Initial commit: MAEA Expert Advisor v1.00

- Implemented complete trend-following strategy with EMA-based signals - Added 5 visual indicator lines (3 EMAs + 2 Border Lines) - Implemented breakthrough and pullback signal detection - Added dynamic lot sizing (0.01/0.02 based on pullback) - Implemented comprehensive filters: * Volume filter (20-bar average) * Spread filter (max 30 points) * Multiple Timeframe filter (H1 trading, D1 trend confirmation) * News filter (Thailand timezone) - Added advanced risk management: * Take Profit in USD * Stop Loss at Border Lines * Breakeven (100 points) * Trailing Stop (100 points) * Max drawdown protection (10%) - Created comprehensive documentation - Connected to Gitea repository
2026-01-02 11:13:52 +07:00
commit 7c7c118c5f
4 changed files with 1658 additions and 0 deletions
--- a/plans/MAEA-implementation-plan.md
+++ b/plans/MAEA-implementation-plan.md
@@ -0,0 +1,342 @@
+# MAEA (Moving Average Expert Advisor) Implementation Plan
+
+## Project Overview
+- **Name**: MAEA
+- **Type**: MQL4 Expert Advisor for MetaTrader 4
+- **Strategy**: Advanced trend-following with EMA-based signals, multiple filters, and risk management
+- **Repository**: https://git.moreminimore.com/kunthawat/MAEA
+- **Timezone**: Thailand (UTC+7)
+
+## Strategy Details
+
+### 1. EMA Lines (3 Base Lines)
+All EMAs use period 30 with different price sources:
+- **EMA High**: EMA of High prices - Light Blue color
+- **EMA Medium**: EMA of Close prices - Yellow color
+- **EMA Low**: EMA of Low prices - Orange color
+
+### 2. Border Lines (2 Dynamic Lines)
+Calculated based on the range between EMAs:
+- **High Border Line**: EMA High + (EMA Medium - EMA Low) - Purple color
+- **Low Border Line**: EMA Low - (EMA Medium - EMA Low) - Purple color
+
+**Example Calculation:**
+```
+EMA High = 3500
+EMA Medium = 3400
+EMA Low = 3300
+Range = EMA Medium - EMA Low = 3400 - 3300 = 100
+
+High Border = 3500 + 100 = 3600
+Low Border = 3300 - 100 = 3200
+```
+
+### 3. Signal Types
+
+#### 3.1 Breakthrough Signal
+- **Buy Signal**: Close price breaks above EMA High
+- **Sell Signal**: Close price breaks below EMA Low
+- **Purpose**: Triggers order opening
+
+#### 3.2 Pullback Signal
+- **Definition**: Price hits a line and closes on the opposite side
+- **Buy Pullback**: Price moves down to hit any line, then closes above the line
+- **Sell Pullback**: Price moves up to hit any line, then closes below the line
+- **Purpose**: Increases lot size when breakthrough occurs in the same direction
+- **Tracking**: Separate tracking for buy and sell directions, resets when order opens
+- **Lot Size Impact**:
+  - No pullback before breakthrough = 0.01 lot
+  - Pullback occurred before breakthrough = 0.02 lot
+
+### 4. Order Opening Logic
+- **Only one order at a time**
+- **Lot Size**:
+  - 0.01 lot if no pullback occurred before breakthrough
+  - 0.02 lot if at least one pullback occurred before breakthrough in the same direction
+- **Trigger**: Breakthrough signal only
+- **Filters Applied**:
+  - Volume filter must pass
+  - Spread filter must pass
+  - MTF filter must pass (if enabled)
+  - News filter must pass (if enabled)
+
+### 5. Risk Management
+
+#### 5.1 Take Profit
+- Target specified in USD (e.g., $5)
+- Closes order when profit reaches target amount
+
+#### 5.2 Stop Loss
+- **Buy Orders**: SL at Low Border Line
+- **Sell Orders**: SL at High Border Line
+
+#### 5.3 Breakeven
+- Triggered when profit reaches specified number of points (e.g., 100 points)
