implement all props ...

This commit is contained in:
2024-12-25 00:11:25 +03:30
parent b5021a80d7
commit 0a4859982b
4 changed files with 981 additions and 360 deletions
+28
View File
@@ -79,7 +79,9 @@ class XCBaseExpert : public XCBaseAlert
*/
void MagicNumber(long value)
{
//
mMagicNumber = value;
InitEA();
}
/**
@@ -99,7 +101,9 @@ class XCBaseExpert : public XCBaseAlert
*/
void Slippage(int value)
{
//
mSlippage = value;
InitEA();
}
/**
@@ -119,7 +123,9 @@ class XCBaseExpert : public XCBaseAlert
*/
void TagPrefix(string value)
{
//
mTagPrefix = value;
InitEA();
}
//
@@ -142,7 +148,9 @@ class XCBaseExpert : public XCBaseAlert
*/
void SetPeriod(ENUM_TIMEFRAMES value)
{
//
mPeriod = value;
InitEA();
}
/**
@@ -162,7 +170,9 @@ class XCBaseExpert : public XCBaseAlert
*/
void SetSymbol(string value)
{
//
mSymbol = value;
InitEA();
}
/**
@@ -182,7 +192,9 @@ class XCBaseExpert : public XCBaseAlert
*/
void MultiSymbol(bool value)
{
//
mMultiSymbol = value;
InitEA();
}
/**
@@ -202,7 +214,9 @@ class XCBaseExpert : public XCBaseAlert
*/
void Symbols(string value)
{
//
mSymbols = value;
InitEA();
}
//
@@ -225,7 +239,9 @@ class XCBaseExpert : public XCBaseAlert
*/
void Disabled(bool value)
{
//
mDisabled = value;
InitEA();
}
/**
@@ -245,7 +261,9 @@ class XCBaseExpert : public XCBaseAlert
*/
void AllowLong(bool value)
{
//
mAllowLong = value;
InitEA();
}
/**
@@ -265,7 +283,9 @@ class XCBaseExpert : public XCBaseAlert
*/
void AllowShort(bool value)
{
//
mAllowShort = value;
InitEA();
}
//
@@ -288,7 +308,9 @@ class XCBaseExpert : public XCBaseAlert
*/
void ReportNewMonths(bool value)
{
//
mReportNewMonths = value;
InitEA();
}
/**
@@ -308,7 +330,9 @@ class XCBaseExpert : public XCBaseAlert
*/
void ReportNewWeeks(bool value)
{
//
mReportNewWeeks = value;
InitEA();
}
/**
@@ -328,7 +352,9 @@ class XCBaseExpert : public XCBaseAlert
*/
void ReportNewDays(bool value)
{
//
mReportNewDays = value;
InitEA();
}
/**
@@ -348,7 +374,9 @@ class XCBaseExpert : public XCBaseAlert
*/
void ReportNewHours(bool value)
{
//
mReportNewHours = value;
InitEA();
}
//
+62 -20
View File
@@ -41,22 +41,40 @@ input group "Symbols";
input bool eaMultiSymbol = false; // Use Multi Symbol
input string eaSymbols = "EURUSDb,GBPUSDb,USDJPYb,USDCHFb"; // Trading Symbols
//
// Volume ...
input group "Volume";
input double eaR2R = 3.0; // Risk to Reward Ratio
input bool eaUseDynamicVolume = false; // Use Dynamic Volume
input double eaDynamicVolumeStep = 0.01; // Increase Volume Step
input double eaDynamicVolumeBalanceFactor = 200; // Balance Factor for Generate Dynamic Volume
input double eaVolume = 0.05; // Static Volume
input bool eaDynamicRiskManagement = false; // Dynamic Risk Management
input double eaRiskPercentPerBalance = 0; // Risk Percent Per Balance on Each Trade
//
// Signalling ...
input group "Signalling";
input bool eaAllowLong = true; // Allow Long Signals
input bool eaAllowShort = true; // Allow Short Signals
input int eaMaxAllowedLongs = 5; // Max Allowed Long Signals
input int eaMaxAllowedShorts = 5; // Max Allowed Short Signals
input bool eaUseMaxAllowedSignalsPerSymbol = true; // Use Max Allowed Signal Types Per Symbol
input double eaLastPositionProfitForAcceptNextInPoint = 0; // Last Position Profit In Points for Accept new Signal
input int eaDelaysBetweenTwoSignalsInBar = 7; // Delay between two Signals in Bars
input double eaMaxAllowedSpread = 25; // Max Allowed Spread for Signalling
input int eaMinRequiredVerificationForSpreadPass = 20; // Minimum Spread Verification for Signalling
//
// Risk Management ...
input group "Risk Management";
input double eaR2R = 6; // Signallers Risk to Reward Ratio
input double eaVolume = 0.05; // Static Volume
input double eaRiskPercentPerBalance = 0.5; // Risk Percent Per Balance in Each Trade
input bool eaDynamicRiskManagement = false; // Dynamic Risk Management
input bool eaUseDynamicVolume = false; // Use Dynamic Volume
input double eaDynamicVolumeStep = 0.01; // Increase Volume Step
input double eaDynamicVolumeBalanceFactor = 200; // Balance Factor for Generate Dynamic Volume
input double eaMaxAllowedDrawdownToOpenTrades = 3; // Max Allowed Drawdown for Open Trades
input int eaMaxAllowedSLToPauseSignallingPerSymbol = 2; // Max Allowed SL for Pause Signalling Per Symbol
input int eaPauseSignallingAfterReachesMaxAllowedSLInSecconds = 14400; // Pause Signalling Per Symbol afte Max Allowed SL Reached In Seconds
//
// Protection ...
input group "Protection";
input bool eaAllowHedging = false; // Allow Hedge Positions
input int eaMinOpenTradesFroHedging = 3; // Minimum Open Positions for Hedging
input double eaHedgingMinVolumeStep = 0.01; // Minimum Volume Step for Hedging
input double eaHedgeingMinRequiredProfitPerVolumeStep = 0.5; // Minimum Required Profit Per Volume Step for Hedging
//
// Alert ...
