This commit is contained in:
2024-06-18 10:40:41 +03:30
parent 13eeb5d541
commit 3fffd77a6b
2 changed files with 36 additions and 34 deletions
+21 -19
View File
@@ -4387,11 +4387,13 @@ private:
}
//
double profit = SpecifiedCalculatePositionsProfit(positions);
double profit = SpecifiedIsPositionsReadyForHedge(
positions,
0.15,
0.01 //
);
result =
hedgingProfit > 0
? profit > 0 && profit > hedgingProfit
: profit <= hedgingProfit;
profit > hedgingProfit;
if (!result)
{
return result;
@@ -4528,22 +4530,22 @@ private:
return;
}
//
isHedged = DoEQMForceClose(0.5);
if (isHedged)
{
//
ForceState(false);
return;
}
// //
// isHedged = DoEQMForceClose(0.5);
// if (isHedged)
// {
// //
// ForceState(false);
// return;
// }
isHedged = DoEQMForceClose(0.3);
if (isHedged)
{
//
ForceState(false);
return;
}
// isHedged = DoEQMForceClose(0.3);
// if (isHedged)
// {
// //
// ForceState(false);
// return;
// }
//
return;
+15 -15
View File
@@ -73,27 +73,27 @@ input double x121EANextTrailPoint = 20; // Next Trailling Step
//
input group "Supporting";
input bool x121EAAllowSupport = false; // Allow Support Signals
double x121EASupportDistance = 50; // Supporting Distance
input int x121EAMaxNumberOfSupports = 1; // Max Number of Support Signals
input double x121EASupportVolumeMultiplier = 2.0; // Support Signals Volume Multiplier
input double x121EAMaxAllowedSupportVolume = 0.8; // Max Allowed Support Signals Volume
input bool x121EAAllowSupport = false; // Allow Support Signals
double x121EASupportDistance = 50; // Supporting Distance
input int x121EAMaxNumberOfSupports = 1; // Max Number of Support Signals
input double x121EASupportVolumeMultiplier = 2.0; // Support Signals Volume Multiplier
input double x121EAMaxAllowedSupportVolume = 0.04; // Max Allowed Support Signals Volume
//
input group "Grid";
input bool x121EAAllowGrid = true; // Allow Grid Signals
input int x121EAMaxNumberOfGrids = 5; // Max Number of Grid Signals
input double x121EAGridDistance = 100; // Grid Distance
input double x121EAGridVolumeMultiplier = 2.0; // Grid Volume Multiplier
input double x121EAMaxAllowedGridVolume = 0.8; // Max Allowed Grid Signals Volume
input bool x121EAAllowGrid = true; // Allow Grid Signals
input int x121EAMaxNumberOfGrids = 5; // Max Number of Grid Signals
input double x121EAGridDistance = 100; // Grid Distance
input double x121EAGridVolumeMultiplier = 2.0; // Grid Volume Multiplier
input double x121EAMaxAllowedGridVolume = 0.04; // Max Allowed Grid Signals Volume
//
input group "Recovery";
input bool x121EAAllowRecovery = true; // Allow Recovery Signals
input int x121EAMaxNumberOfRecoveries = 3; // Max Number of Recovery Signals
input double x121EARecoveryDistance = 100; // Recovery Distance
input double x121EARecoveryVolumeMultiplier = 2; // Recovery Volume Multiplier
input double x121EAMaxAllowedRecoveryVolume = 0.8; // Max Allowed Recovery Signals Volume
input bool x121EAAllowRecovery = true; // Allow Recovery Signals
input int x121EAMaxNumberOfRecoveries = 3; // Max Number of Recovery Signals
input double x121EARecoveryDistance = 100; // Recovery Distance
input double x121EARecoveryVolumeMultiplier = 2; // Recovery Volume Multiplier
input double x121EAMaxAllowedRecoveryVolume = 0.08; // Max Allowed Recovery Signals Volume
//
input group "Hedging";