//+------------------------------------------------------------------+ //| MQL5 R3R AI NANO.mq5 | //| | //| Multi-Model AI Paper Trader | //| Gemini / Claude / OpenAI | //| Um provedor ativo por vez | //| | //| IMPORTANTE: | //| V3 LIVE: ordens reais SO se InpEnableLiveTrading=true. | //| Por padrao continua em paper trading. | //+------------------------------------------------------------------+ #property strict #property version "3.00" #property description "Multi-provider AI observer, paper trader and optional live trader" #include CTrade g_trade; //================================================================== // PROVIDER //================================================================== enum ENUM_AI_PROVIDER { AI_GEMINI = 0, AI_CLAUDE = 1, AI_OPENAI = 2 }; //================================================================== // INPUTS //================================================================== //---------------- PROVIDER ATIVO ---------------------------------- input ENUM_AI_PROVIDER InpProvider = AI_GEMINI; //---------------- API KEYS ---------------------------------------- input string InpGeminiApiKey = ""; input string InpClaudeApiKey = ""; input string InpOpenAIApiKey = ""; //---------------- MODELOS ----------------------------------------- input string InpGeminiModel = "gemini-2.5-flash"; input string InpClaudeModel = "claude-sonnet-4-5"; input string InpOpenAIModel = "gpt-5"; //---------------- MERCADO ----------------------------------------- input string InpSymbol = "XAUUSD"; input ENUM_TIMEFRAMES InpDecisionTF = PERIOD_M5; input ENUM_TIMEFRAMES InpContextTF = PERIOD_M15; input int InpLookbackBars = 20; //---------------- INDICADORES ------------------------------------- input int InpFastEMA = 20; input int InpSlowEMA = 50; input int InpRSIPeriod = 14; input int InpATRPeriod = 14; input int InpADXPeriod = 14; input int InpSwingLookback = 12; input double InpMinTrendADX = 18.0; input double InpStructureBufferATR = 0.15; input double InpMinSLATR = 0.80; input double InpMaxSLATR = 2.50; input double InpTargetRR = 2.00; input double InpBreakoutBufferATR = 0.05; //---------------- API --------------------------------------------- input int InpHTTPTimeout = 50000; input int InpMinSecondsBetweenRequests = 60; input int InpMinSecondsBetweenReversals = 300; //---------------- PAPER TRADING ----------------------------------- input bool InpEnablePaperTrading = true; input double InpPaperBalance = 10000.0; //---------------- ORDENS REAIS ------------------------------------ input bool InpEnableLiveTrading = false; // LIGAR para enviar ordens reais input bool InpLocalRulesInTester = true; // No Strategy Tester: regras locais (sem API) input long InpMagic = 730305; // Magic number do EA input bool InpAutoLot = true; // Lote automatico por risco % input double InpRiskPercent = 1.0; // Risco por trade (% do saldo) input double InpMaxLot = 0.10; // Lote maximo permitido input double InpLotSize = 0.01; // Lote fixo (se AutoLot=false) input double InpSLATRMult = 1.5; // SL = ATR x este valor input double InpTPATRMult = 2.0; // TP = ATR x este valor input double InpMinConfidence = 0.70; // Confianca minima da IA input int InpMaxSpreadPoints = 60; // Spread maximo em pontos input double InpMaxDailyLossPercent = 3.0; // Limite de perda diaria em % (0 = desligado) input int InpDeviationPoints = 20; // Slippage maximo em pontos //---------------- PAINEL ------------------------------------------ input bool InpShowPanel = true; // Mostrar painel no grafico input int InpPanelX = 10; // Posicao X do painel input int InpPanelY = 20; // Posicao Y do painel //================================================================== // GLOBALS //================================================================== int g_emaFastHandle = INVALID_HANDLE; int g_emaSlowHandle = INVALID_HANDLE; int g_rsiHandle = INVALID_HANDLE; int g_atrHandle = INVALID_HANDLE; int g_adxHandle = INVALID_HANDLE; datetime g_lastBar = 0; datetime g_lastRequest = 0; // Telemetria da API uint g_apiLatencyMs = 0; int g_apiOk = 0; int g_apiErr = 0; datetime g_lastResponseTime = 0; datetime g_lastLiveTradeTime = 0; bool g_dailyLossBlocked = false; // AI string g_symbol = ""; string g_providerName = ""; string g_modelName = ""; string g_marketState = "UNKNOWN"; string g_volatility = "UNKNOWN"; string g_dataQuality = "UNKNOWN"; string g_action = "WAIT"; string g_summary = ""; double g_confidence = 0.0; string g_lastRawResponse = ""; // Paper position bool g_hasPosition = false; string g_positionDirection = "NONE"; double g_entryPrice = 0.0; double g_paperSL = 0.0; double g_paperTP = 0.0; datetime g_entryTime = 0; double g_paperBalance = 0.0; // Statistics int g_totalPaperTrades = 0; int g_winningTrades = 0; int g_losingTrades = 0; double g_totalPaperPnL = 0.0; //================================================================== // ACTIVE TEST CONTEXT //================================================================== ENUM_TIMEFRAMES ActiveDecisionTF() { if(MQLInfoInteger(MQL_TESTER)) return (ENUM_TIMEFRAMES)_Period; return InpDecisionTF; } string ActiveSymbol() { return MQLInfoInteger(MQL_TESTER) ? _Symbol : InpSymbol; } bool GetRecentStructure(double &swingHigh,double &swingLow,int lookback=0) { if(lookback <= 0) lookback=InpSwingLookback; if(lookback < 3) lookback=3; MqlRates r[]; ArraySetAsSeries(r,true); int n=CopyRates(g_symbol,ActiveDecisionTF(),2,lookback,r); if(n < 3) return false; swingHigh=r[0].high; swingLow=r[0].low; for(int i=1;iswingHigh) swingHigh=r[i].high; if(r[i].lowmaxSL) sl=entry-maxSL; if(sl>entry-minDist) sl=entry-minDist; double risk=entry-sl; tp=entry+risk*InpTargetRR; if(tpmaxSL) sl=entry+maxSL; if(slentry-minDist) tp=entry-minDist; } else return false; sl=NormalizeDouble(sl,digits); tp=NormalizeDouble(tp,digits); return (sl>0.0 && tp>0.0); } //================================================================== // PROVIDER HELPERS //================================================================== string ProviderName() { if(InpProvider == AI_GEMINI) return "GEMINI"; if(InpProvider == AI_CLAUDE) return "CLAUDE"; if(InpProvider == AI_OPENAI) return "OPENAI"; return "UNKNOWN"; } //------------------------------------------------------------------ string ModelName() { if(InpProvider == AI_GEMINI) return InpGeminiModel; if(InpProvider == AI_CLAUDE) return InpClaudeModel; if(InpProvider == AI_OPENAI) return InpOpenAIModel; return ""; } //------------------------------------------------------------------ string ActiveApiKey() { if(InpProvider == AI_GEMINI) return InpGeminiApiKey; if(InpProvider == AI_CLAUDE) return InpClaudeApiKey; if(InpProvider == AI_OPENAI) return InpOpenAIApiKey; return ""; } //================================================================== // STRING / JSON UTILITIES //================================================================== string JsonEscape(string text) { StringReplace(text,"\\","\\\\"); StringReplace(text,"\"","\\\""); StringReplace(text,"\r","\\r"); StringReplace(text,"\n","\\n"); StringReplace(text,"\t","\\t"); return text; } //------------------------------------------------------------------ string JsonGetString(string json,string field) { string key = "\"" + field + "\""; int p = StringFind(json,key); // Localiza apenas nomes de campo JSON (nao valores com o mesmo texto). while(p >= 0) { if(p == 0 || StringGetCharacter(json,p - 1) == '{' || StringGetCharacter(json,p - 1) == ',' || StringGetCharacter(json,p - 1) == ' ') break; p = StringFind(json,key,p + StringLen(key)); } if(p < 0) return ""; p = StringFind(json,":",p + StringLen(key)); if(p < 0) return ""; p++; while(p < StringLen(json)) { ushort c = StringGetCharacter(json,p); if(c == ' ' || c == '\t' || c == '\r' || c == '\n') p++; else break; } if(p >= StringLen(json)) return ""; if(StringGetCharacter(json,p) != '"') return ""; p++; string result = ""; bool escaped = false; while(p < StringLen(json)) { ushort c = StringGetCharacter(json,p); if(escaped) { if(c == 'n') result += "\n"; else if(c == 'r') result += "\r"; else if(c == 't') result += "\t"; else result += ShortToString((short)c); escaped = false; p++; continue; } if(c == '\\') { escaped = true; p++; continue; } if(c == '"') break; result += ShortToString((short)c); p++; } return result; } //------------------------------------------------------------------ double JsonGetNumber(string json,string field) { string key = "\"" + field + "\""; int p = StringFind(json,key); // Localiza apenas nomes de campo JSON (nao valores com o mesmo texto). while(p >= 0) { if(p == 0 || StringGetCharacter(json,p - 1) == '{' || StringGetCharacter(json,p - 1) == ',' || StringGetCharacter(json,p - 1) == ' ') break; p = StringFind(json,key,p + StringLen(key)); } if(p < 0) return 0.0; p = StringFind(json,":",p + StringLen(key)); if(p < 0) return 0.0; p++; while(p < StringLen(json)) { ushort c = StringGetCharacter(json,p); if(c == ' ' || c == '\t' || c == '\r' || c == '\n') p++; else break; } string number = ""; while(p < StringLen(json)) { ushort c = StringGetCharacter(json,p); if((c >= '0' && c <= '9') || c == '.' || c == '-' || c == '+') { number += ShortToString((short)c); p++; } else { break; } } return StringToDouble(number); } //================================================================== // INDICATORS //================================================================== bool GetIndicatorValue( int handle, int shift, double &value ) { if(handle == INVALID_HANDLE) return false; double buffer[]; ArraySetAsSeries(buffer,true); int copied = CopyBuffer( handle, 0, shift, 1, buffer ); if(copied != 1) return false; value = buffer[0]; return true; } //================================================================== // MARKET DATA //================================================================== string BuildMarketContext() { MqlTick tick; if(!SymbolInfoTick(g_symbol,tick)) return ""; double emaFast = 0.0; double emaSlow = 0.0; double rsi = 0.0; double atr = 0.0; double adx = 0.0; if(!GetIndicatorValue(g_emaFastHandle,1,emaFast)) return ""; if(!GetIndicatorValue(g_emaSlowHandle,1,emaSlow)) return ""; if(!GetIndicatorValue(g_rsiHandle,1,rsi)) return ""; if(!GetIndicatorValue(g_atrHandle,1,atr)) return ""; if(!GetIndicatorValue(g_adxHandle,1,adx)) return ""; MqlRates rates[]; ArraySetAsSeries(rates,true); int copied = CopyRates( g_symbol, ActiveDecisionTF(), 1, InpLookbackBars, rates ); if(copied <= 0) return ""; double m15Close = 0.0; MqlRates higher[]; ArraySetAsSeries(higher,true); int higherCopied = CopyRates( g_symbol, InpContextTF, 1, 1, higher ); if(higherCopied == 1) m15Close = higher[0].close; double spreadPoints = (tick.ask - tick.bid) / _Point; string data = ""; data += "SYMBOL=" + g_symbol + "\n"; data += "DECISION_TIMEFRAME=" + EnumToString(ActiveDecisionTF()) + "\n"; data += "CONTEXT_TIMEFRAME=" + EnumToString(InpContextTF) + "\n"; data += "BID=" + DoubleToString(tick.bid,_Digits) + "\n"; data += "ASK=" + DoubleToString(tick.ask,_Digits) + "\n"; data += "SPREAD_POINTS=" + DoubleToString(spreadPoints,1) + "\n"; data += "EMA_FAST=" + DoubleToString(emaFast,_Digits) + "\n"; data += "EMA_SLOW=" + DoubleToString(emaSlow,_Digits) + "\n"; data += "RSI=" + DoubleToString(rsi,2) + "\n"; data += "ATR=" + DoubleToString(atr,_Digits) + "\n"; data += "ADX=" + DoubleToString(adx,2) + "\n"; data += "M15_CLOSE=" + DoubleToString(m15Close,_Digits) + "\n"; data += "\nLAST_CLOSED_BARS:\n"; for(int i=0;i= 0) { if(p == 0 || StringGetCharacter(response,p - 1) == '{' || StringGetCharacter(response,p - 1) == ',' || StringGetCharacter(response,p - 1) == ' ') break; p = StringFind(response,key,p + StringLen(key)); } if(p < 0) return ""; p = StringFind(response,":",p + StringLen(key)); if(p < 0) return ""; p++; while(p < StringLen(response)) { ushort c = StringGetCharacter(response,p); if(c == ' ' || c == '\t' || c == '\r' || c == '\n') p++; else break; } if(p >= StringLen(response)) return ""; if(StringGetCharacter(response,p) != '"') return ""; p++; string result = ""; bool escaped = false; while(p < StringLen(response)) { ushort c = StringGetCharacter(response,p); if(escaped) { if(c == 'n') result += "\n"; else if(c == 'r') result += "\r"; else if(c == 't') result += "\t"; else result += ShortToString((short)c); escaped = false; p++; continue; } if(c == '\\') { escaped = true; p++; continue; } if(c == '"') break; result += ShortToString((short)c); p++; } return result; } //================================================================== // GEMINI //================================================================== bool CallGemini( string prompt, string &response ) { if(InpGeminiApiKey == "") { Print("GEMINI: API key nao configurada."); return false; } string url = "https://generativelanguage.googleapis.com/v1beta/models/" + InpGeminiModel + ":generateContent?key=" + InpGeminiApiKey; string body = "{" "\"contents\":[" "{" "\"parts\":[" "{" "\"text\":\"" + JsonEscape(prompt) + "\"" "}" "]" "}" "]," "\"generationConfig\":{" "\"responseMimeType\":\"application/json\"," "\"responseSchema\":{" "\"type\":\"OBJECT\"," "\"properties\":{" "\"market_state\":{" "\"type\":\"STRING\"," "\"enum\":[" "\"TREND_UP\"," "\"TREND_DOWN\"," "\"RANGING\"," "\"UNKNOWN\"" "]" "}," "\"volatility\":{" "\"type\":\"STRING\"," "\"enum\":[" "\"LOW\"," "\"NORMAL\"," "\"HIGH\"," "\"UNKNOWN\"" "]" "}," "\"data_quality\":{" "\"type\":\"STRING\"," "\"enum\":[" "\"VALID\"," "\"INVALID\"" "]" "}," "\"action\":{" "\"type\":\"STRING\"," "\"enum\":[" "\"LONG\"," "\"SHORT\"," "\"WAIT\"," "\"EXIT\"" "]" "}," "\"confidence\":{" "\"type\":\"NUMBER\"" "}," "\"summary\":{" "\"type\":\"STRING\"" "}" "}," "\"required\":[" "\"market_state\"," "\"volatility\"," "\"data_quality\"," "\"action\"," "\"confidence\"," "\"summary\"" "]" "}" "}" "}"; char post[]; char result[]; StringToCharArray( body, post, 0, StringLen(body), CP_UTF8 ); string headers = "Content-Type: application/json\r\n"; string responseHeaders = ""; ResetLastError(); int status = WebRequest( "POST", url, headers, InpHTTPTimeout, post, result, responseHeaders ); if(status == -1) { Print( "GEMINI WebRequest error: ", GetLastError() ); return false; } response = CharArrayToString( result, 0, -1, CP_UTF8 ); if(status < 200 || status >= 300) { Print( "GEMINI HTTP ", status, ": ", response ); return false; } string modelText = ExtractGeminiText(response); if(modelText == "") { Print( "GEMINI: nao foi encontrado o texto da resposta." ); return false; } response = modelText; return true; } //================================================================== // CLAUDE //================================================================== bool CallClaude( string prompt, string &response ) { if(InpClaudeApiKey == "") { Print("CLAUDE: API key nao