@@ -108,6 +126,7 @@ int OnInit()
// Configure EA Expert Class ...
//
// Event Handlers ...
eaExpert.OnSignalEventListener = OnSignalRecieved;
eaExpert.OnDealsChangedEventListener = OnDealsChanged;
eaExpert.OnOrdersChangedEventListener = OnOrdersChanged;
@@ -117,21 +136,52 @@ int OnInit()
eaExpert.OnPositionForceCloseEventListener = OnPositionForceClosed;
//
// Common ...
eaExpert.MagicNumber(eaMagicNumber);
eaExpert.Slippage(eaSlippage);
eaExpert.TagPrefix(eaLogSuffix);
//
// Symbol ...
eaExpert.SetSymbol(_Symbol);
eaExpert.SetPeriod(_Period);
eaExpert.Symbols(eaSymbols);
eaExpert.MultiSymbol(eaMultiSymbol);
//
// Signalling ...
eaExpert.AllowLong(eaAllowLong);
eaExpert.AllowShort(eaAllowShort);
eaExpert.MaxAllowedLongs(eaMaxAllowedLongs);
eaExpert.MaxAllowedShorts(eaMaxAllowedShorts);
eaExpert.UseMaxAllowedSignalsPerSymbol(eaUseMaxAllowedSignalsPerSymbol);
eaExpert.LastPositionProfitForAcceptNextInPoint(eaLastPositionProfitForAcceptNextInPoint);
eaExpert.DelaysBetweenTwoSignalsInBar(eaDelaysBetweenTwoSignalsInBar);
eaExpert.MaxAllowedSpread(eaMaxAllowedSpread);
eaExpert.MinRequiredVerificationForSpreadPass(eaMinRequiredVerificationForSpreadPass);
//
// Risk Management ...
eaExpert.R2R(eaR2R);
eaExpert.Volume(eaVolume);
eaExpert.RiskPercentPerBalance(eaRiskPercentPerBalance);
eaExpert.DynamicRiskManagement(eaDynamicRiskManagement);
eaExpert.UseDynamicVolume(eaUseDynamicVolume);
eaExpert.DynamicVolumeStep(eaDynamicVolumeStep);
eaExpert.DynamicVolumeBalanceFactor(eaDynamicVolumeBalanceFactor);
eaExpert.MaxAllowedDrawdownToOpenTrades(eaMaxAllowedDrawdownToOpenTrades);
eaExpert.MaxAllowedSLToPauseSignallingPerSymbol(eaMaxAllowedSLToPauseSignallingPerSymbol);
eaExpert.PauseSignallingAfterReachesMaxAllowedSLInSecconds(eaPauseSignallingAfterReachesMaxAllowedSLInSecconds);
//
// Protection ...
eaExpert.AllowHedging(eaAllowHedging);
eaExpert.MinOpenTradesFroHedging(eaMinOpenTradesFroHedging);
eaExpert.HedgingMinVolumeStep(eaHedgingMinVolumeStep);
eaExpert.HedgeingMinRequiredProfitPerVolumeStep(eaHedgeingMinRequiredProfitPerVolumeStep);
//
// Alert ...
eaExpert.SetAlertEnableAlerts(eaEnableAlerts);
eaExpert.SetAlertLogAlerts(eaLogAlerts);
eaExpert.SetAlertMailAlerts(eaMailAlerts);
@@ -139,20 +189,12 @@ int OnInit()
eaExpert.SetAlertTerminalAlerts(eaTerminalAlerts);
//
// Reports ...
eaExpert.ReportNewMonths(eaReportNewMonths);
eaExpert.ReportNewWeeks(eaReportNewWeeks);
eaExpert.ReportNewDays(eaReportNewDays);
eaExpert.ReportNewHours(eaReportNewHours);
//
eaExpert.R2R(eaR2R);
eaExpert.Volume(eaVolume);
eaExpert.UseDynamicVolume(eaUseDynamicVolume);
eaExpert.DynamicVolumeStep(eaDynamicVolumeStep);
eaExpert.DynamicRiskManagement(eaDynamicRiskManagement);
eaExpert.RiskPercentPerBalance(eaRiskPercentPerBalance);
eaExpert.DynamicVolumeBalanceFactor(eaDynamicVolumeBalanceFactor);
//
bool isInited = eaExpert.HandleOnInit();
if (!isInited)
@@ -1714,7 +1714,7 @@ class XC121SMCTradeHandler : public XCBaseAlert
}
//
// Signalling Properties ...
// Signalling Props ...
/**
* Get Allow Long Signals State ...
@@ -1758,7 +1758,7 @@ class XC121SMCTradeHandler : public XCBaseAlert
/**
* Get Max Allowed Long Signals ...
* = 0 => Unlimited ...
* 0 => Unlimited ...
*
* @return ( int )
*/
@@ -1769,9 +1769,9 @@ class XC121SMCTradeHandler : public XCBaseAlert
/**
* Set Max Allowed Long Signals ...
* = 0 => Unlimited ...
*
* @param value: Integer ...
* 0 => Unlimited ...
*/
void MaxAllowedLongs(int value)
{
@@ -1787,7 +1787,7 @@ class XC121SMCTradeHandler : public XCBaseAlert
/**
* Get Max Allowed Short Signals ...
* = 0 => Unlimited ...
* 0 => Unlimited ...
*
* @return ( int )
*/
@@ -1798,9 +1798,9 @@ class XC121SMCTradeHandler : public XCBaseAlert
/**
* Set Max Allowed Short Signals ...
* = 0 => Unlimited ...
*
* @param value: Integer ...
* 0 => Unlimited ...
*/
void MaxAllowedShorts(int value)
{
@@ -1815,23 +1815,110 @@ class XC121SMCTradeHandler : public XCBaseAlert
}
/**
* Get Use Max Allowed Signals Per Symbol or at All State ...
* Get Use Max Allowed Signal Types Per Symbol State ...
