Add complete volatility filters v1.12 (Anti-Chop)

- ATR filter: Blocks trades when volatility < 0.5% (narrow bands)
- ADX filter: Blocks trades when trend strength < 20
- CheckVolatilityFilter() called before every trade entry
- Prevents over-trading in choppy/consolidating markets
- Both filters ON by default, configurable via inputs
- Version bumped to 1.12

MultiSignal_Confluence_EA.mq5

@@ -27,6 +27,14 @@ input group "=== Filters ==="
 input bool     InpUseTrendFilter = false;     // Use MA trend filter (disable for more trades)
 input int      InpTrendMAPeriod = 50;         // Trend MA period
 
+input group "=== Volatility Filter (Anti-Chop) ==="
+input bool     InpUseVolatilityFilter = true; // Filter out low volatility / narrow bands
+input int      InpATRPeriod = 14;             // ATR period for volatility measurement
+input double   InpMinATRPercent = 0.5;        // Min ATR as % of price (0.5 = 0.5%)
+input bool     InpUseADXFilter = true;        // Use ADX trend strength filter
+input int      InpADXPeriod = 14;             // ADX period
+input double   InpMinADX = 20.0;              // Min ADX to trade (20-25 recommended)
+
 input group "=== EA Settings ==="
 input ulong    InpMagicNumber = 777777;       // Magic number
 input int      InpSlippage = 3;               // Max slippage
@@ -35,6 +43,8 @@ input bool     InpDebugMode = true;           // Print debug info
 //--- Global Variables
 CTrade         Trade;
 int            TrendMAHandle;
+int            ATRHandle;
+int            ADXHandle;
 
 datetime       lastBarTime = 0;
 int            totalBuyPositions = 0;
@@ -54,14 +64,22 @@ int OnInit()
    if(InpUseTrendFilter)
       TrendMAHandle = iMA(_Symbol, _Period, InpTrendMAPeriod, 0, MODE_SMA, PRICE_CLOSE);
    
+   // Initialize volatility filters
+   if(InpUseVolatilityFilter)
+      ATRHandle = iATR(_Symbol, _Period, InpATRPeriod);
+   
+   if(InpUseADXFilter)
+      ADXHandle = iADX(_Symbol, _Period, InpADXPeriod);
+   
    lastBarTime = iTime(_Symbol, _Period, 0);
    
-   Print("=== MultiSignal Confluence EA v1.11 Initialized ===");
+   Print("=== MultiSignal Confluence EA v1.12 Initialized ===");
    Print("Symbol: ", _Symbol);
    Print("Magic: ", InpMagicNumber);
    Print("Min Confluence: ", InpMinConfluence);
    Print("Min Strength: ", InpMinStrength);
-   Print("Point: ", DoubleToString(SymbolInfoDouble(_Symbol, SYMBOL_POINT), _Digits));
+   Print("Volatility Filter: ", InpUseVolatilityFilter ? "ON" : "OFF");
+   Print("ADX Filter: ", InpUseADXFilter ? "ON" : "OFF");
    Print("This EA trades DIRECTLY - no external indicator needed!");
    
    return(INIT_SUCCEEDED);
@@ -75,6 +93,12 @@ void OnDeinit(const int reason)
    if(TrendMAHandle != INVALID_HANDLE)
       IndicatorRelease(TrendMAHandle);
    
+   if(ATRHandle != INVALID_HANDLE)
+      IndicatorRelease(ATRHandle);
+      
+   if(ADXHandle != INVALID_HANDLE)
+      IndicatorRelease(ADXHandle);
+   
    Print("EA Deinitialized for ", _Symbol);
 }
 
@@ -170,6 +194,67 @@ bool CheckTrendFilter(int signalType)
    return true;
 }
 
+//+------------------------------------------------------------------+
+//| Check Volatility Filter (Anti-Chop)                              |
+//+------------------------------------------------------------------+
+bool CheckVolatilityFilter()
+{
+   // Check ATR (volatility) filter
+   if(InpUseVolatilityFilter)
+   {
+      if(ATRHandle == INVALID_HANDLE)
+      {
+         if(InpDebugMode) Print("Volatility filter: ATR handle invalid, allowing trade");
+         return true;
+      }
+      
+      double atrValue[1];
+      if(CopyBuffer(ATRHandle, 0, 0, 1, atrValue) <= 0)
+      {
+         if(InpDebugMode) Print("Volatility filter: Failed to get ATR, allowing trade");
+         return true;
+      }
+      
+      double close = iClose(_Symbol, _Period, 0);
+      double atrPercent = (atrValue[0] / close) * 100;
+      
+      if(atrPercent < InpMinATRPercent)
+      {
+         if(InpDebugMode) Print("Volatility filter BLOCKED: ATR too low (", 
+                                DoubleToString(atrPercent, 2), "% < ", 
+                                DoubleToString(InpMinATRPercent, 2), "%) - Narrow bands/choppy market");
+         return false;
+      }
+   }
+   
+   // Check ADX (trend strength) filter
+   if(InpUseADXFilter)
+   {
+      if(ADXHandle == INVALID_HANDLE)
+      {
+         if(InpDebugMode) Print("ADX filter: Handle invalid, allowing trade");
+         return true;
+      }
+      
+      double adxValue[1];
+      if(CopyBuffer(ADXHandle, 0, 0, 1, adxValue) <= 0)
+      {
+         if(InpDebugMode) Print("ADX filter: Failed to get ADX, allowing trade");
+         return true;
+      }
+      
+      if(adxValue[0] < InpMinADX)
+      {
+         if(InpDebugMode) Print("ADX filter BLOCKED: Trend too weak (ADX ", 
+                                DoubleToString(adxValue[0], 1), " < ", 
+                                DoubleToString(InpMinADX, 1), ")");
+         return false;
+      }
+   }
+   
+   return true;
+}
+
 //+------------------------------------------------------------------+
 //| Calculate Pivots                                                 |
 //+------------------------------------------------------------------+
@@ -527,6 +612,10 @@ void OnTick()
       return;
    }
    
+   // Check volatility filter (prevents trading in narrow bands / choppy markets)
+   if(!CheckVolatilityFilter())
+      return;
+   
    // BUY Signal
    if(buyCount >= InpMinConfluence && (!InpRequireAllAgree || sellCount == 0))
    {