saherelm/MQL5Data
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

last ...

Browse Source
This commit is contained in:
saherelm
2024-05-25 22:20:20 +03:30
parent b8515c9d05
commit 1f661d4de3
6 changed files with 1072 additions and 512 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Classes/x-saherelm.x121.provider.class.mq5
+337 -155
View File
@@ -53,6 +53,7 @@ enum ENUM_X121_SIGNAL_PROVIDERS
X121,
X110,
X92,
X128,
};
//
@@ -1390,7 +1391,7 @@ public:
//
mNumberOfItems = 15;
mNumberOfSRVerified = 71;
mMinRequiredSupportAndResistances = 10;
mMinRequiredSupportAndResistances = 30;
}
//
@@ -1670,6 +1671,11 @@ public:
case X92:
mIsX92SignalProviderEnable = state;
break;
//
case X128:
mIsX128SignalProviderEnable = state;
break;
}
}
@@ -1907,6 +1913,17 @@ public:
: entry + risk;
}
//
// TODOO: Remove this ...
sl = hasLong
? GetMaxVales(true)
: GetMinPeaks(true);
double risk = MathAbs(entry - sl);
double reward = risk * r2r;
tp = hasLong
? entry + reward
: entry - reward;
//
result = mSignal.Prepare(
symbol,
@@ -1923,17 +1940,103 @@ public:
);
//
if (result)
// Generate Support Signal for Specified Provider ...
if (result && provider == ToString(X121NONE))
{
//
mWaitsUntilNewBar = true;
double cKijunSen = cMarket.ich.GetKijunSen(0);
double sKijunSen = sMarket.ich.GetKijunSen(0);
double mKijunSen = mMarket.ich.GetKijunSen(0);
double lKijunSen = lMarket.ich.GetKijunSen(0);
double hKijunSen = hMarket.ich.GetKijunSen(0);
// //
// TODO:
// string providerTypeStr = GetSymbol() + ", " + provider + "(" + (hasLong ? "Long" : "Short") + ")";
// string mConditionsStr = mConditions.GenerateSummary(providerTypeStr, true);
// mConditionsCollector.Add(mConditionsStr);
// Print(mConditionsStr);
//
double kijunSens[] = {
cKijunSen,
sKijunSen,
mKijunSen,
lKijunSen,
hKijunSen //
};
//
double lesserKijun = FindLesserThan(
entry,
kijunSens,
true //
);
//
double biggerKijun = FindBiggerThan(
entry,
kijunSens,
true //
);
//
ENUM_POSITION_TYPE sType =
hasLong
? POSITION_TYPE_SELL
: POSITION_TYPE_BUY;
bool isLongS = IsLong(sType);
//
double sEntry =
isLongS
? biggerKijun
: lesserKijun;
//
double peakMin = GetMinPeaks(true);
double peakMax = GetMinPeaks(true);
double valeMin = GetMaxVales(true);
double valeMax = GetMaxVales(true);
//
double sTP =
isLongS
? peakMin
: valeMax;
//
double sSL =
isLongS
? valeMin
: peakMax;
//
double sVolume = mSignal.volume * 2;
//
// Prepare ...
XSignal sSignal;
bool isValid = sSignal.Prepare(
mSignal.symbol,
mSignal.provider,
mSignal.period,
sType,
X_ORDER_MODE_STOP,
sEntry,
sVolume,
X_SIGNAL_USE_NOTHING,
sSL,
sTP //
);
if (isValid)
{
//
AddRef(
sSignal,
mSignal.supports //
);
}
}
//
if (result)
{
mWaitsUntilNewBar = true;
}
}
@@ -1958,6 +2061,24 @@ public:
//
return result;
}
//
// Generate EQM Support Signals ...
int GenerateEQMSupportSignals(XSignal &supports[]) {
//
int result = 0;
//
Clean(signals);
//
// TODO: Implement Support Mechanism ...
// we are in EQUITY STATE ...
// so we have to
//
return result;
}
//
// Tools ...
@@ -2105,8 +2226,15 @@ public:
// Peask and Vales Finder ...