*
* @return ( bool )
*/
bool UseMaxAllowedTradesPerSymbol()
bool UseMaxAllowedSignalsPerSymbol()
{
return mUseMaxAllowedTradesPerSymbol;
return mUseMaxAllowedSignalsPerSymbol;
}
/**
* Set Use Max Allowed Signals Per Symbol or at All State ...
* Set Use Max Allowed Signal Types Per Symbol State ...
*
* @param value: Boolean ...
*/
void UseMaxAllowedTradesPerSymbol(bool value)
void UseMaxAllowedSignalsPerSymbol(bool value)
{
mUseMaxAllowedTradesPerSymbol = value;
mUseMaxAllowedSignalsPerSymbol = false;
}
/**
* Get Last Position Profit In Points for Accept new Signal ...
* 0 => Accept All ...
*
* @return ( double )
*/
double LastPositionProfitForAcceptNextInPoint()
{
return mLastPositionProfitForAcceptNextInPoint;
}
/**
* Set Last Position Profit In Points for Accept new Signal ...
*
* @param value: Double ...
* 0 => Accept All ...
*/
void LastPositionProfitForAcceptNextInPoint(double value)
{
//
if (value < 0)
{
value = 0;
}
//
mLastPositionProfitForAcceptNextInPoint = value;
}
/**
* Get Delay between two Signals in Bars ...
* 0 => Accept All ...
*
* @return ( int )
*/
int DelaysBetweenTwoSignalsInBar()
{
return mDelaysBetweenTwoSignalsInBar;
}
/**
* Set Delay between two Signals in Bars ...
*
* @param value: Integer ...
* 0 => Accept All ...
*/
void DelaysBetweenTwoSignalsInBar(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mDelaysBetweenTwoSignalsInBar = value;
}
/**
* Get Max Allowed Spread for Signalling ...
* 0 => Accept All ...
*
* @return ( double )
*/
double MaxAllowedSpread()
{
return mMaxAllowedSpread;
}
/**
* Set Max Allowed Spread for Signalling ...
*
* @param value: Double ...
* 0 => Accept All ...
*/
void MaxAllowedSpread(double value)
{
//
if (value < 0)
{
value = 0;
}
//
mMaxAllowedSpread = value;
}
/**
@@ -1868,53 +1955,31 @@ class XC121SMCTradeHandler : public XCBaseAlert
mAdditionalVolume = value;
}
/**
* Get How Many Bars Must Passed after a Signal for Accept Next ...
* 0 => Unlimited ...
*
* @return ( int )
*/
int DelayBarBetweenTwoSignal()
{
return mDelayBarBetweenTwoSignal;
}
/**
* Set How Many Bars Must Passed after a Signal for Accept Next ...
*
* @param value: Integer ...
* 0 => Unlimited ...
*/
void DelayBarBetweenTwoSignal(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mDelayBarBetweenTwoSignal = value;
}
// Risk Management Props ...
/**
* Get Max Allowed Drawdown Percent for Open New Positions ...
* 0 => Unlimited ...
* Get Max Allowed Drawdown Percent for Open Trades ...
* 0 => Ignore ...
* min => 0 ...
* max => 100 ...
*
* @return ( double )
*/
double MaxDrawdownPercentForOpenTrades()
double MaxAllowedDrawdownToOpenTrades()
{
return mMaxDrawdownPercentForOpenTrades;
return mMaxAllowedDrawdownToOpenTrades;
}
/**
* Set Max Allowed Drawdown Percent for Open New Positions ...
* Set Max Allowed Drawdown Percent for Open Trades ...
*
* @param value: Double ...
* 0 => Unlimited ...
* 0 => Ignore ...
* min => 0 ...
* max => 100 ...
*/
void MaxDrawdownPercentForOpenTrades(double value)
void MaxAllowedDrawdownToOpenTrades(double value)
{
//
if (value < 0)
@@ -1923,59 +1988,33 @@ class XC121SMCTradeHandler : public XCBaseAlert
}
//
mMaxDrawdownPercentForOpenTrades = value;
}
/**
* Get Accept Next Same Type Signal only When last Issued Signal is InProfit by Points ...
*
* @return ( double )
* 0 => Accept All ...
*/
double AcceptNextSameTypeSignalWhenLastInProfit()
if (value > 50)
{
return mAcceptNextSameTypeSignalWhenLastInProfit;
}
/**
* Set Accept Next Same Type Signal only When last Issued Signal is InProfit by Points ...
*
* @param value: Double ...
* 0 => Accept All ...
*/
void AcceptNextSameTypeSignalWhenLastInProfit(double value)
{
//
if (value < 0)
{
value = 0;
value = 50;
}
//
mAcceptNextSameTypeSignalWhenLastInProfit = value;
mMaxAllowedDrawdownToOpenTrades = value;
}
//
// Protecting Properties ...
/**
* Get Max Allower SL Per Symbol before Pausing ...
* Get Max Allowed SL for Pause Signalling Per Symbol ...
* 0 => Unlimited ...
*
* @return ( int )
*/
int MaxAllowedSLToPause()
int MaxAllowedSLToPauseSignallingPerSymbol()
{
return mMaxAllowedSLToPause;
return mMaxAllowedSLToPauseSignallingPerSymbol;
}
/**
* Set Max Allower SL Per Symbol before Pausing ...
* Set Max Allowed SL for Pause Signalling Per Symbol ...
*
* @param value: Integer ...
* 0 => Unlimited ...
*/
void MaxAllowedSLToPause(int value)
void MaxAllowedSLToPauseSignallingPerSymbol(int value)
{
//
if (value < 0)
@@ -1984,27 +2023,27 @@ class XC121SMCTradeHandler : public XCBaseAlert
}
//
mMaxAllowedSLToPause = value;
mMaxAllowedSLToPauseSignallingPerSymbol = value;
}
/**
* Get Specified Delay For Pause Symbol Trade if Reached Max Allowed SL in Seconds ...
* 0 => Ignored ...
* Get Pause Signalling Per Symbol afte Max Allowed SL Reached In Seconds ...
* 0 => Ignore ...
