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mql5/Indicators/QQE.mq5
darashikoh 0fb1bd1b0a Module Integration Summary for External Trade Management 
Overview
To fully integrate the enhanced external trade management system, updates are required to 5 out of 7 existing modules. The updates maintain backward compatibility while adding new functionality for external trade handling.
Module Update Requirements
🟢 No Updates Required (2 modules)

TechnicalAnalysis.mqh - Already provides necessary calculations
EntrySystem.mqh - Only handles EA's own entry signals

🟡 Minor Updates (2 modules)

DataTypes.mqh - Add external trade structures and fields
Utilities.mqh - Enhanced logging for external trades

🟠 Moderate Updates (3 modules)

RiskManager.mqh - Enhanced risk enforcement methods
TradeManager.mqh - Improved stop management for externals
Dashboard.mqh - Display external trade information

Integration Steps
Phase 1: Data Structures (DataTypes.mqh)

Add ENUM_EXTERNAL_STATUS enumeration
Extend ManagedTrade structure with external-specific fields
Add ExternalTradeStats structure for metrics
Update DashboardConfig with show_external flag

Key additions:

external_status - Track state of external trade
source_name - Identify where trade came from
stops_modified - Track if we modified the trade
original_sl/tp - Store original values for comparison

Phase 2: Risk Management (RiskManager.mqh)

Add EnforceRiskRulesEnhanced() method
Implement GetExternalExposure() for risk aggregation
Add UpdateExternalStats() for tracking
Enhance ValidateAndAdjustRiskExternal() method

Key features:

Separate risk calculation for external trades
Cache mechanism for performance
Statistical tracking of external positions
Smart risk adjustment without closing trades

Phase 3: Trade Management (TradeManager.mqh)

Add ApplyDefaultStopsEnhanced() with better logic
Implement OverrideExternalStops() with smart override
Create ManageExternalTrade() with different rules
Add ApplyBreakevenExternal() with wider triggers

Key features:

Smart stop override (only improve, never worsen)
Different management rules for external trades
Respect minimum broker distances
Track modification success/failure rates

Phase 4: User Interface (Dashboard.mqh)

Add CreateExternalSection() for display area
Implement UpdateExternalSection() for real-time updates
Add SetCustomText() for flexible display
Create ShowExternalTrades() toggle method

Key features:

Real-time external trade count and risk
Color-coded risk warnings
List of active external positions
Modification statistics display

Phase 5: Logging (Utilities.mqh)

Add LogExternalTrade() for detailed event logging
Create separate CSV log for external trades
Enhance GenerateReportEnhanced() with external section
Add IdentifyTradeSource() for magic number interpretation

Key features:

Separate CSV log for external trade events
Detailed tracking of all modifications
Source identification from magic numbers
Enhanced reporting with external statistics
2025-08-27 14:21:02 +01:00

