last preparation of XCATB indicator, helper and tester EA ...
This commit is contained in:
@@ -0,0 +1,836 @@
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///////////////////////////////////////////////////////
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//
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// SaherElm IT Center XCATB MQL5 Expert Advisor
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// -------------------------------------------------
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// Name: XCAEA
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// Description: an Exper Advisor which used XCATB
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://saherelm.ir"
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#property version "1.00"
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#property description "EA based on X121 XCATB indicator"
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#property strict
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//
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// Include Common Library ...
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#include "../Classes/x-saherelm.x-alert.class.mq5"
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#include "../Classes/x-saherelm.x-trade.class.mq5"
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#include "../Classes/x-saherelm.x-volume.class.mq5"
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#include "../Helpers/x-saherelm.x121.xcatb.helper.mq5"
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#include "../Libraries/x-saherelm.common.lib.mq5"
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#include "../Libraries/x-saherelm.x121.xcatb.lib.mq5"
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#include "../XCAEA/Classes/xcaea.x-trade.manager.class.mq5"
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//
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#define ShortName "XCATBEA"
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//
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// Inputs ...
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//
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// Common ...
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input group "Common";
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input long eaMagicNumber = 78692110; // Magic Number
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input int eaSlippage = 10; // Slippgae
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input string eaLogSuffix = ""; // Log Suffix
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//
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// Detector ...
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input group "Detector";
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//
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// Validating ...
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input group "Validations";
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input bool eaForceHasSwing = false; // Force Blocks to Have Swing
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input bool eaForceObBarType = false; // Force Block Has Reversal Bar
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input bool eaForceOBFVGBarType = false; // Force FVG Has Same Bars
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input bool eaForceHasFLiquidity = false; // Force Blocks to Have Following Liquidity
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input bool eaForceHasRLiquidity = false; // Force Blocks to Have Reversal Liquidity
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input bool eaValidateGapSequence = false; // Validate Block's Gap Sequence
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input bool eaValidateBlockEdgeBreakout = false; // Validate Block's Edge Breakout
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//
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// Filtering ...
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input group "Filters";
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input bool eaFilterBasedOnPV = false; // Filter Based on Peak and Vale
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input bool eaFilterBasedOnSar = false; // Filter Based on Sar
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input bool eaFilterBasedOnRSI = false; // Filter Based on RSI
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input bool eaFilterBasedOnADX = false; // Filter Based on ADX
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input bool eaFilterBasedOnATR = false; // Filter Based on ATR
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input bool eaFilterBasedOnTrend = false; // Filter Based on Trend
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input bool eaFilterBasedOnDelta = false; // Filter Based on Delta
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input bool eaFilterBasedOnVolume = false; // Filter Based on Volume
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input bool eaFilterBasedOnSignalBar = false; // Filter Based on Signal Bar
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input bool eaFilterBasedOnHKSignalBar = false; // Filter Based on Hiken Ashi Signal Bar
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//
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// Signal ...
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input group "Signal";
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input int eaSignalR2R = 3; // Risk Reward Ratio
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input double eaSLAtrMultiplier = 0.5; // ATR Multiplier for SL
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//
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// Volume ...
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input group "Volume";
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input ENUM_X_VOLUME_SELECT_TYPE eaVolumeSelect = X_VOLUME_EQUITY; // Volume Applying Type
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input double eaStaticVoluem = 0.0; // Static Volume
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input double eaDynamicVolumeStepBalance = 0.0; // Step of Balance for Increase Volume
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input double eaDynamicVolumeStepVolume = X_MIN_VOLUME; // Step of Volume Increasing
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input double eaConstantRiskBalance = 0.0; // Constant Risk Balance per Trade
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input double eaConstantPercent = 0.5; // Constant Percent of Balance Per Trade
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input double eaConstantBalance = 0.0; // Constant Balance for Calculations
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//
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// Management ...
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input group "Management";
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input bool eaAllowTrade = true; // Allow Trade on Signals
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input bool eaAllowLongs = true; // Allow Long Trades
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input bool eaAllowShorts = true; // Allow Short Trades
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input ENUM_XCAEA_TRADE_RESTRICTION_PERIOD eaRestrictionsPeriod = XCAEA_TRADE_RESTRICATION_NONE; // Trade Restrictions Period
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input int eaMaxAllowedTPs = 0; // Max Allowed TP(s) per Day
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input int eaMaxAllowedSLs = 0; // Max Allowed SL(s) per Day
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input int eaMaxAllowedTrades = 0; // Max Allowed Trades per Day
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input int eaMaxAllowedPositions = 5; // Max Allowed Same Time Trades
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input double eaMaxAllowedSpread = 25; // Max Allowed Spread For Trade
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input double eaMaxAllowedDrawdownFactor = 0.3; // Max Allowed DrawDown for Trade
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input string eaCloseAllOpenTradesAt = ""; // Close All Open Trades per Day At Specified Time
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//
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// Alert ...
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// Here we Provider All Requirements for
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// Configuring Alert Provider ...
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input group "Alert";
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input bool eaEnableAlerts = true; // Enable Alerts
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input bool eaLogAlerts = true; // Log Alerts
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input bool eaMailAlerts = false; // Mail Alerts
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input bool eaPushAlerts = true; // Push Alerts
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input bool eaTerminalAlerts = true; // Terminal Alerts
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//
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// Time Report ...
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input group "Reports";
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input bool eaReportNewMonths = false; // Report New Month
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input bool eaReportNewWeeks = false; // Report New Weeks
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input bool eaReportNewDays = true; // Report New Days
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input bool eaReportNewHours = false; // Report New Hours
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input bool eaReportTrades = true; // Report Trades
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input bool eaReportSignals = true; // Report Signals
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input bool eaReportProtector = true; // Report Protector Actions
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input bool eaReportAfterTradesBalance = true; // Report Balance after a Trade Finished
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//
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// Variables ...
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//
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XCAlert *eaAlert;
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XCTrade *eaTrade;
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XSignal eaSignal;
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XCVolume *eaVolume;
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X121XCatbInputs eaInputs;
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XCX121XCatbHelper *eaHelper;
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XBarTracker eaBarTraker;
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XTimeTracker eaTimeTracker;
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XCXCAEATradeManager *eaTradeManager;
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XCAEAStrategyConditions eaConditions;
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//
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XTriggerBlock eaTB;
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//
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CArrayObj *eaObjects;
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//
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string eaTag = "";
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//
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// Event Handlers ...
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//
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// Initialization ...
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int OnInit()
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{
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//
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// Validate Inputs and Required Parameters
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// for EA to Works fine ...
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if (!ValidateInputs())
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{
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return INIT_PARAMETERS_INCORRECT;
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}
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//
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// Initial Requirements ...
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InitRequirements();
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//
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// Initialize Volume Manger ...
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if (!InitVolume())
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{
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return INIT_FAILED;
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}
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//
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return (INIT_SUCCEEDED);
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}
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//
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// DeInitialization ...
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void OnDeinit(const int reason)
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{
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//
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// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
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// REASON_REMOVE 1 Program removed from a chart
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// REASON_RECOMPILE 2 Program recompiled
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// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
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// REASON_CHARTCLOSE 4 Chart closed
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// REASON_PARAMETERS 5 Inputs changed by a user
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// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
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// REASON_TEMPLATE 7 Another chart template applied
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// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
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// REASON_CLOSE 9 Terminal closed
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//
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// eaObjects.Clear();
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//
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delete eaHelper;
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ZeroMemory(eaHelper);
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//
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delete eaAlert;
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ZeroMemory(eaAlert);
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//
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delete eaTrade;
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ZeroMemory(eaTrade);
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//
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delete eaVolume;
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ZeroMemory(eaVolume);
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//
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eaSignal.Clean();
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eaBarTraker.Clean();
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eaConditions.Clean();
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eaTimeTracker.Clean();
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//
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DestroyTimer();
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}
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//
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// On Tick Handler ...
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void OnTick()
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{
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//
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HandleTimeReport();
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//
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// Handle Position Management / Protections ...