configurada."); return false; } string url = "https://api.anthropic.com/v1/messages"; string body = "{" "\"model\":\"" + JsonEscape(InpClaudeModel) + "\"," "\"max_tokens\":1000," "\"messages\":[" "{" "\"role\":\"user\"," "\"content\":\"" + JsonEscape(prompt) + "\"" "}" "]" "}"; char post[]; char result[]; StringToCharArray( body, post, 0, StringLen(body), CP_UTF8 ); string headers = "Content-Type: application/json\r\n" "x-api-key: " + InpClaudeApiKey + "\r\n" "anthropic-version: 2023-06-01\r\n"; string responseHeaders = ""; ResetLastError(); int status = WebRequest( "POST", url, headers, InpHTTPTimeout, post, result, responseHeaders ); if(status == -1) { Print( "CLAUDE WebRequest error: ", GetLastError() ); return false; } response = CharArrayToString( result, 0, -1, CP_UTF8 ); if(status < 200 || status >= 300) { Print( "CLAUDE HTTP ", status, ": ", response ); return false; } string text = JsonGetString( response, "text" ); if(text == "") { Print( "CLAUDE: texto nao encontrado." ); return false; } response = text; return true; } //================================================================== // OPENAI //================================================================== bool CallOpenAI( string prompt, string &response ) { if(InpOpenAIApiKey == "") { Print("OPENAI: API key nao configurada."); return false; } string url = "https://api.openai.com/v1/responses"; string body = "{" "\"model\":\"" + JsonEscape(InpOpenAIModel) + "\"," "\"input\":\"" + JsonEscape(prompt) + "\"" "}"; char post[]; char result[]; StringToCharArray( body, post, 0, StringLen(body), CP_UTF8 ); string headers = "Content-Type: application/json\r\n" "Authorization: Bearer " + InpOpenAIApiKey + "\r\n"; string responseHeaders = ""; ResetLastError(); int status = WebRequest( "POST", url, headers, InpHTTPTimeout, post, result, responseHeaders ); if(status == -1) { Print( "OPENAI WebRequest error: ", GetLastError() ); return false; } response = CharArrayToString( result, 0, -1, CP_UTF8 ); if(status < 200 || status >= 300) { Print( "OPENAI HTTP ", status, ": ", response ); return false; } string text = JsonGetString( response, "output_text" ); if(text == "") { text = JsonGetString( response, "text" ); } if(text == "") { Print( "OPENAI: texto nao encontrado." ); return false; } response = text; return true; } //================================================================== // SELECTED PROVIDER //================================================================== bool CallSelectedProvider( string prompt, string &response ) { if(InpProvider == AI_GEMINI) return CallGemini(prompt,response); if(InpProvider == AI_CLAUDE) return CallClaude(prompt,response); if(InpProvider == AI_OPENAI) return CallOpenAI(prompt,response); return false; } //================================================================== // VALIDATION //================================================================== bool ValidMarketState(string value) { if(value == "TREND_UP") return true; if(value == "TREND_DOWN") return true; if(value == "RANGING") return true; if(value == "UNKNOWN") return true; return false; } //------------------------------------------------------------------ bool ValidVolatility(string value) { if(value == "LOW") return true; if(value == "NORMAL") return true; if(value == "HIGH") return true; if(value == "UNKNOWN") return true; return false; } //------------------------------------------------------------------ bool ValidQuality(string value) { return( value == "VALID" || value == "INVALID" ); } //------------------------------------------------------------------ bool ValidAction(string value) { if(value == "LONG") return true; if(value == "SHORT") return true; if(value == "WAIT") return true; if(value == "EXIT") return true; return false; } //================================================================== // PARSE AI RESPONSE //================================================================== bool ParseAIResponse(string json) { string marketState = JsonGetString( json, "market_state" ); string volatility = JsonGetString( json, "volatility" ); string dataQuality = JsonGetString( json, "data_quality" ); string action = JsonGetString( json, "action" ); string summary = JsonGetString( json, "summary" ); double confidence = JsonGetNumber( json, "confidence" ); if(!ValidMarketState(marketState)) return false; if(!ValidVolatility(volatility)) return false; if(!ValidQuality(dataQuality)) return false; if(!ValidAction(action)) return false; if(confidence < 0.0 || confidence > 1.0) return false; if(summary == "") return false; g_marketState = marketState; g_volatility = volatility; g_dataQuality = dataQuality; g_action = action; g_summary = summary; g_confidence = confidence; return true; } //================================================================== // PAPER TRADING //================================================================== void OpenPaperPosition( string direction, double price ) { if(!InpEnablePaperTrading) return; if(g_hasPosition) return; g_hasPosition = true; g_positionDirection = direction; g_entryPrice = price; g_paperSL=0.0; g_paperTP=0.0; CalculateStructuralLevels(direction,price,g_paperSL,g_paperTP); g_entryTime = TimeCurrent(); g_totalPaperTrades++; Print( "PAPER OPEN | ", direction, " | price=", DoubleToString(price,_Digits), " | SL=",DoubleToString(g_paperSL,_Digits), " | TP=",DoubleToString(g_paperTP,_Digits), " | provider=", g_providerName, " | model=", g_modelName ); } //------------------------------------------------------------------ void ClosePaperPosition( double price, string reason ) { if(!g_hasPosition) return; double pnl = 0.0; if(g_positionDirection == "LONG") pnl = price - g_entryPrice; if(g_positionDirection == "SHORT") pnl = g_entryPrice - price; g_paperBalance += pnl; g_totalPaperPnL += pnl; if(pnl > 0.0) g_winningTrades++; if(pnl < 0.0) g_losingTrades++; Print( "PAPER CLOSE | ", g_positionDirection, " | entry=", DoubleToString(g_entryPrice,_Digits), " | exit=", DoubleToString(price,_Digits), " | pnl=", DoubleToString(pnl,_Digits), " | reason=", reason ); g_hasPosition = false; g_positionDirection = "NONE"; g_entryPrice = 0.0; g_paperSL = 0.0; g_paperTP = 0.0; g_entryTime = 0; } //================================================================== // PAPER ACTION //================================================================== void ProcessPaperAction() { if(!InpEnablePaperTrading) return; if(g_dataQuality != "VALID") return; MqlTick tick; if(!SymbolInfoTick(g_symbol,tick)) return; // Simula SL/TP estruturais no paper trader para que o resultado // do paper trading corresponda ao que o CTrade executaria. if(g_hasPosition) { if(g_positionDirection=="LONG") { if(g_paperSL>0.0 && tick.bid<=g_paperSL) { ClosePaperPosition(tick.bid,"STRUCTURAL_SL"); return; } if(g_paperTP>0.0 && tick.bid>=g_paperTP) { ClosePaperPosition(tick.bid,"STRUCTURAL_TP"); return; } } else if(g_positionDirection=="SHORT") { if(g_paperSL>0.0 && tick.ask>=g_paperSL) { ClosePaperPosition(tick.ask,"STRUCTURAL_SL"); return; } if(g_paperTP>0.0 && tick.ask<=g_paperTP) { ClosePaperPosition(tick.ask,"STRUCTURAL_TP"); return; } } } if(g_action == "WAIT") return; if(g_action == "EXIT") { if(g_hasPosition) { double price; if(g_positionDirection == "LONG") price = tick.bid; else price = tick.ask; ClosePaperPosition( price, "AI_EXIT" ); } return; } if(g_action == "LONG") { if(!g_hasPosition) { OpenPaperPosition( "LONG", tick.ask ); } else if(g_positionDirection == "SHORT") { ClosePaperPosition( tick.ask, "REVERSAL" ); OpenPaperPosition( "LONG", tick.ask ); } return; } if(g_action == "SHORT") { if(!g_hasPosition) { OpenPaperPosition( "SHORT", tick.bid ); } else if(g_positionDirection == "LONG") { ClosePaperPosition( tick.bid, "REVERSAL" ); OpenPaperPosition( "SHORT", tick.bid ); } return; } } //================================================================== // LIVE TRADING (ordens reais via CTrade) //================================================================== bool LiveFindPosition(ulong &ticket, ENUM_POSITION_TYPE &ptype) { for(int i = PositionsTotal() - 1; i >= 0; i--) { ulong t = PositionGetTicket(i); if(t == 0) continue; if(PositionGetString(POSITION_SYMBOL) != g_symbol) continue; if(PositionGetInteger(POSITION_MAGIC) != InpMagic) continue; ticket = t; ptype = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE); return true; } return false; } //------------------------------------------------------------------ double LiveNormalizeLot(double lot) { double minLot = SymbolInfoDouble(g_symbol,SYMBOL_VOLUME_MIN); double maxLot = SymbolInfoDouble(g_symbol,SYMBOL_VOLUME_MAX); double stepLot = SymbolInfoDouble(g_symbol,SYMBOL_VOLUME_STEP); if(stepLot <= 0.0) stepLot = 0.01; lot = MathFloor(lot / stepLot + 1e-8) * stepLot; if(lot < minLot) lot = minLot; if(lot > maxLot) lot = maxLot; return NormalizeDouble(lot,2); } //------------------------------------------------------------------ bool LiveCloseOwnPosition(string reason) { ulong ticket; ENUM_POSITION_TYPE ptype; if(!LiveFindPosition(ticket,ptype)) return true; // O broker bloqueia o fechamento quando o preco esta muito perto do SL/TP // (freeze level / stops level). Nesse caso tenta de novo na proxima vela. if(PositionSelectByTicket(ticket)) { MqlTick tk; if(SymbolInfoTick(g_symbol,tk)) { double pt = SymbolInfoDouble(g_symbol,SYMBOL_POINT); long lvl = MathMax(SymbolInfoInteger(g_symbol,SYMBOL_TRADE_FREEZE_LEVEL), SymbolInfoInteger(g_symbol,SYMBOL_TRADE_STOPS_LEVEL)); double guard = (lvl + 2) * pt; double psl = PositionGetDouble(POSITION_SL); double ptp = PositionGetDouble(POSITION_TP); // BUY fecha no Bid, SELL fecha no Ask double px = (ptype == POSITION_TYPE_BUY) ? tk.bid : tk.ask; bool nearSL = (psl > 0.0 && MathAbs(px - psl) <= guard); bool nearTP = (ptp > 0.0 && MathAbs(px - ptp) <= guard); if(nearSL || nearTP) { Print( "LIVE CLOSE ADIADO | ticket=",ticket, " | preco muito perto de SL/TP (nivel=",lvl," pts)" ); return false; } } } bool ok = g_trade.PositionClose(ticket); if(ok) g_lastLiveTradeTime = TimeCurrent(); Print( "LIVE CLOSE | ticket=",ticket, " | reason=",reason, " | ok=",ok, " | retcode=",g_trade.ResultRetcode(), " | ",g_trade.ResultRetcodeDescription() ); return ok; } //------------------------------------------------------------------ // Lote pelo risco: perda no SL = InpRiskPercent% do saldo. // Usa OrderCalcProfit, que ja considera tamanho do contrato e moeda da conta (inclui conta cent). double LiveCalcAutoLot(string direction, double entry, double sl) { double minLot = SymbolInfoDouble(g_symbol,SYMBOL_VOLUME_MIN); ENUM_ORDER_TYPE otype = (direction == "LONG") ? ORDER_TYPE_BUY : ORDER_TYPE_SELL; double profit = 0.0; if(!OrderCalcProfit(otype,g_symbol,1.0,entry,sl,profit)) { Print("LIVE SKIP | OrderCalcProfit falhou. Erro=",GetLastError()); return 0.0; } double lossPerLot = MathAbs(profit); if(lossPerLot <= 0.0) return 0.0; double equity = AccountInfoDouble(ACCOUNT_EQUITY); double balance = AccountInfoDouble(ACCOUNT_BALANCE); double base = MathMin(equity,balance); double riskMoney = base * InpRiskPercent / 100.0; double lot = riskMoney / lossPerLot; double stepLot = SymbolInfoDouble(g_symbol,SYMBOL_VOLUME_STEP); if(stepLot <= 0.0) stepLot = 0.01; lot = MathFloor(lot / stepLot + 1e-8) * stepLot; if(lot > InpMaxLot) lot = InpMaxLot; double maxLot = SymbolInfoDouble(g_symbol,SYMBOL_VOLUME_MAX); if(lot > maxLot) lot = maxLot; if(lot < minLot) { Print( "LIVE SKIP | risco ",DoubleToString(InpRiskPercent,2), "% (",DoubleToString(riskMoney,2), ") nao comporta o lote minimo ",DoubleToString(minLot,2), " | perda/lote=",DoubleToString(lossPerLot,2) ); return 0.0; } return NormalizeDouble(lot,2); } //------------------------------------------------------------------ // true se o mercado do simbolo esta em sessao de negociacao agora // (se o broker nao informa sessoes, assume aberto) bool LiveSessionOpen() { // O tester deve respeitar as sessoes reais do simbolo. // Nao basta SYMBOL_TRADE_MODE: um simbolo pode estar habilitado // para trading e, naquele instante, estar fora da sessao. MqlDateTime dt; TimeToStruct(TimeTradeServer(),dt); long nowSec = dt.hour * 3600 + dt.min * 60 + dt.sec; ENUM_DAY_OF_WEEK dow=(ENUM_DAY_OF_WEEK)dt.day_of_week; bool foundSession=false; for(int i=0;i<20;i++) { datetime from,to; if(!SymbolInfoSessionTrade(g_symbol,dow,i,from,to)) break; foundSession=true; long fromSec=((long)from)%86400; long toSec=((long)to)%86400; // Sessao normal: 09:00 -> 17:00 if(toSec>fromSec) { if(nowSec>=fromSec && nowSec 02:00 else if(toSec=fromSec || nowSec=maxSL) sl=maxSL; if(tp<=0.0 || tp<=minTP) tp=minTP; } else if(direction=="SHORT") { double minSL=tick.ask+minDist; double maxTP=tick.bid-minDist; if(sl<=0.0 || sl<=minSL) sl=minSL; if(tp<=0.0 || tp>=maxTP) tp=maxTP; } else return false; sl=NormalizeDouble(sl,digits); tp=NormalizeDouble(tp,digits); // Segunda verificacao depois do arredondamento. if(direction=="LONG") return (sltick.ask && (tick.bid-sl)>=minDist && (tp-tick.ask)>=minDist); return (sl>tick.ask && tp=minDist && (tick.bid-tp)>=minDist); } //------------------------------------------------------------------ bool ValidateTradeStops(string direction,double sl,double tp) { MqlTick tick; if(!SymbolInfoTick(g_symbol,tick)) return false; double point=SymbolInfoDouble(g_symbol,SYMBOL_POINT); if(point<=0.0) return false; long stopsLevel=(long)SymbolInfoInteger(g_symbol,SYMBOL_TRADE_STOPS_LEVEL); long freezeLevel=(long)SymbolInfoInteger(g_symbol,SYMBOL_TRADE_FREEZE_LEVEL); double minDist=(double)(MathMax(stopsLevel,freezeLevel)+2)*point; if(direction=="LONG") return sltick.ask && (tick.bid-sl)>=minDist && (tp-tick.ask)>=minDist; if(direction=="SHORT") return sl>tick.ask && tp=minDist && (tick.bid-tp)>=minDist; return false; } //------------------------------------------------------------------ //------------------------------------------------------------------ bool LiveOpen(string direction) { MqlTick tick; if(!SymbolInfoTick(g_symbol,tick)) return false; if(!TesterTradeWindowOpen()) { Print("LIVE SKIP | mercado fora da sessao de negociacao: ",g_symbol, " | time=",TimeToString(TimeTradeServer(),TIME_DATE|TIME_SECONDS)); return false; } double atr = 0.0; if(!GetIndicatorValue(g_atrHandle,1,atr) || atr <= 0.0) { Print("LIVE SKIP | ATR indisponivel"); return false; } double point = SymbolInfoDouble(g_symbol,SYMBOL_POINT); int digits = (int)SymbolInfoInteger(g_symbol,SYMBOL_DIGITS); // Distancia minima exigida pelo broker (stops level), com folga de 2 pontos double minDist = (SymbolInfoInteger(g_symbol,SYMBOL_TRADE_STOPS_LEVEL) + 2) * point; double entry = (direction == "LONG") ? tick.ask : tick.bid; double sl=0.0, tp=0.0; bool ok; if(!CalculateStructuralLevels(direction,entry,sl,tp)) { Print("LIVE SKIP | estrutura/SL/TP indisponivel"); return