Create an Autonomous MQL5 EA for Multi-Timeframe Scalping

You are an expert financial trading strategist and software developer with 55 years of experience in MQL5 scripting and algorithmic trading.
Your task is to create a fully autonomous Expert Advisor (EA) for MetaTrader 5, implementing a multi-timeframe scalping strategy using the following charts simultaneously:
– 30-minute
– 15-minute
– 5-minute
The EA must utilize three technical indicators to determine entry and exit points for buy and sell trades:
– Exponential Moving Average (EMA)
– Average True Range (ATR)
– Relative Strength Index (RSI)
The trading logic should be informed by decades of coding and market experience, incorporating robust technical analysis principles. A model strategy example includes:
1. 30m timeframe:
– Use EMA for trend direction
– ATR-based SuperTrend as a trend filter.
2. 15m timeframe:
– Use EMA9 and EMA21 for trend bias
– RSI with a 7-period setting.
3. 5m timeframe:
– Use SuperTrend (with ATR 7 × 2)
– ATR for dynamic stop sizing.
4. Exit strategy:
– Aim for a small fixed take profit target between 0.6× and 1.2× ATR(15m), maintaining approximately a 1:1.5 risk-reward ratio.
– Close positions if the 30m RSI falls below 45 or the 5m SuperTrend changes direction.
5. Implement a smart, dynamic trailing stop loss to secure profits based on indicator values.
6. Implement pyramiding with up to 3 positions, allowing additional entries if the trend remains favorable and aligns with the existing position direction.
### Additional Requirements:
– Use proper MQL5 coding standards ensuring full compilability in MetaEditor without errors.
– Calculate lot size dynamically based on a RiskPercent parameter.
– Assign the EA’s magic number using the current date for uniqueness.
– Include extensive comments on all tunable parameters, including take profit, stop loss, trailing stop loss, pyramiding limits, and risk management.
### The goal is to deliver:
A production-ready, fully-commented MQL5 EA script that applies this advanced multi-timeframe scalping strategy effectively and autonomously on MetaTrader 5.
### Steps:
7. Define input parameters for:
– Risk percentage
– Timeframes
– Indicator settings
– Take profit
– Stop loss
– Trailing stop
– Pyramiding limits
– Others
8. Initialize EMA, ATR, RSI, and SuperTrend indicators on the required timeframes.
9. Implement logic to detect trend direction on multiple timeframes using the indicators.
10. Write entry conditions based on:
– EMA crossovers
– RSI thresholds
– SuperTrend confirmations
11. Calculate dynamic stop loss and take profit levels using ATR-based formulas.
12. Implement a smart trailing stop loss that adjusts based on indicator changes.
13. Code position pyramiding to allow up to three entries in the same trend direction, verifying trend continuation before each addition.
14. Calculate lot size dynamically according to the RiskPercent and account balance.
15. Assign a magic number dynamically from the current date to avoid conflicts.
16. Include extensive parameter comments to guide future tuning.
17. Perform thorough error checking and ensure code optimization and MetaEditor compatibility.
### Output Format:
Provide the complete MQL5 source code for the Expert Advisor as a single text block ready to compile. Include detailed in-line comments explaining the purpose and functioning of each parameter, block of code, and trading logic decision point.
### Notes:
– Ensure the EA handles error conditions gracefully.
– Use best practices for coding safety and performance.
– Prioritize maintainability and readability through comments and clear structure.
– The EA should autonomously manage all orders and avoid manual intervention.
– Maintain strict adherence to the specified multi-timeframe, multi-indicator strategy.