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last works on Force State Management ...

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This commit is contained in:
saherelm
2024-06-18 05:14:13 +03:30
parent 36b92c3492
commit 326d3f4929
4 changed files with 628 additions and 100 deletions
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Classes/x-saherelm.x121.setup.class.mq5
+116 -38
View File
@@ -2061,16 +2061,13 @@ struct X121SignalGenerator
}
//
bool IsConditionsValidForLong(
X121SetupConditions &conditions, // Conditions
int verification = 4 // Number of Verifications
// Count Number of Long Validations ...
int CountLongValidations(
X121SetupConditions &conditions // Conditions
)
{
//
bool result = false;
//
int signs = 0;
int result = 0;
//
// XTD ...
@@ -2082,7 +2079,7 @@ struct X121SignalGenerator
;
if (isTDPassed)
{
signs++;
result++;
}
//
@@ -2100,7 +2097,7 @@ struct X121SignalGenerator
;
if (isHKPassed)
{
signs++;
result++;
}
//
@@ -2115,7 +2112,7 @@ struct X121SignalGenerator
;
if (isCHEPassed)
{
signs++;
result++;
}
//
@@ -2142,7 +2139,7 @@ struct X121SignalGenerator
;
if (isICHPassed)
{
signs++;
result++;
}
//
@@ -2155,7 +2152,7 @@ struct X121SignalGenerator
;
if (isSTRPassed)
{
signs++;
result++;
}
//
@@ -2168,7 +2165,7 @@ struct X121SignalGenerator
;
if (isMRBPassed)
{
signs++;
result++;
}
//
@@ -2182,7 +2179,7 @@ struct X121SignalGenerator
;
if (isVLMPassed)
{
signs++;
result++;
}
//
@@ -2195,7 +2192,7 @@ struct X121SignalGenerator
;
if (isSSLCPassed)
{
signs++;
result++;
}
//
@@ -2210,7 +2207,7 @@ struct X121SignalGenerator
;
if (isHULLPassed)
{
signs++;
result++;
}
//
@@ -2224,7 +2221,7 @@ struct X121SignalGenerator
;
if (isADXTDPassed)
{
signs++;
result++;
}
//
@@ -2252,13 +2249,31 @@ struct X121SignalGenerator
;
if (isMATDPassed)
{
signs++;
result++;
}
//
return result;
}
//
bool IsConditionsValidForLong(
X121SetupConditions &conditions, // Conditions
int verifications = 4 // Number of Verifications
)
{
//
bool result = false;
//
int signs = CountLongValidations(conditions);
//
result =
//
signs > verification
verifications <= 0
? signs > 0
: signs >= verifications
//
;
@@ -2303,16 +2318,12 @@ struct X121SignalGenerator
}
//
bool IsConditionsValidForShort(
X121SetupConditions &conditions, // Conditions
int verification = 4 // Number of Verifications
int CountShortValidations(
X121SetupConditions &conditions // Conditions
)
{
//
bool result = false;
//
int signs = 0;
int result = 0;
//
// XTD ...
@@ -2324,7 +2335,7 @@ struct X121SignalGenerator
;
if (isTDPassed)
{
signs++;
result++;
}
//
@@ -2342,7 +2353,7 @@ struct X121SignalGenerator
;
if (isHKPassed)
{
signs++;
result++;
}
//
@@ -2357,7 +2368,7 @@ struct X121SignalGenerator
;
if (isCHEPassed)
{
signs++;
result++;
}
//
@@ -2384,7 +2395,7 @@ struct X121SignalGenerator
;
if (isICHPassed)
{
signs++;
result++;
}
//
@@ -2397,7 +2408,7 @@ struct X121SignalGenerator
;
if (isSTRPassed)
{
signs++;
result++;
}
//
@@ -2410,7 +2421,7 @@ struct X121SignalGenerator
;
if (isMRBPassed)
{
signs++;
result++;
}
//
@@ -2424,7 +2435,7 @@ struct X121SignalGenerator
;
if (isVLMPassed)
{
signs++;
result++;
}
//
@@ -2437,7 +2448,7 @@ struct X121SignalGenerator
;
if (isSSLCPassed)
{
signs++;
result++;
}
//
@@ -2452,7 +2463,7 @@ struct X121SignalGenerator
;
if (isHULLPassed)
{
signs++;
result++;
}
//
@@ -2466,7 +2477,7 @@ struct X121SignalGenerator
;
if (isADXTDPassed)
{
signs++;
result++;
}
//
@@ -2494,13 +2505,31 @@ struct X121SignalGenerator
;
if (isMATDPassed)
{
signs++;
result++;
}
//
return result;
}
//
bool IsConditionsValidForShort(
X121SetupConditions &conditions, // Conditions
int verifications = 4 // Number of Verifications
)
{
//
bool result = false;
//
int signs = CountShortValidations(conditions);
//
result =
//
signs > verification
verifications <= 0
? signs > 0
: signs >= verifications
//
;
@@ -3410,3 +3439,52 @@ private:
// Props ...
