darashikoh
428fd88c60
BREAKING CHANGES:
- M5 mode now enforces all v2.1 delayed BE/trailing parameters
- Graduated stop system replaces legacy disaster stop when enabled
- Max bars limit now triggers hard position close
Changes to PositionManager_PME_Complete.mqh:
1. Max Bars Hard Close Enforcement
- Added check for m_m5_config.max_bars at start of ApplyM5ContrarianManagement()
- Forces EXIT_TIME close when position age exceeds configured limit (300 bars)
- Prevents indefinite position holding in extended phases
2. Graduated Stop-Loss System
- Implements ATR-based phase-progressive stops:
* Phase 1 (0-60 bars): 3.5 ATR wide initial protection
* Phase 2 (60-180 bars): 2.5 ATR tightened stop
* Phase 3 (180+ bars): 2.0 ATR mature stop
- Replaces legacy disaster stop when m_config.use_graduated_stops enabled
- Falls back to disaster stop (150pt @ -100pt) if graduated stops disabled
- Updates m_positions[].current_sl after successful modification
3. Delayed Breakeven Enforcement (v2.1)
- Respects m_config.breakeven_min_bars (20 bars minimum age)
- Respects m_config.breakeven_min_profit_bars (5 consecutive profit bars)
- Applied to both Phase 1 fast BE (25pts) and Phase 2 maturity BE (30pts)
- Logs bar count and consecutive profit bars on activation
4. Delayed Trailing Enforcement (v2.1)
- Respects m_config.trail_min_bars (40 bars minimum age)
- Applied to percentage trail in Phase 2 (30%/40% based on reversal speed)
- Sets trail_activated flag and increments m_metrics.trails_activated
- Logs activation with percentage and bar count
5. M5 Trailing Helper Metric Sync
- Created ApplyM5PercentageTrail() with current_sl sync
- Created ApplyM5PointsTrail() with current_sl sync
- Created ApplyM5DynamicTrail() with current_sl sync
- Standard helpers (ApplyPercentageTrail, etc.) preserved for non-M5 use
- M5 contrarian management now calls M5-specific versions exclusively
- Fixes metric/state desync between MT5 server and in-memory position tracking
Architecture:
- M5 mode continues to bypass standard management path (intentional isolation)
- Standard trailing/technical/time-exit engines remain unused in M5 mode
- Configuration separation maintained: ManagementConfig for standard + v2.1 fields, M5Config for contrarian-specific
- No changes to main EA file (ERMT_PME_2.1_M5.mq5)
Compatibility:
- No breaking changes to standard (non-M5) management path
- Existing M5 backtest results remain valid (behavior refinement only)
- All v2.1 configuration fields now honored in M5 runtime
117 lines
9 KiB
INI
117 lines
9 KiB
INI
;Expert Advisor single test: ERMT_PME_2.1_M5, EURUSD M5, every tick, 2025.01.01 - 2026.02.27
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[Tester]
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Expert=Advisors\ERMT_PMEx\ERMT_PME_2.1_M5.ex5
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Symbol=EURUSD
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Period=M5
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Optimization=0
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Model=0
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FromDate=2025.01.01
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ToDate=2026.02.27
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ForwardMode=0
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Deposit=1000
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Currency=USD
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ProfitInPips=0
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Leverage=100
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ExecutionMode=8
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OptimizationCriterion=0
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Visual=0
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[TesterInputs]
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; === Management Control ===
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InpInstanceID=PME2
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InpManageAllPositions=true||false||0||true||N
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InpMagicFilter=0||0||1||10||N
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InpDefaultMode=3||0||0||4||N
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InpStartLevel=1||0||0||3||N
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; === Entry Mode (Backtesting) ===
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InpEnableEntries=true||false||0||true||N
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InpEntryMagic=77777||77777||1||777770||N
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InpEntryRiskPercent=2.0||1.0||0.100000||10.000000||N
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InpEntryLots=0.0||0.0||0.000000||0.000000||N
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InpStopLossPoints=300||300||1||3000||N
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InpTakeProfitRR=3.0||3.0||0.300000||30.000000||N
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InpMinBarsBetweenEntries=10||10||1||100||N
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; === Risk Protection ===
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InpMaxLossPerTrade=3.0||3.0||0.300000||30.000000||N
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InpMaxDailyLoss=10.0||10.0||1.000000||100.000000||N
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InpMaxDrawdown=25.0||25.0||2.500000||250.000000||N
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InpMaxCorrelation=0.8||0.8||0.080000||8.000000||N
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; === Emergency Protection ===
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InpApplyEmergencyStops=false||false||0||true||N
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InpEmergencySLMultiplier=7||2.5||0.250000||25.000000||N
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InpEmergencyTPMultiplier=4.0||4.0||0.400000||40.000000||N
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; === Stop Loss Management ===
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InpDynamicStops=true||false||0||true||N
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InpTightenOnProfit=true||false||0||true||N
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InpTightenThreshold=50.0||50.0||5.000000||500.000000||N
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InpProtectProfits=true||false||0||true||N
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; === Breakeven Settings ===
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InpBreakevenEnabled=true||false||0||true||N