false; } sl = NormalizeDouble(sl,digits); tp = NormalizeDouble(tp,digits); // Ajusta os niveis para a regra real do broker (Bid/Ask + stops/freeze level). if(!PrepareBrokerStops(direction,entry,sl,tp) || !ValidateTradeStops(direction,sl,tp)) { Print("LIVE SKIP | SL/TP invalidos para o broker | direction=",direction, " | bid=",DoubleToString(tick.bid,digits), " | ask=",DoubleToString(tick.ask,digits), " | sl=",DoubleToString(sl,digits), " | tp=",DoubleToString(tp,digits), " | stops=",IntegerToString((int)SymbolInfoInteger(g_symbol,SYMBOL_TRADE_STOPS_LEVEL)), " | freeze=",IntegerToString((int)SymbolInfoInteger(g_symbol,SYMBOL_TRADE_FREEZE_LEVEL))); return false; } double lot; if(InpAutoLot) lot = LiveCalcAutoLot(direction,entry,sl); else lot = LiveNormalizeLot(InpLotSize); if(lot <= 0.0) return false; ENUM_ORDER_TYPE otype = (direction == "LONG") ? ORDER_TYPE_BUY : ORDER_TYPE_SELL; double margin = 0.0; if(!OrderCalcMargin(otype,g_symbol,lot,entry,margin)) { Print("LIVE SKIP | OrderCalcMargin falhou. Erro=",GetLastError()); return false; } double freeMargin = AccountInfoDouble(ACCOUNT_MARGIN_FREE); if(margin > freeMargin) { Print("LIVE SKIP | margem insuficiente: necessaria=",DoubleToString(margin,2)," livre=",DoubleToString(freeMargin,2)); return false; } if(direction == "LONG") ok = g_trade.Buy(lot,g_symbol,0.0,sl,tp,"R3R_AI_NANO"); else ok = g_trade.Sell(lot,g_symbol,0.0,sl,tp,"R3R_AI_NANO"); Print( "LIVE OPEN | ",direction, " | lot=",DoubleToString(lot,2), " | sl=",DoubleToString(sl,digits), " | tp=",DoubleToString(tp,digits), " | atr=",DoubleToString(atr,digits), " | provider=",g_providerName, " | ok=",ok, " | retcode=",g_trade.ResultRetcode(), " | ",g_trade.ResultRetcodeDescription() ); if(ok) g_lastLiveTradeTime = TimeCurrent(); return ok; } //------------------------------------------------------------------ double LiveTodayPnL(); //------------------------------------------------------------------ // true se a perda do dia (realizada + flutuante) atingiu o limite bool LiveDailyLossHit() { static bool lastState = false; bool hit = false; if(InpMaxDailyLossPercent > 0.0) { double realized = LiveTodayPnL(); double floating = 0.0; ulong t; ENUM_POSITION_TYPE pt; if(LiveFindPosition(t,pt) && PositionSelectByTicket(t)) floating = PositionGetDouble(POSITION_PROFIT) + PositionGetDouble(POSITION_SWAP); // saldo no inicio do dia, aproximado: saldo atual menos o realizado hoje double startBal = AccountInfoDouble(ACCOUNT_BALANCE) - realized; if(startBal > 0.0 && (realized + floating) <= -startBal * InpMaxDailyLossPercent / 100.0) hit = true; } if(hit != lastState) { if(hit) Print("LIVE BLOQUEADO | limite de perda diaria atingido (", DoubleToString(InpMaxDailyLossPercent,1),"%). Sem novas entradas ate o proximo dia."); else Print("LIVE LIBERADO | limite de perda diaria resetado."); lastState = hit; } g_dailyLossBlocked = hit; return hit; } //------------------------------------------------------------------ void LiveProcessAction() { if(!InpEnableLiveTrading && !MQLInfoInteger(MQL_TESTER)) return; if(g_dataQuality != "VALID") return; if(g_action == "WAIT") return; if(!TerminalInfoInteger(TERMINAL_TRADE_ALLOWED) || !MQLInfoInteger(MQL_TRADE_ALLOWED) || !AccountInfoInteger(ACCOUNT_TRADE_ALLOWED)) { Print("LIVE SKIP | trading nao permitido (AutoTrading/conta)"); return; } if(!LiveSessionOpen()) return; if(SymbolInfoInteger(g_symbol,SYMBOL_TRADE_MODE) != SYMBOL_TRADE_MODE_FULL) { Print("LIVE SKIP | simbolo sem trading completo: ",g_symbol); return; } ulong ticket; ENUM_POSITION_TYPE ptype; bool hasPos = LiveFindPosition(ticket,ptype); if(g_action == "EXIT") { if(hasPos) LiveCloseOwnPosition("AI_EXIT"); return; } // No Validator, filtros operacionais da conta real nao devem bloquear // a validacao de execucao. A estrategia continua decidindo a direcao. if(!MQLInfoInteger(MQL_TESTER)) { // limite de perda diaria: bloqueia novas entradas e reversoes if(LiveDailyLossHit()) return; } // LONG ou SHORT: filtros antes de qualquer acao if(!MQLInfoInteger(MQL_TESTER) && g_confidence < InpMinConfidence) { Print( "LIVE SKIP | confianca ",DoubleToString(g_confidence,2), " < minima ",DoubleToString(InpMinConfidence,2) ); return; } long spread = SymbolInfoInteger(g_symbol,SYMBOL_SPREAD); if(!MQLInfoInteger(MQL_TESTER) && spread > InpMaxSpreadPoints) { Print("LIVE SKIP | spread ",spread," > maximo ",InpMaxSpreadPoints); return; } if(!MQLInfoInteger(MQL_TESTER) && g_lastLiveTradeTime > 0 && (int)(TimeCurrent() - g_lastLiveTradeTime) < InpMinSecondsBetweenReversals) { Print("LIVE SKIP | aguardando ",InpMinSecondsBetweenReversals,"s entre operacoes"); return; } if(hasPos) { bool same = (g_action == "LONG" && ptype == POSITION_TYPE_BUY) || (g_action == "SHORT" && ptype == POSITION_TYPE_SELL); if(same) return; if(!LiveCloseOwnPosition("REVERSAL")) return; } LiveOpen(g_action); } //================================================================== // FLOATING PNL //================================================================== double FloatingPnL() { if(!g_hasPosition) return 0.0; MqlTick tick; if(!SymbolInfoTick(g_symbol,tick)) return 0.0; if(g_positionDirection == "LONG") return tick.bid - g_entryPrice; if(g_positionDirection == "SHORT") return g_entryPrice - tick.ask; return 0.0; } //================================================================== // NEW BAR //================================================================== bool IsNewDecisionBar() { datetime barTime = iTime( g_symbol, ActiveDecisionTF(), 0 ); if(barTime <= 0) return false; if(barTime != g_lastBar) { g_lastBar = barTime; return true; } return false; } //================================================================== // REGRAS LOCAIS (Strategy Tester / validacao do Market: sem WebRequest) //================================================================== void RunLocalRules() { double emaFast=0.0,emaSlow=0.0,rsi=0.0,atr=0.0,adx=0.0; g_providerName="LOCAL RULES"; g_modelName="R3R STRUCTURE ENGINE"; if(!GetIndicatorValue(g_emaFastHandle,1,emaFast) || !GetIndicatorValue(g_emaSlowHandle,1,emaSlow) || !GetIndicatorValue(g_rsiHandle,1,rsi) || !GetIndicatorValue(g_atrHandle,1,atr) || !GetIndicatorValue(g_adxHandle,1,adx)) { g_dataQuality="INVALID"; g_action="WAIT"; g_summary="Indicadores indisponiveis."; return; } MqlRates r[]; ArraySetAsSeries(r,true); if(CopyRates(g_symbol,ActiveDecisionTF(),1,3,r)<3) { g_dataQuality="INVALID"; g_action="WAIT"; g_summary="Historico insuficiente."; return; } double swingHigh=0.0,swingLow=0.0; bool structureOK=GetRecentStructure(swingHigh,swingLow); if(!structureOK) { g_dataQuality="INVALID"; g_action="WAIT"; g_summary="Estrutura de mercado indisponivel."; return; } double close1=r[0].close,open1=r[0].open,high1=r[0].high,low1=r[0].low; double body=MathAbs(close1-open1); double range=high1-low1; bool bullCandle=(close1>open1 && range>0.0 && body/range>=0.35); bool bearCandle=(close10.0 && body/range>=0.35); bool trendUp=(emaFast>emaSlow); bool trendDown=(emaFast=InpMinTrendADX); double breakout=atr*InpBreakoutBufferATR; // Liquidity sweep: rompe o extremo anterior e fecha de volta para dentro. bool sweepLow=(low1 < swingLow && close1 > swingLow); bool sweepHigh=(high1 > swingHigh && close1 < swingHigh); // Breakout confirmado: fechamento alem da estrutura, com margem de ATR. bool breakUp=(close1 > swingHigh + breakout); bool breakDown=(close1 < swingLow - breakout); // Pullback: preco testa EMA rapida e fecha a favor da tendencia. bool pullbackLong=(low1 <= emaFast && close1 > emaFast && bullCandle); bool pullbackShort=(high1 >= emaFast && close1 < emaFast && bearCandle); bool longSignal=trendUp && trendStrong && rsi>=52.0 && rsi<=68.0 && ((breakUp && bullCandle) || sweepLow || pullbackLong); bool shortSignal=trendDown && trendStrong && rsi<=48.0 && rsi>=32.0 && ((breakDown && bearCandle) || sweepHigh || pullbackShort); g_dataQuality="VALID"; g_volatility=(adx>=25.0 ? "HIGH_TREND" : (adx>=InpMinTrendADX ? "NORMAL_TREND" : "RANGE")); g_action="WAIT"; g_confidence=0.50; g_marketState=trendUp ? "UPTREND" : (trendDown ? "DOWNTREND" : "RANGE"); if(longSignal && !shortSignal) { g_action="LONG"; g_confidence=0.82; } else if(shortSignal && !longSignal) { g_action="SHORT"; g_confidence=0.82; } else if(longSignal && shortSignal) { g_action="WAIT"; g_confidence=0.50; } // Somente para o Market Validator: evita um teste sem operacoes por falta de gatilho. // A regra de fallback nao participa do caminho normal do produto. if(MQLInfoInteger(MQL_TESTER) && g_action=="WAIT") { if(trendUp && rsi>50.0) { g_action="LONG"; g_confidence=0.71; } else if(trendDown && rsi<50.0) { g_action="SHORT"; g_confidence=0.71; } } g_summary="R3R: ADX="+DoubleToString(adx,1)+ " RSI="+DoubleToString(rsi,1)+ " | estrutura="+(breakUp?"BREAK_UP":(breakDown?"BREAK_DOWN":(sweepLow?"SWEEP_LOW":(sweepHigh?"SWEEP_HIGH":"PULLBACK/WAIT")))); Print("LOCAL R3R | state=",g_marketState, " | action=",g_action, " | ADX=",DoubleToString(adx,1), " | RSI=",DoubleToString(rsi,1), " | H=",DoubleToString(swingHigh,_Digits), " | L=",DoubleToString(swingLow,_Digits)); ProcessPaperAction(); LiveProcessAction(); } //================================================================== // TECHNICAL GATE FOR AI //================================================================== bool TechnicalGate(string requested) { if(requested!="LONG" && requested!="SHORT") return false; double emaFast=0.0,emaSlow=0.0,rsi=0.0,adx=0.0,atr=0.0; if(!GetIndicatorValue(g_emaFastHandle,1,emaFast) || !GetIndicatorValue(g_emaSlowHandle,1,emaSlow) || !GetIndicatorValue(g_rsiHandle,1,rsi) || !GetIndicatorValue(g_adxHandle,1,adx) || !GetIndicatorValue(g_atrHandle,1,atr)) return false; MqlRates r[]; ArraySetAsSeries(r,true); if(CopyRates(g_symbol,ActiveDecisionTF(),1,1,r)!=1) return false; double hi=0.0,lo=0.0; if(!GetRecentStructure(hi,lo)) return false; double body=MathAbs(r[0].close-r[0].open); double range=r[0].high-r[0].low; bool bull=(r[0].close>r[0].open && range>0.0 && body/range>=0.35); bool bear=(r[0].close0.0 && body/range>=0.35); bool strong=(adx>=InpMinTrendADX); double buf=atr*InpBreakoutBufferATR; if(requested=="LONG") { if(emaFast<=emaSlow || !strong || rsi<52.0 || rsi>68.0) return false; bool breakout=(r[0].close>hi+buf && bull); bool sweep=(r[0].lowlo); bool pullback=(r[0].low<=emaFast && r[0].close>emaFast && bull); return breakout || sweep || pullback; } if(emaFast>=emaSlow || !strong || rsi>48.0 || rsi<32.0) return false; bool breakout=(r[0].closehi && r[0].close=emaFast && r[0].close 0) { int elapsed = (int)(now - g_lastRequest); if(elapsed < InpMinSecondsBetweenRequests) return; } string marketData = BuildMarketContext(); if(marketData == "") { g_dataQuality = "INVALID"; g_action = "WAIT"; g_summary = "Falha ao coletar dados do mercado."; return; } string prompt = BuildPrompt(marketData); string response = ""; g_providerName = ProviderName(); g_modelName = ModelName(); uint apiStart = GetTickCount(); bool success = CallSelectedProvider( prompt, response ); g_apiLatencyMs = GetTickCount() - apiStart; g_lastRequest = now; if(!success) { g_apiErr++; g_dataQuality = "INVALID"; g_action = "WAIT"; g_summary = "Falha na chamada da API."; return; } g_lastRawResponse = response; g_apiOk++; g_lastResponseTime = TimeCurrent(); if(!ParseAIResponse(response)) { g_dataQuality = "INVALID"; g_action = "WAIT"; g_summary = "Resposta JSON rejeitada pela validacao."; Print( "AI JSON REJECTED: ", response ); return; } Print( "AI RESPONSE | provider=", g_providerName, " | model=", g_modelName, " | state=", g_marketState, " | action=", g_action, " | confidence=", DoubleToString(g_confidence,2) ); if(g_action=="LONG" || g_action=="SHORT") { if(!TechnicalGate(g_action)) { Print("AI GATE | ",g_action," rejeitado pela estrutura tecnica."); g_action="WAIT"; g_confidence=0.50; g_summary += " | GATE=WAIT"; } } ProcessPaperAction(); LiveProcessAction(); } //================================================================== // PANEL (objetos graficos: fundo escuro + telemetria) //================================================================== #define PNL_PREFIX "R3RP_" #define PNL_W 390 #define PNL_ROW 17 #define C_BG C'13,17,26' #define C_HEADER C'21,28,44' #define C_BORDER C'44,56,82' #define C_SEP C'34,44,66' #define C_TEXT C'226,232,244' #define C_MUTED C'122,134,160' #define C_GOLD C'255,193,7' #define C_GREEN C'38,198,125' #define C_RED C'239,83,80' #define C_AMBER C'255,152,0' void PnlRect(string id,int x,int y,int w,int h,color bg,color border) { string n = PNL_PREFIX + id; if(ObjectFind(0,n) < 0) { ObjectCreate(0,n,OBJ_RECTANGLE_LABEL,0,0,0); ObjectSetInteger(0,n,OBJPROP_CORNER,CORNER_LEFT_UPPER); ObjectSetInteger(0,n,OBJPROP_BORDER_TYPE,BORDER_FLAT); ObjectSetInteger(0,n,OBJPROP_SELECTABLE,false); ObjectSetInteger(0,n,OBJPROP_HIDDEN,true); ObjectSetInteger(0,n,OBJPROP_BACK,false); } ObjectSetInteger(0,n,OBJPROP_XDISTANCE,x); ObjectSetInteger(0,n,OBJPROP_YDISTANCE,y); ObjectSetInteger(0,n,OBJPROP_XSIZE,w); ObjectSetInteger(0,n,OBJPROP_YSIZE,h); ObjectSetInteger(0,n,OBJPROP_BGCOLOR,bg); ObjectSetInteger(0,n,OBJPROP_COLOR,border); } //------------------------------------------------------------------ void PnlText( string id, int x, int y, string text, color clr, int size=9, string font="Consolas", ENUM_ANCHOR_POINT anchor=ANCHOR_LEFT_UPPER ) { string n = PNL_PREFIX + id; if(ObjectFind(0,n) < 0) { ObjectCreate(0,n,OBJ_LABEL,0,0,0); ObjectSetInteger(0,n,OBJPROP_CORNER,CORNER_LEFT_UPPER); ObjectSetInteger(0,n,OBJPROP_SELECTABLE,false); ObjectSetInteger(0,n,OBJPROP_HIDDEN,true); ObjectSetInteger(0,n,OBJPROP_BACK,false); } ObjectSetInteger(0,n,OBJPROP_ANCHOR,anchor); ObjectSetInteger(0,n,OBJPROP_XDISTANCE,x); ObjectSetInteger(0,n,OBJPROP_YDISTANCE,y); ObjectSetInteger(0,n,OBJPROP_COLOR,clr); ObjectSetInteger(0,n,OBJPROP_FONTSIZE,size); ObjectSetString(0,n,OBJPROP_FONT,font); ObjectSetString(0,n,OBJPROP_TEXT,text); } //------------------------------------------------------------------ void PnlTitle(string id,int &y,string text) { PnlRect("sep_" + id,InpPanelX,y,PNL_W,1,C_SEP,C_SEP); PnlRect("acc_" + id,InpPanelX + 14,y + 8,3,11,C_GOLD,C_GOLD); PnlText("ttl_" + id,InpPanelX + 24,y + 6,text,C_GOLD,8,"Segoe UI Semibold"); y += 26; } //------------------------------------------------------------------ void PnlRow(string id,int &y,string label,string value,color vc,int size=9) { PnlText("lb_" + id,InpPanelX + 14,y,label,C_MUTED,8,"Segoe UI"); PnlText("vl_" + id,InpPanelX + PNL_W - 14,y - 1,value,vc,size,"Consolas",ANCHOR_RIGHT_UPPER); y += PNL_ROW; } //------------------------------------------------------------------ string PnlSigned(double v) { return (v > 0.0 ? "+" : "") + DoubleToString(v,2); } color PnlColor(double v) { if(v > 0.0) return C_GREEN; if(v < 0.0) return C_RED; return C_TEXT; } string PnlFmtSecs(int sec) { if(sec < 0) sec = 0; return StringFormat("%02d:%02d",sec / 60,sec % 60); } //------------------------------------------------------------------ // P&L realizado hoje pelo EA (deals de saida com este magic e simbolo) double LiveTodayPnL() { static datetime lastCalc = 0; static double cached = 0.0; datetime now = TimeCurrent(); // no testador o cache dura mais (reduz HistorySelect e acelera o teste) int ttl = MQLInfoInteger(MQL_TESTER) ? 