*
* @return ( int )
*/
int MaxAllowedSLReachedPauseDelay()
int PauseSignallingAfterReachesMaxAllowedSLInSecconds()
{
return mMaxAllowedSLReachedPauseDelay;
return mPauseSignallingAfterReachesMaxAllowedSLInSecconds;
}
/**
* Set Specified Delay For Pause Symbol Trade if Reached Max Allowed SL in Seconds ...
* Set Pause Signalling Per Symbol afte Max Allowed SL Reached In Seconds ...
*
* @param value: Integer ...
* 0 => Ignored ...
* 0 => Ignore ...
*/
void MaxAllowedSLReachedPauseDelay(int value)
void PauseSignallingAfterReachesMaxAllowedSLInSecconds(int value)
{
//
if (value < 0)
@@ -2013,54 +2052,79 @@ class XC121SMCTradeHandler : public XCBaseAlert
}
//
mMaxAllowedSLReachedPauseDelay = value;
mPauseSignallingAfterReachesMaxAllowedSLInSecconds = value;
}
//
// Hedge Props ...
// Protection Props ...
/**
* Get Allow Hedge Position State ...
* Get Allow Hedge Positions State ...
*
* @return ( bool )
*/
bool AllowHedge()
bool AllowHedging()
{
return mAllowHedge;
return mAllowHedging;
}
/**
* Set Allow Hedge Position State ...
* Set Allow Hedge Positions State ...
*
* @param value: Boolean ...
*/
void AllowHedge(bool value)
void AllowHedging(bool value)
{
mAllowHedge = value;
mAllowHedging = value;
}
/**
* Get Minimum Volume Steps for Hedge Requirement Calculation ...
* 0 => Ignore Hedging ...
* min => 0.01 ...
* max => 0.1 ...
* Get Minimum Open Positions for Hedging ...
* 0 => Ignore ...
*
* @return ( int )
*/
int MinOpenTradesFroHedging()
{
return mMinOpenTradesFroHedging;
}
/**
* Set Minimum Open Positions for Hedging ...
*
* @param value: Integer ...
* 0 => Ignore ...
*/
void MinOpenTradesFroHedging(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mMinOpenTradesFroHedging = value;
}
/**
* Get Minimum Volume Step for Hedging ...
* 0 => Ignore ...
*
* @return ( double )
*/
double HedgeMinVolumeStep()
double HedgingMinVolumeStep()
{
return mHedgeMinVolumeStep;
return mHedgingMinVolumeStep;
}
/**
* Set Minimum Volume Steps for Hedge Requirement Calculation ...
* Set Minimum Volume Step for Hedging ...
*
* @param value: Double ...
* 0 => Ignore Hedging ...
* min => 0.01 ...
* max => 0.1 ...
* 0 => Ignore ...
*/
void HedgeMinVolumeStep(double value)
void HedgingMinVolumeStep(double value)
{
//
if (value < 0)
@@ -2081,57 +2145,27 @@ class XC121SMCTradeHandler : public XCBaseAlert
}
//
mHedgeMinVolumeStep = value;
}
/**
* Get Minimum Requirement Open Positions for Hedging ...
* 0 => Ignore Hedging ...
*
* @return ( int )
*/
int MinimumOpenPositionsForHedge()
{
return mMinimumOpenPositionsForHedge;
}
/**
* Set Minimum Requirement Open Positions for Hedging ...
*
* @param value: Integer ...
* 0 => Ignore Hedging ...
*/
void MinimumOpenPositionsForHedge(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mMinimumOpenPositionsForHedge = value;
mHedgingMinVolumeStep = value;
}
/**
* Get Minimum Required Profit Per Volume Step for Hedging ...
* 0 => Ignore Hedging ...
* 0 => Ignore ...
*
* @return ( double )
*/
double HedgeMinProfitPerVolumeStep()
double HedgeingMinRequiredProfitPerVolumeStep()
{
return mHedgeMinProfitPerVolumeStep;
return mHedgeingMinRequiredProfitPerVolumeStep;
}
/**
* Set Minimum Required Profit Per Volume Step for Hedging ...
*
* @param value: Double ...
* 0 => Ignore Hedging ...
* min => 0.01 ...
* 0 => Ignore ...
*/
void HedgeMinProfitPerVolumeStep(double value)
void HedgeingMinRequiredProfitPerVolumeStep(double value)
{
//
if (value < 0)
@@ -2140,13 +2174,7 @@ class XC121SMCTradeHandler : public XCBaseAlert
}
//
if (value > 0 && value < 0.01)
{
value = 0.01;
}
//
mHedgeMinProfitPerVolumeStep = value;
mHedgeingMinRequiredProfitPerVolumeStep = value;
}
//
@@ -2634,8 +2662,8 @@ class XC121SMCTradeHandler : public XCBaseAlert
}
//
int maxAllowedSLToPause = MaxAllowedSLToPause();
int pauseDelay = MaxAllowedSLReachedPauseDelay();
int maxAllowedSLToPause = MaxAllowedSLToPauseSignallingPerSymbol();
int pauseDelay = PauseSignallingAfterReachesMaxAllowedSLInSecconds();
if (maxAllowedSLToPause <= 0 || pauseDelay <= 0)
{
return;
@@ -2796,7 +2824,7 @@ class XC121SMCTradeHandler : public XCBaseAlert
//
ENUM_X_POSITION_TYPES pType = ToPositionType(signal.type);
double requiredProfitForAcceptNext = AcceptNextSameTypeSignalWhenLastInProfit();
double requiredProfitForAcceptNext = LastPositionProfitForAcceptNextInPoint();
//
// Implement Same Signal Conditions ...
@@ -2839,7 +2867,7 @@ class XC121SMCTradeHandler : public XCBaseAlert
// Retrieve Longs and Shorts ...
XPosition longs[];
XPosition shorts[];
bool useMaxAllowedPositionsPerSymbol = UseMaxAllowedTradesPerSymbol();
bool useMaxAllowedPositionsPerSymbol = UseMaxAllowedSignalsPerSymbol();
//
// Retrieve Positions ...
