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2024-01-25 04:05:58 +03:30

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///////////////////////////////////////////////////////
//
// SaherElm IT Center XST Strategy Expert Advisor
// ---------------------------------------------
// saherelm implementation of strategy expert advisor ...
// in this EA, we try to combine multiple tools, to ashive best
// results ...
//
// ShortName: XST
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
// +989121694056
//
//////////////////////////////////////////////////////
//
// Global Properties ...
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://saherelm.ir"
#property version "1.00"
#property description "SaherElm XST Strategy Expert Advisor"
#property strict
//
// START Inputs ...
//
//
// Signal Prefixe ...
input string signalPrefix = "XST"; // Signal Prefix
//
// Signal Draw Specifications ...
input string bullishSignalLabel = "X_BUY"; // Bullish Signal Label
input color bullishSignalColor = clrAqua; // Bullish Signal Color
//
input string bearishSignalLabel = "X_SELL"; // Bearish Signal Label
input color bearishSignalColor = clrFuchsia; // Bearish Signal Color
//
input color signalEntryColor = clrAquamarine; // Signal Entry Ptice Color
input color signalSLColor = clrRed; // Signal SL Color
input color signalTPColor = clrGreen; // Signal TP Color
//
// Trade ...
input bool allowTrade = true; // Allow Trade Based on given Signals
input bool allowLongTrades = true; // Allow Long Trades
input bool allowShortTrades = false; // Allow Short Trades
//
// Market Specification Inpouts ...
input int marketLength = 7; // Market Length
input double riskToRewardRatio = 2; // Risk to Reward Ratio
// input double maxTPMultiplier = 1000; // Max Allowed TP
//
// Alerts ...
input bool alertEvents = true; // Alert Events
input bool alertPositions = true; // Alert Positions
input bool longPositionAlerts = true; // Alert Long Positions
input bool shortPositionAlerts = true; // Alert Short Positions
//
// Alert Types ...
input bool terminalAlert = false; // Terminal Alert
input bool pushAlert = false; // Push Notification Alerts
//
// Balance and Finanical Specifications ...
input double lotsPerTradePercent = 0.00001; // Lots Per Trade Percent
input int maxOpenTrades = 4; // Maximum Open Trade
input double maxDrawdownPercentPerPTrade = 0.03; // Maximum DrawDown Per Trade
input double minBalancePercent = 0.5; // Minimum Balance for Trading
input double maxEquityPercent = 0.1; // Maximum Trade Equity
input int closeAllOpenTradesAfterCandle = 252; // Close All Open Trades After Passed Candles
input bool closeAllInProfitOpenTradesWhenMaxOpenTradesReached = false; // Close All In Profit Open Trades When Max Open Trades Reached and New Signal Income
//
// Indicators ...
//
// CCI Inputs ...
input double step = 0.01; // SAR Step
input double maximum = 0.1; // SAR Maximum
//
// XMA Inputs ...
//
input int shortCycleMultiplier = 2; // Short Cycle Fast Multiplier
input int mediumCycleMultiplier = 6; // Medium Cycle Fast Multiplier
input int longCycleMultiplier = 36; // Long Cycle Fast Multiplier
//
// START Global Definitions: Variables, Properties and etc ...
//
int lastSignalledBar = 0;
//
bool waitForLongSignals = true;
bool closeLongTrades = false;
//
bool waitForShortSignals = true;
bool closeShortTrades = false;
//
// Includes our shared library ...
#include "../Libraries/x-saherelm.lib.mq4"
//
// Includes our shared library ...
#include "../Libraries/x-saherelm.signal.lib.mq4"
//
// END Global Definitions: Variables, Properties and etc ...
//
//
// Start Event Handlers ...
//
//
// Initialization ...
int OnInit() {
//
// Validate Inputs ...
bool inputsNotValiid =
//
// MARKET ...
marketLength < 0
|| riskToRewardRatio < 0
//
// EA ...
|| lotsPerTradePercent < 0
|| maxOpenTrades <= 0
|| maxDrawdownPercentPerPTrade < 0
|| minBalancePercent < 0
|| maxEquityPercent < 0
|| marketLength < 0
//
// XMA ...
