Apply XAGUSDb Level 2 Fix ...

2024-09-08 04:13:47 +03:30
parent bd3b7a2ec9
commit 867e68284d
15 changed files with 15800 additions and 7 deletions
@@ -4704,6 +4704,21 @@ public:
        mHedgeMinProfitPerVolumeFactor = value;
    }

+    //
+    // Position Protecting ...
+
+    //
+    bool AllowProtectPositions()
+    {
+        return mAllowProtectPositions;
+    }
+
+    //
+    void AllowProtectPositions(bool value)
+    {
+        mAllowProtectPositions = value;
+    }
+
    //
    // Tools ...

@@ -5719,6 +5734,134 @@ public:
        }
    }

+    //
+    // Do Position Protecting ...
+    void HandlePositionProtecting()
+    {
+        //
+        if (!mAllowProtectPositions)
+        {
+            return;
+        }
+
+        //
+        XPosition mainPositions[];
+
+        //
+        XPosition positions[];
+        int positionsCount = mTrader.GetPositions(
+            positions,
+            NULL, // All Symbols ...
+            NULL, // All Providers ...
+            NULL, // All Periods ...
+            NULL, // All Types ...
+            true  // Filter By Magic ...
+        );
+        if (!IsValidSize(positions))
+        {
+            return;
+        }
+
+        //
+        // Filter Main Positions ...
+        for (int i = 0; i < positionsCount; i++)
+        {
+            //
+            XPosition iPosition = positions[i];
+            if (!iPosition.IsValid())
+            {
+                continue;
+            }
+
+            //
+            // Check Support or Recovery ...
+            bool isSupport = IsSupport(iPosition.comment);
+            bool isRecovery = ExtractRecoveredTicket(iPosition.comment) > 0;
+            if (isSupport || isRecovery)
+            {
+                continue;
+            }
+
+            //
+            AddRef(
+                iPosition,
+                mainPositions //
+            );
+        }
+
+        //
+        int mainPositionsCount = ArraySize(mainPositions);
+        if (!IsValidSize(mainPositionsCount))
+        {
+            return;
+        }
+
+        //
+        // Loop Through Main Positions ...
+        for (int i = 0; i < mainPositionsCount; i++)
+        {
+            //
+            XPosition iPosition = mainPositions[i];
+            if (!iPosition.IsValid())
+            {
+                continue;
+            }
+
+            //
+            // Find iPosition Related TradeData ...
+            int idx = -1;
+            bool hasItem = HasItem(
+                iPosition.ticket,
+                idx //
+            );
+            if (!hasItem)
+            {
+                continue;
+            }
+
+            //
+            XTradeData iData = mData[idx];
+            if (!iData.IsValid())
+            {
+                continue;
+            }
+
+            //
+            // Now we Have a Main Positions and
+            // we Make Sure this Position has a TradeData Model ...
+            // Next things is Extract it's Support Positions ...
+            XPosition supports[];
+            for (int j = 0; j < positionsCount; j++)
+            {
+                //
+                XPosition jPosition = positions[j];
+
+                //
+                bool isSupport = IsSupport(jPosition.comment);
+                if (!isSupport)
+                {
+                    continue;
+                }
+
+                //
+                ulong parentTicket = ExtractSupportedTicket(jPosition.comment);
+                if (parentTicket != iPosition.ticket)
+                {
+                    continue;
+                }
+
+                //
+                AddRef(
+                    jPosition,
+                    supports //
+                );
+            }
+
+            //
+            int supportsCount = ArraySize(supports);
+        }
+    }
+
    //
    // Validate Signal For Execution ...
    bool CanExecute(XSignal &signal)
@@ -5960,6 +6103,12 @@ protected:
    double mHedgeVolumeFactor;             // Hedging Volume Factor
    double mHedgeMinProfitPerVolumeFactor; // Hedging Min Required Profit Per Volume Factor

+    //
+    // Position Protecting ...
+
+    //
+    bool mAllowProtectPositions; // Allow Protect Positions
+
    //
    XTradeData mData[]; // Hold Trade Data