garfield
0894d18db4
Confluence EA (v1.16 → v1.20): - Per-EA realized P&L tracking via history deals - Weekly drawdown protection - Warmup bars, pivot cache, state persistence - Point-scaled pivot thresholds, ranging ATR factor - Market filling mode helper per symbol Grid EA (v3.1 → v4.1): - Adaptive filters, adaptive entry, spread filter - Session filter, breakeven, correlation caps, range drift - Profit protection (stop-after-profit, cycle reports) - Edge cleanup v5.0 — close wrong-side positions outside grid - Master one-shot shutdown, grid state persistence Presets: - Fix GetOut=Y shutdown bug on 4 grid presets - Relax ADXMax 18→40, widen RSI 20/80 across grid presets - Standardize daily drawdown 3%→5%, add weekly 10% - Increase grid lots 0.01→0.03 - Normalize confluence ATR thresholds per pair - Add XAGUSD, EURCHF, EURGBP, AUDNZD presets Docs & DevOps: - April 23 audit files (preset mismatch, code review, checklist) - n8n workflow and validation infrastructure updates - AI agent analyses in notes/ Known issues carried forward: - Shared drawdown budget contamination (both EAs) - Confluence ranging-market threshold inversion - Older grid presets missing v4.1 safety controls
193 lines
5.8 KiB
Markdown
Executable File
193 lines
5.8 KiB
Markdown
Executable File
# AI Agent Context - MQL Trading Bots
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This file provides context for AI assistants working on this codebase.
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## Project Overview
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- **Type:** MetaTrader 5 Expert Advisors (EAs) for automated forex trading
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- **Language:** MQL5 (C++ like)
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- **Platform:** MT5 via Wine on Ubuntu server
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- **Repository:** https://git.fetcherpay.com/garfield/mql-trading-bots
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## Active EAs
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### 1. MultiSignal_Confluence_EA.mq5 (PRIMARY)
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- **Purpose:** Trades based on confluence of 3 signals (Pivot, Candlestick, Harmonic)
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- **Current Version:** v1.14
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- **Strategy:** BUY when 2+ signals agree, strength >= 0.90
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- **Key Settings:**
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- `InpMagicNumber = 777777`
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- `InpMinConfluence = 2`
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- `InpMinStrength = 0.90`
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- `InpUseVolatilityFilter = true`
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- `InpUseADXFilter = true`
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- `InpMaxDailyDrawdown = 3.0`
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### 2. OrdersEA_Smart_Grid.mq5
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- **Purpose:** Grid trading around daily pivot levels
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- **Current Version:** v5.0
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- **Key Settings:**
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- `MagicNum = 333`
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- `UseAutoPivots = true`
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- `InpCloseBeforeWeekend = true` (v3.1)
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- `GridHigh`/`GridLow` now correctly uses ATR bands (v3.3 fix)
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- `MaxLevels = 10`
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## Common Tasks
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### Deploying EAs to MT5
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```bash
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# Copy to MT5
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cp /home/garfield/mql-trading-bots/MultiSignal_Confluence_EA.mq5 \
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~/mt5-docker/config/.wine/drive_c/Program\ Files/MetaTrader\ 5/MQL5/Experts/
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cp /home/garfield/mql-trading-bots/OrdersEA_Smart_Grid.mq5 \
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~/mt5-docker/config/.wine/drive_c/Program\ Files/MetaTrader\ 5/MQL5/Experts/
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```
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### Verifying Short Signals
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```bash
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cd /home/garfield/mql-trading-bots
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python3 verify-short-signals.py
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```
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### Checking MT5 Status
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```bash
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cd ~/mt5-docker && ./STATUS.sh
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```
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### Viewing Reports
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```bash
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# Direct browser access (no VM crash!)
