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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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.vscode/vscode-kanban.json
Vendored
+1 -1
View File
@@ -7,7 +7,7 @@
}, },
"creation_time": "2024-07-28T22:48:10.644Z", "creation_time": "2024-07-28T22:48:10.644Z",
"details": { "details": {
"content": "[] Add Recovery Options when try to Synchronize Positions Using Trade Handler ...\n[x] Add Do not Trail Support or Recovery Positions in Trade Handler ...\n[x] Add a TP and SL to Recovery Position ...\n[x] Made Multi Asset ...\n[] Add Pressure Based Trailling ...\n[x] Add Support for Pressures in Recovery ...\n[] Add OB / FVG and Other things Like XPV Signalling ...\n[x] Create XCHCHE Insicator and it's Helper class ...\n[] Create XCHVLM. XCHTD ...\n", "content": "[] Add Recovery Options when try to Synchronize Positions Using Trade Handler ...\n[x] Add Do not Trail Support or Recovery Positions in Trade Handler ...\n[x] Add a TP and SL to Recovery Position ...\n[x] Made Multi Asset ...\n[] Add Pressure Based Trailling ...\n[x] Add Support for Pressures in Recovery ...\n[] Add OB / FVG and Other things Like XPV Signalling ...\n[x] Create XCHCHE Insicator and it's Helper class ...\n[x] Create XCHVLM. XCHTD ...\n[] Add Support for Free Margin Check ...\n",
"mime": "text/markdown" "mime": "text/markdown"
}, },
"id": "86", "id": "86",
Classes/x-saherelm.xtrade.class.mq5
+317 -17
View File
@@ -4156,6 +4156,99 @@ public:
return maxSameTimeTrades; return maxSameTimeTrades;
} }
//
bool AllowLong()
{
return mAllowLong;
}
//
void AllowLong(bool value)
{
mAllowLong = value;
}
//
bool AllowShort()
{
return mAllowShort;
}
//
void AllowShort(bool value)
{
mAllowShort = value;
}
//
int MaxAllowedLongs()
{
return mMaxAllowedLongs;
}
//
void MaxAllowedLongs(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mMaxAllowedLongs = value;
}
//
int MaxAllowedShorts()
{
return mMaxAllowedShorts;
}
//
void MaxAllowedShorts(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mMaxAllowedShorts = value;
}
//
bool UseMaxAllowedTradesPerSymbol()
{
return mUseMaxAllowedTradesPerSymbol;
}
//
void UseMaxAllowedTradesPerSymbol(bool value)
{
mUseMaxAllowedTradesPerSymbol = value;
}
//
double MaxDrawdownPercentForOpenTrades()
{
return mMaxDrawdownPercentForOpenTrades;
}
//
void MaxDrawdownPercentForOpenTrades(double value)
{
//
if (value < 0)
{
value = 0;
}
//
mMaxDrawdownPercentForOpenTrades = value;
}
// //
// Trailling ... // Trailling ...
@@ -4370,18 +4463,6 @@ public:
mAllowHedging = value; mAllowHedging = value;
} }
//
bool OnlyHedgeSupportedPositions()
{
return mOnlyHedgeSupportedPositions;
}
//
void OnlyHedgeSupportedPositions(bool value)
{
mOnlyHedgeSupportedPositions = value;
}
// //
double HedgeVolumeFactor() double HedgeVolumeFactor()
{ {
@@ -4401,6 +4482,25 @@ public:
mHedgeVolumeFactor = value; mHedgeVolumeFactor = value;
} }
//
int MinTradesForHedge()
{
return mMinTradesForHedge;
}
//
void MinTradesForHedge(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mMinTradesForHedge = value;
}
// //
double HedgeMinProfitPerVolumeFactor() double HedgeMinProfitPerVolumeFactor()
{ {
@@ -4423,6 +4523,36 @@ public:
// //
// Tools ... // Tools ...
//
// Calculate Max Drawdown and it's Percent ...
double GetMaxDrawdown()
{
//
XPosition positions[];
int positionsCount = mTrader.GetPositions(positions);
if (IsValidSize(positionsCount))
{
double mEquity = mTrader.mAccount.GetEquity();
if (mEquity > maxDrawdown)
{
maxDrawdown = mEquity;
}
//
drawdownPercent = (maxDrawdown - mEquity) / (staticBalanceForCalculateDrawdown > 0 ? staticBalanceForCalculateDrawdown : maxDrawdown) * 100;
drawdownPercent = NormalizeDouble(drawdownPercent, 3);
}
else
{
//
maxDrawdown = 0.0;
drawdownPercent = 0.0;
}
//
return drawdownPercent;
}
// //
// First Step of Trade Handling ... // First Step of Trade Handling ...
// Since Must Call when a Signal Executed ... // Since Must Call when a Signal Executed ...
