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//@version=5
strategy("Apex Risk Engine & Microstructure Controller", overlay=true, initial_capital=100000, calc_on_every_tick=true, margin_long=100, margin_short=100)

// ==========================================
// ⚙️ INPUTS: PROP FIRM RISK LIMITS
// ==========================================
grp_firm = "Prop Firm Constraints"
dailyHardStopPct = input.float(4.0, "Daily Hard Stop (%)", step=0.5, group=grp_firm, tooltip="Absolute daily ruin limit.")
trailStopPct     = input.float(5.0, "Trailing Max DD (%)", step=0.5, group=grp_firm, tooltip="High-Water Mark trailing drawdown.")
maxRiskPerTrade  = input.float(0.5, "Max Risk Per Trade (%)", step=0.1, group=grp_firm, tooltip="Locks position sizing to this max equity percentage.")

grp_tilt = "Tilt & Time Mechanics"
baseCooldown     = input.int(5, "Base Cooldown (Min)", minval=1, group=grp_tilt)
escalationMult   = input.int(3, "Loss Multiplier", minval=1, group=grp_tilt, tooltip="Consecutive loss timeout multiplier.")
maxConsecLosses  = input.int(3, "Max Consecutive Losses", group=grp_tilt)
sessionStr       = input.session("0930-1600", "Execution Window", group=grp_tilt)
maxBarsInTrade   = input.int(10, "Time-In-Trade Abort (Bars)", group=grp_tilt, tooltip="Cuts a trade if it flatlines.")

// ==========================================
// 🧠 STATE TRACKING & HWM LOGIC
// ==========================================
var float startOfDayEquity = strategy.initial_capital
var float highWaterMark    = strategy.initial_capital
var int   consecLosses     = 0
var int   lastLossTime     = na
var int   closedTradeCount = 0

// Update High-Water Mark (HWM)
if strategy.equity > highWaterMark
    highWaterMark := strategy.equity

// Reset Daily Metrics
isNewDay = ta.change(time("D"))
if isNewDay
    startOfDayEquity := strategy.equity
    consecLosses     := 0
    lastLossTime     := na

// Trade Evaluation (Executes on trade close)
if strategy.closedtrades > closedTradeCount
    lastProfit = strategy.closedtrades.profit(strategy.closedtrades - 1)
    if lastProfit < 0
        consecLosses += 1
        lastLossTime := time
    else
        consecLosses := 0
    closedTradeCount := strategy.closedtrades

// Calculate Drawdowns
dailyPnL_Pct = ((strategy.equity - startOfDayEquity) / startOfDayEquity) * 100
trailDD_Pct  = ((strategy.equity - highWaterMark) / highWaterMark) * 100

// Limit Triggers
hitDailyStop       = dailyPnL_Pct <= -dailyHardStopPct
hitTrailStop       = trailDD_Pct <= -trailStopPct
hitConsecLossLimit = consecLosses >= maxConsecLosses
inSession          = not na(time(timeframe.period, sessionStr))

// Escalating Cooldown Math
msPerMinute       = 60 * 1000
currentCooldownMs = baseCooldown * math.pow(escalationMult, math.max(0, consecLosses - 1)) * msPerMinute
timeRemainingMs   = not na(lastLossTime) ? (lastLossTime + currentCooldownMs) - time : 0
inCooldown        = consecLosses > 0 and timeRemainingMs > 0

// Master Failsafe
isLockedOut = hitDailyStop or hitTrailStop or hitConsecLossLimit
masterClear = not isLockedOut and not inCooldown and inSession

// ==========================================
// 🖥️ TELEMETRY HUD
// ==========================================
bgColor = isLockedOut ? color.new(color.red, 85) : inCooldown ? color.new(color.orange, 85) : not inSession ? color.new(color.navy, 90) : na
bgcolor(bgColor, title="Controller State")

c_dark = color.rgb(15, 15, 15, 10), c_green = color.rgb(38, 166, 154), c_red = color.rgb(239, 83, 80), c_orange = color.rgb(255, 167, 38)
var table hud = table.new(position.bottom_right, 2, 6, bgcolor=c_dark, border_color=color.new(color.gray, 60), border_width=1)

if barstate.islast
    table.cell(hud, 0, 0, "APEX RISK ENGINE", text_color=color.gray, text_size=size.small, text_halign=text.align_left)
    table.cell(hud, 1, 0, "V2.0", text_color=color.gray, text_size=size.small, text_halign=text.align_right)