@@ -2895,7 +2923,7 @@ class XC121SMCTradeHandler : public XCBaseAlert
//
// Check Delays Bar if Provided ...
int delaysBarBetweenTwoSignal = DelayBarBetweenTwoSignal();
int delaysBarBetweenTwoSignal = DelaysBetweenTwoSignalsInBar();
if (delaysBarBetweenTwoSignal > 0)
{
//
@@ -2970,7 +2998,7 @@ class XC121SMCTradeHandler : public XCBaseAlert
//
// Check Max Drawdown Percent for Open Trades ...
double maxAllowedDrawdownPercent = MaxDrawdownPercentForOpenTrades();
double maxAllowedDrawdownPercent = MaxAllowedDrawdownToOpenTrades();
if (maxAllowedDrawdownPercent > 0)
{
//
@@ -3343,13 +3371,13 @@ class XC121SMCTradeHandler : public XCBaseAlert
//
// Checking Hedge ...
bool allowHedge = AllowHedge();
bool allowHedge = AllowHedging();
if (allowHedge)
{
//
double minHedgeVolumeStep = HedgeMinVolumeStep();
int minRequiredPositionsForHedge = MinimumOpenPositionsForHedge();
double minRequiredProfitPerVolumeStepForHedge = HedgeMinProfitPerVolumeStep();
double minHedgeVolumeStep = HedgingMinVolumeStep();
int minRequiredPositionsForHedge = MinOpenTradesFroHedging();
double minRequiredProfitPerVolumeStepForHedge = HedgeingMinRequiredProfitPerVolumeStep();
//
double minRequiredAdditionalProfit =
@@ -3357,7 +3385,7 @@ class XC121SMCTradeHandler : public XCBaseAlert
((volumeSummary / minHedgeVolumeStep) * minRequiredProfitPerVolumeStepForHedge);
//
bool canHedge = AllowHedge() &&
bool canHedge = AllowHedging() &&
profitSummary > 0 &&
minHedgeVolumeStep > 0 &&
minRequiredProfitPerVolumeStepForHedge > 0 &&
@@ -3419,26 +3447,29 @@ class XC121SMCTradeHandler : public XCBaseAlert
bool mSaveConditions; // Save SL Conditions
//
bool mAllowLong; // Allow Long/Buy Trade Type
bool mAllowShort; // Allow Short/Sell Trade Type
int mMaxAllowedLongs; // Max Allowe Long/Buy Trades
int mMaxAllowedShorts; // Max Allowe Short/Sell Trades
double mAdditionalVolume; // Volume Additional
int mDelayBarBetweenTwoSignal; // Delay Bars Between Two Signal
bool mUseMaxAllowedTradesPerSymbol; // Use Max Allowed Trades Per Symbol
double mMaxDrawdownPercentForOpenTrades; // Max Drawdown Percent for Open Trades
double mAcceptNextSameTypeSignalWhenLastInProfit; // Accept Next Same Type Signal When Last in Profit in Point
// Signalling Props ...
bool mAllowLong; // Allow Long Signals ...
bool mAllowShort; // Allow Short Signals ...
int mMaxAllowedLongs; // Max Allowed Long Signals ...
int mMaxAllowedShorts; // Max Allowed Short Signals ...
bool mUseMaxAllowedSignalsPerSymbol; // Use Max Allowed Signal Types Per Symbol ...
double mLastPositionProfitForAcceptNextInPoint; // Last Position Profit In Points for Accept new Signal ...
int mDelaysBetweenTwoSignalsInBar; // Delay between two Signals in Bars ...
double mMaxAllowedSpread; // Max Allowed Spread for Signalling ...
double mAdditionalVolume; // Volume Additional ...
//
int mMaxAllowedSLToPause; // Max Allowed SL Per Symbol
int mMaxAllowedSLReachedPauseDelay; // Pause Symbol Trading After Max Allowed SL Reached
// Risk Management Props ...
double mMaxAllowedDrawdownToOpenTrades; // Max Allowed Drawdown for Open Trades ...
int mMaxAllowedSLToPauseSignallingPerSymbol; // Max Allowed SL for Pause Signalling Per Symbol ...
int mPauseSignallingAfterReachesMaxAllowedSLInSecconds; // Pause Signalling Per Symbol afte Max Allowed SL Reached In Seconds ...
//
// Hedging Properties ...
bool mAllowHedge; // Allow Protector to Hedge Positions
double mHedgeMinVolumeStep; // Minimum Volume Step For Hedge
int mMinimumOpenPositionsForHedge; // Minimum Open Positions For Hedge
double mHedgeMinProfitPerVolumeStep; // Minimum Required Profit For Hedge Per Volume Step
// Protection Props ...
bool mAllowHedging; // Allow Hedge Positions ...
int mMinOpenTradesFroHedging; // Minimum Open Positions for Hedging ...
double mHedgingMinVolumeStep; // Minimum Volume Step for Hedging ...
double mHedgeingMinRequiredProfitPerVolumeStep; // Minimum Required Profit Per Volume Step for Hedging ...
//
XCBarAnalyser mBarAnalyser;
+677 -157
View File
@@ -58,6 +58,258 @@ class XC121SMCExpert : public XCBaseExpert
//
// Getter(s) / Setter(s) ...
//
// Signalling Props ...
/**
* Get Allow Long Signals State ...
*
* @return ( bool )
*/
bool AllowLong()
{
return mAllowLong;
}
/**
* Set Allow Long Signals State ...
*
* @param value: Boolean ...
*/
void AllowLong(bool value)
{
//
mAllowLong = value;
ReConfigure();
}
/**
* Get Allow Short Signals State ...
*
* @return ( bool )
*/
bool AllowShort()
{
return mAllowShort;
}
/**
* Set Allow Short Signals State ...
*
* @param value: Boolean ...
*/
void AllowShort(bool value)
{
//
mAllowShort = value;
ReConfigure();
}
/**
* Get Max Allowed Long Signals ...
* 0 => Unlimited ...
*
* @return ( int )
*/
int MaxAllowedLongs()
{
return mMaxAllowedLongs;
}
/**
* Set Max Allowed Long Signals ...
*
* @param value: Integer ...
* 0 => Unlimited ...