@@ -4662,6 +4792,9 @@ public:
{ {
maxSameTimeTrades = count; maxSameTimeTrades = count;
} }
//
GetMaxDrawdown();
} }
// //
@@ -4681,9 +4814,9 @@ public:
{ {
// //
// Check Values Validation ... // Check Values Validation ...
if ((count > 1 || if ((mMinTradesForHedge <= 0
(count == 1 && ? count > 1
mOnlyHedgeSupportedPositions)) && : count >= mMinTradesForHedge) &&
mHedgeVolumeFactor > 0 && mHedgeVolumeFactor > 0 &&
mHedgeMinProfitPerVolumeFactor > 0) mHedgeMinProfitPerVolumeFactor > 0)
{ {
@@ -5342,6 +5475,162 @@ public:
return result; return result;
} }
//
bool ExecuteSignal(
XSignal &signal, // Signal for Execution
ENUM_X_SIGNAL_EXECUTION_RESULT &state, // Execution State
bool ignorePolicies = false // Ignore Execution Policies
)
{
//
bool result = false;
//
// Check Signal Validation ...
result = signal.IsValid();
if (!result)
{
return result;
}
//
// Filter Signals if Necessary ...
result = CanExecute(signal);
if (!result)
{
//
state = X_SIGNAL_EXECUTION_FAILED_INVALID_PARAMS;
return result;
}
//
// Check Policies ...
if (!ignorePolicies)
{
//
bool isLong = IsLong(signal.type);
//
// Check Allow Trade Type ...
result =
isLong
? mAllowLong
: mAllowShort;
if (!result)
{
//
state = X_SIGNAL_EXECUTION_FAILED_NOT_ALLOWED;
return result;
}
//
// Check Trades Count ...
if (mMaxAllowedLongs > 0 || mMaxAllowedShorts > 0)
{
//
XPosition longs[];
XPosition shorts[];
//
// Counting Positions ...
if (mUseMaxAllowedTradesPerSymbol)
{
//
mTrader.GetPositions(
longs,
shorts,
signal.symbol //
);
}
else
{
//
mTrader.GetPositions(
longs,
shorts,
NULL // All Symbols ...
);
}
//
int longsCount = ArraySize(longs);
int shortsCount = ArraySize(shorts);
//
result =
//
// Long ...
isLong
? mMaxAllowedLongs <= 0
? true
: longsCount < mMaxAllowedLongs
//
// Short ...
: mMaxAllowedShorts <= 0
? true
: shortsCount < mMaxAllowedShorts
//
;
if (!result)
{
//
state = X_SIGNAL_EXECUTION_FAILED_MAX_REACHED;
return result;
}
}
//
// Check Drawdown ...
if (mMaxDrawdownPercentForOpenTrades > 0)
{
//
drawdownPercent = GetMaxDrawdown();
//
result =
drawdownPercent <= 0
? true
: drawdownPercent < mMaxDrawdownPercentForOpenTrades;
if (!result)
{
//
state = X_SIGNAL_EXECUTION_FAILED_NO_EQUITY;
return result;
}
}
}
//
// Execute Signal ...
result = mTrader.ExecuteSignal(
signal,
state //
);
if (result)
{
//
double commission = mTrader.GetPositionCommission(signal.positionId);
//
// Add Signal to Trade Handler ...
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 ...";
Alert(msg);
}
//
return result;
}
// //
// Protected ... // Protected ...
protected: protected:
@@ -5352,6 +5641,14 @@ protected:
bool mSaveSignals; // Save Signals bool mSaveSignals; // Save Signals
bool mSaveTrades; // Save Trades bool mSaveTrades; // Save Trades
//
bool mAllowLong; // Allow Long/Buy Trade Type
bool mAllowShort; // Allow Short/Sell Trade Type
int mMaxAllowedLongs; // Max Allowe Long/Buy Trades
int mMaxAllowedShorts; // Max Allowe Short/Sell Trades
bool mUseMaxAllowedTradesPerSymbol; // Use Max Allowed Trades Per Symbol
double mMaxDrawdownPercentForOpenTrades; // Max Drawdown Percent for Open Trades
// //
XSCTrade *mTrader; // Instance of Trader Class XSCTrade *mTrader; // Instance of Trader Class
XTradeCollector *mCollector; // Instance of Trade Collector Class XTradeCollector *mCollector; // Instance of Trade Collector Class
@@ -5377,7 +5674,7 @@ protected:
// //
// Hedging ... // Hedging ...
bool mAllowHedging; // Hedge Trades bool mAllowHedging; // Hedge Trades
bool mOnlyHedgeSupportedPositions; // Only Hedge Supported Positions int mMinTradesForHedge; // Minimum Open Trades for Do Hedge
double mHedgeVolumeFactor; // Hedging Volume Factor double mHedgeVolumeFactor; // Hedging Volume Factor
double mHedgeMinProfitPerVolumeFactor; // Hedging Min Required Profit Per Volume Factor double mHedgeMinProfitPerVolumeFactor; // Hedging Min Required Profit Per Volume Factor
@@ -5389,7 +5686,10 @@ protected:
private: private:
// //
// Props ... // Props ...
int maxSameTimeTrades; // Max Same Time Trades int maxSameTimeTrades; // Max Same Time Trades
double maxDrawdown; // Max Drawdown
double drawdownPercent; // Drawdown Percent
double staticBalanceForCalculateDrawdown; // Static Balance for Max Drawdown Calculation
// //
// Count Data ... // Count Data ...
Experts/x-test-strategies.ea.mq5
+62 -151
View File
@@ -28,7 +28,7 @@
#include "../Helpers/x-saherelm.xcc.helper.mq5" #include "../Helpers/x-saherelm.xcc.helper.mq5"
// //
#include "../Strategies/x-saherelm.xchkm.strategy.mq5" #include "../Strategies/x-saherelm.xch.strategy.mq5"
// //
// Inputs ... // Inputs ...