+- Moves Stop Loss to breakeven (entry price)
+
+#### 5.4 Trailing Stop
+- Starts after breakeven is reached
+- Trails Stop Loss by specified number of points from current price
+- Default: 100 points trail distance
+
+## Additional Filters and Features
+
+### 6. Volume Filter
+- **Calculation**: Average volume of last 20 bars
+- **Condition**: Trade only when current volume > average volume
+- **Purpose**: Ensures sufficient market activity
+
+### 7. Multiple Timeframe (MTF) Filter
+- **Timeframes**: H1 (trading) and D1 (filter)
+- **Status**: Optional feature (can be turned on/off)
+- **D1 Filter Logic**:
+  - If D1 close > D1 EMA High: Only buy orders allowed
+  - If D1 close < D1 EMA Low: Only sell orders allowed
+  - If D1 close between D1 EMA High and D1 EMA Low: No orders allowed
+- **Behavior**: Order opens immediately when filter condition is met
+
+### 8. Spread Filter
+- **Purpose**: Avoid trading during high spread periods
+- **Condition**: Only open orders when current spread <= maximum allowed spread
+- **Default**: 30 points
+
+### 9. Risk Management
+- **Max Drawdown**: Maximum percentage drawdown allowed
+- **Behavior**: Stop trading if drawdown exceeds limit
+- **Recovery**: Resume trading when drawdown is below limit
+
+### 10. News Filter
+- **Purpose**: Avoid trading during high-impact news events
+- **Implementation**: Avoid specific times (e.g., NFP, FOMC releases)
+- **Timezone**: Thailand (UTC+7) - all times must be converted accordingly
+- **Flexibility**: User can configure multiple time ranges to avoid
+
+## Strategy Flow Diagram
+
+```mermaid
+graph TD
+    A[Start New Bar] --> B[Calculate EMAs]
+    B --> C[Calculate Border Lines]
+    C --> D[Check for Open Orders]
+    D -->|Has Open Order| E[Manage Open Order]
+    D -->|No Open Order| F[Check Pullback Signals]
+    
+    E --> E1[Check Take Profit]
+    E1 -->|TP Reached| E2[Close Order]
+    E1 -->|TP Not Reached| E3[Check Breakeven]
+    E3 -->|Breakeven Reached| E4[Move SL to Entry]
+    E3 -->|Breakeven Not Reached| E5[Check Stop Loss]
+    E5 -->|SL Hit| E2
+    E5 -->|SL Not Hit| A
+    
+    F --> F1[Close Below EMA High]
+    F1 -->|Yes| F2[Set Pullback Flag]
+    F1 -->|No| F3[Close Below EMA Medium]
+    F3 -->|Yes| F2
+    F3 -->|No| F4[Close Below EMA Low]
+    F4 -->|Yes| F2
+    F4 -->|No| F5[Check Breakthrough Signals]
+    
+    F2 --> F5
+    F5 --> F6[Close Above EMA High]
+    F6 -->|Yes| F7[Open Buy Order]
+    F6 -->|No| F8[Close Below EMA Low]
+    F8 -->|Yes| F9[Open Sell Order]
+    F8 -->|No| A
+    
+    F7 --> F10[Set Lot Size]
+    F10 -->|Pullback| F11[0.02 Lot]
+    F10 -->|No Pullback| F12[0.01 Lot]
+    F11 --> F13[Set SL at Low Border]
+    F12 --> F13
+    F13 --> F14[Set TP based on USD Target]
+    F14 --> F15[Reset Pullback Flag]
+    F15 --> A
+    
+    F9 --> F16[Set Lot Size]
+    F16 -->|Pullback| F17[0.02 Lot]
+    F16 -->|No Pullback| F18[0.01 Lot]
+    F17 --> F19[Set SL at High Border]
+    F18 --> F19
+    F19 --> F20[Set TP based on USD Target]
+    F20 --> F21[Reset Pullback Flag]
+    F21 --> A
+    
+    E2 --> F15
+```
+
+## Implementation Steps
+
+### Phase 1: Project Setup & Git Configuration
+1. Create MQL4 project structure
+2. Initialize Git repository
+3. Configure remote to Gitea server (https://git.moreminimore.com/kunthawat/MAEA)
+
+### Phase 2: Core EA Structure
+4. Create [`MAEA.mq4`](MAEA.mq4) with basic EA framework
+5. Define all input parameters (EMA period, lot sizes, TP, breakeven, trailing stop, filters, etc.)