    statusText  = isLockedOut ? "FATAL LOCKOUT" : inCooldown ? "COOLDOWN (" + str.tostring(math.ceil(timeRemainingMs / msPerMinute)) + "m)" : inSession ? "ARMED & CLEAR" : "OUT OF SESSION"
    table.cell(hud, 0, 1, "Status", text_color=color.white, text_size=size.normal, text_halign=text.align_left)
    table.cell(hud, 1, 1, statusText, text_color=isLockedOut ? c_red : inCooldown ? c_orange : inSession ? c_green : color.gray, text_size=size.normal, text_halign=text.align_right)

    table.cell(hud, 0, 2, "Daily PnL / Limit", text_color=color.white, text_size=size.normal, text_halign=text.align_left)
    table.cell(hud, 1, 2, str.tostring(dailyPnL_Pct, "#.##") + "% / " + str.tostring(-dailyHardStopPct) + "%", text_color=dailyPnL_Pct < 0 ? c_red : c_green, text_halign=text.align_right)

    table.cell(hud, 0, 3, "Trailing DD", text_color=color.white, text_size=size.normal, text_halign=text.align_left)
    table.cell(hud, 1, 3, str.tostring(trailDD_Pct, "#.##") + "% / " + str.tostring(-trailStopPct) + "%", text_color=trailDD_Pct < -2.0 ? c_orange : c_green, text_halign=text.align_right)

    table.cell(hud, 0, 4, "Consec. Losses", text_color=color.white, text_size=size.normal, text_halign=text.align_left)
    table.cell(hud, 1, 4, str.tostring(consecLosses) + " / " + str.tostring(maxConsecLosses), text_color=consecLosses > 0 ? c_orange : c_green, text_halign=text.align_right)

// ==========================================
// 📉 RAW PRICE ACTION LOGIC (LIQUIDITY SWEEPS)
// ==========================================
// Identify market structure (15-bar swing lows/highs)
swingLow  = ta.lowest(low, 15)[1]
swingHigh = ta.highest(high, 15)[1]

// Bullish Sweep: Price breaks below recent swing low, but closes above it (rejection)
bullishSweep = low < swingLow and close > swingLow and close > open
// Bearish Sweep: Price breaks above recent swing high, but closes below it (rejection)
bearishSweep = high > swingHigh and close < swingHigh and close < open

// Dynamic Position Sizing (Risk / Stop Distance)
riskAmount = strategy.equity * (maxRiskPerTrade / 100)
longStop   = low - ta.atr(14) // Structural stop with ATR buffer
shortStop  = high + ta.atr(14)

longQty  = riskAmount / (close - longStop)
shortQty = riskAmount / (shortStop - close)

// Execution
if bullishSweep and masterClear and strategy.position_size == 0
    strategy.entry("Sweep Long", strategy.long, qty=longQty)
    strategy.exit("Exit Long", "Sweep Long", stop=longStop, limit=close + ((close - longStop) * 2)) // 2R Target

if bearishSweep and masterClear and strategy.position_size == 0
    strategy.entry("Sweep Short", strategy.short, qty=shortQty)
    strategy.exit("Exit Short", "Sweep Short", stop=shortStop, limit=close - ((shortStop - close) * 2)) // 2R Target

// Time-in-Trade Abort (Cut dead trades)
barsInTrade = bar_index - strategy.opentrades.entry_bar_index(0)
if strategy.position_size != 0 and barsInTrade >= maxBarsInTrade
    strategy.close_all(comment="Time Abort")

Code: Select all

//+------------------------------------------------------------------+
//|                                     RevengeController_Basic.mq4  |
//+------------------------------------------------------------------+
#property strict

// --- User Inputs ---
input double   SoftStopPct     = 2.0;       // Daily Soft Stop (%)
input int      CooldownMinutes = 5;         // Post-Loss Cooldown (Min)
input int      MagicNumber     = 12345;     // EA Magic Number

//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
{
    // 1. Calculate Daily PnL (Closed today + Floating)
    double dailyPnLPct = GetDailyPnLPct();
    bool hitSoftStop = (dailyPnLPct <= -SoftStopPct);