@@ -36,32 +36,24 @@ long eaMagicNumber = 78692110; // Magic Number
int eaSlippage = 10; // Slippgae int eaSlippage = 10; // Slippgae
// //
double eaVolume = 0.01; // Static Volume 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
//
bool eaIgnoreTP = false; // Ignore TP bool eaIgnoreTP = false; // Ignore TP
bool eaIgnoreSL = false; // Ignore SL 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 // string eaSymbols = "EURUSDb,USDJPYb,USDCHFb,GBPUSDb,XAUUSDb,XAGUSDb"; // Trading Symbols
// //
@@ -272,11 +264,19 @@ bool InitialEA()
eaTradeHandler.SaveTrades(true); eaTradeHandler.SaveTrades(true);
eaTradeHandler.SaveSignals(true); eaTradeHandler.SaveSignals(true);
//
eaTradeHandler.AllowLong(eaAllowLong);
eaTradeHandler.AllowShort(eaAllowShort);
eaTradeHandler.MaxAllowedLongs(eaMaxAllowedLongs);
eaTradeHandler.MaxAllowedShorts(eaMaxAllowedShorts);
eaTradeHandler.UseMaxAllowedTradesPerSymbol(eaUseMaxAllowedTradesPerSymbol);
eaTradeHandler.MaxDrawdownPercentForOpenTrades(eaMaxDrawdownPercentForOpenTrades);
// //
// Configure Hedging ... // Configure Hedging ...
eaTradeHandler.AllowHedging(true); eaTradeHandler.AllowHedging(true);
eaTradeHandler.MinTradesForHedge(2);
eaTradeHandler.HedgeVolumeFactor(eaVolume); eaTradeHandler.HedgeVolumeFactor(eaVolume);
eaTradeHandler.OnlyHedgeSupportedPositions(false);
eaTradeHandler.HedgeMinProfitPerVolumeFactor(0.3); eaTradeHandler.HedgeMinProfitPerVolumeFactor(0.3);
// //
@@ -302,8 +302,8 @@ bool InitialEA()
if (!eaMultiSymbol) if (!eaMultiSymbol)
{ {
// //
XSCXCHKMStrategy *xchmStrategy; XSCXCHStrategy *xchStrategy;
xchmStrategy = new XSCXCHKMStrategy( xchStrategy = new XSCXCHStrategy(
_Symbol, _Symbol,
_Period, _Period,
PERIOD_H1, // Analyzing Period PERIOD_H1, // Analyzing Period
@@ -323,15 +323,15 @@ bool InitialEA()
eaMaxAllowedLongs, // Max Longs eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts // Max Shorts eaMaxAllowedShorts // Max Shorts
); );
xchmStrategy.EnableXCHM(true); xchStrategy.EnableXCHM(true);
xchmStrategy.EnableXCHHK(true); xchStrategy.EnableXCHHK(true);
xchmStrategy.EnableXCHSTR(true); xchStrategy.EnableXCHSTR(true);
xchmStrategy.EnableXCHCHE(false); xchStrategy.EnableXCHCHE(true);
xchmStrategy.SetAlertLogAlerts(true); xchStrategy.SetAlertLogAlerts(true);
xchmStrategy.DrawImportantAreas(false); xchStrategy.DrawImportantAreas(false);
xchmStrategy.SetAlertEnableAlerts(true); xchStrategy.SetAlertEnableAlerts(true);
xchmStrategy.AddSignalEventHandler(OnSignalRecieved); xchStrategy.AddXCHSignalEventHandler(OnSignalRecieved);
RegisterStrategy(xchmStrategy); RegisterStrategy(xchStrategy);
} }
// //
// Multi Symbol ... // Multi Symbol ...
@@ -357,8 +357,8 @@ bool InitialEA()
string iSymbol = symbols[i]; string iSymbol = symbols[i];
// //
XSCXCHKMStrategy *iStrategy; XSCXCHStrategy *iStrategy;
iStrategy = new XSCXCHKMStrategy( iStrategy = new XSCXCHStrategy(
iSymbol, iSymbol,
_Period, _Period,
PERIOD_H1, // Analyzing Period PERIOD_H1, // Analyzing Period
@@ -381,11 +381,11 @@ bool InitialEA()
iStrategy.EnableXCHM(true); iStrategy.EnableXCHM(true);
iStrategy.EnableXCHHK(true); iStrategy.EnableXCHHK(true);
iStrategy.EnableXCHSTR(true); iStrategy.EnableXCHSTR(true);
iStrategy.EnableXCHCHE(false); iStrategy.EnableXCHCHE(true);
iStrategy.SetAlertLogAlerts(true); iStrategy.SetAlertLogAlerts(true);
iStrategy.DrawImportantAreas(false); iStrategy.DrawImportantAreas(false);
iStrategy.SetAlertEnableAlerts(true); iStrategy.SetAlertEnableAlerts(true);
iStrategy.AddSignalEventHandler(OnSignalRecieved); iStrategy.AddXCHSignalEventHandler(OnSignalRecieved);
// //
RegisterStrategy(iStrategy); RegisterStrategy(iStrategy);
@@ -467,8 +467,14 @@ void HandleTimeReport()
// //
// All Signals from Strategies Comming Here for Execution or // All Signals from Strategies Comming Here for Execution or
// Analyzing ... // Analyzing ...
void OnSignalRecieved(XSignal &signal) void OnSignalRecieved(
XSignal &signal,
XCHStrategyConditions &conditions //
)
{ {
//
// Check Signal and Conditions Validations ...
