last ...

2024-05-25 22:20:20 +03:30
parent b8515c9d05
commit 1f661d4de3
6 changed files with 1072 additions and 512 deletions
@@ -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)