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//+------------------------------------------------------------------+
//| QQE.mq5 |
//| Copyright © 2010-2022, https://t.me/ForexEaPremium |
//+------------------------------------------------------------------+
#property copyright "https://t.me/ForexEaPremium"
#property link "https://t.me/ForexEaPremium"
#property version "1.03"
#property description "QQE - Qualitative Quantitative Estimation."
#property description "Calculated as two indicators:"
#property description "1) MA on RSI"
#property description "2) Difference of MA on RSI and MA of MA of ATR of MA of RSI"
#property description "The signal for buy is when blue line crosses level 50 from below after crossing the yellow line from below."
#property description "The signal for sell is when blue line crosses level 50 from above after crossing the yellow line from above."
#property indicator_separate_window
#property indicator_buffers 6
#property indicator_plots 2
#property indicator_width1 2
#property indicator_color1 clrDodgerBlue
#property indicator_type1 DRAW_LINE
#property indicator_label1 "RSI MA"
#property indicator_color2 clrYellow
#property indicator_type2 DRAW_LINE
#property indicator_style2 STYLE_DOT
#property indicator_label2 "Smoothed"
#property indicator_level1 50
#property indicator_levelcolor clrAqua
#property indicator_levelstyle STYLE_DOT
// Inputs
input int SF = 5; // Smoothing Factor
input bool AlertOnCrossover = false;
input bool AlertOnLevel = false;
input int AlertLevel = 50;
input bool ArrowsOnCrossover = true;
input color CrossoverUpArrow = clrGreen;
input color CrossoverDnArrow = clrRed;
input bool ArrowsOnLevel = true;
input color LevelUpArrow = clrGreen;
input color LevelDnArrow = clrRed;
input bool NativeAlerts = true;
input bool EmailAlerts = false;
input bool NotificationAlerts = true;
input ENUM_TIMEFRAMES UpperTimeframe = PERIOD_CURRENT;
input string ObjectPrefix = "QQE-";
// Global variables:
int RSI_Period = 14;
int Wilders_Period;
int StartBar;
datetime LastAlertTimeCross, LastAlertTimeLevel;
// For MTF support:
int QQE_handle;
// Buffers:
double TrLevelSlow[];
double AtrRsi[];
double MaAtrRsi[];
double Rsi[];
double RsiMa[];
double MaMaAtrRsi[];
// Indicator handles
int myRSI;
void OnInit()
{
LastAlertTimeCross = 0;
LastAlertTimeLevel = 0;
Wilders_Period = RSI_Period * 2 - 1;
StartBar = MathMax(SF, Wilders_Period);
SetIndexBuffer(0, RsiMa, INDICATOR_DATA);
SetIndexBuffer(1, TrLevelSlow, INDICATOR_DATA);
SetIndexBuffer(2, AtrRsi, INDICATOR_CALCULATIONS);
SetIndexBuffer(3, MaAtrRsi, INDICATOR_CALCULATIONS);
SetIndexBuffer(4, Rsi, INDICATOR_CALCULATIONS);
SetIndexBuffer(5, MaMaAtrRsi, INDICATOR_CALCULATIONS);
ArraySetAsSeries(RsiMa, true);
ArraySetAsSeries(TrLevelSlow, true);
ArraySetAsSeries(AtrRsi, true);
ArraySetAsSeries(MaAtrRsi, true);
ArraySetAsSeries(Rsi, true);
ArraySetAsSeries(MaMaAtrRsi, true);
PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, 0);
PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, 0);
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, StartBar);
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, StartBar);
IndicatorSetInteger(INDICATOR_DIGITS, 2);
myRSI = iRSI(Symbol(), Period(), RSI_Period, PRICE_CLOSE);
if (PeriodSeconds(UpperTimeframe) > PeriodSeconds())
{
string IndicatorFileName = MQLInfoString(MQL_PROGRAM_NAME);
QQE_handle = iCustom(Symbol(), UpperTimeframe, IndicatorFileName, SF, false, false, AlertLevel, false, LevelUpArrow, LevelDnArrow, false, CrossoverUpArrow, CrossoverDnArrow, false, false, false, UpperTimeframe, ObjectPrefix);
}
else
{
QQE_handle = INVALID_HANDLE;
if (PeriodSeconds(UpperTimeframe) < PeriodSeconds())
{
Print("UpperTimeframe should be above the current timeframe.");
}
}
IndicatorSetString(INDICATOR_SHORTNAME, "QQE(" + IntegerToString(SF) + ")");
}
void OnDeinit(const int reason)
{
ObjectsDeleteAll(ChartID(), ObjectPrefix);
}
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &Time[],
const double &open[],
const double &High[],
const double &Low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
ArraySetAsSeries(Time, true);
ArraySetAsSeries(High, true);
ArraySetAsSeries(Low, true);
if (rates_total <= StartBar) return 0;
int counted = prev_calculated - 1;
if (counted < 1)
{
for (int i = rates_total - StartBar; i < rates_total; i++)
{
TrLevelSlow[i] = 0.0;
AtrRsi[i] = 0.0;
MaAtrRsi[i] = 0.0;
Rsi[i] = 0.0;
RsiMa[i] = 0.0;
MaMaAtrRsi[i] = 0.0;
}
}
bool rec_only_latest_upper_bar = false; // Recalculate only the latest upper timeframe bar.
if ((counted > 0) && (QQE_handle != INVALID_HANDLE))
{
counted = prev_calculated - PeriodSeconds(UpperTimeframe) / PeriodSeconds(); // Make the indicator redraw all current bars that constitute the upper timeframe bar.
rec_only_latest_upper_bar = true;
}
else
{
counted = rates_total - counted - 1;
if (counted > rates_total - StartBar - 1) counted = rates_total - StartBar - 1;
}
if (QQE_handle == INVALID_HANDLE)
{
if (CopyBuffer(myRSI, 0, 0, counted + 2, Rsi) != counted + 2) return 0;
// Fills "counted" cells of RsiMA with EMA of Rsi.
CalculateEMA(counted + 1, SF, Rsi, RsiMa);
for (int i = counted; i >= 0; i--)
{
AtrRsi[i] = MathAbs(RsiMa[i + 1] - RsiMa[i]);
}
}
else
{
for (int i = counted; i >= 0; i--)
{
double buf[1];
if (rec_only_latest_upper_bar)
if (Time[i] < iTime(Symbol(), UpperTimeframe, 0)) continue; // Skip bars older than the upper current bar.
int n = CopyBuffer(QQE_handle, 0, Time[i], 1, buf);
if (n == 1) RsiMa[i] = buf[0];
else return prev_calculated;
}
}
int i = counted + 1;
double tr = 0, rsi1 = 0;
if (QQE_handle == INVALID_HANDLE)
{
// Fills "counted" cells of MaAtrRsi with EMA of AtrRsi.
CalculateEMA(counted, Wilders_Period, AtrRsi, MaAtrRsi);
tr = TrLevelSlow[i];
rsi1 = RsiMa[i];
CalculateEMA(counted, Wilders_Period, MaAtrRsi, MaMaAtrRsi);
}
while (i > 0)
{
i--;
if (QQE_handle == INVALID_HANDLE)
{
double rsi0 = RsiMa[i];
double dar = MaMaAtrRsi[i] * 4.236;
double dv = tr;
if (rsi0 < tr)
{
tr = rsi0 + dar;
if ((rsi1 < dv) && (tr > dv)) tr = dv;
}
else if (rsi0 > tr)
{
tr = rsi0 - dar;
if ((rsi1 > dv) && (tr < dv)) tr = dv;
}
TrLevelSlow[i] = tr;
rsi1 = rsi0;
}
else
{
double buf[1];
if (rec_only_latest_upper_bar)
if (Time[i] < iTime(Symbol(), UpperTimeframe, 0)) continue; // Skip bars older than the upper current bar.
int n = CopyBuffer(QQE_handle, 1, Time[i], 1, buf);
if (n == 1) TrLevelSlow[i] = buf[0];
else return prev_calculated;
}
// Arrows:
if ((i > 0) || (QQE_handle != INVALID_HANDLE)) // In MTF mode, check as soon as possible.
{
// Prepare for multi-timeframe mode.
int cur_i = i;
int pre_i = i + 1;
// Actual MTF (to avoid non-existing signals):
if ((QQE_handle != INVALID_HANDLE) && (i < PeriodSeconds(UpperTimeframe) / PeriodSeconds())) // Can safely skip this step if processing old bars.
{
// Find the bar that corresponds to the upper timeframe's latest finished bar.
int customIndex = iBarShift(Symbol(), UpperTimeframe, Time[cur_i]);
cur_i++;
while ((cur_i < rates_total) && (iBarShift(Symbol(), UpperTimeframe, Time[cur_i]) == customIndex))
{
cur_i++;
}
if (cur_i == rates_total) return prev_calculated;
// Find the bar that corresponds to the upper timeframe's pre-latest finished bar.
customIndex = iBarShift(Symbol(), UpperTimeframe, Time[cur_i]);
pre_i = cur_i + 1;
while ((pre_i < rates_total) && (iBarShift(Symbol(), UpperTimeframe, Time[pre_i])) == customIndex)
{
pre_i++;
}
if (pre_i == rates_total) return prev_calculated;
cur_i = pre_i - 1; // Use oldest lower timeframe bar inside that upper timeframe bar.
}
if (ArrowsOnCrossover)
{
string name = ObjectPrefix + "CArrow" + TimeToString(Time[cur_i]);
if ((RsiMa[pre_i] < TrLevelSlow[pre_i]) && (RsiMa[cur_i] > TrLevelSlow[cur_i]))
{
ObjectCreate(ChartID(), name, OBJ_ARROW_THUMB_UP, 0, Time[cur_i], Low[cur_i] - 1 * _Point);
ObjectSetInteger(ChartID(), name, OBJPROP_COLOR, LevelUpArrow);
ObjectSetInteger(ChartID(), name, OBJPROP_ANCHOR, ANCHOR_TOP);
ObjectSetInteger(ChartID(), name, OBJPROP_WIDTH, 5);
}
else if ((RsiMa[pre_i] > TrLevelSlow[pre_i]) && (RsiMa[cur_i] < TrLevelSlow[cur_i]))
{
