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apply trail stop and break even ...

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This commit is contained in:
saherelm
2025-02-11 23:28:28 +03:30
parent fe129c3288
commit 4a70a3ef4f
11 changed files with 2682 additions and 1063 deletions
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X121SMCEA/Strategy/x-121.smc.strategy.class.mq5
+110 -40
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@@ -102,27 +102,23 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
void Destroy() override
{
//
// XSupDemOBS ...
RemoveX121SMCXSupDemOBSDraws();
mX121SMCXSupDemOBSConditions.Clean();
Clean(mX121SMCXSupDemOBSConditionsCollection);
RemoveX121SMCXSupDemOBSWorkingZoneDraws();
//
// ZeroMemory(mTriggerCycleHelper);
ZeroMemory(mDecisionCycleHelper);
ZeroMemory(mAnalyseCycleHelper);
// ZeroMemory(mVerificationCycleHelper);
ZeroMemory(mConsolidationCycleHelper);
ZeroMemory(mVisionCycleHelper);
//
// delete mTriggerCycleHelper;
delete mDecisionCycleHelper;
delete mAnalyseCycleHelper;
// delete mVerificationCycleHelper;
delete mConsolidationCycleHelper;
delete mVisionCycleHelper;
//
RemoveX121SMCXSupDemOBSDraws();
RemoveX121SMCXSupDemOBSWorkingZoneDraws();
}
/**
@@ -205,10 +201,14 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
//
// XSupDemOBS Signal ...
X121SMCStrategyXSupDemOBSSignalConditions mXSupDemOBSConditions;
if (useXSupDemOBSSignal && !hasSignal)
{
//
hasXSupDemOBSSignal = DetectXSupDemOBSSignal(conditions);
hasXSupDemOBSSignal = DetectXSupDemOBSSignal(
conditions,
mXSupDemOBSConditions //
);
hasSignal = hasXSupDemOBSSignal;
}
@@ -317,46 +317,107 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
//
if (result)
{
//
// Configure Signal Protector ...
// if (useXSTRPVSignal)
// {
// //
// signal.trailSL = false;
// signal.fullTPLevel = r2r;
// signal.partialCloseOnTPLevel = 2;
// signal.partialCloseMultiplier = 0.5;
// signal.trailSLStartOnReachTPLevel = 2;
// }
//
// TODO: Remove this ...
// XCSignalObject *iObj;
// mPOIDrawer.DrawSignal(signal, iObj);
// Print("");
//
if (useXSupDemOBSSignal &&
hasXSupDemOBSSignal)
{
//
// double sR2R = signal.GetRiskRewardRatio();
// double risk = signal.GetRisk();
//
// double tp = signal.tp;
// double target = signal.tp + (risk * sR2R);
// Re Draw Working Zone ...
RemoveX121SMCXSupDemOBSWorkingZoneDraws();
DrawX121SMCXSupDemOBSWorkingZone(
mXSupDemOBSConditions,
mVisionCycleHelper.mPOIDrawer //
);
//
// signal.tp = target;
// signal.target = tp;
// Re Draw Working Zone ...
RemoveX121SMCXSupDemOBSDraws();
DrawX121SMCXSupDemOBSConditions(
mXSupDemOBSConditions,
mVisionCycleHelper.mPOIDrawer //
);
//
// Configuring Amount Percent and ETC ...
bool ignoreEAVolume = mXSupDemOBSConditions.reward > 0 &&
mXSupDemOBSConditions.amountPercent > 0;
if (ignoreEAVolume)
{
//
double cReward = mXSupDemOBSConditions.reward;
double cAmountPercent = mXSupDemOBSConditions.amountPercent;
//
double cRiskReward = risk * cReward;
double cTP = hasLong
? entry + cRiskReward
: entry - cRiskReward;
//
double balance = mAccount.GetBalance();
double cRiskAmount = balance * cAmountPercent / 100;
double cRiskInPoints = risk / points;
double cVolume = mAccount.CalculateVolume(
signal.symbol,
cRiskAmount,
cRiskInPoints //
);
cVolume = NormalizeVolume(cVolume, signal.symbol);
//
if (cVolume > 0)
{
//
signal.ignoreEAVolume = ignoreEAVolume;
signal.volume = cVolume;
}
}
//
// Fix Signal TP Based On Working Zone ...
double maxAllowedTP =
hasLong
? mXSupDemOBSConditions.workingZone.upper
: mXSupDemOBSConditions.workingZone.lower;
bool canApplyMaxAlowedTP = (hasLong &&
signal.tp > maxAllowedTP) ||
(!hasLong && signal.tp < maxAllowedTP);
if (canApplyMaxAlowedTP)
{
signal.tp = maxAllowedTP;
}
//
// Configuring Global Protector ...
signal.trailSL = true;
signal.fullTPLevel = r2r;
signal.partialCloseOnTPLevel = 0;
signal.partialCloseMultiplier = 0;
signal.trailSLStartOnReachTPLevel = 3;
signal.fullTPLevel = signal.GetRiskRewardRatio();
}
//
// Draw Signal Oject ...
XCSignalObject *iSignalObj;
bool isCreated = mVisionCycleHelper
.mPOIDrawer
.DrawSignal(signal, iSignalObj);
if (isCreated)
{
//
mSignalDrawnObjects.Add(iSignalObj);
//
int maxAllowedDrawnSignals = 15;
int count = mSignalDrawnObjects.Total();
if (count > maxAllowedDrawnSignals)
{
//
int to = count - maxAllowedDrawnSignals;
mSignalDrawnObjects.DeleteRange(
0,
to //
);
}
}
}
@@ -365,6 +426,9 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
hasShort = false;
}
//
mXSupDemOBSConditions.Clean();
//
return result;
}
@@ -431,6 +495,7 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
//
// Props ...
CArrayObj mSignalDrawnObjects;
//
// XC121SMCCycleHelper *mTriggerCycleHelper;
@@ -449,7 +514,8 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
//
// XSupDemOBS Signal ...
bool DetectXSupDemOBSSignal(
X121SMCStrategyConditions &conditions //
X121SMCStrategyConditions &conditions,
X121SMCStrategyXSupDemOBSSignalConditions &xSupDemOBSConditions //
)
{
//
@@ -599,10 +665,8 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
mTmpConditions[i],
symbol,
period,
// mTriggerCycleHelper,
mDecisionCycleHelper,
mAnalyseCycleHelper,
// mVerificationCycleHelper,
mConsolidationCycleHelper,
mVisionCycleHelper //
);
@@ -673,6 +737,12 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
conditions.signalDir = mConditions.dir;
conditions.target = mConditions.target;
//
xSupDemOBSConditions = mConditions;
//
mConditions.Clean();
//
return result;
}