Attach Trade Handler to EA Class ...

This commit is contained in:
2024-11-03 17:03:14 +03:30
parent 56b2e11bfc
commit 7f1f0cd4e5
6 changed files with 5048 additions and 597 deletions
+36 -6
View File
@@ -233,9 +233,9 @@ class XCBaseExpert : public XSCBaseAlert
*
* @return ( bool )
*/
bool AllowLomg()
bool AllowLong()
{
return mAllowLomg;
return mAllowLong;
}
/**
@@ -243,9 +243,9 @@ class XCBaseExpert : public XSCBaseAlert
*
* @param value: Boolean ...
*/
void AllowLomg(bool value)
void AllowLong(bool value)
{
mAllowLomg = value;
mAllowLong = value;
}
/**
@@ -484,7 +484,7 @@ class XCBaseExpert : public XSCBaseAlert
//
// Signalling ...
Disabled(false);
AllowLomg(true);
AllowLong(true);
AllowShort(true);
//
@@ -694,6 +694,36 @@ class XCBaseExpert : public XSCBaseAlert
HandleReportBalance();
}
/**
* Handle Position Modified ...
*
* @param ticket: ULONG ...
* @param profit: Double ...
* @param comment: String ...
*/
virtual void HandleOnPositionModified(
const ulong ticket,
const double profit,
const string comment //
)
{
}
/**
* Handle Position Partially Closed ...
*
* @param ticket: ULONG ...
* @param profit: Double ...
* @param comment: String ...
*/
virtual void HandleOnPositionPartialClosed(
const ulong ticket,
const double profit,
const string comment //
)
{
}
/**
* Do All Signalling Processing Here ...
*/
@@ -838,7 +868,7 @@ class XCBaseExpert : public XSCBaseAlert
//
// Signalling ...
bool mDisabled; // Force Disable Signalling ...
bool mAllowLomg; // Allow Long Signals ...
bool mAllowLong; // Allow Long Signals ...
bool mAllowShort; // Allow Short Signals ...
//
+832
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@@ -0,0 +1,832 @@
///////////////////////////////////////////////////////
//
// SaherElm IT Center XTest MQL5 Expert Advisor
// -------------------------------------------------
// Name: X121SMCEA
// Description: an Exper Advisor which used Panels
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////x
//
// Global Properties ...
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://saherelm.ir"
#property version "1.00"
#property description "SaherElm X121SMCEA"
#property strict
//
#define ShortName "X121SMCEA"
//
// Imports ...
#include "../Classes/x-saherelm.xalert.class.mq5"
#include "../Classes/x-saherelm.xtrade.class.mq5"
#include "../Helpers/x-saherelm.xcc.helper.mq5"
#include "../Helpers/x-saherelm.xct.helper.mq5"
#include "../X121SMCEA/Classes/x-121.smc.ea.panel.class.mq5"
#include "../X121SMCEA/Strategy/x-121.smc.ob.strategy.class.mq5"
#include "../X121SMCEA/Strategy/x-121.smc.supdem.strategy.class.mq5"
//
// Inputs ...
//
// Common ...
input group "Common";
input long eaMagicNumber = 78692110; // Magic Number
input int eaSlippage = 10; // Slippgae
input string eaLogSuffix = ""; // Log Suffix
//
// Symbols ...
input group "Symbols";
input bool eaMultiSymbol = false; // Use Multi Symbol
input string eaSymbols = "EURUSDb,GBPUSDb,USDJPYb,USDCHFb,DowJones30,XAUUSDb"; // Trading Symbols
//
// Signalling ...
input group "Signalling";
input bool eaAllowLong = true; // Allow Long Signals
input bool eaAllowShort = true; // Allow Short Signals
//
// Alert ...
// Here we Provider All Requirements for
// Configuring Alert Provider ...
input group "Alert";
input bool eAEnableAlerts = true; // Enable Alerts
input bool eALogAlerts = true; // Log Alerts
input bool eAMailAlerts = false; // Mail Alerts
input bool eAPushAlerts = false; // Push Alerts
input bool eATerminalAlerts = false; // Terminal Alerts
//
// Time Report ...
input group "Reports";
input bool eaReportNewMonths = false; // Report New Month
input bool eaReportNewWeeks = false; // Report New Weeks
input bool eaReportNewDays = false; // Report New Days
input bool eaReportNewHours = false; // Report New Hours
//
// Define Local Variables ...
//
string eaLogTag; // EA Log Prefix ...
XSCAlert *eaAlert; // Alert Provider for Expert Adviser ...
XSCTrade *eaTrader; // Trader of Expert Adviser ...
XTimeTracker eaTimeTracker; // Time Tracker for Providing Reports ...
XSCXCTHelper *eaCTHelper; // Bar Timer Indicator Helper class ...
XSCXCCHelper *eaCCHelper; // Chart Styler Indicator Helper Class ...
X121CAppDialog eaMainWindow; // EA Main Dialog ...
XCX121SMCBaseStrategy *eaStrategies[]; // Registere Strategies in EA ...
//
// Signalling Controller Conditions ...
bool eaDisableSignalling;
bool eaAllowLongSignalling;
bool eaAllowShortSignalling;
//
// Event Handlers ...
//
// Initialization ...
int OnInit()
{
//
// Validate Inputs and Required Parameters
// for EA to Works fine ...
if (!ValidateInputs())
{
return INIT_PARAMETERS_INCORRECT;
}
//
// Initialize Timer ...
if (!InitTimer())
{
return INIT_FAILED;
}
//
// Initial Controller Conditions ...
InitControllerConditions();
//
// Initialize all Requirements ...
if (!InitEA())
{
return INIT_FAILED;
}
//
// Initialize all GUI Objects and Classes ...
if (!InitGUI())
{
return INIT_FAILED;
}
//
// Alert Initialization ...
string msg = "Initialized Successfully ...";
eaAlert.Alert(msg);
//
// Init Succeed ...
return INIT_SUCCEEDED;
}
//
// DeInitialization ...
void OnDeinit(const int reason)
{
//
// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
// REASON_REMOVE 1 Program removed from a chart
// REASON_RECOMPILE 2 Program recompiled
// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
// REASON_CHARTCLOSE 4 Chart closed
// REASON_PARAMETERS 5 Inputs changed by a user
// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
// REASON_TEMPLATE 7 Another chart template applied
// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
// REASON_CLOSE 9 Terminal closed
//
// Destroy Timer ...
DestroyTimer();
//
// Destroy all GUI Requirements ...