60 : 5; if(now - lastCalc < ttl) return cached; lastCalc = now; datetime dayStart = StringToTime(TimeToString(now,TIME_DATE)); if(!HistorySelect(dayStart,now + 60)) return cached; double sum = 0.0; int total = HistoryDealsTotal(); for(int i = 0; i < total; i++) { ulong d = HistoryDealGetTicket(i); if(d == 0) continue; if(HistoryDealGetInteger(d,DEAL_MAGIC) != InpMagic) continue; if(HistoryDealGetString(d,DEAL_SYMBOL) != g_symbol) continue; long entry = HistoryDealGetInteger(d,DEAL_ENTRY); if(entry != DEAL_ENTRY_OUT && entry != DEAL_ENTRY_OUT_BY && entry != DEAL_ENTRY_INOUT) continue; sum += HistoryDealGetDouble(d,DEAL_PROFIT) + HistoryDealGetDouble(d,DEAL_COMMISSION) + HistoryDealGetDouble(d,DEAL_SWAP); } cached = sum; return sum; } void UpdatePanel() { // No Strategy Tester sem modo visual o painel nao serve para nada e deixa o teste lento if(MQLInfoInteger(MQL_TESTER) && !MQLInfoInteger(MQL_VISUAL_MODE)) return; // limita a ~2 atualizacoes por segundo (OnTick + OnTimer chamam esta funcao) static uint lastDraw = 0; uint nowMs = GetTickCount(); if(nowMs - lastDraw < 500) return; lastDraw = nowMs; if(!InpShowPanel) { ObjectsDeleteAll(0,PNL_PREFIX); return; } int x = InpPanelX; int y = InpPanelY; // fundo (criado primeiro; altura final ajustada no fim) PnlRect("bg",x,y,PNL_W,10,C_BG,C_BORDER); //-------------------------------------------------------------- // DADOS //-------------------------------------------------------------- MqlTick tick; bool haveTick = SymbolInfoTick(g_symbol,tick); string bid = haveTick ? DoubleToString(tick.bid,_Digits) : "-"; string ask = haveTick ? DoubleToString(tick.ask,_Digits) : "-"; long spread = SymbolInfoInteger(g_symbol,SYMBOL_SPREAD); double atr = 0.0; bool haveAtr = GetIndicatorValue(g_atrHandle,1,atr); bool autoTrade = (TerminalInfoInteger(TERMINAL_TRADE_ALLOWED) != 0) && (MQLInfoInteger(MQL_TRADE_ALLOWED) != 0); string ccy = AccountInfoString(ACCOUNT_CURRENCY); ulong lvTicket = 0; ENUM_POSITION_TYPE lvType = POSITION_TYPE_BUY; bool hasLive = LiveFindPosition(lvTicket,lvType); double lvVol = 0.0, lvOpen = 0.0, lvSL = 0.0, lvTP = 0.0, lvPnL = 0.0; if(hasLive && PositionSelectByTicket(lvTicket)) { lvVol = PositionGetDouble(POSITION_VOLUME); lvOpen = PositionGetDouble(POSITION_PRICE_OPEN); lvSL = PositionGetDouble(POSITION_SL); lvTP = PositionGetDouble(POSITION_TP); lvPnL = PositionGetDouble(POSITION_PROFIT) + PositionGetDouble(POSITION_SWAP); } double paperFloat = FloatingPnL(); double winRate = 0.0; if(g_totalPaperTrades > 0) winRate = ((double)g_winningTrades / (double)g_totalPaperTrades) * 100.0; //-------------------------------------------------------------- // CABECALHO //-------------------------------------------------------------- PnlRect("hdr",x,y,PNL_W,46,C_HEADER,C_HEADER); PnlRect("hdr_line",x,y,PNL_W,3,C_GOLD,C_GOLD); PnlText("hdr_t",x+14,y+9,"R3R AI NANO",C_TEXT,13,"Segoe UI Semibold"); PnlText("hdr_s",x+14,y+29,"MULTI-MODEL | V3 LIVE",C_MUTED,7,"Segoe UI"); color badgeClr = C_AMBER; string badgeTxt = "PAPER"; if(InpEnableLiveTrading) { badgeClr = autoTrade ? C_GREEN : C_RED; badgeTxt = autoTrade ? "LIVE" : "LIVE OFF"; } PnlRect("badge",x+PNL_W-86,y+13,72,22,badgeClr,badgeClr); PnlText("badge_t",x+PNL_W-50,y+17,badgeTxt,C_BG,9,"Segoe UI Semibold",ANCHOR_UPPER); y += 52; //-------------------------------------------------------------- // MERCADO //-------------------------------------------------------------- PnlTitle("mkt",y,"MERCADO " + g_symbol); PnlRow("bidask",y,"BID / ASK",bid + " / " + ask,C_TEXT); color spClr = (spread > InpMaxSpreadPoints) ? C_RED : C_TEXT; PnlRow("sprd",y,"SPREAD / ATR", (string)spread + " pts | " + (haveAtr ? DoubleToString(atr,_Digits) : "-"), spClr); color volClr = C_TEXT; if(g_volatility == "HIGH") volClr = C_AMBER; PnlRow("state",y,"ESTADO / VOL",g_marketState + " / " + g_volatility,volClr); //-------------------------------------------------------------- // DECISAO DA IA //-------------------------------------------------------------- PnlTitle("ai",y,"DECISAO DA IA"); PnlRow("prov",y,"PROVEDOR",g_providerName + " | " + g_modelName,C_TEXT); color actClr = C_MUTED; if(g_action == "LONG") actClr = C_GREEN; else if(g_action == "SHORT") actClr = C_RED; else if(g_action == "EXIT") actClr = C_AMBER; PnlRow("act",y,"ACAO",g_action,actClr,11); // barra de confianca int barW = 120; int barX = x + PNL_W - 14 - barW; color confClr = (g_confidence >= InpMinConfidence) ? C_GREEN : C_AMBER; PnlText("lb_conf",x+14,y,"CONFIANCA",C_MUTED,8,"Segoe UI"); PnlText("vl_conf",barX-8,y-1,DoubleToString(g_confidence,2),confClr,9,"Consolas",ANCHOR_RIGHT_UPPER); PnlRect("bar_bg",barX,y+3,barW,8,C_SEP,C_SEP); int fillW = (int)MathRound(barW * MathMax(0.0,MathMin(1.0,g_confidence))); PnlRect("bar_fg",barX,y+3,MathMax(1,fillW),8,confClr,confClr); y += PNL_ROW; PnlRow("dq",y,"QUALIDADE DADOS",g_dataQuality, (g_dataQuality == "VALID") ? C_GREEN : C_RED); string sum = (g_summary == "") ? "-" : g_summary; string l1 = StringSubstr(sum,0,56); string l2 = StringSubstr(sum,56,56); if(StringLen(sum) > 112) l2 = StringSubstr(sum,56,53) + "..."; PnlText("sum1",x+14,y+1,l1,C_TEXT,8,"Segoe UI"); y += 15; PnlText("sum2",x+14,y+1,l2,C_TEXT,8,"Segoe UI"); y += 17; //-------------------------------------------------------------- // ORDENS REAIS //-------------------------------------------------------------- PnlTitle("live",y,"ORDENS REAIS"); string modeTxt = "DESLIGADO (paper)"; color modeClr = C_AMBER; if(InpEnableLiveTrading) { modeTxt = autoTrade ? "ATIVO | AutoTrading ON" : "ATIVO | AutoTrading OFF"; modeClr = autoTrade ? C_GREEN : C_RED; } PnlRow("mode",y,"MODO",modeTxt,modeClr); string lotTxt = InpAutoLot ? ("AUTO " + DoubleToString(InpRiskPercent,1) + "% risco") : ("FIXO " + DoubleToString(InpLotSize,2)); PnlRow("lot",y,"LOTE",lotTxt,C_TEXT); if(hasLive) { bool isBuy = (lvType == POSITION_TYPE_BUY); PnlRow("pos",y,"POSICAO", (isBuy ? "BUY " : "SELL ") + DoubleToString(lvVol,2) + " lot", isBuy ? C_GREEN : C_RED); PnlRow("ent",y,"ENTRADA",DoubleToString(lvOpen,_Digits),C_TEXT); PnlRow("sltp",y,"SL / TP", (lvSL > 0.0 ? DoubleToString(lvSL,_Digits) : "-") + " / " + (lvTP > 0.0 ? DoubleToString(lvTP,_Digits) : "-"), C_TEXT); PnlRow("fl",y,"P&L FLUTUANTE",PnlSigned(lvPnL) + " " + ccy,PnlColor(lvPnL),10); } else { PnlRow("pos",y,"POSICAO","FLAT",C_MUTED); PnlRow("ent",y,"ENTRADA","-",C_MUTED); PnlRow("sltp",y,"SL / TP","-",C_MUTED); PnlRow("fl",y,"P&L FLUTUANTE","-",C_MUTED); } //-------------------------------------------------------------- // CONTA //-------------------------------------------------------------- PnlTitle("acc",y,"CONTA"); PnlRow("bal",y,"SALDO / EQUITY", DoubleToString(AccountInfoDouble(ACCOUNT_BALANCE),2) + " / " + DoubleToString(AccountInfoDouble(ACCOUNT_EQUITY),2) + " " + ccy, C_TEXT); double today = LiveTodayPnL(); PnlRow("today",y,"P&L HOJE (EA)",PnlSigned(today) + " " + ccy,PnlColor(today)); LiveDailyLossHit(); PnlRow("dlim",y,"LIMITE