//
// Validate Short Cycle ...
|| shortCycleMultiplier <= 0
//
// Validate Medium Cycle ...
|| mediumCycleMultiplier <= 0
//
// Validate Long Cycle ...
|| longCycleMultiplier <= 0
//
// Validate Series of Multipliers ...
|| shortCycleMultiplier >= mediumCycleMultiplier
|| mediumCycleMultiplier >= longCycleMultiplier
;
//
if (inputsNotValiid) {
return INIT_PARAMETERS_INCORRECT;
}
//
totalSignals = 0;
totalLongSignals = 0;
totalShortSignals = 0;
//
initialBalance = 0;
//
// START Define Array Series ...
//
//
// END Define Array Series ...
//
//
// here we specify logging enabled or not ...
enableLogging = true;
//
// this is a Tag which attached to our Logger ...
logTag = "XST";
// //
// // Set Event Timer on One Seccond ...
// bool isEventSet = EventSetTimer(1);
// if (!isEventSet) {
// LogMessage("Error: " + GetLastError());
// return INIT_FAILED;
// }
//
ClearSignalConditions();
//
return INIT_SUCCEEDED;
}
//
// DeInitialization ...
void OnDeinit(const int reason) {
//
// Killing Event Timer ...
EventKillTimer();
}
//
// Ticker Event Handler ...
void OnTick() {
//
isNewDay = IsNewDay();
if (isNewDay) {
//
LogMessage(
StringConcatenate(
"New Day ..."
)
);
}
//
// Process Signals to Open Positions ...
ProcessSignals();
//
// Checking State for Signal Handling ...
CheckState();
//
// Process Open Positions for Trailing Stop Loss or Close ...
ProcessOpenPositions();
}
//
// Timer Event Handler ...
void OnTimer() {
//
CheckState();
//
ProcessOpenPositions();
}
//
// END Event Handlers ...
//
//
// START Functions ...
//
//
// Check State for Signal Handling ...
void CheckState() {
//
// Here we Must to Check Market State for enable or disable
// Signal Handlers and also make dection to close all long/short
// trades ...
}
//
// Calculate Signals and Process Based on Exists Signals ...
void ProcessSignals() {
//
XSignalRequest request = {};
request.type = X_SIGNAL_NONE;
request.hasSignal = false;
//
// Prevent Multiple Calculating on Same Bars ...
isNewBar = IsNewBar();
if (isNewBar) {
countedBars++;
}
//
if (countedBars < longCycleMultiplier * marketLength) {
return;
}
//
bool allowDoTrade = true;
//
// Check Balance ...
if (initialBalance > 0) {
//
// Retrieve Account Balance ...
double balance = AccountInfoDouble(ACCOUNT_BALANCE);
double minimumBalanceForTrade =
balance > initialBalance
?
minBalancePercent * balance
:
minBalancePercent * initialBalance;
//
// Retrieve Account Equity ...
double equity = AccountInfoDouble(ACCOUNT_EQUITY);
double maxAllowedEquity = balance - (balance * maxEquityPercent);
//
// Retrieve Free Marigin ...
double freeMargin = AccountFreeMargin();
double maximumMariginRisk = balance - (balance * maxEquityPercent);
//
if (
//
// Do not Open Positions if equity not passed ...
equity < maxAllowedEquity ||
//
// Do not Open Positions if free margin not passed ...
freeMargin <= maximumMariginRisk ||
//
// Do not open positions if balance less than minimum ...
balance <= minimumBalanceForTrade
) {
//
allowDoTrade = false;
// //
// string message = StringConcatenate(
// "Trading Pause => ",
// "Balance: ", balance,
// ", Equity: ", equity,
// ", FreeMargin: ", freeMargin
// );
// //
// LogMessage(message);
// SendAlert(message);
}
}
//
// Retrieve Signal Exists ...
request = GenerateSignal(0);
//
// Prevent doing anything else, if there is no signals ...
if (
!allowDoTrade ||
!request.hasSignal ||
request.type == X_SIGNAL_NONE
) {
return;
}
//
bool hasLongSignal = request.type == X_SIGNAL_LONG;
//
// Check For Bot State ...
if (
(hasLongSignal && !waitForLongSignals)
|| (!hasLongSignal && !waitForShortSignals)
) {
//
// Clear Signal Conditions ...
if (hasLongSignal) {
ClearLongSignalConditions();
} else {
ClearShortSignalConditions();
}
//
return;
}
//
// Check last Signalled Bar with Counted Bars ...