*/
void MaxAllowedLongs(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mMaxAllowedLongs = value;
ReConfigure();
}
/**
* Get Max Allowed Short Signals ...
* 0 => Unlimited ...
*
* @return ( int )
*/
int MaxAllowedShorts()
{
return mMaxAllowedShorts;
}
/**
* Set Max Allowed Short Signals ...
*
* @param value: Integer ...
* 0 => Unlimited ...
*/
void MaxAllowedShorts(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mMaxAllowedShorts = value;
ReConfigure();
}
/**
* Get Use Max Allowed Signal Types Per Symbol State ...
*
* @return ( bool )
*/
bool UseMaxAllowedSignalsPerSymbol()
{
return mUseMaxAllowedSignalsPerSymbol;
}
/**
* Set Use Max Allowed Signal Types Per Symbol State ...
*
* @param value: Boolean ...
*/
void UseMaxAllowedSignalsPerSymbol(bool value)
{
//
mUseMaxAllowedSignalsPerSymbol = false;
ReConfigure();
}
/**
* Get Last Position Profit In Points for Accept new Signal ...
* 0 => Accept All ...
*
* @return ( double )
*/
double LastPositionProfitForAcceptNextInPoint()
{
return mLastPositionProfitForAcceptNextInPoint;
}
/**
* Set Last Position Profit In Points for Accept new Signal ...
*
* @param value: Double ...
* 0 => Accept All ...
*/
void LastPositionProfitForAcceptNextInPoint(double value)
{
//
if (value < 0)
{
value = 0;
}
//
mLastPositionProfitForAcceptNextInPoint = value;
ReConfigure();
}
/**
* Get Delay between two Signals in Bars ...
* 0 => Accept All ...
*
* @return ( int )
*/
int DelaysBetweenTwoSignalsInBar()
{
return mDelaysBetweenTwoSignalsInBar;
}
/**
* Set Delay between two Signals in Bars ...
*
* @param value: Integer ...
* 0 => Accept All ...
*/
void DelaysBetweenTwoSignalsInBar(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mDelaysBetweenTwoSignalsInBar = value;
ReConfigure();
}
/**
* Get Max Allowed Spread for Signalling ...
* 0 => Accept All ...
*
* @return ( double )
*/
double MaxAllowedSpread()
{
return mMaxAllowedSpread;
}
/**
* Set Max Allowed Spread for Signalling ...
*
* @param value: Double ...
* 0 => Accept All ...
*/
void MaxAllowedSpread(double value)
{
//
if (value < 0)
{
value = 0;
}
//
mMaxAllowedSpread = value;
ReConfigure();
}
/**
* Get Minimum Spread Verification for Signalling ...
* 0 => Ignore ...
*
* @return ( int )
*/
int MinRequiredVerificationForSpreadPass()
{
return mMinRequiredVerificationForSpreadPass;
}
/**
* Set Minimum Spread Verification for Signalling ...
*
* @param value: Integer ...
* 0 => Ignore ...
*/
void MinRequiredVerificationForSpreadPass(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mMinRequiredVerificationForSpreadPass = value;
ReConfigure();
}
//
// Risk Management Props ...
/**
* Get Risk to Reward Ratio ...
*
@@ -83,128 +335,7 @@ class XC121SMCExpert : public XCBaseExpert
//
mR2R = value;
ReConfigureAllStrategies();
}
/**
* Get Use Dynamic Volume State ...
*
* @return ( bool )
*/
bool UseDynamicVolume()
{
return mUseDynamicVolume;
}
/**
* Set Use Dynamic Volume State ...
*
* @param value: Boolean ...
*/
void UseDynamicVolume(bool value)
{
mUseDynamicVolume = value;
}
/**
* Get Increase Volume Step ...
*
* @return ( double )
*/
double DynamicVolumeStep()
{
return mDynamicVolumeStep;
}
/**
* Set Increase Volume Step ...
*
* @param value: Double ...
*/
void DynamicVolumeStep(double value)
{
//
if (value < 0.01)
{
value = 0.01;
}
//
mDynamicVolumeStep = value;
}
/**
* Get Balance Factor for Generate Dynamic Volume ...
*
* @return ( double )
*/
double DynamicVolumeBalanceFactor()
{
return mDynamicVolumeBalanceFactor;
}
/**
* Set Balance Factor for Generate Dynamic Volume ...
*
* @param value: Double ...
*/
void DynamicVolumeBalanceFactor(double value)
{
//
if (value < 0)
{
value = 0;
}
//
mDynamicVolumeBalanceFactor = value;
}
/**
* Get Risk Percent Per Balance in Each Trade ...
*
* @return ( double )
*/
double RiskPercentPerBalance()
{
return mRiskPercentPerBalance;
}
/**
* Set Risk Percent Per Balance in Each Trade ...
*
* @param value: Double
*/
void RiskPercentPerBalance(double value)
{
//
if (value < 0)
{
value = 0;
}
//
mRiskPercentPerBalance = value;
}
/**
* Get Dynamic Risk Management State ...
*
* @return ( bool )
*/
bool DynamicRiskManagement()
{
return mDynamicRiskManagement;
}
/**
* Set Dynamic Risk Management State ...
*
* @param value: Boolean ...
*/
void DynamicRiskManagement(bool value)
{
mDynamicRiskManagement = value;
ReConfigure();
}
/**
@@ -232,6 +363,362 @@ class XC121SMCExpert : public XCBaseExpert
//
mVolume = value;
ReConfigure();
}
/**
* Get Risk Percent Per Balance in Each Trade ...
*
* @return ( double )
*/
double RiskPercentPerBalance()
{
return mRiskPercentPerBalance;
}
/**
* Set Risk Percent Per Balance in Each Trade ...
*
* @param value: Double
*/
void RiskPercentPerBalance(double value)
{
//
if (value < 0)
{
value = 0;
}
//
mRiskPercentPerBalance = value;
ReConfigure();
}
/**
* Get Dynamic Risk Management State ...
*
* @return ( bool )
*/
bool DynamicRiskManagement()
{
return mDynamicRiskManagement;
}
/**
* Set Dynamic Risk Management State ...
