All about Calendar tab and Macro Economic Events. - page 7
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Using the MQL5 Economic Calendar for News Filtering (Part 2): Stop Management Positions During News Releases
In Part 1 we introduced a news-filter that blocks new trade entries during high‑impact events. That layer reduces entry exposure to abnormal volatility, but does not address the remaining issue: trades opened before the news window still experience widened spreads, transient spikes, and temporary distortions that can trigger SL/TP levels prematurely. Closing all positions before every news event is often not acceptable — it breaks trade structure, skews statistics, and conflicts with longer‑term logic.
This article addresses that specific engineering problem: how to add a controlled, reversible stop‑management layer that temporarily suspends stop‑loss and take‑profit levels for already open positions during the restricted news window and then restores them deterministically afterwards. The success criteria are explicit: actions must occur once per news window (no repeated modifications), original SL/TP values must be preserved and restored when technically possible, broker stop‑distance rules must be respected (no invalid placements), and the mechanism must be filterable by the EA (magic number) and clearly scoped (and the single‑symbol behavior is documented). The goal is mitigation of premature stop‑outs — not prediction of market direction.