feat(maea): migrate from MQL4 to MQL5 and simplify strategy
Migrate MAEA Expert Advisor from MetaTrader 4 to MetaTrader 5 platform with significant strategy simplification and architectural improvements. Key changes: - Platform: MQL4 → MQL5 - Indicators: Reduced from 5 lines (3 EMAs + 2 borders) to 2 EMAs with zone fill - Strategy: Removed pullback signals and dynamic lot sizing - Lot sizing: Changed from dynamic (0.01/0.02) to fixed 0.01 lot - Stop loss: Changed from Border Lines to opposite EMA (Buy: EMA Low, Sell: EMA High) - Signal logic: Added opposite signal close for reversal protection - New filter: Added minimum zone width filter (100 points) - Documentation: Updated implementation plans and project summary - New files: Added AGENTS.md, MAEA_Indicator.mq5, and opencode.jsonc BREAKING CHANGE: Complete rewrite from MQL4 to MQL5 with simplified strategy. Previous MAEA.mq4 and README.md deleted. New implementation requires MetaTrader 5.
This commit is contained in:
Kunthawat Greethong
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MAEA.mq5
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509
MAEA.mq5
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//+------------------------------------------------------------------+
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//| MAEA.mq5 |
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//| Moving Average EA |
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//| Trend-following EA with EMA zone breakout |
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//+------------------------------------------------------------------+
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#property copyright "MAEA"
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#property link ""
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#property version "1.00"
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#property strict
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#include <Trade\Trade.mqh>
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#include <Indicators\Indicators.mqh>
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// === EMA SETTINGS ===
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input int EMAPeriod = 30;
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input int EMAShift = 0;
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input int MinZoneWidthPoints = 100;
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// === RISK MANAGEMENT ===
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input double LotSize = 0.01;
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input double TakeProfitUSD = 5.0;
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input int BreakevenPoints = 100;
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input int TrailingStopPoints = 100;
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// === FILTERS ===
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input bool UseMTFFilter = true;
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input bool UseNewsFilter = true;
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input int MaxSpread = 30;
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input int VolumePeriod = 20;
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// === NEWS FILTER ===
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input string NewsAvoidHours = "14,15,20,21";
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input string NewsAvoidDays = "1,5";
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// === RISK PROTECTION ===
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input double MaxDrawdownPercent = 10.0;
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// === EA SETTINGS ===
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input int MagicNumber = 12345;
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// === GLOBAL VARIABLES ===
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CTrade trade;
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int handleEMAHigh = INVALID_HANDLE;
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int handleEMALow = INVALID_HANDLE;
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int handleD1EMAHigh = INVALID_HANDLE;
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int handleD1EMALow = INVALID_HANDLE;
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double g_EMAHighBuffer[];
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double g_EMALowBuffer[];
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double g_D1EMAHighBuffer[];
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double g_D1EMALowBuffer[];
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datetime g_LastBarTime = 0;
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double g_EntryPrice = 0;
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double g_BreakevenPrice = 0;
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bool g_BreakevenTriggered = false;
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bool g_TradingAllowed = true;
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double g_AccountHighBalance = 0;
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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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int OnInit() {
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Print("[MAEA] Initializing EA...");
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trade.SetExpertMagicNumber(MagicNumber);
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handleEMAHigh = iMA(_Symbol, PERIOD_CURRENT, EMAPeriod, EMAShift, MODE_EMA, PRICE_HIGH);
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handleEMALow = iMA(_Symbol, PERIOD_CURRENT, EMAPeriod, EMAShift, MODE_EMA, PRICE_LOW);
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handleD1EMAHigh = iMA(_Symbol, PERIOD_D1, EMAPeriod, EMAShift, MODE_EMA, PRICE_HIGH);
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handleD1EMALow = iMA(_Symbol, PERIOD_D1, EMAPeriod, EMAShift, MODE_EMA, PRICE_LOW);
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if(handleEMAHigh == INVALID_HANDLE || handleEMALow == INVALID_HANDLE ||
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handleD1EMAHigh == INVALID_HANDLE || handleD1EMALow == INVALID_HANDLE) {
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Print("[MAEA] Failed to create EMA handles");
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return INIT_FAILED;
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}
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Print("[MAEA] Handles - EMAHigh: ", handleEMAHigh, ", EMALow: ", handleEMALow);
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ArraySetAsSeries(g_EMAHighBuffer, true);
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ArraySetAsSeries(g_EMALowBuffer, true);
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ArraySetAsSeries(g_D1EMAHighBuffer, true);
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ArraySetAsSeries(g_D1EMALowBuffer, true);
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g_AccountHighBalance = AccountInfoDouble(ACCOUNT_BALANCE);
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g_LastBarTime = iTime(_Symbol, PERIOD_CURRENT, 0);
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Print("[MAEA] Initialization successful");
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return INIT_SUCCEEDED;
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}
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//+------------------------------------------------------------------+
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//| Expert deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason) {
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Print("[MAEA] Deinitializing. Reason: ", reason);
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if(handleEMAHigh != INVALID_HANDLE) IndicatorRelease(handleEMAHigh);
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if(handleEMALow != INVALID_HANDLE) IndicatorRelease(handleEMALow);
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if(handleD1EMAHigh != INVALID_HANDLE) IndicatorRelease(handleD1EMAHigh);
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if(handleD1EMALow != INVALID_HANDLE) IndicatorRelease(handleD1EMALow);
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}
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//+------------------------------------------------------------------+
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//| Expert tick function |
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//+------------------------------------------------------------------+
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void OnTick() {
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datetime currentBarTime = iTime(_Symbol, PERIOD_CURRENT, 0);
