ICTLibraryEasy/Examples/Readme/Ea.mq5

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                                           Ea.mq5 |
//|                                  Copyright 2025, Niquel Mendoza. |
//|                          https://www.mql5.com/es/users/nique_372 |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, Niquel Mendoza."
#property link      "https://www.mql5.com/es/users/nique_372"
#property version   "1.00"
#property strict

//+------------------------------------------------------------------+
//| Include                                                          |
//+------------------------------------------------------------------+
#include "Main.mqh"

//+------------------------------------------------------------------+
//| Input                                                            |
//+------------------------------------------------------------------+
sinput group "----------| General |----------"
input ulong InpMagic = 35465;                // Magic Number
input bool InpModifiedChart = true;          // Modificar el grafico?

sinput group ""
sinput group "-------| Strategy |-------"
input ENUM_VERBOSE_LOG_LEVEL InpStrategyLogLevel = VERBOSE_LOG_LEVEL_CAUTION; // Strategy log level

sinput group "-----| TP/SL |-----"
input ENUM_TYPE_TP_SL_FIXED InpStrategyTypeTpSl = TP_SL_ATR; // Tipo de TP/SL

sinput group "-- TP SL by Point"
input long InpStrategySlPoint = 250;   // Stop Loss en puntos
input long InpStrategyTpPoint = 500;   // Take Profit en puntos

sinput group "-- TP SL by ATR"
input double InpStrategyAtrMultiplierTp = 2.0;  // Multiplicador del ATR para el TP
input double InpStrategyAtrMultiplierSl = 2.0;  // Multiplicador del ATR para el SL


sinput group "-----| Ordenes |-----"
input ulong InpStrategyMaxDeviationOrders = 100; //Maxima desviacion/sl<EFBFBD>pagge de las ordenes en puntos

sinput group ""
sinput group "-------| Account Status |-------"
input ENUM_VERBOSE_LOG_LEVEL InpAccountStatusLogLevel = VERBOSE_LOG_LEVEL_ERROR_ONLY; //(Account Status|Ticket Mangement) log level:


sinput group ""
sinput group "-------| Risk Management |-------"
input ENUM_LOTE_TYPE InpRmLoteType = Dinamico; //Lote Type:
input double InpRmLote = 0.1; //Lot size (only for fixed lot)
input ENUM_MODE_RISK_MANAGEMENT InpRmRiskMode = risk_mode_personal_account; //type of g_risk management mode
input ENUM_GET_LOT InpRmGetMode = GET_LOT_BY_STOPLOSS_AND_RISK_PER_OPERATION; //How to get the lot
input double InpRmPropFirmBalance = 0; //If g_risk mode is Prop Firm FTMO, then put your ftmo account balance
input ENUM_VERBOSE_LOG_LEVEL InpRmLogLevel = VERBOSE_LOG_LEVEL_ERROR_ONLY; //Risk Management log level:

sinput group "- ML/Maximum loss/Maximum loss -"
input double InpRmPercentageOrMoneyMl = 0; //percentage or money (0 => not used ML)
input ENUM_RISK_CALCULATION_MODE InpRmModeCalculationMl = percentage; //Mode calculation Max Loss
input ENUM_APPLIED_PERCENTAGES InpRmAppliedPercentagesMl = Balance; //ML percentage applies to:

sinput group "- MWL/Maximum weekly loss/Maximum weekly loss -"
input double InpRmPercentageOrMoneyMwl = 0; //percentage or money (0 => not used MWL)
input ENUM_RISK_CALCULATION_MODE InpRmModeCalculationMwl = percentage; //Mode calculation Max weekly Loss
input ENUM_APPLIED_PERCENTAGES InpRmAppliedPercentagesMwl = Balance;//MWL percentage applies to:

sinput group "- MDL/Maximum  daily loss/Maximum daily loss -"
input double InpRmPercentageOrMoneyMdl = 3.0; //percentage or money (0 => not used MDL)
input ENUM_RISK_CALCULATION_MODE InpRmModeCalculationMdl = percentage; //Mode calculation Max daily loss
input ENUM_APPLIED_PERCENTAGES InpRmAppliedPercentagesMdl = Balance;//MDL percentage applies to:

sinput group "- GMLPO/Gross maximum loss per CanTradetion/Percentage to g_risk per CanTradetion -"
input ENUM_OF_DYNAMIC_MODES_OF_GMLPO InpRmModeGmlpo = NO_DYNAMIC_GMLPO; //Select GMLPO mode:
input double InpRmPercentageOrMoneyGmlpo = 2.0; //percentage or money (0 => not used GMLPO)
input ENUM_RISK_CALCULATION_MODE InpRmModeCalculationGmlpo = percentage; //Mode calculation Max Loss per CanTradetion
input ENUM_APPLIED_PERCENTAGES InpRmAppliedPercentagesGmlpo = Balance;//GMPLO percentage applies to:

sinput group "-- Optional GMLPO settings, Dynamic GMLPO"
sinput group "--- Full customizable dynamic GMLPO"
input string InpRmNote1 = "subtracted from your total balance to establish a threshold.";  //This parameter determines a specific percentage that will be
input string InpRmStrPercentagesToBeReviewed = "15,30,50"; //percentages separated by commas.
input string InpRmNote2 = "a new g_risk level will be triggered on your future trades: "; //When the current balance (equity) falls below this threshold
input string InpRmStrPercentagesToApply = "10,20,25"; //percentages separated by commas.
input string InpRmNote3 = "0 in both parameters => do not use dynamic g_risk in gmlpo"; //Note:

sinput group "--- Fixed dynamic GMLPO with parameters"
sinput group "- 1 -"
input string InpRmNote11 = "subtracted from your total balance to establish a threshold.";  //This parameter determines a specific percentage that will be
input double InpRmBalancePercentageToActivateTheRisk1 = 2.0; //percentage 1 that will be exceeded to modify the g_risk separated by commas
input string InpRmNote21 = "a new g_risk level will be triggered on your future trades: "; //When the current balance (equity) falls below this threshold
input double InpRmPercentageToBeModified1 = 1.0;//new percentage 1 to which the gmlpo is modified
sinput group "- 2 -"
input double InpRmBalancePercentageToActivateTheRisk2 = 5.0;//percentage 2 that will be exceeded to modify the g_risk separated by commas
input double InpRmPercentageToBeModified2 = 0.7;//new percentage 2 to which the gmlpo is modified
sinput group "- 3 -"
input double InpRmBalancePercentageToActivateTheRisk3 = 7.0;//percentage 3 that will be exceeded to modify the g_risk separated by commas
input double InpRmPercentageToBeModified3 = 0.5;//new percentage 3 to which the gmlpo is modified
sinput group "- 4 -"
input double InpRmBalancePercentageToActivateTheRisk4 = 9.0;//percentage 4 that will be exceeded to modify the g_risk separated by commas
input double InpRmPercentageToBeModified4 = 0.33;//new percentage 4  1 to which the gmlpo is modified

sinput group "-- MDP/Maximum daily profit/Maximum daily profit --"
input bool InpRmMdpIsStrict = true; //MDP is strict?
input double InpRmPercentageOrMoneyMdp = 11.0; //percentage or money (0 => not used MDP)
input ENUM_RISK_CALCULATION_MODE InpRmModeCalculationMdp = percentage; //Mode calculation Max Daily Profit
input ENUM_APPLIED_PERCENTAGES InpRmAppliedPercentagesMdp = Balance;//MDP percentage applies to:


//+------------------------------------------------------------------+
//| Global variables                                                 |
//+------------------------------------------------------------------+
CEstrategia g_strategy(InpMagic, _Symbol, _Period, 0, 0, InpStrategyMaxDeviationOrders);

//---
int8_t g_idx_controler_w1 = INVALID_INDEX;
int8_t g_idx_controler_curr = INVALID_INDEX;
int8_t g_idx_bar_controlerd1 = INVALID_INDEX;
int8_t g_idx_bar_mn1 = INVALID_INDEX;

//---
bool g_new_day  = false;
bool g_can_trade = true;

//---
const CLossProfitManager* g_loss_profit_manager;
//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
 {
//--- Registramos timeframes
  g_new_bar_manager.GetPosExecute(PERIOD_D1, g_idx_bar_controlerd1);
  g_new_bar_manager.GetPosExecute(_Period, g_idx_controler_curr);
  g_new_bar_manager.GetPosExecute(PERIOD_W1, g_idx_controler_w1);
  g_new_bar_manager.GetPosExecute(PERIOD_MN1, g_idx_bar_mn1);

//--- Modifamos el grafico si se permite
  if(InpModifiedChart)
   {
    long chart_id = ChartID(); // Obt<EFBFBD>n el ID del gr<EFBFBD>fico actual