//
double GetMinPeaks()
void GetPeaks(
double &peaks[],
bool ignoreCurrent = false //
)
{
//
Clean(peaks);
//
//
double cPeak = cMarket.pv.GetPeak(0);
double sPeak = sMarket.pv.GetPeak(0);
@@ -2115,7 +2243,7 @@ public:
double hPeak = hMarket.pv.GetPeak(0);
//
double peaks[] = {
double mPeaks[] = {
cPeak,
sPeak,
mPeak,
@@ -2123,6 +2251,75 @@ public:
hPeak //
};
//
if (ignoreCurrent)
{
//
Remove(
cPeak,
mPeaks //
);
}
//
Copy(
mPeaks,
peaks //
);
}
//
void GetVales(
double &vales[],
bool ignoreCurrent = false //
)
{
//
Clean(vales);
//
double cVale = cMarket.pv.GetVale(0);
double sVale = sMarket.pv.GetVale(0);
double mVale = mMarket.pv.GetVale(0);
double lVale = lMarket.pv.GetVale(0);
double hVale = hMarket.pv.GetVale(0);
//
double mVales[] = {
cVale,
sVale,
mVale,
lVale,
hVale //
};
//
if (ignoreCurrent)
{
//
Remove(
cVale,
mVales //
);
}
//
Copy(
mVales,
vales //
);
}
//
double GetMinPeaks(bool ignoreCurrent = false)
{
//
double peaks[];
GetPeaks(
peaks,
ignoreCurrent //
);
//
double minPeak = GetMin(peaks);
double maxPeak = GetMax(peaks);
@@ -2132,23 +2329,14 @@ public:
}
//
double GetMaxPeaks()
double GetMaxPeaks(bool ignoreCurrent = false)
{
//
double cPeak = cMarket.pv.GetPeak(0);
double sPeak = sMarket.pv.GetPeak(0);
double mPeak = mMarket.pv.GetPeak(0);
double lPeak = lMarket.pv.GetPeak(0);
double hPeak = hMarket.pv.GetPeak(0);
//
double peaks[] = {
cPeak,
sPeak,
mPeak,
lPeak,
hPeak //
};
double peaks[];
GetPeaks(
peaks,
ignoreCurrent //
);
//
double minPeak = GetMin(peaks);
@@ -2159,23 +2347,14 @@ public:
}
//
double GetMinVales()
double GetMinVales(bool ignoreCurrent = false)
{
//
double cMVale = cMarket.pv.GetVale(0);
double sMVale = sMarket.pv.GetVale(0);
double mMVale = mMarket.pv.GetVale(0);
double lMVale = lMarket.pv.GetVale(0);
double hMVale = hMarket.pv.GetVale(0);
//
double vales[] = {
cMVale,
sMVale,
mMVale,
lMVale,
hMVale //
};
double vales[];
GetVales(
vales,
ignoreCurrent //
);
//
double minVale = GetMin(vales);
@@ -2186,23 +2365,14 @@ public:
}
//
double GetMaxVales()
double GetMaxVales(bool ignoreCurrent = false)
{
//
double cMVale = cMarket.pv.GetVale(0);
double sMVale = sMarket.pv.GetVale(0);
double mMVale = mMarket.pv.GetVale(0);
double lMVale = lMarket.pv.GetVale(0);
double hMVale = hMarket.pv.GetVale(0);
//
double vales[] = {
cMVale,
sMVale,
mMVale,
lMVale,
hMVale //
};
double vales[];
GetVales(
vales,
ignoreCurrent //
);
//
double minVale = GetMin(vales);
@@ -2869,6 +3039,7 @@ private:
//
bool mIsX121XSPSignalProviderEnable;
bool mIsX128SignalProviderEnable;
bool mIsX92SignalProviderEnable;
bool mIsX786SignalProviderEnable;
bool mIsX121SignalProviderEnable;
@@ -2922,6 +3093,7 @@ private:
bool hasX121Signal = false;
bool hasX110Signal = false;
bool hasX92Signal = false;
bool hasX128Signal = false;
//
// XPS ...
@@ -3073,6 +3245,31 @@ private:
}
}
//
// X128 ...
if (mIsX128SignalProviderEnable)
{
//
hasX128Signal = X128HasSpecifiedLongSignal(
mConditions,
providedSL,
providedTP //
);
//
if (hasX128Signal)
{
//
if (!IsValid(provider))
{
provider = ToString(X128);
}
//
signalPusher++;
}
}
//
result =
//
@@ -3098,6 +3295,10 @@ private:
//
hasX92Signal
//
||
//
hasX128Signal
//
;
//
@@ -3124,6 +3325,7 @@ private:
bool hasX121Signal = false;
bool hasX110Signal = false;
bool hasX92Signal = false;
bool hasX128Signal = false;
//
// X121XSP ...
@@ -3275,6 +3477,31 @@ private:
}
}
//
// X128 ...
if (mIsX128SignalProviderEnable)
{
//
hasX128Signal = X128HasSpecifiedShortSignal(
mConditions,
providedSL,
providedTP //
);
//
if (hasX128Signal)
{
//
if (!IsValid(provider))
{
provider = ToString(X128);
}
//
signalPusher++;
}
}
//
result =
//
@@ -3300,6 +3527,10 @@ private:
//
hasX92Signal
//
||
//
hasX128Signal
//
;
//
@@ -4149,9 +4380,9 @@ private:
//
result =
//
isCMStrLong
//
||
// isCMStrLong
// //
// ||
//
isSMStrLong
//
@@ -4318,10 +4549,10 @@ private:
//
result =
//
isCMCLong
//
||
// //
// isCMCLong
// //
// ||
//
isSMCLong
//
@@ -4423,10 +4654,10 @@ private:
//
result =
//
isCCHELong
//
||
// //
// isCCHELong
// //
// ||
//
isSCHELong
//
@@ -4469,46 +4700,19 @@ private:
bool result = false;
//
double bullishScore = mBullishScore[0];
double bullishMin100 = GetBullishScoreMin(0, 100);
double bullishMax100 = GetBullishScoreMax(0, 100);
double bullish9AVG = GetBullishScoreAverage(0, 9);
double bullish17AVG = GetBullishScoreAverage(0, 17);
double bullish26AVG = GetBullishScoreAverage(0, 26);
return result;
}
//
// Use XICH ...
bool X128HasSpecifiedLongSignal(
X121MarketConditions &mConditions, //
double &sl, // Provided SL ...
double &tp // Provided TP ...
