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@@ -78,6 +78,860 @@ string ToString(ENUM_XCATBEA_TRADE_FINALIZATION value)
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return result;
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}
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//
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// Position Selecting ...
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enum ENUM_XCATBEA_POSITION_SELECT_TYPES
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{
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XCATBEA_POSITION_SELECT_NONE = 0, // None
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XCATBEA_POSITION_SELECT_ALL = 1, // All
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XCATBEA_POSITION_SELECT_IN_PROFITS = 2, // In Profit Positions
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XCATBEA_POSITION_SELECT_IN_DRAWDOWNS = 3, // In Drawdown Positions
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XCATBEA_POSITION_SELECT_OLDEST = 4, // Oldest Position
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XCATBEA_POSITION_SELECT_YOUNGEST = 5, // Youngest Position
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XCATBEA_POSITION_SELECT_IN_PROFITS_OLDEST = 6, // In Profit Positions Oldest one
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XCATBEA_POSITION_SELECT_IN_PROFITS_YOUNGEST = 7, // In Profit Positions Youngest one
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XCATBEA_POSITION_SELECT_IN_PROFITS_MIN = 8, // Minimum Profitable Position
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XCATBEA_POSITION_SELECT_IN_PROFITS_MAX = 9, // Maximum Profitable Position
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XCATBEA_POSITION_SELECT_IN_DRAWDOWN_OLDEST = 10, // In Drawdown Positions Oldest one
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XCATBEA_POSITION_SELECT_IN_DRAWDOWN_YOUNGEST = 11, // In Drawdown Positions Youngest one
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XCATBEA_POSITION_SELECT_IN_DRAWDOWN_MIN = 12, // Minimum in Drawdown Position
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XCATBEA_POSITION_SELECT_IN_DRAWDOWN_MAX = 13, // Maximum in Drawdown Position
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XCATBEA_POSITION_SELECT_SAMES = 14, // Same Type Positions
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XCATBEA_POSITION_SELECT_SAMES_OLDEST = 15, // Same Type Positions Oldest one
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XCATBEA_POSITION_SELECT_SAMES_YOUNGEST = 16, // Same Type Positions Youngest one
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XCATBEA_POSITION_SELECT_OPPOSITS = 17, // Opposit Type Positions
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XCATBEA_POSITION_SELECT_OPPOSIT_OLDEST = 18, // Opposit Type Positions Oldest one
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XCATBEA_POSITION_SELECT_OPPOSIT_YOUNGEST = 19, // Opposit Type Positions Youngest one
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XCATBEA_POSITION_SELECT_SAME_IN_PROFITS = 20, // Same Type In Profit Positions
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XCATBEA_POSITION_SELECT_SAME_IN_PROFITS_OLDEST = 21, // Same Type In Profit Positions Oldest one
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XCATBEA_POSITION_SELECT_SAME_IN_PROFITS_YOUNGEST = 22, // Same Type In Profit Positions Youngest one
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XCATBEA_POSITION_SELECT_SAME_IN_PROFITS_MIN = 23, // Minimum Profitable of Same Type Positions
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XCATBEA_POSITION_SELECT_SAME_IN_PROFITS_MAX = 24, // Maximum Profitable of Same Type Positions
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XCATBEA_POSITION_SELECT_OPPOSIT_IN_PROFITS = 25, // Opposit Type In Profit Positions
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XCATBEA_POSITION_SELECT_OPPOSIT_IN_PROFITS_OLDEST = 26, // Opposit Type In Profit Positions Oldest one
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XCATBEA_POSITION_SELECT_OPPOSIT_IN_PROFITS_YOUNGEST = 27, // Opposit Type In Profit Positions Youngest one
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XCATBEA_POSITION_SELECT_OPPOSIT_IN_PROFITS_MIN = 28, // Minimum Profitable of Opposit Type Positions
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XCATBEA_POSITION_SELECT_OPPOSIT_IN_PROFITS_MAX = 29, // Maximum Profitable of Opposit Type Positions
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XCATBEA_POSITION_SELECT_SAME_IN_DRAWDOWNS = 30, // Same Type In Deawdown Positions
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XCATBEA_POSITION_SELECT_SAME_IN_DRAWDOWN_OLDEST = 31, // Same Type In Deawdown Positions Oldest one
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XCATBEA_POSITION_SELECT_SAME_IN_DRAWDOWN_YOUNGEST = 32, // Same Type In Deawdown Positions Youngest one
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XCATBEA_POSITION_SELECT_SAME_IN_DRAWDOWN_MIN = 33, // Minimum In Drawdown of Same Type Positions
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XCATBEA_POSITION_SELECT_SAME_IN_DRAWDOWN_MAX = 34, // Maximum In Drawdown of Same Type Positions
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XCATBEA_POSITION_SELECT_OPPOSITS_IN_DRAWDOWNS = 35, // Opposit Type In Deawdown Positions
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XCATBEA_POSITION_SELECT_OPPOSITS_IN_DRAWDOWN_OLDEST = 36, // Opposit Type In Deawdown Positions Oldest one
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XCATBEA_POSITION_SELECT_OPPOSITS_IN_DRAWDOWN_YOUNGEST = 37, // Opposit Type In Deawdown Positions Youngest one
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XCATBEA_POSITION_SELECT_OPPOSITS_IN_DRAWDOWN_MIN = 38, // Minimum In Drawdown of Opposit Type Positions
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XCATBEA_POSITION_SELECT_OPPOSITS_IN_DRAWDOWN_MAX = 39, // Maximum In Drawdown of Opposit Type Positions
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};
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//
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bool IsValid(ENUM_XCATBEA_POSITION_SELECT_TYPES value)
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{
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return value != XCATBEA_POSITION_SELECT_NONE;
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}
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//
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string ToString(ENUM_XCATBEA_POSITION_SELECT_TYPES value)
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{
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return EnumToString(value);
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}
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/**
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* Select Specified Position's Related Position(s)
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* for Protecting ...
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*
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* @param selecteds: XPosition instance reference Collection, for Holding Selected Positions ...
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* @param positions: XPosition instance reference Collection, All available source Positions ...
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* @param forType: ENUM_X_POSITION_TYPES member, Spcified Position Type to Select for it ...
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* @param selectType: ENUM_XCATBEA_POSITION_SELECT_TYPES member, Specified Positions Selecting Senario ...
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*
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* @return ( bool )
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*/
