last ...
This commit is contained in:
@@ -4,7 +4,7 @@
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// -------------------------------------------------
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// Name: XCXGuard ...
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// Description: Guard Provider Class ...
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//
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// Ued in XCTradeManager ...
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//
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// Maintainer:
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// ------------
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File diff suppressed because it is too large
Load Diff
@@ -27,6 +27,86 @@
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@@ -34,6 +114,26 @@
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|
||||
<mxGeometry relative="1" as="geometry">
|
||||
<Array as="points">
|
||||
<mxPoint x="1440" y="100"/>
|
||||
<mxPoint x="1440" y="500"/>
|
||||
</Array>
|
||||
</mxGeometry>
|
||||
</mxCell>
|
||||
<mxCell id="58" style="edgeStyle=none;html=1;exitX=1;exitY=0.5;exitDx=0;exitDy=0;entryX=0;entryY=0.5;entryDx=0;entryDy=0;" edge="1" parent="1" source="38" target="51">
|
||||
<mxGeometry relative="1" as="geometry">
|
||||
<Array as="points">
|
||||
<mxPoint x="1440" y="100"/>
|
||||
<mxPoint x="1440" y="580"/>
|
||||
</Array>
|
||||
</mxGeometry>
|
||||
</mxCell>
|
||||
<mxCell id="59" style="edgeStyle=none;html=1;exitX=1;exitY=0.5;exitDx=0;exitDy=0;entryX=0;entryY=0.5;entryDx=0;entryDy=0;" edge="1" parent="1" source="38" target="52">
|
||||
<mxGeometry relative="1" as="geometry">
|
||||
<Array as="points">
|
||||
<mxPoint x="1440" y="100"/>
|
||||
<mxPoint x="1440" y="660"/>
|
||||
</Array>
|
||||
</mxGeometry>
|
||||
</mxCell>
|
||||
<mxCell id="38" value="<span style="color: rgb(0, 0, 0);">Save and Retrieve Data</span>" style="rounded=1;whiteSpace=wrap;html=1;" vertex="1" parent="1">
|
||||
<mxGeometry x="560" y="80" width="240" height="40" as="geometry"/>
|
||||
</mxCell>
|
||||
<mxCell id="42" value="<span style="color: rgb(0, 0, 0);">Save()</span>" style="rounded=1;whiteSpace=wrap;html=1;" vertex="1" parent="1">
|
||||
<mxGeometry x="1480" y="80" width="160" height="40" as="geometry"/>
|
||||
</mxCell>
|
||||
<mxCell id="45" value="<span style="color: rgb(0, 0, 0);">Append()</span>" style="rounded=1;whiteSpace=wrap;html=1;" vertex="1" parent="1">
|
||||
<mxGeometry x="1480" y="160" width="160" height="40" as="geometry"/>
|
||||
</mxCell>
|
||||
<mxCell id="46" value="<span style="color: rgb(0, 0, 0);">Read()</span>" style="rounded=1;whiteSpace=wrap;html=1;" vertex="1" parent="1">
|
||||
<mxGeometry x="1480" y="240" width="160" height="40" as="geometry"/>
|
||||
</mxCell>
|
||||
<mxCell id="47" value="<span style="color: rgb(0, 0, 0);">IsExists()</span>" style="rounded=1;whiteSpace=wrap;html=1;" vertex="1" parent="1">
|
||||
<mxGeometry x="1480" y="320" width="160" height="40" as="geometry"/>
|
||||
</mxCell>
|
||||
<mxCell id="49" value="<span style="color: rgb(0, 0, 0);">GetFileHandlerForRead()</span>" style="rounded=1;whiteSpace=wrap;html=1;" vertex="1" parent="1">
|
||||
<mxGeometry x="1480" y="400" width="160" height="40" as="geometry"/>
|
||||
</mxCell>
|
||||
<mxCell id="50" value="<span style="color: rgb(0, 0, 0);">GetFileHandlerForWrite()</span>" style="rounded=1;whiteSpace=wrap;html=1;" vertex="1" parent="1">
|
||||
<mxGeometry x="1480" y="480" width="160" height="40" as="geometry"/>
|
||||
</mxCell>
|
||||
<mxCell id="51" value="<span style="color: rgb(0, 0, 0);">GetFilePath()</span>" style="rounded=1;whiteSpace=wrap;html=1;" vertex="1" parent="1">
|
||||
<mxGeometry x="1480" y="560" width="160" height="40" as="geometry"/>
|
||||
</mxCell>
|
||||
<mxCell id="52" value="<span style="color: rgb(0, 0, 0);">Path()</span>" style="rounded=1;whiteSpace=wrap;html=1;" vertex="1" parent="1">
|
||||
<mxGeometry x="1480" y="640" width="160" height="40" as="geometry"/>
|
||||
</mxCell>
|
||||
</root>
|
||||
</mxGraphModel>
|
||||
</diagram>
|
||||
</mxfile>
|
||||
@@ -0,0 +1,11 @@
|
||||
# XCAlert
|
||||
|
||||
it is a module which used for Providing Logs in SaherElm's XTrade Framework.
