301 行
13 KiB
MQL5
301 行
13 KiB
MQL5
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//+------------------------------------------------------------------+
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//| PME_Diagnostic_Script.mq5 |
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//| Diagnose Why Positions Are Closing Early |
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//+------------------------------------------------------------------+
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#property script_show_inputs
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#include "Modules_PME/DataTypes_PME.mqh"
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#include "Modules_PME/Utilities_PME.mqh"
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#include "Modules_PME/RiskManager_PME.mqh"
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#include "Modules_PME/TechnicalAnalysis_PME.mqh"
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#include "Modules_PME/PositionManager_PME.mqh"
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//+------------------------------------------------------------------+
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//| Input Parameters |
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//+------------------------------------------------------------------+
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input bool InpCheckCurrentPositions = true; // Check Current Positions
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input bool InpCheckExitConditions = true; // Check Exit Conditions
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input bool InpCheckRiskLimits = true; // Check Risk Limits
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input bool InpCheckTechnicalSignals = true; // Check Technical Signals
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input bool InpShowDetailedReport = true; // Show Detailed Report
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//+------------------------------------------------------------------+
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//| Script program start function |
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//+------------------------------------------------------------------+
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void OnStart()
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{
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Print("========================================");
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Print(" PME DIAGNOSTIC ANALYSIS");
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Print("========================================");
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Print("Analyzing why positions might be closing early...\n");
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// Initialize components
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CUtilities* utils = new CUtilities();
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CRiskManager* risk = new CRiskManager();
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CTechnicalAnalysis* tech = new CTechnicalAnalysis();
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CPositionManager* manager = new CPositionManager();
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// Initialize
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utils.Initialize(LOG_DEBUG, false);
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risk.Initialize(utils, 2.0, 6.0, 20.0);
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tech.Initialize(utils);
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manager.Initialize(utils, risk, tech, 0);
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// 1. CHECK CURRENT POSITIONS
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if(InpCheckCurrentPositions)
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{
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Print("\n--- CURRENT POSITIONS ---");
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int total = PositionsTotal();
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Print("Total positions: ", total);
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for(int i = 0; i < total; i++)
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{
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ulong ticket = PositionGetTicket(i);
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if(PositionSelectByTicket(ticket))
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{
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string symbol = PositionGetString(POSITION_SYMBOL);
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ENUM_ORDER_TYPE type = (ENUM_ORDER_TYPE)PositionGetInteger(POSITION_TYPE);
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double volume = PositionGetDouble(POSITION_VOLUME);
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double profit = PositionGetDouble(POSITION_PROFIT);
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double sl = PositionGetDouble(POSITION_SL);
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double tp = PositionGetDouble(POSITION_TP);
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datetime open_time = (datetime)PositionGetInteger(POSITION_TIME);
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// Calculate bars in trade
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int bars = Bars(symbol, PERIOD_CURRENT, open_time, TimeCurrent());
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Print("\nPosition #", ticket, ":");
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Print(" Symbol: ", symbol, " | Type: ", EnumToString(type));
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Print(" Volume: ", volume, " | Profit: ", DoubleToString(profit, 2));
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Print(" SL: ", sl > 0 ? DoubleToString(sl, 5) : "NONE");
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Print(" TP: ", tp > 0 ? DoubleToString(tp, 5) : "NONE");
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Print(" Bars in trade: ", bars);
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// Check for issues
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if(sl == 0) Print(" ⚠️ WARNING: No stop loss!");
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if(tp == 0) Print(" ⚠️ WARNING: No take profit!");
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if(bars < 5) Print(" ⚠️ WARNING: Very new position (< 5 bars)");
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}
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}
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}
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// 2. CHECK EXIT CONDITIONS
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if(InpCheckExitConditions)
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{
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Print("\n--- EXIT CONDITIONS ANALYSIS ---");
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for(int i = 0; i < PositionsTotal(); i++)
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{
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ulong ticket = PositionGetTicket(i);
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if(PositionSelectByTicket(ticket))
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{
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string symbol = PositionGetString(POSITION_SYMBOL);
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ENUM_ORDER_TYPE type = (ENUM_ORDER_TYPE)PositionGetInteger(POSITION_TYPE);