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bool SelectPosition(
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XPosition &selecteds[],
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XPosition &positions[],
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ENUM_X_POSITION_TYPES forType,
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ENUM_XCATBEA_POSITION_SELECT_TYPES selectType //
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)
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{
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//
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bool result = false;
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//
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// Normalize Args ...
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Clean(selecteds);
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//
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// Validate Args ...
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result =
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IsValid(forType) &&
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HasChild(positions) &&
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IsValid(selectType);
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if (!result)
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{
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return result;
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}
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//
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// Extract Separate Type of Positions ...
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//
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int idx = -1;
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bool has = false;
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XPosition iPosition;
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//
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bool isLong = IsLong(forType);
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bool isShort = IsShort(forType);
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int count = ArraySize(positions);
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//
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XPosition samePositions[];
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XPosition oppositPositions[];
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XPosition inProfitPositions[];
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XPosition inDrawdownPositions[];
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XPosition sameInProfitPositions[];
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XPosition sameInDrawdownPositions[];
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XPosition oppositInProfitPositions[];
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XPosition oppositInDrawdownPositions[];
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//
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for (int i = 0; i < count; i++)
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{
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//
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// Select Indexed Position ...
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iPosition = positions[i];
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//
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bool isIPosLong = IsLong(iPosition.type);
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bool isIPosShort = IsShort(iPosition.type);
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//
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// Select if Same Type ...
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bool isSame =
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(isLong && isIPosLong) ||
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(isShort && isIPosShort);
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if (isSame)
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{
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//
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AddRef(
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iPosition,
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samePositions //
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);
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}
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//
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// Select if Opposit Type ...
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bool isOpposit =
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(isLong && isIPosShort) ||
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(isShort && isIPosLong);
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if (isOpposit)
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{
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//
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AddRef(
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iPosition,
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oppositPositions //
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);
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}
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//
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iPosition.Clean();
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}
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//
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// Filling Other Requirement Collections ...
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//
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ExtractInProfitPositions(
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positions,
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inProfitPositions //
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);
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//
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ExtractInProfitPositions(
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samePositions,
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sameInProfitPositions //
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);
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//
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ExtractInProfitPositions(
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oppositPositions,
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oppositInProfitPositions //
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);
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//
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ExtractInDrawdownPositions(
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positions,
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inDrawdownPositions //
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);
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//
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ExtractInDrawdownPositions(
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samePositions,
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sameInDrawdownPositions //
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);
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//
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ExtractInDrawdownPositions(
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oppositPositions,
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oppositInDrawdownPositions //
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);
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//
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// Implement Selection Senario ...