    // 2. Check Cooldown Status
    datetime lastLossTime = GetLastLossTime();
    int secondsSinceLoss = (int)(TimeCurrent() - lastLossTime);
    bool inCooldown = (lastLossTime > 0 && secondsSinceLoss < (CooldownMinutes * 60));

    // 3. Update HUD (Telemetry on chart)
    UpdateHUD(hitSoftStop, inCooldown, dailyPnLPct, secondsSinceLoss);

    // 4. Master Filter
    if (hitSoftStop || inCooldown) 
    {
        return; // Abort further execution. System is locked.
    }

    // ==========================================
    // 📉 YOUR ENTRY LOGIC GOES HERE
    // ==========================================
    // Example: if(BullishSetup) OrderSend(...);
}

//+------------------------------------------------------------------+
//| Engine Logic Functions                                           |
//+------------------------------------------------------------------+
double GetDailyPnLPct()
{
    double todayProfit = 0.0;
    datetime startOfDay = iTime(Symbol(), PERIOD_D1, 0);

    // Add today's closed profit
    for(int i = OrdersHistoryTotal() - 1; i >= 0; i--)
    {
        if(OrderSelect(i, SELECT_BY_POS, MODE_HISTORY))
        {
            if(OrderCloseTime() >= startOfDay)
                todayProfit += (OrderProfit() + OrderSwap() + OrderCommission());
        }
    }

    // Add currently floating profit
    for(int i = OrdersTotal() - 1; i >= 0; i--)
    {
        if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES))
        {
            todayProfit += (OrderProfit() + OrderSwap() + OrderCommission());
        }
    }

    return (todayProfit / AccountBalance()) * 100.0;
}

datetime GetLastLossTime()
{
    for(int i = OrdersHistoryTotal() - 1; i >= 0; i--)
    {
        if(OrderSelect(i, SELECT_BY_POS, MODE_HISTORY))
        {
            if(OrderSymbol() == Symbol() && OrderMagicNumber() == MagicNumber)
            {
                double totalProfit = OrderProfit() + OrderSwap() + OrderCommission();
                if(totalProfit < 0) 
                    return OrderCloseTime(); // Last trade was a loss
                else 
                    return 0; // Last trade was a win, no cooldown needed
            }
        }
    }
    return 0;
}

void UpdateHUD(bool softStop, bool cooldown, double pnl, int elapsedSecs)
{
    string status = "SYSTEM CLEAR";
    if (softStop) status = "SOFT STOP HIT: SESSION OVER";
    else if (cooldown) status = StringFormat("COOLDOWN: %d seconds remaining", (CooldownMinutes * 60) - elapsedSecs);

    string hud = StringFormat("--- REVENGE CONTROLLER ---\nStatus: %s\nDaily PnL: %.2f%% / -%.2f%%", 
                              status, pnl, SoftStopPct);
    Comment(hud);
}

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//+------------------------------------------------------------------+
//|                                     RevengeController_Basic.mq5  |
//+------------------------------------------------------------------+
#property strict

// --- User Inputs ---
input double   SoftStopPct     = 2.0;       // Daily Soft Stop (%)
input int      CooldownMinutes = 5;         // Post-Loss Cooldown (Min)
input ulong    MagicNumber     = 12345;     // EA Magic Number

//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
{
    // 1. Calculate Daily PnL (Closed today + Floating)
    double dailyPnLPct = GetDailyPnLPct();
    bool hitSoftStop = (dailyPnLPct <= -SoftStopPct);

    // 2. Check Cooldown Status
    datetime lastLossTime = GetLastLossTime();
    int secondsSinceLoss = (int)(TimeCurrent() - lastLossTime);
    bool inCooldown = (lastLossTime > 0 && secondsSinceLoss < (CooldownMinutes * 60));

    // 3. Update HUD (Telemetry on chart)
    UpdateHUD(hitSoftStop, inCooldown, dailyPnLPct, secondsSinceLoss);

    // 4. Master Filter
    if (hitSoftStop || inCooldown) 
    {
        return; // Abort further execution. System is locked.
    }

    // ==========================================
    // 📉 YOUR ENTRY LOGIC GOES HERE
    // ==========================================
    // Example: if(BullishSetup) OrderSend(...);
}

//+------------------------------------------------------------------+
//| Engine Logic Functions                                           |
//+------------------------------------------------------------------+
double GetDailyPnLPct()
{
    double todayProfit = 0.0;
    datetime startOfDay = iTime(_Symbol, PERIOD_D1, 0);