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InpBreakevenTrigger=30.0||30.0||3.000000||300.000000||N
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InpBreakevenOffset=5.0||5.0||0.500000||50.000000||N
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InpMultiLevelBE=false||false||0||true||N
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; === Trailing Stop ===
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InpTrailingMethod=3||0||0||8||N
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InpTrailStart=50.0||50.0||5.000000||500.000000||N
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InpTrailDistance=30.0||30.0||3.000000||300.000000||N
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InpTrailStep=10.0||10.0||1.000000||100.000000||N
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InpAdaptiveTrailing=true||false||0||true||N
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; === Partial Close ===
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InpPartialEnabled=true||false||0||true||N
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InpPartialTrigger1=50.0||50.0||5.000000||500.000000||N
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InpPartialPercent1=30.0||30.0||3.000000||300.000000||N
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InpPartialTrigger2=100.0||100.0||10.000000||1000.000000||N
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InpPartialPercent2=25.0||25.0||2.500000||250.000000||N
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; === Exit Management ===
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InpUseTechnicalExits=true||false||0||true||N
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InpTimeBasedExits=false||false||0||true||N
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InpMaxBarsInTrade=500||500||1||5000||N
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InpReduceRiskOverTime=false||false||0||true||N
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; === Time Filters ===
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InpUseTimeFilter=false||false||0||true||N
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InpStartHour=8||8||1||80||N
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InpEndHour=20||20||1||200||N
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InpFridayClose=true||false||0||true||N
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InpFridayCloseHour=21||21||1||210||N
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; === Display Settings ===
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InpShowDashboard=true||false||0||true||N
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InpDashboardX=20||20||1||200||N
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InpDashboardY=50||50||1||500||N
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InpUpdateFrequency=2||2||1||20||N
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; === System Settings ===
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InpLogLevel=3||0||0||5||N
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InpSaveReports=true||false||0||true||N
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InpEmailAlerts=false||false||0||true||N
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InpPushAlerts=false||false||0||true||N
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InpSoundAlerts=true||false||0||true||N
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; === M5 Bar Counting Mode ===
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InpEnableM5Mode=true||false||0||true||N
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InpM5Partial1=35.0||35.0||3.500000||350.000000||N
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InpM5Partial2=60.0||60.0||6.000000||600.000000||N
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InpM5Partial3=100.0||100.0||10.000000||1000.000000||N
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InpM5Partial4=150.0||150.0||15.000000||1500.000000||N
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InpM5Phase1=60||60||1||600||N
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InpM5Phase2=180||180||1||1800||N
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InpM5MaxBars=300||300||1||3000||N
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InpM5DisasterTrigger=100.0||100.0||10.000000||1000.000000||N
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InpM5DisasterDistance=150.0||150.0||15.000000||1500.000000||N
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InpBarCountEntry=5||3||0||0||N
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; === Graduated Stop-Loss (v2.1) ===
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InpUseGraduatedStops=true||false||0||true||N
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InpInitialStopATR=3.5||3.5||0.350000||35.000000||N
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InpPhase1StopATR=2.5||2.5||0.250000||25.000000||N
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InpPhase2StopATR=2.0||2.0||0.200000||20.000000||N
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InpMatureStopATR=1.5||1.5||0.150000||15.000000||N
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; === Delayed Breakeven (v2.1) ===
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InpUseDelayedBreakeven=true||false||0||true||N
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InpMinBarsBeforeBE=20||20||1||200||N
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InpMinProfitBarsForBE=5||5||1||50||N
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InpRequireProfitStability=true||false||0||true||N
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; === Delayed Trailing (v2.1) ===
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InpUseDelayedTrailing=true||false||0||true||N
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InpMinBarsBeforeTrail=40||40||1||400||N
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InpTrailMinProfit=60.0||60.0||6.000000||600.000000||N
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; === Reversal Speed Tracking (v2.1) ===
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InpShowReversalMetrics=true||false||0||true||N
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InpAdjustForReversalSpeed=true||false||0||true||N
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InpFastReversalBars=12||12||1||120||N
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InpSlowReversalBars=60||60||1||600||N
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