MACD_EA_Scalper/MACD_Scalper_EA.mq5

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                    MACD_Scalper_EA_v7.0.mq5                       |
//|            MACD Scalper Expert Advisor v7.0 - OPTIMIZED           |
//|  Improvements: Trend Filter, Risk Management, Better Signals      |
//+------------------------------------------------------------------+
#property copyright "MACD Scalper Trading - v7.0"
#property link      "https://www.mql5.com"
#property version   "7.00"
#property strict

//+------------------------------------------------------------------+
//|                    INPUT PARAMETERS                              |
//+------------------------------------------------------------------+

//--- MACD INDICATOR
input int macdFastPeriod = 12;      // MACD Fast EMA Period
input int macdSlowPeriod = 26;      // MACD Slow EMA Period
input int macdSignalPeriod = 9;     // MACD Signal Line Period

//--- STOCHASTIC INDICATOR (OPTIMIZED)
input int stochKPeriod = 14;        // Stochastic K Period
input int stochDPeriod = 3;         // Stochastic D Period
input int stochSlowing = 3;         // Stochastic Slowing
input int stochOverbought = 85;     // Overbought Level (WAS 80, NOW MORE EXTREME)
input int stochOversold = 15;       // Oversold Level (WAS 20, NOW MORE EXTREME)

//--- TREND FILTER (NEW)
input int emaTrendPeriod = 50;      // EMA Trend Confirmation Period
input double macdHistStrength = 0.0001; // Min MACD Histogram strength

//--- MONEY MANAGEMENT (OPTIMIZED)
input double lotSize = 0.05;        // Lot Size (REDUCED from 0.1 for risk management)
input int slPips = 70;              // Stop Loss (pips) (WAS 120, NOW TIGHTER)
input int tpPips = 150;             // Take Profit (pips) (WAS 120, NOW LARGER - 1:2.14 R:R)
input int maxDailyLoss = 500;       // Max Daily Loss in USD (NEW)

//--- FILTERS
input int maxSpread = 20;           // Maximum Spread (pips)
input int maxSlippage = 15;         // Maximum Slippage (pips)
input ulong magicNumber = 12347;    // Magic Number (UPDATED for v7.0)

//--- INDICATOR INITIALIZATION
input int minBarsForMACD = 35;      // Minimum bars for MACD
input int minBarsForStoch = 20;     // Minimum bars for Stochastic
input int minBarsForEMA = 55;       // Minimum bars for EMA

//--- TRADING HOURS FILTER (NEW)
input int startHour = 2;            // Start trading hour (London open)
input int endHour = 22;             // End trading hour
input bool useTradingHours = true;  // Enable trading hours filter

//+------------------------------------------------------------------+
//|                    GLOBAL VARIABLES                              |
//+------------------------------------------------------------------+

int macdHandle = INVALID_HANDLE;    // MACD Indicator Handle
int stochHandle = INVALID_HANDLE;   // Stochastic Indicator Handle
int emaHandle = INVALID_HANDLE;     // EMA Trend Indicator Handle (NEW)
int atrHandle = INVALID_HANDLE;     // ATR Volatility Handle (NEW)

double macdMain[3];                 // MACD Main Line (Buffer 0)
double macdSignal[3];               // MACD Signal Line (Buffer 1)
double macdHist[3];                 // MACD Histogram (Manual: Main - Signal)
double stochK[3];                   // Stochastic K Buffer (3 bars)
double emaTrend[2];                 // EMA Trend (2 bars) (NEW)
double atrValue[2];                 // ATR Value (2 bars) (NEW)

bool isInitialized = false;         // Initialization Flag
bool indicatorsReady = false;       // Indicators Ready Flag
int tradeCount = 0;                 // Total trades opened
double dailyProfit = 0;             // Daily Profit Tracker (NEW)
datetime lastDayReset = 0;          // Last daily reset time (NEW)

//+------------------------------------------------------------------+
//|                    HELPER FUNCTIONS                              |
//+------------------------------------------------------------------+

