add supports for Symbol Restrictions ...

Experts/x-saherelm.xcaea.ea.mq5

@@ -53,17 +53,19 @@ input double eaConstantBalance = 0.0;                             // Constant Ba
 //
 // Management ...
 input group "Management";
-input bool eaAllowTrade = true;                // Allow Trade on Signals
+input bool eaAllowTrade = true;                                                                  // Allow Trade on Signals
-input bool eaAllowLongs = true;                // Allow Long Trades
+input bool eaAllowLongs = true;                                                                  // Allow Long Trades
-input bool eaAllowShorts = true;               // Allow Short Trades
+input bool eaAllowShorts = true;                                                                 // Allow Short Trades
-input int eaMaxAllowedTradesPerDay = 3;        // Max Allowed Trades per Day
+input ENUM_XCAEA_TRADE_RESTRICTION_PERIOD eaRestrictionsPeriod = XCAEA_TRADE_RESTRICATION_DAILY; // Trade Restrictions Period
-input int eaMaxAllowedSLsPerDay = 2;           // Max Allowed SL(s) per Day
+input int eaMaxAllowedTPs = 2;                                                                   // Max Allowed TP(s) per Day
-input string eaSessionStartTime = "";          // Trade Start Time
+input int eaMaxAllowedSLs = 2;                                                                   // Max Allowed SL(s) per Day
-input string eaSessionEndTime = "";            // Trade End Time
+input int eaMaxAllowedTrades = 3;                                                                // Max Allowed Trades per Day
-input int eaMaxAllowedPositions = 5;           // Max Allowed Same Time Trades
+input string eaSessionStartTime = "";                                                            // Trade Start Time
-input double eaMaxAllowedSpread = 25;          // Max Allowed Spread For Trade
+input string eaSessionEndTime = "";                                                              // Trade End Time
-input double eaMaxAllowedDrawdownFactor = 0.3; // Max Allowed DrawDown for Trade
+input int eaMaxAllowedPositions = 5;                                                             // Max Allowed Same Time Trades
-input string eaCloseAllOpenTradesAt = "";      // Close All Open Trades per Day At Specified Time
+input double eaMaxAllowedSpread = 25;                                                            // Max Allowed Spread For Trade
+input double eaMaxAllowedDrawdownFactor = 0.3;                                                   // Max Allowed DrawDown for Trade
+input string eaCloseAllOpenTradesAt = "";                                                        // Close All Open Trades per Day At Specified Time
 
 //
 // Alert ...
@@ -662,13 +664,13 @@ void InitRequirements()
         );
 
     //
-    //
+    // Setting Trade Restrictions ...
-    //
+    eaTradeManager.SetTradeRestrictions(
-    //
+        eaRestrictionsPeriod,
-    // eaMaxAllowedTradesPerDay
+        eaMaxAllowedTPs,
-    // eaMaxAllowedSLsPerDay
+        eaMaxAllowedSLs,
-    // eaSessionStartTime
+        eaMaxAllowedTrades //
-    // eaSessionEndTime
+    );
 
     //
     // EA Signaller ...
@@ -711,23 +713,14 @@ void HandleTimeReport()
 
     //
     // Daily Report ....
-    bool isNewDay = eaTimeTracker.IsNewDay();
+    if (eaReportNewDays &&
-    if (isNewDay)
+        eaTimeTracker.IsNewDay())
     {
         //
-        // Handle New Day on Trade Manager ...
+        string msg = "New Day ...";
-        eaTradeManager.HandleNewDay();
 
         //
-        // Reporting New Day if Reuired ...
+        eaAlert.Alert(msg);
-        if (eaReportNewDays)
-        {
-            //
-            string msg = "New Day ...";
-
-            //
-            eaAlert.Alert(msg);
-        }
     }
 
     //

XCAEA/Classes/xcaea.x-trade.manager.class.mq5

@@ -30,6 +30,29 @@
 //
 // Definitions ...
 