// Prevent Multiple Signalling on Same Bar ...
bool isInLastSignalledBars = false;
for (int i=0; i < marketLength; i++) {
//
isInLastSignalledBars =
isInLastSignalledBars
|| lastSignalledBar == countedBars - i
;
}
if (isInLastSignalledBars) {
//
// Clear Signal Conditions ...
if (hasLongSignal) {
ClearLongSignalConditions();
} else {
ClearShortSignalConditions();
}
//
return;
}
//
// increase last signalled bar ...
lastSignalledBar = countedBars;
//
// Calculate Can Trade or not ...
allowDoTrade = allowTrade
&& (
hasLongSignal ?
allowLongTrades :
allowShortTrades
);
//
// Chack Maximum Open Positions ...
int openTrades = CountOpenTrades();
if (maxOpenTrades > 0) {
//
if (openTrades >= maxOpenTrades) {
//
allowDoTrade = false;
//
if (closeAllInProfitOpenTradesWhenMaxOpenTradesReached) {
//
// Close All In Profit Trades ...
bool hasClosedInProfitTrade = CloseAllInProfitTrades();
if (hasClosedInProfitTrade) {
//
openTrades = CountOpenTrades();
//
allowDoTrade = !(openTrades >= maxOpenTrades);
}
}
//
if (!allowDoTrade) {
//
string message = StringConcatenate(
"Trading Pause => ",
"Max Open Trades (",
maxOpenTrades,
") reached ..."
);
//
LogMessage(message);
SendAlert(message);
}
}
}
//
// Check Trading is Enable or not ...
// nothing to do if trading is disabled ...
if (!allowDoTrade) {
//
// Clear Signal Conditions ...
if (hasLongSignal) {
ClearLongSignalConditions();
} else {
ClearShortSignalConditions();
}
// //
// string message = StringConcatenate(
// "Trading Not Allowed ..."
// );
// //
// LogMessage(message);
// SendAlert(message);
return;
}
//
bool isPositionOpened = TradeSignal(
request.signal,
lotsPerTradePercent,
//
bullishSignalLabel,
bullishSignalColor,
bearishSignalLabel,
bearishSignalColor
);
//
totalSignals++;
if (hasLongSignal) {
//
totalLongSignals++;
ClearLongSignalConditions();
} else {
//
totalShortSignals++;
ClearShortSignalConditions();
}
// //
// if (isPositionOpened) {
// //
// int rangeMarketLength = marketLength * longCycleMultiplier;
// XRange range = GetMarketRange(
// 0,
// rangeMarketLength,
// marketLength
// );
// //
// DrawRange(
// range,
// 0,
// 0,
// signalPrefix
// );
// }
// //
// double fibLevel = 1.618;
// double fibLevelPrice = GetFibonacciLevel(
// request.signal.tp,
// request.signal.entry,
// fibLevel,
// 1
// );
// string lbl = StringConcatenate(
// request.signal.tag,
// "_FIB_",
// fibLevel,
// "_",
// fibLevelPrice
// );
// //
// datetime time1 = iTime(
// _Symbol,
// _Period,
// 1
// );
// //
// datetime time2 = iTime(
// _Symbol,
// _Period,
// 0
// );
// //
// DrawTrendLine(
// 0,
// lbl,
// 0,
// time1,
// fibLevelPrice,
// time2,
// fibLevelPrice,
// clrYellow,
// STYLE_DOT
// );
//
if (isPositionOpened) {
//
bool canAlert =
alertPositions
&& (
hasLongSignal ?
longPositionAlerts
:
shortPositionAlerts
);
//
if (canAlert) {
//
// Alert Message ...
string message = StringConcatenate(
"Trade on Signal ID: ", request.signal.id,
", Entry: ", request.signal.entry,
", TP: ", request.signal.tp
);
//
// Terminal Alert ...
if (terminalAlert) {
Alert(message);
}
//
// Push Alert ...
if (pushAlert) {
SendNotification(message);
}
}
}
}
//
// Process All Open Positions ...
void ProcessOpenPositions() {
//
// this comes from check state ...
if (closeLongTrades) {
//
closeLongTrades = false;
//
bool isAllLongTradesClosed = CloseAllLongTrades();
if (isAllLongTradesClosed) {
}
}
//
// this comes from check state ...
if (closeShortTrades) {
//
closeShortTrades = false;
//
bool isAllShortTradesClosed = CloseAllShortTrades();
if (isAllShortTradesClosed) {
}
}
//
// Close All XXX Provided Signals on it's Specific Condition ...