/// Get current Bid price
double GetBid()
{
   return SymbolInfoDouble(Symbol(), SYMBOL_BID);
}

/// Get current Ask price
double GetAsk()
{
   return SymbolInfoDouble(Symbol(), SYMBOL_ASK);
}

/// Get current Spread in pips
int GetSpread()
{
   return (int)((GetAsk() - GetBid()) / Point());
}

/// Check if spread is acceptable
bool IsSpreadOK()
{
   return GetSpread() <= maxSpread;
}

/// Check if trading within allowed hours (NEW) - FIXED
bool IsTradingHours()
{
   if(!useTradingHours)
      return true;
   
   datetime currentTime = TimeCurrent();
   MqlDateTime timeStruct;
   TimeToStruct(currentTime, timeStruct);
   
   int hour = timeStruct.hour;
   return (hour >= startHour && hour < endHour);
}

/// Update daily profit tracker (NEW) - FIXED
void UpdateDailyProfit()
{
   datetime currentTime = TimeCurrent();
   MqlDateTime timeStruct;
   TimeToStruct(currentTime, timeStruct);
   
   // Get start of day (00:00:00)
   datetime dayStart = currentTime - (timeStruct.hour * 3600 + timeStruct.min * 60 + timeStruct.sec);
   
   if(lastDayReset != dayStart)
   {
      lastDayReset = dayStart;
      dailyProfit = 0;
      Print("' Daily profit reset: ", TimeToString(currentTime));
   }
   
   // Calculate current day P&L from all positions
   dailyProfit = 0;
   for(int i = PositionsTotal() - 1; i >= 0; i--)
   {
      if(!PositionGetTicket(i)) continue;
      if(PositionGetString(POSITION_SYMBOL) == Symbol() && 
         PositionGetInteger(POSITION_MAGIC) == magicNumber)
      {
         double profit = PositionGetDouble(POSITION_PROFIT);
         dailyProfit += profit;
      }
   }
}

/// Check daily loss limit (NEW)
bool IsDailyLossOK()
{
   UpdateDailyProfit();
   
   if(dailyProfit < -maxDailyLoss)
   {
      Print("<00>&<0F>  Daily loss limit reached: ", DoubleToString(dailyProfit, 2), " USD");
      return false;
   }
   return true;
}

//+------------------------------------------------------------------+
//|                    INDICATOR UPDATE FUNCTION                     |
//+------------------------------------------------------------------+

/// Update indicator buffers - v7.0 with all filters
bool UpdateIndicators()
{
   // Check handles validity
   if(macdHandle == INVALID_HANDLE || stochHandle == INVALID_HANDLE || 
      emaHandle == INVALID_HANDLE || atrHandle == INVALID_HANDLE)
      return false;
   
   // Check if indicators are calculated
   if(BarsCalculated(macdHandle) < minBarsForMACD || 
      BarsCalculated(stochHandle) < minBarsForStoch ||
      BarsCalculated(emaHandle) < minBarsForEMA ||
      BarsCalculated(atrHandle) < minBarsForEMA)
      return false;
   
   // Copy MACD Main Line (Buffer 0) - 3 bars
   if(CopyBuffer(macdHandle, 0, 0, 3, macdMain) < 3)
      return false;
   
   // Copy MACD Signal Line (Buffer 1) - 3 bars
   if(CopyBuffer(macdHandle, 1, 0, 3, macdSignal) < 3)
      return false;
   
   // Calculate MACD Histogram MANUALLY (Main - Signal)
   for(int i = 0; i < 3; i++)
   {
      macdHist[i] = macdMain[i] - macdSignal[i];
   }
   
   // Copy Stochastic K (Buffer 0) - 3 bars
   if(CopyBuffer(stochHandle, 0, 0, 3, stochK) < 3)
      return false;
   
   // Copy EMA Trend (Buffer 0) - 2 bars (NEW)
   if(CopyBuffer(emaHandle, 0, 0, 2, emaTrend) < 2)
      return false;
   