+//
+enum ENUM_XCAEA_TRADE_RESTRICTION_PERIOD
+{
+    XCAEA_TRADE_RESTRICATION_NONE,    // None
+    XCAEA_TRADE_RESTRICATION_HOURLY,  // Per Hour
+    XCAEA_TRADE_RESTRICATION_DAILY,   // Per Day
+    XCAEA_TRADE_RESTRICATION_WEEKLY,  // Per Week
+    XCAEA_TRADE_RESTRICATION_MONTHLY, // Per Month
+};
+
+//
+string ToString(ENUM_XCAEA_TRADE_RESTRICTION_PERIOD value)
+{
+    //
+    string result = NULL;
+
+    //
+    result = EnumToString(value);
+
+    //
+    return result;
+}
+
 //
 enum ENUM_XCAEA_TRADE_FINALIZATION
 {
@@ -52,6 +75,95 @@ string ToString(ENUM_XCAEA_TRADE_FINALIZATION value)
     return result;
 }
 
+//
+struct XCAEASymbolInfo
+{
+    //
+    string symbol;
+
+    //
+    int longs;
+    int shorts;
+
+    //
+    int trades;
+
+    //
+    int losses;
+    int profits;
+
+    //
+    int managedSLs;
+    int managedTPs;
+    int managedTrades;
+
+    //
+    // Constructor ...
+    XCAEASymbolInfo()
+    {
+        Clean();
+    }
+
+    //
+    // Tools ...
+
+    //
+    // Cleanup ...
+    void Clean()
+    {
+        //
+        symbol = NULL;
+
+        //
+        longs = 0;
+        shorts = 0;
+
+        //
+        trades = 0;
+
+        //
+        losses = 0;
+        profits = 0;
+
+        //
+        managedSLs = 0;
+        managedTPs = 0;
+        managedTrades = 0;
+
+        //
+        ZeroMemory(this);
+    }
+
+    //
+    // Validate ...
+    bool IsValid()
+    {
+        //
+        bool result = false;
+
+        //
+        result = IsValid(symbol);
+
+        //
+        return result;
+    }
+
+    //
+    bool IsSameAs(XCAEASymbolInfo &item)
+    {
+        //
+        bool result = false;
+
+        //
+        result = IsValid() &&
+                 item.IsValid() &&
+                 symbol == item.symbol;
+
+        //
+        return result;
+    }
+};
+
 //
 struct XCAEATrade
 {
@@ -305,6 +417,7 @@ class XCXCAEATradeManager : public XCBaseAlert
     XCTrade *trader;
     bool drawSignal;
     XCPOIDrawer *drawer;
+    XTimeTracker timeTracker;
     XCXCAEADataCollector *collector;
 
     //
@@ -324,6 +437,12 @@ class XCXCAEATradeManager : public XCBaseAlert
         allowLongs = true;
         allowShorts = true;
 
+        //
+        maxAllowedTPs = 0;
+        maxAllowedSLs = 0;
+        maxAllowedTrades = 0;
+        restrictionsPeriod = XCAEA_TRADE_RESTRICATION_NONE;
+
         //
         reportTrades = true;
         reportSignals = true;
@@ -352,6 +471,9 @@ class XCXCAEATradeManager : public XCBaseAlert
         //
         Clean(trades);
 
+        //
+        timeTracker.Clean();
+
         //
         ZeroMemory(trader);
         ZeroMemory(drawer);
@@ -419,6 +541,27 @@ class XCXCAEATradeManager : public XCBaseAlert
         allowShorts = _allowShorts;
     }
 
+    //
+    void SetTradeRestrictions(
+        ENUM_XCAEA_TRADE_RESTRICTION_PERIOD _period,
+        int _maxAllowedTPs,
+        int _maxAllowedSLs,
+        int _maxAllowedTrades //
+    )
+    {
+        //
+        // Normalizing Args ...
+        _maxAllowedTPs = NormalizeInt(_maxAllowedTPs, 0);
+        _maxAllowedSLs = NormalizeInt(_maxAllowedSLs, 0);
+        _maxAllowedTrades = NormalizeInt(_maxAllowedTrades, 0);
+
+        //
+        restrictionsPeriod = _period;
+        maxAllowedTPs = _maxAllowedTPs;
+        maxAllowedSLs = _maxAllowedSLs;
+        maxAllowedTrades = _maxAllowedTrades;
+    }
+
     //
     // Tools ...
 
