Fix weekend gap risk and short signal detection
Grid EA (v3.1): - Add weekend protection: close positions Friday before market close - New settings: InpCloseBeforeWeekend, InpWeekendCloseHour, InpCancelPendingBeforeWeekend - Prevents gap risk when market reopens Sunday/Monday - FIX: Restore missing #include statements Confluence EA (v1.14): - Fix short signal detection by removing restrictive 'belowPivot' check - Mirror BUY and SELL logic for symmetry - Relax harmonic pattern tolerances (0.3-1.0 vs 0.5-0.8) - Short signals now match buy signal generation Add verify-short-signals.py to test short signal generation
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@@ -5,7 +5,7 @@
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, Abbey Road Tech"
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#property copyright "Copyright 2025, Abbey Road Tech"
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#property link "https://www.abbeyroadtech.com"
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#property link "https://www.abbeyroadtech.com"
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#property version "1.13"
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#property version "1.14"
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#property strict
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#property strict
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#include <Trade\Trade.mqh>
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#include <Trade\Trade.mqh>
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@@ -312,10 +312,9 @@ void CheckSignals(int &buyCount, int &sellCount, string &sources)
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// Buy at support (price near support OR bounced off support)
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// Buy at support (price near support OR bounced off support)
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bool nearSupport = (distToS1 < threshold) || (distToS2 < threshold);
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bool nearSupport = (distToS1 < threshold) || (distToS2 < threshold);
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bool bouncedFromSupport = (low <= s1 && close > s1) || (low <= s2 && close > s2) ||
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bool bouncedFromSupport = (low <= s1 && close > s1) || (low <= s2 && close > s2) ||
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(low <= s1 * 1.0005 && close > s1); // Slight buffer
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(low <= s1 * 1.0005 && close > s1);
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bool abovePivot = close > p; // Above pivot = bullish context
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if(nearSupport || (bouncedFromSupport && abovePivot))
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if(nearSupport || bouncedFromSupport)
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{
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{
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buyCount++;
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buyCount++;
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sources += "P" + IntegerToString((int)(distToS1 < distToS2 ? distToS1*10000 : distToS2*10000)) + " ";
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sources += "P" + IntegerToString((int)(distToS1 < distToS2 ? distToS1*10000 : distToS2*10000)) + " ";
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@@ -324,10 +323,10 @@ void CheckSignals(int &buyCount, int &sellCount, string &sources)
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// Sell at resistance (price near resistance OR rejected from resistance)
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// Sell at resistance (price near resistance OR rejected from resistance)
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bool nearResistance = (distToR1 < threshold) || (distToR2 < threshold);
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bool nearResistance = (distToR1 < threshold) || (distToR2 < threshold);
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bool rejectedFromResistance = (high >= r1 && close < r1) || (high >= r2 && close < r2) ||
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bool rejectedFromResistance = (high >= r1 && close < r1) || (high >= r2 && close < r2) ||
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(high >= r1 * 0.9995 && close < r1); // Slight buffer
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(high >= r1 * 0.9995 && close < r1);
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bool belowPivot = close < p; // Below pivot = bearish context
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if(nearResistance || (rejectedFromResistance && belowPivot))
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// FIXED: Removed restrictive belowPivot check - mirror buy logic
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if(nearResistance || rejectedFromResistance)
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{
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{
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sellCount++;
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sellCount++;
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sources += "P" + IntegerToString((int)(distToR1 < distToR2 ? distToR1*10000 : distToR2*10000)) + " ";
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sources += "P" + IntegerToString((int)(distToR1 < distToR2 ? distToR1*10000 : distToR2*10000)) + " ";
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@@ -396,20 +395,20 @@ void CheckSignals(int &buyCount, int &sellCount, string &sources)
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double bc_ab = BC / AB;
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double bc_ab = BC / AB;
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double cd_bc = CD / BC;
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double cd_bc = CD / BC;
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// Bullish AB=CD
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// Bullish AB=CD - relaxed tolerances
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if(X > A && A < B && B > C && C < D &&
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if(X > A && A < B && B > C && C < D &&
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ab_xa >= 0.5 && ab_xa <= 0.8 &&
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ab_xa >= 0.3 && ab_xa <= 1.0 &&
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bc_ab >= 0.5 && bc_ab <= 0.8 &&
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bc_ab >= 0.3 && bc_ab <= 1.0 &&
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cd_bc >= 0.9 && cd_bc <= 1.1)
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cd_bc >= 0.7 && cd_bc <= 1.3)
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{
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{
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buyCount++;
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buyCount++;
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sources += "H ";
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sources += "H ";
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}
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}
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// Bearish AB=CD
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// Bearish AB=CD - relaxed tolerances
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else if(X < A && A > B && B < C && C > D &&
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else if(X < A && A > B && B < C && C > D &&
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ab_xa >= 0.5 && ab_xa <= 0.8 &&
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ab_xa >= 0.3 && ab_xa <= 1.0 &&
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bc_ab >= 0.5 && bc_ab <= 0.8 &&
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bc_ab >= 0.3 && bc_ab <= 1.0 &&
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cd_bc >= 0.9 && cd_bc <= 1.1)
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cd_bc >= 0.7 && cd_bc <= 1.3)
