db575179ae
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.
211 lines
7.7 KiB
Markdown
211 lines
7.7 KiB
Markdown
# MAEA Project Summary
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## Project Overview
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**MAEA (Moving Average Expert Advisor)** - An advanced trend-following trading robot for MetaTrader 5 with sophisticated filtering and risk management features.
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**Repository:** https://git.moreminimore.com/kunthawat/MAEA
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**Timezone:** Thailand (UTC+7)
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## Core Strategy
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### Indicator System (2 EMA Lines + Zone)
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1. **EMA High** (Light Blue) - EMA of High prices, period 30
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2. **EMA Low** (Orange) - EMA of Low prices, period 30
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3. **Zone Fill** (Light Yellow, transparent) - Area between EMA High and EMA Low
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### Signal Types
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#### 1. Breakthrough Signal
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- **Buy:** Close price breaks above EMA High (must have previous close inside zone)
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- **Sell:** Close price breaks below EMA Low (must have previous close inside zone)
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- **Purpose:** Triggers position opening
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- **Verification:** Previous bar close must be inside zone between EMA High and EMA Low
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#### 2. Opposite Signal Close
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- **Close Buy:** When sell signal occurs (price breaks below EMA Low)
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- **Close Sell:** When buy signal occurs (price breaks above EMA High)
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- **Immediate Action:** Position closes before checking for new trade
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### Order Management
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- **Single Position:** Only one position open at a time (MT5 uses positions, not orders)
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- **Fixed Lot Size:** 0.01 lot for all trades
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- **Stop Loss:** At opposite EMA (Buy: EMA Low, Sell: EMA High)
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- **Reverse Protection:** Close position when opposite signal occurs
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- **Min Zone Width:** Zone must be at least 100 points to trade
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- **Take Profit:** Target in USD (default $5)
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- **Breakeven:** Move SL to entry at X points profit (default 100)
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- **Trailing Stop:** Trail by X points after breakeven (default 100)
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## Advanced Filters
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### 1. Volume Filter
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- Calculate 20-bar volume average
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- Trade only when current volume > average
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- Ensures sufficient market activity
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- Note: MT5 uses tick volume by default (similar to MT4)
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### 2. Spread Filter
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- Maximum allowed spread: 30 points
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- Prevents trading during high spread periods
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### 3. Multiple Timeframe (MTF) Filter (Optional)
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- **Trading Timeframe:** H1
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- **Filter Timeframe:** D1
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- **Logic:**
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- D1 close > D1 EMA High: Only buy positions allowed (bullish)
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- D1 close < D1 EMA Low: Only sell positions allowed (bearish)
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- D1 close between: No positions allowed (no trend)
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- Can be enabled/disabled
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### 4. News Filter (Optional)
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- Avoid specific hours (default: 14, 15, 20, 21)
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- Avoid specific days (default: 1, 5)
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- All times in Thailand timezone (UTC+7)
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- Can be enabled/disabled
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### 5. Risk Management
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- **Max Drawdown:** Percentage-based protection (default 10%)
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- Stops trading if drawdown exceeds limit
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- Resumes trading when drawdown is below limit
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### 6. Zone Width Filter
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- **Min Zone Width:** 100 points minimum before trading
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- Ensures meaningful trend setups
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- Prevents trading during tight consolidation
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## Implementation Phases
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### Phase 1: Project Setup & Git Configuration (3 tasks)
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- Create MQL5 project structure
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- Initialize Git repository
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- Configure remote to Gitea server
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### Phase 2: Core EA Structure (4 tasks)
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- Create MAEA.mq5 with basic framework
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- Define all input parameters
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- Set up indicator buffers
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- Initialize global variables
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### Phase 3: Indicator Calculations (4 tasks)
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- Implement EMA calculations (High and Low only)
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- Implement zone fill between EMA High and EMA Low
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- Add visual indicators with colors (Light Blue, Orange, Light Yellow fill)
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- Implement Volume average calculation
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### Phase 4: Signal Detection (3 tasks)
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- Implement breakthrough signal detection
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- Check if previous close inside zone
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- Check if current close broke above EMA High or below EMA Low
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- Implement opposite signal detection and position closing
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- Close buy position when sell signal occurs
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- Close sell position when buy signal occurs
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- Implement minimum zone width check (100 points)
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### Phase 5: Multiple Timeframe Filter (3 tasks)
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- Implement D1 EMA calculations
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- Implement MTF filter logic