@@ -428,6 +571,11 @@ class XCXCAEATradeManager : public XCBaseAlert
     void Manage()
     {
         //
+        // Handle Restrictions ...
+        HandleRestrictions();
+
+        //
+        // Check Contains Trades for Managing ...
         bool has = HasChild(trades);
         if (!has)
         {
@@ -435,6 +583,7 @@ class XCXCAEATradeManager : public XCBaseAlert
         }
 
         //
+        // Update Required Infos of Trades ...
         int count = ArraySize(trades);
         for (int i = 0; i < count; i++)
         {
@@ -464,7 +613,7 @@ class XCXCAEATradeManager : public XCBaseAlert
         }
 
         //
-        // After Update All Trades we can Do Protection ...
+        // Do Trade Protection ...
         Protect();
     }
 
@@ -823,13 +972,56 @@ class XCXCAEATradeManager : public XCBaseAlert
             return result;
         }
 
+        //
+        // Check Symbol Info Exists or not ...
+        int symbolIDX = -1;
+        bool isSymbolExists = FindSymbolIndex(
+            symbolIDX,
+            signal.symbol //
+        );
+
         //
         // TODO: Complete this ...
         // Implementing Trade Session Validating ...
 
         //
-        // TODO: Complete this ...
         // Implementing Trade Permissions Based on SL(s) Count ...
+        bool hasRestrictions = restrictionsPeriod != XCAEA_TRADE_RESTRICATION_NONE;
+        if (hasRestrictions)
+        {
+            //
+            // Only Can Check Restrictions when
+            // Symbol Info Exists ...
+            if (isSymbolExists)
+            {
+                //
+                bool isTPAllowed = maxAllowedTPs == 0
+                                       ? true
+                                       : symbols[symbolIDX].managedTPs < maxAllowedTPs;
+                bool isSLAllowed = maxAllowedSLs == 0
+                                       ? true
+                                       : symbols[symbolIDX].managedSLs < maxAllowedSLs;
+                bool isTradeAllowed = maxAllowedTrades == 0
+                                          ? true
+                                          : symbols[symbolIDX].managedTrades < maxAllowedTrades;
+
+                //
+                result = isTPAllowed &&
+                         isSLAllowed &&
+                         isTradeAllowed;
+            }
+
+            //
+            // Report Error ...
+            if (!result)
+            {
+                //
+                executionResult = X_SIGNAL_EXECUTION_FAILED_MAX_REACHED;
+
+                //
+                return result;
+            }
+        }
 
         //
         return result;
@@ -914,6 +1106,7 @@ class XCXCAEATradeManager : public XCBaseAlert
         if (result)
         {
             //
+            // Draw Signal ...
             if (drawSignal)
             {
                 //
@@ -933,6 +1126,30 @@ class XCXCAEATradeManager : public XCBaseAlert
             }
 
             //
+            // Create Symbol Info Struct ...
+            XCAEASymbolInfo iSymbolInfo;
+
+            //
+            iSymbolInfo.trades = 1;
+            iSymbolInfo.managedTrades = 1;
+            iSymbolInfo.symbol = signal.symbol;
+
+            //
+            bool isLong = IsLong(signal.type);
+            if (isLong)
+            {
+                iSymbolInfo.longs = 1;
+            }
+            else
+            {
+                iSymbolInfo.shorts = 1;
+            }
+
+            //
+            AddOrUpdateSymbolInfo(iSymbolInfo);
+
+            //
+            // Create Trade Struct ...
             XCAEATrade iTrade;
 
             //
@@ -984,10 +1201,6 @@ class XCXCAEATradeManager : public XCBaseAlert
         trades[idx].finalizedAt = TimeCurrent();
         trades[idx].finalize = XCAEA_TRADE_FINAL_TP;
 
-        //
-        tpCount++;
-        managedTPCount++;
-
         //
         // Save Trade ...
         Save(trades[idx]);
@@ -997,6 +1210,20 @@ class XCXCAEATradeManager : public XCBaseAlert
         string prefix = "TP: " + ToString(trades[idx].profit);
         HandleReportBalance(prefix);
 