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switch (selectType)
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{
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//
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case XCATBEA_POSITION_SELECT_ALL:
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//
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Copy(
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positions,
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selecteds //
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);
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break;
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//
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case XCATBEA_POSITION_SELECT_IN_PROFITS:
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//
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Copy(
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inProfitPositions,
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selecteds //
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);
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break;
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//
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case XCATBEA_POSITION_SELECT_IN_DRAWDOWNS:
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//
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Copy(
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inDrawdownPositions,
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selecteds //
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);
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break;
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//
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case XCATBEA_POSITION_SELECT_OLDEST:
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//
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GetOldest(
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iPosition,
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positions //
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);
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if (iPosition.IsValid())
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{
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//
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AddRef(
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iPosition,
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selecteds //
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);
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}
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iPosition.Clean();
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break;
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//
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case XCATBEA_POSITION_SELECT_YOUNGEST:
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//
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GetYoungest(
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iPosition,
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positions //
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);
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if (iPosition.IsValid())
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{
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//
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AddRef(
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iPosition,
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selecteds //
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);
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}
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iPosition.Clean();
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break;
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//
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case XCATBEA_POSITION_SELECT_IN_PROFITS_OLDEST:
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//
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GetOldest(
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iPosition,
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inProfitPositions //
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);
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if (iPosition.IsValid())
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{
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//
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AddRef(
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iPosition,
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selecteds //
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);
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}
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iPosition.Clean();
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break;
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//
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case XCATBEA_POSITION_SELECT_IN_PROFITS_YOUNGEST:
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//
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GetYoungest(
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iPosition,
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inProfitPositions //
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);
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if (iPosition.IsValid())
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{
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//
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AddRef(
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iPosition,
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selecteds //
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);
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}
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iPosition.Clean();
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break;