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if(currentBarTime != g_LastBarTime) {
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g_LastBarTime = currentBarTime;
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CheckDrawdown();
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OnNewBar();
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}
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ManageOpenPosition();
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}
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//+------------------------------------------------------------------+
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//| New bar processing |
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//+------------------------------------------------------------------+
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void OnNewBar() {
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if(HasOpenPosition()) {
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CheckOppositeSignal();
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return;
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}
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CheckBreakthroughSignal();
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}
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//+------------------------------------------------------------------+
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//| Check breakthrough signal and open position |
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//+------------------------------------------------------------------+
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void CheckBreakthroughSignal() {
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if(!CopyIndicatorData()) return;
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double prevClose = iClose(_Symbol, PERIOD_CURRENT, 1);
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double currClose = iClose(_Symbol, PERIOD_CURRENT, 0);
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double emaHigh = g_EMAHighBuffer[0];
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double emaLow = g_EMALowBuffer[0];
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double zoneWidth = MathAbs(emaHigh - emaLow);
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if(zoneWidth < MinZoneWidthPoints * _Point) return;
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bool prevInsideZone = (prevClose <= emaHigh && prevClose >= emaLow);
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if(!prevInsideZone) return;
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bool buySignal = (currClose > emaHigh);
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bool sellSignal = (currClose < emaLow);
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if(!buySignal && !sellSignal) return;
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if(buySignal && !AllFiltersPass(true)) return;
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if(sellSignal && !AllFiltersPass(false)) return;
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if(buySignal) {
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OpenBuyPosition();
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}
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else if(sellSignal) {
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OpenSellPosition();
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}
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}
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//+------------------------------------------------------------------+
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//| Check opposite signal and close position |
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//+------------------------------------------------------------------+
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void CheckOppositeSignal() {
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if(!CopyIndicatorData()) return;
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if(!HasOpenPosition()) return;
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double currClose = iClose(_Symbol, PERIOD_CURRENT, 0);
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double prevClose = iClose(_Symbol, PERIOD_CURRENT, 1);
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double emaHigh = g_EMAHighBuffer[0];
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double emaLow = g_EMALowBuffer[0];
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bool buySignal = (prevClose <= emaHigh && prevClose >= emaLow && currClose > emaHigh);
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bool sellSignal = (prevClose <= emaHigh && prevClose >= emaLow && currClose < emaLow);
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if(!buySignal && !sellSignal) return;
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ulong positionTicket = GetPositionTicket();
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if(positionTicket == 0) return;
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ENUM_POSITION_TYPE posType = GetPositionType(positionTicket);
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if(posType == POSITION_TYPE_BUY && sellSignal) {
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trade.PositionClose(positionTicket);
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ResetPositionVariables();
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Print("Buy position closed due to opposite sell signal");
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}
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else if(posType == POSITION_TYPE_SELL && buySignal) {
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trade.PositionClose(positionTicket);
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ResetPositionVariables();
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Print("Sell position closed due to opposite buy signal");
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}
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}
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//+------------------------------------------------------------------+
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//| Manage open position (TP, SL, breakeven, trailing stop) |
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//+------------------------------------------------------------------+
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void ManageOpenPosition() {
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if(!HasOpenPosition()) return;
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ulong positionTicket = GetPositionTicket();
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if(positionTicket == 0) return;
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if(!PositionSelectByTicket(positionTicket)) return;
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double openPrice = PositionGetDouble(POSITION_PRICE_OPEN);
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double currentPrice = PositionGetDouble(POSITION_PRICE_CURRENT);
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double currentSL = PositionGetDouble(POSITION_SL);
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double currentTP = PositionGetDouble(POSITION_TP);
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double profit = PositionGetDouble(POSITION_PROFIT);
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ENUM_POSITION_TYPE posType = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
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if(currentTP > 0 && profit >= TakeProfitUSD) {
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trade.PositionClose(positionTicket);
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ResetPositionVariables();
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Print("Position closed by Take Profit");
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return;
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}
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double pointsProfit = 0;
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double breakevenLevel = 0;
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if(posType == POSITION_TYPE_BUY) {
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pointsProfit = (currentPrice - openPrice) / _Point;
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breakevenLevel = openPrice + BreakevenPoints * _Point;
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}
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else {
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pointsProfit = (openPrice - currentPrice) / _Point;
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breakevenLevel = openPrice - BreakevenPoints * _Point;
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}