    // Ocultar la cuadr<EFBFBD>cula
    ChartSetInteger(chart_id, CHART_SHOW_GRID, false);
    ChartSetInteger(chart_id, CHART_COLOR_BACKGROUND, C'255,255,255');         // Fondo blanco
    ChartSetInteger(chart_id, CHART_COLOR_FOREGROUND, clrBlack);         // Texto y escalas negras
    ChartSetInteger(chart_id, CHART_COLOR_CHART_UP, C'38,166,154');              // Velas alcistas color verde azulado
    ChartSetInteger(chart_id, CHART_COLOR_CHART_DOWN, C'239,83,80');             // Velas bajistas color rojo
    ChartSetInteger(chart_id, CHART_COLOR_CANDLE_BULL, C'38,166,154');          // Cuerpo de las velas alcistas
    ChartSetInteger(chart_id, CHART_COLOR_CANDLE_BEAR, C'239,83,80');          // Cuerpo de las velas bajistas
    ChartSetInteger(chart_id, CHART_COLOR_CHART_LINE, clrDarkSeaGreen);  // L<EFBFBD>nea de tendencia
    ChartSetInteger(chart_id, CHART_COLOR_VOLUME, C'38,166,154');              // Color de los vol<EFBFBD>menes
    ChartSetInteger(chart_id, CHART_COLOR_BID, C'38,166,154');                 // L<EFBFBD>nea de oferta
    ChartSetInteger(chart_id, CHART_COLOR_ASK, C'239,83,80');                  // L<EFBFBD>nea de demanda
    ChartSetInteger(chart_id, CHART_COLOR_LAST, C'156,186,240');      // <EFBFBD>ltimo precio
    ChartSetInteger(chart_id, CHART_COLOR_STOP_LEVEL, C'239,83,80');           // L<EFBFBD>neas de stop
    ChartSetInteger(chart_id, CHART_SHOW_VOLUMES, true);
    // Actualizar el gr<EFBFBD>fico
    ChartRedraw(chart_id);
   }

//--- Conceptos
// Order block
  g_fvg.Create(_Symbol, _Period);
  g_fvg.SetGrapich(clrGreen, clrRed, clrGreen, clrRed, STYLE_SOLID, true, 1, true, 15, 1, STYLE_DASHDOT);
  g_fvg.Set(250, defined_pattern, fvg_1_vela, CreateDiffptr(MODE_DIFF_BY_FIXED_POITNS, _Symbol, NULL, 1, 0.00));

//--- Estrategia
// Atr Ultra
  CAtrUltraOptimized* atr_ultra = new CAtrUltraOptimized();
  atr_ultra.SetVariables(PERIOD_CURRENT, _Symbol, 0, 14);
  atr_ultra.SetInternalPointer();

// Strategy
  g_strategy.AddLogFlags(InpStrategyLogLevel);
  g_strategy.SetAtrTP_SL(atr_ultra, InpStrategyAtrMultiplierTp, InpStrategyAtrMultiplierSl);
  g_strategy.SetOperateMode(TR_BUY_SELL, InpStrategyTypeTpSl);
  g_strategy.SetTP_SL(InpStrategySlPoint, InpStrategyTpPoint);
  if(InpRmLoteType == Fijo)
    g_strategy.FixedLotSize(InpRmLote);

//--- Gestion de riesgo
  CRiskPointer* manager = new CRiskPointer(InpMagic, InpRmGetMode);
  manager.SetPropirm(InpRmPropFirmBalance);
  g_risk = manager.GetRiskPointer(InpRmRiskMode);
  g_risk.AddLogFlags(InpRmLogLevel);
  g_risk.SetLote(CreateLotePtr(_Symbol));


// We set the parameters
  string to_apply = InpRmStrPercentagesToApply, to_modfied = InpRmStrPercentagesToBeReviewed;

  if(InpRmModeGmlpo == DYNAMIC_GMLPO_FIXED_PARAMETERS)
    SetDynamicUsingFixedParameters(InpRmBalancePercentageToActivateTheRisk1, InpRmBalancePercentageToActivateTheRisk2, InpRmBalancePercentageToActivateTheRisk3
                                   , InpRmBalancePercentageToActivateTheRisk4, InpRmPercentageToBeModified1, InpRmPercentageToBeModified2, InpRmPercentageToBeModified3, InpRmPercentageToBeModified4
                                   , to_modfied, to_apply);