if (xCloseLongTrades) {
//
CloseAllProviderLongTrades(X_XXX_PROVIDER);
//
xCloseLongTrades = false;
}
//
bool hasClosedLongTimeTrade = CloseAllLongTimeTrades(
closeAllOpenTradesAfterCandle
);
//
// Close Maximum DrawDown Passed Trades ...
bool hasClosedInDrawDownLongTrade = CloseAllMaximumDrawDownPassedTrades(
maxDrawdownPercentPerPTrade
);
//
if (
hasClosedLongTimeTrade
|| hasClosedInDrawDownLongTrade
) {
//
// waitForLongSignals = false;
}
}
//
// Send Special Type of Alerts ...
void SendAlert(string message) {
//
if (!alertEvents) {
return;
}
//
// Terminal Alert ...
if (terminalAlert) {
Alert(message);
}
//
// Push Alert ...
if (pushAlert) {
SendNotification(message);
}
}
//
// END Functions ...
//
//
//
// Calculate Signal ...
// in this function we calculate a signal exists in
// specific bar or not ...
XSignalRequest GenerateSignal(
const int bar_index // Bar Index ...
) {
//
// create temp result ...
XSignalRequest result = {};
result.hasSignal = false;
result.type = X_SIGNAL_NONE;
result.provider = X_UNKNOWN_PROVIDER;
//
bool hasSignal = false;
bool hasLongSignal = false;
bool hasShortSignal = false;
//
XSignal signal = {};
//
// Retrieve XMA States ...
// based on medium cycle slow ...
XState states[];
ArrayFree(states);
ArrayResize(
states,
marketLength
);
//
int index = 0;
for (int i = bar_index; i < bar_index + marketLength; i++) {
//
states[index] = GetXState(
i,
marketLength,
//
step,
maximum,
//
shortCycleMultiplier,
mediumCycleMultiplier,
longCycleMultiplier
);
//
index++;
}
//
CheckSignalHandler(
bar_index,
marketLength,
states
);
//
CheckXLongSignalConditions(
bar_index,
marketLength,
states
);
//
XSignalRequest xLongSignalRequest = GenerateXSignal(
X_SIGNAL_LONG,
signalPrefix,
bar_index,
marketLength,
longCycleMultiplier,
riskToRewardRatio,
states
);
// //
// CheckXShortSignalConditions(
// bar_index,
// marketLength,
// states
// );
// //
// XSignalRequest xShortSignalRequest = GenerateXSignal(
// X_SIGNAL_SHORT,
// signalPrefix,
// bar_index,
// marketLength,
// longCycleMultiplier,
// riskToRewardRatio,
// states
// );
//
if (xLongSignalRequest.hasSignal) {
//
// Here we can Check and Filter Signals Based On State ...
bool isReady = IsReadyForXSignals(
xLongSignalRequest.signal,
states,
marketLength,
//
shortCycleMultiplier,
mediumCycleMultiplier,
longCycleMultiplier
);
//
if (isReady && xWaitForLongSignals) {
//
hasLongSignal = true;
signal = xLongSignalRequest.signal;
} else {
ClearXLongSignalConditions();
}
// } else if (xShortSignalRequest.hasSignal) {
// //
// // Here we can Check and Filter Signals Based On State ...
// bool isReady = IsReadyForXSignals(
// xShortSignalRequest.signal,
// states,
// marketLength,
// //
// shortCycleMultiplier,
// mediumCycleMultiplier,
// longCycleMultiplier
// );
// //
// if (isReady) {
// //
// hasShortSignal = true;
// signal = xShortSignalRequest.signal;
// } else {
// ClearXShortSignalConditions();
// }
}
//
hasSignal = hasLongSignal || hasShortSignal;
//
if (!hasSignal) {
//
signal.type = X_SIGNAL_NONE;
result.type = X_SIGNAL_NONE;
}
//
// Normalize TP, SL and Entry Price ...
signal.tp = NormalizeDouble(signal.tp, _Digits);
signal.sl = NormalizeDouble(signal.sl, _Digits);
signal.entry = NormalizeDouble(signal.entry, _Digits);
//
result.signal = signal;
result.type = signal.type;
result.hasSignal = hasSignal;
result.provider = signal.provider;
//
// Return Result ...
return result;
}