// //
if (!signal.IsValid()) if (!signal.IsValid())
{ {
@@ -476,134 +482,39 @@ void OnSignalRecieved(XSignal &signal)
} }
// //
bool isLong = IsLong(signal.type); if (!conditions.IsValid())
//
// Check Allow Trade Type ...
if ((isLong && !eaAllowLong) ||
(!isLong && !eaAllowShort))
{ {
return; return;
} }
// //
// Check Max Allowed ... XCHStartegyConditionsParser parser;
if (eaMaxAllowedLongs > 0 || eaMaxAllowedShorts > 0) bool isFiltered = parser.IsFiltered(
{ signal,
// conditions //
XPosition longs[]; );
XPosition shorts[]; if (isFiltered)
//
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)
{ {
return; return;
} }
// // //
// if (eaMaxAllowedSLsInDay > 0 && // Attach Conditions Summary to Signal ...
// mNumberOfSLs >= eaMaxAllowedSLsInDay) string conditionsSummary = conditions.GenerateSummary(
// { false,
// return; false,
// } true,
false //
// // );
// if (signal.pushers < 2) signal.conditions = conditionsSummary;
// {
// return;
// }
// //
// Execute Signal Using Trade Handler ...
ENUM_X_SIGNAL_EXECUTION_RESULT state; ENUM_X_SIGNAL_EXECUTION_RESULT state;
bool isExecuted = eaTrader.ExecuteSignal( bool isExecuted = eaTradeHandler.ExecuteSignal(
signal, signal,
state // 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);
}
} }
// //
Helpers/x-saherelm.xchche.helper.mq5
+374 -62
View File
@@ -2299,6 +2299,68 @@ public:
return result; return result;
} }
//
bool IsCycleStrongBearish(
int barIndex, // Bar Index
ENUM_X_MARKET_CYCLES cycle //
)
{
//
bool result = false;
//
double se1 = 0;
double se2 = 0;
//
switch (cycle)
{
//
// CURRENT ...
case X_MARKET_CYCLE_UNKNOWN:
se1 = GetCSE1(barIndex);
se2 = GetCSE2(barIndex);
break;
//
// SHORT ...
case X_MARKET_CYCLE_SHORT:
se1 = GetSSE1(barIndex);
se2 = GetSSE2(barIndex);
break;
//
// MEDIUM ...
case X_MARKET_CYCLE_MEDIUM:
se1 = GetMSE1(barIndex);
se2 = GetMSE2(barIndex);
break;
//
// LONG ...
case X_MARKET_CYCLE_LONG:
se1 = GetLSE1(barIndex);
se2 = GetLSE2(barIndex);
break;
//
// HIND ...
case X_MARKET_CYCLE_HIND:
se1 = GetHSE1(barIndex);
se2 = GetHSE2(barIndex);
break;
}
//
result = se1 != EMPTY_VALUE &&
se1 > 0 &&
se2 != EMPTY_VALUE &&
se2 > 0;
//
return result;
}
// //
int GetCycleValues( int GetCycleValues(
int barIndex, // Bar Index int barIndex, // Bar Index
@@ -2419,6 +2481,182 @@ public:
return result; return result;
} }
//
int GetCycleBullishValues(
int barIndex, // Bar Index
ENUM_X_MARKET_CYCLES cycle,
double &values[] //
)
{
//
int result = 0;
//
Clean(values);
//
double le1 = 0;
double le2 = 0;
//
switch (cycle)
{
//
// CURRENT ...
case X_MARKET_CYCLE_UNKNOWN:
//
le1 = GetCLE1(barIndex);
le2 = GetCLE2(barIndex);
break;
//
// SHORT ...
case X_MARKET_CYCLE_SHORT:
//
le1 = GetSLE1(barIndex);
le2 = GetSLE2(barIndex);
break;
//
// MEDIUM ...
case X_MARKET_CYCLE_MEDIUM:
//
le1 = GetMLE1(barIndex);
le2 = GetMLE2(barIndex);
break;
//
// LONG ...
case X_MARKET_CYCLE_LONG:
//
le1 = GetLLE1(barIndex);
le2 = GetLLE2(barIndex);
break;
//
// HIND ...
case X_MARKET_CYCLE_HIND:
//
le1 = GetHLE1(barIndex);
le2 = GetHLE2(barIndex);
break;
}
//
if (le1 > 0 && le1 != EMPTY_VALUE)
{
//
Add(
le1,
values //
);
}
//
if (le2 > 0 && le2 != EMPTY_VALUE)
{
//
Add(
le2,
values //
);
}
//
result = ArraySize(values);
//
return result;
}
//
int GetCycleBearishValues(
int barIndex, // Bar Index
ENUM_X_MARKET_CYCLES cycle,
double &values[] //
)
{
//
int result = 0;
//
Clean(values);
//
double se1 = 0;
double se2 = 0;
//
switch (cycle)
{
//
// CURRENT ...
case X_MARKET_CYCLE_UNKNOWN:
//
se1 = GetCSE1(barIndex);
se2 = GetCSE2(barIndex);
break;
//
// SHORT ...
case X_MARKET_CYCLE_SHORT:
//
se1 = GetSSE1(barIndex);
se2 = GetSSE2(barIndex);
break;
//
// MEDIUM ...
case X_MARKET_CYCLE_MEDIUM:
//
se1 = GetMSE1(barIndex);
se2 = GetMSE2(barIndex);
break;
//
// LONG ...
case X_MARKET_CYCLE_LONG:
//
se1 = GetLSE1(barIndex);
se2 = GetLSE2(barIndex);
break;
//
// HIND ...