|
||||
|
||||
## Maintainer
|
||||
|
||||
Hadi Khazaee asl
|
||||
|
||||
[https://www.saherelm.ir](https://www.saherelm.ir)
|
||||
|
||||
[hadi_khazaee_asl@yahoo.com](mailto:hadi_khazaee_asl@yahoo.com)
|
||||
@@ -0,0 +1,80 @@
|
||||
# XCDataCollector
|
||||
|
||||
it is a module which used for Save and Retrieve Data in SaherElm's XTrade Framework.
|
||||
this tool helps all required modules to save data for next usage and analytics.
|
||||
we can implement Save To File and Read From File actions to all Structures and Classes and Modules.
|
||||
|
||||
## Dependencies
|
||||
|
||||
there is no Dependencies on this modules.
|
||||
|
||||
## Instancing
|
||||
|
||||
there is not any args in Constructor.
|
||||
|
||||
## Instructions
|
||||
|
||||
- using Path Action of instance for Setting File Path;
|
||||
- using Save, Append, Read for File Manipulations;
|
||||
|
||||
## Actions
|
||||
|
||||
### Path
|
||||
|
||||
is aProperty Setter and Getter Action for Setting Collector Path.
|
||||
for setter it's have an input Parameters (string value) which Specified the File's Path.
|
||||
|
||||
### GetFilePath(string fileName)
|
||||
|
||||
retrieve Full path (including provided file name) based on Current Configured Path for instance.
|
||||
|
||||
### GetFileHandlerForWrite(string filePath)
|
||||
|
||||
retrieve File Handler by Write Access for Writing Data to File.
|
||||
you have to provide Fully File Path for access Handler.
|
||||
this for Use Implementing Custom Collecting Senarios out of Instance Box.
|
||||
commonly it's used by built in Actions for Regular Saving Data.
|
||||
|
||||
### GetFileHandlerForRead(string filePath)
|
||||
|
||||
retrieve File Handler by Read Access for Reading Data from File.
|
||||
you have to provide Fully File Path for access Handler.
|
||||
this for Use Implementing Custom Retrieving Senarios out of Instance Box.
|
||||
commonly it's used by built in Actions for Regular Reading Data.
|
||||
|
||||
### Save(string fileName, string content)
|
||||
|
||||
Save Specified Content to Specified File Nmae.
|
||||
here the file name must Contains fully file path including file name.
|
||||
it's only one time writing file. if it's file exists before overwrite it's content.
|
||||
|
||||
### Append(string fileName, string content)
|
||||
|
||||
Append Specified Contonet to end of Specified File.
|
||||
here the file name must Contains fully file path including file name.
|
||||
if file Exists, add to end of it. if not, Create file at Specified Provided path, then write content.
|
||||
|
||||
### Read(string fileName, string &content)
|
||||
|
||||
Read all of File Content at once from Specified File.
|
||||
here the file name must Contains fully file path including file name.
|
||||
content arg is a reference string variable to hold file content.
|
||||
|
||||
### Read(string fileName, string &content[])
|
||||
|
||||
Read all of File Content Lines at once from Specified File.
|
||||
here the file name must Contains fully file path including file name.
|
||||
content arg is a reference string array variable to hold file content lines.
|
||||
|
||||
### IsExists(string fileName)
|
||||
|
||||
Check Specified File Exists or not ...
|
||||
here the file name must Contains fully file path including file name.
|
||||
|
||||
## Maintainer
|
||||
|
||||
Hadi Khazaee asl
|
||||
|
||||
[https://www.saherelm.ir](https://www.saherelm.ir)
|
||||
|
||||
[hadi_khazaee_asl@yahoo.com](mailto:hadi_khazaee_asl@yahoo.com)
|
||||
@@ -0,0 +1,11 @@
|
||||
# XCTrade
|
||||
|
||||
it is a module which used for Providing Trade Related Actions in SaherElm's XTrade Framework.
