complete xea class ...

2024-05-21 04:36:05 +03:30
parent 74ffc15d04
commit 57371b9343
15 changed files with 3227 additions and 1505 deletions
@@ -53,6 +53,9 @@ string XSymbolToken = "SMBL";
 string XSupportToken = "SP";
 string XEQMSupportToken = "EQM";

+//
+string XSLTrailToken = "SLT";
+
 //
 string XActionToken = "A";

@@ -107,6 +110,19 @@ enum ENUM_X_SIGNAL_MANAGING_ACTIONS
    X_SIGNAL_PARTIAL_TRAIL, // Use 0 index as SL and Trail Stop on TP Levels and also Partial Close on TP Levels
 };

+//
+// Available Guard Action ...
+enum ENUM_X_GUARD_ACTIONS
+{
+    X_GUARD_ACTION_NOTHING,               // Nothing
+    X_GUARD_ACTION_HEDGE,                 // Hedge
+    X_GUARD_PARTIAL_CLOSE,                // Partial Close
+    X_GUARD_ACTION_TRAIL_STOP,            // Trail StopLoss
+    X_GUARD_ACTION_FORCE_CLOSE,           // Force Close
+    X_GUARD_ACTION_ADD_SUPPORT_SIGNAL,    // Add Support Signal
+    X_GUARD_ACTION_CANCEL_PENDING_ORDERS, // Cancel Pending Orders
+};
+
 //
 // Structs ...

@@ -2427,6 +2443,96 @@ struct XOnTradeHandlerState
    }
 };

+//
+// Model Guard Info ...
+struct XGuard
+{
+    //
+    string symbol;               // Trading Symbol ...
+    string provider;             // Signal Provider ...
+    ENUM_TIMEFRAMES period;      // Trading Timeframe ...
+    ENUM_POSITION_TYPE type;     // Position Type ...
+    ENUM_X_GUARD_ACTIONS action; // Which Action to Do ...
+
+    //
+    double dblPayLoad;
+    string strPayload;
+
+    //
+    // Constructor ...
+    XGuard()
+    {
+        Clean();
+    }
+
+    //
+    // Initialize ...
+
+    //
+    // Global Initializer ...
+    bool Init(
+        string mSymbol,                  // Trading Symbol ...
+        ENUM_TIMEFRAMES mPeriod,         // Trading Timeframe ...
+        ENUM_X_GUARD_ACTIONS mAction,    // Which Action to Do ...
+        ENUM_POSITION_TYPE mType = NULL, // Position Type ...
+        string mProvider = NULL,         // Signal Provider ...
+        double mDblPayLoad = NULL,
+        string mStrPayload = NULL //
+    )
+    {
+        //
+        type = mType;
+        symbol = mSymbol;
+        period = mPeriod;
+        action = mAction;
+        provider = mProvider;
+        dblPayLoad = mDblPayLoad;
+        strPayload = mStrPayload;
+
+        //
+        bool result = IsValid();
+
+        //
+        return result;
+    }
+
+    //
+    // Tools ...
+
+    //
+    // Cleanup ...
+    void Clean()
+    {
+        //
+        symbol = NULL;
+        provider = NULL;
+        period = NULL;
+        action = X_GUARD_ACTION_NOTHING;
+
+        //
+        strPayload = NULL;
+        dblPayLoad = EMPTY_VALUE;
+    }
+
+    //
+    // Validate ...
+    bool IsValid()
+    {
+        //
+        bool result = false;
+
+        //
+        result =
+            //
+            action != X_GUARD_ACTION_NOTHING
+            //
+            ;
+
+        //
+        return result;
+    }
+};
+
 //
 // Model a Position with all of it's Supports ...
 struct XPositionPack
@@ -3717,6 +3823,73 @@ int FindIndex(
    return result;
 }

+//
+// Retrieve String Representation ...
+string ToString(ENUM_X_SIGNAL_EXECUTION_RESULT value)
+{
+    //
+    string result = NULL;
+
+    //
+    switch (value)
+    {
+    //
+    case X_SIGNAL_EXECUTION_UNKNOWN:
+        result = "Unknown";
+        break;
+
+    //
+    case X_SIGNAL_EXECUTION_SUCCEED:
+        result = "Succed";
+        break;
+
+    //
+    case X_SIGNAL_EXECUTION_FAILED_SPREAD:
+        result = "Spread more than Max Allowed";
+        break;
+
+    //
+    case X_SIGNAL_EXECUTION_FAILED_NO_EQUITY:
+        result = "No Equity for Trade";
+        break;
+
+    //
+    case X_SIGNAL_EXECUTION_FAILED_PRICE_ERROR:
+        result = "Price Error";
+        break;
+
+    //
+    case X_SIGNAL_EXECUTION_FAILED_MAX_REACHED:
+        result = "Max Allowed Positions Reached";
+        break;
+
+    //
+    case X_SIGNAL_EXECUTION_FAILED_INVALID_PARAMS:
+        result = "Invalid Params";
+        break;
+    }
+
+    //
+    return result;
+}
+
+//
+// Converts Position Type to Order Type ...
+ENUM_ORDER_TYPE ToOrderType(ENUM_POSITION_TYPE value)
+{
+    //
+    bool isLong = IsLong(value);
+
+    //
+    ENUM_ORDER_TYPE result =
+        isLong
+            ? ORDER_TYPE_BUY
+            : ORDER_TYPE_SELL;
+
+    //
+    return result;
+}
+
 //
 // Tagging ...

@@ -3830,3 +4003,96 @@ ulong ExtractEQMSupportedTicket(string value)
 }

 //
+// SL Trails ...
+
+//
+// Extract SL Trail Level ...
+int ExtractSLTrailLevel(string comment)
+{
+    //
+    int result = 0;
+
+    //
+    if (!IsValid(comment))
+    {
+        return result;
+    }
+
+    //
+    result = ParseIntSurrounded(
+        comment,
+        XSLTrailToken
+        //
+    );
+
+    //
+    return result;
+}
+
+//
+// Generate SL Trail Comment Tag ...
+string GenerateSLTrailTag(int level)
+{
+    //
+    string result = NULL;
+
+    //
+    if (level <= 0)
+    {
+        return result;
+    }
+
+    //
+    result = Surround(
+        XSLTrailToken,
+        level
+        //
+    );
+
+    //
+    return result;
+}
+
+//
+// Prepare SL Trail Comment ...
+string PrepareSLTrailTag(
+    const string comment // Original Position Comment ...
+)
+{
+    //
+    string result = NULL;
+
+    //
+    int level = 0;
+    result = comment;
+
+    //
+    // Check Comment Contains SL Trailing or not ...
+    int lastTrailLevel = ExtractSLTrailLevel(comment);
+    if (lastTrailLevel <= 0)
+    {
+        level++;
+    }
+    else
+    {
+        //
+        level = lastTrailLevel + 1;
+        string lastLevelStr = GenerateSLTrailTag(lastTrailLevel);
+        StringReplace(
+            result,
+            lastLevelStr,
+            ""
+            //
+        );
+    }
+
+    //
+    // Generate level Comment ...
+    string levelStr = GenerateSLTrailTag(level);
+    result += levelStr;
+
+    //
+    return result;
+}
+
+//