case X_MARKET_CYCLE_HIND:
//
se1 = GetHSE1(barIndex);
se2 = GetHSE2(barIndex);
break;
}
//
if (se1 > 0 && se1 != EMPTY_VALUE)
{
//
Add(
se1,
values //
);
}
//
if (se2 > 0 && se2 != EMPTY_VALUE)
{
//
Add(
se2,
values //
);
}
//
result = ArraySize(values);
//
return result;
}
// //
double GetCycleMax( double GetCycleMax(
int barIndex, // Bar Index int barIndex, // Bar Index
@@ -2503,68 +2741,6 @@ public:
return result; return result;
} }
//
bool IsCycleStrongBearish(
int barIndex, // Bar Index
ENUM_X_MARKET_CYCLES cycle //
)
{
//
bool result = false;
//
double se1 = 0;
double se2 = 0;
//
switch (cycle)
{
//
// CURRENT ...
case X_MARKET_CYCLE_UNKNOWN:
se1 = GetCSE1(barIndex);
se2 = GetCSE2(barIndex);
break;
//
// SHORT ...
case X_MARKET_CYCLE_SHORT:
se1 = GetSSE1(barIndex);
se2 = GetSSE2(barIndex);
break;
//
// MEDIUM ...
case X_MARKET_CYCLE_MEDIUM:
se1 = GetMSE1(barIndex);
se2 = GetMSE2(barIndex);
break;
//
// LONG ...
case X_MARKET_CYCLE_LONG:
se1 = GetLSE1(barIndex);
se2 = GetLSE2(barIndex);
break;
//
// HIND ...
case X_MARKET_CYCLE_HIND:
se1 = GetHSE1(barIndex);
se2 = GetHSE2(barIndex);
break;
}
//
result = se1 != EMPTY_VALUE &&
se1 > 0 &&
se2 != EMPTY_VALUE &&
se2 > 0;
//
return result;
}
// //
int GetBullishCycles( int GetBullishCycles(
int barIndex, // Bar Index int barIndex, // Bar Index
@@ -3039,6 +3215,142 @@ public:
return result; return result;
} }
//
double GetCycleBullishMax(
int barIndex, // Bar Index
ENUM_X_MARKET_CYCLES cycle // Cycle
)
{
//
double result = 0;
//
bool isBullish = IsCycleBullish(
barIndex,
cycle //
);
if (!isBullish)
{
return result;
}
//
double values[];
int count = GetCycleBullishValues(
barIndex,
cycle,
values //
);
//
result = GetSpecifiedMax(values);
//
return result;
}
//
double GetCycleBullishMin(
int barIndex, // Bar Index
ENUM_X_MARKET_CYCLES cycle // Cycle
)
{
//
double result = 0;
//
bool isBullish = IsCycleBullish(
barIndex,
cycle //
);
if (!isBullish)
{
return result;
}
//
double values[];
int count = GetCycleBullishValues(
barIndex,
cycle,
values //
);
//
result = GetSpecifiedMin(values);
//
return result;
}
//
double GetCycleBearishMax(
int barIndex, // Bar Index
ENUM_X_MARKET_CYCLES cycle // Cycle
)
{
//
double result = 0;
//
bool isBearish = IsCycleBearish(
barIndex,
cycle //
);
if (!isBearish)
{
return result;
}
//
double values[];
int count = GetCycleBearishValues(
barIndex,
cycle,
values //
);
//
result = GetSpecifiedMax(values);
//
return result;
}
//
double GetCycleBearishMin(
int barIndex, // Bar Index
ENUM_X_MARKET_CYCLES cycle // Cycle
)
{
//
double result = 0;
//
bool isBearish = IsCycleBearish(
barIndex,
cycle //
);
if (!isBearish)
{
return result;
}
//
double values[];
int count = GetCycleBearishValues(
barIndex,
cycle,
values //
);
//
result = GetSpecifiedMin(values);
//
return result;
}
// //
double GetBullishPower( double GetBullishPower(
int barIndex // Bar Index int barIndex // Bar Index
Libraries/x-saherelm.xtrade.lib.mq5
+13 -2
View File
@@ -133,6 +133,7 @@ enum ENUM_X_SIGNAL_EXECUTION_RESULT
X_SIGNAL_EXECUTION_UNKNOWN, // Unknown X_SIGNAL_EXECUTION_UNKNOWN, // Unknown
X_SIGNAL_EXECUTION_SUCCEED, // Succed X_SIGNAL_EXECUTION_SUCCEED, // Succed
X_SIGNAL_EXECUTION_FAILED_SPREAD, // Spread more than Max Allowed X_SIGNAL_EXECUTION_FAILED_SPREAD, // Spread more than Max Allowed
X_SIGNAL_EXECUTION_FAILED_NOT_ALLOWED, // Not Allowed Trade Type
X_SIGNAL_EXECUTION_FAILED_NO_EQUITY, // No Equity for Trade X_SIGNAL_EXECUTION_FAILED_NO_EQUITY, // No Equity for Trade
X_SIGNAL_EXECUTION_FAILED_PRICE_ERROR, // Price Error X_SIGNAL_EXECUTION_FAILED_PRICE_ERROR, // Price Error
X_SIGNAL_EXECUTION_FAILED_MAX_REACHED, // Max Allowed Positions Reached X_SIGNAL_EXECUTION_FAILED_MAX_REACHED, // Max Allowed Positions Reached
@@ -735,7 +736,8 @@ struct XSignal
XSignal supports[]; // a Collecion of Support Signals ... XSignal supports[]; // a Collecion of Support Signals ...
