attach alert to class and implement hedging in trade handler ...

Classes/x-saherelm.xtrade.class.mq5

@@ -4177,6 +4177,59 @@ public:
         mTrailBasedOnProfit = value;
     }
 
+    //
+    // Hedging ...
+
+    //
+    bool AllowHedging()
+    {
+        return mAllowHedging;
+    }
+
+    //
+    void AllowHedging(bool value)
+    {
+        mAllowHedging = value;
+    }
+
+    //
+    double HedgeVolumeFactor()
+    {
+        return mHedgeVolumeFactor;
+    }
+
+    //
+    void HedgeVolumeFactor(double value)
+    {
+        //
+        if (value < 0)
+        {
+            value = 0;
+        }
+
+        //
+        mHedgeVolumeFactor = value;
+    }
+
+    //
+    double HedgeMinProfitPerVolumeFactor()
+    {
+        return mHedgeMinProfitPerVolumeFactor;
+    }
+
+    //
+    void HedgeMinProfitPerVolumeFactor(double value)
+    {
+        //
+        if (value < 0)
+        {
+            value = 0;
+        }
+
+        //
+        mHedgeMinProfitPerVolumeFactor = value;
+    }
+
     //
     // Tools ...
 
@@ -4386,11 +4439,57 @@ public:
 
         //
         // Do Hedging ...
+        if (mAllowHedging)
+        {
+            //
+            // Check Values Validation ...
+            if (count > 1 &&
+                mHedgeVolumeFactor > 0 &&
+                mHedgeMinProfitPerVolumeFactor > 0)
+            {
+                //
+                double profits = 0;
+                double commissions = 0;
+                double requiredProfitsForHedge = 0;
+                CalculateHedgeData(
+                    profits,
+                    commissions,
+                    requiredProfitsForHedge //
+                );
+
+                //
+                bool canHedge = profits >= requiredProfitsForHedge;
+                if (canHedge)
+                {
+                    //
+                    string comment = "Hedging ...";
+
+                    //
+                    XPosition positions[];
+                    int positionsCount = mTrader.GetPositions(positions);
+                    if (IsValidSize(positionsCount))
+                    {
+                        //
+                        int closeds = mTrader.Close(
+                            positions,
+                            comment //
+                        );
+                        if (IsValidSize(closeds))
+                        {
+                            //
+                            string msg = ToString(positionsCount) + " Closed Due Hedge Action in: " + ToString(profits) + " ...";
+                            Alert(msg);
+                        }
+                    }
+                }
+            }
+        }
 
         //
         // Do Force Closing ...
 
         //
+        // Loop through Data ...
         for (int i = 0; i < count; i++)
         {
             //
@@ -4614,6 +4713,12 @@ protected:
     double mTrailStartInPoint; // Trail Starts in Points of Profit
     double mTrailStepInPoint;  // Profit Must Grows Point to do Trailling
 
+    //
+    // Hedging ...
+    bool mAllowHedging;                    // Hedge Trades
+    double mHedgeVolumeFactor;             // Hedging Volume Factor
+    double mHedgeMinProfitPerVolumeFactor; // Hedging Min Required Profit Per Volume Factor
+
     //
     XTradeData mData[]; // Hold Trade Data
 
@@ -4821,6 +4926,57 @@ private:
         // Save Signal ...
         mCollector.SaveSignal(item);
     }
+
+    //
+    // Calculate Required Data for Hedging ...
+    void CalculateHedgeData(
+        double &profits,
+        double &commissions,
+        double &requiredProfitsForHedge //
+    )
+    {
+        //
+        // Reset Values ...
+        profits = 0;
+        commissions = 0;
+        requiredProfitsForHedge = 0;
+
+        //
+        // Validate Configurations ...
+        if (mHedgeVolumeFactor <= 0 ||
+            mHedgeMinProfitPerVolumeFactor <= 0)
+        {
+            return;
+        }
+
+        //
+        // Check Positions Exists For Hedging ...
+        int count = Count();
+        if (!IsValidSize(count))
+        {
+            return;
+        }
+
+        //
+        double swaps = 0;
+        double volumes = 0;
+        for (int i = 0; i < count; i++)
+        {
+            //
+            swaps += mData[i].swap;
+            profits += mData[i].profit;
+            volumes += mData[i].volume;
+            commissions += mData[i].commission;
+        }
+
+        //
+        // Calculate required Profits for Hedging ...
+        requiredProfitsForHedge = ((volumes / mHedgeVolumeFactor) * mHedgeMinProfitPerVolumeFactor);
+        requiredProfitsForHedge += -1 * (swaps);
+        requiredProfitsForHedge -= commissions;
+    }
+
+    //
 };
 
 //

Experts/x-test-strategies.ea.mq5

@@ -71,6 +71,10 @@ XSCBaseStrategy *strategies[];
 // Trader Instance Class ...
 XSCTrade *eaTrader;
 
+//
+// Alert Class ...
+XSCAlert *eaAlert;
+
 //
 // Trade Handler Instance Class ...
 XSCXTradeHandler *eaTradeHandler;
@@ -128,6 +132,7 @@ void OnDeinit(const int reason)
     delete mCCHelper;
 
     //
+    delete eaAlert;
     delete eaTrader;
     delete eaTradeHandler;
 
@@ -213,6 +218,11 @@ bool InitialEA()
         return result;
     }
 
+    //
+    // Create Instance of Alert Class ...
+    eaAlert = new XSCAlert();
+    eaAlert.SetPrefix(ShortName);
+
     //
     // Create Trader Instance ...
     eaTrader = new XSCTrade(
@@ -411,7 +421,7 @@ void OnSignalRecieved(XSignal &signal)
                      " on: " + signal.symbol +
                      " in: " + ToString(signal.period) +
                      " Executed Successfully ...";
-        Print(msg);
+        eaAlert.Alert(msg);
     }
 }