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eaTradeManager.Manage();
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//
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eaSignal.Clean();
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eaConditions.Clean();
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//
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// Check Bar Processing ...
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if (!eaBarTraker.CanProcessBar())
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{
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return;
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}
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//
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bool has = false;
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//
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// Retrieve Bars ...
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XOHCL zBar;
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XOHCL cBar;
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has = zBar.Init(
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_Symbol,
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_Period,
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0 //
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);
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has =
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has &&
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zBar.GetPreviousBar(cBar);
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if (!has)
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{
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//
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zBar.Clean();
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cBar.Clean();
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//
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return;
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}
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//
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double bid = GetBid(zBar.symbol);
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//
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XTriggerBlock iTB;
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has = GetNewestX121TriggerBlock(
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_Symbol,
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_Period,
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iTB //
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);
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if (has)
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{
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//
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// Check Newest TB is Newer Than Exists TB ...
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bool canPass =
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!eaTB.IsValid()
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? true
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: iTB.ToIndex() < eaTB.ToIndex();
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if (canPass)
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{
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//
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eaTB = iTB;
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eaSignal = iTB.signal;
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//
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// Prepare eaConditions if Reuqired ...
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}
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}
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//
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has = eaSignal.IsValid();
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if (has)
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{
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//
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// Here we ensure which has a New Signal and must
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// prepare and Execute it ...
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Print("new Signal Detected ...");
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}
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//
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// eaTB.Clean();
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zBar.Clean();
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cBar.Clean();
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eaSignal.Clean();
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eaConditions.Clean();
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}
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//
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// Handle On Trade Event ...
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void OnTrade()
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{
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eaTrade.HandleOnTrade();
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}
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//
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// On Timer ...
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void OnTimer()
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{
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}
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//
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// Chart Event Handler ...
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void OnChartEvent(
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const int id,
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const long &lparam,
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const double &dparam,
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const string &sparam //
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)
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{
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}
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//
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// Event Listeners ...
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/**
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* Handle StopLoss Triggered Positions ...
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*
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* @param deal: XDeal instance ...
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*/
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void OnStopLossTriggered(const XDeal &deal)
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{
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eaTradeManager.HandleSL(deal);
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}
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/**
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* Handle Take Profit Triggered Positions ...
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*
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* @param deal: XDeal instance ...
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*/
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void OnTakeProfitTriggered(const XDeal &deal)
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{
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eaTradeManager.HandleTP(deal);
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}
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/**
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* Handle Force Close a Position ...
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*
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* @param ticket: ULONG ...
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* @param position: XPosition instance ...
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* @param comment: string ...
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*/
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void OnPositionForceClosed(
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const ulong ticket,
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const XPosition &position,
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const string comment //
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)
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{
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eaTradeManager.HandleForceClose(position);
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}
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/**
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* Handle Position Partially Closed Event ...
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*
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* @param ticket: ULONG ...
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* @param profit: double ...
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* @param comment: string ...
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*/
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void OnPositionPartiallyClosed(
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const ulong ticket,
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const double profit,
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const string comment //
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)
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{
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eaTradeManager.HandlePartiallyClosed(
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ticket,
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profit,
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comment //
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);
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}
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/**
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* Handle Deals Changes ...
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*
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* @param count: Integer, Number of Changes ...
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*/
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void OnDealsChanged(int count)
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{
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}
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/**
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* Handle Orders Changes ...
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*
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* @param count: Integer, Number of Changes ...
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*/
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void OnOrdersChanged(int count)
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{
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}
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/**
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* Handle Positions Changes ...
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*
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* @param count: Integer, Number of Changes ...
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*/
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void OnPositionsChanged(int count)
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{
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}
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//
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// Custom Functions ...
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/**
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* Validate all Inputs of Expert Adviser ...
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*
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* @return ( bool )
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*/
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bool ValidateInputs()
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{
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//
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bool result = false;
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//
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string errMessage = "";
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//
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bool isCommonValid = (
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//
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eaSlippage > 0 &&
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eaMagicNumber > 0
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//
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);
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if (!isCommonValid)
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{
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//
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errMessage += "common configurations error;" + "\n";
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}
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//
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result =
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//
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// Common ...
