EA_SMC_Mql5_review/Experts/EA SMC.mq5

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                                     EA SMC.mq5   |
//|               v23.2 - OPTIMIZED: OnTick/OnNewBar Split           |
//+------------------------------------------------------------------+
#property copyright "Your Name"
#property link      "https://github.com"
#property version   "23.2"
#property description "SMC Expert Advisor - Optimizado para rendimiento"

// --- Standard & Custom Library Includes ---
#include <Trade/Trade.mqh>
#include "..\\Include\\Main.mqh"

input group "--- Estrategia Principal de Salida ---";
input ENUM_EXIT_MODE  InpExitMode            = EXIT_MODE_TRAILING_STOP;
input double          InpRiskToRewardRatio   = 0.8;
input int             InpFixedTPPoints       = 1400;

input group "--- Configuraci<00>n de Trading y Riesgo ---";
input long     InpMagicNumber             = 0;
input string   InpEaComment               = "EA_SMC_v23.2";
input int      InpMaxOpenTrades           = 2;
input int      InpStopLossBufferPoints    = 50;
input ulong    InpSlippagePoints          = 10;
input int      InpMinStopLossPoints    = 100;   // +++ CHANGED: Valor m<EFBFBD>s razonable
input int      InpMaxStopLossPoints       = 300;   // +++ CHANGED: Valor m<EFBFBD>s razonable

input group "--- Modo de Gesti<00>n Monetaria ---";
input ENUM_MONEY_MANAGEMENT_MODE InpMoneyManagementMode = MM_MODE_RISK_PERCENT;

input group "--- Configuraci<00>n para: Lote Fijo ---";
input double   InpFixedLotSize            = 0.01;

input group "--- Configuraci<00>n para: Riesgo por Porcentaje por Trade ---";
input double   InpRiskPercentPerTrade     = 1.0;    // +++ CHANGED: 1% es m<EFBFBD>s razonable que 4%

input group "--- Configuraci<00>n para: Escalado de Lotes por Balance ---";
input double   InpBaseLotForScaling       = 0.01;
input double   InpBalanceStepForScaling   = 1000.0;

input group "--- Activadores de Estrategia de Entrada ---";
input int  InpMaxTradesPerZone            = 1;
input bool InpUseContinuationRetest       = false;
input bool InpUseReversalRetest           = false;
input bool InpUseBreakoutEntry            = true;
input bool InpUseScaleInOnBreakout        = true;
input int  InpBreakout_RetestNumber       = 1;
input bool InpUseFakeoutEntry             = false;
input bool InpUseMajorSwingMomentumEntry  = false;
input bool InpUseSfpEntry                 = false;
input bool InpUseSweepToPoiEntry          = false;
input bool InpUseFreshFvgRetestEntry      = true;

input group "--- Activadores de Patrones de Confirmaci<00>n ---";
input bool InpUseStoForEntryConfirmation = true;
input bool InpUseSimpleReclaimPattern = true;
input bool InpUse2BarConfirmation = true;
input bool InpUse3BarConfirmation = true;

input group "--- Configuraci<00>n de Retest de FVG (Avanzado) ---";
input ENUM_RETEST_CONFIRMATION_MODE InpRetest_ConfirmationMode = CONF_MODE_DISP_AND_STRUCT;
input double InpRetest_MinAtrMoveAway = 1.0;

input group "--- Configuraci<00>n de An<00>lisis de Estructura ---";
input int               InpSwingLength          = 14;
input double            InpAtrNoiseFilter       = 0.25;
input int               InpMaxBarsForBOS        = 15;
input ENUM_BOS_TYPE   InpBosConfirmationType   = BOS_BY_CLOSE;
input int             InpPdArrayLookbackSwings = 15;
input double          InpMinFvgAtrMult         = 0.3;
input ENUM_ZONE_QUALITY_LEVEL InpMinZoneQuality = ZQ_STANDARD;

input group "--- Gesti<00>n Avanzada de Trades ---";
input bool              InpUsePartialTP         = false;
input double            InpPartialTP_RR         = 0.8;
input double            InpPartialClosePercent  = 50.0;
input double            InpPsarStep             = 0.02;
input double            InpPsarMax              = 0.2;