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if(!g_BreakevenTriggered && pointsProfit >= BreakevenPoints) {
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if(posType == POSITION_TYPE_BUY) {
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trade.PositionModify(positionTicket, openPrice, currentTP);
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}
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else {
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trade.PositionModify(positionTicket, openPrice, currentTP);
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}
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g_BreakevenTriggered = true;
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Print("Breakeven triggered for position ", positionTicket);
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}
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if(g_BreakevenTriggered && TrailingStopPoints > 0) {
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double trailDistance = TrailingStopPoints * _Point;
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double newSL;
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if(posType == POSITION_TYPE_BUY) {
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newSL = currentPrice - trailDistance;
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if(newSL > currentSL + _Point && newSL > openPrice) {
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trade.PositionModify(positionTicket, newSL, currentTP);
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}
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}
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else {
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newSL = currentPrice + trailDistance;
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if(newSL < currentSL - _Point && newSL < openPrice) {
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trade.PositionModify(positionTicket, newSL, currentTP);
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Open buy position |
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//+------------------------------------------------------------------+
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void OpenBuyPosition() {
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if(!CopyIndicatorData()) return;
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double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
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double sl = g_EMALowBuffer[0];
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double tp = CalculateTakeProfit(ask, sl, true);
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if(!trade.Buy(LotSize, _Symbol, ask, sl, tp, "MAEA Buy")) {
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int err = GetLastError();
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Print("Buy order failed. Error: ", err);
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}
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else {
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g_EntryPrice = ask;
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g_BreakevenTriggered = false;
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Print("Buy position opened at ", ask);
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}
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}
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//+------------------------------------------------------------------+
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//| Open sell position |
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//+------------------------------------------------------------------+
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void OpenSellPosition() {
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if(!CopyIndicatorData()) return;
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double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
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double sl = g_EMAHighBuffer[0];
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double tp = CalculateTakeProfit(bid, sl, false);
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if(!trade.Sell(LotSize, _Symbol, bid, sl, tp, "MAEA Sell")) {
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int err = GetLastError();
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Print("Sell order failed. Error: ", err);
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}
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else {
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g_EntryPrice = bid;
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g_BreakevenTriggered = false;
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Print("Sell position opened at ", bid);
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}
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}
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//+------------------------------------------------------------------+
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//| Calculate take profit in price |
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//+------------------------------------------------------------------+
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double CalculateTakeProfit(double entryPrice, double sl, bool isBuy) {
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double pointValue = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
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double tickValue = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE);
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double tickSize = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);
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double profitPoints = TakeProfitUSD / (tickValue * LotSize / tickSize);
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double profitPrice = profitPoints * pointValue;
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if(isBuy) {
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return entryPrice + profitPrice;
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}
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else {
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return entryPrice - profitPrice;
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}
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}
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//+------------------------------------------------------------------+
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//| Copy indicator data |
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//+------------------------------------------------------------------+
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bool CopyIndicatorData() {
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if(CopyBuffer(handleEMAHigh, 0, 0, 10, g_EMAHighBuffer) <= 0) return false;
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if(CopyBuffer(handleEMALow, 0, 0, 10, g_EMALowBuffer) <= 0) return false;
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if(UseMTFFilter) {
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if(CopyBuffer(handleD1EMAHigh, 0, 0, 2, g_D1EMAHighBuffer) <= 0) return false;
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if(CopyBuffer(handleD1EMALow, 0, 0, 2, g_D1EMALowBuffer) <= 0) return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Check all filters |
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//+------------------------------------------------------------------+
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bool AllFiltersPass(bool isBuyDirection) {
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if(!CheckVolumeFilter()) return false;
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if(!CheckSpreadFilter()) return false;
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if(!CheckDrawdownAllowed()) return false;
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if(UseMTFFilter && !CheckMTFFilter(isBuyDirection)) return false;
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if(UseNewsFilter && !CheckNewsFilter()) return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Volume filter |
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//+------------------------------------------------------------------+
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bool CheckVolumeFilter() {
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long currentVolume = iVolume(_Symbol, PERIOD_CURRENT, 0);
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long avgVolume = 0;
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for(int i = 1; i <= VolumePeriod; i++) {
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avgVolume += iVolume(_Symbol, PERIOD_CURRENT, i);
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}
