait for indicators to calculate
int retries = 0;
while(BarsCalculated(handle_iMA_4) == 0 || BarsCalculated(handle_iMA_5) == 0)
{
retries++;
if(retries > 10)
{
Print("Error: Indicators not ready after 10 retries");
return(INIT_FAILED);
}
Sleep(100);
}
Print("Indicators initialized successfully");
// Initialize and add trading strategies
if(!AddStrategies())
{
Print("Failed to initialize trading strategies");
return(INIT_FAILED);
}
Print("Trading strategies initialized successfully");
Print("Total strategies loaded: ", g_strategyManager.GetTotalStrategies());
// Initialize trading statistics
g_paperStats.Init();
g_liveStats.Init();
// Load any saved state
LoadTradingState();
Print("EA initialized in ", EnumToString(g_tradingMode), " mode");
Print("Learning Window: ", LearningWindow, " trades");
Print("Minimum Win Rate for Live: ", MinWinRateForLive, "%");
Print("Minimum Live Win Rate: ", MinLiveWinRate, "%");
Print("Maximum Drawdown: ", MaxDrawdownPct, "%");
Print("Max Open Trades: ", MAX_OPEN_TRADES);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
// Release indicator handles
if(handle_iMA_4 != INVALID_HANDLE)
{
IndicatorRelease(handle_iMA_4);
}
if(handle_iMA_5 != INVALID_HANDLE)
{
IndicatorRelease(handle_iMA_5);
}
// Save trading state
SaveTradingState();
Print("EA deinitialized. Reason: ", GetUninitReasonText(reason));
}
//+------------------------------------------------------------------+
//| Get uninitialization reason text |
//+------------------------------------------------------------------+
string GetUninitReasonText(int reasonCode)
{
string text="";
switch(reasonCode)
{
case REASON_ACCOUNT:
text = "Account was changed";
break;
case REASON_CHARTCHANGE:
text = "Symbol or timeframe was changed";
break;
case REASON_CHARTCLOSE:
text = "Chart was closed";
break;
case REASON_PARAMETERS:
text = "Input-parameter was changed";
break;
case REASON_RECOMPILE:
text = "Program was recompiled";
break;
case REASON_REMOVE:
text = "Program was removed from chart";
break;
case REASON_TEMPLATE:
text = "New template was applied to chart";
break;
default:
text = "Unknown reason";
}
return text;
}
//+------------------------------------------------------------------+
//| Reset trading statistics |
//+------------------------------------------------------------------+
void ResetTradingStats()
{
g_paperStats.Init();
g_liveStats.Init();
}
//+------------------------------------------------------------------+
//| Update trading statistics with a new trade |
//+------------------------------------------------------------------+
void UpdateTradingStats(const STradeRecord &trade)
{
if(trade.isLive)
{
g_liveStats.Update(trade);
}
else
{
g_paperStats.Update(trade);
}
}
//+------------------------------------------------------------------+
//| Record a new trade |
//+------------------------------------------------------------------+
void RecordTrade(const STradeRecord &trade)
{
int size = ArraySize(g_tradeHistory);
ArrayResize(g_tradeHistory, size + 1);
g_tradeHistory[size] = trade;
// Update statistics
UpdateTradingStats(trade);
// Check if it's time to learn
if((g_paperStats.totalTrades % LearningWindow) == 0)
{
LearnFromTrades();
}
// Check if we should switch modes
CheckTradingMode();
}
//+------------------------------------------------------------------+
//| Get market condition |
//+------------------------------------------------------------------+
SMarketCondition GetMarketCondition()
{
SMarketCondition condition;
condition.Init();
// Get technical indicators using helper functions
double rsi = GetRSI(Symbol(), PERIOD_CURRENT, 14, 0);
double atr = GetATR(Symbol(), PERIOD_CURRENT, 14, 0);
double spread = (double)SymbolInfoInteger(Symbol(), SYMBOL_SPREAD) * _Point;
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 // If RSI or ATR is -1, suppress further calculations and return default condition
if(rsi == -1 || atr == -1)
{
static datetime lastRSIError = 0;
if(TimeCurrent() - lastRSIError > 60) // Only print once per minute
{
Print("Insufficient bars for RSI/ATR calculation. Waiting for more data...");
lastRSIError = TimeCurrent();
}
condition.condition = MARKET_NORMAL;
condition.lastUpdate = TimeCurrent();
return condition;
}
// Calculate trend and volatility
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 condition.trend = (rsi - 50.0) * 2.0; // Convert RSI to -100 to +100 range
condition.volatility = MathMin(atr / _Point / 10.0, 100.0); // Scale ATR to 0-100 range
condition.volume = 50.0; // Placeholder for volume analysis
condition.spread = spread / _Point;
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 // Determine market state based on conditions
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 if(spread > 30 * _Point)
{
condition.condition = MARKET_HIGH_SPREAD;
}
else
if(condition.volatility > 70)
{
condition.condition = MARKET_VOLATILE;
}
else
if(condition.trend > 70)
{
condition.condition = MARKET_TREND_UP;
}
else
if(condition.trend < 30)
{
condition.condition = MARKET_TREND_DOWN;
}
else
{
condition.condition = MARKET_NORMAL;
}
condition.lastUpdate = TimeCurrent();
return condition;
}
//+------------------------------------------------------------------+
//| Get RSI value |
//+------------------------------------------------------------------+
double GetRSI(string symbol, ENUM_TIMEFRAMES timeframe, int period, int shift = 0)
{
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 // Check for enough bars before requesting indicator data
if(Bars(symbol, timeframe) < period + shift)
{
static datetime lastRSIError = 0;
if(TimeCurrent() - lastRSIError > 60) // Only print once per minute
{
Print("Not enough bars for RSI calculation. Required: ", period + shift, ", Available: ", Bars(symbol, timeframe));
lastRSIError = TimeCurrent();
}
return -1;
}
new files added
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 double buffer[];
ArraySetAsSeries(buffer, true);
int handle = iRSI(symbol, timeframe, period, PRICE_CLOSE);
if(handle == INVALID_HANDLE)
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 return -1;
new files added
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 int copied = CopyBuffer(handle, 0, shift, 1, buffer);
if(copied <= 0)
new files added
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 {
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 static datetime lastRSIErrorCopy = 0;
if(TimeCurrent() - lastRSIErrorCopy > 60)
{
// Suppress repeated error messages for RSI
Print("(Suppressed) Error getting RSI values. Copied: ", copied, ", Error: ", GetLastError());
lastRSIErrorCopy = TimeCurrent();
}
new files added
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 IndicatorRelease(handle);
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 return -1;
new files added
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 }
double value = buffer[0];
IndicatorRelease(handle);
return value;
}
//+------------------------------------------------------------------+
//| Get ATR value |
//+------------------------------------------------------------------+
double GetATR(string symbol, ENUM_TIMEFRAMES timeframe, int period, int shift = 0)
{
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 // Check for enough bars before requesting indicator data
if(Bars(symbol, timeframe) < period + shift)
{
static datetime lastATRError = 0;
if(TimeCurrent() - lastATRError > 60)
{
Print("Not enough bars for ATR calculation. Required: ", period + shift, ", Available: ", Bars(symbol, timeframe));
lastATRError = TimeCurrent();
}
return -1;
}
