MQL4/.github/instructions/mt4-ea-quick-summary.md

MT4 EA Implementation - Quick Summary

Full Plan: mt4-ea-implementation-plan.md
Date: November 4, 2025

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Overview

Creating a Multi-Timeframe Zone Expert Advisor for MT4 that implements the Strategy.md requirements:

• H4 zone detection (4 pattern types)
• M30 confirmation zones
• M15 entry zones
• Automated trade execution

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Architecture Decision: Monolithic with Parallel Arrays

Why not OOP?

• MT4 has unreliable support for dynamic arrays of structs
• Proven approach from FINAL_H4_ZONES.mq4 uses parallel arrays
• Simpler debugging and maintenance for single-file EA

Data Structure:

// H4 Zone Storage (50 max)
double h4_ZoneHighs[50];
double h4_ZoneLows[50];
datetime h4_ZoneTimes[50];
bool h4_ZoneIsReversed[50];
string h4_ZoneTypes[50];
bool h4_ZoneMonitoringM30[50];
int h4_M30ChildIndex[50];
int h4_ZoneCount = 0;

// M30 Zone Storage (100 max) - similar structure
// M15 Zone Storage (200 max) - similar structure + order tickets

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10 Implementation Phases

Phase	Focus	Deliverable	Hours
1	Infrastructure	Working skeleton EA	2
2	Bar Detection	New bar detection all TFs	1
3	Pattern Logic	Port from MQ4 indicator	3
4	H4 Zones	Create, reverse, delete	4
5	M30 Zones	Monitoring & confirmation	4
6	M15 Zones	Entry detection & orders	6
7	Order Management	Monitor & lifecycle	3
8	Visual Display	Zones + info panel	3
9	Error Handling	Validation & logging	2
10	Testing	Strategy tester validation	4-10

Total Estimate: 20-30 hours

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Critical Corrections to Strategy

Order Type Correction

Strategy states: "Place Buy Limit at zone High"
Problem: Limit orders are BELOW current price for buys
Solution: Use Buy Stop at High and Sell Stop at Low

Stop Loss Placement

Strategy: "SL at zone boundary"
Implementation: SL = zone boundary ± StopLossPips buffer
Example: Buy Stop at High, SL at (Low - StopLossPips×Point)

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Key Features

H4 Level

✅ 4 pattern types (Regular/Irregular Buy/Sell)
✅ Zone lifecycle: Create → Break → Reverse → Break → Delete
✅ Dashed rectangles → Solid on reversal
✅ Visible on all timeframes

M30 Level

✅ Monitors only when price enters H4 zone
✅ Checks only NEW bars after entry
✅ One-break deletion (no reversal)
✅ Links to parent H4 zone

M15 Level

✅ Monitors only when price enters M30 zone
✅ Places pending order immediately
✅ One trade per M15 zone
✅ Links to parent M30 zone

Order Management

✅ Buy Stop at M15 High, SL at M15 Low
✅ Sell Stop at M15 Low, SL at M15 High
✅ TP calculated from input pips
✅ Cancels orders when parent zones break

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MT4 Compatibility Notes

What we CAN'T use (MQL5 only):

• ❌ Classes and objects
• ❌ CTrade library
• ❌ MqlRates[] structures
• ❌ CopyRates() function
• ❌ Position concept

What we WILL use:

• ✅ Parallel arrays
• ✅ Global functions
• ✅ iOpen/iClose/iHigh/iLow
• ✅ OrderSend() directly
• ✅ Order ticket tracking
• ✅ Simple structs (for data passing only)

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Testing Strategy

Per-Phase Testing

Each phase must pass before moving to next:

• Phase 3: Compare pattern detection with original indicator
• Phase 4: Test H4 zone lifecycle manually
• Phase 5: Verify M30 monitoring triggers correctly
• Phase 6: Verify order placement with correct parameters