  g_risk.AddLoss(InpRmPercentageOrMoneyMdl, InpRmAppliedPercentagesMdl, InpRmModeCalculationMdl, LP_MDL, true);
  g_risk.AddLoss(InpRmPercentageOrMoneyGmlpo, InpRmAppliedPercentagesGmlpo, InpRmModeCalculationGmlpo, LP_GMLPO, true, (InpRmModeGmlpo != NO_DYNAMIC_GMLPO), to_modfied, to_apply);
  g_risk.AddLoss(InpRmPercentageOrMoneyMl, InpRmAppliedPercentagesMl, InpRmModeCalculationMl, LP_ML, true);
  g_risk.AddLoss(InpRmPercentageOrMoneyMwl, InpRmAppliedPercentagesMwl, InpRmModeCalculationMwl, LP_MWL, true);
  g_risk.AddProfit(InpRmPercentageOrMoneyMdp, InpRmAppliedPercentagesMdp, InpRmModeCalculationMdp, LP_MDP, InpRmMdpIsStrict);
  g_risk.EndAddProfitLoss(); // Execute this every time we finish setting the maximum losses and profits
  g_loss_profit_manager = g_risk.GetLossProfitManager();

// We finish by adding it
  CAutoCleaner::AddPtr(g_risk);

// We delete the temporary pointer
  delete manager;

//--- We initialize the account
  account_status.AddLogFlags(InpAccountStatusLogLevel);
  account_status.OnInitEvent();


//---
  return(INIT_SUCCEEDED);
 }
//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
 {
//---
  CAutoCleaner::Deinit(reason); // Siempre liberar
 }
//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
 {
//---
  const datetime time_curr = TimeCurrent();
  g_new_day = false;
  g_new_bar_manager.Execute(time_curr);


//--- Bloque 1 | Control Diario/Semanal/Mensual
  if(CNewBarManager_IsNewBarM1(g_new_bar_manager))
   {
    if(CNewBarManager_IsNewBar(g_new_bar_manager, g_idx_bar_controlerd1))
     {
      CBasicEvents::OnNewDay(time_curr);

      //---
      if(CNewBarManager_IsNewBar(g_new_bar_manager, g_idx_controler_w1)) //Limpiar para no acomular mucha memoria
       {
        CBasicEvents::OnNewWeek(time_curr);
       }

      //--- Nuevo mes, eliminacion de liquidez
      if(CNewBarManager_IsNewBar(g_new_bar_manager, g_idx_bar_mn1))
        CBasicEvents::OnNewMonth(time_curr);

      //---
      g_can_trade = true;
      g_new_day = true;
     }
   }

//--- Bloque 2 | Control de MDL\MDP.. etc
  if(account_status_positions_open)
   {
    CAccountStatus_OnTickEvent
    if(g_can_trade)
     {
      if(g_loss_profit_manager.MaxLossIsSuperated())
       {
        const int type = g_loss_profit_manager.GetLastLossSuperatedType();
        if(type == LP_ML)
         {
          if(InpRmRiskMode == risk_mode_propfirm_dynamic_daiy_loss)
           {
            Print("The expert advisor lost the funding test");
           }
          else
           {
            Print("Maximum loss exceeded now");
           }

          //---
          Remover();
         }
        else
          if(type == LP_MDL)
           {
            Print("Maximum daily loss exceeded now");
           }

        //---
        g_strategy.OnInterupcion();
        g_risk.CloseAllPositions();
        g_can_trade = false;
       }
      else
        if(g_loss_profit_manager.MaxProfitIsSuperated())
         {
          if(g_loss_profit_manager.GetLastProfitSuperatedType() != LP_MDP)
            return;

          //---
          g_strategy.OnInterupcion();
          g_risk.CloseAllPositions();
          Print("Excellent Maximum daily profit achieved");
          g_can_trade = false;
         }
     }
   }

//--- Bloque 3 | Ejecucion
  if(!g_can_trade) // Si se superaron los limites de MDL, o MDP enotnces no CanTrader
    return;

//---
  /*
  Bien, llegamos a esta parte del c<EFBFBD>digo donde debemos ejecutar los conceptos ICT.

  Este bloque, como tal, no es  fijo ; existen muchas combinaciones posibles.
  Esto se debe a que intervienen varios factores:

  1. <EFBFBD>El timeframe de todos los conceptos y el que utiliza la estrategia es el mismo?
  2. <EFBFBD>Existe alg<EFBFBD>n concepto en M1 (que, en lugar de usar OnNewBar, utilice
     OnNewBarM1), por ejemplo sesiones o High/Low Zones?