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file:///home/garfield/mt5-docker/config/.wine/drive_c/users/abc/Desktop/ReportHistory-104125640.html
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```
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## Critical Bugs Fixed (DO NOT REVERT)
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### v1.11 - Stop Loss Cross-Symbol Contamination
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```cpp
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// WRONG (uses global CSymbolInfo that gets contaminated)
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double sl = SymbolInfo.Ask() - InpStopLoss * SymbolInfo.Point();
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// CORRECT (uses _Symbol directly)
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double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
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double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
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double sl = ask - InpStopLoss * point;
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```
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### v1.14 - Short Signal Detection
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```cpp
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// WRONG (restrictive - blocks shorts when price above pivot)
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if(nearResistance || (rejectedFromResistance && belowPivot))
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// CORRECT (mirrors BUY logic)
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if(nearResistance || rejectedFromResistance)
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```
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### v3.3 - Grid Range & Filter Fix
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```cpp
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// WRONG (uses PivotR1/S1, ignores ATR bands)
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double actualHigh = (InpManualHigh > 0) ? InpManualHigh : PivotR1;
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double actualLow = (InpManualLow > 0) ? InpManualLow : PivotS1;
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// CORRECT (uses ATR-based GridHigh/GridLow)
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double actualHigh = (InpManualHigh > 0) ? InpManualHigh : GridHigh;
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double actualLow = (InpManualLow > 0) ? InpManualLow : GridLow;
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```
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### v5.0 - Edge Position Cleanup
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```cpp
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// WRONG (range filter cancels grid but leaves stranded positions)
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if(!IsRangingMarket())
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{
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CancelAllOrders("Range filter tripped");
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gridPlaced = false;
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return; // positions bleed in the R2/S2 gap
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}
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// CORRECT (close wrong-side positions when price exits grid)
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if(!IsRangingMarket())
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{
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CancelAllOrders("Range filter tripped");
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gridPlaced = false;
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if(currentPrice > actualHigh)
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ClosePositionsBySide(POSITION_TYPE_SELL, "Edge cleanup — above GridHigh");
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else if(currentPrice < actualLow)
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ClosePositionsBySide(POSITION_TYPE_BUY, "Edge cleanup — below GridLow");
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return;
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}
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```
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### v3.1 - Weekend Gap Protection
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```cpp
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// Must check Friday before market close
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if(dt.day_of_week == FRIDAY && dt.hour >= InpWeekendCloseHour) {
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CloseAllPositions("Weekend protection");
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CancelAllOrders("Weekend protection");
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}
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```
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## MT5 Compilation Errors (Common)
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| Error | Fix |
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|-------|-----|
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| `undeclared identifier 'trade'` | Add `#include <Trade\Trade.mqh>` |
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| `undeclared identifier '_Symbol'` | Use `_Symbol` directly (built-in) |
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| `invalid stops` | Ensure SL/TP at correct distance from price |
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| `cross-symbol contamination` | Use `SymbolInfoDouble(_Symbol, SYMBOL_*)` |
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## File Locations
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| Item | Path |
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|------|------|
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| Repository | `/home/garfield/mql-trading-bots/` |
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| MT5 Experts | `~/mt5-docker/config/.wine/drive_c/Program Files/MetaTrader 5/MQL5/Experts/` |
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| MT5 Logs | `~/mt5-docker/config/.wine/drive_c/Program Files/MetaTrader 5/MQL5/Logs/` |
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| MT5 Reports | `~/mt5-docker/config/.wine/drive_c/users/abc/Desktop/` |
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| Settings (.set) | `~/mt5-docker/config/.wine/drive_c/Program Files/MetaTrader 5/MQL5/Presets/` |
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## MT5 Docker Commands
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```bash
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# Check status
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cd ~/mt5-docker && ./STATUS.sh
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# Start MT5
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cd ~/mt5-docker && ./start.sh
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# View latest log
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tail -100 ~/mt5-docker/config/.wine/drive_c/Program\ Files/MetaTrader\ 5/MQL5/Logs/*.log
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```
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## Performance Metrics
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- **Account 104125640:** ~15-19% return (March 2026)
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- **Win Rate:** 46-87%
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- **Largest Win:** $8,091
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- **Largest Loss:** -$805
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## DevOps / Infrastructure
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Server infrastructure details saved in: `/home/garfield/devops/INFRASTRUCTURE.md`
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## Conversation History
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Before working on this codebase, read:
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```
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~/conversation-history/2026-03-21-mql-trading-bots.md
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~/conversation-history/2026-03-29-session-save.md
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~/conversation-history/2026-03-30-weekend-gap-short-signal-fix.md
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~/conversation-history/2026-03-30-dns-whitelist.md
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~/conversation-history/2026-04-07-confluence-ea-diagnosis.md
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~/conversation-history/2026-04-13-new-account-grid-issue.md
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```
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## Notes for AI Agents
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1. **MQL5 is NOT Python** - it's C++ like, with different syntax
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2. **Always use `_Symbol`** - never use global SymbolInfo objects
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3. **Test compilation** - always verify code compiles before deploying
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4. **Copy to MT5** - git commits don't automatically sync to MT5
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5. **Weekend protection** - always enable for Grid EA
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6. **Push to Gitea** - use HTTPS with credentials or SSH
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