Update: v1.12 volatility filters implementation

2026-03-21-mql-trading-bots.md

@@ -273,3 +273,55 @@ file:///home/garfield/mt5-docker/config/.wine/drive_c/users/abc/Desktop/ReportHi
 ### Note
 The HTML report is from **March 15** (3.07% profit). For the **live** current data ($6,935 / 6.94%), use the MT5 terminal directly or the `create-live-report.sh` utility.
 
+
+---
+
+## Session Update: v1.12 Volatility Filters Added
+**Timestamp:** $(date '+%Y-%m-%d %H:%M:%S')
+
+### Problem Identified
+Backtesting analysis showed significant profits followed by drawdowns during narrow trading band periods. When price is in a tight range, breakout signals often result in false breakouts without follow-through.
+
+### Solution Implemented: Anti-Chop Filters (v1.12)
+Added dual volatility filters to block trades during low-volatility/consolidating periods:
+
+1. **ATR Filter** (`InpUseVolatilityFilter = true`)
+   - Minimum ATR: 0.5% of current price
+   - Period: 14 bars
+   - Blocks: Narrow band / low volatility conditions
+
+2. **ADX Filter** (`InpUseADXFilter = true`)
+   - Minimum ADX: 20.0
+   - Period: 14 bars  
+   - Blocks: Weak trend / choppy markets
+
+### Code Changes
+```cpp
+// NEW: Volatility Filter Inputs (lines 30-36)
+input group "=== Volatility Filter (Anti-Chop) ==="
+input bool InpUseVolatilityFilter = true;
+input int InpATRPeriod = 14;
+input double InpMinATRPercent = 0.5;  // Min ATR as % of price
+input bool InpUseADXFilter = true;
+input int InpADXPeriod = 14;
+input double InpMinADX = 20.0;  // Min ADX (20-25 recommended)
+
+// NEW: Global handles (lines 46-47)
+int ATRHandle;
+int ADXHandle;
+
+// NEW: CheckVolatilityFilter() function (lines 200-223)
+// Called before every trade in OnTick() (line 616)
+```
+
+### Repository Status
+- Version: 1.12
+- Commit: 86fa4b2
+- Message: "Add volatility filters v1.12 (Anti-Chop)"
+- Status: Pushed to Gitea
+
+### Expected Impact
+- **Reduced:** False breakout trades during consolidation
+- **Reduced:** Over-trading in choppy markets  
+- **Improved:** Win rate (fewer bad trades)
+- **Maintained:** Profitable trending market entries