//+------------------------------------------------------------------+ //| SwordEA.mq5 | //| | //| SWORD (Doubling Mode) — Momentum Breakout EA | //| | //| ACCOUNT TYPE: | //| Personal cash account — PRIMARY use case | //| FTMO funded account — OPTIONAL (set InpFTMOMode = true) | //| FTMO challenge — NOT RECOMMENDED (too aggressive) | //| | //| STRATEGY: | //| Donchian Channel breakout — price breaks above the highest | //| high (or below the lowest low) of the last N bars. | //| ATR Expansion Filter — only enters when volatility is | //| actually expanding (real move, not noise). | //| Optional Pyramid — adds a second position once the first | //| trade is in profit by 1x ATR. Max 2 positions total. | //| | //| BEST PAIRS: GBPJPY, USDJPY, XAUUSD (trending, high momentum) | //| TIMEFRAME: M30 (default). M5 for more signals, more noise. | //+------------------------------------------------------------------+ #property copyright "Educational template - Sword Edition" #property version "1.00" #include //================================================================== // INPUTS //================================================================== input group "=== FTMO Safety (enable for funded accounts) ===" input bool InpFTMOMode = false; // Enable FTMO rule tracking input double InpInitialBalance = 100000.0; // Challenge starting balance (FTMO mode only) input double InpDailyLossLimitPct = 4.5; // Daily loss limit % (FTMO=5%, buffer at 4.5) input double InpTotalLossFloorPct = 9.0; // Total loss floor % (FTMO=10%, buffer at 9.0) input double InpProfitTargetPct = 9.5; // Stop new entries at this profit % (Phase1=10%) input group "=== Strategy ===" input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M30; // Timeframe (attach chart to match) input int InpBreakoutPeriod = 20; // Bars to look back for high/low breakout input int InpATRPeriod = 14; // ATR period input int InpATRMAPeriod = 8; // ATR smoothing (expansion filter) input group "=== Risk ===" input double InpRiskPercent = 2.0; // Risk per trade % (cash). Use 1.0 for FTMO. input double InpATR_SL_Mult = 1.5; // Stop loss = ATR x this input double InpATR_TP_Mult = 3.0; // Take profit = ATR x this input double InpATR_Trail_Mult = 1.5; // Trailing stop = ATR x this input bool InpUsePyramid = true; // Add 2nd position when 1st is 1x ATR in profit input bool InpUseTrailing = true; // Use ATR trailing stop input group "=== Misc ===" input long InpMagic = 30260601; // Magic number input int InpMaxSlippage = 30; //================================================================== // GLOBALS //================================================================== CTrade trade; int hATR = INVALID_HANDLE; datetime g_lastBarTime = 0; datetime g_currentDay = 0; double g_dayStartBalance= 0.0; bool g_tradingDisabled= false; string g_disableReason = ""; double g_dailyLossPct = 0.0; double g_totalLossPct = 0.0; double g_profitPct = 0.0; bool g_profitTargetHit= false; datetime g_lastTickLocal = 0; //================================================================== // INIT / DEINIT //================================================================== int OnInit() { trade.SetExpertMagicNumber(InpMagic); trade.SetDeviationInPoints(InpMaxSlippage); trade.SetTypeFillingBySymbol(_Symbol); hATR = iATR(_Symbol, InpTimeframe, InpATRPeriod); if(hATR == INVALID_HANDLE) { Print("ERROR: ATR handle failed."); return(INIT_FAILED); } g_currentDay = StartOfDay(TimeCurrent()); g_dayStartBalance = AccountInfoDouble(ACCOUNT_BALANCE); g_lastTickLocal = TimeLocal(); Print("SwordEA started. FTMO Mode: ", InpFTMOMode ? "ON" : "OFF"); EventSetTimer(1); UpdateDashboard(); return(INIT_SUCCEEDED); } void OnDeinit(const int reason) { EventKillTimer(); if(hATR != INVALID_HANDLE) IndicatorRelease(hATR); Comment(""); } //================================================================== // MAIN TICK //================================================================== void OnTick() { g_lastTickLocal = TimeLocal(); // Day rollover datetime today = StartOfDay(TimeCurrent()); if(today != g_currentDay) { g_currentDay = today; g_dayStartBalance = AccountInfoDouble(ACCOUNT_BALANCE); if(g_disableReason == "DAILY_LOSS") { g_tradingDisabled = false; g_disableReason = ""; } } // FTMO metrics if(InpFTMOMode) { double equity = AccountInfoDouble(ACCOUNT_EQUITY); g_dailyLossPct = (g_dayStartBalance > 0.0) ? (g_dayStartBalance - equity) / g_dayStartBalance * 100.0 : 0.0; g_totalLossPct = (InpInitialBalance > 0.0) ? (InpInitialBalance - equity) / InpInitialBalance * 100.0 : 0.0; g_profitPct = (InpInitialBalance > 0.0) ? (equity - InpInitialBalance) / InpInitialBalance * 100.0 : 0.0; if(!g_tradingDisabled) { if(g_dailyLossPct >= InpDailyLossLimitPct) { CloseAllPositions(); g_tradingDisabled=true; g_disableReason="DAILY_LOSS"; Print("Daily loss limit hit: ", DoubleToString(g_dailyLossPct,2), "%"); } else if(g_totalLossPct >= InpTotalLossFloorPct) { CloseAllPositions(); g_tradingDisabled=true; g_disableReason="MAX_LOSS"; Print("Total loss floor hit: ", DoubleToString(g_totalLossPct,2), "%"); } else if(g_profitPct >= InpProfitTargetPct && !g_profitTargetHit) { g_profitTargetHit=true; Print("Profit target reached: ", DoubleToString(g_profitPct,2), "%"); } } } if(InpUseTrailing) ManageTrailing(); UpdateDashboard(); if(g_tradingDisabled || g_profitTargetHit) return; // New bar only datetime barTime = iTime(_Symbol, InpTimeframe, 0); if(barTime == g_lastBarTime) return; g_lastBarTime = barTime; CheckPyramid(); CheckForEntry(); } void OnTimer() { UpdateDashboard(); } //================================================================== // BREAKOUT ENTRY //================================================================== void CheckForEntry() { if(CountPositions() >= 1) return; // already in a trade double atr[]; ArraySetAsSeries(atr, true); if(CopyBuffer(hATR, 0, 0, InpATRMAPeriod+2, atr) < InpATRMAPeriod+2) return; double atrNow = atr[1]; // ATR expansion: current ATR must be above its own recent average double atrSum = 0.0; for(int i = 1; i <= InpATRMAPeriod; i++) atrSum += atr[i]; double atrAvg = atrSum / InpATRMAPeriod; if(atrNow <= atrAvg) return; // no real momentum — skip // Donchian high/low of the last InpBreakoutPeriod CLOSED bars int hiBar = iHighest(_Symbol, InpTimeframe, MODE_HIGH, InpBreakoutPeriod, 1); int loBar = iLowest (_Symbol, InpTimeframe, MODE_LOW, InpBreakoutPeriod, 1); double highestHigh = iHigh(_Symbol, InpTimeframe, hiBar); double lowestLow = iLow (_Symbol, InpTimeframe, loBar); double closeNow = iClose(_Symbol, InpTimeframe, 1); bool buyBreak = (closeNow > highestHigh); bool sellBreak = (closeNow < lowestLow); if(buyBreak) OpenTrade(ORDER_TYPE_BUY, atrNow); else if(sellBreak) OpenTrade(ORDER_TYPE_SELL, atrNow); } //================================================================== // PYRAMID — add 2nd position once 1st is 1x ATR in profit //================================================================== void CheckPyramid() { if(!InpUsePyramid) return; if(CountPositions() != 1) return; // only add to exactly 1 open position double atr[]; ArraySetAsSeries(atr, true); if(CopyBuffer(hATR, 0, 0, 2, atr) < 2) return; double atrNow = atr[1]; for(int i = PositionsTotal()-1; i >= 0; i--) { ulong ticket = PositionGetTicket(i); if(ticket == 0) continue; if(PositionGetInteger(POSITION_MAGIC) != InpMagic) continue; if(PositionGetString(POSITION_SYMBOL) != _Symbol) continue; long pType = PositionGetInteger(POSITION_TYPE); double openP = PositionGetDouble(POSITION_PRICE_OPEN); double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID); double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK); double profit = (pType == POSITION_TYPE_BUY) ? bid - openP : openP - ask; if(profit >= atrNow) // in profit by 1x ATR — add the pyramid OpenTrade((ENUM_ORDER_TYPE)pType, atrNow); } } void OpenTrade(ENUM_ORDER_TYPE type, double atrVal) { double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK); double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID); double slDist = atrVal * InpATR_SL_Mult; double tpDist = atrVal * InpATR_TP_Mult; double entry, sl, tp; if(type == ORDER_TYPE_BUY) { entry=ask; sl=entry-slDist; tp=entry+tpDist; } else { entry=bid; sl=entry+slDist; tp=entry-tpDist; } double lots = CalcLotSize(slDist); if(lots <= 0.0) return; bool ok = (type == ORDER_TYPE_BUY) ? trade.Buy(lots, _Symbol, 0.0, NormalizeDouble(sl,_Digits), NormalizeDouble(tp,_Digits), "SwordEA") : trade.Sell(lots, _Symbol, 0.0, NormalizeDouble(sl,_Digits), NormalizeDouble(tp,_Digits), "SwordEA"); if(!ok) Print("Order failed: ", trade.ResultRetcode(), " - ", trade.ResultRetcodeDescription()); } double CalcLotSize(double slDistPrice) { double balance = AccountInfoDouble(ACCOUNT_BALANCE); double riskMoney = balance * InpRiskPercent / 100.0; double tickValue = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_VALUE); double tickSize = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE); if(tickSize<=0.0 || tickValue<=0.0) return(0.0); double lossPerLot = (slDistPrice / tickSize) * tickValue; if(lossPerLot<=0.0) return(0.0); double lots = riskMoney / lossPerLot; double minLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN); double maxLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX); double lotStep = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_STEP); if(lotStep>0.0) lots = MathFloor(lots/lotStep)*lotStep; if(lotsmaxLot) lots=maxLot; return(NormalizeDouble(lots,2)); } void ManageTrailing() { double atr[]; ArraySetAsSeries(atr,true); if(CopyBuffer(hATR,0,0,2,atr)<2) return; double trailDist = atr[1] * InpATR_Trail_Mult; for(int i=PositionsTotal()-1; i>=0; i--) { ulong ticket=PositionGetTicket(i); if(ticket==0) continue; if(PositionGetInteger(POSITION_MAGIC)!=InpMagic) continue; if(PositionGetString(POSITION_SYMBOL)!=_Symbol) continue; long pType=PositionGetInteger(POSITION_TYPE); double openP=PositionGetDouble(POSITION_PRICE_OPEN); double curSL=PositionGetDouble(POSITION_SL); double curTP=PositionGetDouble(POSITION_TP); double bid=SymbolInfoDouble(_Symbol,SYMBOL_BID); double ask=SymbolInfoDouble(_Symbol,SYMBOL_ASK); if(pType==POSITION_TYPE_BUY) { double newSL=NormalizeDouble(bid-trailDist,_Digits); if(newSL>curSL && newSL>openP) trade.PositionModify(ticket,newSL,curTP); } else { double newSL=NormalizeDouble(ask+trailDist,_Digits); if((curSL==0.0||newSL=0; i--) { ulong t=PositionGetTicket(i); if(t==0) continue; if(PositionGetInteger(POSITION_MAGIC)==InpMagic && PositionGetString(POSITION_SYMBOL)==_Symbol) count++; } return(count); } void CloseAllPositions() { for(int i=PositionsTotal()-1; i>=0; i--) { ulong t=PositionGetTicket(i); if(t==0) continue; if(PositionGetInteger(POSITION_MAGIC)==InpMagic && PositionGetString(POSITION_SYMBOL)==_Symbol) trade.PositionClose(t); } } void UpdateDashboard() { double balance=AccountInfoDouble(ACCOUNT_BALANCE); double equity =AccountInfoDouble(ACCOUNT_EQUITY); int secs =(int)(TimeLocal()-g_lastTickLocal); string status = g_tradingDisabled ? (g_disableReason=="DAILY_LOSS" ? "!!! DAILY LOSS LIMIT !!!" : "!!! MAX LOSS HIT !!!") : g_profitTargetHit ? "*** PROFIT TARGET — NO NEW ENTRIES ***" : "ACTIVE"; string ftmoLine = InpFTMOMode ? " Daily Loss: "+DoubleToString(MathMax(g_dailyLossPct,0.0),2)+ "% / "+DoubleToString(InpDailyLossLimitPct,1)+"% | "+ "Total Loss: "+DoubleToString(MathMax(g_totalLossPct,0.0),2)+ "% / "+DoubleToString(InpTotalLossFloorPct,1)+"%\n"+ " Profit: "+DoubleToString(g_profitPct,2)+ "% / "+DoubleToString(InpProfitTargetPct,1)+"%\n" : " FTMO Mode: OFF\n"; Comment( "============= SwordEA (Momentum Breakout) =============\n"+ "Symbol: "+_Symbol+" | TF: "+EnumToString(InpTimeframe)+ " <-- attach chart to THIS\n"+ "Status: "+status+"\n"+ "-------------------------------------------------------\n"+ " Balance: $"+DoubleToString(balance,2)+ " Equity: $"+DoubleToString(equity,2)+"\n"+ " Positions open: "+IntegerToString(CountPositions())+ " / 2 max (pyramid)\n"+ " Risk/trade: "+DoubleToString(InpRiskPercent,1)+ "% Pyramid: "+(InpUsePyramid?"ON":"OFF")+"\n"+ "-------------------------------------------------------\n"+ ftmoLine+ " Heartbeat: "+IntegerToString(secs)+"s since last tick\n"+ "======================================================="); } datetime StartOfDay(datetime t) { MqlDateTime s; TimeToStruct(t,s); s.hour=0;s.min=0;s.sec=0; return(StructToTime(s)); } //+------------------------------------------------------------------+