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//
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case XCATBEA_POSITION_SELECT_IN_PROFITS_MIN:
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//
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idx = FindMinProfitIndex(inProfitPositions);
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if (IsValidIndex(idx))
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{
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//
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iPosition = inProfitPositions[idx];
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//
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AddRef(
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iPosition,
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selecteds //
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);
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}
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iPosition.Clean();
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break;
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//
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case XCATBEA_POSITION_SELECT_IN_PROFITS_MAX:
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//
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idx = FindMaxProfitIndex(inProfitPositions);
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if (IsValidIndex(idx))
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{
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//
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iPosition = inProfitPositions[idx];
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//
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AddRef(
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iPosition,
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selecteds //
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);
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}
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iPosition.Clean();
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break;
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//
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case XCATBEA_POSITION_SELECT_IN_DRAWDOWN_OLDEST:
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//
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GetOldest(
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iPosition,
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inDrawdownPositions //
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);
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if (iPosition.IsValid())
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{
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//
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AddRef(
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iPosition,
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selecteds //
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);
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}
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iPosition.Clean();
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break;
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//
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case XCATBEA_POSITION_SELECT_IN_DRAWDOWN_YOUNGEST:
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//
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GetYoungest(
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iPosition,
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inDrawdownPositions //
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);
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if (iPosition.IsValid())
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{
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//
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AddRef(
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iPosition,
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selecteds //
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);
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}
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iPosition.Clean();
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break;
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//
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case XCATBEA_POSITION_SELECT_IN_DRAWDOWN_MIN:
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//
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idx = FindMinDrawdownIndex(inDrawdownPositions);
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if (IsValidIndex(idx))
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{
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//
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iPosition = inDrawdownPositions[idx];
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//
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AddRef(
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iPosition,
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selecteds //
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);
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}
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iPosition.Clean();
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break;
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//
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case XCATBEA_POSITION_SELECT_IN_DRAWDOWN_MAX:
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//
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idx = FindMaxDrawdownIndex(inDrawdownPositions);
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if (IsValidIndex(idx))
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{
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//
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iPosition = inDrawdownPositions[idx];