X121SetupInputs inputs; // Setup Configurations ...
};
//
// Tools ...
//
int FindSignalConditionsIndex(
XSignal &signal,
X121SetupConditions &conditions[] //
)
{
//
int result = -1;
//
// Check Signal is Valid ...
if (!signal.IsValid())
{
return result;
}
//
// Check Conditions Count ...
int conditionsCount = ArraySize(conditions);
if (!IsValidSize(conditionsCount))
{
return result;
}
//
for (int i = 0; i < conditionsCount; i++)
{
//
X121SetupConditions iConditions = conditions[i];
//
if (signal.symbol == iConditions.symbol &&
signal.period == iConditions.period)
{
//
result = i;
break;
}
}
//
return result;
}
//
Classes/x-saherelm.x121.setup.xea.mq5
+483 -59
View File
@@ -681,7 +681,9 @@ struct XTradeInfo
: selectedEntry;
//
double nextVolume = selectedVolume * volumeMultiplier;
double nextVolume = rLevel % 2 == 1
? volume
: volume * volumeMultiplier;
//
double zoneUpper =
@@ -821,15 +823,15 @@ struct XTradeInfo
string comment = GenerateSupportTag(ticket);
signal.comment = comment;
//
rLevel++;
//
PrepareNextRecovery(
distance,
volumeMultiplier,
rType //
);
//
rLevel++;
}
//
@@ -1838,8 +1840,9 @@ public:
//
// Handle Do All Protecting ...
int DoProtect(
XSignal &signals[], // if PRotecting Generate Some Support Signals, Holds them here
XSCX121SetupCycles *&setups[] // Number of Setups
XSignal &signals[], // if PRotecting Generate Some Support Signals, Holds them here
XSCX121SetupCycles *&setups[], // Number of Setups
bool forceState = false //
)
{
//
@@ -1853,7 +1856,10 @@ public:
if (EnableTrailling())
{
//
int traillings = HandleTrailling();
if (!forceState)
{
int traillings = HandleTrailling();
}
}
//
@@ -3070,6 +3076,18 @@ public:
mForceCloseProfit = value;
}
//
bool ForceState()
{
return mForceState;
}
//
void ForceState(bool value)
{
mForceState = value;
}
//
// Overrides ...
@@ -3681,36 +3699,83 @@ public:
: signalGenerator.HasShortVerifications(otherConditions))
//
;
//
bool forceState = ForceState();
//
if (!isValid)
if (!isValid || forceState)
{
//
// Clear Other Conditions ...
Clean(otherConditions);
//
// Fill All Conditions to Other Conditions ...
AddRef(
cConditions,
otherConditions //
);
AddRef(
sConditions,
otherConditions //
);
AddRef(
mConditions,
otherConditions //
);
AddRef(
lConditions,
otherConditions //
);
AddRef(
hConditions,
otherConditions //
);
//
// If Recieved Any Unverified Signal
// we Passed it to EQM Manager ...
EQMHandleInvalidSignal(
signal,
pushers,
mVolumeOSC,
mBullishScore,
mBullishSigns,
mBearishScore,
mBearishSigns,
otherConditions //
);
continue;
}
//
// Add Signal to Execution Result ...
AddRef(
signal,
signals //
);
if (!forceState)
{
//
// Add Signal to Execution Result ...
