VizionAI-Trading-EA/TradeExecution.mqh

185 行
5.2 KiB
MQL5

2026-03-06 18:00:10 +00:00
#ifndef TRADE_EXECUTION_MQH
#define TRADE_EXECUTION_MQH
#include "AISignalConfirmation.mqh"
#include "NNDataLogger.mqh"
void UpdateLastTradeInfo(const string direction);
bool IsInCooldown()
{
datetime now = TimeCurrent();
return (now - Last_Trade_Time < Trade_Cooldown_Seconds);
}
int CountOpenTradesForSymbol()
{
int count = 0;
for(int i = PositionsTotal() - 1; i >= 0; --i)
{
ulong ticket = PositionGetTicket(i);
if(ticket == 0 || !PositionSelectByTicket(ticket))
continue;
if(PositionGetString(POSITION_SYMBOL) == _Symbol && PositionGetInteger(POSITION_MAGIC) == MagicNumber)
count++;
}
return count;
}
// ── Base gate: cooldown + position cap ──────────────────────────────────────
// News direction checks live in OpenBuy / OpenSell so each side can be gated
// independently (e.g., news is bullish → OpenBuy passes, OpenSell blocked).
bool CanOpenNewTrade()
{
if(IsInCooldown())
return false;
if(CountOpenTradesForSymbol() >= Max_Open_Trades)
return false;
return true;
}
int GetSLPoints(const bool continuation)
{
if(Symbol_Profile_Initialized)
{
if(continuation) return Symbol_SL_Points;
return MathMax(20, Symbol_SL_Points / 2);
}
return continuation ? Continuation_SL_Points : Counter_SL_Points;
}
int GetTPPoints(const bool continuation)
{
if(Symbol_Profile_Initialized)
{
if(continuation) return Symbol_TP_Points;
return MathMax(80, (int)((double)Symbol_TP_Points * 0.85));
}
return continuation ? Continuation_TP_Points : Counter_TP_Points;
}
double BuildLotMultiplier()
{
double mult = 1.0;
if(Active_Praise_Signals >= 4)
mult *= 2.0;
else if(Active_Praise_Signals == 3)
mult *= 1.5;
if(Active_Warnings >= 3)
mult *= 0.5;
if(Current_State == STATE_CONTINUATION)
mult *= War_Survivor_Lot_Multiplier;
if(Use_Signal_Coordinator)
mult *= Coordinator_Lot_Multiplier;
return mult;
}
bool OpenBuy(const string reason, double lot_multiplier = 1.0)
{
if(!CanOpenNewTrade())
return false;
// Hard news block (no clear directional bias)
if(News_Trade_Block_Active)
return false;
// News directional gate — only sell-only sessions block buys
if(News_Trade_Allowed_Direction == -1)
return false;
double ai_mult = 1.0;
if(!AIApproveTrade(true, reason, ai_mult))
return false;
bool continuation = (Current_Mode == MODE_TRENDING && Current_State == STATE_CONTINUATION);
double entry = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
int sl_pts = GetSLPoints(continuation);
int tp_pts = GetTPPoints(continuation);
double lots = NormalizeLots(BaseLotSize * lot_multiplier * BuildLotMultiplier() * ai_mult);
double sl = NormalizePrice(entry - (sl_pts * _Point));
double tp = NormalizePrice(entry + (tp_pts * _Point));
bool ok = Trade.Buy(lots, _Symbol, 0.0, sl, tp, reason);
if(ok)
{
Last_Trade_Time = TimeCurrent();
UpdateLastTradeInfo("bullish");
TodayTrades++;
BuyTrades++;
// Capture feature snapshot for NN training (labeled when trade closes via NN_LabelFromDeal)
if(NN_LogData)
{
ulong d = Trade.ResultDeal();
if(d > 0 && HistoryDealSelect(d))
{
ulong pos_id = (ulong)HistoryDealGetInteger(d, DEAL_POSITION_ID);
int cat = (Current_State == STATE_CONTINUATION) ? 0 : 1;
NN_CaptureEntry(pos_id, true, reason,
Coordinator_Cluster_Strength, Coordinator_Conflict_Score, cat);
}
}
}
return ok;
}
bool OpenSell(const string reason, double lot_multiplier = 1.0)
{
if(!CanOpenNewTrade())
return false;
// Hard news block (no clear directional bias)
if(News_Trade_Block_Active)
return false;
// News directional gate — only buy-only sessions block sells
if(News_Trade_Allowed_Direction == 1)
return false;
double ai_mult = 1.0;
if(!AIApproveTrade(false, reason, ai_mult))
return false;
bool continuation = (Current_Mode == MODE_TRENDING && Current_State == STATE_CONTINUATION);
double entry = SymbolInfoDouble(_Symbol, SYMBOL_BID);
int sl_pts = GetSLPoints(continuation);
int tp_pts = GetTPPoints(continuation);
double lots = NormalizeLots(BaseLotSize * lot_multiplier * BuildLotMultiplier() * ai_mult);
double sl = NormalizePrice(entry + (sl_pts * _Point));
double tp = NormalizePrice(entry - (tp_pts * _Point));
bool ok = Trade.Sell(lots, _Symbol, 0.0, sl, tp, reason);
if(ok)
{
Last_Trade_Time = TimeCurrent();
UpdateLastTradeInfo("bearish");
TodayTrades++;
SellTrades++;
// Capture feature snapshot for NN training (labeled when trade closes via NN_LabelFromDeal)
if(NN_LogData)
{
ulong d = Trade.ResultDeal();
if(d > 0 && HistoryDealSelect(d))
{
ulong pos_id = (ulong)HistoryDealGetInteger(d, DEAL_POSITION_ID);
int cat = (Current_State == STATE_CONTINUATION) ? 0 : 1;
NN_CaptureEntry(pos_id, false, reason,
Coordinator_Cluster_Strength, Coordinator_Conflict_Score, cat);
}
}
}
return ok;
}
#endif