+6. Set up indicator buffers for 5 visual lines
+7. Initialize global variables for state tracking
+
+### Phase 3: Indicator Calculations
+8. Implement EMA calculations for High, Medium, Low (period 30)
+9. Implement Border Line calculations (High Border = High + Range, Low Border = Low - Range)
+10. Add visual indicators with correct colors (Light Blue, Yellow, Orange, Purple)
+11. Implement Volume average calculation (20-bar average)
+
+### Phase 4: Signal Detection
+12. Implement breakthrough signal detection (price breaks High/Low EMA)
+13. Implement pullback signal detection (price hits line and closes on opposite side)
+14. Implement separate pullback tracking for buy and sell directions
+15. Implement pullback flag reset logic after order opens
+
+### Phase 5: Multiple Timeframe Filter
+16. Implement D1 EMA calculations for MTF filter
+17. Implement MTF filter logic (D1 > High = buy only, D1 < Low = sell only, between = no trade)
+18. Add enable/disable toggle for MTF filter
+
+### Phase 6: Additional Filters
+19. Implement volume filter (current volume > 20-bar average)
+20. Implement spread filter (current spread <= max spread)
+21. Implement news filter (avoid specific hours/days, Thailand timezone)
+22. Add enable/disable toggles for news filter
+
+### Phase 7: Order Management
+23. Implement order opening logic with all filter checks
+24. Implement dynamic lot sizing (0.01 no pullback, 0.02 with pullback)
+25. Implement Stop Loss placement at Border Lines
+26. Implement Take Profit calculation (convert USD target to pips)
+27. Implement Breakeven logic (move SL to entry at X points)
+28. Implement Trailing Stop logic (trail by X points after breakeven)
+29. Implement single order restriction
+
+### Phase 8: Risk Management
+30. Implement max drawdown calculation
+31. Implement drawdown protection (stop trading if exceeded)
+32. Implement trading resume logic when drawdown is below limit
+
+### Phase 9: Order Monitoring & Management
+33. Implement Take Profit checking on each tick
+34. Implement Breakeven checking and SL modification
+35. Implement Trailing Stop checking and SL modification
+36. Implement Stop Loss checking
+37. Implement order closure logic
+
+### Phase 10: Testing & Validation
+38. Test all EMA and Border Line calculations
+39. Test breakthrough and pullback signal detection
+40. Test all filters (volume, spread, MTF, news)
+41. Test order opening with correct lot sizes
+42. Test TP, SL, breakeven, and trailing stop
+43. Test drawdown protection
+44. Test visual indicators display
+
+### Phase 11: Documentation & Deployment
+45. Create comprehensive [`README.md`](README.md) with strategy documentation
+46. Add parameter descriptions and usage instructions
+47. Add troubleshooting guide
+48. Commit initial code to Git
+49. Push to Gitea repository
+50. Verify repository connection and code availability
+
+## Input Parameters
+
+| Parameter | Description | Default Value |
+|-----------|-------------|---------------|
+| `EMAPeriod` | EMA period for all lines | 30 |
+| `LotSizeNormal` | Lot size without pullback | 0.01 |
+| `LotSizePullback` | Lot size with pullback | 0.02 |
+| `TakeProfitUSD` | Take profit target in USD | 5.0 |
+| `BreakevenPoints` | Points to trigger breakeven | 100 |
+| `TrailingStopPoints` | Points for trailing stop distance | 100 |
+| `MagicNumber` | EA unique identifier | 12345 |
+| `MaxSpread` | Maximum allowed spread in points | 30 |
+| `VolumePeriod` | Period for volume average calculation | 20 |
+| `MaxDrawdownPercent` | Maximum drawdown percentage | 10.0 |
+| `UseMTFFilter` | Enable/disable MTF filter | true |
+| `UseNewsFilter` | Enable/disable news filter | true |
+| `NewsAvoidHours` | Hours to avoid (comma-separated) | 14,15,20,21 |
+| `NewsAvoidDays` | Days to avoid (comma-separated) | 1,5 |