DestroyGUI();
//
// Alert De Initialization Succeeded ...
string msg = "De Initialized Successfully ...";
eaAlert.Alert(msg);
//
// Destroy all EA Requirements ...
DestroyEA();
}
//
// On Tick Handler ...
void OnTick()
{
//
UpdateGUI();
HandleReportTime();
UpdatePositionsState();
HandleStrategiesOnTick();
}
//
// Handle On Trade Event ...
void OnTrade()
{
eaTrader.HandleOnTrade();
}
//
// On Timer ...
void OnTimer()
{
//
// TODO: Implement Time Based Functionalities ...
}
//
// Chart Event Handler ...
void OnChartEvent(
const int id,
const long &lparam,
const double &dparam,
const string &sparam //
)
{
//
// Apply Chart Event on Main Window ...
eaMainWindow.ChartEvent(id, lparam, dparam, sparam);
//
// Handle OnClick Event ...
if (id == CHARTEVENT_OBJECT_CLICK)
{
HandleOnClickEvent(sparam);
}
}
//
// Custom Event Handlers ...
/**
* Handle StopLoss Triggered Positions ...
*
* @param deal: XDeal ...
*/
void OnStopLossTriggered(const XDeal &deal)
{
//
HandleReportBalance();
}
/**
* Handle Take Profit Triggered Positions ...
*
* @param deal: XDeal ...
*/
void OnTakeProfitTriggered(const XDeal &deal)
{
//
HandleReportBalance();
}
/**
* Handle Force Close a Position ...
*
* @param ticket: Position Ticket ...
* @param position: XPosition ...
* @param comment: Closing Comment ...
*/
void OnPositionForceClosed(
const ulong ticket,
const XPosition &position,
const string comment //
)
{
//
HandleReportBalance();
}
/**
* Do What we Want by Specific Signal ...
*
* @param signal: XSignal instance ...
* @param conditions: XStrategyConditions instance ...
*/
void OnSignalRecieved(
XSignal &signal,
X121SMCStrategyConditions &conditions //
)
{
//
// TODO: Implement this ...
//
ENUM_X_SIGNAL_EXECUTION_RESULT state;
eaTrader.ExecuteSignal(
signal,
state //
);
}
//
// Custom Functions ...
/**
* Validate all Inputs of Expert Adviser ...
*
* @return ( bool )
*/
bool ValidateInputs()
{
//
bool result = false;
//
string errMessage = "";
//
bool isCommonValid = (
//
eaSlippage > 0 &&
eaMagicNumber > 0
//
);
if (!isCommonValid)
{
//
errMessage += "common configurations error;" + "\n";
}
//
result =
//
// Common ...
isCommonValid &&
//
// Otere ...
true
//
;
//
if (!result)
{
//
// Since here Logger not Initiallized, we Use Raw Print Command ...
Print(ShortName + " Errors: \n", errMessage);
}
//
return result;
}
/**
* Initialize Timer ...
*
* @return ( bool )
*/
bool InitTimer()
{
//
bool result = false;
//
// TODO: Initialize Timer if necessary ...
// result = EventSetTimer(1);
// result = EventSetMillisecondTimer(100);
result = true;
//
return result;
}
/**
* Destroy Timer ...
*/
void DestroyTimer()
{
//
// TODO: Use This ...
// EventKillTimer();
}
/**
* Initialize all Requirements for Working Fine ...
*
* @return ( bool )
*/
bool InitEA()
{
//
bool result = false;
//
// Locally Apply Changes on Prefix ...
eaLogTag = ShortName + ">" + eaLogSuffix;
//
// Bar Timer ...
XCTInputs ctInputs;
ctInputs.Default(); // Default Configurations ...
eaCTHelper = new XSCXCTHelper();
result = eaCTHelper.Init(
_Symbol,
_Period,
ctInputs //
);
if (!result)
{
return result;
}
//
// Bar Styles ...
XCCInputs ccInputs;
ccInputs.Default(); // Default Configurations ...
eaCCHelper = new XSCXCCHelper();
result = eaCCHelper.Init(
_Symbol,
_Period,
ccInputs //
);
if (!result)
{
return result;
}
//
// Create Instance of Alert Class and Configure it ...
eaAlert = new XSCAlert();
eaAlert.SetPrefix(eaLogTag);
eaAlert.SetLogAlerts(eALogAlerts);
eaAlert.SetMailAlerts(eAMailAlerts);
eaAlert.SetPushAlerts(eAPushAlerts);
eaAlert.SetEnableAlerts(eAEnableAlerts);
eaAlert.SetTerminalAlerts(eATerminalAlerts);
//
// Create Trader Instance and Configure it ...
eaTrader = new XSCTrade(
eaSlippage,
eaMagicNumber //
);
eaTrader.AddOnStopLossEventHandler(OnStopLossTriggered);
eaTrader.AddOnTakeProfitEventHandler(OnTakeProfitTriggered);
eaTrader.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
//
// Symbols Parsing ...
//
// Parsers ...
XSymbolParser _symbolParser;
//
// Single Symbol ...
if (!eaMultiSymbol)
{
//
// Register Strategy ...
//
// Create Class Instance ...
XCX121SMCBaseStrategy *iX121SMCStrategy;
iX121SMCStrategy = new XCX121SMCOBStrategy(
_Symbol,
_Period //
);
//
iX121SMCStrategy.AddXSignalEventHandler(OnSignalRecieved);
//
ConfigureStrategy(iX121SMCStrategy);
RegisterStrategy(iX121SMCStrategy);
}
//
// Multi Symbol ...
else
{
//
// Parse Symbols ...
string symbols[];
int symbolsCount = SplitContent(
symbols,
eaSymbols //
);
result = IsValidSize(symbolsCount);
if (!result)
{
return result;
}
//
for (int i = 0; i < symbolsCount; i++)
{
//
// Select Symbol ...
string iSymbol = symbols[i];
//
// Register Strategy Based On Symbol ...
//
// Parse Symbol ...
bool isEURUSD = _symbolParser.IsEURUSD(_Symbol);
bool isGBPUSD = _symbolParser.IsGBPUSD(_Symbol);
bool isEURGBP = _symbolParser.IsEURGBP(_Symbol);
bool isUSDCHF = _symbolParser.IsUSDCHF(_Symbol);
bool isEURCHF = _symbolParser.IsEURCHF(_Symbol);
bool isUSDJPY = _symbolParser.IsUSDJPY(_Symbol);
bool isEURJPY = _symbolParser.IsEURJPY(_Symbol);
bool isUSDCAD = _symbolParser.IsUSDCAD(_Symbol);
bool isEURCAD = _symbolParser.IsEURCAD(_Symbol);
bool isAUDUSD = _symbolParser.IsAUDUSD(_Symbol);
bool isEURAUD = _symbolParser.IsEURAUD(_Symbol);
bool isNZDUSD = _symbolParser.IsNZDUSD(_Symbol);
bool isEURNZD = _symbolParser.IsEURNZD(_Symbol);
//
// Check Symbol Can Register or not ...
bool canRegisterStrategy = true;
//
if (canRegisterStrategy)
{
//
// Create Class Instance ...