input group "--- Configuraci<00>n de Trailing Stop Din<00>mico ---";
input double InpTrail_Tier1_RR      = 1.0;
input int    InpTrail_Tier1_Points  = 50;    // +++ CHANGED: Valores m<EFBFBD>s razonables
input double InpTrail_Tier2_RR      = 2.0;
input int    InpTrail_Tier2_Points  = 30;
input double InpTrail_Tier3_RR      = 3.0;
input int    InpTrail_Tier3_Points  = 10;

input group "--- Filtros de Indicadores (Avanzado) ---";
input bool   InpFilterSwingsBySweep = true;
input bool   InpFilterSwingsByFVG = true;
input bool   InpUseVolumeFilter = false;
input bool   InpUseRsiFilter    = true;
input int    InpRsiPeriod       = 14;
input int    InpRsiOverbought   = 70;
input int    InpRsiOversold     = 30;
input bool   InpUseStochasticFilter = true;
input int    InpSto_K_Period    = 14;
input int    InpSto_D_Period    = 3;
input int    InpSto_Slowing     = 3;
input int    InpSto_Overbought  = 80;
input int    InpSto_Oversold    = 20;

input group "--- Configuraci<00>n de Filtro de Tiempo ---";
input bool              InpUseTimeFilter        = false;
input int               InpSession1_StartHour   = 14;
input int               InpSession1_EndHour     = 22;
input bool              InpUseFridayExit        = false;
input int               InpFridayExit_Hour      = 22;
input int               InpFridayExit_Minute    = 0;

// --- Punteros Globales a Todos los M<EFBFBD>dulos ---
CZoneManager* g_zoneManager_ptr   = NULL;
CChartDrawer* g_drawer_ptr        = NULL;
CRiskManager* g_riskManager_ptr   = NULL;
CSetupScanner* g_setupScanner_ptr  = NULL;
CStructureAnalyzer* g_analyzer_ptr = NULL;
CEntryExecutor* g_entryExecutor_ptr = NULL;
CTimeFilter* g_timeFilter_ptr    = NULL;
CTradeManager* g_tradeManager_ptr  = NULL;

// --- Handles Globales de Indicadores ---
int g_atr_handle = INVALID_HANDLE;
int g_rsi_handle = INVALID_HANDLE;
int g_volume_handle = INVALID_HANDLE;
int g_sto_handle = INVALID_HANDLE;

// --- Variables Globales de Timer ---
static bool is_initial_scan_done = false;
static datetime last_sl_tp_check_time = 0;
static datetime last_processed_bar_time = 0;
const int SL_TP_CHECK_INTERVAL = 10;

// +++ NEW: Global context to avoid recreating on every tick +++
CDataContext* g_context_ptr = NULL;

//+------------------------------------------------------------------+
int OnInit()
{
    Print("EA v23.2 (OPTIMIZED) Initializing...");
    MathSrand(GetTickCount());

    // --- Crear instancias de m<EFBFBD>dulos ---
    g_zoneManager_ptr   = new CZoneManager();
    g_drawer_ptr        = new CChartDrawer(ChartID(), InpMagicNumber);
    g_riskManager_ptr   = new CRiskManager(InpMoneyManagementMode, InpFixedLotSize, InpRiskPercentPerTrade, InpBaseLotForScaling, InpBalanceStepForScaling);
    g_setupScanner_ptr  = new CSetupScanner(g_zoneManager_ptr, InpSwingLength, InpMagicNumber, InpMinFvgAtrMult,
                                            InpUseStochasticFilter, InpSto_Overbought, InpSto_Oversold);
    g_analyzer_ptr = new CStructureAnalyzer(g_zoneManager_ptr, InpAtrNoiseFilter, InpMaxBarsForBOS,
                                            InpBosConfirmationType, InpPdArrayLookbackSwings,
                                            InpUseRsiFilter, InpRsiPeriod,InpRsiOverbought, InpRsiOversold, InpFilterSwingsByFVG, InpFilterSwingsBySweep,InpRetest_MinAtrMoveAway,InpMinZoneQuality);
    g_entryExecutor_ptr = new CEntryExecutor(g_zoneManager_ptr, g_analyzer_ptr, InpMaxTradesPerZone,
          InpUseContinuationRetest, InpUseReversalRetest,InpUseBreakoutEntry, InpUseFakeoutEntry,
          InpUseMajorSwingMomentumEntry, InpUseSfpEntry, InpUseSweepToPoiEntry,
          InpUseScaleInOnBreakout, InpBreakout_RetestNumber, InpUseFreshFvgRetestEntry,
          InpUseSimpleReclaimPattern, InpUse2BarConfirmation, InpUse3BarConfirmation,
          InpUseStoForEntryConfirmation, InpSto_Overbought, InpSto_Oversold,
          InpRetest_ConfirmationMode, InpRetest_MinAtrMoveAway);
    g_timeFilter_ptr    = new CTimeFilter(InpUseTimeFilter, InpSession1_StartHour, InpSession1_EndHour, 0, 0, 0, 0, false, 0, 0, 0, 0, InpUseFridayExit, InpFridayExit_Hour, InpFridayExit_Minute, ChartID(), InpMagicNumber);
    g_tradeManager_ptr  = new CTradeManager(g_riskManager_ptr, InpMagicNumber, InpEaComment, InpSlippagePoints,
                                            InpStopLossBufferPoints, InpMinStopLossPoints, InpMaxStopLossPoints,
                                            InpExitMode, InpRiskToRewardRatio, InpFixedTPPoints,
                                            InpTrail_Tier1_RR, InpTrail_Tier1_Points, InpTrail_Tier2_RR, InpTrail_Tier2_Points, InpTrail_Tier3_RR, InpTrail_Tier3_Points, InpPsarStep, InpPsarMax,
                                            InpUsePartialTP, InpPartialTP_RR, InpPartialClosePercent);