   // Copy ATR Value (Buffer 0) - 2 bars (NEW)
   if(CopyBuffer(atrHandle, 0, 0, 2, atrValue) < 2)
      return false;
   
   return true;
}

//+------------------------------------------------------------------+
//|                    SIGNAL CHECKING FUNCTIONS                     |
//+------------------------------------------------------------------+

/// Check for BUY signal (Enhanced with trend filter + volatility)
bool CheckBuySignal()
{
   // FILTER 1: Trading hours check (NEW)
   if(!IsTradingHours())
      return false;
   
   // FILTER 2: Daily loss limit (NEW)
   if(!IsDailyLossOK())
      return false;
   
   // FILTER 3: Spread check
   if(!IsSpreadOK())
      return false;
   
   // FILTER 4: Trend confirmation - Price above EMA50 (NEW)
   double bid = GetBid();
   if(bid <= emaTrend[1])
      return false;  // Not in uptrend
   
   // FILTER 5: MACD Momentum strength check (NEW)
   double macdHistAbs = MathAbs(macdHist[1]);
   if(macdHistAbs < macdHistStrength)
      return false;  // Momentum too weak
   
   // FILTER 6: MACD Momentum: crossed below zero <EFBFBD>! above zero
   if(!(macdHist[2] <= 0 && macdHist[1] > 0))
      return false;
   
   // FILTER 7: Stochastic: in oversold area AND rising (OPTIMIZED)
   // Now uses stricter levels: oversold < 15
   if(!(stochK[2] < stochOversold && stochK[1] > stochK[2]))
      return false;  // Stoch not rising from extreme oversold
   
   // FILTER 8: Volatility check - ATR sanity (NEW)
   // Only trade if volatility is reasonable
   if(atrValue[1] < 0.0005 * GetAsk())
      return false;  // Too low volatility
   
   return true;
}

/// Check for SELL signal (Enhanced with trend filter + volatility)
bool CheckSellSignal()
{
   // FILTER 1: Trading hours check (NEW)
   if(!IsTradingHours())
      return false;
   
   // FILTER 2: Daily loss limit (NEW)
   if(!IsDailyLossOK())
      return false;
   
   // FILTER 3: Spread check
   if(!IsSpreadOK())
      return false;
   
   // FILTER 4: Trend confirmation - Price below EMA50 (NEW)
   double ask = GetAsk();
   if(ask >= emaTrend[1])
      return false;  // Not in downtrend
   
   // FILTER 5: MACD Momentum strength check (NEW)
   double macdHistAbs = MathAbs(macdHist[1]);
   if(macdHistAbs < macdHistStrength)
      return false;  // Momentum too weak
   
   // FILTER 6: MACD Momentum: crossed above zero <EFBFBD>! below zero
   if(!(macdHist[2] >= 0 && macdHist[1] < 0))
      return false;
   
   // FILTER 7: Stochastic: in overbought area AND falling (OPTIMIZED)
   // Now uses stricter levels: overbought > 85
   if(!(stochK[2] > stochOverbought && stochK[1] < stochK[2]))
      return false;  // Stoch not falling from extreme overbought
   
   // FILTER 8: Volatility check - ATR sanity (NEW)
   if(atrValue[1] < 0.0005 * GetAsk())
      return false;  // Too low volatility
   
   return true;
}

//+------------------------------------------------------------------+
//|                    ORDER FUNCTIONS                               |
//+------------------------------------------------------------------+

/// Check if position TP is reached
bool IsTPReached()
{
   for(int i = PositionsTotal() - 1; i >= 0; i--)
   {
      if(!PositionGetTicket(i)) continue;
      if(PositionGetString(POSITION_SYMBOL) != Symbol() || 
         PositionGetInteger(POSITION_MAGIC) != magicNumber) continue;
      
      ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
      double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
      double currentPrice = (posType == POSITION_TYPE_BUY) ? GetBid() : GetAsk();
      
      if(posType == POSITION_TYPE_BUY)
      {
         if(currentPrice >= openPrice + (tpPips * Point()))
            return true;
      }
      else
      {
         if(currentPrice <= openPrice - (tpPips * Point()))
            return true;
      }
   }
   return false;
}