+
+## Visual Indicators
+
+| Line | Color | Description |
+|------|-------|-------------|
+| EMA High | Light Blue (clrLightBlue) | EMA of High prices |
+| EMA Medium | Yellow (clrYellow) | EMA of Close prices |
+| EMA Low | Orange (clrOrange) | EMA of Low prices |
+| High Border | Purple (clrPurple) | Upper dynamic border |
+| Low Border | Purple (clrPurple) | Lower dynamic border |
+
+## Key Considerations
+
+1. **Pullback Detection**: Track price hitting lines and closing on opposite side separately for buy/sell
+2. **Pullback Reset**: Reset pullback flag immediately after opening an order
+3. **Single Order**: Only one order open at any time
+4. **Dynamic SL**: Stop Loss moves with Border Lines as they update
+5. **Breakeven**: Only moves SL to entry price, not to profit
+6. **TP Calculation**: Convert USD target to pips based on lot size and symbol
+7. **Volume Filter**: Only trade when current volume exceeds 20-bar average
+8. **MTF Filter**: D1 timeframe acts as trend filter, H1 for entry signals
+9. **Spread Filter**: Avoid high spread periods
+10. **Timezone**: All time-based filters use Thailand timezone (UTC+7)
+11. **Trailing Stop**: Activates after breakeven, trails by specified points
+12. **Drawdown Protection**: Stops trading if max drawdown exceeded
+
+## Technical Specifications
+
+- **Platform**: MetaTrader 4
+- **Language**: MQL4
+- **Trading Timeframe**: H1 (recommended)
+- **Filter Timeframe**: D1 (for MTF filter)
+- **Currency Pairs**: All pairs (user-selectable)
+- **Account Types**: Any MT4 account type
+- **Server Timezone**: Thailand (UTC+7)
+
+## Testing Checklist
+
+### Core Strategy
+- [ ] EMA calculations verify correctly (High, Medium, Low)
+- [ ] Border Line calculations verify correctly
+- [ ] Breakthrough signals trigger correctly
+- [ ] Pullback signals detect correctly (buy and sell separately)
+- [ ] Pullback flag resets after order opens
+- [ ] Lot sizes apply correctly (0.01 vs 0.02)
+
+### Filters
+- [ ] Volume filter works (20-bar average, current > average)
+- [ ] Spread filter prevents high spread trades
+- [ ] MTF filter works correctly (D1 > High = buy only, D1 < Low = sell only, between = no trade)
+- [ ] MTF filter can be enabled/disabled
+- [ ] News filter avoids specified times (Thailand timezone)
+- [ ] News filter can be enabled/disabled
+
+### Order Management
+- [ ] Stop Loss places at correct Border Lines
+- [ ] Take Profit closes at correct USD amount
+- [ ] Breakeven triggers at correct points
+- [ ] Trailing stop activates after breakeven
+- [ ] Trailing stop trails by correct distance
+- [ ] Only one order opens at a time
+
+### Risk Management
+- [ ] Max drawdown protection works
+- [ ] Trading stops when drawdown exceeds limit
+- [ ] Trading resumes when drawdown is below limit
+
+### Visual & Technical
+- [ ] Visual indicators display with correct colors
+- [ ] Git repository connects to Gitea successfully
+- [ ] Code compiles without errors
+- [ ] EA runs without runtime errors
+
+## Notes
+
+- The strategy uses 5 visual lines on the chart
+- Pullback tracking is separate for buy and sell directions
+- Border Lines expand the range beyond the EMAs for wider stops
+- The strategy is trend-following and works best in trending markets
+- Multiple filters ensure quality trade entries
+- All time-based calculations use Thailand timezone (UTC+7)
+- MTF filter provides higher timeframe trend confirmation
+- Risk management features protect account from excessive losses
--- a/plans/MAEA-summary.md
+++ b/plans/MAEA-summary.md
@@ -0,0 +1,196 @@
+# MAEA Project Summary
+
+## Project Overview
+**MAEA (Moving Average Expert Advisor)** - An advanced trend-following trading robot for MetaTrader 4 with sophisticated filtering and risk management features.
