791 lines
18 KiB
Plaintext
791 lines
18 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center XST Strategy Expert Advisor
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// ---------------------------------------------
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// saherelm implementation of strategy expert advisor ...
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// in this EA, we try to combine multiple tools, to ashive best
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// results ...
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//
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// ShortName: XST
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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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// +989121694056
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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 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"; // 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 = false; // Allow Short Trades
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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 = 1.5; // Risk to Reward Ratio
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// input double maxTPMultiplier = 1000; // Max Allowed TP
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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 = 0.00001; // Lots Per Trade Percent
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input int maxOpenTrades = 4; // Maximum Open Trade
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input double maxDrawdownPercentPerPTrade = 0.05; // 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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input int closeAllOpenTradesAfterCandle = 408; // Close All Open Trades After Passed Candles
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input bool closeAllInProfitOpenTradesWhenMaxOpenTradesReached = false; // Close All In Profit Open Trades When Max Open Trades Reached and New Signal Income
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//
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// Indicators ...
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//
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// CCI Inputs ...
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input double step = 0.01; // SAR Step
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input double maximum = 0.1; // SAR Maximum
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//
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// XMA Inputs ...
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//
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input int shortCycleFastMultiplier = 2; // Short Cycle Fast Multiplier
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input int shortCycleSlowMultiplier = 4; // Short Cycle Slow Multiplier
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input int mediumCycleFastMultiplier = 6; // Medium Cycle Fast Multiplier
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input int mediumCycleSlowMultiplier = 12; // Medium Cycle Slow Multiplier
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input int longCycleFastMultiplier = 36; // Long Cycle Fast Multiplier
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input int longCycleSlowMultiplier = 72; // Long Cycle Slow Multiplier
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//
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// SHPD Indicator ...
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input double sharpDetectMultiplier = 800; // Sharp Detect Multiplier
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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 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.signal.lib.mq4"
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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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// MARKET ...
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marketLength < 0
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|| riskToRewardRatio < 0
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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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// START Define Array Series ...
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//
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//
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// END Define Array Series ...
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//
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//
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// here we specify logging enabled or not ...
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enableLogging = true;
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//
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// this is a Tag which attached to our Logger ...
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logTag = "XST";
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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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ClearSignalConditions();
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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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isNewDay = IsNewDay();
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if (isNewDay) {
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//
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LogMessage(
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StringConcatenate(
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"New Day: ", TimeCurrent()
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)
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);
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}
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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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// Checking State for Signal Handling ...
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CheckState();
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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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//
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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 for enable or disable
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// Signal Handlers and also make dection to close all long/short
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// trades ...
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// //
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// closeLongTrades = xCloseLongTrades;
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// waitForLongSignals = xWaitForLongSignals;
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// //
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// closeShortTrades = xCloseShortTrades;
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// waitForShortSignals = xWaitForShortSignals;
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// //
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// xCloseLongTrades = false;
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// xCloseShortTrades = false;
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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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XSignalRequest request = {};
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request.type = X_SIGNAL_NONE;
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request.hasSignal = false;
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//
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// Prevent Multiple Calculating on Same Bars ...
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isNewBar = IsNewBar();
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if (isNewBar) {
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countedBars++;
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}
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//
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if (countedBars < longCycleSlowMultiplier * marketLength) {
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return;
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}
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//
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bool allowDoTrade = true;
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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 =
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balance > initialBalance
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?
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minBalancePercent * balance
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:
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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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// Retrieve Signal Exists ...
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request = GenerateSignal(0);
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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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!allowDoTrade ||
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!request.hasSignal ||
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request.type == X_SIGNAL_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_SIGNAL_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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//
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// Clear Signal Conditions ...
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if (hasLongSignal) {
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ClearLongSignalConditions();
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} else {
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ClearShortSignalConditions();
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}
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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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bool isInLastSignalledBars = false;
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for (int i=0; i < marketLength; i++) {
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//
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isInLastSignalledBars =
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isInLastSignalledBars
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|| lastSignalledBar == countedBars - i
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;
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}
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if (isInLastSignalledBars) {
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//
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// Clear Signal Conditions ...
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if (hasLongSignal) {
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ClearLongSignalConditions();
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} else {
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ClearShortSignalConditions();
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}
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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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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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// 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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if (closeAllInProfitOpenTradesWhenMaxOpenTradesReached) {
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//
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// Close All In Profit Trades ...
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bool hasClosedInProfitTrade = CloseAllInProfitTrades();
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if (hasClosedInProfitTrade) {
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//
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openTrades = CountOpenTrades();
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//
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allowDoTrade = !(openTrades >= maxOpenTrades);
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}
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}
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//
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if (!allowDoTrade) {
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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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//
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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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// Clear Signal Conditions ...