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 double buffer[];
ArraySetAsSeries(buffer, true);
int handle = iATR(symbol, timeframe, period);
if(handle == INVALID_HANDLE)
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 return -1;
new files added
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 int copied = CopyBuffer(handle, 0, shift, 1, buffer);
if(copied <= 0)
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 {
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 static datetime lastATRErrorCopy = 0;
if(TimeCurrent() - lastATRErrorCopy > 60)
{
// Suppress repeated error messages for ATR
Print("(Suppressed) Error getting ATR values. Copied: ", copied, ", Error: ", GetLastError());
lastATRErrorCopy = TimeCurrent();
}
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 IndicatorRelease(handle);
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 return -1;
new files added
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 }
double value = buffer[0];
IndicatorRelease(handle);
return value;
}
//+------------------------------------------------------------------+
//| Market Condition Analysis |
//+------------------------------------------------------------------+
enum ENUM_MARKET_STATE
{
MARKET_STATE_NORMAL = 0, // Normal market conditions
MARKET_STATE_HIGH_VOLATILITY = 1, // High volatility detected
MARKET_STATE_LOW_VOLATILITY = 2, // Low volatility detected
MARKET_STATE_STRONG_TREND_UP = 3, // Strong uptrend
MARKET_STATE_STRONG_TREND_DOWN = 4, // Strong downtrend
MARKET_STATE_RANGING = 5, // Sideways market
MARKET_STATE_BREAKOUT = 6, // Breakout detected
MARKET_STATE_HIGH_SPREAD = 7, // High spread detected
MARKET_STATE_NEWS_EVENT = 8, // News event detected
MARKET_STATE_OPENING = 9, // Market opening
MARKET_STATE_CLOSING = 10, // Market closing
MARKET_STATE_THIN = 11, // Thin market (low liquidity)
MARKET_STATE_GAP = 12 // Price gap detected
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
double MarketInfo(string symbol, int type)
{
switch(type)
{
case 6: // MODE_MARGINREQUIRED
return SymbolInfoDouble(symbol, SYMBOL_MARGIN_INITIAL);
// Add other cases as needed
default:
return 0.0;
}
}
// Using MathAbs() instead of redefining abs()
//+------------------------------------------------------------------+
//| Execute a market order |
//+------------------------------------------------------------------+
bool ExecuteMarketOrder(ENUM_ORDER_TYPE orderType, double lots, double stopLossPips, double takeProfitPips, string comment = "")
{
if(!g_tradingEnabled)
{
Print("Trading is currently disabled");
return false;
}
bool isLive = (g_tradingMode == MODE_LIVE || (g_tradingMode == MODE_HYBRID && MathRand() % 2 == 0));
// For paper trades, just record the trade without executing
if(!isLive)
{
MqlTick last_tick;
if(!SymbolInfoTick(Symbol(), last_tick))
{
Print("Error getting tick data for paper trading");
return false;
}
STradeRecord trade = {};
trade.Init();
trade.openTime = TimeCurrent();
trade.symbol = Symbol();
trade.type = orderType;
trade.volume = lots;
trade.isLive = false;
// Log paper trade details
string orderTypeStr = (orderType == ORDER_TYPE_BUY) ? "BUY" : "SELL";
Print("Paper Trade Signal: ", orderTypeStr, " ", DoubleToString(lots, 2), " lots");
Print("Current Ask: ", last_tick.ask, " Bid: ", last_tick.bid);
// Set prices based on order type
if(orderType == ORDER_TYPE_BUY)
{
trade.openPrice = last_tick.ask;
trade.stopLoss = trade.openPrice - stopLossPips * _Point * 10;
trade.takeProfit = trade.openPrice + takeProfitPips * _Point * 10;
Print("BUY Order - Price: ", trade.openPrice, " SL: ", trade.stopLoss, " TP: ", trade.takeProfit);
}
else
{
trade.openPrice = last_tick.bid;
trade.stopLoss = trade.openPrice + stopLossPips * _Point * 10;
trade.takeProfit = trade.openPrice - takeProfitPips * _Point * 10;
Print("SELL Order - Price: ", trade.openPrice, " SL: ", trade.stopLoss, " TP: ", trade.takeProfit);
}
// Log the paper trade execution
Print("Paper Trade Executed - ", orderTypeStr, " ", DoubleToString(lots, 2), " lots at ",
trade.openPrice, " (SL: ", trade.stopLoss, " TP: ", trade.takeProfit, ")");
// Simulate trade close after a random period
trade.closeTime = trade.openTime + (MathRand() % 86400 + 3600);
// Simulate random win/loss for paper trading
bool isWin = (MathRand() % 100) < (g_learningParams.maFastPeriod > g_learningParams.maSlowPeriod ? 60 : 40);
if(isWin)
{
trade.closePrice = orderType == ORDER_TYPE_BUY ?
trade.openPrice + (MathRand() % (int)(takeProfitPips * 10) + 10) * _Point :
trade.openPrice - (MathRand() % (int)(takeProfitPips * 10) + 10) * _Point;
}
else
{
trade.closePrice = orderType == ORDER_TYPE_BUY ?
trade.openPrice - (MathRand() % (int)(stopLossPips * 10) + 5) * _Point :
trade.openPrice + (MathRand() % (int)(stopLossPips * 10) + 5) * _Point;
}
trade.profit = (orderType == ORDER_TYPE_BUY) ?
(trade.closePrice - trade.openPrice) * trade.volume * 100000 :
(trade.openPrice - trade.closePrice) * trade.volume * 100000;
// Store trade parameters in the comment field since we don't have separate fields anymore
trade.comment = StringFormat("MA_Fast=%.0f,MA_Slow=%.0f,SL=%.1f,TP=%.1f,Win=%d",
g_learningParams.maFastPeriod,
g_learningParams.maSlowPeriod,
stopLossPips,
takeProfitPips,
(int)isWin);
RecordTrade(trade);
// Update statistics
if(trade.profit > 0)
Print("Paper Trade Result: PROFIT ", trade.profit);
else if(trade.profit < 0)
Print("Paper Trade Result: LOSS ", trade.profit);
else
Print("Paper Trade Result: BREAKEVEN");
return true;
}
// Live trade execution
double price = (orderType == ORDER_TYPE_BUY) ? SymbolInfoDouble(Symbol(), SYMBOL_ASK) :
SymbolInfoDouble(Symbol(), SYMBOL_BID);
double sl = (orderType == ORDER_TYPE_BUY) ? price - stopLossPips * _Point * 10 :
price + stopLossPips * _Point * 10;
double tp = (orderType == ORDER_TYPE_BUY) ? price + takeProfitPips * _Point * 10 :
price - takeProfitPips * _Point * 10;
bool result = false;
if(orderType == ORDER_TYPE_BUY)
{
result = m_trade.Buy(lots, Symbol(), price, sl, tp, comment);
}
else
{
result = m_trade.Sell(lots, Symbol(), price, sl, tp, comment);
}
if(result)
{
STradeRecord tradeRecord = {};
tradeRecord.Init();
tradeRecord.ticket = m_trade.ResultOrder();
tradeRecord.openTime = TimeCurrent();
tradeRecord.type = orderType;
tradeRecord.symbol = Symbol();
tradeRecord.volume = lots;
tradeRecord.openPrice = price;
tradeRecord.stopLoss = sl;
tradeRecord.takeProfit = tp;
tradeRecord.isLive = true;
// Store trade parameters in the comment field
tradeRecord.comment = StringFormat("MA_Fast=%.0f,MA_Slow=%.0f,SL=%.1f,TP=%.1f",
g_learningParams.maFastPeriod,
g_learningParams.maSlowPeriod,
stopLossPips,
takeProfitPips);
RecordTrade(tradeRecord);
Print("Live trade executed: ", EnumToString(orderType), " ", tradeRecord.volume, " lots at ", price);
}
else
{
Print("Failed to execute live trade. Error: ", GetLastError());
}
return result;
}
//+------------------------------------------------------------------+
//| Strategy Interface |
//+------------------------------------------------------------------+
interface IStrategy
{
public:
virtual bool Init() = 0;
virtual void Deinit() = 0;
virtual bool CheckLongSignal() = 0;
virtual bool CheckShortSignal() = 0;
virtual double GetStopLossPips(bool isLong) = 0;
virtual double GetTakeProfitPips(bool isLong) = 0;
virtual string GetName() = 0;
};
//+------------------------------------------------------------------+
//| Strategy Manager |
//+------------------------------------------------------------------+
class CStrategyManager
{
private:
IStrategy* m_strategies[];
int m_totalStrategies;
public:
CStrategyManager() : m_totalStrategies(0) {}
~CStrategyManager()
{
for(int i = 0; i < m_totalStrategies; i++)
delete m_strategies[i];
ArrayFree(m_strategies);
}
bool AddStrategy(IStrategy* strategy)
{
if(!strategy.Init())
{
Print("Failed to initialize strategy: ", strategy.GetName());
delete strategy;
return false;
}
int size = ArraySize(m_strategies);
if(ArrayResize(m_strategies, size + 1) == -1)
{
Print("Failed to resize strategies array");
delete strategy;
return false;
}
m_strategies[size] = strategy;
m_totalStrategies++;
Print("Strategy added: ", strategy.GetName());
return true;
}
bool CheckLongSignal()
{
for(int i = 0; i < m_totalStrategies; i++)
{
if(m_strategies[i].CheckLongSignal())
{
Print("Long signal from strategy: ", m_strategies[i].GetName());
return true;
}
}
return false;
}
bool CheckShortSignal()
{
for(int i = 0; i < m_totalStrategies; i++)
{
if(m_strategies[i].CheckShortSignal())
{
Print("Short signal from strategy: ", m_strategies[i].GetName());
return true;
}
}
return false;
}
double GetStopLossPips(bool isLong)
{
// Default values
double sl = isLong ? 20.0 : 20.0; // Default 20 pips
// Get the most conservative (largest) stop loss from all strategies
for(int i = 0; i < m_totalStrategies; i++)
{
double strategySL = m_strategies[i].GetStopLossPips(isLong);
if(strategySL > sl)
sl = strategySL;
}
return sl;
}
double GetTakeProfitPips(bool isLong)
{
// Default values
double tp = isLong ? 40.0 : 40.0; // Default 40 pips
// Get the most conservative (smallest) take profit from all strategies
for(int i = 0; i < m_totalStrategies; i++)
{
double strategyTP = m_strategies[i].GetTakeProfitPips(isLong);
if(strategyTP > 0 && (strategyTP < tp || tp == 0))
tp = strategyTP;
}
return tp;
}
// Get the total number of strategies currently loaded
int GetTotalStrategies() const { return m_totalStrategies; }
};
//+------------------------------------------------------------------+
//| Bollinger Bands Strategy |
//+------------------------------------------------------------------+
class CBollingerBandsStrategy : public IStrategy
{
private:
int m_bbHandle;
int m_bbPeriod;
double m_bbDeviation;
int m_atrHandle;
public:
CBollingerBandsStrategy(int period = 20, double deviation = 2.0) :
m_bbHandle(INVALID_HANDLE),
m_bbPeriod(period),
m_bbDeviation(deviation),
m_atrHandle(INVALID_HANDLE) {}
~CBollingerBandsStrategy()
{
if(m_bbHandle != INVALID_HANDLE) IndicatorRelease(m_bbHandle);
if(m_atrHandle != INVALID_HANDLE) IndicatorRelease(m_atrHandle);
}
bool Init() override
{
m_bbHandle = iBands(_Symbol, _Period, m_bbPeriod, 0, m_bbDeviation, PRICE_CLOSE);
m_atrHandle = iATR(_Symbol, _Period, 14);
if(m_bbHandle == INVALID_HANDLE || m_atrHandle == INVALID_HANDLE)
{
Print("Failed to create indicators for Bollinger Bands Strategy");
return false;
}
return true;
}
void Deinit() override
{
if(m_bbHandle != INVALID_HANDLE) IndicatorRelease(m_bbHandle);
if(m_atrHandle != INVALID_HANDLE) IndicatorRelease(m_atrHandle);
m_bbHandle = INVALID_HANDLE;
m_atrHandle = INVALID_HANDLE;
}
bool CheckLongSignal() override
{
double upperBand[2], middleBand[2], lowerBand[2], close[2];
if(CopyBuffer(m_bbHandle, 1, 0, 2, upperBand) != 2 ||
CopyBuffer(m_bbHandle, 0, 0, 2, middleBand) != 2 ||
CopyBuffer(m_bbHandle, 2, 0, 2, lowerBand) != 2)
{
Print("Error getting Bollinger Bands values");
return false;
}
// Get close prices
if(CopyClose(_Symbol, _Period, 0, 2, close) != 2)
{
Print("Error getting close prices");
return false;
}
// Buy when price bounces off the lower band
return (close[1] <= lowerBand[1] && close[0] > lowerBand[0]);
}
bool CheckShortSignal() override
{
double upperBand[2], middleBand[2], lowerBand[2], close[2];
if(CopyBuffer(m_bbHandle, 1, 0, 2, upperBand) != 2 ||
CopyBuffer(m_bbHandle, 0, 0, 2, middleBand) != 2 ||
CopyBuffer(m_bbHandle, 2, 0, 2, lowerBand) != 2)
{
Print("Error getting Bollinger Bands values");
return false;
}
// Get close prices
if(CopyClose(_Symbol, _Period, 0, 2, close) != 2)
{
Print("Error getting close prices");
return false;
}
// Sell when price bounces off the upper band
return (close[1] >= upperBand[1] && close[0] < upperBand[0]);
}
double GetStopLossPips(bool isLong) override
{
double atr[1];
if(CopyBuffer(m_atrHandle, 0, 0, 1, atr) != 1)
return isLong ? 20.0 : 20.0; // Default 20 pips
// Use 1.8 * ATR for dynamic stop loss
double atrPips = atr[0] / _Point;
return MathMax(atrPips * 1.8, 10.0); // Minimum 10 pips
}
double GetTakeProfitPips(bool isLong) override
{
// 2:1 risk-reward ratio
return GetStopLossPips(isLong) * 2.0;
}
string GetName() override
{
return StringFormat("Bollinger Bands(%d,%.1f) Strategy", m_bbPeriod, m_bbDeviation);
}
};
//+------------------------------------------------------------------+
//| MACD Strategy |
//+------------------------------------------------------------------+
class CMACDStrategy : public IStrategy
{
private:
int m_macdHandle;
int m_fastEMA;
int m_slowEMA;
int m_signalPeriod;
int m_atrHandle;
public:
CMACDStrategy(int fastEMA = 12, int slowEMA = 26, int signalPeriod = 9) :
m_macdHandle(INVALID_HANDLE),
m_fastEMA(fastEMA),
m_slowEMA(slowEMA),
m_signalPeriod(signalPeriod),
m_atrHandle(INVALID_HANDLE) {}
~CMACDStrategy()
{
if(m_macdHandle != INVALID_HANDLE) IndicatorRelease(m_macdHandle);
if(m_atrHandle != INVALID_HANDLE) IndicatorRelease(m_atrHandle);
}
bool Init() override
{
m_macdHandle = iMACD(_Symbol, _Period, m_fastEMA, m_slowEMA, m_signalPeriod, PRICE_CLOSE);
m_atrHandle = iATR(_Symbol, _Period, 14);
if(m_macdHandle == INVALID_HANDLE || m_atrHandle == INVALID_HANDLE)
{
Print("Failed to create indicators for MACD Strategy");
return false;
}
return true;
}
void Deinit() override
{
if(m_macdHandle != INVALID_HANDLE) IndicatorRelease(m_macdHandle);
if(m_atrHandle != INVALID_HANDLE) IndicatorRelease(m_atrHandle);
m_macdHandle = INVALID_HANDLE;
m_atrHandle = INVALID_HANDLE;
}
bool CheckLongSignal() override
{
double macdMain[3], macdSignal[3];
if(CopyBuffer(m_macdHandle, 0, 0, 3, macdMain) != 3 ||
CopyBuffer(m_macdHandle, 1, 0, 3, macdSignal) != 3)
{
Print("Error getting MACD values");
return false;
}
// Buy when MACD crosses above signal line
return (macdMain[1] <= macdSignal[1] && macdMain[0] > macdSignal[0]);
}
bool CheckShortSignal() override
{
double macdMain[3], macdSignal[3];
if(CopyBuffer(m_macdHandle, 0, 0, 3, macdMain) != 3 ||
CopyBuffer(m_macdHandle, 1, 0, 3, macdSignal) != 3)
{
Print("Error getting MACD values");
return false;
}
// Sell when MACD crosses below signal line
return (macdMain[1] >= macdSignal[1] && macdMain[0] < macdSignal[0]);
}
double GetStopLossPips(bool isLong) override
{
double atr[1];
if(CopyBuffer(m_atrHandle, 0, 0, 1, atr) != 1)
return isLong ? 20.0 : 20.0; // Default 20 pips
// Use 2.0 * ATR for dynamic stop loss
double atrPips = atr[0] / _Point;
return MathMax(atrPips * 2.0, 10.0); // Minimum 10 pips
}
double GetTakeProfitPips(bool isLong) override
{
// 3:1 risk-reward ratio for MACD strategy
return GetStopLossPips(isLong) * 3.0;
}
string GetName() override
{
return StringFormat("MACD(%d,%d,%d) Strategy", m_fastEMA, m_slowEMA, m_signalPeriod);
}
};
//+------------------------------------------------------------------+
//| RSI Strategy |
//+------------------------------------------------------------------+
class CRSIStrategy : public IStrategy
{
private:
int m_rsiHandle;
int m_rsiPeriod;
double m_overbought;
double m_oversold;
int m_maHandle;
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 // Shared throttle for RSI readiness/error logs to avoid duplicate messages from long/short checks
datetime m_lastRSIReadinessLog;