+
+**Repository:** https://git.moreminimore.com/kunthawat/MAEA  
+**Timezone:** Thailand (UTC+7)
+
+## Core Strategy
+
+### Indicator System (5 Visual Lines)
+1. **EMA High** (Light Blue) - EMA of High prices, period 30
+2. **EMA Medium** (Yellow) - EMA of Close prices, period 30
+3. **EMA Low** (Orange) - EMA of Low prices, period 30
+4. **High Border** (Purple) - EMA High + (EMA Medium - EMA Low)
+5. **Low Border** (Purple) - EMA Low - (EMA Medium - EMA Low)
+
+### Signal Types
+
+#### 1. Breakthrough Signal
+- **Buy:** Close price breaks above EMA High
+- **Sell:** Close price breaks below EMA Low
+- **Purpose:** Triggers order opening
+
+#### 2. Pullback Signal
+- **Buy Pullback:** Price moves down to hit any line, then closes above the line
+- **Sell Pullback:** Price moves up to hit any line, then closes below the line
+- **Purpose:** Increases lot size when breakthrough occurs in same direction
+- **Tracking:** Separate for buy and sell directions
+
+### Order Management
+- **Single Order:** Only one order at a time
+- **Dynamic Lot Sizing:**
+  - 0.01 lot (no pullback before breakthrough)
+  - 0.02 lot (pullback occurred before breakthrough)
+- **Stop Loss:** At Border Lines (Low Border for buys, High Border for sells)
+- **Take Profit:** Target in USD (default $5)
+- **Breakeven:** Move SL to entry at X points profit (default 100)
+- **Trailing Stop:** Trail by X points after breakeven (default 100)
+
+## Advanced Filters
+
+### 1. Volume Filter
+- Calculate 20-bar volume average
+- Trade only when current volume > average
+- Ensures sufficient market activity
+
+### 2. Spread Filter
+- Maximum allowed spread: 30 points
+- Prevents trading during high spread periods
+
+### 3. Multiple Timeframe (MTF) Filter (Optional)
+- **Trading Timeframe:** H1
+- **Filter Timeframe:** D1
+- **Logic:**
+  - D1 close > D1 EMA High: Only buy orders allowed
+  - D1 close < D1 EMA Low: Only sell orders allowed
+  - D1 close between: No orders allowed
+- Can be enabled/disabled
+
+### 4. News Filter (Optional)
+- Avoid specific hours (default: 14, 15, 20, 21)
+- Avoid specific days (default: 1, 5)
+- All times in Thailand timezone (UTC+7)
+- Can be enabled/disabled
+
+### 5. Risk Management
+- **Max Drawdown:** Percentage-based protection (default 10%)
+- Stops trading if drawdown exceeds limit
+- Resumes trading when drawdown is below limit
+
+## Implementation Phases
+
+### Phase 1: Project Setup & Git Configuration (3 tasks)
+- Create MQL4 project structure
+- Initialize Git repository
+- Configure remote to Gitea server
+
+### Phase 2: Core EA Structure (4 tasks)
+- Create MAEA.mq4 with basic framework
+- Define all input parameters
+- Set up indicator buffers
+- Initialize global variables
+
+### Phase 3: Indicator Calculations (4 tasks)
+- Implement EMA calculations (High, Medium, Low)
+- Implement Border Line calculations
+- Add visual indicators with colors
+- Implement Volume average calculation
+
+### Phase 4: Signal Detection (4 tasks)
+- Implement breakthrough signal detection
+- Implement pullback signal detection
+- Implement separate pullback tracking
+- Implement pullback flag reset logic
+
+### Phase 5: Multiple Timeframe Filter (3 tasks)
+- Implement D1 EMA calculations
+- Implement MTF filter logic
+- Add enable/disable toggle
+
+### Phase 6: Additional Filters (4 tasks)
+- Implement volume filter
+- Implement spread filter