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if (hasLongSignal) {
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ClearLongSignalConditions();
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} else {
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ClearShortSignalConditions();
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}
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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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//
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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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totalSignals++;
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if (hasLongSignal) {
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//
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totalLongSignals++;
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ClearLongSignalConditions();
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} else {
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//
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totalShortSignals++;
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ClearShortSignalConditions();
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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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);
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//
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if (canAlert) {
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//
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// Alert Message ...
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string message = StringConcatenate(
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"Trade on Signal ID: ", request.signal.id,
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", Entry: ", request.signal.entry,
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", TP: ", request.signal.tp
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);
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//
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// Terminal Alert ...
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if (terminalAlert) {
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Alert(message);
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}
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//
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// Push Alert ...
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if (pushAlert) {
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SendNotification(message);
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}
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}
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}
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}
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//
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// Process All Open Positions ...
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void ProcessOpenPositions() {
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//
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// this comes from check state ...
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if (closeLongTrades) {
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//
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closeLongTrades = false;
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//
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bool isAllLongTradesClosed = CloseAllLongTrades();
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if (isAllLongTradesClosed) {
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}
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}
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//
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// this comes from check state ...
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if (closeShortTrades) {
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//
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closeShortTrades = false;
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//
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bool isAllShortTradesClosed = CloseAllShortTrades();
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if (isAllShortTradesClosed) {
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}
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}
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//
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// Close All XXX Provided Signals on it's Specific Condition ...
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if (xCloseLongTrades) {
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//
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CloseAllProviderLongTrades(X_XXX_PROVIDER);
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//
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xCloseLongTrades = false;
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}
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//
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bool hasClosedLongTimeTrade = CloseAllLongTimeTrades(
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closeAllOpenTradesAfterCandle
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);
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//
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// Close Maximum DrawDown Passed Trades ...
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bool hasClosedInDrawDownLongTrade = CloseAllMaximumDrawDownPassedTrades(
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maxDrawdownPercentPerPTrade
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);
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//
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if (
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hasClosedLongTimeTrade
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|| hasClosedInDrawDownLongTrade
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) {
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//
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// waitForLongSignals = false;
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}
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}
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//
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// Send Special Type of Alerts ...
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void SendAlert(string message) {
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//
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if (!alertEvents) {
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return;
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}
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//
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// Terminal Alert ...
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if (terminalAlert) {
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Alert(message);
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}
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//
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// Push Alert ...
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if (pushAlert) {
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SendNotification(message);
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}
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}
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//
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// END Functions ...
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//
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|
//
|
|
//
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|
// Calculate Signal ...
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|
// in this function we calculate a signal exists in
|
|
// specific bar or not ...
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|
XSignalRequest GenerateSignal(
|
|
const int bar_index // Bar Index ...
|
|
) {
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|
//
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|
// create temp result ...
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|
XSignalRequest result = {};
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|
result.hasSignal = false;
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|
result.type = X_SIGNAL_NONE;
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|
result.provider = X_UNKNOWN_PROVIDER;
|
|
|
|
//
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|
bool hasSignal = false;
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|
bool hasLongSignal = false;
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|
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,
|
|
//
|
|
shortCycleFastMultiplier,
|
|
shortCycleSlowMultiplier,
|
|
mediumCycleFastMultiplier,
|
|
mediumCycleSlowMultiplier,
|
|
longCycleFastMultiplier,
|
|
longCycleSlowMultiplier
|
|
);
|
|
|
|
//
|
|
index++;
|
|
}
|
|
|
|
//
|
|
CheckXLongSignalConditions(
|
|
bar_index,
|
|
marketLength,
|
|
states
|
|
);
|
|
|
|
//
|
|
CheckXShortSignalConditions(
|
|
bar_index,
|
|
marketLength,
|
|
states
|
|
);
|
|
|
|
//
|
|
XSignalRequest xLongSignalRequest = GenerateXSignal(
|
|
X_SIGNAL_LONG,
|
|
bar_index,
|
|
marketLength,
|
|
riskToRewardRatio,
|
|
states
|
|
);
|
|
|
|
//
|
|
XSignalRequest xShortSignalRequest = GenerateXSignal(
|
|
X_SIGNAL_SHORT,
|
|
bar_index,
|
|
marketLength,
|
|
riskToRewardRatio,
|
|
states
|
|
);
|
|
|
|
//
|
|
if (xLongSignalRequest.hasSignal) {
|
|
//
|
|
// Here we can Check and Filter Signals Based On State ...
|
|
bool isReady = IsReadyForXSignals(
|
|
xLongSignalRequest.signal,
|
|
states,
|
|
marketLength
|
|
);
|
|
|
|
//
|
|
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
|
|
);
|
|
|
|
//
|
|
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;
|
|
}
|