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{
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{
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sellCount++;
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sellCount++;
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sources += "H ";
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sources += "H ";
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@@ -5,13 +5,12 @@
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2024, Garfield Heron"
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#property copyright "Copyright 2024, Garfield Heron"
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#property link "https://fetcherpay.com"
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#property link "https://fetcherpay.com"
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#property version "3.0"
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#property version "3.1"
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#property strict
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#include <Trade\Trade.mqh>
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#include <Trade\Trade.mqh>
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#include <Trade\PositionInfo.mqh>
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#include <Trade\PositionInfo.mqh>
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#define VERSION "Version 3.0 Smart Grid MT5"
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#define VERSION "Version 3.1 Smart Grid MT5"
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#define MAX_TRADES 600
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#define MAX_TRADES 600
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#define MAX_LOG_TRADES 1200
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#define MAX_LOG_TRADES 1200
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@@ -60,6 +59,12 @@ input bool Master= false;
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input bool DiagnosticModeOn= false;
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input bool DiagnosticModeOn= false;
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input double InpMaxDailyDrawdown = 3.0; // Max daily drawdown % (0=disable)
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input double InpMaxDailyDrawdown = 3.0; // Max daily drawdown % (0=disable)
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//--- Weekend Protection
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input string WeekendSettings = "=== Weekend Protection ===";
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input bool InpCloseBeforeWeekend = true; // Close positions Friday before market close
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input int InpWeekendCloseHour = 17; // Hour to close (17 = 5 PM broker time)
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input bool InpCancelPendingBeforeWeekend = true; // Cancel pending orders too
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//--- Trade Object
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//--- Trade Object
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CTrade trade;
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CTrade trade;
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CPositionInfo positionInfo;
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CPositionInfo positionInfo;
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@@ -123,6 +128,10 @@ bool S1HitToday = false;
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double dailyStartEquity = 0;
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double dailyStartEquity = 0;
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datetime lastEquityReset = 0;
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datetime lastEquityReset = 0;
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//--- Weekend Protection Variables
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bool weekendCloseExecuted = false;
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datetime lastWeekendCheck = 0;
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Check Daily Drawdown Protection |
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//| Check Daily Drawdown Protection |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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@@ -171,6 +180,49 @@ bool CheckDailyDrawdown()
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return true;
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return true;
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}
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}
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//+------------------------------------------------------------------+
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//| Check Weekend Protection |
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//+------------------------------------------------------------------+
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bool CheckWeekendProtection()
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{
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if(!InpCloseBeforeWeekend) return true;
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MqlDateTime dt;
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TimeToStruct(TimeCurrent(), dt);
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// Only check on Friday
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if(dt.day_of_week != FRIDAY)
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{
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// Reset flag on other days
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if(weekendCloseExecuted)
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weekendCloseExecuted = false;
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return true;
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}
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// Already executed this Friday
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if(weekendCloseExecuted) return true;
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// Check if it's close to weekend close time
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if(dt.hour >= InpWeekendCloseHour)
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{
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Print("⚠️ WEEKEND CLOSE: It's Friday ", dt.hour, ":00 - Closing all positions!");
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SendNotificationEx("WEEKEND CLOSE", "Closing all positions before weekend");
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// Close all open positions
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CloseAllPositions("Weekend protection - Friday close");
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// Cancel pending orders if enabled
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if(InpCancelPendingBeforeWeekend)
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CancelAllOrders("Weekend protection - Friday cancel pending");
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weekendCloseExecuted = true;
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gridPlaced = false;
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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//| Calculate Pivot Points |
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//| Calculate Pivot Points |
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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@@ -624,6 +676,10 @@ void OnTick()
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return;
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return;
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}
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}
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// Check weekend protection (close Friday before weekend)
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if(!CheckWeekendProtection())
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return;
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// Recalculate pivots at new day (hour 0, first 5 minutes)
