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Documents/BKP/XKI_MTF_EA.mq5

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+//+------------------------------------------------------------------+
+//|                                                     XKI_MTF_EA.mq5
+//|                       SaherElm IT Center - Strategy using XKI
+//|                       Author: Hadi Khazaee Asl
+//+------------------------------------------------------------------+
+#property strict
+
+//
+// Imports ...
+#include "../Libraries/x-saherelm.common.lib.mq5"
+
+// Inputs
+input string InpSymbol = "XAUUSDb";
+input ENUM_TIMEFRAMES InpSignalTF = PERIOD_H1; // Signal timeframe (H1)
+input int InpKiLength = 26;                    // KI length (XKI input)
+input bool InpShowKI = true;                   // (XKI input)
+input int InpCalcLastBars = 1500;              // (XKI input)
+
+input bool InpUseRSI = true; // Use RSI confirmation
+input int InpRSIPeriod = 14;
+input int InpRSIPrice = PRICE_CLOSE;
+
+input bool InpUseH4Filter = true;         // Confirm with H4
+input bool InpUseD1Filter = false;        // Confirm with D1
+input bool InpRequireBothFilters = false; // If true, require BOTH H4 and D1 agreement; else either
+
+input double InpFixedLot = 0.10;   // Fixed lot size
+input double InpRiskATRMult = 0.0; // Add ATR padding to stop (0=disabled)
+input int InpATRPeriod = 14;
+
+input double InpRR = 2.0;           // Reward:Risk target
+input bool InpTrailByKI = true;     // Trail stop to KI
+input int InpSlippagePoints = 20;   // Max slippage in points
+input int InpMaxSpreadPoints = 200; // Max allowed spread in points
+
+input bool InpAvoidAsianSession = true; // Avoid 22:00–06:00 server time
+input int InpAsianStartHour = 22;
+input int InpAsianEndHour = 6;
+
+input bool InpAvoidNewsWindow = false; // Placeholder flag
+input int InpNewsWindowMinutes = 60;   // Skip trades within +/- minutes
+
+input int InpBarsLookbackSignal = 2; // Lookback bars for signal (e.g., last closed bar)
+
+// Magic number and comments
+input int InpMagic = 260126;
+input string InpOrderComment = "XKI_MTF_EA";
+
+// iCustom indicator path (relative to Indicators folder if compiled there)
+string g_xkiIndicatorPath = "x-saherelm.x121.xki"; // the compiled name; adjust if different
+
+// Buffers indices as per the indicator
+#define KI_BUFFER_INDEX 0
+#define KI_COLOR_IDX_BUFFER_INDEX 1
+#define KI_STATE_BUFFER_INDEX 2
+
+// States from indicator
+#define BULLISH_STATE 1
+#define NEUTURAL_STATE 0
+#define BEARISH_STATE -1
+
+// Globals
+int g_digits;
+double g_point;
+MqlTick g_tick;
+int g_atrHandleH1 = INVALID_HANDLE;
+int g_atrHandleH4 = INVALID_HANDLE;
+int g_atrHandleD1 = INVALID_HANDLE;
+int g_rsiHandleH1 = INVALID_HANDLE;
+int g_rsiHandleH4 = INVALID_HANDLE;
+int g_rsiHandleD1 = INVALID_HANDLE;
+
+//+------------------------------------------------------------------+
+// OnInit
+//+------------------------------------------------------------------+
+int OnInit()
+{
+    //
+    g_digits = (int)SymbolInfoInteger(InpSymbol, SYMBOL_DIGITS);
+    g_point = SymbolInfoDouble(InpSymbol, SYMBOL_POINT);
+
+    if (!SymbolInfoTick(InpSymbol, g_tick))
+    {
+        Print("Failed to get tick for symbol: ", InpSymbol);
+        return INIT_FAILED;
+    }
+
+    // Quick validation
+    if (InpKiLength < 5)
+    {
+        Print("Invalid KI length: ", InpKiLength);
+        return INIT_PARAMETERS_INCORRECT;
+    }
+
+    //
+    GetOrCreateATRHandle(InpSymbol, InpSignalTF, InpATRPeriod);
+    if (InpUseH4Filter)
