fix x786 ...

This commit is contained in:
2024-05-29 00:15:02 +03:30
parent 179efd4170
commit 33b68be918
6 changed files with 352 additions and 110 deletions
+165 -60
View File
@@ -418,54 +418,106 @@ public:
void HandleEQMState(XSignal &signals[])
{
//
XSignal accepted[];
bool equityReached = !mTrader.CheckEquityForTrade();
bool maxAllowedReached = !mTrader.CheckPositionsForTrade();
bool enableEQM = equityReached || maxAllowedReached;
// if (!enableEQM)
// {
// //
// return;
// }
if (!enableEQM)
{
return;
}
//
int signalsCount = ArraySize(signals);
if (IsValidSize(signalsCount))
{
//
Print("Cnverts " + ToString(signalsCount) + " Signal using SupRes ...");
// Extract required Data ...
XPosition positions[];
int positionsCount = mTrader.GetPositions(
positions);
if (!IsValidSize(positionsCount))
{
return;
}
//
int longs = 0;
double longProfits = 0;
double longVolumes = 0;
//
int shorts = 0;
double shortProfits = 0;
double shortVolumes = 0;
//
CountPositions(
positions,
longs,
longProfits,
longVolumes,
shorts,
shortProfits,
shortVolumes //
);
//
for (int i = 0; i < signalsCount; i++)
{
//
XSignal iSignal = signals[i];
bool isLong = IsLong(iSignal.type);
//
bool canAccept =
//
isLong
? longs == 0
: shorts == 0
//
;
if (!canAccept)
{
continue;
}
//
iSignal.provider = XEQMSupportToken;
//
AddRef(
iSignal,
accepted //
);
}
//
int acceptedCount = ArraySize(accepted);
if (!IsValidSize(acceptedCount))
{
return;
}
//
// Execute EQM Signals ...
ENUM_X_SIGNAL_EXECUTION_RESULT reasons[];
int executed = mTrader.ExecuteSignals(
accepted,
reasons,
ORDER_TIME_GTC,
NULL,
false //
);
if (executed > 0)
{
//
string message = "EQM Execute " + ToString(executed) + " Signals ...";
//
mAlert.Alert(message);
}
}
// //
// string mSymbols[];
// XSCPositionHolder *mHolders[];
// int symbolsCount = FilterSymbolBasedPositions(
// mSymbols,
// mHolders //
// );
// //
// for (int i = 0; i < symbolsCount; i++)
// {
// //
// string iSymbol = mSymbols[i];
// XSCPositionHolder *iHolder = mHolders[i];
// //
// // We Can Select Multiple Positions for Place EQM Supports ...
// //
// // Select Max In Drawdown Position and Protect it ...
// XPosition iSelectedPosition;
// bool iHasPosition = iHolder.GetMaxInDrawdown(iSelectedPosition);
// if (iHasPosition)
// {
// //
// // Try to Protect Max In Drawdown Positions Position ...
// PlaceEQMOrders(iSelectedPosition);
// }
// }
//
}
//
@@ -730,7 +782,7 @@ public:
}
//
void HandleTrailManagement(XPosition &positions[])
void HandleTrailManagement(XPosition &positions[])
{
//
// TODO:
@@ -761,7 +813,8 @@ public:
//
bool canManageState =
//
iPosition.provider != XEQMSupportToken
true
// iPosition.provider != XEQMSupportToken
// &&
// iPosition.provider != "WSC"
//
@@ -818,7 +871,7 @@ public:
// IsLong(iPosition.type)
// ? iPosition.sl + appliedSL
// : iPosition.sl - appliedSL;
//
double sl =
IsLong(iPosition.type)
@@ -1130,6 +1183,9 @@ public:
// Cleaning Source ...
Clean(signals);
//
XSignal mEQMManaged[];
//
// Loop through Signals for Management ...
for (int i = 0; i < tmpsCount; i++)
@@ -1186,38 +1242,31 @@ public:
//
continue;
}
else if (positionsCount < 4)
//
else if (positionsCount < GetMaxAllowedPositions())
{
//
// Next Signal in a While of Specific Provider ...
//
// Find Longest Position and Check it's Age ...
// Compare it by min age for same provider signals ...
XPosition youngest;
int youngestAge = GetYoungest(
youngest,
positions //
);
if (youngestAge == -1 || youngestAge < minDistanceBetweenTwoSameProviderSignal)
{
continue;
}
//
AddRef(
iSignal,
signals //
);
// //
// if (youngest.profit > 0)
// {
// }
//
continue;
}
//
else
{
//
AddRef(
iSignal,
mEQMManaged //
);
}
// else if (profit > 0 && symbolProfit > 0)
// {
// //
@@ -1228,6 +1277,12 @@ public:
// }
}
//
if (IsValidSize(ArraySize(mEQMManaged)))
{
HandleEQMState(mEQMManaged);
}
//
result = ArraySize(signals);
@@ -1352,6 +1407,56 @@ public:
}
}
//
void ManageUnExecutedSignals(
ENUM_X_SIGNAL_EXECUTION_RESULT &states[],
XSignal &unExecutedSignals[] //
) override
{
//
XSignal filteredSignals[];
//
int unExecutedSignalsCount = ArraySize(unExecutedSignals);
if (!IsValidSize(unExecutedSignalsCount))
{
return;
}
//
for (int i = 0; i < unExecutedSignalsCount; i++)
{
//
ENUM_X_SIGNAL_EXECUTION_RESULT iState = states[i];
bool isStateValid =
//
iState == X_SIGNAL_EXECUTION_FAILED_NO_EQUITY ||
iState == X_SIGNAL_EXECUTION_FAILED_MAX_REACHED
//
;
if (!isStateValid)
{
continue;
}
//
AddRef(
unExecutedSignals[i],
filteredSignals //
);
}
//
int filteredSignalsCount = ArraySize(filteredSignals);
if (!IsValidSize(filteredSignalsCount))
{
return;
}
//
HandleEQMState(filteredSignals);
}
//
// Protected ...
protected: