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saherelm
2024-08-01 02:18:31 +03:30
parent 5403a46aa5
commit 49a52f54d4
6 changed files with 1316 additions and 252 deletions
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Experts/x-test-strategies.ea.mq5
+62 -151
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@@ -28,7 +28,7 @@
#include "../Helpers/x-saherelm.xcc.helper.mq5"
//
#include "../Strategies/x-saherelm.xchkm.strategy.mq5"
#include "../Strategies/x-saherelm.xch.strategy.mq5"
//
// Inputs ...
@@ -36,32 +36,24 @@ long eaMagicNumber = 78692110; // Magic Number
int eaSlippage = 10; // Slippgae
//
double eaVolume = 0.01; // Static Volume
double eaAllowLong = true; // Allow Long Positions
double eaAllowShort = true; // Allow Short Positions
//
int eaMaxAllowedLongs = 1; // Max Allowed Long Positions
int eaMaxAllowedShorts = 1; // Max Allowed Short Positions
//
double eaTPPoint = 150; // Static TP Point
double eaSLPoint = 500; // Static SL Point
//
double eaVolume = 0.01; // Static Volume
bool eaIgnoreTP = false; // Ignore TP
bool eaIgnoreSL = false; // Ignore SL
double eaTPPoint = 150; // Static TP Point
double eaSLPoint = 500; // Static SL Point
//
// int eaMaxAllowedSLsInDay = 0;
double eaR2R = 1.5; // Risk to Reward Ratio
double eaAllowLong = true; // Allow Long Positions
double eaAllowShort = true; // Allow Short Positions
int eaMaxAllowedLongs = 1; // Max Allowed Long Positions
int eaMaxAllowedShorts = 1; // Max Allowed Short Positions
double eaMaxDrawdownPercentForOpenTrades = 3; // Max Drawdown Percent for Open Trades
//
double eaR2R = 1.5; // Risk to Reward Ratio
//
bool eaMultiSymbol = false; // Use Multi Symbol
bool eaUseMaxAllowedTradesPerSymbol = true; // Use Max Allowed Trades Per Symbol
string eaSymbols = "EURUSDb,USDJPYb"; // Trading Symbols
bool eaMultiSymbol = false; // Use Multi Symbol
bool eaUseMaxAllowedTradesPerSymbol = true; // Use Max Allowed Trades Per Symbol
string eaSymbols = "EURUSDb,USDJPYb"; // Trading Symbols
// string eaSymbols = "EURUSDb,USDJPYb,USDCHFb,GBPUSDb,XAUUSDb,XAGUSDb"; // Trading Symbols
//
@@ -272,11 +264,19 @@ bool InitialEA()
eaTradeHandler.SaveTrades(true);
eaTradeHandler.SaveSignals(true);
//
eaTradeHandler.AllowLong(eaAllowLong);
eaTradeHandler.AllowShort(eaAllowShort);
eaTradeHandler.MaxAllowedLongs(eaMaxAllowedLongs);
eaTradeHandler.MaxAllowedShorts(eaMaxAllowedShorts);
eaTradeHandler.UseMaxAllowedTradesPerSymbol(eaUseMaxAllowedTradesPerSymbol);
eaTradeHandler.MaxDrawdownPercentForOpenTrades(eaMaxDrawdownPercentForOpenTrades);
//
// Configure Hedging ...
eaTradeHandler.AllowHedging(true);
eaTradeHandler.MinTradesForHedge(2);
eaTradeHandler.HedgeVolumeFactor(eaVolume);
eaTradeHandler.OnlyHedgeSupportedPositions(false);
eaTradeHandler.HedgeMinProfitPerVolumeFactor(0.3);
//
@@ -302,8 +302,8 @@ bool InitialEA()
if (!eaMultiSymbol)
{
//
XSCXCHKMStrategy *xchmStrategy;
xchmStrategy = new XSCXCHKMStrategy(
XSCXCHStrategy *xchStrategy;
xchStrategy = new XSCXCHStrategy(
_Symbol,
_Period,
PERIOD_H1, // Analyzing Period
@@ -323,15 +323,15 @@ bool InitialEA()
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts // Max Shorts
);
xchmStrategy.EnableXCHM(true);
xchmStrategy.EnableXCHHK(true);
xchmStrategy.EnableXCHSTR(true);
xchmStrategy.EnableXCHCHE(false);
xchmStrategy.SetAlertLogAlerts(true);
xchmStrategy.DrawImportantAreas(false);
xchmStrategy.SetAlertEnableAlerts(true);
xchmStrategy.AddSignalEventHandler(OnSignalRecieved);
RegisterStrategy(xchmStrategy);
xchStrategy.EnableXCHM(true);
xchStrategy.EnableXCHHK(true);
xchStrategy.EnableXCHSTR(true);
xchStrategy.EnableXCHCHE(true);
xchStrategy.SetAlertLogAlerts(true);
xchStrategy.DrawImportantAreas(false);
xchStrategy.SetAlertEnableAlerts(true);
xchStrategy.AddXCHSignalEventHandler(OnSignalRecieved);
RegisterStrategy(xchStrategy);
}
//
// Multi Symbol ...
