MAEA/MAEA.mq4

//+------------------------------------------------------------------+
//|                                                   MAEA.mq4        |
//|                        Moving Average Expert Advisor             |
//|                        Advanced Trend-Following Strategy         |
//+------------------------------------------------------------------+
#property copyright "MAEA"
#property link      "https://git.moreminimore.com/kunthawat/MAEA"
#property version   "1.00"
#property strict
#property indicator_chart_window
#property indicator_buffers 5

//+------------------------------------------------------------------+
//| Input Parameters                                                  |
//+------------------------------------------------------------------+
input string    Section1 = "=== EMA Settings ===";
input int       EMAPeriod = 30;           // EMA Period for all lines

input string    Section2 = "=== Lot Settings ===";
input double    LotSizeNormal = 0.01;     // Lot size without pullback
input double    LotSizePullback = 0.02;   // Lot size with pullback

input string    Section3 = "=== Risk Management ===";
input double    TakeProfitUSD = 5.0;      // Take Profit target in USD
input int       BreakevenPoints = 100;    // Points to trigger breakeven
input int       TrailingStopPoints = 100; // Trailing stop distance
input double    MaxDrawdownPercent = 10.0;// Max drawdown percentage

input string    Section4 = "=== Filters ===";
input int       MaxSpread = 30;           // Maximum allowed spread in points
input int       VolumePeriod = 20;        // Period for volume average
input bool      UseMTFFilter = true;      // Enable MTF filter
input bool      UseNewsFilter = true;     // Enable news filter
input string    NewsAvoidHours = "14,15,20,21"; // Hours to avoid (Thailand time)
input string    NewsAvoidDays = "1,5";    // Days to avoid (Monday=1, Friday=5)

input string    Section5 = "=== General ===";
input int       MagicNumber = 12345;      // EA unique identifier

//+------------------------------------------------------------------+
//| Global Variables                                                  |
//+------------------------------------------------------------------+
// Indicator buffers
double EMAHighBuffer[];
double EMAMediumBuffer[];
double EMALowBuffer[];
double HighBorderBuffer[];
double LowBorderBuffer[];

// State tracking
bool PullbackBuy = false;
bool PullbackSell = false;
bool BreakevenTriggered = false;
double OrderOpenPrice = 0;
double OrderStopLoss = 0;
double OrderTakeProfit = 0;
int OrderTicket = 0;

// Drawdown tracking
double AccountEquityPeak = 0;

// Previous bar values for signal detection
double PrevClose = 0;
double PrevEMAHigh = 0;
double PrevEMAMedium = 0;
double PrevEMALow = 0;

// News filter arrays
int AvoidHoursArray[];
int AvoidDaysArray[];

//+------------------------------------------------------------------+
//| Custom indicator initialization function                          |
//+------------------------------------------------------------------+
int OnInit()
{
   // Set indicator buffers
   SetIndexBuffer(0, EMAHighBuffer);
   SetIndexBuffer(1, EMAMediumBuffer);
   SetIndexBuffer(2, EMALowBuffer);
   SetIndexBuffer(3, HighBorderBuffer);
   SetIndexBuffer(4, LowBorderBuffer);
   
   // Set indicator labels
   SetIndexLabel(0, "EMA High");
   SetIndexLabel(1, "EMA Medium");
   SetIndexLabel(2, "EMA Low");
   SetIndexLabel(3, "High Border");
   SetIndexLabel(4, "Low Border");
   
   // Set indicator styles
   SetIndexStyle(0, DRAW_LINE, STYLE_SOLID, 2, clrLightBlue);
   SetIndexStyle(1, DRAW_LINE, STYLE_SOLID, 2, clrYellow);
   SetIndexStyle(2, DRAW_LINE, STYLE_SOLID, 2, clrOrange);
   SetIndexStyle(3, DRAW_LINE, STYLE_DASH, 1, clrPurple);
   SetIndexStyle(4, DRAW_LINE, STYLE_DASH, 1, clrPurple);
   
   // Parse news filter arrays
   ParseNewsFilterArrays();
   
   // Initialize account equity peak
   AccountEquityPeak = AccountEquity();
   
   Print("MAEA initialized successfully");
   return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                        |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
   Print("MAEA deinitialized");
}

//+------------------------------------------------------------------+
//| 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[])
{
   // Check for minimum bars
   if(rates_total < EMAPeriod + 1) return(0);
   