+        GetOrCreateATRHandle(InpSymbol, PERIOD_H4, InpATRPeriod);
+    if (InpUseD1Filter)
+        GetOrCreateATRHandle(InpSymbol, PERIOD_D1, InpATRPeriod);
+
+    //
+    GetOrCreateRSIHandle(InpSymbol, InpSignalTF, InpRSIPeriod, InpRSIPrice);
+    if (InpUseH4Filter)
+        GetOrCreateRSIHandle(InpSymbol, PERIOD_H4, InpRSIPeriod, InpRSIPrice);
+    if (InpUseD1Filter)
+        GetOrCreateRSIHandle(InpSymbol, PERIOD_D1, InpRSIPeriod, InpRSIPrice);
+
+    //
+    return INIT_SUCCEEDED;
+}
+
+//+------------------------------------------------------------------+
+// OnDeinit
+//+------------------------------------------------------------------+
+void OnDeinit(const int reason)
+{
+    //
+    if (g_atrHandleH1 != INVALID_HANDLE)
+    {
+        IndicatorRelease(g_atrHandleH1);
+        g_atrHandleH1 = INVALID_HANDLE;
+    }
+    if (g_atrHandleH4 != INVALID_HANDLE)
+    {
+        IndicatorRelease(g_atrHandleH4);
+        g_atrHandleH4 = INVALID_HANDLE;
+    }
+    if (g_atrHandleD1 != INVALID_HANDLE)
+    {
+        IndicatorRelease(g_atrHandleD1);
+        g_atrHandleD1 = INVALID_HANDLE;
+    }
+
+    //
+    if (g_rsiHandleH1 != INVALID_HANDLE)
+    {
+        IndicatorRelease(g_rsiHandleH1);
+        g_rsiHandleH1 = INVALID_HANDLE;
+    }
+    if (g_rsiHandleH4 != INVALID_HANDLE)
+    {
+        IndicatorRelease(g_rsiHandleH4);
+        g_rsiHandleH4 = INVALID_HANDLE;
+    }
+    if (g_rsiHandleD1 != INVALID_HANDLE)
+    {
+        IndicatorRelease(g_rsiHandleD1);
+        g_rsiHandleD1 = INVALID_HANDLE;
+    }
+}
+
+//+------------------------------------------------------------------+
+// OnTick
+//+------------------------------------------------------------------+
+void OnTick()
+{
+    if (_Symbol != InpSymbol)
+        return;
+
+    // Basic trading safety
+    if (!SymbolInfoTick(InpSymbol, g_tick))
+        return;
+    double spreadPoints = GetSpread(InpSymbol);
+    if (spreadPoints > InpMaxSpreadPoints)
+        return;
+
+    if (InpAvoidAsianSession)
+    {
+        //
+        MqlDateTime now = GetCurrentTime();
+        int hr = now.hour;
+        if (IsHourInRange(hr, InpAsianStartHour, InpAsianEndHour))
+            return;
+    }
+
+    if (InpAvoidNewsWindow)
+    {
+        // Placeholder: implement your own calendar integration
+        // Skip trading in a window near news. Here we simply return.
+        return;
+    }
+
+    // Only process on new bar of signal timeframe
+    static datetime lastSignalBarTime = 0;
+    datetime currentSignalBarTime = GetLastClosedBarTime(InpSymbol, InpSignalTF);
+    if (currentSignalBarTime == 0 || currentSignalBarTime == lastSignalBarTime)
+        return;
+    lastSignalBarTime = currentSignalBarTime;
+
+    // Get signal state and KI on signal TF (last closed bar)
+    int signalBarShift = InpBarsLookbackSignal; // 1=last closed, 2=previous
+    int stateSignal;
+    double kiSignal, closeSignal;
+    if (!GetXKIStateAndKI(InpSymbol, InpSignalTF, signalBarShift, stateSignal, kiSignal))
+        return;
+    closeSignal = iClose(InpSymbol, InpSignalTF, signalBarShift);
+
+    // RSI confirmation
+    if (InpUseRSI)
+    {
+        double rsi = GetRSIValue(InpSymbol, InpSignalTF, InpRSIPeriod, InpRSIPrice, signalBarShift);
+        if (rsi == EMPTY_VALUE)
+            return;
+        if (stateSignal == BULLISH_STATE && rsi <= 50.0)
+            return;
+        if (stateSignal == BEARISH_STATE && rsi >= 50.0)
+            return;
+    }
+
+    // Higher timeframe agreement
+    bool agreesH4 = true, agreesD1 = true;