)
{
//
double bearishScore = mBearishScore[0];
//
bool isScorePassed = IsScorePassedForLong();
//
bool isBullishOverAVGs =
//
ArraySize(mBullishScore) > 100 &&
bullishScore > mBullishScore[1] &&
bullishScore > bearishScore &&
bullishScore > bullish9AVG &&
bullishScore > bullish17AVG &&
bullishScore > bullish26AVG
//
;
//
result =
//
isBullishOverAVGs
//
;
//
result = result && isScorePassed;
//
if (result)
{
sl = GetMinVales();
}
bool result = false;
//
return result;
@@ -4613,10 +4817,10 @@ private:
//
result =
//
isCMStrShort
//
||
// //
// isCMStrShort
// //
// ||
//
isSMStrShort
//
@@ -4783,10 +4987,10 @@ private:
//
result =
//
isCMCShort
//
||
// //
// isCMCShort
// //
// ||
//
isSMCShort
//
@@ -4888,10 +5092,10 @@ private:
//
result =
//
isCCHEShort
//
||
// //
// isCCHEShort
// //
// ||
//
isSCHEShort
//
@@ -4934,46 +5138,19 @@ private:
bool result = false;
//
double bearishScore = mBearishScore[0];
double bearishMin100 = GetBearishScoreMin(0, 100);
double bearishMax100 = GetBearishScoreMax(0, 100);
double bearish9AVG = GetBearishScoreAverage(0, 9);
double bearish17AVG = GetBearishScoreAverage(0, 17);
double bearish26AVG = GetBearishScoreAverage(0, 26);
return result;
}
//
// Use XICH ...
bool X128HasSpecifiedShortSignal(
X121MarketConditions &mConditions, //
double &sl, // Provided SL ...
double &tp // Provided TP ...
)
{
//
double bullishScore = mBullishScore[0];
//
bool isBearishOverAVGs =
//
ArraySize(mBearishScore) > 100 &&
bearishScore > mBearishScore[1] &&
bearishScore > bullishScore &&
bearishScore > bearish9AVG &&
bearishScore > bearish17AVG &&
bearishScore > bearish26AVG
//
;
//
bool isScorePassed = IsScorePassedForShort();
//
result =
//
isBearishOverAVGs
//
;
//
result = result && isScorePassed;
//
if (result)
{
sl = GetMaxPeaks();
}
bool result = false;
//
return result;
@@ -5212,6 +5389,7 @@ void GetAllX121SignalProviders(ENUM_X121_SIGNAL_PROVIDERS &result[])
Add(X121, result);
Add(X110, result);
Add(X92, result);
Add(X128, result);
}
//
@@ -5261,6 +5439,10 @@ ENUM_X121_SIGNAL_PROVIDERS ToX121SignalProvider(string content)
{
result = X92;
}
else if (content == ToString(X128))
{
result = X128;
}
//
return result;
Classes/x-saherelm.x121.xea.class.mq5
+268 -143
View File
@@ -283,7 +283,7 @@ public:
//
// Handl Management Actions ...
// if returns true, it is going to prevent for processing forward ...
bool HandleStateManagement() override
bool HandleStateManagement(XSignal &signals[]) override
{
//
bool result = false;
@@ -297,7 +297,7 @@ public:
}
//
HandleEQMState();
HandleEQMState(signals);
//
HandleHedging(positions);
@@ -344,9 +344,7 @@ public:
string comment = "EQM Hedge ...";
int closed = mTrader.Close(
positions,
comment
//
);
comment);
if (closed > 0)
{
//
@@ -358,14 +356,14 @@ public:
//
for (int i = 0; i < positionsCount; i++)
{
RemoveSLTrail(positions[i].ticket);
RemoveTrail(positions[i].ticket);
}
}
}
}
//
void HandleEQMState()
void HandleEQMState(XSignal &signals[])
{
//
bool equityReached = !mTrader.CheckEquityForTrade();
@@ -378,8 +376,75 @@ public:
}
//
Print("EQM Enabled: " + (equityReached ? "Max Equity Reached ..." : maxAllowedReached ? "Max Allowed Positions Reached ..."
: ""));
string eqmMessage = "EQM Enabled: " + "\n";
if (equityReached)
{
eqmMessage += "- Max Equity Reached ..." + "\n";
}
if (maxAllowedReached)
{
eqmMessage += "- Max Allowed Positions Reached ...";
}
mAlert.Alert(eqmMessage);
//
int descriptorsCount = CountDescriptors();
if (descriptorsCount <= 0)
{
return;
}
//
XSignal supportSignals[];
for (int i = 0; i < descriptorsCount; i++)
{
//
X121ProviderDescriptor iDescriptor = mDescriptors[i];
//
XSignal iSupportSignals[];
int iSupportSignalsCount = iDescriptor
.provider
.GenerateEQMSupportSignals(
iSupportSignals //
);
if (iSupportSignalsCount <= 0)
{
continue;
}
//
Copy(
iSupportSignals,
supportSignals,
false //
);
}
//
int supportSignalsCount = ArraySize(supportSignals);
if (supportSignalsCount <= 0)
{
return;
}
//
ENUM_X_SIGNAL_EXECUTION_RESULT states[];
int executedSupports = mTrader.ExecuteSignals(
supportSignals,
states,
ORDER_TIME_GTC,
NULL,
false // Ignore Policies ...