   // Set arrays as series
   ArraySetAsSeries(EMAHighBuffer, false);
   ArraySetAsSeries(EMAMediumBuffer, false);
   ArraySetAsSeries(EMALowBuffer, false);
   ArraySetAsSeries(HighBorderBuffer, false);
   ArraySetAsSeries(LowBorderBuffer, false);
   
   // Calculate start position
   int start;
   if(prev_calculated == 0)
   {
      start = EMAPeriod;
      // Initialize buffers
      for(int i = 0; i < start; i++)
      {
         EMAHighBuffer[i] = 0;
         EMAMediumBuffer[i] = 0;
         EMALowBuffer[i] = 0;
         HighBorderBuffer[i] = 0;
         LowBorderBuffer[i] = 0;
      }
   }
   else
   {
      start = prev_calculated - 1;
   }
   
   // Calculate EMA values and border lines
   for(int i = start; i < rates_total; i++)
   {
      // Get EMA values using iMA function (MQL4 style)
      double emaHigh = iMA(Symbol(), PERIOD_CURRENT, EMAPeriod, 0, MODE_EMA, PRICE_HIGH, i);
      double emaMedium = iMA(Symbol(), PERIOD_CURRENT, EMAPeriod, 0, MODE_EMA, PRICE_CLOSE, i);
      double emaLow = iMA(Symbol(), PERIOD_CURRENT, EMAPeriod, 0, MODE_EMA, PRICE_LOW, i);
      
      // Calculate range
      double range = emaMedium - emaLow;
      
      // Calculate border lines
      double highBorder = emaHigh + range;
      double lowBorder = emaLow - range;
      
      // Store values in buffers
      EMAHighBuffer[i] = emaHigh;
      EMAMediumBuffer[i] = emaMedium;
      EMALowBuffer[i] = emaLow;
      HighBorderBuffer[i] = highBorder;
      LowBorderBuffer[i] = lowBorder;
   }
   
   // Only process trading logic on new bar
   static datetime lastBarTime = 0;
   if(time[rates_total - 1] != lastBarTime)
   {
      lastBarTime = time[rates_total - 1];
      
      // Update previous bar values
      int lastBar = rates_total - 1;
      int prevBar = rates_total - 2;
      
      if(prevBar >= EMAPeriod)
      {
         PrevClose = close[prevBar];
         PrevEMAHigh = EMAHighBuffer[prevBar];
         PrevEMAMedium = EMAMediumBuffer[prevBar];
         PrevEMALow = EMALowBuffer[prevBar];
         
         // Process trading logic
         ProcessTradingLogic(rates_total, time, open, high, low, close, tick_volume, spread);
      }
   }
   
   // Manage open orders on every tick
   ManageOpenOrders();
   
   return(rates_total);
}

//+------------------------------------------------------------------+
//| Get EMA value from handle                                         |
//+------------------------------------------------------------------+
double GetEMAValue(int timeframe, int applied_price, int shift)
{
   return iMA(Symbol(), timeframe, EMAPeriod, 0, MODE_EMA, applied_price, shift);
}

//+------------------------------------------------------------------+
//| Parse news filter arrays                                         |
//+------------------------------------------------------------------+
void ParseNewsFilterArrays()
{
   // Parse hours
   string hoursStr = NewsAvoidHours;
   ArrayResize(AvoidHoursArray, 0);
   while(hoursStr != "")
   {
      int pos = StringFind(hoursStr, ",");
      string hourStr;
      if(pos >= 0)
      {
         hourStr = StringSubstr(hoursStr, 0, pos);
         hoursStr = StringSubstr(hoursStr, pos + 1);
      }
      else
      {
         hourStr = hoursStr;
         hoursStr = "";
      }
      StringTrimLeft(hourStr);
      StringTrimRight(hourStr);
      if(hourStr != "")
      {
         int hour = (int)StringToInteger(hourStr);
         int size = ArraySize(AvoidHoursArray);
         ArrayResize(AvoidHoursArray, size + 1);
         AvoidHoursArray[size] = hour;
      }
   }
   
   // Parse days
   string daysStr = NewsAvoidDays;
   ArrayResize(AvoidDaysArray, 0);
   while(daysStr != "")
   {
      int pos = StringFind(daysStr, ",");
      string dayStr;
      if(pos >= 0)
      {
         dayStr = StringSubstr(daysStr, 0, pos);
         daysStr = StringSubstr(daysStr, pos + 1);
      }
      else
      {
         dayStr = daysStr;
         daysStr = "";
      }
      StringTrimLeft(dayStr);
      StringTrimRight(dayStr);
      if(dayStr != "")
      {
         int day = (int)StringToInteger(dayStr);
         int size = ArraySize(AvoidDaysArray);
         ArrayResize(AvoidDaysArray, size + 1);
         AvoidDaysArray[size] = day;
      }
   }
}