+    if (InpUseH4Filter)
+        agreesH4 = HigherTFAgrees(InpSymbol, PERIOD_H4, signalBarShift, stateSignal);
+    if (InpUseD1Filter)
+        agreesD1 = HigherTFAgrees(InpSymbol, PERIOD_D1, signalBarShift, stateSignal);
+
+    bool filterOK = true;
+    if (InpUseH4Filter || InpUseD1Filter)
+    {
+        if (InpRequireBothFilters)
+            filterOK = (agreesH4 && agreesD1);
+        else
+            filterOK = ((InpUseH4Filter && agreesH4) || (InpUseD1Filter && agreesD1));
+    }
+    if (!filterOK)
+        return;
+
+    // Neutral or invalid skip
+    if (stateSignal == NEUTURAL_STATE)
+        return;
+
+    // Ensure no open positions for this symbol/magic
+    if (HasOpenPosition(InpSymbol, InpMagic))
+        return;
+
+    // Prepare trade params
+    double atrPad = 0.0;
+    if (InpRiskATRMult > 0.0)
+    {
+        double atr = GetATRValue(InpSymbol, InpSignalTF, InpATRPeriod, signalBarShift);
+        if (atr != EMPTY_VALUE && atr > 0)
+            atrPad = atr * InpRiskATRMult;
+    }
+
+    double sl, tp;
+    bool isBuy = (stateSignal == BULLISH_STATE);
+    if (isBuy)
+    {
+        sl = kiSignal - atrPad;
+        tp = closeSignal + (closeSignal - sl) * InpRR;
+        PlaceOrder(InpSymbol, ORDER_TYPE_BUY, InpFixedLot, sl, tp);
+    }
+    else if (stateSignal == BEARISH_STATE)
+    {
+        sl = kiSignal + atrPad;
+        tp = closeSignal - (sl - closeSignal) * InpRR;
+        PlaceOrder(InpSymbol, ORDER_TYPE_SELL, InpFixedLot, sl, tp);
+    }
+
+    // After placement, trailing handled in OnTimer or OnTick below
+    if (InpTrailByKI)
+        TrailStopsByKI();
+}
+
+//+------------------------------------------------------------------+
+// Utilities
+//+------------------------------------------------------------------+
+//
+// Create or reuse an ATR handle for the given TF ...
+int GetOrCreateATRHandle(
+    string symbol,
+    ENUM_TIMEFRAMES tf,
+    int period //
+)
+{
+    int h = g_atrHandleH1;
+    if (tf == PERIOD_H4)
+        h = g_atrHandleH4;
+    else if (tf == PERIOD_D1)
+        h = g_atrHandleD1;
+    if (h == INVALID_HANDLE)
+    {
+        h = iATR(symbol, tf, period);
+        if (h == INVALID_HANDLE)
+            Print("Failed to create ATR handle: ", symbol, " ", EnumToString(tf), " period=", period);
+    }
+    return h;
+}
+
+//
+// Read ATR value for a specific bar shift (1=last closed bar) ...
+double GetATRValue(
+    string symbol,
+    ENUM_TIMEFRAMES tf,
+    int period,
+    int shift //
+)
+{
+    int h = GetOrCreateATRHandle(symbol, tf, period);
+    if (h == INVALID_HANDLE)
+        return EMPTY_VALUE;
+
+    //
+    double buff[];
+
+    //
+    // Copy exactly one value at 'shift' ...
+    int copied = CopyBuffer(h, 0, shift, 1, buff);
+    if (copied != 1 || !MathIsValidNumber(buff[0]))
+        return EMPTY_VALUE;
+
+    //
+    return buff[0];
+}
+
+//
+// Create or reuse an RSI handle for the given TF ...
+int GetOrCreateRSIHandle(
+    string symbol,
+    ENUM_TIMEFRAMES tf,
+    int period,
+    int appliedPrice //
+)
+{
+    //
+    int h = g_rsiHandleH1;
+    if (tf == PERIOD_H4)
+        h = g_rsiHandleH4;
+    else if (tf == PERIOD_D1)
+        h = g_rsiHandleD1;
+    if (h == INVALID_HANDLE)
+    {
+        h = iRSI(symbol, tf, period, appliedPrice);
+        if (h == INVALID_HANDLE)
+            Print("Failed to create RSI handle: ", symbol, " ", EnumToString(tf), " period=", period, " price=", appliedPrice);
+    }
+    return h;
+}
+
+//
+// Read RSI value for a specific bar shift (1=last closed bar) ..