);
if (executedSupports > 0)
{
//
string message = "EQM Execute (" + ToString(executedSupports) + ") Support Signals ...";
//
mAlert.Alert(message);
}
}
//
@@ -389,8 +454,8 @@ public:
// TODO:
// Make them Configurable ...
int levelsOnClose = 6;
int requiredAgeForSLTrail = 3;
int requiredDistanceForSLTrail = 10;
int requiredAgeForSLTrail = 0;
int requiredDistanceForSLTrail = 30;
//
int positionsCount = ArraySize(positions);
@@ -409,10 +474,7 @@ public:
//
bool canManageState =
//
iPosition.provider == ToString(X786) ||
iPosition.provider == ToString(X121) ||
iPosition.provider == ToString(X110) ||
iPosition.provider == ToString(X92)
true
//
;
@@ -475,7 +537,8 @@ public:
iPosition.type,
iPosition.profit,
iPosition.sl,
sl);
sl //
);
if (!isInit)
{
continue;
@@ -510,43 +573,190 @@ public:
//
double priceDistanceInPoint = PriceToPoint((iPosition.profit - trail.profit) / iPosition.volume, iPosition.symbol);
double priceDistance = PointToPrice(priceDistanceInPoint, iPosition.symbol);
if (priceDistance < requiredDistanceForSLTrail)
if (priceDistance < (requiredDistanceForSLTrail / 2))
{
//
// int positionAge = iPosition.GetAge(iPosition.period);
if (trail.level >= levelsOnClose)
{
//
string comment = "EQM Close In Profit ...";
bool isClosed = mTrader.Close(
iPosition.ticket,
comment //
);
if (isClosed)
{
//
RemoveSLTrail(iPosition.ticket);
// //
// // int positionAge = iPosition.GetAge(iPosition.period);
// if (trail.level >= levelsOnClose)
// {
// //
// string comment = "EQM Close In Profit ...";
// bool isClosed = mTrader.ClosePositionPack(
// iPosition.ticket,
// iPosition.symbol,
// iPosition.period,
// comment,
// true,
// GetMinProfitPerTrade(),
// GetMinProfitPerVolumeFactor() //
// );
// if (isClosed)
// {
// //
// RemoveTrail(iPosition.ticket);
//
string message = "EQM Close (" + ToString(iPosition.ticket) + ") In Profit ...";
mAlert.Alert(message);
}
}
// //
// string message = "EQM Close (" + ToString(iPosition.ticket) + ") In Profit ...";
// mAlert.Alert(message);
// }
// }
continue;
}
//
bool isLong = IsLong(iPosition.type);
//
double slDiff = PointToPrice(priceDistance, iPosition.symbol);
//
double selectedValue =
//
trail.level == 2
trail.level == 1 || (isLong
? iPosition.sl < iPosition.entry
: iPosition.sl > iPosition.entry)
? iPosition.entry
: iPosition.sl
//
;
//
double sl =
isLong
? selectedValue + slDiff
: selectedValue - slDiff;
//
// Update Trail Values ...
bool isUpdated = trail.Update(
sl,
iPosition.profit //
);
if (!isUpdated)
{
continue;
}
}
//
if (trail.IsValid())
{
//
string comment = trail.GenerateTag();
bool isModified = mTrader.Modify(
trail.ticket,
trail.after,
iPosition.tp,
comment //
);
if (isModified)
{
//
RemoveTrail(trail.ticket);
//
AddSLTrail(trail);
//
string message = "Position (" + ToString(trail.ticket) + ") Trailed SL on Level: " + ToString(trail.level);
mAlert.Alert(message);
}
}
}
else if (iPosition.profit < 0)
{
//
XTrail trail;
bool isTrailedBefore = GetSLTrail(
iPosition.ticket,
trail //
);
//
if (!isTrailedBefore)
{
//
// Add First Time ...
//
// Check Position Age ...
int iPositionAge = iPosition.GetAge(iPosition.period);
if (iPositionAge < requiredAgeForSLTrail)
{
continue;
}
//
// Check Position Profit Distance ...
double priceDistanceInPoint = PriceToPoint(MathAbs(iPosition.profit) / iPosition.volume, iPosition.symbol);
double priceDistance = PointToPrice(priceDistanceInPoint, iPosition.symbol);
if (priceDistance < requiredDistanceForSLTrail)
{
continue;
}
//
double slDiff = PointToPrice(priceDistance, iPosition.symbol);
//
double sl =
IsLong(iPosition.type)
? iPosition.sl + slDiff
: iPosition.sl - slDiff;
//
bool isInit = trail.Init(
iPosition.ticket,
iPosition.type,
iPosition.profit,
iPosition.sl,
sl //
);
if (!isInit)
{
continue;
}
}
else
{
//
// Update Exists ...
