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apply some EQM Force State Handling ...

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This commit is contained in:
saherelm
2024-06-23 19:06:19 +03:30
parent 43ea4edc42
commit 03de958361
5 changed files with 4642 additions and 4544 deletions
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Classes/x-saherelm.x121.setup.xea.mq5
+177 -226
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@@ -153,16 +153,6 @@ struct XTradeInfo
lConditions = _lConditions;
hConditions = _hConditions;
//
X121SignalGenerator generator;
XSignal tSignal = _signal;
generator.GenerateSupportPivots(
tSignal,
pivots //
);
tSignal.Clean();
int pivotsCount = ArraySize(pivots);
//
allowGrid = _allowGrid;
allowRecover = _allowRecover;
@@ -412,14 +402,11 @@ struct XTradeInfo
// Supporting ...
//
double pivots[];
bool allowSupport; // Allow Support
//
void ResetSupport()
{
//
Clean(pivots);
allowSupport = false;
}
@@ -432,158 +419,6 @@ struct XTradeInfo
//
bool result = false;
//
result = IsValid();
if (!result)
{
return result;
}
//
int pivotsCount = ArraySize(pivots);
result = IsValidSize(pivotsCount);
if (!result)
{
return result;
}
//
support.Clean();
//
ENUM_POSITION_TYPE sType =
type == X_POSITION_TYPE_LONG
? POSITION_TYPE_BUY
: POSITION_TYPE_SELL;
//
bool isLong = IsLong(type);
//
ENUM_POSITION_TYPE cType = GetOpposit(sType);
double cEntry = GetEntry(
symbol,
cType //
);
//
double pivot = 0;
int pivotIndex = -1;
for (int i = 0; i < pivotsCount; i++)
{
//
double iPivot = pivots[i];
if (iPivot <= 0)
{
continue;
}
//
result =
isLong
? cEntry < entry && cEntry <= iPivot
: cEntry > entry && cEntry >= iPivot;
if (result)
{
//
pivot = iPivot;
pivotIndex = i;
break;
}
}
//
if (result)
{
//
result = support.Prepare(
symbol,
XEQMSupportToken + XINDirectionalToken,
period,
cType,
X_ORDER_MODE_MARKET,
cEntry,
volume * 2,
0,
0 //
);
if (result)
{
//
string comment = GenerateSupportTag(ticket);
support.comment = comment;
//
// Prepare Directional Support ...
XSignal mSup;
result = mSup.Prepare(
symbol,
XEQMSupportToken + XDirectionalToken,
period,
sType,
X_ORDER_MODE_STOP,
entry,
volume,
0,
0 //
);
if (result)
{
//
string comment = GenerateSupportTag(ticket);
mSup.comment = comment;
//
AddRef(
mSup,
support.supports //
);
//
result = ArrayRemove(
pivots,
pivotIndex,
1 //
);
}
}
}
//
if (!result)
{
support.Clean();
}
//
return result;
}
//
bool RemovePivot(
double pivot,
int index //
)
{
//
bool result = false;
//
result = IsValid() &&
IsValidIndex(index) &&
ArraySize(pivots) > index;
if (!result)
{
return result;
}
//
result = ArrayRemove(
pivots,
index,
1 //
);
//
return result;
}
@@ -4675,24 +4510,12 @@ private:
// EQM Functions ...
//
bool DoEQMForceClose(
double requiredProfit = 0 // Required Profit For EQM Force Hedge ...
)
// Force Close All Positions Due EQM Hedge ...
bool DoEQMForceClose()
{
//
bool result = false;
//
double hedgingProfit =
requiredProfit == 0
? mForceCloseProfit
: requiredProfit;
bool canDo = hedgingProfit > 0;
if (!canDo)
{
return result;
}
//
XPosition positions[];
int positionsCount = mTrader.GetPositions(positions);
@@ -4706,12 +4529,6 @@ private:
double profit = SpecifiedCalculatePositionsProfit(
positions //
);
result =
profit > hedgingProfit;
if (!result)
{
return result;
}
//
string comment = XEQMSupportToken + " Hedge ...";
@@ -4722,6 +4539,12 @@ private:
//
result = IsValidSize(closed);
if (result)
{
//
mTradeHandler.Sync();
EQMClearAllForceStates();
}
//
// Handle Sleeping ...
@@ -4799,24 +4622,7 @@ private:
if (!IsValidSize(positionsCount))
{
//
int setupsCount = CountSetups();
if (IsValidSize(setupsCount))
{
//
for (int i = 0; i < setupsCount; i++)
{
mSetups[i].ForceState(false);
}
}
//
// Disable Force State if there isn't any open Positions
// and it's Enabled ...