ObjectCreate(ChartID(), name, OBJ_ARROW_THUMB_DOWN, 0, Time[cur_i], High[cur_i] + 1 * _Point);
ObjectSetInteger(ChartID(), name, OBJPROP_COLOR, LevelDnArrow);
ObjectSetInteger(ChartID(), name, OBJPROP_ANCHOR, ANCHOR_BOTTOM);
ObjectSetInteger(ChartID(), name, OBJPROP_WIDTH, 5);
}
}
if (ArrowsOnLevel)
{
string name = ObjectPrefix + "LArrow" + TimeToString(Time[cur_i]);
if ((RsiMa[pre_i] < AlertLevel) && (RsiMa[cur_i] > AlertLevel))
{
ObjectCreate(ChartID(), name, OBJ_ARROW_UP, 0, Time[cur_i], Low[cur_i] - 1 * _Point);
ObjectSetInteger(ChartID(), name, OBJPROP_COLOR, LevelUpArrow);
ObjectSetInteger(ChartID(), name, OBJPROP_ANCHOR, ANCHOR_TOP);
ObjectSetInteger(ChartID(), name, OBJPROP_WIDTH, 5);
}
else if ((RsiMa[pre_i] > AlertLevel) && (RsiMa[cur_i] < AlertLevel))
{
ObjectCreate(ChartID(), name, OBJ_ARROW_DOWN, 0, Time[cur_i], High[cur_i] + 1 * _Point);
ObjectSetInteger(ChartID(), name, OBJPROP_COLOR, LevelDnArrow);
ObjectSetInteger(ChartID(), name, OBJPROP_ANCHOR, ANCHOR_BOTTOM);
ObjectSetInteger(ChartID(), name, OBJPROP_WIDTH, 5);
}
}
}
}
if ((!NativeAlerts) && (!EmailAlerts) && (!NotificationAlerts)) return rates_total;
if ((!AlertOnCrossover) && (!AlertOnLevel)) return rates_total;
// Prepare for multi-timeframe mode.
int pre_i = 2;
if (QQE_handle != INVALID_HANDLE)
{
// Find the bar that corresponds to the upper timeframe's latest finished bar.
int cnt = 1;
int customIndex = iBarShift(Symbol(), UpperTimeframe, Time[0]);
while ((cnt < rates_total) && (iBarShift(Symbol(), UpperTimeframe, Time[cnt]) == customIndex))
{
cnt++;
}
i = cnt;
// Find the bar that corresponds to the upper timeframe's pre-latest finished bar.
customIndex = iBarShift(Symbol(), UpperTimeframe, Time[cnt]);
cnt++;
while ((cnt < rates_total) && (iBarShift(Symbol(), UpperTimeframe, Time[cnt]) == customIndex))
{
cnt++;
}
pre_i = cnt;
}
else i = 1; // Non-MTF.
if (AlertOnLevel)
{
if ((LastAlertTimeLevel > 0) && (((RsiMa[pre_i] < AlertLevel) && (RsiMa[i] > AlertLevel)) || ((RsiMa[pre_i] > AlertLevel) && (RsiMa[i] < AlertLevel))) && (Time[i - 1] > LastAlertTimeLevel))
{
string TextNative = IntegerToString(AlertLevel) + " level Cross ";
if ((RsiMa[pre_i] > AlertLevel) && (RsiMa[i] < AlertLevel)) TextNative += "Down";
else TextNative += "Up";
string Text = "QQE " + Symbol() + ", TF: " + TimeframeToString((ENUM_TIMEFRAMES)Period()) + " " + TextNative;
DoAlerts(Text, TextNative);
LastAlertTimeLevel = Time[i - 1];
}
}
if (AlertOnCrossover)
{
if ((LastAlertTimeCross > 0) && (((RsiMa[pre_i] < TrLevelSlow[pre_i]) && (RsiMa[i] > TrLevelSlow[i])) || ((RsiMa[pre_i] > TrLevelSlow[pre_i]) && (RsiMa[i] < TrLevelSlow[i]))) && (Time[i - 1] > LastAlertTimeCross))
{
string TextNative = "RSI MA crossed Smoothed Line from ";
if ((RsiMa[pre_i] > TrLevelSlow[pre_i]) && (RsiMa[i] < TrLevelSlow[i])) TextNative += "above.";
else TextNative += "below.";
string Text = "QQE " + Symbol() + ", TF: " + TimeframeToString((ENUM_TIMEFRAMES)Period()) + " " + TextNative;
DoAlerts(Text, TextNative);
LastAlertTimeCross = Time[i - 1];
}
}
if (LastAlertTimeLevel == 0) LastAlertTimeLevel = Time[0];
if (LastAlertTimeCross == 0) LastAlertTimeCross = Time[0];
return rates_total;
}
void DoAlerts(string Text, string TextNative)
{
if (NativeAlerts) Alert(TextNative);
if (EmailAlerts) SendMail(Text, Text);
if (NotificationAlerts) SendNotification(Text);
}
string TimeframeToString(ENUM_TIMEFRAMES P)
{
return StringSubstr(EnumToString(P), 7);
}
//+------------------------------------------------------------------+
//| Exponential Moving Average |
//| Fills the buffer array with EMA values. |
//+------------------------------------------------------------------+
void CalculateEMA(int begin, int period, const double &price[], double &result[])
{
double SmoothFactor = 2.0 / (1.0 + period);
for (int i = begin; i >= 0; i--)
{
if (price[i] == EMPTY_VALUE) result[i] = 0;
else result[i] = price[i] * SmoothFactor + result[i + 1] * (1.0 - SmoothFactor);
}
}
//+------------------------------------------------------------------+
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