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isCommonValid &&
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//
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// Otere ...
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true
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//
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;
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//
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if (!result)
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{
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//
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// Since here Logger not Initiallized, we Use Raw Print Command ...
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Print(ShortName + " Errors: \n", errMessage);
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}
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//
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return result;
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}
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/**
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* Initialize Timer ...
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*
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* @return ( bool )
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*/
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bool InitTimer()
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{
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//
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bool result = false;
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//
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// TODO: Initialize Timer if necessary ...
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// result = EventSetTimer(1);
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// result = EventSetMillisecondTimer(100);
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result = true;
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//
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return result;
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}
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||||
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/**
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* Destroy Timer ...
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*/
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void DestroyTimer()
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{
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//
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// TODO: Use This ...
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// EventKillTimer();
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}
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||||
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/**
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* Initial Volume Manager Class Based on Given Configuration ...
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||||
*
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* @return ( bool )
|
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*/
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bool InitVolume()
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{
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//
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bool result = false;
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||||
//
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eaVolume = new XCVolume();
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||||
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//
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result = eaVolume.Init(
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eaVolumeSelect,
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eaStaticVoluem,
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eaDynamicVolumeStepBalance,
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eaDynamicVolumeStepVolume,
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||||
eaConstantRiskBalance,
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eaConstantPercent,
|
||||
eaConstantBalance //
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||||
);
|
||||
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//
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return result;
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||||
}
|
||||
|
||||
/**
|
||||
* Initial Requirements of EA ...
|
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*/
|
||||
void InitRequirements()
|
||||
{
|
||||
//
|
||||
// Preparing Tags ...
|
||||
eaTag =
|
||||
(IsValid(eaLogSuffix)
|
||||
? eaLogSuffix + "_"
|
||||
: "") +
|
||||
ShortName;
|
||||
|
||||
//
|
||||
// Initial Bar Tracker ...
|
||||
eaBarTraker.Init(
|
||||
_Symbol,
|
||||
_Period //
|
||||
);
|
||||
|
||||
//
|
||||
// Objects ...
|
||||
eaObjects = new CArrayObj();
|
||||
|
||||
//
|
||||
// Configure XCA ...
|
||||
eaInputs.Default();
|
||||
|
||||
//
|
||||
// Hide all Visible Buffers ...
|
||||
eaInputs.Hide();
|
||||
|
||||
//
|
||||
// we Can make Show all requirements here ...
|
||||
|
||||
//
|
||||
// Signal ...
|
||||
eaInputs.signalR2R = eaSignalR2R;
|
||||
eaInputs.slAtrMultiplier = eaSLAtrMultiplier;
|
||||
|
||||
//
|
||||
// Set Validators ...
|
||||
eaInputs.forceHasSwing = eaForceHasSwing;
|
||||
eaInputs.forceObBarType = eaForceObBarType;
|
||||
eaInputs.forceOBFVGBarType = eaForceOBFVGBarType;
|
||||
eaInputs.forceHasFLiquidity = eaForceHasFLiquidity;
|
||||
eaInputs.forceHasRLiquidity = eaForceHasRLiquidity;
|
||||
eaInputs.validateGapSequence = eaValidateGapSequence;
|
||||
eaInputs.validateBlockEdgeBreakout = eaValidateBlockEdgeBreakout;
|
||||
|
||||
//
|
||||
// Set Filters ...
|
||||
eaInputs.filterBasedOnPV = eaFilterBasedOnPV;
|
||||
eaInputs.filterBasedOnSar = eaFilterBasedOnSar;
|
||||
eaInputs.filterBasedOnRSI = eaFilterBasedOnRSI;
|
||||
eaInputs.filterBasedOnADX = eaFilterBasedOnADX;
|
||||
eaInputs.filterBasedOnATR = eaFilterBasedOnATR;
|
||||
eaInputs.filterBasedOnTrend = eaFilterBasedOnTrend;
|
||||
eaInputs.filterBasedOnDelta = eaFilterBasedOnDelta;
|
||||
eaInputs.filterBasedOnVolume = eaFilterBasedOnVolume;
|
||||
eaInputs.filterBasedOnSignalBar = eaFilterBasedOnSignalBar;
|
||||
eaInputs.filterBasedOnHKSignalBar = eaFilterBasedOnHKSignalBar;
|
||||
|
||||
//
|
||||
// Alerts ...