*
* @param value: Boolean ...
*/
void DynamicRiskManagement(bool value)
{
//
mDynamicRiskManagement = value;
ReConfigure();
}
/**
* Get Use Dynamic Volume State ...
*
* @return ( bool )
*/
bool UseDynamicVolume()
{
return mUseDynamicVolume;
}
/**
* Set Use Dynamic Volume State ...
*
* @param value: Boolean ...
*/
void UseDynamicVolume(bool value)
{
//
mUseDynamicVolume = value;
ReConfigure();
}
/**
* Get Increase Volume Step ...
*
* @return ( double )
*/
double DynamicVolumeStep()
{
return mDynamicVolumeStep;
}
/**
* Set Increase Volume Step ...
*
* @param value: Double ...
*/
void DynamicVolumeStep(double value)
{
//
if (value < 0.01)
{
value = 0.01;
}
//
mDynamicVolumeStep = value;
ReConfigure();
}
/**
* Get Balance Factor for Generate Dynamic Volume ...
*
* @return ( double )
*/
double DynamicVolumeBalanceFactor()
{
return mDynamicVolumeBalanceFactor;
}
/**
* Set Balance Factor for Generate Dynamic Volume ...
*
* @param value: Double ...
*/
void DynamicVolumeBalanceFactor(double value)
{
//
if (value < 0)
{
value = 0;
}
//
mDynamicVolumeBalanceFactor = value;
ReConfigure();
}
/**
* Get Max Allowed Drawdown Percent for Open Trades ...
* 0 => Ignore ...
* min => 0 ...
* max => 100 ...
*
* @return ( double )
*/
double MaxAllowedDrawdownToOpenTrades()
{
return mMaxAllowedDrawdownToOpenTrades;
}
/**
* Set Max Allowed Drawdown Percent for Open Trades ...
*
* @param value: Double ...
* 0 => Ignore ...
* min => 0 ...
* max => 100 ...
*/
void MaxAllowedDrawdownToOpenTrades(double value)
{
//
if (value < 0)
{
value = 0;
}
//
if (value > 50)
{
value = 50;
}
//
mMaxAllowedDrawdownToOpenTrades = value;
ReConfigure();
}
/**
* Get Max Allowed SL for Pause Signalling Per Symbol ...
* 0 => Unlimited ...
*
* @return ( int )
*/
int MaxAllowedSLToPauseSignallingPerSymbol()
{
return mMaxAllowedSLToPauseSignallingPerSymbol;
}
/**
* Set Max Allowed SL for Pause Signalling Per Symbol ...
*
* @param value: Integer ...
* 0 => Unlimited ...
*/
void MaxAllowedSLToPauseSignallingPerSymbol(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mMaxAllowedSLToPauseSignallingPerSymbol = value;
ReConfigure();
}
/**
* Get Pause Signalling Per Symbol afte Max Allowed SL Reached In Seconds ...
* 0 => Ignore ...
*
* @return ( int )
*/
int PauseSignallingAfterReachesMaxAllowedSLInSecconds()
{
return mPauseSignallingAfterReachesMaxAllowedSLInSecconds;
}
/**
* Set Pause Signalling Per Symbol afte Max Allowed SL Reached In Seconds ...
*
* @param value: Integer ...
* 0 => Ignore ...
*/
void PauseSignallingAfterReachesMaxAllowedSLInSecconds(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mPauseSignallingAfterReachesMaxAllowedSLInSecconds = value;
ReConfigure();
}
//
// Protection Props ...
/**
* Get Allow Hedge Positions State ...
*
* @return ( bool )
*/
bool AllowHedging()
{
return mAllowHedging;
}
/**
* Set Allow Hedge Positions State ...
*
* @param value: Boolean ...
*/
void AllowHedging(bool value)
{
//
mAllowHedging = value;
ReConfigure();
}
/**
* Get Minimum Open Positions for Hedging ...
* 0 => Ignore ...
*
* @return ( int )
*/
int MinOpenTradesFroHedging()
{
return mMinOpenTradesFroHedging;
}
/**
* Set Minimum Open Positions for Hedging ...
*
* @param value: Integer ...
* 0 => Ignore ...
*/
void MinOpenTradesFroHedging(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mMinOpenTradesFroHedging = value;
ReConfigure();
}
/**
* Get Minimum Volume Step for Hedging ...
* 0 => Ignore ...
*
* @return ( double )
*/
double HedgingMinVolumeStep()
{
return mHedgingMinVolumeStep;
}
/**
* Set Minimum Volume Step for Hedging ...
*
* @param value: Double ...
* 0 => Ignore ...
*/
void HedgingMinVolumeStep(double value)
{
//
if (value < 0)
{
value = 0;
}
//
if (value > 0 && value < 0.01)
{
value = 0.01;
}
//
if (value > 0 && value > 0.1)
{
value = 0.1;
}
//
mHedgingMinVolumeStep = value;
ReConfigure();
}
/**
* Get Minimum Required Profit Per Volume Step for Hedging ...
* 0 => Ignore ...
*
* @return ( double )
*/
double HedgeingMinRequiredProfitPerVolumeStep()
{
return mHedgeingMinRequiredProfitPerVolumeStep;
}
/**
* Set Minimum Required Profit Per Volume Step for Hedging ...
*
* @param value: Double ...
* 0 => Ignore ...