// //
int pushers; // Signal Pushers ... int pushers; // Signal Pushers ...
string conditions; // Signal Conditions ...
// //
// Constructor ... // Constructor ...
@@ -1152,6 +1154,7 @@ struct XSignal
period = NULL; period = NULL;
comment = NULL; comment = NULL;
provider = NULL; provider = NULL;
conditions = NULL;
// //
Clean(supports); Clean(supports);
@@ -3406,6 +3409,8 @@ struct XTradeData
datetime endTime; // End Time datetime endTime; // End Time
// //
int pushers; // Signal Pushers
string conditions; // Signal Conditions
// //
// Constructor ... // Constructor ...
@@ -3742,7 +3747,13 @@ struct XTradeData
ToString("Max Drawdown", maxDrawdown) + ToString("Max Drawdown", maxDrawdown) +
ToString("End Time", endTime) + ToString("End Time", endTime) +
ToString("Age", age) + ToString("Age", age) +
ToString("Message", message) ToString("Message", message) +
"-------------" + "\n" +
ToString("Pushers", pushers) +
"Conditions:" + "\n" +
"-------------" + "\n" +
conditions +
""
// //
) + ) +
// //
Strategies/x-saherelm.xchkm.strategy.mq5 → Strategies/x-saherelm.xch.strategy.mq5
+549 -19
View File
@@ -2,7 +2,7 @@
// //
// SaherElm IT Center MQL5 Class Library // SaherElm IT Center MQL5 Class Library
// -------------------------------------- // --------------------------------------
// Name: XSCXCHKMStrategy // Name: XSCXCHStrategy
// Description: provides all based classes for use ... // Description: provides all based classes for use ...
// //
// //
@@ -36,20 +36,320 @@
// Base Classes ... // Base Classes ...
#include "../Classes/x-saherelm.xstrategy.class.mq5" #include "../Classes/x-saherelm.xstrategy.class.mq5"
//
// Definitions ...
// //
// Specific Identifier(s) of XStrategy ... // Specific Identifier(s) of XStrategy ...
string XCHKMStartegyToken = "XCHKM"; string XCHStartegyToken = "XCH";
//
struct XCHStrategyConditions
{
//
// Props ...
//
// Common ...
string symbol;
ENUM_TIMEFRAMES period;
datetime time;
//
// Helper Conditions ...
XPVConditions pvConditions;
XCHMConditions chmConditions;
XCHHKConditions chhkConditions;
XCHTDConditions chtdConditions;
XCHCHEConditions chcheConditions;
XCHSTRConditions chstrConditions;
XCHVLMConditions chvlmConditions;
//
// Constructor ...
void XCHStrategyConditions()
{
Clean();
}
//
// Tools ...
//
// Cleanup ...
void Clean()
{
//
symbol = NULL;
period = NULL;
time = NULL;
//
pvConditions.Clean();
chmConditions.Clean();
chhkConditions.Clean();
chtdConditions.Clean();
chcheConditions.Clean();
chstrConditions.Clean();
chvlmConditions.Clean();
}
//
// Validate ...
bool IsValid()
{
//
bool result = false;
//
result =
//
IsValid(time) &&
IsValid(symbol) &&
IsValid(period)
//
;
//
return result;
}
//
// Generate Provided Scores ...
void GenerateScore(
double &bullishScore,
double &bearishScore //
)
{
//
bullishScore = 0;
bearishScore = 0;
//
if (!IsValid())
{
return;
}
//
double bullScore = 0;
double bearScore = 0;
//
// XPV ...
pvConditions.GenerateScore(
bullScore,
bearScore //
);
bullishScore += bullScore;
bearishScore += bearScore;
//
// XCHM ...
chmConditions.GenerateScore(
bullScore,
bearScore //
);
bullishScore += bullScore;
bearishScore += bearScore;
//
// XCHHK ...
chhkConditions.GenerateScore(
bullScore,
bearScore //
);
bullishScore += bullScore;
bearishScore += bearScore;
//
// XCHTD ...
chtdConditions.GenerateScore(
bullScore,
bearScore //
);
bullishScore += bullScore;
bearishScore += bearScore;
//
// XCHCHE ...
chcheConditions.GenerateScore(
bullScore,
bearScore //
);
bullishScore += bullScore;
bearishScore += bearScore;
//
// XCHSTR ...
chstrConditions.GenerateScore(
bullScore,
bearScore //
);
bullishScore += bullScore;
bearishScore += bearScore;
//
// XCHVLM ...
chvlmConditions.GenerateScore(
bullScore,
bearScore //
);
bullishScore += bullScore;
bearishScore += bearScore;
}
//
// Generate Summary ...
string GenerateSummary(
bool onlyCommons = false,
bool onlyConditions = false,
bool includeScores = true,
bool ignoreFalseConditions = true,
string separator = "\n" //
)
{
//
string result = NULL;
//
double bullishScore = 0;
double bearishScore = 0;
GenerateScore(
bullishScore,
bearishScore //
);
//
string commonStr = GenerateSpecifiedCommonSummary(
this,
separator,
includeScores,
true //
);
//
// XPV ...
string pvStr = pvConditions.GenerateSummary(
false,
true,
false,
ignoreFalseConditions //
);
//
// XCHM ...
string chmStr = chmConditions.GenerateSummary(
false,
true,
false,
ignoreFalseConditions //
);
//
// XCHHK ...