|
||||
eaInputs.alertPrefix = eaTag;
|
||||
eaInputs.logAlerts = eaLogAlerts;
|
||||
eaInputs.pushAlerts = eaMailAlerts;
|
||||
eaInputs.mailAlerts = eaPushAlerts;
|
||||
eaInputs.terminalAlerts = eaTerminalAlerts;
|
||||
|
||||
//
|
||||
eaHelper = new XCX121XCatbHelper();
|
||||
bool isInited = eaHelper.Init(
|
||||
_Symbol,
|
||||
_Period,
|
||||
eaInputs //
|
||||
);
|
||||
|
||||
//
|
||||
// EA Alert ...
|
||||
eaAlert = new XCAlert(
|
||||
eaTag,
|
||||
eaEnableAlerts,
|
||||
eaLogAlerts,
|
||||
eaTerminalAlerts,
|
||||
eaMailAlerts,
|
||||
eaPushAlerts //
|
||||
);
|
||||
|
||||
//
|
||||
// EA Trade ...
|
||||
eaTrade = new XCTrade(
|
||||
eaSlippage,
|
||||
eaMagicNumber,
|
||||
eaMaxAllowedSpread,
|
||||
eaMaxAllowedPositions,
|
||||
eaMaxAllowedDrawdownFactor //
|
||||
);
|
||||
eaTrade.AddOnStopLossEventHandler(OnStopLossTriggered);
|
||||
eaTrade.AddOnTakeProfitEventHandler(OnTakeProfitTriggered);
|
||||
eaTrade.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
|
||||
eaTrade.AddOnPartialClosePositionEventHandler(OnPositionPartiallyClosed);
|
||||
|
||||
//
|
||||
// EA Trae Manager ...
|
||||
eaTradeManager = new XCXCAEATradeManager(
|
||||
eaTrade //
|
||||
);
|
||||
eaTradeManager.SaveTrades(true);
|
||||
eaTradeManager.SetAlertEnableAlerts(eaEnableAlerts);
|
||||
eaTradeManager.SetAlertPrefix(eaTag);
|
||||
eaTradeManager.SetAlertLogAlerts(eaLogAlerts);
|
||||
eaTradeManager.SetAlertMailAlerts(eaMailAlerts);
|
||||
eaTradeManager.SetAlertPushAlerts(eaPushAlerts);
|
||||
eaTradeManager.SetAlertTerminalAlerts(eaTerminalAlerts);
|
||||
|
||||
//
|
||||
// Setting Trade Reports ...
|
||||
eaTradeManager
|
||||
.SetTradeReports(
|
||||
eaReportTrades,
|
||||
eaReportSignals,
|
||||
eaReportProtector,
|
||||
eaReportAfterTradesBalance //
|
||||
);
|
||||
|
||||
//
|
||||
// Setting Trade Permissions ...
|
||||
eaTradeManager
|
||||
.SetTradePermissions(
|
||||
eaAllowTrade,
|
||||
eaAllowLongs,
|
||||
eaAllowShorts //
|
||||
);
|
||||
|
||||
//
|
||||
// Setting Trade Restrictions ...
|
||||
eaTradeManager
|
||||
.SetTradeRestrictions(
|
||||
eaRestrictionsPeriod,
|
||||
eaMaxAllowedTPs,
|
||||
eaMaxAllowedSLs,
|
||||
eaMaxAllowedTrades //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handling Time Reporting ...
|
||||
*/
|
||||
void HandleTimeReport()
|
||||
{
|
||||
//
|
||||
// Monthly Report ....