AddRef(
signal,
signals //
);
//
// Add new Signal Info ...
mTradeHandler.Add(
signal,
pushers,
mVolumeOSC,
mBullishSigns,
mBearishSigns,
mBullishScore,
mBearishScore,
cConditions,
sConditions,
mConditions,
lConditions,
hConditions //
);
//
// Add new Signal Info ...
mTradeHandler.Add(
signal,
pushers,
mVolumeOSC,
mBullishSigns,
mBearishSigns,
mBullishScore,
mBearishScore,
cConditions,
sConditions,
mConditions,
lConditions,
hConditions //
);
}
}
}
@@ -4122,6 +4187,15 @@ private:
int mCloseOnSpecificTime; // Close All Trades in Specific Time
int mStartSignallingHoure; // Start Signalling at Specific Time
//
// Force State:
// we can do many things in force state:
// - Prepare Force Hedging;
// - Receive Signals with minimal Verifications;
// - Increase Volume Size of in Profit Positions;
// - etc ...
bool mForceState; // Determine in Force State or not
//
XTradeHandler *mTradeHandler; // Handle all Event which related to Signals and Positions
@@ -4327,11 +4401,20 @@ private:
// Do Gridding Mechanism ...
void DoEQMProtect()
{
//
// Check if there are open Positions
// and their doesn't have TP and SL and
// Youngest Age of Positions longest as enough
// Make State of Signalling to Force State for Recieving
// Signal and Clear their Tp and SL for allowing hedges ...
EQMHandleForceState();
//
XSignal supports[];
int supportsCount = mTradeHandler.DoProtect(
supports,
mSetups //
mSetups,
ForceState() //
);
//
@@ -4341,35 +4424,6 @@ private:
}
}
//
void EQMExecuteSignals(
XSignal &signals[] //
)
{
//
int signalsCount = ArraySize(signals);
if (!IsValidSize(signals))
{
return;
}
//
//
// Execute Supports ...
ENUM_X_SIGNAL_EXECUTION_RESULT states[];
int executed = ExecuteSignals(
signals,
states,
false // Ignore Policies ...
);
if (executed != signalsCount)
{
//
// TODO: Dow What We Want ...
// Print("Error On Executing Support Signal ...");
}
}
//
// Handle Close Trades on Specific Time ...
void DoEQMCloseOnSpecificTime()
@@ -4406,6 +4460,376 @@ private:
Alert(message);
}
}
//
// Handle Force State Management ...
void EQMHandleForceState()
{
//
XPosition positions[];
int positionsCount = mTrader.GetPositions(positions);
if (!IsValidSize(positionsCount))
{
//
// Disable Force State if there isn't any open Positions
// and it's Enabled ...
// this means Hedged positions ...
if (ForceState())
{
ForceState(false);
}
//
return;
}
//
// Checking Force Sate Conditions ...
if (ForceState())
{
return;
}
//
int longs = 0;
double longVolumes = 0;
double longProfits = 0;
//
int shorts = 0;
double shortVolumes = 0;
double shortProfits = 0;
//
// Retrieve Required Informations of Positions ...
CountPositions(
positions,
longs,
longProfits,
longVolumes,
shorts,
shortProfits,
shortVolumes //
);
//
// Retrieve Youngest Age ...
XPosition youngest;
int youngestAge = GetYoungest(
youngest,
positions //
);
//
// Now Comparing items for enabling force State ...
bool isForceState =
//
longs > 0 &&
shorts > 0 &&
youngestAge >= 20 && // TODO: Make this Configurable ...
longVolumes == shortVolumes
//
;
if (isForceState)
{
ForceState(true);
}
//
}
//
// Handle any Invalid Signals ...
void EQMHandleInvalidSignal(
XSignal &signal, // Invalid Signal
int pushers, // Pushers
double volumeOSC, // Volume Summary of Signal
double bullishScore, // Bullish Score Summary
int bullishSigns, // Number of Bullish Signs
double bearishScore, // Bearish Score Summary
int bearishSigns, // Number of Bearish Signs
X121SetupConditions &conditions[] // All Time Frames Conditions
)
{
//
// Check Force State ...
if (!ForceState())
{
return;
}
//
// Create an Instance of Signal Generator Structure ...
