last workd ...

Classes/x-saherelm.x5.provider.class.mq5

@@ -2710,6 +2710,9 @@ public:
             return result;
         }
 
+        //
+        mWaitsUntilNewBar = false;
+
         //
         // Validate Enable Type of Signalling ...
         result = mIsLongEnable || mIsShortEnable;
@@ -2779,11 +2782,14 @@ public:
         //
         if (result)
         {
+            //
+            mWaitsUntilNewBar = true;
+
             //
             string mConditionsStr = mConditions.GenerateSummary(true);
 
             //
-            string providerTypeStr = provider + "(" + (hasLong ? "Long" : "Short") + ")" + "\n";
+            string providerTypeStr = GetSymbol() + ", " + provider + "(" + (hasLong ? "Long" : "Short") + ")";
             mConditionsStr = providerTypeStr + "\n" + mConditionsStr;
             mConditionsCollector.Add(mConditionsStr);
             Print(mConditionsStr);
@@ -95056,9 +95062,16 @@ struct X5ProviderDescriptor
         this.period = mPeriod;
         this.allowLong = mAllowLong;
         this.allowShort = mAllowShort;
+
+        //
+        ENUM_X5_SIGNAL_PROVIDERS tmp[];
         Copy(
-            this.signallers,
+            mSignallers, 
-            mSignallers //
+            tmp //
+        );
+        Copy(
+            tmp,
+            this.signallers //
         );
 
         //

Classes/x-saherelm.x5.xea.class.mq5

@@ -32,7 +32,7 @@ typedef void (*TX5OnSignal)(X5ProviderDescriptor &descriptor);
 //
 // Class Definition ...
 
-class XSCX5EA : XSCBaseEA
+class XSCX5EA : public XSCBaseEA
 {
     //
     // Public ...
@@ -178,8 +178,46 @@ public:
         ) override
     {
         //
-        // TODO: Implement this ...
+        bool result = 0;
-        return 0;
+
+        //
+        Clean(signals);
+
+        //
+        int descriptorsCount = CountDescriptors();
+        if (descriptorsCount <= 0)
+        {
+            return result;
+        }
+
+        //
+        for (int i = 0; i < descriptorsCount; i++)
+        {
+            //
+            X5ProviderDescriptor iDescriptor = mDescriptors[i];
+
+            //
+            bool iHasSignal = iDescriptor.HasSignal();
+            if (iHasSignal)
+            {
+                //
+                // Here we Can double check Signals by Conditions
+                // for Score Base Filtering ...
+
+                //
+                AddRef(
+                    iDescriptor.signal,
+                    signals
+                    //
+                );
+            }
+        }
+
+        //
+        result = ArraySize(signals);
+
+        //
+        return result;
     }
 
     //
@@ -251,6 +289,12 @@ private:
     // a Collection of X5 Provider Descriptors ...
     X5ProviderDescriptor mDescriptors[];
 
+    //
+    int CountDescriptors()
+    {
+        return ArraySize(mDescriptors);
+    }
+
     //
     // Tools ...
 };