XCX121SMCBaseStrategy *iX121SMCStrategy;
iX121SMCStrategy = new XCX121SMCOBStrategy(
iSymbol,
_Period //
);
//
iX121SMCStrategy.AddXSignalEventHandler(OnSignalRecieved);
//
// Register Strategy ...
ConfigureStrategy(iX121SMCStrategy);
RegisterStrategy(iX121SMCStrategy);
}
}
}
//
return result;
}
/**
* Destroy all Initialized EA Requirements ...
*/
void DestroyEA()
{
//
delete eaCTHelper;
delete eaCCHelper;
//
delete eaAlert;
}
/**
* Initialize all GUI Requirements for EA ...
*
* @return ( bool )
*/
bool InitGUI()
{
//
bool result = false;
//
// Initialize Application Main Window ...
result = eaMainWindow.Create(
ChartID(),
ShortName, // Dialog Name ...
0, // SubWindow ...
10, // X1 ...
35, // Y1 ...
300, // X2 ...
200 // Y2 ...
);
//
// Try To Run Main Window ...
if (result)
{
//
eaMainWindow.Configure();
eaMainWindow.Run();
}
//
return result;
}
/**
* Update GUI based on Each Ticks ...
*/
void UpdateGUI()
{
//
// TODO: Implement this ...
}
/**
* Destroy all Initialized GUi Requirements ...
*/
void DestroyGUI()
{
//
eaMainWindow.Destroy();
}
//
// Others ...
/**
* Update Positions States ...
*/
void UpdatePositionsState()
{
//
// TODO: Implement this ...
}
/**
* Handle On Click Event for GUI Components ...
*
* @param name: Object Name ...
*/
void HandleOnClickEvent(string name)
{
//
if (!IsValid(name))
{
return;
}
//
bool isClicked = false;
//
// TODO: Implement Chart Objects On Click ...
//
if (isClicked)
{
UpdateGUI();
}
}
/**
* Report Account Balance ...
*/
void HandleReportBalance()
{
//
if (!IsRunningOnTestMode())
{
return;
}
//
string msg = "Balance: " + ToString(eaTrader.mAccount.GetBalance());
eaAlert.Log(msg);
}
/**
* Time Reporting based on Inputs ...
*/
void HandleReportTime()
{
//
// Monthly Report ....
if (eaReportNewMonths &&
eaTimeTracker.IsNewMonth())
{
//
string msg = "New Month ...";
//
eaAlert.Alert(msg);
}
//
// Weekly Report ....
if (eaReportNewWeeks &&
eaTimeTracker.IsNewWeek())
{
//
string msg = "New Week ...";
//
eaAlert.Alert(msg);
}
//
// Daily Report ....
if (eaReportNewDays &&
eaTimeTracker.IsNewDay())
{
//
string msg = "New Day ...";
//
eaAlert.Alert(msg);
}
//
// Hourly Report ....
if (eaReportNewHours &&
eaTimeTracker.IsNewHour())
{
//
string msg = "New Hour ...";
//
eaAlert.Alert(msg);
}
}
/**
* Initial EA Controller Conditions ...
*/
void InitControllerConditions()
{
//
// Signalling Conditions ...
eaAllowLongSignalling = eaAllowLong;
eaAllowShortSignalling = eaAllowShort;
//
eaDisableSignalling = !eaAllowLongSignalling &&
!eaAllowShortSignalling;
}
//
/**
* Configure Startegy ...
*/
void ConfigureStrategy(XCX121SMCBaseStrategy *&strategy)
{
//
if (strategy == NULL)
{
return;
}
//
// Configure Alerts ...
strategy.SetAlertPrefix(eaLogTag);
strategy.SetAlertLogAlerts(eALogAlerts);
strategy.SetAlertMailAlerts(eAMailAlerts);
strategy.SetAlertPushAlerts(eAPushAlerts);
strategy.SetAlertEnableAlerts(eAEnableAlerts);
strategy.SetAlertTerminalAlerts(eATerminalAlerts);
//
// Confiugre Signalling ...
//
strategy.AllowLong(eaAllowLongSignalling);
strategy.AllowShort(eaAllowShortSignalling);
//
if (eaDisableSignalling)
{
strategy.Disable();
}
else
{
strategy.Enable();
}
//
}
/**
* Register an Strategy in EA ...
*
* @param strategy: XCX121SMCBaseStrategy instance ...
*/
void RegisterStrategy(XCX121SMCBaseStrategy *strategy)
{
//
if (strategy == NULL)
{
return;
}
//
ArrayResize(
eaStrategies,
ArraySize(eaStrategies) + 1 //
);
//
eaStrategies[ArraySize(eaStrategies) - 1] = strategy;
}
/**
* Re Configure All Registered Strategies ...
*/
void ReConfigureAllStrategies()
{
//
int count = ArraySize(eaStrategies);
if (!IsValidSize(count))
{
return;
}
//
for (int i = 0; i < count; i++)
{
//
ConfigureStrategy(eaStrategies[i]);
}
}
/**
* Call all Registered Strategies On Tick ...
*/
void HandleStrategiesOnTick()
{
//
int count = ArraySize(eaStrategies);
if (!IsValidSize(count))
{
return;
}
//
for (int i = 0; i < count; i++)
{
//
// Call Tick Handler Function ...
eaStrategies[i].HandleTick();
}
}
//
+107 -582
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@@ -23,13 +23,7 @@
//
// Imports ...
#include "../Classes/x-saherelm.xalert.class.mq5"
#include "../Classes/x-saherelm.xtrade.class.mq5"
#include "../Helpers/x-saherelm.xcc.helper.mq5"
#include "../Helpers/x-saherelm.xct.helper.mq5"
#include "../X121SMCEA/Classes/x-121.smc.ea.panel.class.mq5"
#include "../X121SMCEA/Strategy/x-121.smc.ob.strategy.class.mq5"
#include "../X121SMCEA/Strategy/x-121.smc.supdem.strategy.class.mq5"
#include "../X121SMCEA/Experts/x-121.smc.expert.class.mq5"
//
// Inputs ...
