Zenith-FX/v4.0_Enhanced/SCALPER_IMPLEMENTATION_NOTES.md

ForexTrader v4.0 Enhanced Scalper - Implementation Notes

Status: In Progress

The v4.0 Enhanced Scalper version is being created based on the v3.2 Scalper with the same enhancements applied to the MultiStrategy version.

Changes Applied So Far

1. Header & Version Information ✅

• Updated to v4.0 Enhanced Scalper
• Professional production-ready branding
• Enhanced descriptions

2. Market Regime Enumeration ✅

• Added 5 regime types: STRONG_UPTREND, STRONG_DOWNTREND, RANGING_LOW_VOL, RANGING_HIGH_VOL, NEUTRAL

3. Input Parameters ✅

• Added Market Regime Detection parameters (M15 timeframe for scalping)
• Added UseAdaptiveScoring parameter
• Added SignalConfluenceBonus parameter
• Reduced MA_SlopeMinimum to 1.5 pips (from 2.0) for scalping sensitivity
• Added MA_DistanceMinimum = 1.0 pips
• Added MomentumBars parameter
• Added Breakout Detection parameters (3.0 pip threshold for scalping)

4. Global Variables ✅

• Added lastBuyTime and lastSellTime
• Added currentMarketRegime variable
• Added regime indicator handles
• Added regime update tracking
• Set regime update interval to 180 seconds (3 minutes) for scalping

5. Forward Declarations ✅

• Added forward declarations for all new functions

Changes Still Needed

6. OnInit() Function

• Initialize regime detection indicators (M15 timeframe)
• Set array series for regime buffers
• Update initialization logging

7. OnTick() Function

• Add regime update call every 3 minutes
• Existing scalping logic should remain

8. Implement New Functions

Must add these functions (same logic as MultiStrategy but optimized for scalping):

void UpdateMarketRegime()
{
   // Analyze M15 timeframe
   // Copy regime indicators
   // Classify into 5 regimes
   // Log regime changes
}

bool IsStrategyEnabledForRegime(ENUM_STRATEGY_TYPE strategy)
{
   // Filter strategies based on regime
   // Trending → MA/MACD
   // Ranging low-vol → RSI/BB
   // Ranging high-vol → Block all
}

int GetRegimeAdjustedThreshold()
{
   // Adaptive threshold based on regime
   // Trends: -20% (16 for scalping)
   // Normal: 20 (baseline)
   // Neutral: +30% (26 for scalping)
}

int CheckMomentum(string symbol, double pipSz)
{
   // 3-bar momentum filter
   // >2 pips in 3 bars = bullish
   // <-2 pips = bearish
}

int CheckBreakout(string symbol, double pipSz)
{
   // 5-bar range breakout
   // Min 3 pips for scalping
}

9. Enhanced Signal Generation

Update CheckEntrySignals() or equivalent to:

• Add regime filtering: IsStrategyEnabledForRegime(STRATEGY_MA)
• Add adaptive threshold: GetRegimeAdjustedThreshold()
• Enhanced MA scoring: 35 base + slope +10 + momentum +10 + breakout +10
• MA distance check: Must be >1 pip apart
• Confluence bonus: +15 when 2+ strategies agree
• Regime logging in signal output

10. Enhanced Position Sizing

Update CalculateStopLoss():

• Add MinSL_Pips and MaxSL_Pips bounds
• For scalping: MinSL = 5 pips, MaxSL = 25 pips (tighter than MultiStrategy)

Update CalculateTakeProfit():

• Add minimum TP validation (1.5x MinSL)

11. Configuration Files

Create:

• ForexTrader_v4.0_Enhanced_Scalper.set (Balanced scalping)
• ForexTrader_v4.0_Scalper_Aggressive.set (High-frequency)

Scalping-Specific Optimizations

Key Differences from MultiStrategy

Parameter	MultiStrategy v4.0	Scalper v4.0
RegimeTimeframe	H1	M15
Regime Update Interval	300s (5 min)	180s (3 min)
MinSignalScore	25	20
MA_SlopeMinimum	3.0 pips	1.5 pips
MA_DistanceMinimum	2.0 pips	1.0 pips
BreakoutThresholdPips	5.0	3.0
MomentumThreshold	3.0 pips	2.0 pips
MinSL_Pips	15	5
MaxSL_Pips	100	25
CooldownMinutes	1	0 (no cooldown)
MaxDailyTrades	100	200

Testing Requirements

1. Compile in MetaEditor - verify 0 errors
2. Test on M1/M5 timeframes with high-liquidity pairs
3. Verify regime detection updates every 3 minutes
4. Confirm tighter SL/TP bounds (5-25 pips)
5. Validate higher signal frequency (scalping appropriate)
6. Check risk controls maintain tight drawdown

Expected Performance

• Signals: 15-30/day per symbol (vs 8-15 for MultiStrategy)
• Win Rate: 50-60% (slightly lower due to scalping)
• Average trade duration: 5-30 minutes
• Daily trades: 50-100+ across all symbols
• Max SL: 25 pips (vs 100 for MultiStrategy)

Next Steps

1. Complete implementation of remaining functions
2. Test compilation
3. Create configuration files
4. Backtest on M1/M5 data
5. Validate scalping performance metrics