new files added
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 int m_atrHandle;
bool CheckDivergence(bool isBullish)
{
// Simple divergence detection
double rsi[5], low[5], high[5];
if(CopyBuffer(m_rsiHandle, 0, 0, 5, rsi) != 5 ||
CopyLow(_Symbol, _Period, 0, 5, low) != 5 ||
CopyHigh(_Symbol, _Period, 0, 5, high) != 5)
{
return false;
}
if(isBullish)
{
// Bullish divergence: price makes lower low but RSI makes higher low
return (low[0] < low[2] && rsi[0] > rsi[2]);
}
else
{
// Bearish divergence: price makes higher high but RSI makes lower high
return (high[0] > high[2] && rsi[0] < rsi[2]);
}
}
bool CheckMAConfirmation()
{
double rsi[2], ma[2];
if(CopyBuffer(m_rsiHandle, 0, 0, 2, rsi) != 2 ||
CopyBuffer(m_maHandle, 0, 0, 2, ma) != 2)
{
return true; // Default to true if we can't get the data
}
// Check if RSI is above its MA (bullish) or below (bearish)
return (rsi[0] > ma[0]);
}
public:
CRSIStrategy(int period = 14, double overbought = 70.0, double oversold = 30.0) :
m_rsiHandle(INVALID_HANDLE),
m_rsiPeriod(period),
m_overbought(overbought),
m_oversold(oversold),
m_maHandle(INVALID_HANDLE),
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 m_lastRSIReadinessLog(0),
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 m_atrHandle(INVALID_HANDLE) {}
~CRSIStrategy()
{
if(m_rsiHandle != INVALID_HANDLE) IndicatorRelease(m_rsiHandle);
if(m_maHandle != INVALID_HANDLE) IndicatorRelease(m_maHandle);
if(m_atrHandle != INVALID_HANDLE) IndicatorRelease(m_atrHandle);
}
bool Init() override
{
// Initialize RSI indicator
m_rsiHandle = iRSI(_Symbol, _Period, m_rsiPeriod, PRICE_CLOSE);
if(m_rsiHandle == INVALID_HANDLE)
{
Print("Failed to create RSI indicator. Error: ", GetLastError());
return false;
}
// Initialize Moving Average indicator
m_maHandle = iMA(_Symbol, _Period, 14, 0, MODE_SMA, PRICE_CLOSE);
if(m_maHandle == INVALID_HANDLE)
{
Print("Failed to create MA indicator. Error: ", GetLastError());
return false;
}
// Initialize ATR indicator for dynamic stop loss
m_atrHandle = iATR(_Symbol, _Period, 14);
if(m_atrHandle == INVALID_HANDLE)
{
Print("Failed to create ATR indicator. Error: ", GetLastError());
return false;
}
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 // Wait for indicators to calculate (>0). Treat <=0 (including -1 error) as not ready
new files added
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 int retries = 0;
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 while(true)
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 {
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 int rsiBars = BarsCalculated(m_rsiHandle);
int maBars = BarsCalculated(m_maHandle);
int atrBars = BarsCalculated(m_atrHandle);
if(rsiBars > 0 && maBars > 0 && atrBars > 0)
break;
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 retries++;
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 if(retries > 20)
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 {
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 Print("Error: Indicators not ready after retries. RSI=", rsiBars, " MA=", maBars, " ATR=", atrBars);
new files added
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 return false;
}
Sleep(100);
}
return true;
}
void Deinit() override
{
if(m_rsiHandle != INVALID_HANDLE) IndicatorRelease(m_rsiHandle);
if(m_maHandle != INVALID_HANDLE) IndicatorRelease(m_maHandle);
if(m_atrHandle != INVALID_HANDLE) IndicatorRelease(m_atrHandle);
m_rsiHandle = INVALID_HANDLE;
m_maHandle = INVALID_HANDLE;
m_atrHandle = INVALID_HANDLE;
}
bool CheckLongSignal() override
{
// Check if indicator handle is valid
if(m_rsiHandle == INVALID_HANDLE)
{
Print("RSI handle not valid in CheckLongSignal");
return false;
}
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 // Ensure series is synchronized and enough data is available
long synchronized = 0;
if(!SeriesInfoInteger(_Symbol, _Period, SERIES_SYNCHRONIZED, synchronized) || synchronized == 0)
{
if(TimeCurrent() - m_lastRSIReadinessLog > 60)
{
Print("RSI read skipped: series not synchronized yet");
m_lastRSIReadinessLog = TimeCurrent();
}
return false;
}
int totalBars = Bars(_Symbol, _Period);
int neededBars = m_rsiPeriod + 3;
if(totalBars < neededBars)
{
if(TimeCurrent() - m_lastRSIReadinessLog > 60)
{
Print("RSI read skipped: not enough bars. Required: ", neededBars, ", Available: ", totalBars);
m_lastRSIReadinessLog = TimeCurrent();
}
return false;
}
int calcBars = BarsCalculated(m_rsiHandle);
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 if(calcBars < 0)
{
if(TimeCurrent() - m_lastRSIReadinessLog > 60)
{
int err = GetLastError();
Print("RSI read skipped: BarsCalculated returned error. BarsCalculated=", calcBars, ", LastError=", err);
m_lastRSIReadinessLog = TimeCurrent();
ResetLastError();
}
return false;
}
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 if(calcBars < neededBars)
{
if(TimeCurrent() - m_lastRSIReadinessLog > 60)
{
Print("RSI read skipped: indicator not fully calculated. BarsCalculated=", calcBars, ", Needed=", neededBars);
m_lastRSIReadinessLog = TimeCurrent();
}
return false;
}
// Get RSI values using closed bars (shift=1) and rate-limit error logs
new files added
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 double rsi[3] = {0};
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 ResetLastError();
int copied = CopyBuffer(m_rsiHandle, 0, 1, 3, rsi);
new files added
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 if(copied != 3)
{
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 if(TimeCurrent() - m_lastRSIReadinessLog > 60)
{
Print("Error getting RSI values (long). Copied: ", copied, ", Error: ", GetLastError());
m_lastRSIReadinessLog = TimeCurrent();
}
new files added
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 return false;
}
// Check for valid RSI values
if(rsi[0] == 0 || rsi[1] == 0 || rsi[2] == 0)
{
Print("Invalid RSI values: ", rsi[0], ", ", rsi[1], ", ", rsi[2]);
return false;
}
// Check for oversold condition
bool isOversold = (rsi[1] <= m_oversold && rsi[0] > m_oversold);
// Check for bullish divergence
bool hasBullishDivergence = CheckDivergence(true);
// Check MA confirmation
bool maConfirmation = CheckMAConfirmation();
// Buy when RSI crosses above oversold level with confirmation
return (isOversold || hasBullishDivergence) && maConfirmation;
}
bool CheckShortSignal() override
{
// Check if indicator handle is valid
if(m_rsiHandle == INVALID_HANDLE)
{
Print("RSI handle not valid in CheckShortSignal");
return false;
}
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 // Ensure series is synchronized and enough data is available
long synchronized = 0;
if(!SeriesInfoInteger(_Symbol, _Period, SERIES_SYNCHRONIZED, synchronized) || synchronized == 0)
{
if(TimeCurrent() - m_lastRSIReadinessLog > 60)
{
Print("RSI read skipped: series not synchronized yet");
m_lastRSIReadinessLog = TimeCurrent();
}
return false;
}
int totalBars = Bars(_Symbol, _Period);
int neededBars = m_rsiPeriod + 3;
if(totalBars < neededBars)
{
if(TimeCurrent() - m_lastRSIReadinessLog > 60)
{
Print("RSI read skipped: not enough bars. Required: ", neededBars, ", Available: ", totalBars);
m_lastRSIReadinessLog = TimeCurrent();
}
return false;
}
int calcBars = BarsCalculated(m_rsiHandle);
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 if(calcBars < 0)
{
if(TimeCurrent() - m_lastRSIReadinessLog > 60)
{
int err = GetLastError();
Print("RSI read skipped: BarsCalculated returned error. BarsCalculated=", calcBars, ", LastError=", err);
m_lastRSIReadinessLog = TimeCurrent();
ResetLastError();
}
return false;
}