@@ -47,6 +41,14 @@ input group "Symbols";
input bool eaMultiSymbol = false; // Use Multi Symbol
input string eaSymbols = "EURUSDb,GBPUSDb,USDJPYb,USDCHFb,DowJones30,XAUUSDb"; // Trading Symbols
//
// Volume ...
input group "Volume";
input bool eaUseDynamicVolume = false; // Use Dynamic Volume
input double eaDynamicVolumeStep = 0.01; // Increase Volume Step
input double eaDynamicVolumeBalanceFactor = 200; // Balance Factor for Generate Dynamic Volume
input double eaVolume = 0.05; // Static Volume
//
// Signalling ...
input group "Signalling";
@@ -58,11 +60,11 @@ input bool eaAllowShort = true; // Allow Short Signals
// Here we Provider All Requirements for
// Configuring Alert Provider ...
input group "Alert";
input bool eAEnableAlerts = true; // Enable Alerts
input bool eALogAlerts = true; // Log Alerts
input bool eAMailAlerts = false; // Mail Alerts
input bool eAPushAlerts = false; // Push Alerts
input bool eATerminalAlerts = false; // Terminal Alerts
input bool eaEnableAlerts = true; // Enable Alerts
input bool eaLogAlerts = true; // Log Alerts
input bool eaMailAlerts = false; // Mail Alerts
input bool eaPushAlerts = false; // Push Alerts
input bool eaTerminalAlerts = false; // Terminal Alerts
//
// Time Report ...
@@ -75,21 +77,7 @@ input bool eaReportNewHours = false; // Report New Hours
//
// Define Local Variables ...
//
string eaLogTag; // EA Log Prefix ...
XSCAlert *eaAlert; // Alert Provider for Expert Adviser ...
XSCTrade *eaTrader; // Trader of Expert Adviser ...
XTimeTracker eaTimeTracker; // Time Tracker for Providing Reports ...
XSCXCTHelper *eaCTHelper; // Bar Timer Indicator Helper class ...
XSCXCCHelper *eaCCHelper; // Chart Styler Indicator Helper Class ...
X121CAppDialog eaMainWindow; // EA Main Dialog ...
XCX121SMCBaseStrategy *eaStrategies[]; // Registere Strategies in EA ...
//
// Signalling Controller Conditions ...
bool eaDisableSignalling;
bool eaAllowLongSignalling;
bool eaAllowShortSignalling;
XC121SMCExpert eaExpert;
//
// Event Handlers ...
@@ -114,28 +102,55 @@ int OnInit()
}
//
// Initial Controller Conditions ...
InitControllerConditions();
// Configure EA Expert Class ...
//
// Initialize all Requirements ...
if (!InitEA())
eaExpert.OnSignalEventListener = OnSignalRecieved;
eaExpert.OnPositionSLEventListener = OnStopLossTriggered;
eaExpert.OnPositionTPEventListener = OnTakeProfitTriggered;
eaExpert.OnPositionForceCloseEventListener = OnPositionForceClosed;
//
eaExpert.MagicNumber(eaMagicNumber);
eaExpert.Slippage(eaSlippage);
eaExpert.TagPrefix(eaLogSuffix);
//
eaExpert.SetSymbol(_Symbol);
eaExpert.SetPeriod(_Period);
eaExpert.Symbols(eaSymbols);
eaExpert.MultiSymbol(eaMultiSymbol);
//
eaExpert.AllowLong(eaAllowLong);
eaExpert.AllowShort(eaAllowShort);
//
eaExpert.SetAlertEnableAlerts(eaEnableAlerts);
eaExpert.SetAlertLogAlerts(eaLogAlerts);
eaExpert.SetAlertMailAlerts(eaMailAlerts);
eaExpert.SetAlertPushAlerts(eaPushAlerts);
eaExpert.SetAlertTerminalAlerts(eaTerminalAlerts);
//
eaExpert.ReportNewMonths(eaReportNewMonths);
eaExpert.ReportNewWeeks(eaReportNewWeeks);
eaExpert.ReportNewDays(eaReportNewDays);
eaExpert.ReportNewHours(eaReportNewHours);
//
eaExpert.Volume(eaVolume);
eaExpert.UseDynamicVolume(eaUseDynamicVolume);
eaExpert.DynamicVolumeStep(eaDynamicVolumeStep);
eaExpert.DynamicVolumeBalanceFactor(eaDynamicVolumeBalanceFactor);
//
bool isInited = eaExpert.HandleOnInit();
if (!isInited)
{
return INIT_FAILED;
}
//
// Initialize all GUI Objects and Classes ...
if (!InitGUI())
{
return INIT_FAILED;
}
//
// Alert Initialization ...
string msg = "Initialized Successfully ...";
eaAlert.Alert(msg);
//
// Init Succeed ...
return INIT_SUCCEEDED;
@@ -159,46 +174,28 @@ void OnDeinit(const int reason)
//
// Destroy Timer ...
DestroyTimer();
//
// Destroy all GUI Requirements ...
DestroyGUI();
//
// Alert De Initialization Succeeded ...
string msg = "De Initialized Successfully ...";
eaAlert.Alert(msg);
//
// Destroy all EA Requirements ...
DestroyEA();
eaExpert.HandleOnDeInit();
}
//
// On Tick Handler ...
void OnTick()
{
//
UpdateGUI();
HandleReportTime();
UpdatePositionsState();
HandleStrategiesOnTick();
eaExpert.HandleOnTick();
}
//
// Handle On Trade Event ...
void OnTrade()
{
eaTrader.HandleOnTrade();
eaExpert.HandleOnTrade();
}
//
// On Timer ...
void OnTimer()
{
//
// TODO: Implement Time Based Functionalities ...
eaExpert.HandleOnTimer();
}
//
@@ -210,59 +207,11 @@ void OnChartEvent(
const string &sparam //
)
{
//
// Apply Chart Event on Main Window ...
eaMainWindow.ChartEvent(id, lparam, dparam, sparam);
//
// Handle OnClick Event ...
if (id == CHARTEVENT_OBJECT_CLICK)
{
HandleOnClickEvent(sparam);
}
eaExpert.HandleOnChartEvent(id, lparam, dparam, sparam);
}
//
// Custom Event Handlers ...
/**
* Handle StopLoss Triggered Positions ...
*
* @param deal: XDeal ...
*/
void OnStopLossTriggered(const XDeal &deal)
{
//
HandleReportBalance();
}
/**
* Handle Take Profit Triggered Positions ...
