forex-scalping.com

Code: Select all

//@version=5
strategy("Idempotent PA Execution Engine", overlay=true, calc_on_every_tick=true, margin_long=100, margin_short=100)

// -----------------------------------------------------------------------------
// 1. STATE MACHINE & IDEMPOTENCY TRACKING
// -----------------------------------------------------------------------------
// Variables to track the last executed state and prevent race conditions
// if the script calculates multiple times on the same bar.
var string  last_signal_id = ""
var int     last_trade_bar = 0

// -----------------------------------------------------------------------------
// 2. SIGNAL GENERATION (Price Action Scalping Placeholder)
// -----------------------------------------------------------------------------
// Example: Bullish engulfing on the 15m/Daily structure
bullish_engulfing = close > open and close[1] < open[1] and close > open[1] and open < close[1]
valid_setup = bullish_engulfing 

// -----------------------------------------------------------------------------
// 3. EXECUTION LOGIC
// -----------------------------------------------------------------------------
// Generate a highly specific signature for this exact setup
string current_signal_id = "Long_PA_" + str.tostring(time)

// Idempotency Check: 
// 1. Are we flat? (strategy.position_size == 0)
// 2. Have we already fired on this specific candle? (bar_index > last_trade_bar)
// 3. Is the signal ID unique?
bool can_execute = valid_setup and strategy.position_size == 0 and bar_index > last_trade_bar and current_signal_id != last_signal_id

if can_execute
    // To prevent Requotes/Off Quotes, use Limit orders instead of Market orders.
    // This forces the broker to execute at your price or better, eliminating the
    // need for a retry loop caused by spread widening.
    entry_price = close
    
    // Fire the execution
    strategy.entry(id=current_signal_id, direction=strategy.long, limit=entry_price)
    
    // Lock the state machine
    last_signal_id := current_signal_id
    last_trade_bar := bar_index

    // -------------------------------------------------------------------------
    // 4. ENTERPRISE TELEMETRY & LOGGING
    // -------------------------------------------------------------------------
    // Push the execution attempt to the Pine Script log console for debugging
    log.info("ATTEMPT | ID: {0} | Price: {1} | Spread: {2}", current_signal_id, entry_price, close - open)
    
    // Generate a structured JSON payload for external Webhook databases (e.g., a C# backend API)
    string alert_payload = "{"
      + "\"signal_id\": \"" + current_signal_id + "\", "
      + "\"action\": \"buy\", "
      + "\"price\": " + str.tostring(entry_price) + ", "
      + "\"timestamp\": " + str.tostring(time)
      + "}"
    
    // Send to external database/handler
    alert(alert_payload, alert.freq_once_per_bar)

// -----------------------------------------------------------------------------
// 5. STATE RECONCILIATION
// -----------------------------------------------------------------------------
// If an order is pending for too long (price ran away), cancel it to prevent 
// a late execution in a different market context.
int max_bars_to_wait = 3
if strategy.opentrades == 0 and (bar_index - last_trade_bar) >= max_bars_to_wait
    strategy.cancel_all()
    if bar_index - last_trade_bar == max_bars_to_wait
        log.warning("TIMEOUT | ID: {0} | Order cancelled due to price moving away.", last_signal_id)

Code: Select all

int ExecuteSafeOrder_MT4(string symbol, int cmd, double volume, double price, int slippage, double sl, double tp, int magic, string comment) {
    int maxRetries = 3;
    int delayMs = 500;
    
    for(int attempt = 1; attempt <= maxRetries; attempt++) {
        // 1. Idempotency Check: Did a previous timeout actually fill at the broker?
        for(int i = 0; i < OrdersTotal(); i++) {
            if(OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
                if(OrderSymbol() == symbol && OrderMagicNumber() == magic) {
                    PrintFormat("ABORT RETRY: Position already open for Magic %d", magic);
                    return OrderTicket(); // Successfully filled
                }
            }
        }
        
        // 2. Clear terminal locks & update pricing
        while(IsTradeContextBusy()) Sleep(100);
        RefreshRates();
        
        // 3. Execution Attempt
        int ticket = OrderSend(symbol, cmd, volume, price, slippage, sl, tp, comment, magic, 0, clrNONE);
        
        if(ticket > 0) return ticket; // Execution Success
        
        // 4. Error Routing
        int err = GetLastError();
        // Transient errors: Broker busy, Requote, Context busy, Timeout
        if(err == 136 || err == 138 || err == 146 || err == 128) {
            PrintFormat("Transient Error %d - Attempt %d/%d. Retrying...", err, attempt, maxRetries);
            Sleep(delayMs + (MathRand() % 250)); // Exponential backoff with Jitter
            delayMs *= 2; 
        } else {
            // Terminal Errors: Not enough money (134), Invalid stops (130)
            PrintFormat("Terminal Error %d - Aborting signal execution.", err);
            break; 
        }
    }
    return -1;
}