forex-scalping.com

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//@version=5
strategy("Structural SL Enforcer", overlay=true, margin_long=100, margin_short=100)

// --- 1. Identify Market Structure ---
// Lookback period for finding swing highs/lows (adjustable for 1m, 15m, Daily)
lookback = input.int(15, title="Structure Lookback", minval=1)
slBuffer = input.int(2, title="SL Buffer (Ticks)", tooltip="Buffer outside structure")

swingLow = ta.lowest(low, lookback)
swingHigh = ta.highest(high, lookback)

// --- 2. Dummy Entry Conditions (Replace with your own) ---
longCondition = ta.crossover(ta.sma(close, 9), ta.sma(close, 21))
shortCondition = ta.crossunder(ta.sma(close, 9), ta.sma(close, 21))

// Track the active stop loss level visually
var float activeSL = na

// --- 3. Execute Trades & Enforce Stops ---
if (longCondition and strategy.position_size == 0)
    // Calculate SL below the swing low minus buffer
    activeSL := swingLow - (slBuffer * syminfo.mintick) 
    strategy.entry("Long", strategy.long)
    // Instantly attach the SL to the order
    strategy.exit("Exit Long", "Long", stop=activeSL)

if (shortCondition and strategy.position_size == 0)
    // Calculate SL above the swing high plus buffer
    activeSL := swingHigh + (slBuffer * syminfo.mintick)
    strategy.entry("Short", strategy.short)
    // Instantly attach the SL to the order
    strategy.exit("Exit Short", "Short", stop=activeSL)

// --- 4. Validation & Visual Monitor ---
// Clear the SL line when flat
if (strategy.position_size == 0)
    activeSL := na

// Plot the active SL level on the chart in bold red when a position is open
plot(strategy.position_size != 0 ? activeSL : na, color=color.red, style=plot.style_linebr, linewidth=2, title="Active SL")

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// MQL5 logic to check live account positions for missing Stop Losses
void CheckMissingStopLosses()
{
    for(int i = PositionsTotal() - 1; i >= 0; i--) 
    {
        ulong ticket = PositionGetTicket(i);
        if(ticket > 0)
        {
            double sl = PositionGetDouble(POSITION_SL);
            if(sl == 0.0) 
            {
                string symbol = PositionGetString(POSITION_SYMBOL);
                Print("WARNING: Position ", ticket, " on ", symbol, " has NO Stop Loss!");
                // You can add logic here to send a push notification or auto-close the trade
            }
        }
    }
}

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// cAlgo logic to check live positions
foreach (var position in Positions)
{
    if (!position.StopLoss.HasValue)
    {
        Print($"WARNING: Position {position.Id} on {position.SymbolName} is missing a Stop Loss!");
        // Optional: Close position instantly to enforce discipline
        // ClosePosition(position); 
    }
}

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//@version=5
strategy("Pro Structural Risk Manager", overlay=true, calc_on_every_tick=true, initial_capital=10000)

// --- 1. Inputs & Parameters ---
grp_struct = "Market Structure"
pivotLegs  = input.int(5, "Pivot Legs (L/R)", group=grp_struct, tooltip="Bars required on left/right to confirm a swing point")

grp_risk   = "Risk Management"
useAtr     = input.bool(true, "Use ATR Buffer?", group=grp_risk)
atrLength  = input.int(14, "ATR Length", group=grp_risk)
atrMult    = input.float(1.5, "ATR Multiplier", group=grp_risk)
riskPct    = input.float(1.0, "Risk Per Trade (%)", group=grp_risk, step=0.1)

// --- 2. Volatility & Structure Analysis ---
atrValue = ta.atr(atrLength)
buffer   = useAtr ? (atrValue * atrMult) : (syminfo.mintick * 10)

// Detect true swing points using pivots
pivotHigh = ta.pivothigh(high, pivotLegs, pivotLegs)
pivotLow  = ta.pivotlow(low, pivotLegs, pivotLegs)

// Store the most recent confirmed swing levels
var float lastSwingHigh = na
var float lastSwingLow  = na

if not na(pivotHigh)
    lastSwingHigh := pivotHigh
if not na(pivotLow)
    lastSwingLow := pivotLow

// --- 3. Position Sizing & Entry Logic (Dummy triggers for testing) ---
longTrigger  = ta.crossover(ta.ema(close, 9), ta.ema(close, 21))
shortTrigger = ta.crossunder(ta.ema(close, 9), ta.ema(close, 21))

var float activeSL = na

if longTrigger and strategy.position_size == 0
    activeSL := lastSwingLow - buffer
    // Calculate exact position size based on account equity and distance to SL
    riskAmount = strategy.equity * (riskPct / 100)
    posSize = riskAmount / (close - activeSL)
    strategy.entry("Long", strategy.long, qty=posSize)
    strategy.exit("Exit Long", "Long", stop=activeSL)

if shortTrigger and strategy.position_size == 0
    activeSL := lastSwingHigh + buffer
    riskAmount = strategy.equity * (riskPct / 100)
    posSize = riskAmount / (activeSL - close)
    strategy.entry("Short", strategy.short, qty=posSize)
    strategy.exit("Exit Short", "Short", stop=activeSL)

// Reset SL when flat
if strategy.position_size == 0
    activeSL := na

// --- 4. Pro Visuals & Dashboard ---
// Draw structural levels as steps
plot(lastSwingHigh, color=color.new(color.red, 70), style=plot.style_stepline, title="Swing High")
plot(lastSwingLow, color=color.new(color.green, 70), style=plot.style_stepline, title="Swing Low")

// Draw active stop loss
plot(strategy.position_size != 0 ? activeSL : na, color=color.new(color.red, 0), style=plot.style_linebr, linewidth=2, title="Active SL")

// Risk Dashboard
var table riskTable = table.new(position.bottom_right, 2, 2, border_width=1)
if barstate.islast
    table.cell(riskTable, 0, 0, "Account Risk:", text_color=color.white, bgcolor=color.gray)
    table.cell(riskTable, 1, 0, str.tostring(riskPct) + "%", text_color=color.white, bgcolor=color.black)
    table.cell(riskTable, 0, 1, "Active SL:", text_color=color.white, bgcolor=color.gray)
    table.cell(riskTable, 1, 1, strategy.position_size != 0 ? str.tostring(math.round(activeSL, 5)) : "None", text_color=strategy.position_size != 0 ? color.red : color.gray, bgcolor=color.black)