Whale Speed Volatility Divergence

This EA looks for a two-layer momentum/liquidity breakout:

Divergence detection (trigger):

• TPS (ticks-per-second / bar tick_volume ) must be high vs. its recent average ( TPS_Multiplier ),

• while Volatility (bar high–low) must be low vs. its recent average ( Volatility_Multiplier ).

This combo flags “flow in a quiet range” → a likely near-term breakout.

Direction & filter:

• If the signal bar is green ( close > open ) → consider BUY; if red → SELL.

• Optional MA trend filter ( Use_TrendFilter ): bar above MA → BUY allowed; below MA → SELL allowed.

Order parameters:

• SL = signal bar low (BUY) or high (SELL).

• TP = SL × TakeProfit_Multiplier (risk/reward multiple).

• Position size is computed from RiskPercentage . If margin is insufficient, size is reduced iteratively ( Reduce_On_Margin_Or_Limit , Open_Retry_* ).

Execution safeguards (broker realities):

• Before placing orders, check spread, stop/freeze levels, tick size, and a latency buffer.

• For SL modifications, use throttle, skip when too close to freeze, pre-modify tick refresh, and slack pips to reduce “close to market” rejections.

• On open/modify failures, apply cooldowns to avoid spammy logs and needless retries.

Trailing stop engine:

• As price moves in favor, move SL forward by a pip distance ( TrailingStop_Pips ),

• enforcing a minimum step each modify ( Trailing_Min_Step_Pips ) and honoring stop/freeze + buffer distances.

Data/warmup & tester compatibility:

• If there aren’t enough bars, the EA waits ( Require_History_Warmup ) or falls back to another timeframe.

• In the tester, TPS can be emulated from tick_volume ( Use_TickVolume_Emulation ) and signals can be fixed to bar[1] ( Use_Closed_Bar ) for stable/reproducible backtests.

OnTimer (every 1s): Real-time TPS counter → tps_history[] ; average of last 5 bars’ high–low → vol_history[] .

OnTick:

1. Warmup & symbol/TF ready? If not, wait or use fallback TF.

2. Compute TPS_now / TPS_avg and Vol_now / Vol_avg (emulated in tester).

3. Condition: TPS_now > TPS_avg × TPS_Multiplier AND Vol_now < Vol_avg × Volatility_Multiplier .

4. Bar color + optional MA filter set the direction.

5. Build SL/TP, compute size from risk, check spread & stop/freeze, run iterative margin fit → open order.

6. If a position is open, run trailing; before modify, refresh tick + apply slack to keep SL within safe limits.

Risk & Trade Controls

• TakeProfit_Multiplier
  Sets TP as a multiple of SL distance (RR). Example: 2.0 = 1:2 RR.

• Max_Spread_Pips
  If current spread exceeds this, skip signals (avoid poor liquidity entries).

• InpMagicNumber
  Magic number to tag the EA’s trades. In netting accounts, one position per symbol.

• RiskPercentage
  % of balance risked per trade. Lot size is derived from this, SL distance, and tick value.

• TrailingStop_Pips
  If enabled, SL trails price by this many pips (while honoring stop/freeze + buffers).

• Max_Lots_Per_Trade
  Hard cap: even if the risk formula suggests more, size won’t exceed this.

• Reduce_On_Margin_Or_Limit
  If opening fails due to margin/volume, shrink lot and retry.

• Open_Retry_Attempts
  How many reduced-lot retries on open.

• Open_Retry_Factor
  Each retry multiplies lot by this factor (e.g., 0.75 → reduce by 25%).

Trend Filter (MA)

• Use_TrendFilter
  When on, a BUY/SELL is only allowed if it aligns with the MA side.

• MA_Period, MA_Method, MA_Price
  MA settings for the trend filter (SMA/EMA/WMA, close/HLC3, etc.).

Signal Logic (TPS & Vol)

• TPS_Multiplier
  Threshold for the “flow” side. Higher = more selective vs. average TPS.

• Volatility_Multiplier
  Threshold for “quietness.” Lower = stricter requirement for low range.

• HistorySize
  How many seconds/samples of TPS/Vol history to keep (1-second timer in live).

Backtest & Robustness

• Use_TickVolume_Emulation
  In tester, emulate TPS from bar tick_volume instead of real tick timing.

• Use_Closed_Bar
  Compute signals on closed bars (bar[1]) → reduces repaint/look-ahead bias.

• TPS_Lookback_Bars / Vol_Lookback_Bars
  Bar lookbacks for TPS/Vol averages (tester path).

Execution Safeguards

• Modify_Throttle_Sec
  Minimum seconds between SL modifications (reduces spam/rejects).

• Trailing_Min_Step_Pips
  Minimum pip improvement required to move SL.

• Modify_Extra_Buffer_Pips
  Extra buffer on top of broker stop and freeze levels.

• Enable_CloseToMarket_Backoff
  On “close to market/invalid stops,” retry once with looser distance.

• Backoff_Extra_Pips
  Extra distance used for that single retry.

• Freeze_Skip_Pips
  If current SL is within freeze level + this buffer, skip modify (avoid rejects).

• Modify_Latency_Margin_Pips
  Extra safety vs. live price jumps.

• Modify_Failure_Cooldown_Sec
  Wait time after a failed modify before trying again.

• PreModify_Refetch_Tick
  Refresh the tick just before modifying SL; recompute limits with current price.

• PreModify_Slack_Pips
  Place SL a touch beyond the theoretical limit to reduce “close to market” errors.

• Open_Failure_Cooldown_Sec
  If open fails (No money / volume limit), wait before retrying—cleaner logs, safer behavior.

Data & Warmup

• Auto_Select_Symbol
  Auto-select the symbol if not already visible.

• Require_History_Warmup
  Don’t trade until enough bars are loaded.

• Auto_Find_Available_TF
  If the main TF lacks data, auto-fallback to the first TF with data.

• Warmup_Min_Bars
  Minimum bars required before starting.

• Fallback_Timeframe
  Backup timeframe used when data is insufficient.

• Preload_Bars
  How many bars to preload at startup.

• Position sizing: dynamic lots from RiskPercentage and SL distance.

• Margin fit: use OrderCalcMargin vs. free margin; if it doesn’t fit, iteratively shrink size.

• Spread filter: skip entries when Max_Spread_Pips is exceeded.

• Broker level guards: stop/freeze levels + extra buffers + latency margin.

• Retry policy: only shrink-and-retry on volume/money errors; don’t insist on other rejects.

• Cooldowns: on open/modify failures to avoid over-trading and excess risk.

• Tune signal first ( TPS_Multiplier , Volatility_Multiplier , lookbacks), then polish execution (trailing + pre-modify slack).

• Majors (EURUSD H1/M30): keep Max_Spread_Pips low; start PreModify_Slack_Pips around 0.4–0.8.

• XAUUSD (D1/H1): large point size; widen TrailingStop_Pips , nudge up Modify_Latency_Margin_Pips and Backoff_Extra_Pips .

• Scalp (M1/M5): begin with Use_Closed_Bar = true for stability; switching it off increases risk.

This EA/strategy:

• Is not investment advice.

• Does not guarantee profits; backtests/optimizations do not represent future performance.

• Market conditions (news, liquidity drops, slippage, latency, broker limits) can negatively impact results.

• Misconfiguration, low capital, high leverage, or unsuitable risk percentages can cause loss of capital.

• Demo/forward test before going live; start RiskPercentage low (e.g., 0.1–0.5%) and scale gradually.

• Stop/freeze levels and contract specs vary by broker—verify your broker’s conditions before using aggressive parameters.