700 lines
17 KiB
Plaintext
700 lines
17 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center XST_XMA Strategy Expert Advisor
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// ---------------------------------------------
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// saherelm implementation of strategy expert advisor ...
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//
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// ShortName: XST_XMA
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://saherelm.ir"
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#property version "1.00"
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#property description "SaherElm XST_XMA Strategy Expert Advisor"
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#property strict
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//
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// START Inputs ...
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//
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//
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// Signal Prefixe ...
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input string signalPrefix = "XST_XMA"; // Signal Prefix
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//
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// Signal Draw Specifications ...
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input string bullishSignalLabel = "X_BUY"; // Bullish Signal Label
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input color bullishSignalColor = clrAqua; // Bullish Signal Color
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//
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input string bearishSignalLabel = "X_SELL"; // Bearish Signal Label
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input color bearishSignalColor = clrFuchsia; // Bearish Signal Color
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//
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input color signalEntryColor = clrAquamarine; // Signal Entry Ptice Color
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input color signalSLColor = clrRed; // Signal SL Color
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input color signalTPColor = clrGreen; // Signal TP Color
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//
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// Trade ...
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input bool allowTrade = true; // Allow Trade Based on given Signals
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input bool allowLongTrades = true; // Allow Long Trades
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input bool allowShortTrades = true; // Allow Short Trades
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//
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// Alerts ...
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input bool alertEvents = true; // Alert Events
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input bool alertPositions = true; // Alert Positions
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input bool longPositionAlerts = true; // Alert Long Positions
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input bool shortPositionAlerts = true; // Alert Short Positions
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//
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// Alert Types ...
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input bool terminalAlert = false; // Terminal Alert
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input bool pushAlert = false; // Push Notification Alerts
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//
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// Balance and Finanical Specifications ...
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input double lotsPerTradePercent = 0.0001; // Lots Per Trade Percent
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input int maxOpenTrades = 3; // Maximum Open Trade
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input double maxDrawdownPercentPerPTrade = 0; // Maximum DrawDown Per Trade
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input double minBalancePercent = 0.5; // Minimum Balance for Trading
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input double maxEquityPercent = 0.1; // Maximum Trade Equity
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//
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// XMA Inputs ...
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//
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// Market Specification Inpouts ...
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input int marketLength = 7; // Market Length
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input double riskToRewardRatio = 2; // Risk to Reward Ratio
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//
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input int shortCycleFastMultiplier = 1; // Short Cycle Fast Multiplier
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input int shortCycleSlowMultiplier = 4; // Short Cycle Slow Multiplier
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input int mediumCycleFastMultiplier = 7; // Medium Cycle Fast Multiplier
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input int mediumCycleSlowMultiplier = 14; // Medium Cycle Slow Multiplier
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input int longCycleFastMultiplier = 70; // Long Cycle Fast Multiplier
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input int longCycleSlowMultiplier = 140; // Long Cycle Slow Multiplier
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//
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// Show/Hide Inputs ...
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input bool showShortCycle = false; // Show Short Cycle
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input bool showShortCycleCrossLines = false; // Show Short Cycle Vertical Lines
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input bool showMediumCycle = false; // Show Medium Cycle
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input bool showMediumCycleCrossLines = false; // Show Medium Cycle Vertical Lines
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input bool showLongCycle = false; // Show Long Cycle
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input bool showLongCycleCrossLines = false; // Show Long Cycle Vertical Lines
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//
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// Color Inputs ...
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input color shortCycleFastColor = clrGreen; // Short Cycle Fast Color ...
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input color shortCycleSlowColor = clrRed; // Short Cycle Slow Color ...
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input color mediumCycleFastColor = clrAqua; // Medium Cycle Fast Color ...
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input color mediumCycleSlowColor = clrFuchsia; // Medium Cycle Slow Color ...
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input color longCycleFastColor = clrGoldenrod; // Medium Cycle Fast Color ...
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input color longCycleSlowColor = clrBrown; // Medium Cycle Slow Color ...
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//
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// END Inputs ...
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//
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//
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// START Global Definitions: Variables, Properties and etc ...
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//
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int totalBars;
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int countedBars = 0;
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int lastSignalledBar = 0;
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//
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bool waitForLongSignals = true;
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bool closeLongTrades = false;
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//
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bool waitForShortSignals = true;
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bool closeShortTrades = false;
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//
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// Includes our shared library ...
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#include "../Libraries/x-saherelm.lib.mq4"
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//
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// Includes our shared library ...