X121SignalGenerator signalGenerator;
//
int signalConditionsIDX = FindSignalConditionsIndex(
signal,
conditions //
);
if (!IsValidIndex(signalConditionsIDX))
{
return;
}
//
int longValidations = 0;
int shortValidations = 0;
//
bool isOSCValidForLong = signalGenerator
.IsOSCLongVerified(conditions[signalConditionsIDX]);
bool isOSCValidForShort = signalGenerator
.IsOSCShortVerified(conditions[signalConditionsIDX]);
//
// Calculate Long/Short Validations ...
for (int i = 0; i < ArraySize(conditions); i++)
{
//
int longValids = signalGenerator
.CountLongValidations(conditions[i]);
longValidations += longValids;
//
int shortValids = signalGenerator
.CountShortValidations(conditions[i]);
shortValidations += shortValids;
}
//
bool isLong = IsLong(signal.type);
//
// Reading Required Informations ...
XPosition positions[];
int positionsCount = mTrader.GetPositions(positions);
if (!IsValidSize(positionsCount))
{
return;
}
//
int longs = 0;
double longVolumes = 0;
double longProfits = 0;
//
int shorts = 0;
double shortVolumes = 0;
double shortProfits = 0;
//
// Retrieve Required Informations of Positions ...
CountPositions(
positions,
longs,
longProfits,
longVolumes,
shorts,
shortProfits,
shortVolumes //
);
//
longVolumes = NormalizeDouble(longVolumes, 2);
shortVolumes = NormalizeDouble(shortVolumes, 2);
//
// Select Signal for Execution ...
bool canSelect =
//
((isLong &&
longProfits > 0 &&
bullishScore > 20)
//
||
//
(!isLong &&
shortProfits > 0 &&
bearishScore > 0))
//
&&
//
longVolumes == shortVolumes
//
;
if (canSelect)
{
//
// Here we Can do Signals SL TP Manipulations ...
signal.tp = 0;
signal.sl = 0;
//
XSignal signals[];
AddRef(
signal,
signals //
);
//
// Add new Signal Info ...
mTradeHandler.Add(
signal,
pushers,
volumeOSC,
bullishSigns,
bearishSigns,
bullishScore,
bearishScore,
conditions[0],
conditions[1],
conditions[2],
conditions[3],
conditions[4] //
);
//
EQMExecuteSignals(signals);
//
return;
}
//
canSelect =
//
((isLong && shortProfits > 0) ||
(!isLong && longProfits > 0))
//
&&
//
longVolumes == shortVolumes
//
;
if (canSelect)
{
//
// Generate Opposit Signal ...
//
signal.tp = 0;
signal.sl = 0;
//
XSignal oppositSignal;
bool isGenerated = signal.GenerateOpposit(
oppositSignal //
);
//
if (isGenerated)
{
//
XSignal signals[];
AddRef(
oppositSignal,
signals //
);
//
// Add new Signal Info ...
mTradeHandler.Add(
oppositSignal,
pushers,
volumeOSC,
bullishSigns,
bearishSigns,
bullishScore,
bearishScore,
conditions[0],
conditions[1],
conditions[2],
conditions[3],
conditions[4] //
);
//
EQMExecuteSignals(signals);
//
return;
}
}
}
//
void EQMExecuteSignals(
XSignal &signals[] //
)
{
//
int signalsCount = ArraySize(signals);
if (!IsValidSize(signals))
{
return;
}
//
//
// Execute Supports ...
ENUM_X_SIGNAL_EXECUTION_RESULT states[];
int executed = ExecuteSignals(
signals,
states,
false // Ignore Policies ...
);
if (executed != signalsCount)
{
//
// TODO: Dow What We Want ...
// Print("Error On Executing Support Signal ...");
}
//
// Remove Supported Signals TP and SL and leave them for Handling using HEDGE Mechanism ...
if (IsValidSize(executed))
{
//
for (int i = 0; i < signalsCount; i++)
{
//
ENUM_X_SIGNAL_EXECUTION_RESULT iState = states[i];
if (iState != X_SIGNAL_EXECUTION_SUCCEED)
{
continue;
}
//
XSignal iSignal = signals[i];
if (!iSignal.IsValid() || !iSignal.IsExecuted())
{
continue;
}
//
ulong iParentTicket = ExtractParentTicket(iSignal.comment);
if (iParentTicket <= 0)
{
continue;
}
//
// Remove TP and SL of Supported Positions ...
string comment = "EQM Remove TPSL ...";
bool isModified = Modify(
iParentTicket,
0,
0,
comment //
);
if (isModified)
{
//
// TODO:
// do What we want ...
}
}
}
}
//
};
//