669ecde7b7
- Added comprehensive MQ4/MQ5 comparison documentation (60+ pages) - Added MT4 EA implementation plan and tracking documents (60+ pages) - Phase 1: Core infrastructure with input parameters and data structures - Phase 2: Bar detection system for H4, M30, M15 timeframes - Phase 3: Pattern detection logic (Regular/Irregular Buy/Sell patterns) - Reference files: FINAL_H4_ZONES.mq4, MultiTimeframeZoneEA.mq5, Strategy.md
287 lines
7.2 KiB
Markdown
287 lines
7.2 KiB
Markdown
# MT4 EA Implementation - Quick Summary
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**Full Plan:** [mt4-ea-implementation-plan.md](./mt4-ea-implementation-plan.md)
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**Date:** November 4, 2025
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---
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## Overview
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Creating a **Multi-Timeframe Zone Expert Advisor for MT4** that implements the Strategy.md requirements:
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- H4 zone detection (4 pattern types)
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- M30 confirmation zones
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- M15 entry zones
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- Automated trade execution
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---
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## Architecture Decision: Monolithic with Parallel Arrays
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**Why not OOP?**
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- MT4 has unreliable support for dynamic arrays of structs
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- Proven approach from `FINAL_H4_ZONES.mq4` uses parallel arrays
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- Simpler debugging and maintenance for single-file EA
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**Data Structure:**
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```mql4
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// H4 Zone Storage (50 max)
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double h4_ZoneHighs[50];
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double h4_ZoneLows[50];
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datetime h4_ZoneTimes[50];
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bool h4_ZoneIsReversed[50];
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string h4_ZoneTypes[50];
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bool h4_ZoneMonitoringM30[50];
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int h4_M30ChildIndex[50];
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int h4_ZoneCount = 0;
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// M30 Zone Storage (100 max) - similar structure
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// M15 Zone Storage (200 max) - similar structure + order tickets
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```
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---
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## 10 Implementation Phases
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| Phase | Focus | Deliverable | Hours |
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|-------|-------|-------------|-------|
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| 1 | Infrastructure | Working skeleton EA | 2 |
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| 2 | Bar Detection | New bar detection all TFs | 1 |
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| 3 | Pattern Logic | Port from MQ4 indicator | 3 |
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| 4 | H4 Zones | Create, reverse, delete | 4 |
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| 5 | M30 Zones | Monitoring & confirmation | 4 |
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| 6 | M15 Zones | Entry detection & orders | 6 |
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| 7 | Order Management | Monitor & lifecycle | 3 |
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| 8 | Visual Display | Zones + info panel | 3 |
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| 9 | Error Handling | Validation & logging | 2 |
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| 10 | Testing | Strategy tester validation | 4-10 |
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**Total Estimate:** 20-30 hours
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---
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## Critical Corrections to Strategy
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### Order Type Correction
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**Strategy states:** "Place Buy Limit at zone High"
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**Problem:** Limit orders are BELOW current price for buys
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**Solution:** Use **Buy Stop** at High and **Sell Stop** at Low
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### Stop Loss Placement
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**Strategy:** "SL at zone boundary"
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**Implementation:** SL = zone boundary ± StopLossPips buffer
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Example: Buy Stop at High, SL at (Low - StopLossPips×Point)
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---
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## Key Features
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### H4 Level
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✅ 4 pattern types (Regular/Irregular Buy/Sell)
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✅ Zone lifecycle: Create → Break → Reverse → Break → Delete
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✅ Dashed rectangles → Solid on reversal
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✅ Visible on all timeframes
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### M30 Level
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✅ Monitors only when price enters H4 zone
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✅ Checks only NEW bars after entry
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✅ One-break deletion (no reversal)
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✅ Links to parent H4 zone
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### M15 Level
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✅ Monitors only when price enters M30 zone
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✅ Places pending order immediately
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✅ One trade per M15 zone
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✅ Links to parent M30 zone
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### Order Management
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✅ Buy Stop at M15 High, SL at M15 Low
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✅ Sell Stop at M15 Low, SL at M15 High
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✅ TP calculated from input pips
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✅ Cancels orders when parent zones break
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---
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## MT4 Compatibility Notes
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**What we CAN'T use (MQL5 only):**
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- ❌ Classes and objects
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- ❌ `CTrade` library
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- ❌ `MqlRates[]` structures
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- ❌ `CopyRates()` function
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- ❌ Position concept
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**What we WILL use:**
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- ✅ Parallel arrays
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- ✅ Global functions
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- ✅ `iOpen/iClose/iHigh/iLow`
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- ✅ `OrderSend()` directly
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- ✅ Order ticket tracking
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- ✅ Simple structs (for data passing only)
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---
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## Testing Strategy
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### Per-Phase Testing
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Each phase must pass before moving to next:
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- Phase 3: Compare pattern detection with original indicator
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- Phase 4: Test H4 zone lifecycle manually
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- Phase 5: Verify M30 monitoring triggers correctly
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- Phase 6: Verify order placement with correct parameters
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### Integration Testing
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- Full cascade: H4 → M30 → M15 → Order
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- Multiple concurrent zones
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- Zone break cascades
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- Reversal handling