Documents/x-test.x5ea copy.mq5

@@ -0,0 +1,304 @@
+///////////////////////////////////////////////////////
+//
+// SaherElm IT Center X5EA MQL5 Expert Advisor
+// -------------------------------------------------
+// Name: X5EA
+// Description: an Exper Advisor which used RSI and MA
+// to Analyse Market ...
+//
+// Maintainer:
+// ------------
+// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
+//
+//////////////////////////////////////////////////////x
+//
+// Global Properties ...
+#property copyright "Copyright 2023, SaherElm IT Center"
+#property link "https://saherelm.ir"
+#property version "1.00"
+#property description "SaherElm X5EA"
+#property strict
+
+//
+#define ShortName "X5EA"
+
+//
+#include "../Classes/x-saherelm.x5.provider.class.mq5"
+
+//
+// Inputs ...
+long x5EAMagicNumber = 78692110; // Magic Number
+int x5EASlippage = 10;           // Slippgae
+string x5EASymbols = "EURUSDb,USDCHFb,USDJPYb,XAUUSDb";
+
+//
+double x5EAVolume = 0.01;
+
+//
+// Vars ...
+string x5EASymbol;
+ENUM_TIMEFRAMES x5EAPeriod;
+
+//
+MqlTick x5EATick;
+
+//
+// X5Provider ...
+XSignal signal;
+
+//
+X5ProviderDescriptor mProviderDescriptors[];
+
+//
+// Event Handlers ...
+
+//
+// Initialization ...
+int OnInit()
+{
+    //
+    if (x5EASymbol == NULL || StringLen(x5EASymbol) <= 0)
+    {
+        x5EASymbol = _Symbol;
+    }
+
+    //
+    if (x5EAPeriod == NULL)
+    {
+        x5EAPeriod = _Period;
+    }
+
+    //
+    // Validate Inputs ...
+    if (!X5EAValidateInputs())
+    {
+        return INIT_PARAMETERS_INCORRECT;
+    }
+
+    // //
+    // // Initial Providers ...
+    // if (!InitialProviders())
+    // {
+    //     return INIT_PARAMETERS_INCORRECT;
+    // }
+
+    //
+    // Testing SymbolsTotal ...
+    string symbols[];
+    int symbolsCount = FilterUSDSymbols(
+        symbols
+    );
+    if (symbolsCount > 0) {
+        //
+        ArrayPrint(symbols);
+    }
+
+    //
+    // Init Succeed ...
+    return INIT_SUCCEEDED;
+}
+
+//
+// DeInitialization ...
+void OnDeinit(const int reason)
+{
+    //
+    // REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
+    // REASON_REMOVE 1 Program removed from a chart
+    // REASON_RECOMPILE 2 Program recompiled
+    // REASON_CHARTCHANGE 3 A symbol or a chart period is changed
+    // REASON_CHARTCLOSE 4 Chart closed
+    // REASON_PARAMETERS 5 Inputs changed by a user
+    // REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
+    // REASON_TEMPLATE 7 Another chart template applied
+    // REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
+    // REASON_CLOSE 9 Terminal closed
+
+    //
+    // De Initialize X5EA Providers ...
+}
+
+//
+// On Tick Handler ...
+void OnTick()
+{
+    //
+    // Reading Tick ...
+    if (!SymbolInfoTick(x5EASymbol, x5EATick))
+    {
+        return;
+    }
+
+    //
+    ProcessProvidersTick();
+}
+
+//
+// Custom Functions ...
+
+//
+// Validate Variables nd Inputs ...
+bool X5EAValidateInputs()
+{
+    //
+    bool result = false;
+
+    //
+    result =
+        //
+        x5EASlippage > 0 &&
+        x5EAMagicNumber > 0
+        //
+        ;
+
+    //
+    return result;
+}
+
+//
+// Initialize Specific Providers ...
+bool InitialProviders()
+{
+    //
+    bool result = false;
+
+    //
+    // Here We Have to Initial 4 instance of X5Provider ...
+    // - EURUSD/M5;
+    // - USDCHF/M5;
+    // - USDJPY/M5;
+    // - XAUUSD/M5;
+
+    //
+    result = IsValid(x5EASymbols);
+    if (!result)
+    {
+        return result;
+    }
+
+    //
+    string symbols[];
+    int symbolsCount = SplitContent(
+        symbols,
+        x5EASymbols);
+    result = symbolsCount > 0;
+    if (!result)
+    {
+        return result;
+    }
+
+    //
+    // Define Signallers ...
+    ENUM_X5_SIGNAL_PROVIDERS signallers[];
+    GetAllX5SignalProviders(signallers);
+
+    //
+    for (int i = 0; i < symbolsCount; i++)
+    {
+        //
+        // Define Structure ...
+        X5ProviderDescriptor iDescriptor;
+
+        //
+        // Set Inputs to Default ...
+        iDescriptor.inputs.Default();
+
+        //
+        // Validate Inputs ...
+        bool isInputsValid = iDescriptor.inputs.IsValid();
+        if (!isInputsValid)
+        {
+            continue;
+        }
+
+        //
+        // Initialize Provider Class ...
+        iDescriptor.provider = new XSCX5Provider(
+            symbols[i],
+            PERIOD_M5 //
+        );
+
+        //
+        // Enable Required Signallers and Types ...
+        // TODO: add Support for TYPE Specifications ...
+        iDescriptor.provider
+            .SetSignalTypeState(
+                POSITION_TYPE_BUY,
+                true //
+            );
+        iDescriptor.provider
+            .SetSignalTypeState(
+                POSITION_TYPE_SELL,
+                true //
+            );
+
+        //
+        // Enable Required Signallers ...
+        iDescriptor.provider
+            .SetSignalProviderStates(signallers, true);
+
+        //
+        // Try to Initialize Provider Instance ...
+        bool isInitialized = iDescriptor.provider
+                                 .Init(iDescriptor.inputs);
+        if (!isInitialized)
+        {
+            continue;
+        }
+
+        //
+        // Add Prepared Descriptor to Collection ...
+        AddRef(
+            iDescriptor,
+            mProviderDescriptors
+            //
+        );
+    }
+
+    //
+    // Validate Result ...
+    result = ArraySize(mProviderDescriptors) == symbolsCount;
+
+    //
+    return result;
+}
+
+//
+// Check Providers Signals ...
+void ProcessProvidersTick()
+{
+    //
+    // Here We Have to Check 4 instance of X5Provider for Signals ...
+    // - EURUSD/M5;
+    // - USDCHF/M5;
+    // - USDJPY/M5;
+    // - XAUUSD/M5;
+
+    //
+    int descriptorsCount = ArraySize(mProviderDescriptors);
+    if (descriptorsCount <= 0)
+    {
+        return;
+    }
+
+    //
+    int signalsCount = 0;
+    for (int i = 0; i < descriptorsCount; i++)
+    {
+        //
+        X5ProviderDescriptor iDescriptor = mProviderDescriptors[i];
+
+        //
+        bool iHasSignal = iDescriptor.HasSignal(0);
+
+        //
+        if (iHasSignal)
+        {
+            //
+            signalsCount++;
+            Print("Signal: " + iDescriptor.provider.GetSymbol() + ", " + ToString(iDescriptor.provider.GetPeriod()));
+        }
+    }
+}
+
+//