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#include "../Libraries/x-saherelm.xma.signal.lib.mq4"
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//
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// here we specify logging enabled or not ...
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bool enableLogging = true;
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//
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// this is a Tag which attached to our Logger ...
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string logTag = "XST_XMA";
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//
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// END Global Definitions: Variables, Properties and etc ...
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//
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//
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// Start Event Handlers ...
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//
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//
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// Initialization ...
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int OnInit() {
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//
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// Validate Inputs ...
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bool inputsNotValiid =
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//
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// EA ...
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lotsPerTradePercent < 0
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|| maxOpenTrades <= 0
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|| maxDrawdownPercentPerPTrade < 0
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|| minBalancePercent < 0
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|| maxEquityPercent < 0
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|| marketLength < 0
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//
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// XMA ...
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//
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// Validate Short Cycle ...
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|| shortCycleFastMultiplier <= 0
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|| shortCycleSlowMultiplier <= 0
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|| shortCycleFastMultiplier >= shortCycleSlowMultiplier
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//
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// Validate Medium Cycle ...
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|| mediumCycleFastMultiplier <= 0
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|| mediumCycleSlowMultiplier <= 0
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|| mediumCycleFastMultiplier >= mediumCycleSlowMultiplier
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//
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// Validate Long Cycle ...
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|| longCycleFastMultiplier <= 0
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|| longCycleSlowMultiplier <= 0
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|| longCycleFastMultiplier >= longCycleSlowMultiplier
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//
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// Validate Series of Multipliers ...
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|| shortCycleFastMultiplier >= mediumCycleFastMultiplier
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|| mediumCycleFastMultiplier >= longCycleFastMultiplier
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;
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//
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if (inputsNotValiid) {
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return INIT_PARAMETERS_INCORRECT;
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}
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//
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totalSignals = 0;
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totalLongSignals = 0;
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totalShortSignals = 0;
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//
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initialBalance = 0;
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//
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ArraySetAsSeries(
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scTrendPower,
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true
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);
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//
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ArraySetAsSeries(
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shortMarketCrossPointsTime,
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true
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);
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//
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ArraySetAsSeries(
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mcTrendPower,
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true
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);
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//
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ArraySetAsSeries(
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mediumMarketCrossPointsTime,
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true
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);
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//
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ArraySetAsSeries(
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lcTrendPower,
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true
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);
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//
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ArraySetAsSeries(
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longMarketCrossPointsTime,
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true
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);
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// //
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// // Set Event Timer on One Seccond ...
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// bool isEventSet = EventSetTimer(1);
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// if (!isEventSet) {
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// LogMessage("Error: " + GetLastError());
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// return INIT_FAILED;
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// }
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//
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return INIT_SUCCEEDED;
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}
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//
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// DeInitialization ...
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void OnDeinit(const int reason) {
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//
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// Killing Event Timer ...
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EventKillTimer();
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}
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//
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// Ticker Event Handler ...
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void OnTick() {
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//
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// Checking State for Signal Handling ...
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CheckState();
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//
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// Process Signals to Open Positions ...
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ProcessSignals();
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//
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// Process Open Positions for Trailing Stop Loss or Close ...
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// ProcessOpenPositions();
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}
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//
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// Timer Event Handler ...
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void OnTimer() {
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//
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CheckState();
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ProcessOpenPositions();
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}
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//
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// END Event Handlers ...
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//
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//
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// START Functions ...
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//
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//
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// Check State for Signal Handling ...
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void CheckState() {
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//
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// Here we Must to Check Market State in Big Picture ...
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//
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// Check if Medium Cycle Fast cross Short Cycle Slow
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// Turn off Longs ...