Integration Testing

• Full cascade: H4 → M30 → M15 → Order
• Multiple concurrent zones
• Zone break cascades
• Reversal handling

Strategy Tester

• 3+ months historical data
• Visual mode verification
• Multiple scenario testing
• Edge case validation

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Input Parameters

input double LotSize = 0.01;           // Fixed lot size
input int StopLossPips = 30;           // Additional SL buffer
input int TakeProfitPips = 60;         // TP distance
input int MagicNumber = 123456;        // EA identifier
input int Slippage = 3;                // Max slippage
input int RecentBarsToCheck = 10;     // Pattern scan depth
input bool EnableDebugLogs = false;    // Console logging

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Function Organization

Main Flow

OnTick()
├─► CheckNewBars() → ProcessH4/M30/M15
├─► CheckH4ZoneEntries() → Start M30 monitoring
├─► CheckM30ZoneEntries() → Start M15 monitoring
├─► MonitorPendingOrders() → Track execution
└─► UpdateDisplay() → Refresh visuals

Pattern Detection (Reusable)

IsRegularBuy(ENUM_TIMEFRAMES tf, int index)
IsIrregularBuy(ENUM_TIMEFRAMES tf, int index)
IsRegularSell(ENUM_TIMEFRAMES tf, int index)
IsIrregularSell(ENUM_TIMEFRAMES tf, int index)

Zone Management (Per Timeframe)

H4: Create, Reverse, Delete, Draw
M30: Create, Delete, Draw
M15: Create, Draw, PlaceOrder

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Risk Considerations

Limitations

• Fixed lot size (no dynamic risk management)
• Array size limits (50/100/200 per TF)
• No trade management (trailing, breakeven)
• No session filters

Safety Features

• Magic number isolation
• One trade per M15 zone
• Input validation
• Comprehensive error logging
• Order cancellation on parent breaks

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Success Criteria

Must Have:

• ✅ All 4 patterns detected correctly
• ✅ Full H4 → M30 → M15 cascade works
• ✅ Orders placed with correct parameters
• ✅ Zone lifecycle managed properly
• ✅ Visual display accurate
• ✅ No runtime errors in tester

Nice to Have:

• Code comments and documentation
• Debug logging system
• Info panel with stats
• Clean code organization

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Next Steps

1. Review Plan: Approve implementation approach
2. Start Phase 1: Create EA skeleton (2 hours)
3. Incremental Development: Complete phases 2-10 sequentially
4. Continuous Testing: Validate each phase before proceeding
5. Final Testing: Full strategy tester validation
6. Demo Deployment: Live testing on demo account

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File Location

MQL4/
└── Experts/
    └── _Thivyam/
        └── MultiTimeframeZone/
            └── MultiTimeframeZoneEA_MT4.mq4  (single file)

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Development Timeline

Week 1: Phases 1-4 (Infrastructure + H4 zones)
Week 2: Phases 5-6 (M30/M15 zones + orders)
Week 3: Phases 7-8 (Management + display)
Week 4: Phases 9-10 (Testing + refinement)

Minimum Viable Product: End of Week 2
Production Ready: End of Week 4

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Support Documentation

• Full Implementation Plan: mt4-ea-implementation-plan.md (50+ pages)
• Reference Code: FINAL_H4_ZONES.mq4 (pattern detection)
• Strategy Rules: Strategy.md (requirements)
• MQ4 vs MQ5 Analysis: COMPARISON_MQ4_vs_MQ5.md (architecture insights)

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Status: Ready for Development
Risk: Medium (complex multi-TF logic)
Confidence: High (proven pattern logic + clear plan)

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Quick Reference During Development:

Phase 1-2: Focus on bar detection infrastructure
Phase 3: Port pattern detection from indicator
Phase 4: Build H4 zone lifecycle
Phase 5-6: Add M30/M15 cascade
Phase 7: Add order execution
Phase 8-10: Polish and test

Remember: Test each phase thoroughly before moving forward!

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End of Quick Summary