//+------------------------------------------------------------------+
//| Process trading logic                                             |
//+------------------------------------------------------------------+
void ProcessTradingLogic(const int rates_total,
                         const datetime &time[],
                         const double &open[],
                         const double &high[],
                         const double &low[],
                         const double &close[],
                         const long &tick_volume[],
                         const int &spread[])
{
   // Check if we have an open order
   if(HasOpenOrder()) return;
   
   // Check drawdown
   if(!CheckDrawdown()) return;
   
   // Check news filter
   if(UseNewsFilter && !CheckNewsFilter(time[rates_total - 1])) return;
   
   // Check spread filter
   if(spread[rates_total - 1] > MaxSpread) return;
   
   // Check volume filter
   if(!CheckVolumeFilter(tick_volume, rates_total)) return;
   
   // Check MTF filter
   if(UseMTFFilter && !CheckMTFFilter()) return;
   
   // Get current values
   int lastBar = rates_total - 1;
   double currentClose = close[lastBar];
   double currentEMAHigh = EMAHighBuffer[lastBar];
   double currentEMALow = EMALowBuffer[lastBar];
   
   // Detect pullback signals
   DetectPullbackSignals(currentClose, currentEMAHigh, PrevEMAHigh, currentEMALow, PrevEMALow, PrevEMAMedium);
   
   // Detect breakthrough signals
   if(DetectBreakthroughBuy(currentClose, currentEMAHigh, PrevClose, PrevEMAHigh))
   {
      OpenBuyOrder();
   }
   else if(DetectBreakthroughSell(currentClose, currentEMALow, PrevClose, PrevEMALow))
   {
      OpenSellOrder();
   }
}

//+------------------------------------------------------------------+
//| Detect pullback signals                                          |
//+------------------------------------------------------------------+
void DetectPullbackSignals(double currentClose, double currentEMAHigh, double prevEMAHigh,
                           double currentEMALow, double prevEMALow, double prevEMAMedium)
{
   // Buy pullback: price moved down to hit a line, then closed above it
   if(PrevClose < prevEMAMedium && currentClose > currentEMALow)
   {
      PullbackBuy = true;
   }
   else if(PrevClose < prevEMALow && currentClose > currentEMALow)
   {
      PullbackBuy = true;
   }
   else if(PrevClose < prevEMAHigh && currentClose > currentEMAHigh)
   {
      PullbackBuy = true;
   }
   
   // Sell pullback: price moved up to hit a line, then closed below it
   if(PrevClose > prevEMAMedium && currentClose < currentEMAHigh)
   {
      PullbackSell = true;
   }
   else if(PrevClose > prevEMAHigh && currentClose < currentEMAHigh)
   {
      PullbackSell = true;
   }
   else if(PrevClose > prevEMALow && currentClose < currentEMALow)
   {
      PullbackSell = true;
   }
}

//+------------------------------------------------------------------+
//| Detect breakthrough buy signal                                   |
//+------------------------------------------------------------------+
bool DetectBreakthroughBuy(double currentClose, double currentEMAHigh, double prevClose, double prevEMAHigh)
{
   return (prevClose <= prevEMAHigh && currentClose > currentEMAHigh);
}

//+------------------------------------------------------------------+
//| Detect breakthrough sell signal                                  |
//+------------------------------------------------------------------+
bool DetectBreakthroughSell(double currentClose, double currentEMALow, double prevClose, double prevEMALow)
{
   return (prevClose >= prevEMALow && currentClose < currentEMALow);
}

//+------------------------------------------------------------------+
//| Check volume filter                                              |
//+------------------------------------------------------------------+
bool CheckVolumeFilter(const long &tick_volume[], int rates_total)
{
   if(rates_total < VolumePeriod + 1) return false;
   
   // Calculate average volume
   double avgVolume = 0;
   for(int i = rates_total - VolumePeriod - 1; i < rates_total - 1; i++)
   {
      avgVolume += tick_volume[i];
   }
   avgVolume /= VolumePeriod;
   
   // Check if current volume is above average
   return (tick_volume[rates_total - 1] > avgVolume);
}