+        //
+        // Handle Symbol Info ...
+
+        //
+        XCAEASymbolInfo iSymbolInfo;
+
+        //
+        iSymbolInfo.profits = 1;
+        iSymbolInfo.managedTPs = 1;
+        iSymbolInfo.symbol = trades[idx].signal.symbol;
+
+        //
+        AddOrUpdateSymbolInfo(iSymbolInfo);
+
         //
         RemoveTrade(idx);
     }
@@ -1027,10 +1254,6 @@ class XCXCAEATradeManager : public XCBaseAlert
         trades[idx].finalizedAt = TimeCurrent();
         trades[idx].finalize = XCAEA_TRADE_FINAL_SL;
 
-        //
-        slCount++;
-        managedSLCount++;
-
         //
         // Save Trade ...
         Save(trades[idx]);
@@ -1040,6 +1263,33 @@ class XCXCAEATradeManager : public XCBaseAlert
         string prefix = "SL: " + ToString(trades[idx].profit);
         HandleReportBalance(prefix);
 
+        //
+        // Handle Symbol Info ...
+
+        //
+        bool isInProfit = trades[idx].profit > 0;
+
+        //
+        XCAEASymbolInfo iSymbolInfo;
+
+        //
+        if (isInProfit)
+        {
+            //
+            iSymbolInfo.profits = 1;
+            iSymbolInfo.managedTPs = 1;
+        }
+        else
+        {
+            //
+            iSymbolInfo.losses = 1;
+            iSymbolInfo.managedSLs = 1;
+        }
+        iSymbolInfo.symbol = trades[idx].signal.symbol;
+
+        //
+        AddOrUpdateSymbolInfo(iSymbolInfo);
+
         //
         RemoveTrade(idx);
     }
@@ -1076,20 +1326,6 @@ class XCXCAEATradeManager : public XCBaseAlert
                                    ? XCAEA_TRADE_FINAL_CLOSE_IN_PROFIT
                                    : XCAEA_TRADE_FINAL_CLOSE_IN_LOSE;
 
-        //
-        if (isInProfit)
-        {
-            //
-            tpCount++;
-            managedTPCount++;
-        }
-        else
-        {
-            //
-            slCount++;
-            managedSLCount++;
-        }
-
         //
         // Save Trade ...
         Save(trades[idx]);
@@ -1104,6 +1340,30 @@ class XCXCAEATradeManager : public XCBaseAlert
                         ToString(trades[idx].profit);
         HandleReportBalance(prefix);
 
+        //
+        // Handle Symbol Info ...
+
+        //
+        XCAEASymbolInfo iSymbolInfo;
+
+        //
+        if (isInProfit)
+        {
+            //
+            iSymbolInfo.profits = 1;
+            iSymbolInfo.managedTPs = 1;
+        }
+        else
+        {
+            //
+            iSymbolInfo.losses = 1;
+            iSymbolInfo.managedSLs = 1;
+        }
+        iSymbolInfo.symbol = trades[idx].signal.symbol;
+
+        //
+        AddOrUpdateSymbolInfo(iSymbolInfo);
+
         //
         RemoveTrade(idx);
     }
@@ -1114,15 +1374,6 @@ class XCXCAEATradeManager : public XCBaseAlert
     {
     }
 
-    /**
-     * Handle New Day ...
-     */
-    void HandleNewDay()
-    {
-        //
-        // Clean Managed SL(s) and TP(s) and Positions ...
-    }
-
     /**
      * Find Executed Trade by Providing Position Ticket ...
      *
@@ -1381,6 +1632,197 @@ class XCXCAEATradeManager : public XCBaseAlert
         return result;
     }
 
