ICE (Impulse Confirmation Engine) - MetaTrader 5용 expert

//+------------------------------------------------------------------+
//| Get adaptive body ratio based on volatility                     |
//+------------------------------------------------------------------+
double GetAdaptiveBodyRatio()
  {
   if(!InpEnableAdaptive)
      return InpMinBodyRatio;

   double atr = GetATRValue();
   double atr_percent = atr / SymbolInfoDouble(CurrentSymbol, SYMBOL_BID);

// Lower body ratio requirement in high volatility
   if(atr_percent > 0.001)
      return InpMinBodyRatio * 0.8;  // High volatility
   if(atr_percent < 0.0003)
      return InpMinBodyRatio * 1.2; // Low volatility

   return InpMinBodyRatio;
  } 

// --- SKENARIO C: MOMENTUM ACCELERATION (NEW) ---
      // Jika harga bergerak cepat searah impuls meski belum breakout
      if(rates[0].close > rates[1].high && (double)rates[0].tick_volume > (GetAverageVolume(InpLookbackPeriod) * 0.8))
        {
         if(InpDebugMode)
            Print("ICE Entry: Bullish Velocity detected.");
         return true;
        }
     }
   else // BEARISH
     {
      // --- SKENARIO A: AGGRESSIVE CONTINUATION ---
      if(current_ask <= Impulse.lowest_since)
        {
         if(InpDebugMode)
            Print("ICE Entry: Bearish Breakout!");
         return true;
        }

      // --- SKENARIO B: SMART PULLBACK ---
      double range = Impulse.highest_since - Impulse.lowest_since;
      if(range > 0)
        {
         double retrace_level = (current_ask - Impulse.lowest_since) / range;

         if(retrace_level >= 0.20 && retrace_level <= 0.65)
           {
            if(rates[0].close < rates[0].open || current_ask < rates[1].low)
              {
               if(InpDebugMode)
                  PrintFormat("ICE Entry: Retrace Sell at %.2f level", retrace_level);
               return true;
              }
           }
        }

3. Trading Characteristics

4. ICE Pro Parameter Summary

This system uses parameters optimized for modern markets:

• Lookback Period (20): Standard for capturing short-term volatility cycles.

• Volume Multiplier (1.3x): Minimum volume requirement for a candle to be considered an impulse.

• Risk Per Trade (0.5% - 2%): Disciplined money management to ensure account security even in the event of a series of stop-losses.

ICE Philosophy: "Discipline in filtering out the trash, but courage in pursuing opportunities."

    //--- Enumerations
enum ENUM_TRADING_MODE
  {
   TRADING_MODE_DISABLED,
   TRADING_MODE_DEMO,
   TRADING_MODE_LIVE
  };

enum ENUM_MARKET_SESSION
  {
   SESSION_ASIAN,
   SESSION_LONDON,
   SESSION_NEWYORK,
   SESSION_PACIFIC
  };

enum ENUM_TRAILING_MODE
  {
   TRAIL_NONE,          // No trailing
   TRAIL_BREAKEVEN,     // Move to breakeven only
   TRAIL_ATR_FIXED,     // Fixed ATR trailing
   TRAIL_ATR_DYNAMIC,   // Dynamic ATR trailing
   TRAIL_HYBRID         // Hybrid trailing (breakeven + ATR)
  };

//--- Input Parameters - OPTIMIZED & CALIBRATED
input group "───────── CORE SETTINGS ───────────"
input ENUM_TRADING_MODE   InpTradingMode    = TRADING_MODE_DEMO;   // Trading mode selection (Live / Test / Visual)
input string              InpTradeSymbol    = "";                  // Trading symbol (empty = current chart symbol)
input int                 InpMagicNumber    = 888888;              // Unique magic number for order identification
input string              InpTradeComment   = "Ritz-ICE-Pro";      // Trade comment shown in terminal & history
input bool                InpDebugMode      = true;                // Enable detailed debug logging
input bool                InpEnableAdaptive = true;                // Enable adaptive logic based on market conditions

input group "───────── ICE DETECTION ───────────"
input int                 InpLookbackPeriod = 20;                  // Historical bars used for ICE pattern detection
input double              InpVolumeMultiplier = 1.3;               // Minimum volume multiplier to confirm impulse
input double              InpMinBodyRatio   = 0.5;                 // Minimum candle body-to-range ratio (impulse strength)
input double              InpClosePosition  = 0.6;                 // Minimum close position within candle range (0–1)
input int                 InpMinImpulseBars = 2;                   // Minimum bars required for a valid impulse
input int                 InpMaxImpulseBars = 5;                   // Maximum bars allowed for impulse sequence
input bool                InpUseSessionFilter = true;              // Allow trades only during active trading sessions

input group "───────── RISK MANAGEMENT ───────────"
input double              InpRiskPerTrade   = 0.1;                 // Risk per trade in percent of account balance
input bool                InpReduceAfterLoss = false;              // Reduce risk after a losing trade
input double              InpReductionFactor = 0.2;                // Risk reduction factor after loss (0.8 = -20%)
input double              InpMinEquityToTrade = 10.0;              // Minimum funds to keep trading (USD)
input double              InpMinMarginLevel   = 110.0;             // Minimum Margin Level (%)

input group "───────── TRADE EXECUTION ───────────"
input double              InpATRMultiplierSL = 1.2;                // Stop Loss distance based on ATR multiplier
input double              InpATRMultiplierTP = 1.8;                // Take Profit distance based on ATR multiplier
input int                 InpSlippagePoints  = 30;                 // Maximum allowed slippage (in points)

input group "───────── ENTRY OPTIMIZATION ───────────"
input bool                InpImmediateEntry  = true;               // Enter immediately after impulse detection
input double              InpMaxEntryBars    = 3;                  // Maximum bars to wait for entry after detection

input group "───────── SMART TRAILING ───────────"
input ENUM_TRAILING_MODE  InpTrailingMode    = TRAIL_ATR_FIXED;    // Trailing stop mode (Fixed / ATR / Hybrid)
input double              InpBreakevenAt    = 0.5;                 // Move SL to breakeven at % of TP reached
input double              InpTrailATRMulti  = 1.0;                 // ATR multiplier for trailing stop distance
input double              InpTrailActivation = 0.3;                // Profit % required to activate trailing logic
input bool                InpUseVolatilityAdjust = true;           // Dynamically adjust trailing based on volatility

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
input group "───────── SAFETY FILTERS (CALIBRATED) ───────────"
input double              InpMaxSpread      = 40.0;                // Maximum allowed spread (points)
input int                 InpMinATRPoints   = 50;                  // Minimum ATR volatility filter (≈ 5 pips)
input int                 InpMaxATRPoints   = 1500;                // Maximum ATR volatility filter (≈ 150 pips)
input bool                InpFilterLowVolume = true;               // Block trades during low-volume conditions