/// Close all positions
void CloseAllPositions()
{
   for(int i = PositionsTotal() - 1; i >= 0; i--)
   {
      if(!PositionGetTicket(i)) continue;
      if(PositionGetString(POSITION_SYMBOL) != Symbol() || 
         PositionGetInteger(POSITION_MAGIC) != magicNumber) continue;
      
      ulong ticket = PositionGetInteger(POSITION_TICKET);
      ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
      double closingProfit = PositionGetDouble(POSITION_PROFIT);
      
      MqlTradeRequest request = {};
      MqlTradeResult result = {};
      
      request.action = TRADE_ACTION_DEAL;
      request.symbol = Symbol();
      request.type = (posType == POSITION_TYPE_BUY) ? ORDER_TYPE_SELL : ORDER_TYPE_BUY;
      request.position = ticket;
      request.deviation = maxSlippage;
      request.comment = "Close by TP";
      request.type_filling = ORDER_FILLING_IOC;
      
      if(!OrderSend(request, result))
      {
         Print("L' Failed to close position: ", GetLastError());
      }
      else
      {
         Print("' Position closed with profit: ", DoubleToString(closingProfit, 2), " USD");
      }
   }
}

/// Open BUY order
void OpenBuyOrder()
{
   if(!IsSpreadOK())
      return;
   
   double ask = GetAsk();
   double sl = ask - (slPips * Point());
   double tp = ask + (tpPips * Point());
   
   MqlTradeRequest request = {};
   MqlTradeResult result = {};
   
   request.action = TRADE_ACTION_DEAL;
   request.type = ORDER_TYPE_BUY;
   request.symbol = Symbol();
   request.volume = lotSize;
   request.price = ask;
   request.sl = sl;
   request.tp = tp;
   request.deviation = maxSlippage;
   request.magic = magicNumber;
   request.comment = "MACD Scalper v7.0 BUY";
   request.type_filling = ORDER_FILLING_IOC;
   
   if(OrderSend(request, result))
   {
      tradeCount++;
      Print("' BUY #", tradeCount, " @ ", DoubleToString(ask, Digits()), 
            " SL=", DoubleToString(sl, Digits()), " TP=", DoubleToString(tp, Digits()),
            " R:R=1:", DoubleToString((double)tpPips / (double)slPips, 2));
   }
   else
   {
      Print("L' Failed to open BUY: ", GetLastError());
   }
}

/// Open SELL order
void OpenSellOrder()
{
   if(!IsSpreadOK())
      return;
   
   double bid = GetBid();
   double sl = bid + (slPips * Point());
   double tp = bid - (tpPips * Point());
   
   MqlTradeRequest request = {};
   MqlTradeResult result = {};
   
   request.action = TRADE_ACTION_DEAL;
   request.type = ORDER_TYPE_SELL;
   request.symbol = Symbol();
   request.volume = lotSize;
   request.price = bid;
   request.sl = sl;
   request.tp = tp;
   request.deviation = maxSlippage;
   request.magic = magicNumber;
   request.comment = "MACD Scalper v7.0 SELL";
   request.type_filling = ORDER_FILLING_IOC;
   
   if(OrderSend(request, result))
   {
      tradeCount++;
      Print("' SELL #", tradeCount, " @ ", DoubleToString(bid, Digits()), 
            " SL=", DoubleToString(sl, Digits()), " TP=", DoubleToString(tp, Digits()),
            " R:R=1:", DoubleToString((double)tpPips / (double)slPips, 2));
   }
   else
   {
      Print("L' Failed to open SELL: ", GetLastError());
   }
}

//+------------------------------------------------------------------+
//|                    INITIALIZATION FUNCTION                       |
//+------------------------------------------------------------------+

int OnInit()
{
   // Create MACD indicator
   macdHandle = iMACD(Symbol(), Period(), macdFastPeriod, macdSlowPeriod, 
                      macdSignalPeriod, PRICE_CLOSE);
   if(macdHandle == INVALID_HANDLE)
   {
      Print("L' Error creating MACD");
      return INIT_FAILED;
   }
   