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### Strategy Tester
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- 3+ months historical data
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- Visual mode verification
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- Multiple scenario testing
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- Edge case validation
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---
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## Input Parameters
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```mql4
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input double LotSize = 0.01; // Fixed lot size
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input int StopLossPips = 30; // Additional SL buffer
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input int TakeProfitPips = 60; // TP distance
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input int MagicNumber = 123456; // EA identifier
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input int Slippage = 3; // Max slippage
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input int RecentBarsToCheck = 10; // Pattern scan depth
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input bool EnableDebugLogs = false; // Console logging
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```
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---
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## Function Organization
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### Main Flow
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```
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OnTick()
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├─► CheckNewBars() → ProcessH4/M30/M15
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├─► CheckH4ZoneEntries() → Start M30 monitoring
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├─► CheckM30ZoneEntries() → Start M15 monitoring
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├─► MonitorPendingOrders() → Track execution
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└─► UpdateDisplay() → Refresh visuals
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```
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### Pattern Detection (Reusable)
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```
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IsRegularBuy(ENUM_TIMEFRAMES tf, int index)
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IsIrregularBuy(ENUM_TIMEFRAMES tf, int index)
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IsRegularSell(ENUM_TIMEFRAMES tf, int index)
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IsIrregularSell(ENUM_TIMEFRAMES tf, int index)
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```
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### Zone Management (Per Timeframe)
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```
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H4: Create, Reverse, Delete, Draw
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M30: Create, Delete, Draw
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M15: Create, Draw, PlaceOrder
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```
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---
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## Risk Considerations
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### Limitations
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- Fixed lot size (no dynamic risk management)
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- Array size limits (50/100/200 per TF)
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- No trade management (trailing, breakeven)
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- No session filters
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### Safety Features
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- Magic number isolation
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- One trade per M15 zone
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- Input validation
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- Comprehensive error logging
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- Order cancellation on parent breaks
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---
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## Success Criteria
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**Must Have:**
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- ✅ All 4 patterns detected correctly
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- ✅ Full H4 → M30 → M15 cascade works
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- ✅ Orders placed with correct parameters
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- ✅ Zone lifecycle managed properly
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- ✅ Visual display accurate
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- ✅ No runtime errors in tester
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**Nice to Have:**
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- Code comments and documentation
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- Debug logging system
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- Info panel with stats
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- Clean code organization
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---
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## Next Steps
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1. **Review Plan:** Approve implementation approach
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2. **Start Phase 1:** Create EA skeleton (2 hours)
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3. **Incremental Development:** Complete phases 2-10 sequentially
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4. **Continuous Testing:** Validate each phase before proceeding
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5. **Final Testing:** Full strategy tester validation
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6. **Demo Deployment:** Live testing on demo account
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---
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## File Location
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```
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MQL4/
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└── Experts/
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└── _Thivyam/
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└── MultiTimeframeZone/
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└── MultiTimeframeZoneEA_MT4.mq4 (single file)
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```
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---
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## Development Timeline
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**Week 1:** Phases 1-4 (Infrastructure + H4 zones)
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**Week 2:** Phases 5-6 (M30/M15 zones + orders)
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**Week 3:** Phases 7-8 (Management + display)
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**Week 4:** Phases 9-10 (Testing + refinement)
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**Minimum Viable Product:** End of Week 2
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**Production Ready:** End of Week 4
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---
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## Support Documentation
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- **Full Implementation Plan:** mt4-ea-implementation-plan.md (50+ pages)
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- **Reference Code:** FINAL_H4_ZONES.mq4 (pattern detection)
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- **Strategy Rules:** Strategy.md (requirements)
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- **MQ4 vs MQ5 Analysis:** COMPARISON_MQ4_vs_MQ5.md (architecture insights)
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---
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**Status:** Ready for Development
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**Risk:** Medium (complex multi-TF logic)
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**Confidence:** High (proven pattern logic + clear plan)
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---
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**Quick Reference During Development:**
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**Phase 1-2:** Focus on bar detection infrastructure
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**Phase 3:** Port pattern detection from indicator
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**Phase 4:** Build H4 zone lifecycle
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**Phase 5-6:** Add M30/M15 cascade
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**Phase 7:** Add order execution
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**Phase 8-10:** Polish and test
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**Remember:** Test each phase thoroughly before moving forward!
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---
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**End of Quick Summary**
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