@@ -357,8 +357,8 @@ bool InitialEA()
string iSymbol = symbols[i];
//
XSCXCHKMStrategy *iStrategy;
iStrategy = new XSCXCHKMStrategy(
XSCXCHStrategy *iStrategy;
iStrategy = new XSCXCHStrategy(
iSymbol,
_Period,
PERIOD_H1, // Analyzing Period
@@ -381,11 +381,11 @@ bool InitialEA()
iStrategy.EnableXCHM(true);
iStrategy.EnableXCHHK(true);
iStrategy.EnableXCHSTR(true);
iStrategy.EnableXCHCHE(false);
iStrategy.EnableXCHCHE(true);
iStrategy.SetAlertLogAlerts(true);
iStrategy.DrawImportantAreas(false);
iStrategy.SetAlertEnableAlerts(true);
iStrategy.AddSignalEventHandler(OnSignalRecieved);
iStrategy.AddXCHSignalEventHandler(OnSignalRecieved);
//
RegisterStrategy(iStrategy);
@@ -467,8 +467,14 @@ void HandleTimeReport()
//
// All Signals from Strategies Comming Here for Execution or
// Analyzing ...
void OnSignalRecieved(XSignal &signal)
void OnSignalRecieved(
XSignal &signal,
XCHStrategyConditions &conditions //
)
{
//
// Check Signal and Conditions Validations ...
//
if (!signal.IsValid())
{
@@ -476,134 +482,39 @@ void OnSignalRecieved(XSignal &signal)
}
//
bool isLong = IsLong(signal.type);
//
// Check Allow Trade Type ...
if ((isLong && !eaAllowLong) ||
(!isLong && !eaAllowShort))
if (!conditions.IsValid())
{
return;
}
//
// Check Max Allowed ...
if (eaMaxAllowedLongs > 0 || eaMaxAllowedShorts > 0)
{
//
XPosition longs[];
XPosition shorts[];
//
if (eaUseMaxAllowedTradesPerSymbol)
{
//
eaTrader.GetPositions(
longs,
shorts,
signal.symbol //
);
}
else
{
//
eaTrader.GetPositions(
longs,
shorts,
NULL // All Symbols ...
);
}
//
int longsCount = ArraySize(longs);
int shortsCount = ArraySize(shorts);
//
if ((isLong &&
eaMaxAllowedLongs > 0 &&
longsCount >= eaMaxAllowedLongs) ||
(!isLong &&
eaMaxAllowedShorts > 0 &&
shortsCount >= eaMaxAllowedShorts))
{
return;
}
}
//
// Check Signal Can Execute or not ...
bool canExecute = eaTradeHandler.CanExecute(signal);
if (!canExecute)
XCHStartegyConditionsParser parser;
bool isFiltered = parser.IsFiltered(
signal,
conditions //
);
if (isFiltered)
{
return;
}
// //
// if (eaMaxAllowedSLsInDay > 0 &&
// mNumberOfSLs >= eaMaxAllowedSLsInDay)
// {
// return;
// }
// //
// if (signal.pushers < 2)
// {
// return;
// }
//
// Attach Conditions Summary to Signal ...
string conditionsSummary = conditions.GenerateSummary(
false,
false,
true,
false //
);
signal.conditions = conditionsSummary;
//
// Execute Signal Using Trade Handler ...
ENUM_X_SIGNAL_EXECUTION_RESULT state;
bool isExecuted = eaTrader.ExecuteSignal(
bool isExecuted = eaTradeHandler.ExecuteSignal(
signal,
state //
);
//
if (isExecuted)
{
//
// Find Executed Signal Deal History ...
XDeal deals[];
double commission = 0;
int dealsCount = eaTrader.GetDeals(
deals,
signal.symbol,
signal.provider,
signal.period,
NULL,
DEAL_ENTRY_IN //
);
if (IsValidSize(dealsCount))
{
//
for (int i = 0; i < dealsCount; i++)
{
//
XDeal iDeal = deals[i];
if (iDeal.positionId == signal.positionId)
{
//
commission = iDeal.commission;
break;
}
}
}
//
// Add Signal to Trade Handler ...
eaTradeHandler.AddData(
signal,
commission //
);
//
string msg = (signal.type == POSITION_TYPE_BUY ? "Long" : "Short") +
" Signal Provided by: " + signal.provider +
" on: " + signal.symbol +
" in: " + ToString(signal.period) +
" Executed Successfully ...";
eaAlert.Alert(msg);
}
}
//