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 if(calcBars < neededBars)
{
if(TimeCurrent() - m_lastRSIReadinessLog > 60)
{
Print("RSI read skipped: indicator not fully calculated. BarsCalculated=", calcBars, ", Needed=", neededBars);
m_lastRSIReadinessLog = TimeCurrent();
}
return false;
}
// Get RSI values using closed bars (shift=1) and rate-limit error logs
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 double rsi[3] = {0};
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 ResetLastError();
int copied = CopyBuffer(m_rsiHandle, 0, 1, 3, rsi);
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 if(copied != 3)
{
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 if(TimeCurrent() - m_lastRSIReadinessLog > 60)
{
Print("Error getting RSI values (short). Copied: ", copied, ", Error: ", GetLastError());
m_lastRSIReadinessLog = TimeCurrent();
}
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 return false;
}
// Check for valid RSI values
if(rsi[0] == 0 || rsi[1] == 0 || rsi[2] == 0)
{
Print("Invalid RSI values: ", rsi[0], ", ", rsi[1], ", ", rsi[2]);
return false;
}
// Check for overbought condition
bool isOverbought = (rsi[1] >= m_overbought && rsi[0] < m_overbought);
// Check for bearish divergence
bool hasBearishDivergence = CheckDivergence(false);
// Check MA confirmation (inverse for short)
bool maConfirmation = !CheckMAConfirmation();
// Sell when RSI crosses below overbought level with confirmation
return (isOverbought || hasBearishDivergence) && maConfirmation;
}
double GetStopLossPips(bool isLong) override
{
double atr[1];
if(CopyBuffer(m_atrHandle, 0, 0, 1, atr) != 1)
return isLong ? 20.0 : 20.0; // Default 20 pips
// Use 1.5 * ATR for dynamic stop loss
double atrPips = atr[0] / _Point;
return MathMax(atrPips * 1.5, 10.0); // Minimum 10 pips
}
double GetTakeProfitPips(bool isLong) override
{
// 2.5:1 risk-reward ratio for RSI strategy
return GetStopLossPips(isLong) * 2.5;
}
string GetName() override
{
return StringFormat("RSI(%d) Strategy", m_rsiPeriod);
}
};
//+------------------------------------------------------------------+
//| Moving Average Crossover Strategy |
//+------------------------------------------------------------------+
class CMAStrategy : public IStrategy
{
private:
int m_maFastHandle;
int m_maSlowHandle;
int m_volumeHandle;
int m_atrHandle;
int m_maFastPeriod;
int m_maSlowPeriod;
ENUM_TIMEFRAMES m_higherTimeframe;
int m_maFastHandleHTF;
int m_maSlowHandleHTF;
bool CheckVolumeConfirmation()
{
double volume[2];
if(CopyBuffer(m_volumeHandle, 0, 0, 2, volume) != 2)
return true; // Default to true if we can't get volume data
// Get more volume data for the moving average calculation
double volumeData[20];
if(CopyBuffer(m_volumeHandle, 0, 0, 20, volumeData) != 20)
return true; // Default to true if we can't get enough volume data
// Calculate 20-period SMA of volume using iMAOnArray
double avgVolume = 0;
for(int i = 0; i < 20; i++)
avgVolume += volumeData[i];
avgVolume /= 20.0;
return (volume[1] > avgVolume);
}
bool CheckVolatility()
{
double atr[1];
if(CopyBuffer(m_atrHandle, 0, 0, 1, atr) != 1)
return true; // Default to true if we can't get ATR data
// Only trade if volatility is above minimum threshold
return (atr[0] > (10 * _Point));
}
bool CheckHigherTimeframeTrend()
{
double maFastHTF[2], maSlowHTF[2];
if(CopyBuffer(m_maFastHandleHTF, 0, 0, 2, maFastHTF) != 2 ||
CopyBuffer(m_maSlowHandleHTF, 0, 0, 2, maSlowHTF) != 2)
return true; // Default to true if we can't get HTF data
// Check if higher timeframe trend is up
return (maFastHTF[0] > maSlowHTF[0]);
}
public:
CMAStrategy(int fastPeriod = 10, int slowPeriod = 20, ENUM_TIMEFRAMES higherTimeframe = PERIOD_H1) :
m_maFastHandle(INVALID_HANDLE),
m_maSlowHandle(INVALID_HANDLE),
m_volumeHandle(INVALID_HANDLE),
m_atrHandle(INVALID_HANDLE),
m_maFastPeriod(fastPeriod),
m_maSlowPeriod(slowPeriod),
m_higherTimeframe(higherTimeframe),
m_maFastHandleHTF(INVALID_HANDLE),
m_maSlowHandleHTF(INVALID_HANDLE) {}
~CMAStrategy()
{
if(m_maFastHandle != INVALID_HANDLE) IndicatorRelease(m_maFastHandle);
if(m_maSlowHandle != INVALID_HANDLE) IndicatorRelease(m_maSlowHandle);
if(m_volumeHandle != INVALID_HANDLE) IndicatorRelease(m_volumeHandle);
if(m_atrHandle != INVALID_HANDLE) IndicatorRelease(m_atrHandle);
if(m_maFastHandleHTF != INVALID_HANDLE) IndicatorRelease(m_maFastHandleHTF);
if(m_maSlowHandleHTF != INVALID_HANDLE) IndicatorRelease(m_maSlowHandleHTF);
}
bool Init() override
{
// Initialize indicators for current timeframe
m_maFastHandle = iMA(_Symbol, _Period, m_maFastPeriod, 0, MODE_EMA, PRICE_CLOSE);
m_maSlowHandle = iMA(_Symbol, _Period, m_maSlowPeriod, 0, MODE_EMA, PRICE_CLOSE);
m_volumeHandle = iVolumes(_Symbol, _Period, VOLUME_TICK);
m_atrHandle = iATR(_Symbol, _Period, 14);
// Initialize indicators for higher timeframe
m_maFastHandleHTF = iMA(_Symbol, m_higherTimeframe, m_maFastPeriod, 0, MODE_EMA, PRICE_CLOSE);
m_maSlowHandleHTF = iMA(_Symbol, m_higherTimeframe, m_maSlowPeriod, 0, MODE_EMA, PRICE_CLOSE);
if(m_maFastHandle == INVALID_HANDLE || m_maSlowHandle == INVALID_HANDLE ||
m_volumeHandle == INVALID_HANDLE || m_atrHandle == INVALID_HANDLE ||
m_maFastHandleHTF == INVALID_HANDLE || m_maSlowHandleHTF == INVALID_HANDLE)
{
Print("Failed to create indicators for MA Crossover Strategy");
return false;
}
return true;
}
void Deinit() override
{
if(m_maFastHandle != INVALID_HANDLE) IndicatorRelease(m_maFastHandle);
if(m_maSlowHandle != INVALID_HANDLE) IndicatorRelease(m_maSlowHandle);
if(m_volumeHandle != INVALID_HANDLE) IndicatorRelease(m_volumeHandle);
if(m_atrHandle != INVALID_HANDLE) IndicatorRelease(m_atrHandle);
if(m_maFastHandleHTF != INVALID_HANDLE) IndicatorRelease(m_maFastHandleHTF);
if(m_maSlowHandleHTF != INVALID_HANDLE) IndicatorRelease(m_maSlowHandleHTF);
m_maFastHandle = INVALID_HANDLE;
m_maSlowHandle = INVALID_HANDLE;
m_volumeHandle = INVALID_HANDLE;
m_atrHandle = INVALID_HANDLE;
m_maFastHandleHTF = INVALID_HANDLE;
m_maSlowHandleHTF = INVALID_HANDLE;
}
bool CheckLongSignal() override
{
double maFast[3], maSlow[3];
if(CopyBuffer(m_maFastHandle, 0, 0, 3, maFast) != 3 ||
CopyBuffer(m_maSlowHandle, 0, 0, 3, maSlow) != 3)
{
Print("Error getting MA values");
return false;
}
// Check for MA crossover
bool maCrossover = (maFast[1] <= maSlow[1] && maFast[0] > maSlow[0]);
// Additional confirmations
bool volumeConfirm = CheckVolumeConfirmation();
bool volatilityConfirm = CheckVolatility();
bool trendConfirm = CheckHigherTimeframeTrend();
// All conditions must be true for a valid signal
return (maCrossover && volumeConfirm && volatilityConfirm && trendConfirm);
}
bool CheckShortSignal() override
{
double maFast[3], maSlow[3];
if(CopyBuffer(m_maFastHandle, 0, 0, 3, maFast) != 3 ||
CopyBuffer(m_maSlowHandle, 0, 0, 3, maSlow) != 3)
{
Print("Error getting MA values");
return false;
}
// Check for MA crossunder
bool maCrossunder = (maFast[1] >= maSlow[1] && maFast[0] < maSlow[0]);
// Additional confirmations
bool volumeConfirm = CheckVolumeConfirmation();
bool volatilityConfirm = CheckVolatility();
bool trendConfirm = !CheckHigherTimeframeTrend(); // Inverse for short
// All conditions must be true for a valid signal
return (maCrossunder && volumeConfirm && volatilityConfirm && trendConfirm);
}
double GetStopLossPips(bool isLong) override
{
double atr[1];
if(CopyBuffer(m_atrHandle, 0, 0, 1, atr) != 1)
return isLong ? 20.0 : 20.0; // Default 20 pips
// Use 1.5 * ATR for dynamic stop loss
double atrPips = atr[0] / _Point;
return MathMax(atrPips * 1.5, 10.0); // Minimum 10 pips
}
double GetTakeProfitPips(bool isLong) override