    // Request history for today
    HistorySelect(startOfDay, TimeCurrent());
    int dealsTotal = HistoryDealsTotal();

    // Add today's closed profit
    for(int i = 0; i < dealsTotal; i++)
    {
        ulong ticket = HistoryDealGetTicket(i);
        if(ticket > 0)
        {
            todayProfit += HistoryDealGetDouble(ticket, DEAL_PROFIT) + 
                           HistoryDealGetDouble(ticket, DEAL_COMMISSION) + 
                           HistoryDealGetDouble(ticket, DEAL_SWAP);
        }
    }

    // Add currently floating profit
    for(int i = PositionsTotal() - 1; i >= 0; i--)
    {
        ulong ticket = PositionGetTicket(i);
        if(ticket > 0)
        {
            todayProfit += PositionGetDouble(POSITION_PROFIT) + 
                           PositionGetDouble(POSITION_SWAP);
        }
    }

    return (todayProfit / AccountInfoDouble(ACCOUNT_BALANCE)) * 100.0;
}

datetime GetLastLossTime()
{
    // Select the entire history to find the absolute last closed deal
    HistorySelect(0, TimeCurrent());
    int dealsTotal = HistoryDealsTotal();

    for(int i = dealsTotal - 1; i >= 0; i--)
    {
        ulong ticket = HistoryDealGetTicket(i);
        if(ticket > 0)
        {
            // Only evaluate deals belonging to this EA and Symbol
            if(HistoryDealGetString(ticket, DEAL_SYMBOL) == _Symbol && 
               HistoryDealGetInteger(ticket, DEAL_MAGIC) == MagicNumber)
            {
                // Ensure this deal was an EXIT deal (closing a position)
                long entryType = HistoryDealGetInteger(ticket, DEAL_ENTRY);
                if(entryType == DEAL_ENTRY_OUT || entryType == DEAL_ENTRY_INOUT)
                {
                    double netProfit = HistoryDealGetDouble(ticket, DEAL_PROFIT) + 
                                       HistoryDealGetDouble(ticket, DEAL_COMMISSION) + 
                                       HistoryDealGetDouble(ticket, DEAL_SWAP);
                                       
                    if(netProfit < 0)
                        return (datetime)HistoryDealGetInteger(ticket, DEAL_TIME); // Was a loss
                    else
                        return 0; // Last trade was a win, no cooldown
                }
            }
        }
    }
    return 0;
}

void UpdateHUD(bool softStop, bool cooldown, double pnl, int elapsedSecs)
{
    string status = "SYSTEM CLEAR";
    if (softStop) status = "SOFT STOP HIT: SESSION OVER";
    else if (cooldown) status = StringFormat("COOLDOWN: %d seconds remaining", (CooldownMinutes * 60) - elapsedSecs);

    string hud = StringFormat("--- REVENGE CONTROLLER ---\nStatus: %s\nDaily PnL: %.2f%% / -%.2f%%", 
                              status, pnl, SoftStopPct);
    Comment(hud); // Displays the text in the top-left corner of the chart
}

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//+------------------------------------------------------------------+
//|                                       RevengeController_Pro.mq4  |
//+------------------------------------------------------------------+
#property strict

// ==========================================
// ⚙️ INPUTS: RISK & TILT MECHANICS
// ==========================================
input string   ___RiskLimits___   = "--- Risk Limits ---";
input double   SoftStopPct        = 2.0;       // Daily Soft Stop (%)
input int      MaxConsecLosses    = 3;         // Max Consecutive Losses Limit

input string   ___TiltMechanics___= "--- Tilt & Cooldown ---";
input int      BaseCooldownMin    = 5;         // Base Cooldown (Min)
input int      EscalationMult     = 3;         // Cooldown Escalation Multiplier

input string   ___Session___      = "--- Trading Session ---";
input int      StartHour          = 9;         // Session Start Hour (Broker Time)
input int      StartMinute        = 30;        // Session Start Minute
input int      EndHour            = 16;        // Session End Hour
input int      EndMinute          = 0;         // Session End Minute

input int      MagicNumber        = 12345;     // EA Magic Number (0 for Manual Trades)

//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
{
    // 1. Calculate Daily PnL
    double dailyPnLPct = GetDailyPnLPct();
    bool hitSoftStop = (dailyPnLPct <= -SoftStopPct);