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- Add enable/disable toggle
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### Phase 6: Additional Filters (4 tasks)
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- Implement volume filter
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- Implement spread filter
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- Implement news filter (Thailand timezone)
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- Add enable/disable toggle for news filter
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### Phase 7: Order Management (7 tasks)
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- Implement position opening with all filters
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- Implement fixed lot sizing (0.01 lot)
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- Implement Stop Loss placement at opposite EMA
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- Implement Take Profit calculation
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- Implement Breakeven logic
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- Implement Trailing Stop logic
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- Implement single position restriction
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### Phase 8: Risk Management (3 tasks)
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- Implement max drawdown calculation
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- Implement drawdown protection
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- Implement trading resume logic
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### Phase 9: Order Monitoring & Management (6 tasks)
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- Implement opposite signal checking on each tick
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- Close position when opposite signal detected
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- Implement Take Profit checking
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- Implement Breakeven checking and SL modification
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- Implement Trailing Stop checking and SL modification
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- Implement Stop Loss checking
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- Implement position closure logic
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### Phase 10: Testing & Validation (8 tasks)
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- Test EMA High and Low calculations
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- Test zone fill visualization
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- Test zone width calculation
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- Test minimum zone width filter (100 points)
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- Test breakthrough signal detection (with zone check)
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- Test opposite signal detection and position closing
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- Test all filters
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- Test position opening with fixed 0.01 lot
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- Test TP, SL, breakeven, and trailing stop
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- Test drawdown protection
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- Test visual indicators display
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### Phase 11: Documentation & Deployment (5 tasks)
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- Create comprehensive README.md
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- Add parameter descriptions and usage instructions
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- Add troubleshooting guide
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- Commit initial code to Git
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- Push to Gitea repository and verify
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## Total Tasks: 51
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## Key Features Summary
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✅ **Simple Trend Following:** EMA-based with visual zone fill
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✅ **Clear Breakthrough Signals:** Zone breakout with previous bar confirmation
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✅ **Reverse Protection:** Positions close when opposite signal occurs
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✅ **Minimum Zone Width:** 100 points requirement for meaningful setups
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✅ **Fixed Lot Size:** Consistent 0.01 lot position sizing
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✅ **Comprehensive Filters:** Volume, spread, MTF, news, and drawdown protection
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✅ **Risk Management:** TP in USD, SL at opposite EMA, breakeven, trailing stop
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✅ **Visual Indicators:** 2 EMAs with light yellow zone fill
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✅ **Flexible Configuration:** All features can be enabled/disabled
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✅ **Single Position Management:** Prevents over-trading
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✅ **Timezone Aware:** Thailand timezone (UTC+7) for all time-based features
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## Default Parameters
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| Parameter | Value | Description |
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|-----------|-------|-------------|
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| EMA Period | 30 | Period for EMA High and EMA Low |
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| Lot Size | 0.01 | Fixed lot size for all trades |
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| Take Profit | $5 | Target profit in USD |
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| Breakeven Points | 100 | Points to trigger breakeven |
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| Trailing Stop Points | 100 | Trail distance after breakeven |
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| Max Spread | 30 points | Maximum allowed spread |
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| Volume Period | 20 | Bars for volume average |
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| Min Zone Width | 100 points | Minimum zone width to trade |
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| Max Drawdown | 10% | Maximum drawdown percentage |
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| MTF Filter | true | Enable/disable MTF filter |
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| News Filter | true | Enable/disable news filter |
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## Technical Specifications
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- **Platform:** MetaTrader 5
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- **Language:** MQL5
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- **Trading Timeframe:** H1 (recommended)
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- **Filter Timeframe:** D1 (for MTF)
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- **Currency Pairs:** All pairs (user-selectable)
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- **Account Types:** Any MT5 account
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- **Server Timezone:** Thailand (UTC+7)
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## Next Steps
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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:
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1. ✅ Detailed strategy documentation
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2. ✅ Visual flow diagram
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3. ✅ Complete implementation steps
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4. ✅ Input parameters table
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5. ✅ Testing checklist
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6. ✅ Technical specifications
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**Ready to proceed with implementation in Code mode.** |