{
// 2:1 risk-reward ratio
return GetStopLossPips(isLong) * 2.0;
}
string GetName() override
{
return StringFormat("MA Crossover(%d,%d) Strategy", m_maFastPeriod, m_maSlowPeriod);
}
};
// Global strategy manager
CStrategyManager g_strategyManager;
// In OnInit() - Add this after other initializations
bool AddStrategies()
{
// Add MA Crossover Strategy
if(InpEnableStrategy1)
{
if(!g_strategyManager.AddStrategy(new CMAStrategy(InpMAFastPeriod, InpMASlowPeriod, InpHigherTimeframe)))
{
Print("Failed to add MA Crossover strategy");
return false;
}
Print("MA Crossover Strategy enabled (Fast:", InpMAFastPeriod, ", Slow:", InpMASlowPeriod, ")");
}
// Add RSI Strategy
if(InpEnableStrategy2)
{
if(!g_strategyManager.AddStrategy(new CRSIStrategy(InpRSIPeriod, InpRSIOverbought, InpRSIOversold)))
{
Print("Failed to add RSI strategy");
return false;
}
Print("RSI Strategy enabled (Period:", InpRSIPeriod, ", Overbought:", InpRSIOverbought, ", Oversold:", InpRSIOversold, ")");
}
// Add MACD Strategy
if(InpEnableStrategy3)
{
if(!g_strategyManager.AddStrategy(new CMACDStrategy(InpMACDFastEMA, InpMACDSlowEMA, InpMACDSignalPeriod)))
{
Print("Failed to add MACD strategy");
return false;
}
Print("MACD Strategy enabled (Fast:", InpMACDFastEMA, ", Slow:", InpMACDSlowEMA, ", Signal:", InpMACDSignalPeriod, ")");
}
// Add Bollinger Bands Strategy
if(InpEnableStrategy4)
{
if(!g_strategyManager.AddStrategy(new CBollingerBandsStrategy(InpBBPeriod, InpBBDeviation)))
{
Print("Failed to add Bollinger Bands strategy");
return false;
}
Print("Bollinger Bands Strategy enabled (Period:", InpBBPeriod, ", Deviation:", InpBBDeviation, ")");
}
// Check if at least one strategy is enabled
if(g_strategyManager.GetTotalStrategies() == 0)
{
Print("Error: No trading strategies are enabled!");
return false;
}
Print("Total strategies enabled: ", g_strategyManager.GetTotalStrategies());
return true;
}
// Check trading signals and execute trades if conditions are met
void CheckSignals(int tickCount)
{
// Check if we can enter new trades
if(g_currentOpenTrades >= MAX_OPEN_TRADES)
{
if(tickCount % 100 == 0)
Print("Maximum number of open trades reached (", g_currentOpenTrades, "/", MAX_OPEN_TRADES, ")");
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 // Update last signal check time even if we skip due to max trades
g_lastSignalCheck = TimeCurrent();
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 return;
}
// Check for signals from all strategies
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 g_lastSignalCheck = TimeCurrent();
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 bool longSignal = g_strategyManager.CheckLongSignal();
bool shortSignal = g_strategyManager.CheckShortSignal();
if(tickCount % 50 == 0) // Log signal status every 50 ticks
{
Print("Signal Status - Long: ", (longSignal ? "YES" : "no"), ", Short: ", (shortSignal ? "YES" : "no"));
}
if(longSignal)
{
Print("Processing BUY signal...");
double stopLoss = g_strategyManager.GetStopLossPips(true);
double takeProfit = g_strategyManager.GetTakeProfitPips(true);
double lotSize = CalculatePositionSize(stopLoss);
Print(" Stop Loss: ", stopLoss, " pips, Take Profit: ", takeProfit, " pips, Lot Size: ", lotSize);
if(lotSize > 0)
{
// Draw buy signal on chart
DrawBuySignal();
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 // Count signals in the current minute window
g_signalsSentThisMinute++;
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 if(ExecuteMarketOrder(ORDER_TYPE_BUY, lotSize, stopLoss, takeProfit, "Strategy Buy"))
{
Print("Successfully executed BUY order");
g_currentOpenTrades++;
}
else
Print("Failed to execute BUY order");
}
}
if(shortSignal && !longSignal) // Only process short if not already processing long
{
Print("Processing SELL signal...");
double stopLoss = g_strategyManager.GetStopLossPips(false);
double takeProfit = g_strategyManager.GetTakeProfitPips(false);
double lotSize = CalculatePositionSize(stopLoss);
Print(" Stop Loss: ", stopLoss, " pips, Take Profit: ", takeProfit, " pips, Lot Size: ", lotSize);
if(lotSize > 0)
{
// Draw sell signal on chart
DrawSellSignal();
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 // Count signals in the current minute window
g_signalsSentThisMinute++;
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 if(ExecuteMarketOrder(ORDER_TYPE_SELL, lotSize, stopLoss, takeProfit, "Strategy Sell"))
{
Print("Successfully executed SELL order");
g_currentOpenTrades++;
}
else
Print("Failed to execute SELL order");
}
}
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
// Log tick processing
static int tickCount = 0;
tickCount++;
if(tickCount % 100 == 0) // Log every 100 ticks to avoid flooding
Print("OnTick called. Current open trades: ", g_currentOpenTrades, "/", MAX_OPEN_TRADES);
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// Reset the per-minute signal counter once per minute
static datetime lastSignalMinuteStart = 0;
datetime now_for_minute = TimeCurrent();
if(lastSignalMinuteStart == 0 || (now_for_minute - lastSignalMinuteStart) >= 60)
{
g_signalsSentThisMinute = 0;
lastSignalMinuteStart = now_for_minute;
}
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// Check for trading signals
if(tickCount % 50 == 0) // Log status every 50 ticks
{
Print("=== Trading Status ===");
Print("Current Time: ", TimeToString(TimeCurrent()));
Print("Trading Allowed: ", (TerminalInfoInteger(TERMINAL_TRADE_ALLOWED) ? "Yes" : "No"));
Print("Expert Enabled: ", (MQLInfoInteger(MQL_TRADE_ALLOWED) ? "Yes" : "No"));
Print("Current Open Trades: ", g_currentOpenTrades, "/", MAX_OPEN_TRADES);
Print("Last Signal Check: ", (g_lastSignalCheck == 0 ? "Never" : TimeToString(g_lastSignalCheck)));
Print("Last Log Update: ", (g_lastLogUpdate == 0 ? "Never" : TimeToString(g_lastLogUpdate)));
Print("Signals This Minute: ", g_signalsSentThisMinute, "/", MAX_SIGNALS_PER_MINUTE);
}
// Check for trading signals
CheckSignals(tickCount);
// Get current price and time
MqlTick last_tick;
double current_price = 0.0;
datetime current_time = TimeCurrent();
if(SymbolInfoTick(_Symbol, last_tick))
{
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 // Some symbols may have last==0.0; fall back to mid/ask/bid
if(last_tick.last > 0.0)
current_price = last_tick.last;
else if(last_tick.ask > 0.0 && last_tick.bid > 0.0)
current_price = (last_tick.ask + last_tick.bid) / 2.0;
else if(last_tick.ask > 0.0)
current_price = last_tick.ask;
else
current_price = last_tick.bid;
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 if(tickCount % 100 == 0)
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 {
if(last_tick.last <= 0.0)
Print("Current price fallback used. Mid/Side price: ", current_price, " (Ask: ", last_tick.ask, ", Bid: ", last_tick.bid, ")");
else
Print("Current price: ", current_price, " (Ask: ", last_tick.ask, ", Bid: ", last_tick.bid, ")");
}
new files added
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 }
else
{
Print("Error getting tick data");
return;
}
// Check if trading is allowed
if(!TerminalInfoInteger(TERMINAL_TRADE_ALLOWED) || !MQLInfoInteger(MQL_TRADE_ALLOWED))
{
Print("Trading is not allowed. Check AutoTrading button and Expert Advisors settings.");
return;
}
// Implement your position closing logic here
// For now, return false to indicate no action needed
// Update market condition
SMarketCondition condition = GetMarketCondition();
// Get current price and time for position management
// Update current open trades count
g_currentOpenTrades = 0;
for(int i = 0; i < PositionsTotal(); i++)
{