Experts/x-test.x5ea.mq5

@@ -23,14 +23,25 @@
 #define ShortName "X5EA"
 
 //
-#include "../Classes/x-saherelm.x5.provider.class.mq5"
+#include "../Classes/x-saherelm.x5.xea.class.mq5"
+
+//
+// "EURUSDb,USDCHFb,USDJPYb,XAUUSDb"
 
 //
 // Inputs ...
 long x5EAMagicNumber = 78692110; // Magic Number
 int x5EASlippage = 10;           // Slippgae
-string x5EASymbols = "EURUSDb,USDCHFb,USDJPYb,XAUUSDb";
+string x5EASymbols = "EURUSDb";  // Symbols
-
+//
+bool x5EAAllowLong = true;                   // Allow Long Trades
+bool x5EAAllowShort = true;                  // Allow Short Trades
+int x5EAManageInterval = 5;                  // Manager Check Intervals Seconds
+int x5EAMaxAllowedPositions = 15;            // Max Allowed Positions
+double x5EAMaxAllowedSpread = 15;            // Max Allowed Spred for Opening Trades
+double x5EAMinProfitPerTrade = 0;            // Min Profit Per Trade based On Volume Factor (Hedge)
+double x5EAMinProfitPerVolumeFactor = 0;     // Min Volume Factor for Calculating Profit (Hedge)
+double x5EAMaxAllowedDrawdownFactor = 0.015; // Max Allowed Drawdown Factor
 //
 double x5EAVolume = 0.01;
 
@@ -43,11 +54,8 @@ ENUM_TIMEFRAMES x5EAPeriod;
 MqlTick x5EATick;
 
 //
-// X5Provider ...
+// X5EA ...
-XSignal signal;
+XSCX5EA *mX5EA;
-
-//
-X5ProviderDescriptor mProviderDescriptors[];
 
 //
 // Event Handlers ...
@@ -75,22 +83,11 @@ int OnInit()
         return INIT_PARAMETERS_INCORRECT;
     }
 
-    // //
-    // // Initial Providers ...
-    // if (!InitialProviders())
-    // {
-    //     return INIT_PARAMETERS_INCORRECT;
-    // }
-
     //
-    // Testing SymbolsTotal ...
+    // Initial EA ...
-    string symbols[];
+    if (!InitialEA())
-    int symbolsCount = FilterUSDSymbols(
+    {
-        symbols
+        return INIT_PARAMETERS_INCORRECT;
-    );
-    if (symbolsCount > 0) {
-        //
-        ArrayPrint(symbols);
     }
 