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avgVolume = avgVolume / VolumePeriod;
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return (currentVolume > avgVolume);
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}
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//+------------------------------------------------------------------+
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//| Spread filter |
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//+------------------------------------------------------------------+
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bool CheckSpreadFilter() {
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long spread;
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SymbolInfoInteger(_Symbol, SYMBOL_SPREAD, spread);
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return (spread <= MaxSpread);
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}
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//+------------------------------------------------------------------+
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//| MTF filter |
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//+------------------------------------------------------------------+
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bool CheckMTFFilter(bool isBuyDirection) {
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double d1Close = iClose(_Symbol, PERIOD_D1, 0);
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double d1EMAHigh = g_D1EMAHighBuffer[0];
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double d1EMALow = g_D1EMALowBuffer[0];
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if(d1Close > d1EMAHigh) {
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return isBuyDirection;
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}
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else if(d1Close < d1EMALow) {
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return !isBuyDirection;
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}
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else {
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return false;
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}
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}
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//+------------------------------------------------------------------+
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//| News filter |
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//+------------------------------------------------------------------+
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bool CheckNewsFilter() {
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datetime gmtTime = TimeGMT();
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datetime thaiTime = gmtTime + 25200;
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MqlDateTime timeStruct;
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TimeToStruct(thaiTime, timeStruct);
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string hoursArr[];
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StringSplit(NewsAvoidHours, ',', hoursArr);
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for(int i = 0; i < ArraySize(hoursArr); i++) {
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string h = hoursArr[i];
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StringTrimRight(h);
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StringTrimLeft(h);
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if(h == IntegerToString(timeStruct.hour)) {
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return false;
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}
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}
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string daysArr[];
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StringSplit(NewsAvoidDays, ',', daysArr);
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for(int i = 0; i < ArraySize(daysArr); i++) {
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string d = daysArr[i];
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StringTrimRight(d);
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StringTrimLeft(d);
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if(d == IntegerToString(timeStruct.day_of_week)) {
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return false;
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}
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Check drawdown |
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//+------------------------------------------------------------------+
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void CheckDrawdown() {
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double currentBalance = AccountInfoDouble(ACCOUNT_BALANCE);
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if(currentBalance > g_AccountHighBalance) {
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g_AccountHighBalance = currentBalance;
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}
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if(currentBalance > 0 && g_AccountHighBalance > 0) {
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double drawdownPercent = ((g_AccountHighBalance - currentBalance) / g_AccountHighBalance) * 100;
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if(drawdownPercent >= MaxDrawdownPercent) {
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g_TradingAllowed = false;
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Print("Drawdown limit reached. Trading stopped.");
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}
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else {
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g_TradingAllowed = true;
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Check if trading is allowed based on drawdown |
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//+------------------------------------------------------------------+
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bool CheckDrawdownAllowed() {
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return g_TradingAllowed;
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}
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//+------------------------------------------------------------------+
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//| Check if has open position |
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//+------------------------------------------------------------------+
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bool HasOpenPosition() {
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for(int i = PositionsTotal() - 1; i >= 0; i--) {
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if(PositionGetSymbol(i) == _Symbol) {
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ulong magic = PositionGetInteger(POSITION_MAGIC);
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if(magic == MagicNumber) {
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return true;
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}
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}
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}
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return false;
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}
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//+------------------------------------------------------------------+
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//| Get position ticket |
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//+------------------------------------------------------------------+
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ulong GetPositionTicket() {
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for(int i = PositionsTotal() - 1; i >= 0; i--) {
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||||
if(PositionGetSymbol(i) == _Symbol) {
|
||||
ulong ticket = PositionGetInteger(POSITION_TICKET);
|
||||
ulong magic = PositionGetInteger(POSITION_MAGIC);
|
||||
if(magic == MagicNumber) {
|
||||
return ticket;
|
||||
}
|
||||
}
|
||||
}
|
||||
return 0;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Get position type |
|
||||
//+------------------------------------------------------------------+
|
||||
ENUM_POSITION_TYPE GetPositionType(ulong ticket) {
|
||||
if(PositionSelectByTicket(ticket)) {
|
||||
return (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
|
||||
}
|
||||
return POSITION_TYPE_BUY;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Reset position variables |
|
||||
//+------------------------------------------------------------------+
|
||||
void ResetPositionVariables() {
|
||||
g_EntryPrice = 0;
|
||||
g_BreakevenTriggered = false;
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user