*
* @param deal: XDeal ...
*/
void OnTakeProfitTriggered(const XDeal &deal)
{
//
HandleReportBalance();
}
/**
* Handle Force Close a Position ...
*
* @param ticket: Position Ticket ...
* @param position: XPosition ...
* @param comment: Closing Comment ...
*/
void OnPositionForceClosed(
const ulong ticket,
const XPosition &position,
const string comment //
)
{
//
HandleReportBalance();
}
// Event Listeners ...
/**
* Do What we Want by Specific Signal ...
@@ -276,13 +225,50 @@ void OnSignalRecieved(
)
{
//
// TODO: Implement this ...
//
ENUM_X_SIGNAL_EXECUTION_RESULT state;
eaTrader.ExecuteSignal(
eaExpert.HandleOnSignalRecieved(
signal,
state //
conditions //
);
}
/**
* Handle StopLoss Triggered Positions ...
*
* @param deal: XDeal instance ...
*/
void OnStopLossTriggered(const XDeal &deal)
{
eaExpert.HandleOnStopLossTriggered(deal);
}
/**
* Handle Take Profit Triggered Positions ...
*
* @param deal: XDeal instance ...
*/
void OnTakeProfitTriggered(const XDeal &deal)
{
eaExpert.HandleOnTakeProfitTriggered(deal);
}
/**
* Handle Force Close a Position ...
*
* @param ticket: ULONG ...
* @param position: XPosition instance ...
* @param comment: String ...
*/
void OnPositionForceClosed(
const ulong ticket,
const XPosition &position,
const string comment //
)
{
//
eaExpert.HandleOnPositionForceClosed(
ticket,
position,
comment //
);
}
@@ -368,465 +354,4 @@ void DestroyTimer()
// EventKillTimer();
}
/**
* Initialize all Requirements for Working Fine ...
*
* @return ( bool )
*/
bool InitEA()
{
//
bool result = false;
//
// Locally Apply Changes on Prefix ...
eaLogTag = ShortName + ">" + eaLogSuffix;
//
// Bar Timer ...
XCTInputs ctInputs;
ctInputs.Default(); // Default Configurations ...
eaCTHelper = new XSCXCTHelper();
result = eaCTHelper.Init(
_Symbol,
_Period,
ctInputs //
);
if (!result)
{
return result;
}
//
// Bar Styles ...
XCCInputs ccInputs;
ccInputs.Default(); // Default Configurations ...
eaCCHelper = new XSCXCCHelper();
result = eaCCHelper.Init(
_Symbol,
_Period,
ccInputs //
);
if (!result)
{
return result;
}
//
// Create Instance of Alert Class and Configure it ...
eaAlert = new XSCAlert();
eaAlert.SetPrefix(eaLogTag);
eaAlert.SetLogAlerts(eALogAlerts);
eaAlert.SetMailAlerts(eAMailAlerts);
eaAlert.SetPushAlerts(eAPushAlerts);
eaAlert.SetEnableAlerts(eAEnableAlerts);
eaAlert.SetTerminalAlerts(eATerminalAlerts);
//
// Create Trader Instance and Configure it ...
eaTrader = new XSCTrade(
eaSlippage,
eaMagicNumber //
);
eaTrader.AddOnStopLossEventHandler(OnStopLossTriggered);
eaTrader.AddOnTakeProfitEventHandler(OnTakeProfitTriggered);
eaTrader.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
//
// Symbols Parsing ...
//
// Parsers ...
XSymbolParser _symbolParser;
//
// Single Symbol ...
if (!eaMultiSymbol)
{
//
// Register Strategy ...
//
// Create Class Instance ...
XCX121SMCBaseStrategy *iX121SMCStrategy;
iX121SMCStrategy = new XCX121SMCOBStrategy(
_Symbol,
_Period //
);
//
iX121SMCStrategy.AddXSignalEventHandler(OnSignalRecieved);
//
ConfigureStrategy(iX121SMCStrategy);
RegisterStrategy(iX121SMCStrategy);
}
//
// Multi Symbol ...
else
{
//
// Parse Symbols ...
string symbols[];
int symbolsCount = SplitContent(
symbols,
eaSymbols //
);
result = IsValidSize(symbolsCount);
if (!result)
{
return result;
}
//
for (int i = 0; i < symbolsCount; i++)
{
//
// Select Symbol ...
string iSymbol = symbols[i];
//
// Register Strategy Based On Symbol ...
//
// Parse Symbol ...
bool isEURUSD = _symbolParser.IsEURUSD(_Symbol);
bool isGBPUSD = _symbolParser.IsGBPUSD(_Symbol);
bool isEURGBP = _symbolParser.IsEURGBP(_Symbol);
bool isUSDCHF = _symbolParser.IsUSDCHF(_Symbol);
bool isEURCHF = _symbolParser.IsEURCHF(_Symbol);
bool isUSDJPY = _symbolParser.IsUSDJPY(_Symbol);
bool isEURJPY = _symbolParser.IsEURJPY(_Symbol);
bool isUSDCAD = _symbolParser.IsUSDCAD(_Symbol);
bool isEURCAD = _symbolParser.IsEURCAD(_Symbol);
bool isAUDUSD = _symbolParser.IsAUDUSD(_Symbol);
bool isEURAUD = _symbolParser.IsEURAUD(_Symbol);
bool isNZDUSD = _symbolParser.IsNZDUSD(_Symbol);
bool isEURNZD = _symbolParser.IsEURNZD(_Symbol);
//
// Check Symbol Can Register or not ...
bool canRegisterStrategy = true;
//
if (canRegisterStrategy)
{
//
// Create Class Instance ...
XCX121SMCBaseStrategy *iX121SMCStrategy;
iX121SMCStrategy = new XCX121SMCOBStrategy(
iSymbol,
_Period //
);
//
iX121SMCStrategy.AddXSignalEventHandler(OnSignalRecieved);
//
// Register Strategy ...
ConfigureStrategy(iX121SMCStrategy);
RegisterStrategy(iX121SMCStrategy);
}
}
}
//
return result;
}
/**
* Destroy all Initialized EA Requirements ...
*/
void DestroyEA()
{
//
delete eaCTHelper;
delete eaCCHelper;
//
delete eaAlert;
}
/**
* Initialize all GUI Requirements for EA ...
*
* @return ( bool )
*/
bool InitGUI()
{
//
bool result = false;
//
// Initialize Application Main Window ...
result = eaMainWindow.Create(
ChartID(),
ShortName, // Dialog Name ...
0, // SubWindow ...
10, // X1 ...