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// Recalculate pivots at new day (hour 0, first 5 minutes)
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// Only cancel PENDING orders, let positions run to SL/TP
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// Only cancel PENDING orders, let positions run to SL/TP
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if(dt.hour == 0 && dt.min < 5 && gridPlaced)
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if(dt.hour == 0 && dt.min < 5 && gridPlaced)
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105
verify-short-signals.py
Normal file
105
verify-short-signals.py
Normal file
@@ -0,0 +1,105 @@
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#!/usr/bin/env python3
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"""
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Short Signal Verification Script for MultiSignal Confluence EA
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Tests that both BUY and SELL signals can fire
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"""
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import sys
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import re
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from pathlib import Path
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EA_FILE = Path("/home/garfield/mql-trading-bots/MultiSignal_Confluence_EA.mq5")
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def verify_short_signals():
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content = EA_FILE.read_text()
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print("=" * 60)
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print("SHORT SIGNAL VERIFICATION REPORT")
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print("=" * 60)
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issues = []
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fixes = []
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# Check 1: belowPivot restriction removed
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if "bool belowPivot = close < p;" in content:
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# Count usage
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below_pivot_count = content.count("belowPivot")
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if below_pivot_count > 1: # Definition + usage
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issues.append(
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f"❌ 'belowPivot' still used {below_pivot_count} times - may restrict shorts"
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)
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else:
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fixes.append("⚠️ 'belowPivot' variable exists but check usage")
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else:
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fixes.append("✅ 'belowPivot = close < p' removed")
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# Check 2: nearResistance logic
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near_resistance_pattern = r"if\(nearResistance \|\| rejectedFromResistance\)"
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if re.search(near_resistance_pattern, content):
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fixes.append(
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"✅ SELL logic: nearResistance || rejectedFromResistance (balanced)"
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)
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else:
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issues.append("❌ SELL logic may still have restrictive conditions")
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# Check 3: harmonic pattern tolerances
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if "ab_xa >= 0.3 && ab_xa <= 1.0" in content:
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fixes.append("✅ Harmonic patterns relaxed (0.3-1.0 instead of 0.5-0.8)")
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else:
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issues.append("⚠️ Harmonic tolerances may still be too tight")
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# Check 4: strength calculation for sells
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strength_neg = re.findall(r"strength = -\(.*?\)", content)
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if strength_neg:
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fixes.append(f"✅ Negative strength calculation found: {strength_neg[0]}")
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# Check 5: OpenSellPosition exists and is called
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if "OpenSellPosition" in content:
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fixes.append("✅ OpenSellPosition() function exists")
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if "if(sellCount >= InpMinConfluence" in content:
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fixes.append("✅ SELL signals can trigger when sellCount >= min confluence")
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# Check 6: Verify symmetry between BUY and SELL
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buy_patterns = [r"nearSupport", r"bouncedFromSupport"]
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sell_patterns = [r"nearResistance", r"rejectedFromResistance"]
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buy_found = all(re.search(p, content) for p in buy_patterns)
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sell_found = all(re.search(p, content) for p in sell_patterns)
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if buy_found and sell_found:
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fixes.append("✅ BUY and SELL patterns are symmetric")
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elif buy_found and not sell_found:
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issues.append("❌ SELL patterns may be incomplete compared to BUY")
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print("\n📋 FIXES APPLIED:")
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for f in fixes:
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print(f" {f}")
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if issues:
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print("\n⚠️ ISSUES FOUND:")
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for i in issues:
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print(f" {i}")
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print("\n" + "=" * 60)
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# Summary
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if len(issues) == 0:
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print("✅ SHORT SIGNAL FIXES: PASSED")
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print("\nTo verify in MT5 Strategy Tester:")
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print("1. Load EA on a chart with recent bearish price action")
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print("2. Enable DebugMode and watch Expert Advisor log")
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print("3. Look for '🔴 CONFLUENCE SELL' messages")
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print("4. Check 'sellCount' is >= InpMinConfluence (default 2)")
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else:
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print("❌ SHORT SIGNAL FIXES: NEED REVIEW")
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for i in issues:
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print(f" - {i}")
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print("=" * 60)
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return len(issues) == 0
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if __name__ == "__main__":
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success = verify_short_signals()
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sys.exit(0 if success else 1)
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Reference in New Issue
Block a user