+- Implement news filter (Thailand timezone)
+- Add enable/disable toggle for news filter
+
+### Phase 7: Order Management (7 tasks)
+- Implement order opening with all filters
+- Implement dynamic lot sizing
+- Implement Stop Loss placement
+- Implement Take Profit calculation
+- Implement Breakeven logic
+- Implement Trailing Stop logic
+- Implement single order restriction
+
+### Phase 8: Risk Management (3 tasks)
+- Implement max drawdown calculation
+- Implement drawdown protection
+- Implement trading resume logic
+
+### Phase 9: Order Monitoring & Management (5 tasks)
+- Implement Take Profit checking
+- Implement Breakeven checking and SL modification
+- Implement Trailing Stop checking and SL modification
+- Implement Stop Loss checking
+- Implement order closure logic
+
+### Phase 10: Testing & Validation (7 tasks)
+- Test all EMA and Border Line calculations
+- Test breakthrough and pullback signals
+- Test all filters
+- Test order opening with correct lot sizes
+- Test TP, SL, breakeven, and trailing stop
+- Test drawdown protection
+- Test visual indicators display
+
+### Phase 11: Documentation & Deployment (5 tasks)
+- Create comprehensive README.md
+- Add parameter descriptions and usage instructions
+- Add troubleshooting guide
+- Commit initial code to Git
+- Push to Gitea repository and verify
+
+## Total Tasks: 50
+
+## Key Features Summary
+
+✅ **Advanced Trend Following:** EMA-based with dynamic border lines  
+✅ **Smart Signal Detection:** Breakthrough and pullback signals with separate tracking  
+✅ **Dynamic Lot Sizing:** 0.01 or 0.02 based on market behavior  
+✅ **Comprehensive Filters:** Volume, spread, MTF, news, and drawdown protection  
+✅ **Risk Management:** TP in USD, SL at borders, breakeven, trailing stop  
+✅ **Visual Indicators:** 5 colored lines for easy analysis  
+✅ **Flexible Configuration:** All features can be enabled/disabled  
+✅ **Single Order Management:** Prevents over-trading  
+✅ **Timezone Aware:** Thailand timezone (UTC+7) for all time-based features  
+
+## Default Parameters
+
+| Parameter | Value | Description |
+|-----------|-------|-------------|
+| EMA Period | 30 | Period for all EMAs |
+| Lot Size (Normal) | 0.01 | Lot without pullback |
+| Lot Size (Pullback) | 0.02 | Lot with pullback |
+| Take Profit | $5 | Target profit in USD |
+| Breakeven Points | 100 | Points to trigger breakeven |
+| Trailing Stop Points | 100 | Trail distance after breakeven |
+| Max Spread | 30 points | Maximum allowed spread |
+| Volume Period | 20 | Bars for volume average |
+| Max Drawdown | 10% | Maximum drawdown percentage |
+| MTF Filter | true | Enable/disable MTF filter |
+| News Filter | true | Enable/disable news filter |
+
+## Technical Specifications
+
+- **Platform:** MetaTrader 4
+- **Language:** MQL4
+- **Trading Timeframe:** H1 (recommended)
+- **Filter Timeframe:** D1 (for MTF)
+- **Currency Pairs:** All pairs (user-selectable)
+- **Account Types:** Any MT4 account
+- **Server Timezone:** Thailand (UTC+7)
+
+## Next Steps
+
+The implementation plan is complete and ready for execution. All 50 tasks have been clearly defined and organized into 11 logical phases. The plan includes:
+
+1. ✅ Detailed strategy documentation
+2. ✅ Visual flow diagram
+3. ✅ Complete implementation steps
+4. ✅ Input parameters table
+5. ✅ Testing checklist
+6. ✅ Technical specifications
+
+**Ready to proceed with implementation in Code mode.**