   // Create Stochastic indicator
   stochHandle = iStochastic(Symbol(), Period(), stochKPeriod, stochDPeriod, 
                             stochSlowing, MODE_SMA, STO_LOWHIGH);
   if(stochHandle == INVALID_HANDLE)
   {
      Print("L' Error creating Stochastic");
      return INIT_FAILED;
   }
   
   // Create EMA Trend indicator (NEW)
   emaHandle = iMA(Symbol(), Period(), emaTrendPeriod, 0, MODE_EMA, PRICE_CLOSE);
   if(emaHandle == INVALID_HANDLE)
   {
      Print("L' Error creating EMA");
      return INIT_FAILED;
   }
   
   // Create ATR indicator (NEW)
   atrHandle = iATR(Symbol(), Period(), 14);
   if(atrHandle == INVALID_HANDLE)
   {
      Print("L' Error creating ATR");
      return INIT_FAILED;
   }
   
   // Set arrays as series
   ArraySetAsSeries(macdMain, true);
   ArraySetAsSeries(macdSignal, true);
   ArraySetAsSeries(macdHist, true);
   ArraySetAsSeries(stochK, true);
   ArraySetAsSeries(emaTrend, true);
   ArraySetAsSeries(atrValue, true);
   
   isInitialized = true;
   Print("' EA v7.0 Initialized Successfully!");
   Print("' Improvements: EMA Trend, ATR Volatility, Daily Loss Limit");
   Print("' Optimized Stoch Levels: Oversold=", stochOversold, " Overbought=", stochOverbought);
   Print("' Better R:R Ratio: 1:", DoubleToString((double)tpPips / (double)slPips, 2));
   
   return INIT_SUCCEEDED;
}

//+------------------------------------------------------------------+
//|                    DEINITIALIZATION FUNCTION                     |
//+------------------------------------------------------------------+

void OnDeinit(const int reason)
{
   // Release indicator handles
   if(macdHandle != INVALID_HANDLE)
      IndicatorRelease(macdHandle);
   if(stochHandle != INVALID_HANDLE)
      IndicatorRelease(stochHandle);
   if(emaHandle != INVALID_HANDLE)
      IndicatorRelease(emaHandle);
   if(atrHandle != INVALID_HANDLE)
      IndicatorRelease(atrHandle);
   
   Print("' EA v7.0 Deinitialized");
   Print("' Total trades: ", tradeCount);
   Print("' Final daily profit: ", DoubleToString(dailyProfit, 2), " USD");
}

//+------------------------------------------------------------------+
//|                    MAIN TRADING LOOP                             |
//+------------------------------------------------------------------+

void OnTick()
{
   if(!isInitialized)
      return;
   
   // Update indicators
   if(!UpdateIndicators())
   {
      if(!indicatorsReady)
         return;
   }
   else if(!indicatorsReady)
   {
      indicatorsReady = true;
      Print("' Indicators ready! Starting to trade...");
   }
   
   if(!indicatorsReady)
      return;
   
   // Check if position exists
   bool hasPosition = false;
   for(int i = PositionsTotal() - 1; i >= 0; i--)
   {
      if(!PositionGetTicket(i)) continue;
      if(PositionGetString(POSITION_SYMBOL) == Symbol() && 
         PositionGetInteger(POSITION_MAGIC) == magicNumber)
      {
         hasPosition = true;
         break;
      }
   }
   
   // Close position if TP reached
   if(hasPosition && IsTPReached())
      CloseAllPositions();
   
   // Check entry signals (only if no position)
   if(!hasPosition)
   {
      if(CheckBuySignal())
         OpenBuyOrder();
      else if(CheckSellSignal())
         OpenSellOrder();
   }
}

//+------------------------------------------------------------------+
//| END OF EXPERT ADVISOR v7.0 - OPTIMIZED & IMPROVED                |
//+------------------------------------------------------------------+