|
||||
|
||||
## Maintainer
|
||||
|
||||
Hadi Khazaee asl
|
||||
|
||||
[https://www.saherelm.ir](https://www.saherelm.ir)
|
||||
|
||||
[hadi_khazaee_asl@yahoo.com](mailto:hadi_khazaee_asl@yahoo.com)
|
||||
@@ -25,6 +25,7 @@
|
||||
#include "../Classes/x-saherelm.x-alert.class.mq5"
|
||||
#include "../Classes/x-saherelm.x-chart.helper.class.mq5"
|
||||
#include "../Classes/x-saherelm.x-guard.class.mq5"
|
||||
#include "../Classes/x-saherelm.x-restrictions.class.mq5"
|
||||
#include "../Classes/x-saherelm.x-target.class.mq5"
|
||||
#include "../Classes/x-saherelm.x-trade-manager.class.mq5"
|
||||
#include "../Classes/x-saherelm.x-trade.class.mq5"
|
||||
@@ -90,11 +91,19 @@ input bool eaSaveLosts = true; // Save Lost Conditions
|
||||
input bool eaSaveRestrictions = true; // Save Restriction Reports
|
||||
// #endregion
|
||||
|
||||
// #region Configurable Documents ...
|
||||
bool eaEnableAnalysis = true; // Most Important Flag for Enable Analysis in EA ...
|
||||
bool processTicksOnlyOnNewBars = false; // Processing Ticks only on new Bars ...
|
||||
ENUM_X_SESSION_TYPE eaAllowedSessions[]; // Allowed Sessions for Analysis ...
|
||||
ENUM_X_SESSION_OVERLAP_TYPE eaAllowedOverlaps[]; // Allowed Overlaps for Analysis ...
|
||||
// #endregion
|
||||
|
||||
// #region Global Variables ...
|
||||
#define ShortName "XSessionDetectorTestEA"
|
||||
|
||||
//
|
||||
string eaTag; // EA Scoped Tag ...
|
||||
string eaTag; // EA Scoped Tag ...
|
||||
bool isNewBar = false; // EA Is New Bar ...
|
||||
|
||||
//
|
||||
XCAlert *eaAlert; // EA Scope Alert Handler ...
|
||||
@@ -102,7 +111,9 @@ XCGuard *eaGuard; // EA Scope Guard Handler ...
|
||||
XCTrade *eaTrader; // EA Scope Trade Handler ...
|
||||
XCVolume *eaVolume; // EA Scope Voluem Handler ...
|
||||
XCTarget *eaTarget; // EA Scope Target Handler ...
|
||||
XBarTracker eaBarTracker; // EA Scope Bar Tracker ...
|
||||
XTimeTracker eaTimeTracker; // EA Scope Time Tracker ...
|
||||
XCRestrictions *eaRestrictions; // EA Scope Restrictions Handler ...
|
||||
XCTradeManager *eaTradeManager; // EA Scope Trade Manager Handler ...
|
||||
XCSessionDetector *eaSessionDetector; // EA Scope Session Detector ...
|
||||
// #endregion
|
||||
@@ -131,6 +142,10 @@ int OnInit()
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// Configure Dynamic Variables ...
|
||||
ConfigureEA();
|
||||
|
||||
//
|
||||
result = InitializeRequirements();
|
||||
if (!result)
|
||||
@@ -150,6 +165,35 @@ void OnTick()
|
||||
//
|
||||
// Perform Session Detector Process ...
|
||||
eaSessionDetector.Process();
|
||||
|
||||
//
|
||||
// Perform Restrictions Process ...
|
||||
eaRestrictions.Process();
|
||||
|
||||
//
|
||||
// Check if Is New Bar ...
|
||||
isNewBar = eaBarTracker.IsNewBar();
|
||||
|
||||
//
|
||||
// Check Analysis Enabled ...
|
||||
if (eaEnableAnalysis)
|
||||
{
|
||||
//
|
||||
// Check Bar Tracker ...
|
||||
if (processTicksOnlyOnNewBars)
|
||||
{
|
||||
//
|
||||
// Check New Bar or not ...
|
||||
if (!isNewBar)
|
||||
{
|
||||
return;
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Do Analysis ...
|
||||
// TODO: Implement this ...
|
||||
}
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -157,6 +201,9 @@ void OnTick()
|
||||
*/
|
||||
void OnTrade()
|
||||
{
|
||||
//
|
||||
// Calling Event Handler ...
|
||||
eaTrader.HandleOnTrade();
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -202,6 +249,7 @@ void OnDeinit(const int reason)
|
||||
ZeroMemory(eaVolume);
|
||||
ZeroMemory(eaTarget);
|
||||
ZeroMemory(eaTradeManager);
|
||||
ZeroMemory(eaRestrictions);
|
||||
ZeroMemory(eaSessionDetector);
|
||||
}
|
||||
|
||||
@@ -273,6 +321,32 @@ bool ValidateInputs()
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Configure EA Commons ...