//
// Check Profit ...
bool isProfitPassed = iPosition.profit > trail.profit;
if (!isProfitPassed)
{
continue;
}
//
// Check Age Distance from Last ...
int age = iBarShift(
iPosition.symbol,
iPosition.period,
trail.time,
false //
);
if (age < requiredAgeForSLTrail)
{
continue;
}
//
double priceDistanceInPoint = PriceToPoint((MathAbs(iPosition.profit) - MathAbs(trail.profit)) / iPosition.volume, iPosition.symbol);
double priceDistance = PointToPrice(priceDistanceInPoint, iPosition.symbol);
//
double slDiff = PointToPrice(priceDistance, iPosition.symbol);
//
double selectedValue =
//
iPosition.sl
//
;
//
double sl =
IsLong(iPosition.type)
@@ -579,7 +789,7 @@ public:
if (isModified)
{
//
RemoveSLTrail(trail.ticket);
RemoveTrail(trail.ticket);
//
AddSLTrail(trail);
@@ -622,6 +832,8 @@ public:
// Cleaning Source ...
Clean(signals);
//
//
// Loop through Signals for Management ...
for (int i = 0; i < tmpsCount; i++)
@@ -652,10 +864,15 @@ public:
NULL, // All Periods ...
iSignal.type //
);
if (positionsCount < 2)
if (positionsCount <= 0)
{
//
// First Signal in a While of Specific Provider ...
//
iSignal.volume *= 2;
//
AddRef(
iSignal,
signals //
@@ -664,112 +881,20 @@ public:
//
continue;
}
// else
// {
// //
// // not First Signal ...
else if (positionsCount < 2)
{
//
// First Signal in a While of Specific Provider ...
// //
// // Calculate Provider Specified Open Positions Profit ...
// double profits = CalculatePositionsProfit(positions);
// if (profits > 0)
// {
//
AddRef(
iSignal,
signals //
);
// //
// AddRef(
// iSignal,
// signals //
// );
// // //
// // // Find Max In Profit of Same Position ...
// // Clean(positions);
// // positionsCount = mTrader.GetInProfitPositions(
// // positions,
// // iSignal.symbol,
// // iSignal.provider,
// // NULL, // All Periods ...
// // iSignal.type,
// // X_POSITION_SELECT_MAX // Max In Profit ...
// // );
// // if (positionsCount <= 0)
// // {
// // continue;
// // }
// // //
// // string comment = "EQM Close Max Profit ...";
// // bool isClosed = mTrader.Close(
// // positions[0].ticket,
// // comment //
// // );
// // if (isClosed)
// // {
// // //
// // RemoveTrail(positions[0].ticket);
// // //
// // string message = "EQM Close Max In Profit (" + ToString(positions[0].ticket) + ") for new Signal ...";
// // //
// // mAlert.Alert(message);
// // //
// // AddRef(
// // iSignal,
// // signals //
// // );
// // //
// // continue;
// // }
// }
// else
// {
// // //
// // // Find Max In Profit of Same Position ...
// // Clean(positions);
// // positionsCount = mTrader.GetInProfitPositions(
// // positions,
// // iSignal.symbol,
// // iSignal.provider,
// // NULL, // All Periods ...
// // iSignal.type,
// // X_POSITION_SELECT_MAX // Max In Profit ...
// // );
// // if (positionsCount <= 0)
// // {
// // continue;
// // }
// // //
// // string comment = "EQM Close Max Profit ...";
// // bool isClosed = mTrader.Close(
// // positions[0].ticket,
// // comment //
// // );
// // if (isClosed)
// // {
// // //
// // RemoveTrail(positions[0].ticket);
// // //
// // string message = "EQM Close Max In Profit (" + ToString(positions[0].ticket) + ") for new Signal ...";
// // //
// // mAlert.Alert(message);
// // //
// // AddRef(
// // iSignal,
// // signals //
// // );
// // //
// // continue;
// // }
// }
// }
//
continue;
}
}
//
Classes/x-saherelm.xea.class.mq5
+11 -53
View File
@@ -582,10 +582,13 @@ public:
DoGuards(guards);
}
//
XSignal signals[];
//
// Second Check for Position Management or Equity Management
// Actions like Supports or etc ...
bool isIgnored = HandleStateManagement();
bool isIgnored = HandleStateManagement(signals);
if (isIgnored)
{
return;
@@ -594,7 +597,6 @@ public:
//
// Second Check For Signals ...
// then Execute Signals if Provided ...
XSignal signals[];
int signalsCount = RequestForSignal(signals);
if (signalsCount <= 0)
{
@@ -740,7 +742,7 @@ public:
//
// Handle Position(s)/ Order(s) or EQM Supporting Action ...