|
||||
if (eaReportNewMonths &&
|
||||
eaTimeTracker.IsNewMonth())
|
||||
{
|
||||
//
|
||||
string msg = "New Month ...";
|
||||
|
||||
//
|
||||
eaAlert.Alert(msg);
|
||||
}
|
||||
|
||||
//
|
||||
// Weekly Report ....
|
||||
if (eaReportNewWeeks &&
|
||||
eaTimeTracker.IsNewWeek())
|
||||
{
|
||||
//
|
||||
string msg = "New Week ...";
|
||||
|
||||
//
|
||||
eaAlert.Alert(msg);
|
||||
}
|
||||
|
||||
//
|
||||
// Daily Report ....
|
||||
if (eaReportNewDays &&
|
||||
eaTimeTracker.IsNewDay())
|
||||
{
|
||||
//
|
||||
string msg = "New Day ...";
|
||||
|
||||
//
|
||||
eaAlert.Alert(msg);
|
||||
}
|
||||
|
||||
//
|
||||
// Hourly Report ....
|
||||
if (eaReportNewHours &&
|
||||
eaTimeTracker.IsNewHour())
|
||||
{
|
||||
//
|
||||
string msg = "New Hour ...";
|
||||
|
||||
//
|
||||
eaAlert.Alert(msg);
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Apply Signal Targets ...
|
||||
void ApplySignalTargets(XSignal &signal)
|
||||
{
|
||||
//
|
||||
bool has = signal.IsValid();
|
||||
if (!has)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
// Clean Signal Targets ...
|
||||
Clean(signal.targets);
|
||||
|
||||
//
|
||||
// Calculate Requirements ...
|
||||
double r2r = 1;
|
||||
// maxAllowedR2R > 0
|
||||
// ? maxAllowedR2R
|
||||
// : 1;
|
||||
double risk = signal.GetRisk();
|
||||
double reward = risk * r2r;
|
||||
|
||||
//
|
||||
double isLong = IsLong(signal.type);
|
||||
|
||||
//
|
||||
// Handling Signal TP ...
|
||||
signal.tp =
|
||||
isLong
|
||||
? signal.entry + reward
|
||||
: signal.entry - reward;
|
||||
|
||||
//
|
||||
// Try to Apply Money Management ...
|
||||
|
||||
//
|
||||
if (r2r <= 1)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
// XTarget iTarget;
|
||||
|
||||
// //
|
||||
// // Partial Close 0.5 of Position on Reward 1 ...
|
||||
// reward = risk * 1;
|
||||
// iTarget.target =
|
||||
// isLong
|
||||
// ? signal.entry + reward
|
||||
// : signal.entry - reward;
|
||||
// iTarget.volumeMultiplier = 0.5;
|
||||
|
||||
// //
|
||||
// AddRef(iTarget, signal.targets);
|
||||
// iTarget.Clean();
|
||||
|
||||
// //
|
||||
// if (r2r <= 2)
|
||||
// {
|
||||
// return;
|
||||
// }
|
||||
|
||||
//
|
||||
// Making Loop ...
|
||||
// for (int i = 2; i < ((int)r2r - 1); i++)
|
||||
// {
|
||||
// //
|
||||
// iTarget.Clean();
|
||||
|
||||
// //
|
||||
// reward = i * risk;
|
||||
// iTarget.target =
|
||||
// isLong
|
||||
// ? signal.entry + reward
|
||||
// : signal.entry - reward;
|
||||
// iTarget.volumeMultiplier = 1 / (r2r - 2);
|
||||
|
||||
// //
|
||||
// AddRef(iTarget, signal.targets);
|
||||
// }
|
||||
|
||||
//
|
||||
// Sort Targets ...
|
||||
ENUM_X_DIRECTION sortingDir =
|
||||
isLong
|
||||
? X_DIRECTION_BULLISH
|
||||
: X_DIRECTION_BEARISH;
|
||||
ApplySortOnTargets(
|
||||
sortingDir,
|
||||
signal.targets //
|
||||
);
|
||||
}
|
||||
Reference in New Issue
Block a user