if(PositionGetSymbol(i) == _Symbol)
g_currentOpenTrades++;
}
// Clean up old signals periodically
static datetime lastCleanup = 0;
if(TimeCurrent() - lastCleanup > 3600) // Clean up every hour
{
CleanupOldSignals();
lastCleanup = TimeCurrent();
}
// Check if we should close any positions
if(PositionsTotal() > 0)
{
for(int i = PositionsTotal() - 1; i >= 0; i--)
{
ulong ticket = PositionGetTicket(i);
if(ticket > 0 && PositionSelectByTicket(ticket))
{
if(ShouldClosePosition(ticket))
{
// Close the position
if(m_trade.PositionClose(ticket))
{
Print("Position closed: ", ticket);
}
else
{
Print("Failed to close position ", ticket, ". Error: ", GetLastError());
}
}
}
}
}
// Check if we can open new positions
if(g_currentOpenTrades < MAX_OPEN_TRADES)
{
CheckSignals(tickCount);
}
else
{
if(tickCount % 100 == 0)
Print("Maximum number of open trades reached (", g_currentOpenTrades, "/", MAX_OPEN_TRADES, ")");
}
// Update trading statistics and check trading modes once per 15 minutes
static datetime lastUpdateTime = 0;
datetime currentTime = TimeCurrent();
if(currentTime - lastUpdateTime >= 900) // Only update once every 15 minutes
{
// Create a string with all the information
string info = "=== 15-Minute Update ===\n";
info += "Time: " + TimeToString(currentTime) + "\n";
info += "Open Positions: " + IntegerToString(PositionsTotal()) + "\n";
info += "Trading Mode: " + EnumToString(g_tradingMode) + "\n\n";
info += "=== Trading Stats ===\n";
info += "Paper Trades: " + IntegerToString(g_paperStats.totalTrades) + "\n";
info += "Winners: " + IntegerToString(g_paperStats.winningTrades) + "\n";
info += "Win Rate: " + DoubleToString(g_paperStats.winRate, 2) + "%\n\n";
info += "Live Trades: " + IntegerToString(g_liveStats.totalTrades) + "\n";
info += "Winners: " + IntegerToString(g_liveStats.winningTrades) + "\n";
info += "Win Rate: " + DoubleToString(g_liveStats.winRate, 2) + "%";
// Display on chart
Comment(info);
// Also print to log
Print("=== 15-Minute Update ===");
Print("Current time: ", TimeToString(currentTime));
Print("Open positions: ", PositionsTotal());
Print("Current trading mode: ", EnumToString(g_tradingMode));
Print("Paper trades: ", g_paperStats.totalTrades, " (Winners: ", g_paperStats.winningTrades, ", Win rate: ", g_paperStats.winRate, "%)");
Print("Live trades: ", g_liveStats.totalTrades, " (Winners: ", g_liveStats.winningTrades, ", Win rate: ", g_liveStats.winRate, "%)");
UpdateTradingStats();
CheckTradingMode();
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 // Update last log update time for status display
g_lastLogUpdate = currentTime;
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 lastUpdateTime = currentTime;
// Log current indicator values for debugging
double maFast[3], maSlow[3];
if(CopyBuffer(handle_iMA_4, 0, 0, 3, maFast) == 3 &&
CopyBuffer(handle_iMA_5, 0, 0, 3, maSlow) == 3)
{
string maInfo = "\n\n=== Current MA Values ===\n";
maInfo += "Fast MA: " + DoubleToString(maFast[0], 6) + ", " + DoubleToString(maFast[1], 6) + ", " + DoubleToString(maFast[2], 6) + "\n";
maInfo += "Slow MA: " + DoubleToString(maSlow[0], 6) + ", " + DoubleToString(maSlow[1], 6) + ", " + DoubleToString(maSlow[2], 6);
// Add MA info to chart
Comment(info + maInfo);
// Also print to log
Print("Current MA Values - Fast: ", maFast[0], ", ", maFast[1], ", ", maFast[2]);
Print("Current MA Values - Slow: ", maSlow[0], ", ", maSlow[1], ", ", maSlow[2]);
}
}
}
//+------------------------------------------------------------------+
//| Check for buy signal based on MA crossover |
//+------------------------------------------------------------------+
bool CheckBuySignal()
{
// Check if indicators are valid
if(handle_iMA_4 == INVALID_HANDLE || handle_iMA_5 == INVALID_HANDLE)
{
Print("Error: Indicator handles not valid in CheckBuySignal");
return false;
}
// Use dynamic arrays for indicator values
double maFast[];
double maSlow[];
// Set as series and resize arrays
ArraySetAsSeries(maFast, true);
ArraySetAsSeries(maSlow, true);
// Resize arrays to hold 3 values (current and 2 previous)
ArrayResize(maFast, 3);
ArrayResize(maSlow, 3);
// Copy more bars to ensure we have enough data
if(CopyBuffer(handle_iMA_4, 0, 0, 3, maFast) != 3 ||
CopyBuffer(handle_iMA_5, 0, 0, 3, maSlow) != 3)
{
Print("Error copying indicator buffers in CheckBuySignal");
return false;
}
// Check for valid values
if(maFast[0] == 0 || maFast[1] == 0 || maSlow[0] == 0 || maSlow[1] == 0)
{
Print("Warning: Indicator values not ready");
return false;
}
// Check for buy signal (fast MA crosses above slow MA)
bool signal = (maFast[1] <= maSlow[1] && maFast[0] > maSlow[0]);
if(signal)
{
Print("BUY Signal: Fast MA(", maFast[0], ") crossed above Slow MA(", maSlow[0], ")");
}
return signal;
}
//+------------------------------------------------------------------+
//| Check for sell signal based on MA crossover |
//+------------------------------------------------------------------+
bool CheckSellSignal()
{
// Check if indicators are valid
if(handle_iMA_4 == INVALID_HANDLE || handle_iMA_5 == INVALID_HANDLE)
{
Print("Error: Indicator handles not valid in CheckSellSignal");
return false;
}
// Use dynamic arrays for indicator values
double maFast[];
double maSlow[];
// Set as series and resize arrays
ArraySetAsSeries(maFast, true);
ArraySetAsSeries(maSlow, true);
// Resize arrays to hold 3 values (current and 2 previous)
ArrayResize(maFast, 3);
ArrayResize(maSlow, 3);
// Copy more bars to ensure we have enough data
if(CopyBuffer(handle_iMA_4, 0, 0, 3, maFast) != 3 ||
CopyBuffer(handle_iMA_5, 0, 0, 3, maSlow) != 3)
{
Print("Error copying indicator buffers in CheckSellSignal");
return false;
}
// Check for valid values
if(maFast[0] == 0 || maFast[1] == 0 || maSlow[0] == 0 || maSlow[1] == 0)
{
Print("Warning: Indicator values not ready");
return false;
}
// Check for sell signal (fast MA crosses below slow MA)
bool signal = (maFast[1] >= maSlow[1] && maFast[0] < maSlow[0]);
if(signal)
{
Print("SELL Signal: Fast MA(", maFast[0], ") crossed below Slow MA(", maSlow[0], ")");
}
return signal;
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void CheckTradingMode()
{
// Check if we should switch to live mode
if(g_tradingMode == MODE_PAPER &&
g_paperStats.totalTrades >= MIN_PAPER_TRADES &&
g_paperStats.winRate >= MinWinRateForLive)
{
g_tradingMode = MODE_HYBRID;
Print("Switching to HYBRID trading mode. Paper performance: ", g_paperStats.winRate, "% win rate");
}
// Check if we should switch back to paper mode
if((g_tradingMode == MODE_HYBRID || g_tradingMode == MODE_LIVE) &&
(g_paperStats.winRate < (MinWinRateForLive * 0.8) || g_paperStats.profitFactor < 1.2))
{
g_tradingMode = MODE_PAPER;
Print("Switching back to PAPER trading mode due to performance drop");
}
// Check if we should switch to full live mode
if(g_tradingMode == MODE_HYBRID &&
g_paperStats.totalTrades >= MIN_PAPER_TRADES * 2 &&
g_paperStats.winRate >= MinLiveWinRate)
{
g_tradingMode = MODE_LIVE;
Print("Switching to FULL LIVE trading mode. Performance: ", g_paperStats.winRate, "% win rate");
}
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void LearnFromTrades()
{
// Simple learning logic - can be enhanced with more sophisticated algorithms
if(g_paperStats.winRate > 70.0)
{
// If winning, be more aggressive
g_learningParams.riskPerTrade = MathMin(2.0, g_learningParams.riskPerTrade * 1.1);
g_learningParams.takeProfitPips = MathMin(100.0, g_learningParams.takeProfitPips * 1.05);
g_learningParams.stopLossPips = MathMax(10.0, g_learningParams.stopLossPips * 0.95);
}
else
{
// If losing, be more conservative