*/
void HedgeingMinRequiredProfitPerVolumeStep(double value)
{
//
if (value < 0)
{
value = 0;
}
//
mHedgeingMinRequiredProfitPerVolumeStep = value;
ReConfigure();
}
//
@@ -541,37 +1028,7 @@ class XC121SMCExpert : public XCBaseExpert
mTradeHandler.SaveConditions(true);
//
// Configure Alerts ...
mTradeHandler.SetAlertPrefix(GetTag());
mTradeHandler.SetAlertEnableAlerts(GetAlertEnableAlerts());
mTradeHandler.SetAlertLogAlerts(GetAlertLogAlerts());
mTradeHandler.SetAlertMailAlerts(GetAlertMailAlerts());
mTradeHandler.SetAlertPushAlerts(GetAlertPushAlerts());
mTradeHandler.SetAlertTerminalAlerts(GetAlertTerminalAlerts());
//
mTradeHandler.MaxAllowedSLToPause(0);
mTradeHandler.DelayBarBetweenTwoSignal(7);
mTradeHandler.MaxAllowedSLReachedPauseDelay(HoursToSeconds(24));
//
// Configure Trade Management ...
mTradeHandler.AllowLong(AllowLong());
mTradeHandler.AllowShort(AllowShort());
mTradeHandler.MaxAllowedLongs(0);
mTradeHandler.MaxAllowedShorts(0);
mTradeHandler.UseMaxAllowedTradesPerSymbol(true);
mTradeHandler.MaxDrawdownPercentForOpenTrades(5);
//
// Configure Position Protector ...
//
// Configure Hedging ...
mTradeHandler.AllowHedge(true);
mTradeHandler.HedgeMinVolumeStep(0.01);
mTradeHandler.MinimumOpenPositionsForHedge(2);
mTradeHandler.HedgeMinProfitPerVolumeStep(0.2);
ReConfigureTradeHandler();
//
// Parsers ...
@@ -1034,6 +1491,38 @@ class XC121SMCExpert : public XCBaseExpert
}
}
/**
* Re Configure Trade Handler ...
*/
void ReConfigureTradeHandler()
{
//
// Configure Alerts ...
mTradeHandler.SetAlertPrefix(GetTag());
mTradeHandler.SetAlertEnableAlerts(GetAlertEnableAlerts());
mTradeHandler.SetAlertLogAlerts(GetAlertLogAlerts());
mTradeHandler.SetAlertMailAlerts(GetAlertMailAlerts());
mTradeHandler.SetAlertPushAlerts(GetAlertPushAlerts());
mTradeHandler.SetAlertTerminalAlerts(GetAlertTerminalAlerts());
//
mTradeHandler.AllowLong(AllowLong());
mTradeHandler.AllowShort(AllowShort());
mTradeHandler.MaxAllowedLongs(MaxAllowedLongs());
mTradeHandler.MaxAllowedShorts(MaxAllowedShorts());
mTradeHandler.UseMaxAllowedSignalsPerSymbol(UseMaxAllowedSignalsPerSymbol());
mTradeHandler.LastPositionProfitForAcceptNextInPoint(LastPositionProfitForAcceptNextInPoint());
mTradeHandler.DelaysBetweenTwoSignalsInBar(DelaysBetweenTwoSignalsInBar());
mTradeHandler.MaxAllowedSpread(MaxAllowedSpread());
mTradeHandler.MaxAllowedDrawdownToOpenTrades(MaxAllowedDrawdownToOpenTrades());
mTradeHandler.MaxAllowedSLToPauseSignallingPerSymbol(MaxAllowedSLToPauseSignallingPerSymbol());
mTradeHandler.PauseSignallingAfterReachesMaxAllowedSLInSecconds(PauseSignallingAfterReachesMaxAllowedSLInSecconds());
mTradeHandler.AllowHedging(AllowHedging());
mTradeHandler.MinOpenTradesFroHedging(MinOpenTradesFroHedging());
mTradeHandler.HedgingMinVolumeStep(HedgingMinVolumeStep());
mTradeHandler.HedgeingMinRequiredProfitPerVolumeStep(HedgeingMinRequiredProfitPerVolumeStep());
}
//
private:
//
@@ -1042,14 +1531,45 @@ class XC121SMCExpert : public XCBaseExpert
// Props ...
//
// Volume Management ...
// Signalling Props ...
bool mAllowLong; // Allow Long Signals ...
bool mAllowShort; // Allow Short Signals ...
int mMaxAllowedLongs; // Max Allowed Long Signals ...
int mMaxAllowedShorts; // Max Allowed Short Signals ...
bool mUseMaxAllowedSignalsPerSymbol; // Use Max Allowed Signal Types Per Symbol ...
double mLastPositionProfitForAcceptNextInPoint; // Last Position Profit In Points for Accept new Signal ...
int mDelaysBetweenTwoSignalsInBar; // Delay between two Signals in Bars ...
double mMaxAllowedSpread; // Max Allowed Spread for Signalling ...
int mMinRequiredVerificationForSpreadPass; // Minimum Spread Verification for Signalling ...
//
// Risk Management Props ...
double mR2R; // Signallers Risk to Reward Ratio ...
double mVolume; // Static Volume ...
double mRiskPercentPerBalance; // Risk Percent Per Balance in Each Trade ...
bool mDynamicRiskManagement; // Dynamic Risk Management ...
bool mUseDynamicVolume; // Use Dynamic Volume ...
double mDynamicVolumeStep; // Increase Volume Step ...
double mDynamicVolumeBalanceFactor; // Balance Factor for Generate Dynamic Volume ...
double mVolume; // Static Volume ...
bool mDynamicRiskManagement; // Dynamic Risk Management ...
double mRiskPercentPerBalance; // Risk Percent Per Balance in Each Trade ...
double mMaxAllowedDrawdownToOpenTrades; // Max Allowed Drawdown for Open Trades ...
int mMaxAllowedSLToPauseSignallingPerSymbol; // Max Allowed SL for Pause Signalling Per Symbol ...
int mPauseSignallingAfterReachesMaxAllowedSLInSecconds; // Pause Signalling Per Symbol afte Max Allowed SL Reached In Seconds ...
//
// Protection Props ...
bool mAllowHedging; // Allow Hedge Positions ...
int mMinOpenTradesFroHedging; // Minimum Open Positions for Hedging ...
double mHedgingMinVolumeStep; // Minimum Volume Step for Hedging ...
double mHedgeingMinRequiredProfitPerVolumeStep; // Minimum Required Profit Per Volume Step for Hedging ...
//
// Reconfigure Class On Properties Change ...
void ReConfigure()
{
//
ReConfigureTradeHandler();
ReConfigureAllStrategies();
}
//
double CalculateAdditionalVolumeMultiplier(XSignal &signal)