// if returns false, prevent for process Tick ...
virtual bool HandleStateManagement()
virtual bool HandleStateManagement(XSignal &signals[])
{
return false;
}
@@ -929,38 +931,11 @@ protected:
)
{
//
double result = 0;
//
int positionsCount = ArraySize(positions);
if (positionsCount <= 0)
{
return result;
}
//
bool isHedgingEnable = mMinProfitPerTrade > 0 && mMinProfitPerVolumeFactor > 0;
if (!isHedgingEnable)
{
return result;
}
//
for (int i = 0; i < positionsCount; i++)
{
//
XPosition iPosition = positions[i];
//
if (mMinProfitPerTrade > 0 && mMinProfitPerVolumeFactor > 0)
{
//
result +=
((iPosition.volume / mMinProfitPerVolumeFactor) *
mMinProfitPerTrade) +
(-1 * iPosition.swap);
}
}
double result = SpecifiedCalculateRequiredProfitForHedge(
positions,
mMinProfitPerTrade,
mMinProfitPerVolumeFactor //
);
//
return result;
@@ -973,24 +948,7 @@ protected:
)
{
//
double result = 0;
//
int positionsCount = ArraySize(positions);
if (positionsCount <= 0)
{
return result;
}
//
for (int i = 0; i < positionsCount; i++)
{
//
XPosition iPosition = positions[i];
//
result += iPosition.profit;
}
double result = SpecifiedCalculatePositionsProfit(positions);
//
return result;
Classes/x-saherelm.xtrade.class.mq5
+343 -152
View File
@@ -1038,19 +1038,19 @@ public:
// NOTE: Call this Before Checking IsNewBar ...
void Manage()
{
//
// All required Position Managements Actions implemented here ...
datetime tmc = TimeCurrent();
bool canManage = !IsValid(mLastManageOn)
? true
: mLastManageOn + mManageInterval >= tmc;
if (!canManage)
{
return;
}
// //
// // All required Position Managements Actions implemented here ...
// datetime tmc = TimeCurrent();
// bool canManage = !IsValid(mLastManageOn)
// ? true
// : mLastManageOn + mManageInterval >= tmc;
// if (!canManage)
// {
// return;
// }
//
mLastManageOn = tmc;
// //
// mLastManageOn = tmc;
//
// - [] Partial Close;
@@ -2771,6 +2771,337 @@ public:
return mResult;
}
//
// XPosition Pack ...
//
// Extract specific Positions Pack ...
// in this senario there is no need to Position exists itself ...
bool GetPositionPack(
ulong ticket, // Specified Positions Ticket
string symbol, // Specified Position Symbol
ENUM_TIMEFRAMES period, // Specified Position Period
XPositionPack &pack // Hold Result
)
{
//
bool result = false;
//
pack.Clean();
//
XPosition position;
bool hasPosition = GetPosition(
ticket,
position
//
);
if (hasPosition)
{
pack.position = position;
}
//
XOrder supportOrders[];
XPosition supportPositions[];
//
XOrder orders[];
GetOrders(
orders,
symbol, // Specified Symbol
NULL, // All Providers
period, // Specified Period
NULL, // All Types
ORDER_STATE_PLACED, // Just UnTriggered Orders
true // Filter by Magic
);
int ordersCount = ArraySize(orders);
//
// Select Orders ...
if (ordersCount > 0)
{
//
for (int i = 0; i < ordersCount; i++)
{
//
XOrder iOrder = orders[i];
//
// Retrieve Order Supported Ticket ...
ulong parentTicket = ExtractSupportedTicket(iOrder.comment);
if (NotEmpty(parentTicket) && parentTicket == ticket)
{
//
AddRef(
iOrder,
supportOrders
//
);
}
}
}
//
int supportOrdersCount = ArraySize(supportOrders);
if (supportOrdersCount > 0)
{
//
pack.supportOrdersCount = supportOrdersCount;
//
Copy(
supportOrders,
pack.supportOrders);
}
//
XPosition positions[];
GetPositions(
positions,
symbol, // Specified Symbol ...
NULL, // All Providers ...
period // Specified Period ...
);
int positionsCount = ArraySize(positions);
//
// Select Positions ...
if (positionsCount > 0)
{
//
for (int i = 0; i < positionsCount; i++)
{
//
XPosition iPosition = positions[i];
//
ulong parentTicket = ExtractSupportedTicket(iPosition.comment);
if (NotEmpty(parentTicket) && parentTicket == ticket)
{
//
AddRef(
iPosition,
supportPositions
//
);
}
}
}
//
int supportPositionsCount = ArraySize(supportPositions);
if (supportPositionsCount > 0)
{
//
pack.supportPositionsCount = supportPositionsCount;
//
Copy(
supportPositions,
pack.supportPositions);
}
//
result = pack.IsValid();
//
return result;
}
//
// Close Position Pack ...
bool ClosePositionPack(
XPositionPack &pack, // Specified Position Pack
string comment, // Specified Close Comment
bool inProfit = false, // if it's true only close Pack if in profit
double minProfitPerTrade = 0, // Min Profit based On Volume Factor ...
double minProfitPerVolumeFactor = 0 // Min Volume Factor ...