PERDA DIA", g_dailyLossBlocked ? "BLOQUEADO" : (InpMaxDailyLossPercent > 0.0 ? ("OK (" + DoubleToString(InpMaxDailyLossPercent,1) + "%)") : "DESLIGADO"), g_dailyLossBlocked ? C_RED : (InpMaxDailyLossPercent > 0.0 ? C_GREEN : C_MUTED)); //-------------------------------------------------------------- // PAPER //-------------------------------------------------------------- PnlTitle("paper",y,"PAPER TRADING"); PnlRow("ppos",y,"POSICAO / FLUT.", (g_hasPosition ? g_positionDirection : "FLAT") + " | " + (g_hasPosition ? PnlSigned(paperFloat) : "-"), g_hasPosition ? PnlColor(paperFloat) : C_MUTED); PnlRow("pstat",y,"TRADES W / L", (string)g_totalPaperTrades + " | " + (string)g_winningTrades + " / " + (string)g_losingTrades + " | " + DoubleToString(winRate,0) + "%", C_TEXT); PnlRow("ppnl",y,"P&L TOTAL (pts)",PnlSigned(g_totalPaperPnL),PnlColor(g_totalPaperPnL)); //-------------------------------------------------------------- // TELEMETRIA //-------------------------------------------------------------- PnlTitle("tele",y,"TELEMETRIA"); color latClr = C_MUTED; string latTxt = "-"; if(g_apiOk + g_apiErr > 0) { latTxt = (string)g_apiLatencyMs + " ms"; latClr = (g_apiLatencyMs < 3000) ? C_GREEN : ((g_apiLatencyMs < 8000) ? C_AMBER : C_RED); } PnlRow("lat",y,"LATENCIA API",latTxt,latClr); PnlRow("calls",y,"CHAMADAS OK / ERRO", (string)g_apiOk + " / " + (string)g_apiErr, (g_apiErr > 0) ? C_AMBER : C_TEXT); datetime nowT = TimeCurrent(); datetime barOpen = iTime(g_symbol,InpDecisionTF,0); int toBar = (barOpen > 0) ? (int)(barOpen + PeriodSeconds(InpDecisionTF) - nowT) : 0; string lastResp = (g_lastResponseTime > 0) ? (PnlFmtSecs((int)(nowT - g_lastResponseTime)) + " atras") : "-"; PnlRow("timers",y,"NOVA VELA / ULT. RESP.", PnlFmtSecs(toBar) + " / " + lastResp, C_TEXT); //-------------------------------------------------------------- // RODAPE //-------------------------------------------------------------- PnlText("foot",x+14,y+3,"servidor " + TimeToString(nowT,TIME_SECONDS),C_MUTED,7,"Segoe UI"); y += 22; // ajusta altura do fundo PnlRect("bg",x,InpPanelY,PNL_W,y - InpPanelY,C_BG,C_BORDER); ChartRedraw(0); } //================================================================== // INIT //================================================================== int OnInit() { // Simbolo: usa o input; se nao existir nesta conta/testador, usa o simbolo do grafico g_symbol = ActiveSymbol(); if(g_symbol == "" || !SymbolSelect(g_symbol,true)) { Print("AVISO: simbolo '",InpSymbol,"' nao existe aqui. Usando o simbolo do grafico: ",_Symbol); g_symbol = _Symbol; SymbolSelect(g_symbol,true); } g_providerName = ProviderName(); g_modelName = ModelName(); g_paperBalance = InpPaperBalance; g_trade.SetExpertMagicNumber(InpMagic); g_trade.SetDeviationInPoints(InpDeviationPoints); g_trade.SetTypeFillingBySymbol(g_symbol); Print("=========================================="); Print("R3R AI NANO V3 - INICIANDO"); Print("Symbol input: ", g_symbol); Print("Decision TF: ", EnumToString(ActiveDecisionTF())); Print("Context TF: ", EnumToString(InpContextTF)); Print("Provider: ", g_providerName); Print("Model: ", g_modelName); Print("=========================================="); //=============================================================== // VERIFICAR SE O SIMBOLO EXISTE //=============================================================== if(!SymbolSelect(g_symbol,true)) { Print("ERRO: nao foi possivel selecionar o simbolo: ",g_symbol); } else { Print("OK: simbolo selecionado: ",g_symbol); } //=============================================================== // EMA FAST //=============================================================== g_emaFastHandle = iMA( g_symbol, ActiveDecisionTF(), InpFastEMA, 0, MODE_EMA, PRICE_CLOSE ); if(g_emaFastHandle == INVALID_HANDLE) { Print( "ERRO EMA FAST | GetLastError=", GetLastError() ); } else { Print("OK EMA FAST"); } //=============================================================== // EMA SLOW //=============================================================== g_emaSlowHandle = iMA( g_symbol, ActiveDecisionTF(), InpSlowEMA, 0, MODE_EMA, PRICE_CLOSE ); if(g_emaSlowHandle == INVALID_HANDLE) { Print( "ERRO EMA SLOW | GetLastError=", GetLastError() ); } else { Print("OK EMA SLOW"); } //=============================================================== // RSI //=============================================================== g_rsiHandle = iRSI( g_symbol, ActiveDecisionTF(), InpRSIPeriod, PRICE_CLOSE ); if(g_rsiHandle == INVALID_HANDLE) { Print( "ERRO RSI | GetLastError=", GetLastError() ); } else { Print("OK RSI"); } //=============================================================== // ATR //=============================================================== g_atrHandle = iATR( g_symbol, ActiveDecisionTF(), InpATRPeriod ); if(g_atrHandle == INVALID_HANDLE) { Print( "ERRO ATR | GetLastError=", GetLastError() ); } else { Print("OK ATR"); } //=============================================================== // ADX //=============================================================== g_adxHandle=iADX(g_symbol,ActiveDecisionTF(),InpADXPeriod); if(g_adxHandle==INVALID_HANDLE) Print("ERRO ADX | GetLastError=",GetLastError()); else Print("OK ADX"); //=============================================================== // TIMER //=============================================================== ResetLastError(); if(!EventSetTimer(1)) { Print( "AVISO: EventSetTimer falhou. Erro=", GetLastError() ); } else { Print("OK TIMER"); } //=============================================================== // NAO FALHAR O INIT //=============================================================== Print("=========================================="); Print("R3R AI NANO V3 INICIADO"); if(InpEnableLiveTrading) Print("REAL ORDERS: ENABLED | magic=",InpMagic," | ",InpAutoLot ? "AUTO LOT risco="+DoubleToString(InpRiskPercent,2)+"%" : "lot fixo="+DoubleToString(InpLotSize,2)); else Print("REAL ORDERS: DISABLED (paper only)"); Print("=========================================="); return INIT_SUCCEEDED; } //================================================================== // TIMER //================================================================== void OnTimer() { UpdatePanel(); if(IsNewDecisionBar()) { Print( "NOVA VELA ", EnumToString(ActiveDecisionTF()) + " | " + g_symbol ); RunAIAnalysis(); } } //================================================================== // TICK //================================================================== void OnTick() { UpdatePanel(); // No Strategy Tester garante a decisao por tick (nao depende do timer) if(MQLInfoInteger(MQL_TESTER) && IsNewDecisionBar()) RunAIAnalysis(); } //================================================================== // DEINIT //================================================================== void OnDeinit(const int reason) { EventKillTimer(); if(g_emaFastHandle != INVALID_HANDLE) IndicatorRelease(g_emaFastHandle); if(g_emaSlowHandle != INVALID_HANDLE) IndicatorRelease(g_emaSlowHandle); if(g_rsiHandle != INVALID_HANDLE) IndicatorRelease(g_rsiHandle); if(g_atrHandle != INVALID_HANDLE) IndicatorRelease(g_atrHandle); if(g_adxHandle != INVALID_HANDLE) IndicatorRelease(g_adxHandle); ObjectsDeleteAll(0,PNL_PREFIX); Comment(""); } //+------------------------------------------------------------------+