|
||||
*/
|
||||
void ConfigureEA()
|
||||
{
|
||||
//
|
||||
// Configure Sessions ...
|
||||
|
||||
//
|
||||
// Configure Overlaps ...
|
||||
Add(
|
||||
X_OVERLAP_LONDON_NEWYORK,
|
||||
eaAllowedOverlaps //
|
||||
);
|
||||
|
||||
//
|
||||
// Startup eaAnalysis State ...
|
||||
int sessionsCount = ArraySize(eaAllowedSessions);
|
||||
int overlapsCount = ArraySize(eaAllowedOverlaps);
|
||||
|
||||
//
|
||||
eaEnableAnalysis =
|
||||
!IsValidSize(sessionsCount) &&
|
||||
!IsValidSize(overlapsCount);
|
||||
}
|
||||
|
||||
/**
|
||||
* Initial Requirements of EA ...
|
||||
*
|
||||
@@ -291,6 +365,17 @@ bool InitializeRequirements()
|
||||
: "") +
|
||||
ShortName;
|
||||
|
||||
// #region Initializing Bar Tracker ...
|
||||
result = eaBarTracker.Init(
|
||||
_Symbol,
|
||||
_Period //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
// #endregion
|
||||
|
||||
// #region Alert ...
|
||||
eaAlert = new XCAlert();
|
||||
eaAlert.SetPrefix(eaLogSuffix);
|
||||
@@ -415,6 +500,23 @@ bool InitializeRequirements()
|
||||
);
|
||||
// #endregion
|
||||
|
||||
// #region Restrictions Handler ...
|
||||
eaRestrictions = new XCRestrictions();
|
||||
|
||||
//
|
||||
// Configure Restrictions ...
|
||||
// TODO: Refactor Restrictions Configurations as Input ...
|
||||
eaRestrictions.SetAllowedLosesInRestrictions(2);
|
||||
eaRestrictions.SetAllowedTradesInRestrictions(2);
|
||||
eaRestrictions.SetRestrictionsPeriodMultiplier(2);
|
||||
eaRestrictions.SetRestrictionsPeriod(X_TRADE_RESTRICATION_DAILY);
|
||||
|
||||
//
|
||||
// Register Event Handlers ...
|
||||
eaRestrictions.AddRestrictionsEndEventHandler(OnRestrictionsEnd);
|
||||
eaRestrictions.AddRestrictionsStartEventHandler(OnRestrictionsStart);
|
||||
// #endregion
|
||||
|
||||
//
|
||||
result = eaSessionDetector != NULL;
|
||||
if (!result)
|
||||
@@ -518,7 +620,11 @@ void OnOverlapStartHandler(
|
||||
datetime startTime //
|
||||
)
|
||||
{
|
||||
//
|
||||
Print("Overlap Started: ", EnumToString(overlap), " at ", TimeToString(startTime));
|
||||
|
||||
//
|
||||
// Check Over lap Exists in eaSession Everlaps ...
|
||||
}
|
||||
|
||||
/**
|
||||
@@ -643,6 +749,24 @@ void OnPositionPartialClosed(
|
||||
void OnTradeStateChanged(const XOnTradeHandlerState &state)
|
||||
{
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Restrictions Start Event ...
|
||||
* XCRestrictions ...
|
||||
*/
|
||||
void OnRestrictionsStart()
|
||||
{
|
||||
Print("Restrictions Start ...");
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Restrictions End Event ...
|
||||
* XCRestrictions ...
|
||||
*/
|
||||
void OnRestrictionsEnd()
|
||||
{
|
||||
Print("Restrictions End ...");
|
||||
}
|
||||
// #endregion
|
||||
|
||||
//
|
||||
@@ -156,6 +156,10 @@ bool IsValid(ENUM_X_POSITION_TYPES value)
|
||||
{
|
||||
return value != X_POSITION_TYPE_NONE;
|
||||
}
|
||||
bool IsXValid(ENUM_X_POSITION_TYPES value)
|
||||
{
|
||||
return IsValid(value);
|
||||
}
|
||||
|
||||
//
|
||||
bool HasSpecifiedType(ENUM_X_POSITION_TYPES value)
|
||||
@@ -4688,8 +4692,8 @@ bool IsProviderFilterPassed(
|
||||
//
|
||||
return !IsValid(provider)
|
||||
? true
|
||||
: provider == item.provider ||
|
||||
Contains(provider, item.provider);
|
||||
: provider == item.provider ||
|
||||
Contains(provider, item.provider);
|
||||
}
|
||||
|
||||
//
|
||||
|
||||
Reference in New Issue
Block a user