)
{
//
bool result = false;
//
ulong ticket = pack.ticket;
//
XPosition positions[];
//
XPosition pPosition;
result = GetPosition(
ticket,
pPosition //
);
if (result)
{
//
AddRef(
pPosition,
positions //
);
}
//
if (pack.supportPositionsCount > 0)
{
//
for (int i = 0; i < pack.supportPositionsCount; i++)
{
//
XPosition iPosition = pack.supportPositions[i];
//
AddRef(
iPosition,
positions //
);
}
}
//
// Force Close ...
if (!inProfit)
{
//
int closed = Close(
positions,
comment //
);
//
int cancelled = 0;
if (pack.supportOrdersCount > 0)
{
cancelled = CancelOrders(pack.supportOrders);
}
//
result = (closed + cancelled) == (pack.supportPositionsCount + pack.supportOrdersCount + 1);
}
else
{
//
bool canHedge = SpecifiedIsPositionsReadyForHedge(
positions,
minProfitPerTrade,
minProfitPerVolumeFactor //
);
if (canHedge)
{
//
int closed = Close(
positions,
comment //
);
//
int cancelled = 0;
if (pack.supportOrdersCount > 0)
{
cancelled = CancelOrders(pack.supportOrders);
}
//
result = (closed + cancelled) == (pack.supportPositionsCount + pack.supportOrdersCount + 1);
}
else
{
result = false;
}
}
//
return result;
}
bool ClosePositionPack(
ulong ticket, // Specified Position Pack
string symbol, // Specified Position Symbol
ENUM_TIMEFRAMES period, // Specified Position Period
string comment, // Specified Close Comment
bool inProfit = false, // if it's true only close Pack if in profit
double minProfitPerTrade = 0, // Min Profit based On Volume Factor ...
double minProfitPerVolumeFactor = 0 // Min Volume Factor ...
)
{
//
bool result = false;
//
XPositionPack pack;
result = GetPositionPack(
ticket,
symbol,
period,
pack //
);
if (!result)
{
return result;
}
//
result = ClosePositionPack(
pack,
comment,
inProfit,
minProfitPerTrade,
minProfitPerVolumeFactor //
);
//
return result;
}
//
// Close Positions Pack ...
int ClosePositionsPack(
XPosition &positions[], // Positions ...
string comment, // Specified Close Comment
bool inProfit = false, // if it's true only close Pack if in profit
double minProfitPerTrade = 0, // Min Profit based On Volume Factor ...
double minProfitPerVolumeFactor = 0 // Min Volume Factor ...
)
{
//
int result = 0;
//
int positionsCount = ArraySize(positions);
if (positionsCount <= 0)
{
return result;
}
//
for (int i = 0; i < positionsCount; i++)
{
//
XPosition iPosition = positions[i];
//
bool isClosed = ClosePositionPack(
iPosition.ticket,
iPosition.symbol,
iPosition.period,
comment,
inProfit,
minProfitPerTrade,
minProfitPerVolumeFactor //
);
if (isClosed)
{
result++;
}
}
//
return result;
}
//
// Protected ...
protected:
@@ -2974,146 +3305,6 @@ protected:
return result;
}
//
// XPosition Pack ...
//
// Extract specific Positions Pack ...
// in this senario there is no need to Position exists itself ...
bool GetPositionPack(
ulong ticket, // Specified Positions Ticket
string symbol, // Specified Position Symbol
ENUM_TIMEFRAMES period, // Specified Position Period
XPositionPack &pack // Hold Result
)
{
//
bool result = false;
//
pack.Clean();
//
XPosition position;
bool hasPosition = GetPosition(
ticket,
position
//
);
if (hasPosition)
{
pack.position = position;
}
//
XOrder supportOrders[];
XPosition supportPositions[];
//
XOrder orders[];
GetOrders(
orders,
symbol, // Specified Symbol
NULL, // All Providers
period, // Specified Period
NULL, // All Types
ORDER_STATE_PLACED, // Just UnTriggered Orders
true // Filter by Magic
);
int ordersCount = ArraySize(orders);
//
// Select Orders ...
if (ordersCount > 0)
{
//
for (int i = 0; i < ordersCount; i++)
{
//
XOrder iOrder = orders[i];
//
// Retrieve Order Supported Ticket ...
ulong parentTicket = ExtractSupportedTicket(iOrder.comment);
if (NotEmpty(parentTicket) && parentTicket == ticket)
{
//
AddRef(
iOrder,
supportOrders
//
);
}
}
}
//
int supportOrdersCount = ArraySize(supportOrders);
if (supportOrdersCount > 0)
{
//
pack.supportOrdersCount = supportOrdersCount;
//
Copy(
supportOrders,
pack.supportOrders);
}
//
XPosition positions[];
GetPositions(
positions,
symbol, // Specified Symbol ...
NULL, // All Providers ...
period // Specified Period ...
);
int positionsCount = ArraySize(positions);
//
// Select Positions ...
if (positionsCount > 0)
{
//
for (int i = 0; i < positionsCount; i++)
{
//
XPosition iPosition = positions[i];
//
ulong parentTicket = ExtractSupportedTicket(iPosition.comment);
if (NotEmpty(parentTicket) && parentTicket == ticket)
{
//
AddRef(
iPosition,
supportPositions
//
);
}
}
}
//
int supportPositionsCount = ArraySize(supportPositions);
if (supportPositionsCount > 0)
{
//
pack.supportPositionsCount = supportPositionsCount;
//
Copy(
supportPositions,
pack.supportPositions);
}
//
result = supportOrdersCount > 0 || supportPositionsCount > 0;
//
return result;
}
//
// Extract Specific Deals Position's Pack ...