    // 2. Fetch Tilt State (Consecutive losses & time of last loss)
    int consecLosses = 0;
    datetime lastLossTime = 0;
    GetTiltMetrics(consecLosses, lastLossTime);
    bool hitConsecLossLimit = (consecLosses >= MaxConsecLosses);

    // 3. Calculate Escalating Cooldown
    int currentCooldownSecs = 0;
    int secondsSinceLoss = (int)(TimeCurrent() - lastLossTime);
    bool inCooldown = false;
    
    if (consecLosses > 0)
    {
        // Math: Base * (Multiplier ^ (Losses - 1))
        double multPower = MathPow(EscalationMult, MathMax(0, consecLosses - 1));
        currentCooldownSecs = (int)(BaseCooldownMin * multPower * 60);
        if (secondsSinceLoss < currentCooldownSecs) inCooldown = true;
    }

    // 4. Session Fencing
    bool inSession = IsInSession();

    // 5. Master Failsafe Logic
    bool isLockedOut = (hitSoftStop || hitConsecLossLimit);
    
    // 6. Update HUD
    UpdateHUD(isLockedOut, inCooldown, inSession, dailyPnLPct, consecLosses, currentCooldownSecs - secondsSinceLoss);

    // 7. Execution Block
    if (isLockedOut || inCooldown || !inSession) 
    {
        return; // Engine is hard-locked. Abort tick.
    }

    // ==========================================
    // 📉 YOUR A+ SETUP LOGIC GOES HERE
    // ==========================================
    // if(BullishSweep) OrderSend(...);
}

//+------------------------------------------------------------------+
//| Engine Logic Functions                                           |
//+------------------------------------------------------------------+
double GetDailyPnLPct()
{
    double todayClosedProfit = 0.0;
    datetime startOfDay = iTime(Symbol(), PERIOD_D1, 0);

    // Sum closed profit for today
    for(int i = OrdersHistoryTotal() - 1; i >= 0; i--)
    {
        if(OrderSelect(i, SELECT_BY_POS, MODE_HISTORY))
        {
            if(OrderCloseTime() >= startOfDay)
                todayClosedProfit += (OrderProfit() + OrderSwap() + OrderCommission());
        }
    }

    // Determine Starting Equity for the day
    double startOfDayBalance = AccountBalance() - todayClosedProfit;
    
    // Calculate floating drawdown natively using AccountEquity()
    return ((AccountEquity() - startOfDayBalance) / startOfDayBalance) * 100.0;
}

void GetTiltMetrics(int &consecLossesCount, datetime &lastTime)
{
    consecLossesCount = 0;
    lastTime = 0;

    // Read backwards from the most recent trade
    for(int i = OrdersHistoryTotal() - 1; i >= 0; i--)
    {
        if(OrderSelect(i, SELECT_BY_POS, MODE_HISTORY))
        {
            if(OrderSymbol() == Symbol() && (MagicNumber == 0 || OrderMagicNumber() == MagicNumber))
            {
                double netProfit = OrderProfit() + OrderSwap() + OrderCommission();
                
                if(netProfit < 0) 
                {
                    consecLossesCount++;
                    if(lastTime == 0) lastTime = OrderCloseTime(); // Capture the exact time of the most recent loss
                }
                else if(netProfit > 0) 
                {
                    break; // Streak broken by a win
                }
            }
        }
    }
}

bool IsInSession()
{
    int currentMins = Hour() * 60 + Minute();
    int startMins = StartHour * 60 + StartMinute;
    int endMins = EndHour * 60 + EndMinute;
    return (currentMins >= startMins && currentMins <= endMins);
}

void UpdateHUD(bool lockedOut, bool cooldown, bool inSession, double pnl, int consecLosses, int secsRemaining)
{
    string status = "ARMED & CLEAR";
    if (lockedOut) status = "FATAL LOCKOUT";
    else if (cooldown) status = StringFormat("COOLDOWN (%d min left)", (secsRemaining / 60) + 1);
    else if (!inSession) status = "OUT OF SESSION";

    string hud = StringFormat(
        "====== PRO RISK ENGINE ======\n" +
        "Status: %s\n" +
        "Daily PnL: %.2f%% / Limit: -%.2f%%\n" +
        "Consec Losses: %d / Limit: %d", 
        status, pnl, SoftStopPct, consecLosses, MaxConsecLosses
    );
    Comment(hud);
}