     //
@@ -130,7 +127,7 @@ void OnTick()
     }
 
     //
-    ProcessProvidersTick();
+    mX5EA.OnTick();
 }
 
 //
@@ -157,7 +154,7 @@ bool X5EAValidateInputs()
 
 //
 // Initialize Specific Providers ...
-bool InitialProviders()
+bool InitialEA()
 {
     //
     bool result = false;
@@ -193,12 +190,37 @@ bool InitialProviders()
     GetAllX5SignalProviders(signallers);
 
     //
+    // Instantiate X5EA Class ...
+    mX5EA = new XSCX5EA(
+        x5EASlippage,                 // Slippgae
+        x5EAMagicNumber,              // Magic Number
+        x5EAManageInterval,           // Manager Check Intervals Seconds
+        x5EAMaxAllowedSpread,         // Max Allowed Spred for Opening Trades
+        x5EAMaxAllowedPositions,      // Max Allowed Positions
+        x5EAMaxAllowedDrawdownFactor, // Max Allowed Drawdown Factor
+        x5EAAllowLong,                // Allow Long Trades
+        x5EAAllowShort,               // Allow Short Trades
+        x5EAMinProfitPerTrade,        // Min Profit Per Trade based On Volume Factor (Hedge)
+        x5EAMinProfitPerVolumeFactor  // Min Volume Factor for Calculating Profit (Hedge)
+    );
+
+    //
+    // Prepare Providers and Add them into mX5EA class ...
     for (int i = 0; i < symbolsCount; i++)
     {
         //
         // Define Structure ...
         X5ProviderDescriptor iDescriptor;
 
+        //
+        iDescriptor.symbol = symbols[i];
+        iDescriptor.period = PERIOD_M5;
+        iDescriptor.allowLong = x5EAAllowLong;
+        iDescriptor.allowShort = x5EAAllowShort;
+        Copy(
+            signallers,
+            iDescriptor.signallers);
+
         //
         // Set Inputs to Default ...
         iDescriptor.inputs.Default();
@@ -212,93 +234,15 @@ bool InitialProviders()
         }
 
         //
-        // Initialize Provider Class ...
+        result = mX5EA.AddProvider(iDescriptor);
-        iDescriptor.provider = new XSCX5Provider(
+        if (!result)
-            symbols[i],
-            PERIOD_M5 //
-        );
-
-        //
-        // Enable Required Signallers and Types ...
-        // TODO: add Support for TYPE Specifications ...
-        iDescriptor.provider
-            .SetSignalTypeState(
-                POSITION_TYPE_BUY,
-                true //
-            );
-        iDescriptor.provider
-            .SetSignalTypeState(
-                POSITION_TYPE_SELL,
-                true //
-            );
-
-        //
-        // Enable Required Signallers ...
-        iDescriptor.provider
-            .SetSignalProviderStates(signallers, true);
-
-        //
-        // Try to Initialize Provider Instance ...
-        bool isInitialized = iDescriptor.provider
-                                 .Init(iDescriptor.inputs);
-        if (!isInitialized)
         {
-            continue;
+            break;
         }
-
-        //
-        // Add Prepared Descriptor to Collection ...
-        AddRef(
-            iDescriptor,
-            mProviderDescriptors
-            //
-        );
     }
 
-    //
-    // Validate Result ...
-    result = ArraySize(mProviderDescriptors) == symbolsCount;
-
     //
     return result;
 }
 
-//
-// Check Providers Signals ...
-void ProcessProvidersTick()
-{
-    //
-    // Here We Have to Check 4 instance of X5Provider for Signals ...
-    // - EURUSD/M5;
-    // - USDCHF/M5;
-    // - USDJPY/M5;
-    // - XAUUSD/M5;
-
-    //
-    int descriptorsCount = ArraySize(mProviderDescriptors);
-    if (descriptorsCount <= 0)
-    {
-        return;
-    }
-
-    //
-    int signalsCount = 0;
-    for (int i = 0; i < descriptorsCount; i++)
-    {
-        //
-        X5ProviderDescriptor iDescriptor = mProviderDescriptors[i];
-
-        //
-        bool iHasSignal = iDescriptor.HasSignal(0);
-
-        //
-        if (iHasSignal)
-        {
-            //
-            signalsCount++;
-            Print("Signal: " + iDescriptor.provider.GetSymbol() + ", " + ToString(iDescriptor.provider.GetPeriod()));
-        }
-    }
-}
-
 //