    // --- Validaci<EFBFBD>n de punteros ---
    if(CheckPointer(g_zoneManager_ptr)==POINTER_INVALID || CheckPointer(g_drawer_ptr)==POINTER_INVALID || CheckPointer(g_riskManager_ptr)==POINTER_INVALID ||
       CheckPointer(g_setupScanner_ptr)==POINTER_INVALID || CheckPointer(g_analyzer_ptr)==POINTER_INVALID || CheckPointer(g_entryExecutor_ptr)==POINTER_INVALID ||
       CheckPointer(g_timeFilter_ptr)==POINTER_INVALID || CheckPointer(g_tradeManager_ptr)==POINTER_INVALID)
    {
        Print("FATAL: Un m<00>dulo central fall<00> al inicializar.");
        return(INIT_FAILED);
    }

    // --- Crear Handles de Indicadores ---
    g_atr_handle = iATR(_Symbol, PERIOD_CURRENT, 14);
    if(g_atr_handle == INVALID_HANDLE) { Print("<00>Fall<00> la creaci<00>n del Handle ATR!"); return(INIT_FAILED); }

    if(InpUseRsiFilter) {
        g_rsi_handle = iRSI(_Symbol, PERIOD_CURRENT, InpRsiPeriod, PRICE_CLOSE);
        if(g_rsi_handle == INVALID_HANDLE) { Print("<00>Fall<00> la creaci<00>n del Handle RSI!"); return(INIT_FAILED); }
    }
    if(InpUseVolumeFilter) {
        g_volume_handle = iVolume(_Symbol, PERIOD_CURRENT, VOLUME_TICK);
        if(g_volume_handle == INVALID_HANDLE) { Print("<00>Fall<00> la creaci<00>n del Handle de Volumen!"); return(INIT_FAILED); }
    }
    if(InpUseStochasticFilter) {
        g_sto_handle = iStochastic(_Symbol, PERIOD_CURRENT, InpSto_K_Period, InpSto_D_Period, InpSto_Slowing, MODE_SMA, STO_LOWHIGH);
        if(g_sto_handle == INVALID_HANDLE) { Print("<00>Fall<00> la creaci<00>n del Handle Estoc<00>stico!"); return(INIT_FAILED); }
    }

    // +++ NEW: Crear contexto global +++
    g_context_ptr = new CDataContext(500);

    Print("--- Inicializaci<00>n Completa. Esperando el primer tick para realizar an<00>lisis hist<00>rico... ---");
    return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
    if(CheckPointer(g_tradeManager_ptr)) delete g_tradeManager_ptr;
    if(CheckPointer(g_timeFilter_ptr)) delete g_timeFilter_ptr;
    if(CheckPointer(g_entryExecutor_ptr)) delete g_entryExecutor_ptr;
    if(CheckPointer(g_analyzer_ptr)) delete g_analyzer_ptr;
    if(CheckPointer(g_setupScanner_ptr)) delete g_setupScanner_ptr;
    if(CheckPointer(g_riskManager_ptr)) delete g_riskManager_ptr;
    if(CheckPointer(g_drawer_ptr)) delete g_drawer_ptr;
    if(CheckPointer(g_zoneManager_ptr)) delete g_zoneManager_ptr;
    if(CheckPointer(g_context_ptr)) delete g_context_ptr; // +++ NEW

    if(g_atr_handle != INVALID_HANDLE) IndicatorRelease(g_atr_handle);
    if(g_rsi_handle != INVALID_HANDLE) IndicatorRelease(g_rsi_handle);
    if(g_volume_handle != INVALID_HANDLE) IndicatorRelease(g_volume_handle);
    if(g_sto_handle != INVALID_HANDLE) IndicatorRelease(g_sto_handle);
    