//+------------------------------------------------------------------+
//| Check MTF filter                                                 |
//+------------------------------------------------------------------+
bool CheckMTFFilter()
{
   double d1Close = iClose(Symbol(), PERIOD_D1, 0);
   double d1EMAHigh = GetEMAValue(PERIOD_D1, PRICE_HIGH, 0);
   double d1EMALow = GetEMAValue(PERIOD_D1, PRICE_LOW, 0);
   
   if(d1Close > d1EMAHigh)
   {
      // Only buy orders allowed
      return true;
   }
   else if(d1Close < d1EMALow)
   {
      // Only sell orders allowed
      return true;
   }
   else
   {
      // Price between lines - no orders allowed
      return false;
   }
}

//+------------------------------------------------------------------+
//| Check news filter                                                |
//+------------------------------------------------------------------+
bool CheckNewsFilter(datetime currentTime)
{
   // Convert to Thailand timezone (UTC+7)
   // MT4 server time is usually UTC, so add 7 hours
   datetime thailandTime = currentTime + 7 * 3600; // 7 hours in seconds
   int thailandHour = TimeHour(thailandTime);
   int thailandDay = TimeDayOfWeek(thailandTime);
   
   // Check if current hour is in avoid list
   for(int i = 0; i < ArraySize(AvoidHoursArray); i++)
   {
      if(thailandHour == AvoidHoursArray[i])
      {
         return false;
      }
   }
   
   // Check if current day is in avoid list
   for(int i = 0; i < ArraySize(AvoidDaysArray); i++)
   {
      if(thailandDay == AvoidDaysArray[i])
      {
         return false;
      }
   }
   
   return true;
}

//+------------------------------------------------------------------+
//| Check drawdown                                                   |
//+------------------------------------------------------------------+
bool CheckDrawdown()
{
   double currentEquity = AccountEquity();
   
   // Update peak equity
   if(currentEquity > AccountEquityPeak)
   {
      AccountEquityPeak = currentEquity;
   }
   
   // Calculate drawdown percentage
   double drawdownPercent = ((AccountEquityPeak - currentEquity) / AccountEquityPeak) * 100;
   
   // Check if drawdown exceeds limit
   if(drawdownPercent >= MaxDrawdownPercent)
   {
      return false;
   }
   
   return true;
}

//+------------------------------------------------------------------+
//| Open buy order                                                   |
//+------------------------------------------------------------------+
void OpenBuyOrder()
{
   double lotSize = PullbackBuy ? LotSizePullback : LotSizeNormal;
   double stopLoss = LowBorderBuffer[ArraySize(LowBorderBuffer) - 1];
   double takeProfit = CalculateTakeProfit(lotSize, OP_BUY);
   
   OrderTicket = OrderSend(Symbol(), OP_BUY, lotSize, Ask, 3, stopLoss, takeProfit, "MAEA Buy", MagicNumber, 0, clrBlue);
   
   if(OrderTicket > 0)
   {
      OrderOpenPrice = Ask;
      OrderStopLoss = stopLoss;
      OrderTakeProfit = takeProfit;
      BreakevenTriggered = false;
      
      // Reset pullback flags
      PullbackBuy = false;
      PullbackSell = false;
      
      Print("Buy order opened: Ticket=", OrderTicket, " Price=", Ask, " SL=", stopLoss, " TP=", takeProfit);
   }
   else
   {
      Print("Error opening buy order: ", GetLastError());
   }
}

//+------------------------------------------------------------------+
//| Open sell order                                                  |
//+------------------------------------------------------------------+
void OpenSellOrder()
{
   double lotSize = PullbackSell ? LotSizePullback : LotSizeNormal;
   double stopLoss = HighBorderBuffer[ArraySize(HighBorderBuffer) - 1];
   double takeProfit = CalculateTakeProfit(lotSize, OP_SELL);
   
   OrderTicket = OrderSend(Symbol(), OP_SELL, lotSize, Bid, 3, stopLoss, takeProfit, "MAEA Sell", MagicNumber, 0, clrRed);
   
   if(OrderTicket > 0)
   {
      OrderOpenPrice = Bid;
      OrderStopLoss = stopLoss;
      OrderTakeProfit = takeProfit;
      BreakevenTriggered = false;
      
      // Reset pullback flags
      PullbackBuy = false;
      PullbackSell = false;
      
      Print("Sell order opened: Ticket=", OrderTicket, " Price=", Bid, " SL=", stopLoss, " TP=", takeProfit);
   }
   else
   {
      Print("Error opening sell order: ", GetLastError());
   }
}