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// //
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// if (
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// waitForLongSignals
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// && (
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// xmaState.isMCFastCrossUnderSlow ||
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// xmaState.isLCFastCrossUnderSlow
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// )
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// ) {
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// //
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// closeLongTrades = true;
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// waitForLongSignals = false;
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// //
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// string msg = "Pause Long Handler ...";
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// LogMessage(msg);
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// SendAlert(msg);
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// return;
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// }
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// //
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// if (
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// !waitForLongSignals
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// && (
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// xmaState.isMCFastCrossOverSlow ||
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// xmaState.isLCFastCrossOverSlow
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// )
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// ) {
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// //
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// closeShortTrades = true;
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// waitForLongSignals = true;
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// //
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// string msg = "Play Long Handler ...";
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// LogMessage(msg);
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// SendAlert(msg);
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// return;
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// }
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// //
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// bool isXMASlowCrossOverXMMALongFast =
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// xmaState.xmaSlow > xmmaState.longFast
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// && !(
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// xmaState.xmaSlowPrev > xmmaState.longFastPrev
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// );
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// //
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// bool isXMASlowCrossOverXMMALongSlow =
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// xmaState.xmaSlow > xmmaState.longSlow
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// && !(
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// xmaState.xmaSlowPrev > xmmaState.longSlowPrev
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// );
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// //
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// bool isXMASlowCrossUnderXMMALongFast =
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// xmaState.xmaSlow < xmmaState.longFast
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// && !(
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// xmaState.xmaSlowPrev < xmmaState.longFastPrev
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// );
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// //
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// bool isXMASlowCrossUnderXMMALongSlow =
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// xmaState.xmaSlow < xmmaState.longSlow
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// && !(
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// xmaState.xmaSlowPrev < xmmaState.longSlowPrev
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// );
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// //
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// // Find Sharp Dump and Sharp Pump ...
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// bool isMarketSharpDump = false;
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// //
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// bool isMarketSharpPump = false;
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// // //
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// // if (
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// // waitForLongSignals
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// // && (
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// // isMarketSharpDump ||
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// // isXMASlowCrossOverXMMALongFast
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// // )
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// // ) {
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// // //
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// // closeLongTrades = true;
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// // waitForLongSignals = false;
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// // //
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// // string msg = "Pause Long Handler ...";
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// // LogMessage(msg);
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// // SendAlert(msg);
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// // return;
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// // }
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// // //
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// // if (
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// // !waitForLongSignals
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// // && (
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// // isMarketSharpPump ||
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// // isXMASlowCrossOverXMMALongSlow
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// // )
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// // ) {
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// // //
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// // closeShortTrades = true;
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// // waitForLongSignals = true;
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// // //
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// // string msg = "Play Long Handler ...";
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// // LogMessage(msg);
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// // SendAlert(msg);
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// // return;
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// // }
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}
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//
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// Calculate Signals and Process Based on Exists Signals ...
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void ProcessSignals() {
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//
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// Prevent Multiple Calculating on Same Bars ...
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if (IsNewBar()) {
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countedBars++;
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}
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//
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// Retrieve Signal Exists ...
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XSignalRequest request = CalculateSignal(
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//
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// Bar Index ...
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0,
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//
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// Market Specification Inpouts ...
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marketLength, // Market Length ...
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//
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// Risk To Reward Ratio ...
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riskToRewardRatio,
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//
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// XMA Inputs ...
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shortCycleFastMultiplier, // Short Cycle Fast Multiplier ...
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shortCycleSlowMultiplier, // Short Cycle Slow Multiplier ...
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mediumCycleFastMultiplier, // Medium Cycle Fast Multiplier ...
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mediumCycleSlowMultiplier, // Medium Cycle Slow Multiplier ...
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longCycleFastMultiplier, // Long Cycle Fast Multiplier ...
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longCycleSlowMultiplier, // Long Cycle Slow Multiplier ...
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//
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// Show/Hide Inputs ...
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showShortCycle,
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showShortCycleCrossLines,
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showMediumCycle,
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showMediumCycleCrossLines,
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showLongCycle,
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showLongCycleCrossLines,
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//
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// Color Inputs ...
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shortCycleFastColor,
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shortCycleSlowColor,
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mediumCycleFastColor,
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mediumCycleSlowColor,
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longCycleFastColor,
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longCycleSlowColor
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);
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//
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// Prevent doing anything else, if there is no signals ...
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if (
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!request.hasSignal ||
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request.type == X_NONE
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) {
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return;
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}
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//
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bool hasLongSignal = request.type == X_LONG;
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//
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// Check For Bot State ...
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if (
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(hasLongSignal && !waitForLongSignals)
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|| (!hasLongSignal && !waitForShortSignals)
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) {
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return;
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}
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//
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// Check last Signalled Bar with Counted Bars ...
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// Prevent Multiple Signalling on Same Bar ...
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if (lastSignalledBar == countedBars) {
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//
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totalSignals--;
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if (hasLongSignal) {
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totalLongSignals--;
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} else {
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totalShortSignals--;
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}
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return;
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}
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//
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// increase last signalled bar ...
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lastSignalledBar = countedBars;
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//
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// Calculate Can Trade or not ...
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bool allowDoTrade = allowTrade
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&& (
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hasLongSignal ?
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allowLongTrades :
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allowShortTrades
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);
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//
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// Check Balance ...
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if (initialBalance > 0) {
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//
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// Retrieve Account Balance ...
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double balance = AccountInfoDouble(ACCOUNT_BALANCE);
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double minimumBalanceForTrade = minBalancePercent * initialBalance;
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//
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// Retrieve Account Equity ...
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double equity = AccountInfoDouble(ACCOUNT_EQUITY);
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double maxAllowedEquity = balance - (balance * maxEquityPercent);
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//
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// Retrieve Free Marigin ...
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double freeMargin = AccountFreeMargin();
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double maximumMariginRisk = balance - (balance * maxEquityPercent);
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//
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if (
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//
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// Do not Open Positions if equity not passed ...
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equity < maxAllowedEquity ||
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//
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// Do not Open Positions if free margin not passed ...
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freeMargin <= maximumMariginRisk ||
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//
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// Do not open positions if balance less than minimum ...
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balance <= minimumBalanceForTrade
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) {
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//
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allowDoTrade = false;
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//
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string message = StringConcatenate(
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"Trading Pause => ",
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"Balance: ", balance,
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", Equity: ", equity,
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", FreeMargin: ", freeMargin
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);
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//
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LogMessage(message);
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SendAlert(message);
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}
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}
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//
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// Chack Maximum Open Positions ...
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int openTrades = CountOpenTrades();
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if (maxOpenTrades > 0) {
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//
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if (openTrades >= maxOpenTrades) {
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//
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allowDoTrade = false;
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//
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string message = StringConcatenate(
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"Trading Pause => ",
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"Max Open Trades (",
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maxOpenTrades,
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") reached ..."
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);
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//
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LogMessage(message);
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SendAlert(message);
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}
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}
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//
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// Retrieve Signal Verification ...
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bool isVerified = true;
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if (!isVerified) {
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//
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allowDoTrade = false;
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//
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string message = StringConcatenate(
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"Trading Pause => ",
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"Signal Verification failed ..."
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);
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//
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LogMessage(message);
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SendAlert(message);
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}
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//
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// Check Trading is Enable or not ...
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// nothing to do if trading is disabled ...
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if (!allowDoTrade) {
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//
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string message = StringConcatenate(
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"Trading Not Allowed ..."
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);
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//
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LogMessage(message);
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SendAlert(message);
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return;
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}
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//
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bool isPositionOpened = TradeSignal(
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request.signal,
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signalPrefix,
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lotsPerTradePercent,
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bullishSignalLabel,
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bullishSignalColor,
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bearishSignalLabel,
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bearishSignalColor
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);
|
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|
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//
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if (isPositionOpened) {
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//
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bool canAlert =
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alertPositions
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&& (
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hasLongSignal ?
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longPositionAlerts
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:
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shortPositionAlerts
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);
|
|
|
|
//
|
|
if (canAlert) {
|
|
//
|
|
// Alert Message ...
|
|
string message = StringConcatenate(
|
|
"Trade on Signal ID: ", request.signal.id,
|
|
", Entry: ", request.signal.entryPrice,
|
|
", TP: ", request.signal.tp
|
|
);
|
|
|
|
//
|
|
// Terminal Alert ...
|
|
if (terminalAlert) {
|
|
Alert(message);
|
|
}
|
|
|
|
//
|
|
// Push Alert ...
|
|
if (pushAlert) {
|
|
SendNotification(message);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Process All Open Positions ...
|
|
void ProcessOpenPositions() {
|
|
//
|
|
// Retrieve Account Balance ...
|
|
double balance = AccountInfoDouble(ACCOUNT_BALANCE);
|
|
double minimumBalanceForTrade = 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 (closeLongTrades) {
|
|
//
|
|
closeLongTrades = false;
|
|
|
|
//
|
|
CloseAllLongTrades();
|
|
LogMessage("Close All Long Trades ...");
|
|
}
|
|
|
|
//
|
|
if (closeShortTrades) {
|
|
//
|
|
closeShortTrades = false;
|
|
CloseAllShortTrades();
|
|
LogMessage("Close All Short Trades ...");
|
|
}
|
|
}
|
|
|
|
//
|
|
// Send Special Type of Alerts ...
|
|
void SendAlert(string message) {
|
|
//
|
|
if (!alertEvents) {
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Terminal Alert ...
|
|
if (terminalAlert) {
|
|
Alert(message);
|
|
}
|
|
|
|
//
|
|
// Push Alert ...
|
|
if (pushAlert) {
|
|
SendNotification(message);
|
|
}
|
|
}
|
|
// |