35, // Y1 ...
300, // X2 ...
200 // Y2 ...
);
//
// Try To Run Main Window ...
if (result)
{
//
eaMainWindow.Configure();
eaMainWindow.Run();
}
//
return result;
}
/**
* Update GUI based on Each Ticks ...
*/
void UpdateGUI()
{
//
// TODO: Implement this ...
}
/**
* Destroy all Initialized GUi Requirements ...
*/
void DestroyGUI()
{
//
eaMainWindow.Destroy();
}
//
// Others ...
/**
* Update Positions States ...
*/
void UpdatePositionsState()
{
//
// TODO: Implement this ...
}
/**
* Handle On Click Event for GUI Components ...
*
* @param name: Object Name ...
*/
void HandleOnClickEvent(string name)
{
//
if (!IsValid(name))
{
return;
}
//
bool isClicked = false;
//
// TODO: Implement Chart Objects On Click ...
//
if (isClicked)
{
UpdateGUI();
}
}
/**
* Report Account Balance ...
*/
void HandleReportBalance()
{
//
if (!IsRunningOnTestMode())
{
return;
}
//
string msg = "Balance: " + ToString(eaTrader.mAccount.GetBalance());
eaAlert.Log(msg);
}
/**
* Time Reporting based on Inputs ...
*/
void HandleReportTime()
{
//
// Monthly Report ....
if (eaReportNewMonths &&
eaTimeTracker.IsNewMonth())
{
//
string msg = "New Month ...";
//
eaAlert.Alert(msg);
}
//
// Weekly Report ....
if (eaReportNewWeeks &&
eaTimeTracker.IsNewWeek())
{
//
string msg = "New Week ...";
//
eaAlert.Alert(msg);
}
//
// Daily Report ....
if (eaReportNewDays &&
eaTimeTracker.IsNewDay())
{
//
string msg = "New Day ...";
//
eaAlert.Alert(msg);
}
//
// Hourly Report ....
if (eaReportNewHours &&
eaTimeTracker.IsNewHour())
{
//
string msg = "New Hour ...";
//
eaAlert.Alert(msg);
}
}
/**
* Initial EA Controller Conditions ...
*/
void InitControllerConditions()
{
//
// Signalling Conditions ...
eaAllowLongSignalling = eaAllowLong;
eaAllowShortSignalling = eaAllowShort;
//
eaDisableSignalling = !eaAllowLongSignalling &&
!eaAllowShortSignalling;
}
//
/**
* Configure Startegy ...
*/
void ConfigureStrategy(XCX121SMCBaseStrategy *&strategy)
{
//
if (strategy == NULL)
{
return;
}
//
// Configure Alerts ...
strategy.SetAlertPrefix(eaLogTag);
strategy.SetAlertLogAlerts(eALogAlerts);
strategy.SetAlertMailAlerts(eAMailAlerts);
strategy.SetAlertPushAlerts(eAPushAlerts);
strategy.SetAlertEnableAlerts(eAEnableAlerts);
strategy.SetAlertTerminalAlerts(eATerminalAlerts);
//
// Confiugre Signalling ...
//
strategy.AllowLong(eaAllowLongSignalling);
strategy.AllowShort(eaAllowShortSignalling);
//
if (eaDisableSignalling)
{
strategy.Disable();
}
else
{
strategy.Enable();
}
//
}
/**
* Register an Strategy in EA ...
*
* @param strategy: XCX121SMCBaseStrategy instance ...
*/
void RegisterStrategy(XCX121SMCBaseStrategy *strategy)
{
//
if (strategy == NULL)
{
return;
}
//
ArrayResize(
eaStrategies,
ArraySize(eaStrategies) + 1 //
);
//
eaStrategies[ArraySize(eaStrategies) - 1] = strategy;
}
/**
* Re Configure All Registered Strategies ...
*/
void ReConfigureAllStrategies()
{
//
int count = ArraySize(eaStrategies);
if (!IsValidSize(count))
{
return;
}
//
for (int i = 0; i < count; i++)
{
//
ConfigureStrategy(eaStrategies[i]);
}
}
/**
* Call all Registered Strategies On Tick ...
*/
void HandleStrategiesOnTick()
{
//
int count = ArraySize(eaStrategies);
if (!IsValidSize(count))
{
return;
}
//
for (int i = 0; i < count; i++)
{
//
// Call Tick Handler Function ...
eaStrategies[i].HandleTick();
}
}
//
File diff suppressed because it is too large Load Diff
+495 -9
View File
@@ -22,8 +22,10 @@
//
// Imports ...
#include "../../Classes/x-saherelm.xexpert.class.mq5"
#include "../Classes/x-121.smc.xtradehandler.class.mq5"
#include "../Strategy/x-121.smc.ob.strategy.class.mq5"
#include "../Strategy/x-121.smc.supdem.strategy.class.mq5"
#include "../Strategy/x-121.smc.test.strategy.class.mq5"
//
// Definitions ...
@@ -38,6 +40,230 @@ class XC121SMCExpert : public XCBaseExpert
public:
//
//
// Signal Event Listener ...
TOnStopLoss OnPositionSLEventListener;
TOnTakeProfit OnPositionTPEventListener;
TOnPartialClose OnPositionPartialCloseEventListener;
TOnModify OnPositionModifiedEventListener;
TOnForceClose OnPositionForceCloseEventListener;
//
TOnX121SMCSignal OnSignalEventListener;
//
// Getter(s) / Setter(s) ...
/**
* Get Use Dynamic Volume State ...
*
* @return ( bool )
*/
bool UseDynamicVolume()
{
return mUseDynamicVolume;
}
/**
* Set Use Dynamic Volume State ...
*
* @param value: Boolean ...
*/
void UseDynamicVolume(bool value)
{
mUseDynamicVolume = value;
}
/**
* Get Increase Volume Step ...
*
* @return ( double )
*/
double DynamicVolumeStep()
{
return mDynamicVolumeStep;
}
/**
* Set Increase Volume Step ...
*
* @param value: Double ...
*/
void DynamicVolumeStep(double value)
{
//
if (value < 0.01)
{
value = 0.01;
}
//
mDynamicVolumeStep = value;
}
/**
* Get Balance Factor for Generate Dynamic Volume ...
*
* @return ( double )
*/
double DynamicVolumeBalanceFactor()
{
return mDynamicVolumeBalanceFactor;
}
/**
* Set Balance Factor for Generate Dynamic Volume ...
*
* @param value: Double ...