+double GetRSIValue(
+    string symbol,
+    ENUM_TIMEFRAMES tf,
+    int period,
+    int appliedPrice,
+    int shift //
+)
+{
+    int h = GetOrCreateRSIHandle(symbol, tf, period, appliedPrice);
+    if (h == INVALID_HANDLE)
+        return EMPTY_VALUE;
+    double buff[];
+    int copied = CopyBuffer(h, 0, shift, 1, buff);
+    if (copied != 1 || !MathIsValidNumber(buff[0]))
+        return EMPTY_VALUE;
+    return buff[0];
+}
+
+datetime GetLastClosedBarTime(string symbol, ENUM_TIMEFRAMES tf)
+{
+    datetime times[];
+    if (CopyTime(symbol, tf, 0, 3, times) <= 1)
+        return 0;
+    // times[0] is current open bar time; last closed is times[1]
+    return times[1];
+}
+
+bool IsHourInRange(int hr, int startHr, int endHr)
+{
+    // Handles wrap-around (e.g., 22 -> 6)
+    if (startHr <= endHr)
+        return (hr >= startHr && hr < endHr);
+    else
+        return (hr >= startHr || hr < endHr);
+}
+
+bool GetXKIStateAndKI(string symbol, ENUM_TIMEFRAMES tf, int shift, int &stateOut, double &kiOut)
+{
+    // Prepare indicator handle for this TF
+    static int handleH1 = INVALID_HANDLE;
+    static int handleH4 = INVALID_HANDLE;
+    static int handleD1 = INVALID_HANDLE;
+
+    int handleRef = handleH1;
+    if (tf == PERIOD_H4)
+        handleRef = handleH4;
+    else if (tf == PERIOD_D1)
+        handleRef = handleD1;
+
+    if (handleRef == INVALID_HANDLE)
+    {
+        handleRef = iCustom(symbol, tf, g_xkiIndicatorPath,
+                            InpKiLength, InpShowKI, InpCalcLastBars);
+        if (handleRef == INVALID_HANDLE)
+        {
+            Print("Failed to create XKI handle for TF: ", EnumToString(tf));
+            return false;
+        }
+    }
+
+    double kiBuff[];
+    double stateBuff[];
+
+    if (CopyBuffer(handleRef, KI_BUFFER_INDEX, shift, 1, kiBuff) != 1)
+        return false;
+    if (CopyBuffer(handleRef, KI_STATE_BUFFER_INDEX, shift, 1, stateBuff) != 1)
+        return false;
+
+    kiOut = kiBuff[0];
+    stateOut = (int)stateBuff[0];
+
+    if (!MathIsValidNumber(kiOut))
+        return false;
+    return true;
+}
+
+bool HigherTFAgrees(string symbol, ENUM_TIMEFRAMES tf, int shift, int signalState)
+{
+    int stateHTF;
+    double kiHTF;
+    if (!GetXKIStateAndKI(symbol, tf, shift, stateHTF, kiHTF))
+        return false;
+    if (signalState == BULLISH_STATE)
+        return (stateHTF == BULLISH_STATE);
+    if (signalState == BEARISH_STATE)
+        return (stateHTF == BEARISH_STATE);
+    return false;
+}
+
+bool HasOpenPosition(string symbol, int magic)
+{
+    for (int i = 0; i < PositionsTotal(); i++)
+    {
+        ulong ticket = PositionGetTicket(i);
+        if (ticket == 0)
+            continue;
+        if (PositionSelectByTicket(ticket))
+        {
+            string sym = PositionGetString(POSITION_SYMBOL);
+            long mg = (long)PositionGetInteger(POSITION_MAGIC);
+            if (sym == symbol && mg == magic)
+                return true;
+        }
+    }
+    return false;
+}
+
+void PlaceOrder(string symbol, ENUM_ORDER_TYPE type, double lots, double sl, double tp)
+{
+    MqlTradeRequest req;
+    MqlTradeResult res;
+    ZeroMemory(req);
+    ZeroMemory(res);
+
+    double price = 0.0;
+    if (!SymbolInfoTick(symbol, g_tick))
+        return;
+
+    if (type == ORDER_TYPE_BUY)
+        price = g_tick.ask;
+    else if (type == ORDER_TYPE_SELL)
+        price = g_tick.bid;
+
+    // Normalize SL/TP
+    sl = NormalizeDouble(sl, g_digits);
+    tp = NormalizeDouble(tp, g_digits);
+    price = NormalizeDouble(price, g_digits);
+
+    req.action = TRADE_ACTION_DEAL;
+    req.symbol = symbol;