g_learningParams.riskPerTrade = MathMax(0.1, g_learningParams.riskPerTrade * 0.9);
g_learningParams.takeProfitPips = MathMax(20.0, g_learningParams.takeProfitPips * 0.95);
g_learningParams.stopLossPips = MathMin(50.0, g_learningParams.stopLossPips * 1.05);
}
// Adjust MA periods based on volatility
SMarketCondition condition = GetMarketCondition();
if(condition.volatility > 70)
{
// In high volatility, use slower MAs
g_learningParams.maFastPeriod = MathMin(14, g_learningParams.maFastPeriod + 1);
g_learningParams.maSlowPeriod = MathMin(28, g_learningParams.maSlowPeriod + 1);
}
else
if(condition.volatility < 30)
{
// In low volatility, use faster MAs
g_learningParams.maFastPeriod = MathMax(5, g_learningParams.maFastPeriod - 1);
g_learningParams.maSlowPeriod = MathMax(10, g_learningParams.maSlowPeriod - 1);
}
// Ensure fast MA is always faster than slow MA
if(g_learningParams.maFastPeriod >= g_learningParams.maSlowPeriod)
{
g_learningParams.maSlowPeriod = g_learningParams.maFastPeriod + 5;
}
Print("Learning complete. New parameters: ",
"Risk: ", g_learningParams.riskPerTrade,
", TP: ", g_learningParams.takeProfitPips,
", SL: ", g_learningParams.stopLossPips,
", MA Fast: ", g_learningParams.maFastPeriod,
", MA Slow: ", g_learningParams.maSlowPeriod);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void SaveTradingState()
{
// Implementation to save trading state to a file
// This is a placeholder - implement actual file I/O as needed
Print("Trading state saved");
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void LoadTradingState()
{
// Implementation to load trading state from a file
// This is a placeholder - implement actual file I/O as needed
Print("Trading state loaded");
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| Calculate position size based on risk percentage |
//+------------------------------------------------------------------+
double CalculatePositionSize(double stopLossPips, double riskPercent = 1.0)
{
// Get symbol and account information
double tickSize = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);
double tickValue = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);
double lotStep = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP);
double minLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
double maxLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);
double balance = AccountInfoDouble(ACCOUNT_BALANCE);
// Log input parameters
Print("Calculating position size:");
Print(" Stop Loss: ", stopLossPips, " pips");
Print(" Risk %: ", riskPercent);
Print(" Account Balance: $", balance);
Print(" Symbol Info - Tick Size: ", tickSize, ", Tick Value: $", tickValue, ", Lot Step: ", lotStep);
// Validate inputs
if(stopLossPips <= 0)
{
Print("Error: Invalid stop loss pips: ", stopLossPips);
return 0.0;
}
if(tickSize <= 0 || tickValue <= 0 || lotStep <= 0)
{
Print("Error: Invalid symbol parameters - TickSize: ", tickSize, ", TickValue: ", tickValue, ", LotStep: ", lotStep);
return 0.0;
}
// Calculate risk amount in account currency
double riskAmount = balance * (riskPercent / 100.0);
Print(" Risk Amount: $", riskAmount);
// Calculate value per pip
double pipValue = tickValue / (tickSize / _Point);
Print(" Pip Value: $", pipValue);
// Calculate money at risk per lot
double moneyRiskPerLot = stopLossPips * pipValue;
Print(" Money Risk per Lot: $", moneyRiskPerLot);
if(moneyRiskPerLot <= 0)
{
Print("Error: Invalid money risk per lot calculation: ", moneyRiskPerLot);
return 0.0;
}
// Calculate position size in lots
double lots = riskAmount / moneyRiskPerLot;
Print(" Raw Lots: ", lots);
// Round to nearest lot step
lots = MathFloor(lots / lotStep) * lotStep;
Print(" Rounded Lots: ", lots);
// Ensure position size is within allowed range
lots = MathMax(minLot, MathMin(lots, maxLot));
Print(" Final Lots (after min/max check): ", lots);
if(lots < minLot)
{
Print("Error: Calculated lot size (", lots, ") is below minimum allowed (", minLot, ")");
return 0.0;
}
if(lots > maxLot)
{
Print("Warning: Calculated lot size (", lots, ") exceeds maximum allowed (", maxLot, "). Using maximum.");
lots = maxLot;
}
Print(" Final Position Size: ", lots, " lots");
return lots;
}
//+------------------------------------------------------------------+
//| Check if a position should be closed |
//+------------------------------------------------------------------+
bool ShouldClosePosition(ulong ticket)
{
if(!PositionSelectByTicket(ticket))
{
Print("Failed to select position ", ticket);
return false;
}
// Get position details
double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
double currentPrice = PositionGetDouble(POSITION_PRICE_CURRENT);
double profit = PositionGetDouble(POSITION_PROFIT);
double stopLoss = PositionGetDouble(POSITION_SL);
double takeProfit = PositionGetDouble(POSITION_TP);
ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
// Check if stop loss or take profit was hit
if((posType == POSITION_TYPE_BUY && (currentPrice <= stopLoss || currentPrice >= takeProfit)) ||
(posType == POSITION_TYPE_SELL && (currentPrice >= stopLoss || currentPrice <= takeProfit)))
{
return true;
}
// Check for reversal signals
bool isBuy = (posType == POSITION_TYPE_BUY);
bool reversalSignal = isBuy ? CheckSellSignal() : CheckBuySignal();
// Consider taking profits if we have a reversal signal
if(reversalSignal && profit > 0)
{
return true;
}
// Check for extreme market conditions
SMarketCondition condition = GetMarketCondition();
if(condition.volatility > 80)
{
// Close position if volatility is too high and we have a decent profit
if(profit > 0)
{
return true;
}
}
return false;
}
//+------------------------------------------------------------------+
//| Update trading statistics |
//+------------------------------------------------------------------+
void UpdateTradingStats()
{
// Update live trading statistics
g_liveStats.Init();
// Get all closed positions from history
HistorySelect(0, TimeCurrent());
int totalDeals = HistoryDealsTotal();
for(int i = 0; i < totalDeals; i++)
{
ulong ticket = HistoryDealGetTicket(i);
if(ticket > 0)
{
// Process deal information
STradeRecord trade = {};
trade.Init();
trade.ticket = ticket;
trade.symbol = HistoryDealGetString(ticket, DEAL_SYMBOL);
trade.type = (ENUM_ORDER_TYPE)HistoryDealGetInteger(ticket, DEAL_TYPE);
trade.volume = HistoryDealGetDouble(ticket, DEAL_VOLUME);
trade.openPrice = HistoryDealGetDouble(ticket, DEAL_PRICE);
trade.profit = HistoryDealGetDouble(ticket, DEAL_PROFIT);
trade.commission = HistoryDealGetDouble(ticket, DEAL_COMMISSION);
trade.swap = HistoryDealGetDouble(ticket, DEAL_SWAP);
trade.openTime = (datetime)HistoryDealGetInteger(ticket, DEAL_TIME);
trade.isLive = true;
// Update statistics (isWin is calculated in STradingStats.Update)
g_liveStats.Update(trade);
}
}
// Log current status
Print("=== Trading Status ===");
Print("Mode: ", EnumToString(g_tradingMode));
Print("Paper Trades: ", g_paperStats.totalTrades, ", Win Rate: ", g_paperStats.winRate, "%");
Print("Live Trades: ", g_liveStats.totalTrades, ", Win Rate: ", g_liveStats.winRate, "%");
Print("Current Open Trades: ", g_currentOpenTrades, " (Max: ", MAX_OPEN_TRADES, ")");
Print("Current Balance: ", AccountInfoDouble(ACCOUNT_BALANCE));
Print("Current Equity: ", AccountInfoDouble(ACCOUNT_EQUITY));
Print("Free Margin: ", AccountInfoDouble(ACCOUNT_MARGIN_FREE));
Print("Max Drawdown: ", g_liveStats.maxDrawdown, "%");
Print("====================");
}
//+------------------------------------------------------------------+
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