*/
void DynamicVolumeBalanceFactor(double value)
{
//
if (value < 0)
{
value = 0;
}
//
mDynamicVolumeBalanceFactor = value;
}
/**
* Get Static Volume ...
*
* @return ( double )
*/
double Volume()
{
return mVolume;
}
/**
* Set Static Volume ...
*
* @param value: Double ...
*/
void Volume(double value)
{
//
if (value < 0.01)
{
value = 0.01;
}
//
mVolume = value;
}
//
// Actions ...
/**
* Handle OnSignalRecieved Event ...
*
* @param signal: XSignal instance ...
* @param conditions: X121SMCStrategyConditions instance ...
*/
void HandleOnSignalRecieved(
XSignal &signal,
X121SMCStrategyConditions &conditions //
)
{
//
// Check Signal and Conditions Validations ...
//
if (!signal.IsValid())
{
return;
}
//
if (!conditions.IsValid())
{
return;
}
//
bool isLong = IsLong(signal.type);
//
// Notify When a Raw (Unfiltered) Signal Recieved
// if it's Provided ...
bool mAlertRawSignals = false;
if (mAlertRawSignals)
{
//
string msg = "Raw " + (IsLong(signal.type) ? "Long" : "Short") + " Signal Recieved: (" + signal.provider + "," + signal.symbol + "," + ToString(signal.period) + ") ...";
Alert(msg);
}
//
// Apply Volume On Signal ...
ApplyVolumeOnSignal(signal);
//
// Chekc Signalling Enable or not ...
bool canContinue =
isLong
? AllowLong()
: AllowShort();
if (!canContinue)
{
return;
}
//
// TODO: Apply Filtering On Signal ...
bool isFiltered = false;
if (isFiltered)
{
//
mTradeHandler.RemoveSignal(signal);
return;
}
//
// Attach Conditions Summary to Signal ...
string conditionsSummary = conditions.GenerateSummary(
false,
false,
true,
false //
);
//
// TODO: Retrieve Conditions Summary based on Filter ...
signal.conditions = conditionsSummary;
//
// TODO: Check Signal Delay ...
// datetime currentTime = TimeCurrent();
// int delay = mDelayBarBetweenTwoSignal;
// bool isDelayPassed = delay <= 0
// ? true
// : !IsValid(lastSignalOn)
// ? true
// : MathAbs(TimeToSeconds(currentTime)) - MathAbs(TimeToSeconds(lastSignalOn)) >= ulong(delay * PeriodSeconds(_Period));
// if (!isDelayPassed)
// {
// return;
// }
//
// Execute Signal Using Trade Handler ...
ENUM_X_SIGNAL_EXECUTION_RESULT state;
bool isExecuted = mTradeHandler.ExecuteSignal(
signal,
state //
);
//
if (isExecuted)
{
// lastSignalOn = currentTime;
}
}
//
// Override Actions ...
@@ -62,7 +288,7 @@ class XC121SMCExpert : public XCBaseExpert
//
// Signalling ...
Disabled(false);
AllowLomg(true);
AllowLong(true);
AllowShort(true);
//
@@ -83,6 +309,13 @@ class XC121SMCExpert : public XCBaseExpert
ReportNewWeeks(false);
ReportNewHours(false);
ReportNewMonths(false);
//
// Volume Default Configurations ...
Volume(0.01);
UseDynamicVolume(false);
DynamicVolumeStep(0.01);
DynamicVolumeBalanceFactor(200);
}
/**
@@ -111,12 +344,36 @@ class XC121SMCExpert : public XCBaseExpert
errMessage += "common configurations error;" + "\n";
}
//
// Checking Volume ...
bool isVolumeValid = true;
if (UseDynamicVolume())
{
//
isVolumeValid =
DynamicVolumeStep() > 0 &&
DynamicVolumeBalanceFactor() > 0;
if (!isVolumeValid)
{
errMessage += "Dynamic Volume configurations error;" + "\n";
}
}
isVolumeValid = isVolumeValid &&
Volume() > 0;
if (!isVolumeValid)
{
errMessage += "Static Volume configurations error;" + "\n";
}
//
result =
//
// Common ...
isCommonValid &&
//
// Volume Coniguration ...
isVolumeValid &&
//
// Otere ...
true
//
@@ -187,6 +444,89 @@ class XC121SMCExpert : public XCBaseExpert
Slippage(),
MagicNumber() //
);
mTrader.AddOnStopLossEventHandler(OnPositionSLEventListener);
mTrader.AddOnTakeProfitEventHandler(OnPositionTPEventListener);
mTrader.AddOnModifyPositionEventHandler(OnPositionModifiedEventListener);
mTrader.AddOnForceClosePositionEventHandler(OnPositionForceCloseEventListener);
mTrader.AddOnPartialClosePositionEventHandler(OnPositionPartialCloseEventListener);
//
// Initialize Trade Handler ...
mTradeHandler = new XC121SMCTradeHandler(mTrader);
mTradeHandler.SaveTrades(true);
mTradeHandler.SaveSignals(true);
mTradeHandler.SaveConditions(true);
//
// Configure Alerts ...
mTradeHandler.SetAlertPrefix(GetTag());
mTradeHandler.SetAlertEnableAlerts(GetAlertEnableAlerts());
mTradeHandler.SetAlertLogAlerts(GetAlertLogAlerts());
mTradeHandler.SetAlertMailAlerts(GetAlertMailAlerts());
mTradeHandler.SetAlertPushAlerts(GetAlertPushAlerts());
mTradeHandler.SetAlertTerminalAlerts(GetAlertTerminalAlerts());
//
// TODO: Make This Configurable Later ...
//
// Configure Trade Management ...
mTradeHandler.AllowLong(AllowLong());
mTradeHandler.AllowShort(AllowShort());
mTradeHandler.MaxAllowedLongs(0);
mTradeHandler.MaxAllowedShorts(0);
mTradeHandler.UseMaxAllowedTradesPerSymbol(true);
mTradeHandler.MaxDrawdownPercentForOpenTrades(5);
//
// Configure Position Protector ...
//
mTradeHandler.UseForceMomentumsInProtection(true);
mTradeHandler.DelayBarBetweenTwoSignal(2);
//
// Configure Hedging ...
mTradeHandler.AllowHedge(false);
mTradeHandler.HedgeMinVolumeStep(0.01);
mTradeHandler.MinimumOpenPositionsForHEHedge(2);
mTradeHandler.HedgeHEMinProfitPerVolumeStep(0.2);
mTradeHandler.HedgeBEMinProfitPerVolumeStep(0.06);
//
// In Profit Position Protecting ...
