last ...

2025-01-23 20:52:45 +03:30
parent aa3630bc82
commit 330c70088c
10 changed files with 3085 additions and 774 deletions
@@ -462,6 +462,60 @@ class XC121SMCExpert : public XCBaseExpert
        ReConfigure();
    }

+    /**
+     * Get Static Balance for Calculate Trade Volume ...
+     *
+     * @return ( double )
+     */
+    double StaticBalance()
+    {
+        return mStaticBalance;
+    }
+
+    /**
+     * Set Static Balance for Calculate Trade Volume ...
+     *
+     * @param  value: Argument 1
+     */
+    void StaticBalance(double value)
+    {
+        //
+        if (value < 0)
+        {
+            value = 0;
+        }
+
+        //
+        mStaticBalance = value;
+    }
+
+    /**
+     * Get Balance Used In Each Trade ...
+     *
+     * @return ( double )
+     */
+    double BalancePerTrade()
+    {
+        return mBalancePerTrade;
+    }
+
+    /**
+     * Set Balance Used In Each Trade ...
+     *
+     * @param  value: Argument 1
+     */
+    void BalancePerTrade(double value)
+    {
+        //
+        if (value < 0)
+        {
+            value = 0;
+        }
+
+        //
+        mBalancePerTrade = value;
+    }
+
    /**
     * Get Risk Percent Per Balance in Each Trade ...
     *
@@ -1602,37 +1656,72 @@ class XC121SMCExpert : public XCBaseExpert
    void ApplyVolumeOnSignal(XSignal &signal)
    {
        //
-        // Prepare Signal Dynamic Volume
-        // if Provided ...
-        if (UseDynamicVolume() &&
-            DynamicVolumeStep() > 0 &&
-            DynamicVolumeBalanceFactor() > 0)
+        double staticVolume = Volume();
+        double fVolume = staticVolume > 0
+                             ? staticVolume
+                             : 0.01;
+
+        //
+        double staticBalance = StaticBalance();
+        double accountBalance = mTrader.mAccount.GetBalance();
+        double balance = staticBalance > 0
+                             ? staticBalance
+                             : accountBalance;
+
+        //
+        bool useDynamicVolume = UseDynamicVolume();
+        double balancePerTrade = BalancePerTrade();
+        double dynamicVolumeStep = DynamicVolumeStep();
+        double riskPercentPerBalance = RiskPercentPerBalance();
+        bool allowDynamicRiskManagement = DynamicRiskManagement();
+        double dynamicVolumeBalanceFactor = DynamicVolumeBalanceFactor();
+
+        //
+        // Apply Static Volume ...
+        bool allowStaticVolume = staticVolume > 0;
+
+        //
+        // Apply Dynamic Volume ...
+        bool aloowApplyDynamicVolume = useDynamicVolume &&
+                                       dynamicVolumeStep &&
+                                       dynamicVolumeBalanceFactor;
+
+        //
+        // Apply Risk Per Trade Volume ...
+        bool allowApplyRiskPerTradeVolume =
+            !aloowApplyDynamicVolume &&
+            riskPercentPerBalance > 0;
+
+        //
+        // Apply Balance Per Trade Volume ...
+        bool allowApplyBalacePerTradeVolume =
+            !aloowApplyDynamicVolume &&
+            !allowApplyRiskPerTradeVolume &&
+            balancePerTrade > 0;
+
+        //
+        // First Check Dynamic Volume ...
+        if (aloowApplyDynamicVolume)
        {
            //
+            // Dynamic Volume ...
            double dVolume = mTrader.GetDynamicVolume(
                signal.symbol,
-                DynamicVolumeBalanceFactor(),
-                DynamicVolumeStep() //
+                dynamicVolumeBalanceFactor,
+                dynamicVolumeStep //
            );
+            if (dVolume < fVolume)
+            {
+                dVolume = fVolume;
+            }

            //
-            if (dVolume > 0)
-            {
-                signal.volume = dVolume;
-            }
-            else
-            {
-                signal.volume = Volume();
-            }
+            signal.volume = dVolume;
        }
-        else if (RiskPercentPerBalance() > 0)
+        else if (allowApplyRiskPerTradeVolume)
        {
            //
-            double riskPercent = RiskPercentPerBalance();
-
-            //
-            double balance = mTrader.mAccount.GetBalance();
-            double riskAmountPerBalance = (riskPercent * balance) / 100;
+            double riskAmountPerBalance = (riskPercentPerBalance * balance) / 100;

            //
            double risk = signal.GetRisk();
@@ -1645,6 +1734,10 @@ class XC121SMCExpert : public XCBaseExpert
                riskAmountPerBalance,
                riskInPoints //
            );
+            if (volume <= 0)
+            {
+                volume = fVolume;
+            }

            //
            // Check Dynamic Risk Management ...
@@ -1664,18 +1757,44 @@ class XC121SMCExpert : public XCBaseExpert
            }

            //
-            if (volume > 0)
+            signal.volume = volume;
+        }
+        else if (allowApplyBalacePerTradeVolume)
+        {
+            //
+            double risk = signal.GetRisk();
+            double points = GetPoints(signal.symbol);
+            double riskInPoints = risk / points;
+
+            //
+            double volume = mTrader.mAccount.CalculateVolume(
+                signal.symbol,
+                balancePerTrade,
+                riskInPoints //
+            );
+            if (volume <= 0)
            {
-                volume = NormalizeVolume(volume, signal.symbol);
+                volume = fVolume;
            }

            //
            signal.volume = volume;
        }
+        else if (allowStaticVolume)
+        {
+            signal.volume = staticVolume;
+        }
        else
        {
-            signal.volume = Volume();
+            signal.volume = fVolume;
        }
+
+        //
+        // Normalize Signal Volume ...
+        signal.volume = NormalizeVolume(
+            signal.volume,
+            signal.symbol //
+        );
    }

    /**
@@ -1836,6 +1955,8 @@ class XC121SMCExpert : public XCBaseExpert
    // Risk Management Props ...
    double mR2R;                                            // Signallers Risk to Reward Ratio ...
    double mVolume;                                         // Static Volume ...
+    double mStaticBalance;                                  // Static Balance for Calculate Trade Volume ...
+    double mBalancePerTrade;                                // Balance Used in Each Trade ...
    double mRiskPercentPerBalance;                          // Risk Percent Per Balance in Each Trade ...
    bool mDynamicRiskManagement;                            // Dynamic Risk Management ...
    bool mUseDynamicVolume;                                 // Use Dynamic Volume ...