  En base a estos dos criterios podemos optimizar la ejecuci<EFBFBD>n.

  Por ejemplo, en el caso de utilizar sesiones, y cuando los conceptos no var<EFBFBD>an
  de timeframe (o en caso de hacerlo, el per<EFBFBD>odo actual es m<EFBFBD>ltiplo del timeframe
  de los conceptos), podr<EFBFBD>amos hacer lo siguiente:

  if(CNewBarManager_IsNewBarM1(g_new_bar_manager))
  {
     //---
     // Esta funci<EFBFBD>n siempre se ejecuta en cada nueva barra M1
     ICTGen_FuncionOnBarM1(g_new_day, time_curr);

     // Aqu<EFBFBD> ir<EFBFBD>an las sesiones u otros objetos en M1

     //---
     if(CNewBarManager_IsNewBar(g_new_bar_manager, g_idx_controler_curr))
     {
        //---
        // Aqu<EFBFBD> se ejecutan los conceptos,
        // o bien se delega dentro de la clase, dependiendo de la estrategia

        //---
        g_strategy.OnNewBar(time_curr);
     }
  }

  Por otro lado, si tenemos conceptos en varios timeframes, o los timeframes no son
  fijos ni m<EFBFBD>ltiplos entre s<EFBFBD>, entonces deber<EFBFBD>amos ejecutar los conceptos en cada
  vela M1, y tambi<EFBFBD>n llamar a OnNewBar de la estrategia en M1. En ese caso, el control
  de la apertura de velas deber<EFBFBD> gestionarse internamente.

  if(CNewBarManager_IsNewBarM1(g_new_bar_manager))
  {
     //---
     // Siempre se ejecuta en cada nueva barra M1
     ICTGen_FuncionOnBarM1(g_new_day, time_curr);
     // Aqu<EFBFBD> las sesiones u objetos M1

     //---
     // Aqu<EFBFBD> los conceptos, o dentro de la clase de la estrategia

     //---
     g_strategy.OnNewBar(time_curr);
  }

  Para nuestro caso es especial, ya que:
  - El punto 1 es falso (todo trabaja en el timeframe actual).
  - El punto 2 tambi<EFBFBD>n es falso (no utilizamos sesiones).

  Por lo tanto, podemos optimizar ejecutando todo <EFBFBD>nicamente en cada nueva barra
  del timeframe actual, siempre que tambi<EFBFBD>n exista una nueva barra M1.

  if(CNewBarManager_IsNewBarM1(g_new_bar_manager) &&
     CNewBarManager_IsNewBar(g_new_bar_manager, g_idx_controler_curr))
  {
     //---
     // Siempre ejecutamos esta funci<EFBFBD>n en cada nueva barra M1
     ICTGen_FuncionOnBarM1(g_new_day, time_curr);

     //---
     // Conceptos

     //---
     g_strategy.OnNewBar(time_curr);
  }

  Siendo esto lo que haremos a continuaci<EFBFBD>n.
  */

//---
  if(CNewBarManager_IsNewBarM1(g_new_bar_manager) &&
     CNewBarManager_IsNewBar(g_new_bar_manager, g_idx_controler_curr))
   {
    //---
    // Siempre se ejecuta en cada nueva barra M1
    ICTGen_FuncionOnBarM1(g_new_day, time_curr);

    //---
    g_fvg.OnNewBar();

    //---
    g_strategy.OnNewBar(time_curr);
   }

//---
// Tambi<EFBFBD>n es importante mencionar que, siempre que trabajemos con g_new_bar_manager
// dentro de OnTick, debemos comprobar la nueva vela M1.
// En cambio, dentro de CEstrategia::OnNewBar, si esta funci<EFBFBD>n se ejecuta en cada vela M1,
// dicha comprobaci<EFBFBD>n ya no es necesaria, ya que ser<EFBFBD>a una forma de  simplificar 
// las primeras verificaciones.
 }
//+------------------------------------------------------------------+
//| TradeTransaction function                                        |
//+------------------------------------------------------------------+
void OnTradeTransaction(const MqlTradeTransaction & trans,
                        const MqlTradeRequest & request,
                        const MqlTradeResult & result)
 {
//---
  account_status.OnTradeTransactionEvent(trans);
 }
//+------------------------------------------------------------------+