string chhkStr = chhkConditions.GenerateSummary(
false,
true,
false,
ignoreFalseConditions //
);
//
// XCHTD ...
string chtdStr = chtdConditions.GenerateSummary(
false,
true,
false,
ignoreFalseConditions //
);
//
// XCHCHE ...
string chcheStr = chcheConditions.GenerateSummary(
false,
true,
false,
ignoreFalseConditions //
);
//
// XCHSTR ...
string chstrStr = chstrConditions.GenerateSummary(
false,
true,
false,
ignoreFalseConditions //
);
//
// XCHVLM ...
string chvlmStr = chvlmConditions.GenerateSummary(
false,
true,
false,
ignoreFalseConditions //
);
//
string conditionsStr =
//
pvStr + separator +
chmStr + separator +
chhkStr + separator +
chtdStr + separator +
chcheStr + separator +
chstrStr + separator +
chvlmStr + separator +
""
//
;
//
result =
//
"[" + GetTag() + "]" + separator +
"----------" + separator +
(onlyConditions
? ""
: commonStr) +
" " + separator +
(onlyCommons
? ""
: conditionsStr) +
""
//
;
//
return result;
}
//
string GetTag()
{
return XCHStartegyToken;
}
//
};
//
typedef void (*TOnXCHSignal)(
XSignal &signal,
XCHStrategyConditions &conditions //
);
// //
// XStrategy Class Implementation(s) ... // XStrategy Class Implementation(s) ...
class XSCXCHKMStrategy : public XSCBaseStrategy class XSCXCHStrategy : public XSCBaseStrategy
{ {
// //
// Public ... // Public ...
public: public:
// //
// Constructor(s) ... // Constructor(s) ...
void XSCXCHKMStrategy( void XSCXCHStrategy(
// //
// Base ... // Base ...
string _symbol, // Trading Symbol string _symbol, // Trading Symbol
@@ -99,7 +399,7 @@ public:
// //
// Deconstructor ... // Deconstructor ...
void ~XSCXCHKMStrategy() void ~XSCXCHStrategy()
{ {
// //
delete pvHelper; delete pvHelper;
@@ -162,6 +462,20 @@ public:
mEnableXCHSTR = value; mEnableXCHSTR = value;
} }
//
// Event Handlers ...
//
// On Signal Handlers ...
void AddXCHSignalEventHandler(TOnXCHSignal handler)
{
//
Add(
handler,
mOnXCHSignalEventHandlers //
);
}
// //
// Overrides ... // Overrides ...
@@ -169,7 +483,7 @@ public:
// Customize Strategy Identifier ... // Customize Strategy Identifier ...
string GetTag() override string GetTag() override
{ {
return XCHKMStartegyToken; return XCHStartegyToken;
} }
// //
@@ -228,6 +542,15 @@ public:
return result; return result;
} }
//
// XCHTD ...
XCHTDConditions chtdConditions;
result = chtdHelper.GetConditions(chtdConditions);
if (!result)
{
return result;
}
// //
// XCHSTR ... // XCHSTR ...
XCHSTRConditions chstrConditions; XCHSTRConditions chstrConditions;
@@ -246,6 +569,15 @@ public:
return result; return result;
} }
//
// XCHVLM ...
XCHVLMConditions chvlmConditions;
result = chvlmHelper.GetConditions(chvlmConditions);
if (!result)
{
return result;
}
// //
// Start Calculations ... // Start Calculations ...
@@ -382,6 +714,13 @@ public:
double chhkMaxBullishLow = chhkHelper.GetMaxBullishLow(cIndex); double chhkMaxBullishLow = chhkHelper.GetMaxBullishLow(cIndex);
double chhkMinBullishLow = chhkHelper.GetMinBullishLow(cIndex); double chhkMinBullishLow = chhkHelper.GetMinBullishLow(cIndex);
//
// XCHTD ...
//
double chtdBullishPower = chtdHelper.GetBullishPower(cIndex);
double chtdBearishPower = chtdHelper.GetBearishPower(cIndex);
// //
// XCHSTR ... // XCHSTR ...
@@ -408,6 +747,50 @@ public:
double chcheMaxBearish = chcheHelper.GetBearishMax(cIndex); double chcheMaxBearish = chcheHelper.GetBearishMax(cIndex);
double chcheMinBearish = chcheHelper.GetBearishMin(cIndex); double chcheMinBearish = chcheHelper.GetBearishMin(cIndex);
//
// Change XCHCHE Current State ...
if (chcheConditions.cLE1[pIndex] > 0 &&
chcheConditions.cLE2[pIndex] > 0 &&
chcheConditions.cLE1[pIndex] != EMPTY_VALUE &&
chcheConditions.cLE2[pIndex] != EMPTY_VALUE &&
!chcheConditions.isCStrongBullish)
{
//
chcheCLastLongExitTime = pBar.time;
chcheCLastLongExit1 = chcheConditions.cLE1[pIndex];
chcheCLastLongExit2 = chcheConditions.cLE2[pIndex];
}
//
if (chcheConditions.cSE1[pIndex] > 0 &&
chcheConditions.cSE2[pIndex] > 0 &&
chcheConditions.cSE1[pIndex] != EMPTY_VALUE &&
chcheConditions.cSE2[pIndex] != EMPTY_VALUE &&
!chcheConditions.isCStrongBearish)
{
//
chcheCLastShortExitTime = pBar.time;
chcheCLastShortExit1 = chcheConditions.cSE1[pIndex];
chcheCLastShortExit2 = chcheConditions.cSE2[pIndex];
}
//
double chcheMinCBullish = chcheHelper.GetCycleBullishMin(
cIndex,
X_MARKET_CYCLE_UNKNOWN // Current ...