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//
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AddRef(
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iPosition,
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selecteds //
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);
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}
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iPosition.Clean();
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break;
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//
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case XCATBEA_POSITION_SELECT_SAMES:
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//
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Copy(
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samePositions,
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selecteds //
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);
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break;
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//
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case XCATBEA_POSITION_SELECT_SAMES_OLDEST:
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//
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GetOldest(
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iPosition,
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samePositions //
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);
|
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if (iPosition.IsValid())
|
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{
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//
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AddRef(
|
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iPosition,
|
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selecteds //
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);
|
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}
|
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iPosition.Clean();
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break;
|
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|
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//
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case XCATBEA_POSITION_SELECT_SAMES_YOUNGEST:
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//
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GetYoungest(
|
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iPosition,
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samePositions //
|
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);
|
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if (iPosition.IsValid())
|
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{
|
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//
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AddRef(
|
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iPosition,
|
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selecteds //
|
||||
);
|
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}
|
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iPosition.Clean();
|
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break;
|
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|
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//
|
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case XCATBEA_POSITION_SELECT_OPPOSITS:
|
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//
|
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Copy(
|
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oppositPositions,
|
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selecteds //
|
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);
|
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break;
|
||||
|
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//
|
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case XCATBEA_POSITION_SELECT_OPPOSIT_OLDEST:
|
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//
|
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GetOldest(
|
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iPosition,
|
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oppositPositions //
|
||||
);
|
||||
if (iPosition.IsValid())
|
||||
{
|
||||
//
|
||||
AddRef(
|
||||
iPosition,
|
||||
selecteds //
|
||||
);
|
||||
}
|
||||
iPosition.Clean();
|
||||
break;
|
||||
|
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//
|
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case XCATBEA_POSITION_SELECT_OPPOSIT_YOUNGEST:
|
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//
|
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GetYoungest(
|
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iPosition,
|
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oppositPositions //
|
||||
);
|
||||
if (iPosition.IsValid())
|
||||
{
|
||||
//
|
||||
AddRef(
|
||||
iPosition,
|
||||
selecteds //
|
||||
);
|
||||
}
|
||||
iPosition.Clean();
|
||||
break;
|
||||
|
||||
//
|
||||
case XCATBEA_POSITION_SELECT_SAME_IN_PROFITS:
|
||||
//
|
||||
Copy(
|
||||
sameInProfitPositions,
|
||||
selecteds //
|
||||
);
|
||||
break;
|
||||
|
||||
//
|
||||
case XCATBEA_POSITION_SELECT_SAME_IN_PROFITS_OLDEST:
|
||||
//
|
||||
GetOldest(
|
||||
iPosition,
|
||||
sameInProfitPositions //
|
||||
);
|
||||
if (iPosition.IsValid())
|
||||
{
|
||||
//
|
||||
AddRef(
|
||||
iPosition,
|
||||
selecteds //
|
||||
);
|
||||
}
|
||||
iPosition.Clean();
|
||||
break;
|
||||
|
||||
//
|
||||
case XCATBEA_POSITION_SELECT_SAME_IN_PROFITS_YOUNGEST:
|
||||
//
|
||||
GetYoungest(
|
||||
iPosition,
|
||||
sameInProfitPositions //
|
||||
);
|
||||
if (iPosition.IsValid())
|
||||
{
|
||||
//
|
||||
AddRef(
|
||||
iPosition,
|
||||
selecteds //
|
||||
);
|
||||
}
|
||||
iPosition.Clean();
|
||||
break;
|
||||
|
||||
//
|
||||
case XCATBEA_POSITION_SELECT_SAME_IN_PROFITS_MIN:
|
||||
//
|
||||
idx = FindMinProfitIndex(sameInProfitPositions);
|
||||
if (IsValidIndex(idx))
|
||||
{
|
||||