    Comment("");
}

//+------------------------------------------------------------------+
//| OPTIMIZED: Tareas que se ejecutan en cada NUEVO BAR             |
//+------------------------------------------------------------------+
void OnNewBar(CDataContext &context, int new_bars_count)
{
    // --- 1. Escaneo y An<EFBFBD>lisis (PESADO - solo en nueva barra) ---
    if(CheckPointer(g_setupScanner_ptr))
        g_setupScanner_ptr.ScanIncremental(context, new_bars_count);
    
    if(CheckPointer(g_analyzer_ptr))
        g_analyzer_ptr.Analyze(context);

    // --- 2. Salidas Estructurales (si est<EFBFBD> habilitado) ---
    if(CheckPointer(g_tradeManager_ptr) && InpExitMode == EXIT_MODE_STRUCTURAL) {
        g_tradeManager_ptr.ManageStructuralExits(g_zoneManager_ptr.GetAllSwings());
    }

    // --- 3. B<EFBFBD>squeda de Se<EFBFBD>ales de Entrada ---
    if(CheckPointer(g_entryExecutor_ptr) && (int)PositionsTotal() < InpMaxOpenTrades) {
        CSignalZone* trade_signal = g_entryExecutor_ptr.FindTradeSignal(context, InpMagicNumber);
        if(trade_signal != NULL) {
            if(g_tradeManager_ptr.OpenTradeFromSignal(trade_signal)) {
                if(trade_signal.trigger_level_time > 0)
                    g_zoneManager_ptr.IncrementTradeCountForLevel(trade_signal.trigger_level_time);
            }
            if(trade_signal.zone_id == 0)
                delete trade_signal;
        }
    }

    // --- 4. Dibujo (PESADO - solo en nueva barra) ---
    if(CheckPointer(g_drawer_ptr) && CheckPointer(g_zoneManager_ptr)) {
        CArrayObj* all_zones = g_zoneManager_ptr.GetZoneList();
        CArrayObj* all_swings = g_zoneManager_ptr.GetAllSwings();
        g_drawer_ptr.SynchronizeDrawings(all_zones, all_swings);

        if(all_zones != NULL) {
            for(int i = 0; i < all_zones.Total(); i++)
                g_drawer_ptr.DrawZone(all_zones.At(i), context);
        }
        if(all_swings != NULL) {
            for(int i = 0; i < all_swings.Total(); i++)
                g_drawer_ptr.DrawSwing(all_swings.At(i), all_swings, context);
        }
    }
    
    ChartRedraw();
}

//+------------------------------------------------------------------+
//| Expert tick function - OPTIMIZADO                                |
//+------------------------------------------------------------------+
void OnTick()
{
    // ==================================================================
    // FASE 1: An<EFBFBD>lisis hist<EFBFBD>rico inicial (solo una vez)
    // ==================================================================
    if(!is_initial_scan_done) {
        int history_bars = 500;
        if(Bars(_Symbol, PERIOD_CURRENT) < history_bars + 200) return;

        // --- Preparaci<EFBFBD>n de Indicadores ---
        bool all_indicators_ready = false;
        Print("--- Preparando Datos de Indicadores... ---");
        for(int i = 0; i < 300; i++) {
            int atr_calc = BarsCalculated(g_atr_handle);
            int rsi_calc = !InpUseRsiFilter ? history_bars : BarsCalculated(g_rsi_handle);
            int vol_calc = !InpUseVolumeFilter ? history_bars : BarsCalculated(g_volume_handle);
            int sto_calc = !InpUseStochasticFilter ? history_bars : BarsCalculated(g_sto_handle);

            if(atr_calc >= history_bars && rsi_calc >= history_bars && vol_calc >= history_bars && sto_calc >= history_bars) {
                all_indicators_ready = true;
                Print("--- Todos los datos de indicadores est<00>n listos. ---");
                break;
            }
            Sleep(100);
        }

        if(!all_indicators_ready) {
            Print("FATAL: Fall<00> la preparaci<00>n de datos en 30 segundos.");
            ExpertRemove();
            return;
        }