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double entry = PositionGetDouble(POSITION_PRICE_OPEN);
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double current = PositionGetDouble(POSITION_PRICE_CURRENT);
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double profit = PositionGetDouble(POSITION_PROFIT);
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Print("\nPosition #", ticket, " Exit Analysis:");
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// Calculate profit in points
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double point = SymbolInfoDouble(symbol, SYMBOL_POINT);
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double profit_points = 0;
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if(type == ORDER_TYPE_BUY)
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profit_points = (current - entry) / point;
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else
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profit_points = (entry - current) / point;
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Print(" Profit: ", DoubleToString(profit, 2), " | Points: ", DoubleToString(profit_points, 1));
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// Check various exit conditions
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// Breakeven check (default 20 points)
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if(profit_points >= 20 && profit_points < 30)
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Print(" 📊 Near breakeven trigger (20 pts)");
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// Trail start check (default 30 points)
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if(profit_points >= 30 && profit_points < 50)
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Print(" 📊 Near trail start trigger (30 pts)");
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// Partial close check (default 30 points)
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if(profit_points >= 30 && profit_points < 60)
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Print(" 📊 In partial close zone (30-60 pts)");
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// Check if losing position
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if(profit < 0)
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{
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double balance = AccountInfoDouble(ACCOUNT_BALANCE);
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double loss_percent = MathAbs(profit / balance * 100);
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Print(" 📉 Losing position: -", DoubleToString(loss_percent, 2), "%");
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if(loss_percent > 1.5)
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Print(" ⚠️ WARNING: Approaching max loss per trade limit!");
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}
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}
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}
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}
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// 3. CHECK RISK LIMITS
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if(InpCheckRiskLimits)
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{
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Print("\n--- RISK LIMITS ANALYSIS ---");
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double balance = AccountInfoDouble(ACCOUNT_BALANCE);
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double equity = AccountInfoDouble(ACCOUNT_EQUITY);
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double margin = AccountInfoDouble(ACCOUNT_MARGIN);
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double free_margin = AccountInfoDouble(ACCOUNT_MARGIN_FREE);
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Print("Balance: ", DoubleToString(balance, 2));
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Print("Equity: ", DoubleToString(equity, 2));
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Print("Margin: ", DoubleToString(margin, 2));
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Print("Free Margin: ", DoubleToString(free_margin, 2));
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// Check daily loss
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double daily_loss = risk.GetDailyLoss();
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Print("\nDaily Loss: ", DoubleToString(daily_loss, 2), "%");
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if(daily_loss > 4)
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Print(" ⚠️ WARNING: High daily loss (>4%)");
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if(daily_loss > 6)
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Print(" 🚨 CRITICAL: Approaching daily loss limit (6%)!");
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// Check drawdown
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double drawdown = risk.GetDrawdown();
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Print("Drawdown: ", DoubleToString(drawdown, 2), "%");
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if(drawdown > 10)
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Print(" ⚠️ WARNING: Significant drawdown (>10%)");
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if(drawdown > 20)
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Print(" 🚨 CRITICAL: Approaching max drawdown limit (20%)!");
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// Check total exposure
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double total_lots = 0;
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for(int i = 0; i < PositionsTotal(); i++)
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{
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if(PositionSelectByTicket(PositionGetTicket(i)))
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total_lots += PositionGetDouble(POSITION_VOLUME);
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}
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Print("\nTotal Exposure: ", DoubleToString(total_lots, 2), " lots");
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// Margin level
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if(margin > 0)
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{
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double margin_level = (equity / margin) * 100;
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Print("Margin Level: ", DoubleToString(margin_level, 2), "%");
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if(margin_level < 200)
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Print(" ⚠️ WARNING: Low margin level!");
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}
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}
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// 4. CHECK TECHNICAL SIGNALS
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if(InpCheckTechnicalSignals)
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{
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Print("\n--- TECHNICAL SIGNALS ANALYSIS ---");
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for(int i = 0; i < PositionsTotal(); i++)
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{
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ulong ticket = PositionGetTicket(i);
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if(PositionSelectByTicket(ticket))
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{
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string symbol = PositionGetString(POSITION_SYMBOL);