//+------------------------------------------------------------------+
//| Calculate take profit in pips from USD target                    |
//+------------------------------------------------------------------+
double CalculateTakeProfit(double lotSize, int orderType)
{
   double tickValue = MarketInfo(Symbol(), MODE_TICKVALUE);
   double tickSize = MarketInfo(Symbol(), MODE_TICKSIZE);
   double pipValue = tickValue / tickSize * Point;
   
   double profitInPips = TakeProfitUSD / (lotSize * pipValue);
   double profitInPrice = profitInPips * Point;
   
   if(orderType == OP_BUY)
   {
      return Ask + profitInPrice;
   }
   else
   {
      return Bid - profitInPrice;
   }
}

//+------------------------------------------------------------------+
//| Check if we have an open order                                   |
//+------------------------------------------------------------------+
bool HasOpenOrder()
{
   if(OrderTicket == 0) return false;
   
   if(OrderSelect(OrderTicket, SELECT_BY_TICKET))
   {
      if(OrderCloseTime() == 0)
      {
         return true;
      }
      else
      {
         OrderTicket = 0;
         return false;
      }
   }
   else
   {
      OrderTicket = 0;
      return false;
   }
}

//+------------------------------------------------------------------+
//| Manage open orders                                               |
//+------------------------------------------------------------------+
void ManageOpenOrders()
{
   if(!HasOpenOrder()) return;
   
   if(!OrderSelect(OrderTicket, SELECT_BY_TICKET)) return;
   
   double currentPrice = OrderType() == OP_BUY ? Bid : Ask;
   double currentProfit = OrderProfit();
   double openPrice = OrderOpenPrice();
   
   // Check take profit
   if(currentProfit >= TakeProfitUSD)
   {
      CloseOrder();
      return;
   }
   
   // Check stop loss
   if(OrderType() == OP_BUY && currentPrice <= OrderStopLoss())
   {
      CloseOrder();
      return;
   }
   else if(OrderType() == OP_SELL && currentPrice >= OrderStopLoss())
   {
      CloseOrder();
      return;
   }
   
   // Calculate profit in points
   double profitPoints = 0;
   if(OrderType() == OP_BUY)
   {
      profitPoints = (currentPrice - openPrice) / Point;
   }
   else
   {
      profitPoints = (openPrice - currentPrice) / Point;
   }
   
   // Check breakeven
   if(!BreakevenTriggered && profitPoints >= BreakevenPoints)
   {
      double newSL = openPrice;
      if(OrderModify(OrderTicket, openPrice, newSL, OrderTakeProfit(), 0, clrNONE))
      {
         BreakevenTriggered = true;
         OrderStopLoss = newSL;
         Print("Breakeven triggered: SL moved to ", newSL);
      }
   }
   
   // Check trailing stop
   if(BreakevenTriggered && profitPoints >= BreakevenPoints + TrailingStopPoints)
   {
      double newSL;
      if(OrderType() == OP_BUY)
      {
         newSL = currentPrice - TrailingStopPoints * Point;
         if(newSL > OrderStopLoss())
         {
            if(OrderModify(OrderTicket, openPrice, newSL, OrderTakeProfit(), 0, clrNONE))
            {
               OrderStopLoss = newSL;
               Print("Trailing stop: SL moved to ", newSL);
            }
         }
      }
      else
      {
         newSL = currentPrice + TrailingStopPoints * Point;
         if(newSL < OrderStopLoss())
         {
            if(OrderModify(OrderTicket, openPrice, newSL, OrderTakeProfit(), 0, clrNONE))
            {
               OrderStopLoss = newSL;
               Print("Trailing stop: SL moved to ", newSL);
            }
         }
      }
   }
}

//+------------------------------------------------------------------+
//| Close order                                                      |
//+------------------------------------------------------------------+
void CloseOrder()
{
   if(OrderSelect(OrderTicket, SELECT_BY_TICKET))
   {
      double closePrice = OrderType() == OP_BUY ? Bid : Ask;
      if(OrderClose(OrderTicket, OrderLots(), closePrice, 3, clrNONE))
      {
         Print("Order closed: Ticket=", OrderTicket, " Profit=", OrderProfit());
         OrderTicket = 0;
         BreakevenTriggered = false;
      }
      else
      {
         Print("Error closing order: ", GetLastError());
      }
   }
}
//+------------------------------------------------------------------+