//
|
||||
iPosition = sameInProfitPositions[idx];
|
||||
|
||||
//
|
||||
AddRef(
|
||||
iPosition,
|
||||
selecteds //
|
||||
);
|
||||
}
|
||||
iPosition.Clean();
|
||||
break;
|
||||
|
||||
//
|
||||
case XCATBEA_POSITION_SELECT_SAME_IN_PROFITS_MAX:
|
||||
//
|
||||
idx = FindMaxProfitIndex(sameInProfitPositions);
|
||||
if (IsValidIndex(idx))
|
||||
{
|
||||
//
|
||||
iPosition = sameInProfitPositions[idx];
|
||||
|
||||
//
|
||||
AddRef(
|
||||
iPosition,
|
||||
selecteds //
|
||||
);
|
||||
}
|
||||
iPosition.Clean();
|
||||
break;
|
||||
|
||||
//
|
||||
case XCATBEA_POSITION_SELECT_OPPOSIT_IN_PROFITS:
|
||||
//
|
||||
Copy(
|
||||
oppositInProfitPositions,
|
||||
selecteds //
|
||||
);
|
||||
break;
|
||||
|
||||
//
|
||||
case XCATBEA_POSITION_SELECT_OPPOSIT_IN_PROFITS_OLDEST:
|
||||
//
|
||||
GetOldest(
|
||||
iPosition,
|
||||
oppositInProfitPositions //
|
||||
);
|
||||
if (iPosition.IsValid())
|
||||
{
|
||||
//
|
||||
AddRef(
|
||||
iPosition,
|
||||
selecteds //
|
||||
);
|
||||
}
|
||||
iPosition.Clean();
|
||||
break;
|
||||
|
||||
//
|
||||
case XCATBEA_POSITION_SELECT_OPPOSIT_IN_PROFITS_YOUNGEST:
|
||||
//
|
||||
GetYoungest(
|
||||
iPosition,
|
||||
oppositInProfitPositions //
|
||||
);
|
||||
if (iPosition.IsValid())
|
||||
{
|
||||
//
|
||||
AddRef(
|
||||
iPosition,
|
||||
selecteds //
|
||||
);
|
||||
}
|
||||
iPosition.Clean();
|
||||
break;
|
||||
|
||||
//
|
||||
case XCATBEA_POSITION_SELECT_OPPOSIT_IN_PROFITS_MIN:
|
||||
//
|
||||
idx = FindMinProfitIndex(oppositInProfitPositions);
|
||||
if (IsValidIndex(idx))
|
||||
{
|
||||
//
|
||||
iPosition = oppositInProfitPositions[idx];
|
||||
|
||||
//
|
||||
AddRef(
|
||||
iPosition,
|
||||
selecteds //
|
||||
);
|
||||
}
|
||||
iPosition.Clean();
|
||||
break;
|
||||
|
||||
//
|
||||
case XCATBEA_POSITION_SELECT_OPPOSIT_IN_PROFITS_MAX:
|
||||
//
|
||||
idx = FindMaxProfitIndex(oppositInProfitPositions);
|
||||
if (IsValidIndex(idx))
|
||||
{
|
||||
//
|
||||
iPosition = oppositInProfitPositions[idx];
|
||||
|
||||
//
|
||||
AddRef(
|
||||
iPosition,
|
||||
selecteds //
|
||||
);
|
||||
}
|
||||
iPosition.Clean();
|
||||
break;
|
||||
|
||||
//
|
||||
case XCATBEA_POSITION_SELECT_SAME_IN_DRAWDOWNS:
|
||||
//
|
||||
Copy(
|
||||
sameInDrawdownPositions,
|
||||
selecteds //
|
||||
);
|
||||
break;
|
||||
|
||||
//
|
||||
case XCATBEA_POSITION_SELECT_SAME_IN_DRAWDOWN_OLDEST:
|
||||
//
|
||||
GetOldest(
|
||||
iPosition,
|
||||
sameInDrawdownPositions //
|
||||
);
|
||||
if (iPosition.IsValid())
|
||||
{
|
||||
//
|
||||
AddRef(
|
||||
iPosition,
|
||||
selecteds //
|
||||
);
|
||||
}
|
||||
iPosition.Clean();
|
||||
break;
|
||||
|
||||
//
|
||||
case XCATBEA_POSITION_SELECT_SAME_IN_DRAWDOWN_YOUNGEST:
|
||||
//
|
||||
GetYoungest(
|
||||
iPosition,
|
||||
sameInDrawdownPositions //
|
||||
);
|
||||
if (iPosition.IsValid())
|
||||
{
|
||||
//
|
||||
AddRef(
|
||||
iPosition,
|
||||
selecteds //
|
||||
);
|
||||
}
|
||||
iPosition.Clean();
|
||||
break;
|
||||
|
||||
//
|
||||
case XCATBEA_POSITION_SELECT_SAME_IN_DRAWDOWN_MIN:
|
||||
//
|
||||
idx = FindMinDrawdownIndex(sameInDrawdownPositions);
|
||||
if (IsValidIndex(idx))
|
||||
{
|
||||
//
|
||||
iPosition = sameInDrawdownPositions[idx];
|
||||
|
||||
//
|
||||
AddRef(
|
||||
iPosition,
|
||||
selecteds //
|
||||
);
|
||||
}
|
||||
iPosition.Clean();
|
||||
break;
|
||||
|
||||
//
|
||||
case XCATBEA_POSITION_SELECT_SAME_IN_DRAWDOWN_MAX:
|
||||
//
|
||||
idx = FindMaxDrawdownIndex(sameInDrawdownPositions);
|
||||
if (IsValidIndex(idx))
|
||||
{
|
||||
//
|
||||
iPosition = sameInDrawdownPositions[idx];
|
||||
|
||||
//
|
||||
AddRef(
|
||||
iPosition,
|
||||
selecteds //
|
||||
);
|
||||
}
|
||||
iPosition.Clean();
|
||||
break;
|
||||
|
||||
//
|
||||
case XCATBEA_POSITION_SELECT_OPPOSITS_IN_DRAWDOWNS:
|
||||
//
|
||||
Copy(
|
||||
oppositInDrawdownPositions,
|
||||
selecteds //
|
||||
);
|
||||
break;
|
||||
|
||||
//
|
||||
case XCATBEA_POSITION_SELECT_OPPOSITS_IN_DRAWDOWN_OLDEST:
|
||||
//
|
||||
GetOldest(
|
||||
iPosition,
|
||||
oppositInDrawdownPositions //
|
||||
);
|
||||
if (iPosition.IsValid())
|
||||
{
|
||||
//
|
||||
AddRef(
|
||||
iPosition,
|
||||
selecteds //
|
||||
);
|
||||
}
|
||||
iPosition.Clean();
|
||||
break;
|
||||
|
||||
//
|
||||
case XCATBEA_POSITION_SELECT_OPPOSITS_IN_DRAWDOWN_YOUNGEST:
|
||||
//
|
||||
GetYoungest(
|
||||
iPosition,
|
||||
oppositInDrawdownPositions //
|
||||
);
|
||||
if (iPosition.IsValid())
|
||||
{
|
||||
//
|
||||
AddRef(
|
||||
iPosition,
|
||||
selecteds //
|
||||
);
|
||||
}
|
||||
iPosition.Clean();
|
||||
break;
|
||||
|
||||
//
|
||||
case XCATBEA_POSITION_SELECT_OPPOSITS_IN_DRAWDOWN_MIN:
|
||||
//
|
||||
idx = FindMinDrawdownIndex(oppositInDrawdownPositions);
|
||||
if (IsValidIndex(idx))
|
||||
{
|
||||
//
|
||||
iPosition = oppositInDrawdownPositions[idx];
|
||||
|
||||
//
|
||||
AddRef(
|
||||
iPosition,
|
||||
selecteds //
|
||||
);
|
||||
}
|
||||
iPosition.Clean();
|
||||
break;
|
||||
|
||||
//
|
||||
case XCATBEA_POSITION_SELECT_OPPOSITS_IN_DRAWDOWN_MAX:
|
||||
//
|
||||
idx = FindMaxDrawdownIndex(oppositInDrawdownPositions);
|
||||
if (IsValidIndex(idx))
|
||||
{
|
||||
//
|
||||
iPosition = oppositInDrawdownPositions[idx];
|
||||
|
||||
//
|
||||
AddRef(
|
||||
iPosition,
|
||||
selecteds //
|
||||
);
|
||||
}
|
||||
iPosition.Clean();
|
||||
break;
|
||||
|
||||
//
|
||||
}
|
||||
|
||||
//
|
||||
// Validate Result ...
|
||||
result = HasChild(selecteds);
|
||||
|
||||
//
|
||||
// Cleanup Resources ...
|
||||
|
||||
//
|
||||
if (!result)
|
||||
{
|
||||
Clean(selecteds);
|
||||
}
|
||||
|
||||
//
|
||||
Clean(samePositions);
|
||||
Clean(oppositPositions);
|
||||
Clean(inProfitPositions);
|
||||
Clean(inDrawdownPositions);
|
||||
Clean(sameInProfitPositions);
|
||||
Clean(sameInDrawdownPositions);
|
||||
Clean(oppositInProfitPositions);
|
||||
Clean(oppositInDrawdownPositions);
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
struct XCATBEASymbolInfo
|
||||
{
|
||||
|
||||
Reference in New Issue
Block a user