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ENUM_ORDER_TYPE type = (ENUM_ORDER_TYPE)PositionGetInteger(POSITION_TYPE);
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double entry = PositionGetDouble(POSITION_PRICE_OPEN);
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double current = PositionGetDouble(POSITION_PRICE_CURRENT);
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Print("\nPosition #", ticket, " (", symbol, "):");
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// Get indicators
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double rsi = tech.GetRSI(symbol);
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double ma20 = tech.GetMA(symbol);
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double atr = tech.GetATR(symbol);
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ENUM_MARKET_CONDITION market = tech.GetMarketCondition(symbol);
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Print(" RSI: ", DoubleToString(rsi, 1));
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Print(" MA20: ", DoubleToString(ma20, 5));
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Print(" ATR: ", DoubleToString(atr, 5));
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Print(" Market: ", MarketConditionToString(market));
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// Check exit conditions
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if(type == ORDER_TYPE_BUY)
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{
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if(rsi > 70)
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Print(" 📊 RSI Overbought (>70) - Potential exit signal");
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if(rsi > 80)
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Print(" 🚨 RSI Extreme Overbought (>80) - Strong exit signal");
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if(current < ma20)
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Print(" 📊 Price below MA20 - Weakness signal");
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// Check if would exit
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ENUM_EXIT_REASON exit = tech.CheckExitSignal(symbol, type, entry, current);
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if(exit != EXIT_NONE)
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Print(" 🚨 TECHNICAL EXIT TRIGGERED: ", ExitReasonToString(exit));
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}
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else // SELL
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{
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if(rsi < 30)
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Print(" 📊 RSI Oversold (<30) - Potential exit signal");
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if(rsi < 20)
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Print(" 🚨 RSI Extreme Oversold (<20) - Strong exit signal");
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if(current > ma20)
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Print(" 📊 Price above MA20 - Weakness signal");
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// Check if would exit
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ENUM_EXIT_REASON exit = tech.CheckExitSignal(symbol, type, entry, current);
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if(exit != EXIT_NONE)
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Print(" 🚨 TECHNICAL EXIT TRIGGERED: ", ExitReasonToString(exit));
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}
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}
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}
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}
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// 5. DETAILED REPORT
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if(InpShowDetailedReport)
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{
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Print("\n========================================");
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Print(" DIAGNOSTIC SUMMARY");
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Print("========================================");
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Print("\n🔍 COMMON CAUSES OF PREMATURE CLOSING:");
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Print("\n1. TECHNICAL EXITS:");
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Print(" - RSI > 70 (longs) or < 30 (shorts)");
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Print(" - Price crosses MA");
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Print(" Solution: Disable InpUseTechnicalExits");
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Print("\n2. TIME-BASED EXITS:");
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Print(" - Max bars in trade (default 100)");
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Print(" - Friday close");
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Print(" Solution: Disable InpTimeBasedExits");
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Print("\n3. RISK LIMITS:");
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Print(" - Max loss per trade (2%)");
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Print(" - Daily loss limit (6%)");
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Print(" - Max drawdown (20%)");
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Print(" Solution: Increase risk limits");
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Print("\n4. PROFIT PROTECTION:");
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Print(" - 50% retracement from peak");
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Print(" Solution: Increase protection threshold");
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Print("\n📋 RECOMMENDED ACTIONS:");
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Print("1. Set InpUseTechnicalExits = false");
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Print("2. Set InpTimeBasedExits = false");
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Print("3. Set InpFridayClose = false");
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Print("4. Increase breakeven trigger to 30+ points");
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Print("5. Increase trail start to 50+ points");
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Print("6. Review the optimized modules provided");
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Print("\n✅ Use the optimized settings in:");
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Print(" ERMT_PME_Optimized_Settings.mqh");
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}
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// Cleanup
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delete manager;
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delete tech;
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delete risk;
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delete utils;
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Print("\n========================================");
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Print(" DIAGNOSTIC COMPLETE");
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Print("========================================");
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}
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//+------------------------------------------------------------------+
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