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saherelm
2024-05-27 17:41:32 +03:30
parent 72dc9737f9
commit 54160e7f99
6 changed files with 677 additions and 22 deletions
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Classes/x-saherelm.x121.xea.class.mq5
+341 -6
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@@ -396,6 +396,9 @@ public:
//
mAlert.Alert(message);
//
RemoveEQMOrders();
//
for (int i = 0; i < positionsCount; i++)
{
@@ -434,19 +437,282 @@ public:
XSCPositionHolder *iHolder = mHolders[i];
//
XPosition iMaxInDP;
bool hasMaxInDP = iHolder.GetMaxInDrawdown(iMaxInDP);
if (!hasMaxInDP)
// 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);
}
}
//
}
//
// Add Or Update EQM Orders ...
void PlaceEQMOrders(XPosition &position)
{
//
// TODO: Make It Configurable ...
int maxEQMCount = 5;
return;
//
// Position Protection Senarioos ...
if (!position.IsValid())
{
return;
}
//
int descriptorIDX = FindDescriptorIndex(position);
if (descriptorIDX <= -1)
{
return;
}
//
X121ProviderDescriptor descriptor = mDescriptors[descriptorIDX];
//
XOHCLSupRes slSupRes;
bool hasSupRes = descriptor
.provider
.GenerateSupRes(
slSupRes,
position.type,
5 //
);
//
XDrawSpecifications supDrawSpecs;
supDrawSpecs.draw = true;
supDrawSpecs.rayRight = true;
supDrawSpecs.clr = clrLightGreen;
//,
XDrawSpecifications resDrawSpecs;
resDrawSpecs.draw = true;
resDrawSpecs.rayRight = true;
resDrawSpecs.clr = clrLightCoral;
//
// DrawSupRes(
// slSupRes,
// supDrawSpecs,
// resDrawSpecs //
// );
//
XSignal supports[];
int supportsCount = GenerateEQMOrders(
supports,
position,
slSupRes //
);
if (!IsValidSize(supportsCount))
{
return;
}
//
XOrder untriggeredOrders[];
int untriggeredOrdersCount = mTrader.GetOrders(
untriggeredOrders,
position.symbol,
XEQMSupportToken,
position.period,
NULL, // All Types ...
ORDER_STATE_PLACED,
true //
);
//
XPosition triggereSupports[];
int tiggeredSupportsCount = mTrader.GetPositions(
triggereSupports,
position.symbol,
XEQMSupportToken,
position.period,
NULL, // All Types ...
true //
);
//
if (untriggeredOrdersCount +
tiggeredSupportsCount >=
maxEQMCount)
{
return;
}
//
XSignal filteredSignals[];
for (int i = 0; i < supportsCount; i++)
{
//
XSignal iSupport = supports[i];
//
double sl;
iSupport.RegularSL(sl);
//
double tp;
iSupport.RegularTP(tp);
//
if (!IsValidSize(untriggeredOrdersCount) && !IsValidSize(tiggeredSupportsCount))
{
//
AddRef(
iSupport,
filteredSignals //
);
//
continue;
}
//
// Try to Protect a Position ...
ProtectPosition(iMaxInDP);
bool isOrdersPassed = true;
if (!IsValidSize(untriggeredOrdersCount))
{
isOrdersPassed = true;
}
else
{
//
for (int j = 0; j < untriggeredOrdersCount; j++)
{
//
XOrder jOrder = untriggeredOrders[j];
//
bool isSame =
//
jOrder.symbol == iSupport.symbol &&
jOrder.period == iSupport.period &&
jOrder.openPrice == iSupport.entry &&
jOrder.sl == sl &&
jOrder.tp == tp
//
;
if (isSame)
{
//
isOrdersPassed = false;
break;
}
}
}
//
bool isPositionsPassed = true;
if (!IsValidSize(tiggeredSupportsCount))
{
isPositionsPassed = true;
}
else
{
//
for (int j = 0; j < tiggeredSupportsCount; j++)
{
//
XPosition jPosition = triggereSupports[j];
//
bool isSame =
//
jPosition.symbol == iSupport.symbol &&
jPosition.period == iSupport.period &&
jPosition.entry == iSupport.entry &&
jPosition.sl == sl &&
jPosition.tp == tp
//
;
if (isSame)
{
//
isPositionsPassed = false;
break;
}
}
}
//
if (isOrdersPassed &&
isPositionsPassed)
{
//
AddRef(
iSupport,
filteredSignals //
);
}
}
int filteredSignalsCount = ArraySize(filteredSignals);
if (!IsValidSize(filteredSignalsCount))
{
return;
}
//
ENUM_X_SIGNAL_EXECUTION_RESULT states[];
int placedOrders = mTrader.ExecuteSignals(
filteredSignals,
states,
ORDER_TIME_GTC,
NULL,
false // Ignore Policies ...
);
if (placedOrders > 0)
{
//
string message = "EQM Placed (" + ToString(placedOrders) + ") Support Orders ...";
//
mAlert.Alert(message);
}
}
//
void RemoveEQMOrders()
{
//
XOrder untriggeredOrders[];
int untriggeredOrdersCount = mTrader.GetOrders(
untriggeredOrders,
NULL,
XEQMSupportToken,
NULL,
NULL, // All Types ...
ORDER_STATE_PLACED,
true //
);
if (!IsValidSize(untriggeredOrdersCount))
{
return;
}
//
int canceleds = mTrader.CancelOrders(
untriggeredOrders //
);
if (canceleds > 0)
{
//
string message = "EQM Cancel Support ...";
//
mAlert.Alert(message);
}
}
//
@@ -479,7 +745,7 @@ public:
//
bool canManageState =
//
true
iPosition.provider != XEQMSupportToken
//
;
@@ -1024,6 +1290,9 @@ public:
//
mAlert.Alert(message);
//
RemoveEQMOrders();
}
//
@@ -1039,6 +1308,9 @@ public:
//
// Here i Have to Detect In DrawDown Positions ...
//
RemoveEQMOrders();
//
string mSymbols[];
XSCPositionHolder *mHolders[];
@@ -1101,6 +1373,9 @@ protected:
{
//
// Here i Can Protect Position ...
// This Protect Include One Position in Market Mode ...
// If Provided ...
// the Positions Selection must passed Some conditions ...
//
string message = "For (" + position.symbol + ") Max In Drawdown Position is: (" +
@@ -1130,6 +1405,66 @@ private:
return ArraySize(mDescriptors);
}
//
// Find Specifc Descriptor ...
int FindDescriptorIndex(
string symbol,
ENUM_TIMEFRAMES period //
)
{
//
int result = -1;
//
if (!IsValid(symbol) ||
!IsValid(period))
{
return result;
}
//
int descriptorsCount = CountDescriptors();
if (!IsValidSize(descriptorsCount))
{
return result;
}
//
for (int i = 0; i < descriptorsCount; i++)
{
//
X121ProviderDescriptor iDescriptor = mDescriptors[i];
//
bool isPassed =
//
iDescriptor.symbol == symbol &&
iDescriptor.period == period
//
;
if (isPassed)
{
//
result = i;
break;
}
}
//
return result;
}
template <typename T>
int FindDescriptorIndex(
T &item //
)
{
return FindDescriptorIndex(
item.symbol,
item.period //
);
}
//
// Trails Holding ...