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.
2026-01-03 14:25:25 +07:00
parent cd0b2e35a2
commit db575179ae
8 changed files with 1019 additions and 1243 deletions
--- a/MAEA_Indicator.mq5
+++ b/MAEA_Indicator.mq5
@@ -0,0 +1,109 @@
+//+------------------------------------------------------------------+
+//|                                                   MAEA_Indicator.mq5 |
+//|                                          Moving Average EA       |
+//|                     Visual indicator for EMA zone breakout        |
+//+------------------------------------------------------------------+
+#property copyright "MAEA"
+#property link      ""
+#property version   "1.00"
+#property strict
+
+#property indicator_chart_window
+#property indicator_buffers 3
+#property indicator_plots   3
+
+#property indicator_label1  "EMA High"
+#property indicator_type1   DRAW_LINE
+#property indicator_color1  clrLightBlue
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  2
+
+#property indicator_label2  "EMA Low"
+#property indicator_type2   DRAW_LINE
+#property indicator_color2  clrOrange
+#property indicator_style2  STYLE_SOLID
+#property indicator_width2  2
+
+#property indicator_label3  "EMA Zone"
+#property indicator_type3   DRAW_FILLING
+#property indicator_color3  clrYellow
+#property indicator_style3  STYLE_SOLID
+#property indicator_width3  1
+
+input int      EMAPeriod = 30;
+input int      EMAShift = 0;
+
+int handleEMAHigh;
+int handleEMALow;
+
+double BufferEMAHigh[];
+double BufferEMALow[];
+double BufferZone[];
+
+//+------------------------------------------------------------------+
+//| Custom indicator initialization function                          |
+//+------------------------------------------------------------------+
+int OnInit() {
+    ArraySetAsSeries(BufferEMAHigh, true);
+    ArraySetAsSeries(BufferEMALow, true);
+    ArraySetAsSeries(BufferZone, true);
+    
+    SetIndexBuffer(0, BufferEMAHigh, INDICATOR_DATA);
+    SetIndexBuffer(1, BufferEMALow, INDICATOR_DATA);
+    SetIndexBuffer(2, BufferZone, INDICATOR_CALCULATIONS);
+    
+    ArraySetAsSeries(BufferEMAHigh, true);
+    ArraySetAsSeries(BufferEMALow, true);
+    ArraySetAsSeries(BufferZone, true);
+    
+    PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
+    PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
+    
+    PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, EMAPeriod + EMAShift);
+    PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, EMAPeriod + EMAShift);
+    PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, EMAPeriod + EMAShift);
+    
+    handleEMAHigh = iMA(_Symbol, PERIOD_CURRENT, EMAPeriod, EMAShift, MODE_EMA, PRICE_HIGH);
+    handleEMALow = iMA(_Symbol, PERIOD_CURRENT, EMAPeriod, EMAShift, MODE_EMA, PRICE_LOW);
+    
+    if(handleEMAHigh == INVALID_HANDLE || handleEMALow == INVALID_HANDLE) {
+        Print("Failed to create EMA handles");
+        return INIT_FAILED;
+    }
+    
+    return INIT_SUCCEEDED;
+}
+
+//+------------------------------------------------------------------+
+//| Custom indicator deinitialization function                        |
+//+------------------------------------------------------------------+
+void OnDeinit(const int reason) {
+    IndicatorRelease(handleEMAHigh);
+    IndicatorRelease(handleEMALow);
+}
+
+//+------------------------------------------------------------------+
+//| Custom indicator iteration function                               |
+//+------------------------------------------------------------------+
+int OnCalculate(const int rates_total,
+                const int prev_calculated,
+                const datetime &time[],
+                const double &open[],
+                const double &high[],
+                const double &low[],
+                const double &close[],
+                const long &tick_volume[],
+                const long &volume[],
+                const int &spread[]) {
+    
+    if(rates_total < EMAPeriod + EMAShift) return 0;
+    
+    int copied = CopyBuffer(handleEMAHigh, 0, 0, rates_total, BufferEMAHigh);
+    if(copied <= 0) return 0;
+    
+    copied = CopyBuffer(handleEMALow, 0, 0, rates_total, BufferEMALow);
+    if(copied <= 0) return 0;
+    
+    return rates_total;
+}
+//+------------------------------------------------------------------+