+    req.volume = lots;
+    req.type = type;
+    req.price = price;
+    req.sl = sl;
+    req.tp = tp;
+    req.deviation = InpSlippagePoints;
+    req.magic = InpMagic;
+    req.comment = InpOrderComment;
+
+    if (!OrderSend(req, res))
+        Print("OrderSend failed: ", res.retcode);
+}
+
+void TrailStopsByKI()
+{
+    // Trail per position using current signal TF KI
+    for (int i = 0; i < PositionsTotal(); i++)
+    {
+        ulong ticket = PositionGetTicket(i);
+        if (ticket == 0)
+            continue;
+        if (!PositionSelectByTicket(ticket))
+            continue;
+
+        string sym = PositionGetString(POSITION_SYMBOL);
+        long mg = (long)PositionGetInteger(POSITION_MAGIC);
+        if (sym != InpSymbol || mg != InpMagic)
+            continue;
+
+        ENUM_POSITION_TYPE ptype = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
+        double sl = PositionGetDouble(POSITION_SL);
+        double priceOpen = PositionGetDouble(POSITION_PRICE_OPEN);
+
+        // Use last closed bar KI for stability
+        int shift = 1;
+        int state;
+        double ki;
+        if (!GetXKIStateAndKI(sym, InpSignalTF, shift, state, ki))
+            continue;
+
+        MqlTradeRequest req;
+        MqlTradeResult res;
+        ZeroMemory(req);
+        ZeroMemory(res);
+
+        double newSL = sl;
+
+        if (ptype == POSITION_TYPE_BUY)
+        {
+            double proposedSL = NormalizeDouble(ki, g_digits);
+            if (proposedSL > sl)
+                newSL = proposedSL; // only move up
+        }
+        else if (ptype == POSITION_TYPE_SELL)
+        {
+            double proposedSL = NormalizeDouble(ki, g_digits);
+            if (proposedSL < sl || sl == 0.0)
+                newSL = proposedSL; // only move down (or set if none)
+        }
+
+        if (newSL != sl && newSL != 0.0)
+        {
+            req.action = TRADE_ACTION_SLTP;
+            req.symbol = sym;
+            req.sl = newSL;
+            req.tp = PositionGetDouble(POSITION_TP);
+            req.magic = InpMagic;
+
+            if (!OrderSend(req, res))
+                Print("Trail SLTP failed: ", res.retcode);
+        }
+    }
+}
+
+//+------------------------------------------------------------------+

Experts/x-saherelm.x121.xki.ea.mq5

@@ -0,0 +1,33 @@
+///////////////////////////////////////////////////////
+//
+// SaherElm IT Center MQL5 Expert Advisor
+// -------------------------------------------------
+// Name: X121XKIEA
+// Description: Base Expert Advisor as Template ...
+//
+// Maintainer:
+// ------------
+// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
+//
+//////////////////////////////////////////////////////
+//
+// Global Properties ...
+#property copyright "Copyright 2023, SaherElm IT Center"
+#property link "https://saherelm.ir"
+#property version "1.00"
+#property icon "../Images/SaherElm_Logo_Color.ico"
+#property description "SaherElm XFIMA Expert Advisor"
+#property strict
+
+//
+#define ShortName "X121XKIEA"
+
+//
+// Importts ...
+#include "../X121XKIEA/Classes/x-saherelm.x121xki.expert.class.mq5"
+
+//
+// Inputs ...
+
+//#region Inputs ...
+//#endregion

MQL5.code-workspace

@@ -8,7 +8,8 @@
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-			"c:\\Users\\SaherElm\\AppData\\Roaming\\MetaQuotes\\Terminal\\572C4A1F743028C65C8BA0B780030F0D\\MQL5\\Include"
+			"c:\\Users\\SaherElm\\AppData\\Roaming\\MetaQuotes\\Terminal\\572C4A1F743028C65C8BA0B780030F0D\\MQL5\\Include",
+			"c:\\Users\\saherelm\\AppData\\Roaming\\MetaQuotes\\Terminal\\D0E8209F77C8CF37AD8BF550E51FF075\\MQL5\\Include"
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