Spezifikation
I already have a ready-made EA; I just need to make it so that the EA generates buy and sell signals using the signals from the ClusterDelta indicator.
Here are the specifications of the EA I want to build:
Goal:
The EA should connect with ClusterDelta indicators (VWAP, Cumulative Delta, Footprint, Imbalance) and automatically detect institutional buy/sell activity on XAU/USD (Gold).
Core Filters:
VWAP Direction & Rejection Zones
Cumulative Delta Trend Confirmation
Footprint Imbalance Strength
Absorption / Divergence Detection
Liquidity Sweep / Vacuum Filter
Functions Required:
Read indicator data via DLL or buffer
Generate Buy/Sell signals based on confluence
Display signal dashboard (Buy/Sell counts, TP/SL results)
Log outcomes in CSV (TP Hit, SL Hit, Pending)
Daily reset for counters and logs
Footprint and VWAP Data Integration Summary
The Footprint and VWAP data are highly complex, which means connecting them directly to an EA using iCustom() is not possible.
Reason:
The Footprint indicator contains too many buffers, exceeding MT5’s buffer limit. Therefore, MetaTrader cannot properly read its data through iCustom calls.
Solution:
The entire source code of the Footprint indicator must be copied directly inside the EA.
The EA must include a timer-based function (for example, Main_Cycle or Main_Func) that reads the ClusterDelta data directly from the DLL.
The iCustom() method should be avoided, as it will always fail with these indicators.
For VWAP:
Denis mentioned that he can prepare and share the source code of VWAP specifically for EA integration.
This means VWAP integration is possible, while Footprint integration is more complex and requires deeper code-level merging.
Core Logic / Example Rules
Below is a simple sample logic for buy/sell signals (can be modified as needed):
Buy Signal:
On the last closed candle:
Delta > previous candle’s Delta
Ask volume > Bid volume
Cumulative Delta trend is positive (increasing)
Price above VWAP line
Sell Signal:
On the last closed candle:
Delta < previous candle’s Delta
Bid volume > Ask volume
Cumulative Delta trend is negative (decreasing)
Price below VWAP line
The EA should generate alerts or draw arrows based on these rules.
Requirements
Real-time updates from DLL (not static data).
Functions should run via a timer (for example: Main_Cycle() or OnTimer() event).
Use proper structures to store data received from DLL:
struct ClusterData {
double ask;
double bid;
double delta;
double cumDelta;
double vwap;
};
The EA will use these structure values to calculate and generate trading signals.
Additional Notes
The EA should remain stable and lightweight.
The same code can later be extended for backtesting or live alert systems.
VWAP and Delta data integration should be confirmed first — Footprint can be added later.
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Projektdetails
Budget
35+ USD