        // --- An<EFBFBD>lisis Inicial ---
        Print("--- Realizando An<00>lisis Hist<00>rico Inicial... ---");
        if(CopyRates(_Symbol, PERIOD_CURRENT, 0, history_bars, g_context_ptr.rates) < history_bars) return;
        if(CopyBuffer(g_atr_handle, 0, 0, history_bars, g_context_ptr.atr_buffer) < history_bars) return;
        if(InpUseRsiFilter && CopyBuffer(g_rsi_handle, 0, 0, history_bars, g_context_ptr.rsi_buffer) < history_bars) return;
        if(InpUseVolumeFilter && CopyBuffer(g_volume_handle, 0, 0, history_bars, g_context_ptr.volume_buffer) < history_bars) return;
        if(InpUseStochasticFilter) {
            if(CopyBuffer(g_sto_handle, 0, 0, history_bars, g_context_ptr.sto_main_buffer) < history_bars ||
               CopyBuffer(g_sto_handle, 1, 0, history_bars, g_context_ptr.sto_signal_buffer) < history_bars) return;
        }

        g_setupScanner_ptr.ScanHistory(g_context_ptr);
        g_analyzer_ptr.Analyze(g_context_ptr);

        is_initial_scan_done = true;
        last_processed_bar_time = g_context_ptr.rates[0].time;
        Print("--- An<00>lisis Inicial Completo. El EA est<00> ahora en vivo. ---");
        ChartRedraw();
        return;
    }

    // ==================================================================
    // FASE 2: Operaci<EFBFBD>n normal - OPTIMIZADO
    // ==================================================================

    // --- Tarea 1: Trailing Stop (LIGERO - cada tick) ---
    if(CheckPointer(g_tradeManager_ptr)) {
        g_tradeManager_ptr.ManageActiveTrailing();
    }

    // --- Tarea 2: SL/TP Management (MEDIO - cada 10 segundos) ---
    if(TimeCurrent() - last_sl_tp_check_time >= SL_TP_CHECK_INTERVAL) {
        if(CheckPointer(g_tradeManager_ptr))
            g_tradeManager_ptr.ManageUnsetSLTP();
        last_sl_tp_check_time = TimeCurrent();
    }

    // --- Tarea 3: Detectar Nueva Barra ---
    datetime current_bar_time = (datetime)SeriesInfoInteger(_Symbol, PERIOD_CURRENT, SERIES_LASTBAR_DATE);
    if(current_bar_time == last_processed_bar_time) return; // No es nueva barra, salir

    int new_bars_count = (int)((current_bar_time - last_processed_bar_time) / PeriodSeconds(PERIOD_CURRENT));
    last_processed_bar_time = current_bar_time;
    if(new_bars_count <= 0) return;

    // --- Tarea 4: Actualizar Context (reutilizar memoria) ---
    if(CopyRates(_Symbol, PERIOD_CURRENT, 0, g_context_ptr.bars_to_load, g_context_ptr.rates) < g_context_ptr.bars_to_load) return;
    if(CopyBuffer(g_atr_handle, 0, 0, g_context_ptr.bars_to_load, g_context_ptr.atr_buffer) < g_context_ptr.bars_to_load) return;
    if(InpUseRsiFilter && CopyBuffer(g_rsi_handle, 0, 0, g_context_ptr.bars_to_load, g_context_ptr.rsi_buffer) < g_context_ptr.bars_to_load) return;
    if(InpUseVolumeFilter && CopyBuffer(g_volume_handle, 0, 0, g_context_ptr.bars_to_load, g_context_ptr.volume_buffer) < g_context_ptr.bars_to_load) return;
    if(InpUseStochasticFilter && g_sto_handle != INVALID_HANDLE) {
        if(CopyBuffer(g_sto_handle, 0, 0, g_context_ptr.bars_to_load, g_context_ptr.sto_main_buffer) < g_context_ptr.bars_to_load ||
           CopyBuffer(g_sto_handle, 1, 0, g_context_ptr.bars_to_load, g_context_ptr.sto_signal_buffer) < g_context_ptr.bars_to_load) return;
    }

    // --- Tarea 5: Ejecutar todas las operaciones pesadas en OnNewBar ---
    OnNewBar(g_context_ptr, new_bars_count);
}
//+------------------------------------------------------------------+