// this used when a Position SL or TP triggered and we want to close
Experts/x-test.x121ea.mq5
+12 -9
View File
@@ -27,6 +27,7 @@
//
// "EURUSDb,USDCHFb,USDJPYb,XAUUSDb"
// "EURUSDb,USDCHFb,USDJPYb,GBPUSDb,XAUUSDb,AUDUSDb,USDCADb,NZDUSDb"
//
// Inputs ...
@@ -34,14 +35,14 @@ long x121EAMagicNumber = 78692110;
int x121EASlippage = 10; // Slippgae
string x121EASymbols = "EURUSDb,USDCHFb,USDJPYb,GBPUSDb,XAUUSDb,AUDUSDb,USDCADb,NZDUSDb"; // Symbols
//
bool x121EAAllowLong = true; // Allow Long Trades
bool x121EAAllowShort = true; // Allow Short Trades
int x121EAManageInterval = 5; // Manager Check Intervals Seconds
int x121EAMaxAllowedPositions = 30; // Max Allowed Positions
double x121EAMaxAllowedSpread = 0; // Max Allowed Spred for Opening Trades
double x121EAMinProfitPerTrade = 0.3; // Min Profit Per Trade based On Volume Factor (Hedge)
double x121EAMinProfitPerVolumeFactor = 0.01; // Min Volume Factor for Calculating Profit (Hedge)
double x121EAMaxAllowedDrawdownFactor = 0.05; // Max Allowed Drawdown Factor
bool x121EAAllowLong = true; // Allow Long Trades
bool x121EAAllowShort = true; // Allow Short Trades
int x121EAManageInterval = 0; // Manager Check Intervals Seconds
int x121EAMaxAllowedPositions = 5; // Max Allowed Positions
double x121EAMaxAllowedSpread = 0; // Max Allowed Spred for Opening Trades
double x121EAMinProfitPerTrade = 0.5; // Min Profit Per Trade based On Volume Factor (Hedge)
double x121EAMinProfitPerVolumeFactor = 0.01; // Min Volume Factor for Calculating Profit (Hedge)
double x121EAMaxAllowedDrawdownFactor = 0.002; // Max Allowed Drawdown Factor
//
double x121EAVolume = 0.01;
@@ -193,6 +194,8 @@ bool InitialEA()
Add(X786, signallers);
Add(X110, signallers);
Add(X121, signallers);
Add(X128, signallers);
Add(X92, signallers);
// GetAllX121SignalProviders(signallers);
//
@@ -265,7 +268,7 @@ bool InitialEA()
//
// XPV ...
iDescriptor.inputs.pvInputs.showPeaksAndVales = false;
iDescriptor.inputs.pvInputs.showPeaksAndVales = true;
iDescriptor.inputs.pvInputs.showLevels = false;
iDescriptor.inputs.pvInputs.showConsolidations = false;
iDescriptor.inputs.pvInputs.showFibo1Levels = false;
Libraries/x-saherelm.xtrade.lib.mq5
+101
View File
@@ -3571,6 +3571,107 @@ int FindIndex(
return result;
}
//
//
// Calculate Positions Profit Summary ...
double SpecifiedCalculatePositionsProfit(
XPosition &positions[] // Source
)
{
//
double result = 0;
//
int positionsCount = ArraySize(positions);
if (positionsCount <= 0)
{
return result;
}
//
for (int i = 0; i < positionsCount; i++)
{
//
XPosition iPosition = positions[i];
//
result += iPosition.profit;
}
//
return result;
}
//
// Calculate Required Profit for Hedging ...
double SpecifiedCalculateRequiredProfitForHedge(
XPosition &positions[], // Source
double mMinProfitPerTrade,
double mMinProfitPerVolumeFactor //
)
{
//
double result = 0;
//
int positionsCount = ArraySize(positions);
if (positionsCount <= 0)
{
return result;
}
//
bool isHedgingEnable = mMinProfitPerTrade > 0 && mMinProfitPerVolumeFactor > 0;
if (!isHedgingEnable)
{
return result;
}
//
for (int i = 0; i < positionsCount; i++)
{
//
XPosition iPosition = positions[i];
//
if (mMinProfitPerTrade > 0 && mMinProfitPerVolumeFactor > 0)
{
//
result +=
((iPosition.volume / mMinProfitPerVolumeFactor) *
mMinProfitPerTrade) +
(-1 * iPosition.swap);
}
}
//
return result;
}
//
bool SpecifiedIsPositionsReadyForHedge(
XPosition &positions[], // Source
double mMinProfitPerTrade,
double mMinProfitPerVolumeFactor //
)
{
//
double profit = SpecifiedCalculatePositionsProfit(positions);
double requiredProfit = SpecifiedCalculateRequiredProfitForHedge(
positions,
mMinProfitPerTrade,
mMinProfitPerVolumeFactor //
);
//
bool result = requiredProfit > 0
? profit >= requiredProfit
: profit > requiredProfit;
//
return result;
}
//
// Retrieve String Representation ...
string ToString(ENUM_X_SIGNAL_EXECUTION_RESULT value)