//
// Trail ...
mTradeHandler.AllowTrail(false);
mTradeHandler.TrailStep(15);
mTradeHandler.TrailStartDistance(30);
mTradeHandler.OnlyTrailUnprotected(true);
mTradeHandler.RemoveTPAfterTrailedLevel(4);
//
// Partial Close (In Profit) ...
mTradeHandler.PartialCloseInProfitDistance(0);
mTradeHandler.PartialCloseInProfitVolume(0);
//
// In Drawdown Positions Protecting ...
//
// Protect ...
mTradeHandler.AllowProtect(false);
mTradeHandler.ProtectionDelay(20);
mTradeHandler.MaxAllowedProtection(0);
mTradeHandler.UseEntryAsProtectionSL(true);
mTradeHandler.ProtectOnConditions(true);
mTradeHandler.AllowDirectionProtct(false);
mTradeHandler.ProtectionStartDistance(50);
mTradeHandler.ProtectionVolumeMultiplier(2);
//
// Partial Close (In Profit) ...
mTradeHandler.PartialCloseInDrawdownDistance(0);
mTradeHandler.PartialCloseInDrawdownVolume(0);
//
// Parsers ...
@@ -202,13 +542,13 @@ class XC121SMCExpert : public XCBaseExpert
//
// Create Class Instance ...
XCX121SMCBaseStrategy *iX121SMCStrategy;
iX121SMCStrategy = new XCX121SMCOBStrategy(
iX121SMCStrategy = new XCX121SMCTestStrategy(
_Symbol,
_Period //
);
//
iX121SMCStrategy.AddXSignalEventHandler(OnSignalRecieved);
iX121SMCStrategy.AddXSignalEventHandler(OnSignalEventListener);
//
ConfigureStrategy(iX121SMCStrategy);
@@ -223,7 +563,7 @@ class XC121SMCExpert : public XCBaseExpert
string symbols[];
int symbolsCount = SplitContent(
symbols,
eaSymbols //
Symbols() //
);
result = IsValidSize(symbolsCount);
if (!result)
@@ -267,13 +607,13 @@ class XC121SMCExpert : public XCBaseExpert
//
// Create Class Instance ...
XCX121SMCBaseStrategy *iX121SMCStrategy;
iX121SMCStrategy = new XCX121SMCOBStrategy(
iX121SMCStrategy = new XCX121SMCTestStrategy(
iSymbol,
_Period //
);
//
iX121SMCStrategy.AddXSignalEventHandler(OnSignalRecieved);
iX121SMCStrategy.AddXSignalEventHandler(OnSignalEventListener);
//
// Register Strategy ...
@@ -287,6 +627,99 @@ class XC121SMCExpert : public XCBaseExpert
return result;
}
/**
* Destroy all Initialized EA Requirements ...
*/
void DestroyEA() override
{
//
delete mCTHelper;
delete mCCHelper;
delete mTradeHandler;
//
Clean(mStrategies);
}
/**
* Call all Registered Strategies On Tick ...
*/
void HandleStrategiesOnTick() override
{
//
int count = ArraySize(mStrategies);
if (!IsValidSize(count))
{
return;
}
//
for (int i = 0; i < count; i++)
{
//
// Call Tick Handler Function ...
mStrategies[i].HandleTick();
}
}
//
// Event Handlers ...
/**
* Calls When a Position's SL Triggered ...
*
* @param deal: XDeal instance ...
*/
void HandleOnStopLossTriggered(const XDeal &deal) override
{
//
// Finish ...
mTradeHandler.Finish(deal);
//
HandleReportBalance();
}
/**
* Calls When a Position's TP Triggered ...
*
* @param deal: XDeal instance ...
*/
void HandleOnTakeProfitTriggered(const XDeal &deal) override
{
//
// Finish ...
mTradeHandler.Finish(deal);
//
HandleReportBalance();
}
/**
* Handle Force Close a Position ...
*
* @param ticket: Position Ticket ...
* @param position: XPosition ...
* @param comment: Closing Comment ...
*/
void HandleOnPositionForceClosed(
const ulong ticket,
const XPosition &position,
const string comment //
) override
{
//
// Finish ...
mTradeHandler.Finish(
ticket,
position,
comment //
);
//
HandleReportBalance();
}
//
/**
@@ -324,11 +757,54 @@ class XC121SMCExpert : public XCBaseExpert
//
// Props ...
//
XC121SMCTradeHandler *mTradeHandler; // Trade Handler ...
XCX121SMCBaseStrategy *mStrategies[]; // Registere Strategies in EA ...
//
// Actions ...
/**
* Apply Volume Based On Configurations on Signal ...
*
* @param signal: XSignal instance
*/
void ApplyVolumeOnSignal(XSignal &signal)
{
//
// Prepare Signal Dynamic Volume
// if Provided ...
if (UseDynamicVolume() &&
DynamicVolumeStep() > 0 &&
DynamicVolumeBalanceFactor() > 0)
{
//
double dVolume = mTrader.GetDynamicVolume(
signal.symbol,
DynamicVolumeBalanceFactor(),
DynamicVolumeStep() //
);
//
if (dVolume > 0)
{
signal.volume = dVolume;
}
else
{
signal.volume = Volume();
}
}
else
{
signal.volume = Volume();
}
//
mTradeHandler.UpdateSignal(signal);
}
/**
* Configure Startegy ...
*/
@@ -353,7 +829,7 @@ class XC121SMCExpert : public XCBaseExpert
// Confiugre Signalling ...
//
strategy.AllowLong(AllowLomg());
strategy.AllowLong(AllowLong());
strategy.AllowShort(AllowShort());
//
@@ -398,7 +874,7 @@ class XC121SMCExpert : public XCBaseExpert
void ReConfigureAllStrategies()
{
//
int count = ArraySize(eaStrategies);
int count = ArraySize(mStrategies);
if (!IsValidSize(count))
{
return;
@@ -408,7 +884,7 @@ class XC121SMCExpert : public XCBaseExpert
for (int i = 0; i < count; i++)
{
//
ConfigureStrategy(eaStrategies[i]);
ConfigureStrategy(mStrategies[i]);
}
}
@@ -416,6 +892,16 @@ class XC121SMCExpert : public XCBaseExpert
private:
//
//
// Props ...
//
// Volume Management ...
bool mUseDynamicVolume; // Use Dynamic Volume ...
double mDynamicVolumeStep; // Increase Volume Step ...
double mDynamicVolumeBalanceFactor; // Balance Factor for Generate Dynamic Volume ...
double mVolume; // Static Volume ...
//
};
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