);
double chcheMaxCBearish = chcheHelper.GetCycleBearishMax(
cIndex,
X_MARKET_CYCLE_UNKNOWN // Current ...
);
//
// XCHVLM ...
//
double chvlmBullishPower = chvlmHelper.GetBullishPower(cIndex);
double chvlmBearishPower = chvlmHelper.GetBearishPower(cIndex);
// //
DetectImportantAreas(); DetectImportantAreas();
@@ -657,19 +1040,20 @@ public:
if (mEnableXCHCHE) if (mEnableXCHCHE)
{ {
// //
if (chcheConditions.isBullishPowerUp) if (chcheConditions.isCStrongBullish)
{ {
// //
bool chcheHasLong = bool chcheHasLong =
// //
hasBullishPower && hasBullishPower &&
HasCHCHECLast() &&
cBar.IsBullish() && cBar.IsBullish() &&
cBar.low > chcheMinBullish && chcheMinCBullish > 0 &&
chcheConditions.isBullishPowerUp && hasBullishPattern &&
chcheConditions.isCStrongBearish && hasBullishPressure &&
(chmConditions.hasBullishPower || chcheConditions.hasBullishPower &&
chhkConditions.hasBullishPower || chcheConditions.isCStrongBullish &&
chstrConditions.hasBullishPower) chcheMinCBullish > GetMaxCHCHECLast()
// //
; ;
@@ -695,19 +1079,20 @@ public:
} }
// //
if (chcheConditions.isBearishPowerUp) if (chcheConditions.isCStrongBearish)
{ {
// //
bool chcheHasShort = bool chcheHasShort =
// //
hasBearishPower && hasBearishPower &&
HasCHCHECLast() &&
cBar.IsBearish() && cBar.IsBearish() &&
cBar.high < chcheMaxBearish && chcheMaxCBearish > 0 &&
chcheConditions.isBearishPowerUp && hasBearishPattern &&
hasBearishPressure &&
chcheConditions.hasBearishPower &&
chcheConditions.isCStrongBearish && chcheConditions.isCStrongBearish &&
(chmConditions.hasBearishPower || chcheMaxCBearish > GetMaxCHCHECLast()
chhkConditions.hasBearishPower ||
chstrConditions.hasBearishPower)
// //
; ;
@@ -852,12 +1237,49 @@ protected:
XCHVLMInputs chvlmInputs; XCHVLMInputs chvlmInputs;
XSCXCHVLMHelper *chvlmHelper; XSCXCHVLMHelper *chvlmHelper;
//
// //
// Private ... // Private ...
private: private:
// //
// Props ... // Props ...
//
// On XCH Signal Recieved Event Handler(s) ...
TOnXCHSignal mOnXCHSignalEventHandlers[];
//
// Notified Signal Event Handler(s) ...
void NotifyOnXCHSignalEventHandlers(
XSignal &signal,
XCHStrategyConditions &conditions //
)
{
//
if (!signal.IsValid() || !conditions.IsValid())
{
return;
}
//
int count = ArraySize(mOnXCHSignalEventHandlers);
if (!IsValidSize(count))
{
return;
}
//
for (int i = 0; i < count; i++)
{
//
mOnXCHSignalEventHandlers[i](
signal,
conditions //
);
}
}
// //
// Install all Helpers and Prepare all // Install all Helpers and Prepare all
// Configurations for required Indicators ... // Configurations for required Indicators ...
@@ -1146,6 +1568,114 @@ private:
} }
// //
// XCHE Custom Data ...
//
double chcheCLastLongExit1;
double chcheCLastLongExit2;
datetime chcheCLastLongExitTime;
double GetMaxCHCHECLastLong()
{
//
return MathMax(
chcheCLastLongExit1,
chcheCLastLongExit2 //
);
}
double GetMinCHCHECLastLong()
{
//
return MathMin(
chcheCLastLongExit1,
chcheCLastLongExit2 //
);
}
//
double chcheCLastShortExit1;
double chcheCLastShortExit2;
datetime chcheCLastShortExitTime;
double GetMaxCHCHECLastShort()
{
//
return MathMax(
chcheCLastShortExit1,
chcheCLastShortExit2 //
);
}
double GetMinCHCHECLastShort()
{
//
return MathMin(
chcheCLastShortExit1,
chcheCLastShortExit2 //
);
}
//
double GetMaxCHCHECLast()
{
//
return MathMax(
GetMaxCHCHECLastLong(),
GetMaxCHCHECLastShort() //
);
}
double GetMinCHCHECLast()
{
//
return MathMin(
GetMinCHCHECLastLong(),
GetMinCHCHECLastShort() //
);
}
//
bool HasCHCHECLast()
{
//
bool result = false;
//
result =
IsValid(chcheCLastLongExitTime) ||
IsValid(chcheCLastShortExitTime);
//
return result;
}
//
};
//
// Conditions Parser ...
struct XCHStartegyConditionsParser
{
//
string _version;
//
bool IsFiltered(
XSignal &signal, // Provided Signal
XCHStrategyConditions &conditions // Market Conditions
)
{
//
bool result = false;
//
// Validate Args ...
if (!signal.IsValid() || !conditions.IsValid())
{
//
result = true;
return result;
}
//
return result;
}
}; };
// //