// this means Hedged positions ...
// if (ForceState())
// {
// ForceState(false);
// }
EQMClearAllForceStates();
//
return;
@@ -4910,30 +4716,156 @@ private:
}
//
// bool isForce = forceCount > 1;
// if (!ForceState() && isForce)
// {
// //
// ForceState(isForce);
// return;
// }
// else if (ForceState() && !isForce)
// {
// //
// ForceState(isForce);
// return;
// }
// //
// // Handle Force State ...
// if (!ForceState())
// {
// return;
// }
bool isForce = forceCount >= 1;
if (!isForce || !IsValidSize(setupsCount))
{
return;
}
//
// TODO ...
// Here i Can Check what to do In Force State ...
//
// Handle Hedging Based On Positions ...
double drawdown = GetDrawdownPercent();
double forceDrawdown = MaxDrawdownForce();
int positionsForce = MaxPositionsForce();
double forceCloseProfit = ForceCloseProfit();
double minRequiredProfitPerTrade = MinRequiredProfitPerTrade();
double minRequiredProfitPerVolumeFactor = MinRequiredProfitPerVolumeFactor();
//
// Try To Force Hedging ...
bool canForceHedge =
(positionsForce <= 0
? true
: positionsCount > positionsForce)
//
||
//
(forceDrawdown > 0 &&
drawdown >= forceDrawdown);
if (canForceHedge)
{
//
// Check Required Profit ...
//
double profit = SpecifiedCalculatePositionsProfit(positions);
//
// Check Force Close Profit ...
if (forceCloseProfit > 0)
{
//
canForceHedge = profit >= forceCloseProfit;
if (canForceHedge)
{
//
bool isHedged = DoEQMForceClose();
if (isHedged)
{
return;
}
}
}
//
// Calculate Required Profit ...
double requiredProfit = SpecifiedCalculateRequiredProfitForHedge(
positions,
minRequiredProfitPerTrade,
minRequiredProfitPerVolumeFactor //
);
//
canForceHedge =
requiredProfit <= 0
? profit > 0
: profit >= (requiredProfit / 2);
if (canForceHedge)
{
//
bool isHedged = DoEQMForceClose();
if (isHedged)
{
return;
}
}
//
// At Least Hedgeing ...
// Minimal Hedge ...
//
// Check Symbol Hedging ...
for (int i = 0; i < setupsCount; i++)
{
//
string iSymbol = mSetups[i].GetSymbol();
//
XPosition iSymbolPositions[];
int iSymbolPositionsCount = mTrader.GetPositions(
iSymbolPositions,
//
iSymbol,
NULL, // All Providers ...
NULL, // All Periods ...
NULL, // All Types ...
true // Filter By Magic ...
);
if (!IsValidSize(iSymbolPositionsCount))
{
continue;
}
//
double profit = SpecifiedCalculatePositionsProfit(iSymbolPositions);
//
double requiredProfit = SpecifiedCalculateRequiredProfitForHedge(
iSymbolPositions,
minRequiredProfitPerTrade,
minRequiredProfitPerVolumeFactor //
);
//
bool canHedge =
requiredProfit <= 0
? profit > 0
: profit >= requiredProfit;
if (canHedge)
{
//
string comment = XEQMSupportToken + " Hedge Symbol ...";
//
int closed = mTrader.Close(
iSymbolPositions,
comment //
);
//
if (closed == iSymbolPositionsCount)
{
//
mSetups[i].ForceState(false);
//
string message = XEQMSupportToken + " Hedge Symbol (" + iSymbol + "): " + ToString(profit);
Alert(message);
}
}
}
return;
}
//
// Implement Other Senarios ...
//
}
//
@@ -4954,13 +4886,15 @@ private:
//
int setupIDX = FindSetupIndex(signal.symbol);
if (!IsValidIndex(setupIDX)) {
if (!IsValidIndex(setupIDX))
{
return;
}
//
bool isForce = mSetups[setupIDX].ForceState();
if (!isForce) {
if (!isForce)
{
return;
}
@@ -5120,6 +5054,23 @@ private:
}
}
//
void EQMClearAllForceStates()
{
//
int setupsCount = CountSetups();
if (!IsValidSize(setupsCount))
{
return;
}
//
for (int i = 0; i < setupsCount; i++)
{
mSetups[i].ForceState(false);
}
}
//
};