7c7c118c5f
- 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
196 lines
6.7 KiB
Markdown
196 lines
6.7 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 4 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 (5 Visual Lines)
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1. **EMA High** (Light Blue) - EMA of High prices, period 30
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2. **EMA Medium** (Yellow) - EMA of Close prices, period 30
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3. **EMA Low** (Orange) - EMA of Low prices, period 30
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4. **High Border** (Purple) - EMA High + (EMA Medium - EMA Low)
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5. **Low Border** (Purple) - EMA Low - (EMA Medium - 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
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- **Sell:** Close price breaks below EMA Low
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- **Purpose:** Triggers order opening
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#### 2. Pullback Signal
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- **Buy Pullback:** Price moves down to hit any line, then closes above the line
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- **Sell Pullback:** Price moves up to hit any line, then closes below the line
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- **Purpose:** Increases lot size when breakthrough occurs in same direction
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- **Tracking:** Separate for buy and sell directions
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### Order Management
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- **Single Order:** Only one order at a time
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- **Dynamic Lot Sizing:**
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- 0.01 lot (no pullback before breakthrough)
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- 0.02 lot (pullback occurred before breakthrough)
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- **Stop Loss:** At Border Lines (Low Border for buys, High Border for sells)
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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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### 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 orders allowed
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- D1 close < D1 EMA Low: Only sell orders allowed
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- D1 close between: No orders allowed
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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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## Implementation Phases
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### Phase 1: Project Setup & Git Configuration (3 tasks)
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- Create MQL4 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.mq4 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, Medium, Low)
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- Implement Border Line calculations
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- Add visual indicators with colors
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- Implement Volume average calculation
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### Phase 4: Signal Detection (4 tasks)
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- Implement breakthrough signal detection
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- Implement pullback signal detection
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- Implement separate pullback tracking
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- Implement pullback flag reset logic
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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 order opening with all filters
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- Implement dynamic lot sizing
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- Implement Stop Loss placement
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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 order 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 (5 tasks)
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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 order closure logic
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### Phase 10: Testing & Validation (7 tasks)
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- Test all EMA and Border Line calculations
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- Test breakthrough and pullback signals
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- Test all filters
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- Test order opening with correct lot sizes
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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: 50
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## Key Features Summary
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✅ **Advanced Trend Following:** EMA-based with dynamic border lines
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✅ **Smart Signal Detection:** Breakthrough and pullback signals with separate tracking
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✅ **Dynamic Lot Sizing:** 0.01 or 0.02 based on market behavior
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✅ **Comprehensive Filters:** Volume, spread, MTF, news, and drawdown protection
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✅ **Risk Management:** TP in USD, SL at borders, breakeven, trailing stop
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✅ **Visual Indicators:** 5 colored lines for easy analysis
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✅ **Flexible Configuration:** All features can be enabled/disabled
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✅ **Single Order 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 all EMAs |
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| Lot Size (Normal) | 0.01 | Lot without pullback |
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| Lot Size (Pullback) | 0.02 | Lot with pullback |
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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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| 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 4
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- **Language:** MQL4
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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 MT4 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.** |