last ...

2024-05-27 09:06:04 +03:30
parent c1aa4fe888
commit 30dd2f1aaf
13 changed files with 2337 additions and 368 deletions
@@ -1287,6 +1287,7 @@ public:
        double maxAllowedSpread,         // Max Allowed Spred for Opening Trades
        int maxAllowedPositions,         // Max Allowed Positions
        double maxAllowedDrawdownFactor, // Max Allowed Drawdown Factor
+        double staticVolume,             // Static Volume for Positions
        //
        // Position Management ...
        bool allowLong = true,               // Allow Long Trades
@@ -1331,6 +1332,7 @@ public:
        mAllowShort = allowShort;
        mMinProfitPerTrade = minProfitPerTrade;
        mMinProfitPerVolumeFactor = minProfitPerVolumeFactor;
+        mStaticVolume = staticVolume;

        //
        // Set Event Handlers ...
@@ -1451,6 +1453,25 @@ public:
        return mTrader.GetMaxAllowedDrawdownFactor();
    }

+    //
+    double GetStaticVolume()
+    {
+        return mStaticVolume;
+    }
+
+    //
+    void SetStaticVolume(double value)
+    {
+        //
+        if (value <= 0)
+        {
+            value = 0.01;
+        }
+
+        //
+        mStaticVolume = value;
+    }
+
    //
    bool GetAllowLong()
    {
@@ -1953,6 +1974,10 @@ public:
    virtual void OnLongsGoingToDrawdown(XProfitTrack &track) {}
    virtual void OnShortsGoingToDrawdown(XProfitTrack &track) {}

+    //
+    virtual void OnPositionGoingInProfit(XPositionTrack &track) {}
+    virtual void OnPositionGoingToDrawdown(XPositionTrack &track) {}
+
    //
    // Protected ...
 protected:
@@ -2267,6 +2292,36 @@ protected:
    //
    void HandleProfitManageMent()
    {
+        //
+        // Check Tracking Interval ...
+
+        //
+        static datetime lastProfitTracked = NULL;
+        datetime cTime = TimeCurrent();
+
+        //
+        int profitManagementInterval = PeriodSeconds(PERIOD_M5);
+        int timeDiff = (int)cTime - (int)lastProfitTracked;
+
+        //
+        bool canManage =
+            //
+            lastProfitTracked == NULL
+                ? true
+                : timeDiff >= profitManagementInterval
+            //
+            ;
+        if (!canManage)
+        {
+            return;
+        }
+
+        //
+        lastProfitTracked = cTime;
+
+        //
+        // Do Track ...
+
        //
        AddProfitTrack();

@@ -2376,6 +2431,85 @@ protected:
        }
    }

+    //
+    // Synchronize Positions and Position Tracker ...
+    void SyncPositionTracker()
+    {
+        //
+        // Check Syncing Interval ...
+
+        //
+        static datetime lastSyncPositionTracker = NULL;
+        datetime cTime = TimeCurrent();
+
+        //
+        int syncInterval = PeriodSeconds(PERIOD_M5);
+        int lastDiff = (int)cTime - (int)lastSyncPositionTracker;
+
+        //
+        bool canSync =
+            //
+            lastSyncPositionTracker == NULL
+                ? true
+                : lastDiff >= syncInterval
+            //
+            ;
+        if (!canSync)
+        {
+            return;
+        }
+
+        //
+        lastSyncPositionTracker = cTime;
+
+        //
+        // Do Sync ...
+
+        //
+        XPositionTrackerState state;
+        int synced = mPositionTracker.Sync(
+            state,
+            mTrader //
+        );
+        if (synced > 0)
+        {
+            //
+            // Check State and Do What we Want ...
+            int onProfitsCount = ArraySize(state.onProfits);
+            int onDrawdownCount = ArraySize(state.onDrawdowns);
+
+            //
+            // Do What we want whe a Position Dropped to Prefit ...
+            if (onProfitsCount > 0)
+            {
+                //
+                for (int i = 0; i < onProfitsCount; i++)
+                {
+                    //
+                    XPositionTrack iTrack = state.onProfits[i];
+
+                    //
+                    OnPositionGoingInProfit(iTrack);
+                }
+            }
+
+            //
+            // Do what we want when a Position Dropped to Drawdown ...
+            if (onDrawdownCount > 0)
+            {
+                //
+                for (int i = 0; i < onDrawdownCount; i++)
+                {
+                    //
+                    XPositionTrack iTrack = state.onDrawdowns[i];
+
+                    //
+                    OnPositionGoingToDrawdown(iTrack);
+                }
+            }
+        }
+    }
+
    //
    // Guards ...

@@ -2855,6 +2989,7 @@ private:
    bool mAllowShort;                 // Allow Short Trades
    double mMinProfitPerTrade;        // Min Profit Per Trade based On Volume Factor (Hedge)
    double mMinProfitPerVolumeFactor; // Min Volume Factor for Calculating Profit (Hedge)
+    double mStaticVolume;             // Static Volume for Positions

    //
    // Event Handlers ...