+    //
+    // Symbol Info ...
+
+    //
+    bool FindSymbolIndex(
+        int &index,
+        XCAEASymbolInfo &item //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        index = -1;
+
+        //
+        result = item.IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        result = HasChild(symbols);
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        index = FindIndex(
+            item,
+            symbols //
+        );
+
+        //
+        result = IsValidIndex(index);
+
+        //
+        return result;
+    }
+
+    //
+    bool FindSymbolIndex(
+        int &index,
+        string symbol //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        index = -1;
+
+        //
+        result = IsValid(symbol) &&
+                 HasChild(symbols);
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        int count = ArraySize(symbols);
+        for (int i = 0; i < count; i++)
+        {
+            //
+            result = symbols[i].symbol == symbol;
+            if (result)
+            {
+                //
+                index = i;
+                break;
+            }
+        }
+
+        //
+        result = IsValidIndex(index);
+
+        //
+        return result;
+    }
+
+    //
+    void AddOrUpdateSymbolInfo(XCAEASymbolInfo &item)
+    {
+        //
+        bool has = item.IsValid();
+        if (!has)
+        {
+            return;
+        }
+
+        //
+        int index = -1;
+        bool isExists = FindSymbolIndex(
+            index,
+            item //
+        );
+        if (!isExists)
+        {
+            //
+            AddRef(
+                item,
+                symbols //
+            );
+        }
+        else
+        {
+            //
+            symbols[index].longs += item.longs;
+            symbols[index].shorts += item.shorts;
+            symbols[index].trades += item.trades;
+            symbols[index].losses += item.losses;
+            symbols[index].profits += item.profits;
+            symbols[index].managedSLs += item.managedSLs;
+            symbols[index].managedTPs += item.managedTPs;
+            symbols[index].managedTrades += item.managedTrades;
+        }
+    }
+
+    //
+    void ResetSymbolsRestrictions()
+    {
+        //
+        bool has = HasChild(symbols);
+        if (has)
+        {
+            //
+            string prefix = "Protector: ";
+
+            //
+            int count = ArraySize(symbols);
+            for (int i = 0; i < count; i++)
+            {
+                //
+                symbols[i].managedSLs = 0;
+                symbols[i].managedTPs = 0;
+                symbols[i].managedTrades = 0;
+            }
+
+            //
+            string message = prefix + "Reset Symbols Restrictions";
+            HandleReportProtector(message);
+        }
+    }
+
+    //
+    void HandleRestrictions()
+    {
+        //
+        bool isNewDay = timeTracker.IsNewDay();
+        bool isNewHour = timeTracker.IsNewHour();
+        bool isNewWeek = timeTracker.IsNewWeek();
+        bool isNewMonth = timeTracker.IsNewMonth();
+
+        //
+        bool canResetRestrictions =
+            (
+                //
+                // Hourly ...
+                (isNewHour &&
+                 restrictionsPeriod == XCAEA_TRADE_RESTRICATION_HOURLY)
+                //
+                ||
+                //
+                // Daily ...
+                (isNewDay &&
+                 restrictionsPeriod == XCAEA_TRADE_RESTRICATION_DAILY)
+                //
+                ||
+                //
+                // Weekly ...
+                (isNewWeek &&
+                 restrictionsPeriod == XCAEA_TRADE_RESTRICATION_WEEKLY)
+                //
+                ||
+                //
+                // Monthly ...
+                (isNewMonth &&
+                 restrictionsPeriod == XCAEA_TRADE_RESTRICATION_MONTHLY)
+                //
+                )
+            //
+            ;
+        if (canResetRestrictions)
+        {
+            ResetSymbolsRestrictions();
+        }
+    }
+
     //
     // Private ...
   private:
@@ -1392,17 +1834,15 @@ class XCXCAEATradeManager : public XCBaseAlert
     bool allowLongs;
     bool allowShorts;
 
+    //
+    int maxAllowedTPs;
+    int maxAllowedSLs;
+    int maxAllowedTrades;
+    ENUM_XCAEA_TRADE_RESTRICTION_PERIOD restrictionsPeriod;
+
     //
     bool mSaveTrades;
 
-    //
-    int slCount;
-    int tpCount;
-
-    //
-    int managedSLCount;
-    int managedTPCount;
-
     //
     bool reportTrades;
     bool reportSignals;
@@ -1414,6 +1854,7 @@ class XCXCAEATradeManager : public XCBaseAlert
 
     //
     XCAEATrade trades[];
+    XCAEASymbolInfo symbols[];
 };
 
 //