saherelm/MQL5Data
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

update tasks and add multi asset ...

Browse Source
This commit is contained in:
saherelm
2024-07-29 15:19:57 +03:30
parent efaa6dfbbe
commit 94174ddfa5
7 changed files with 1777 additions and 305 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Classes/x-saherelm.xtrade.class.mq5
+201 -94
View File
@@ -4305,6 +4305,25 @@ public:
mMaxAllowedRecover = value;
}
//
double MaxAllowedRecoveryVolume()
{
return mMaxAllowedRecoveryVolume;
}
//
void MaxAllowedRecoveryVolume(double value)
{
//
if (value < 0)
{
value = 0;
}
//
mMaxAllowedRecoveryVolume = value;
}
//
double RecoveryVolumeMultiplier()
{
@@ -4324,6 +4343,18 @@ public:
mRecoveryVolumeMultiplier = value;
}
//
bool ForcePressuresInRecovery()
{
return mForcePressuresInRecovery;
}
//
void ForcePressuresInRecovery(bool value)
{
mForcePressuresInRecovery = value;
}
//
// Hedging ...
@@ -4409,6 +4440,11 @@ public:
return;
}
//
// Check Signal Support or Recovery ...
bool isSupport = IsSupport(signal.comment);
bool isRecovery = ExtractRecoveredTicket(signal.comment) > 0;
//
XTradeData item;
bool isFilled = item.Fill(signal);
@@ -4429,7 +4465,10 @@ public:
if (mAllowTrailStops || forceTrail)
{
//
item.allowTrailStop = true;
if (!isSupport && !isRecovery)
{
item.allowTrailStop = true;
}
//
item.ignoreTPOnTrail = mIgnoreTPOnTrail;
@@ -4447,7 +4486,10 @@ public:
if (mAllowRecover || forceRecover)
{
//
item.allowRecover = true;
if (!isSupport && !isRecovery)
{
item.allowRecover = true;
}
//
item.recoveryTPPoint = mRecoveryTPPoint;
@@ -4800,31 +4842,50 @@ public:
);
//
double requiredProfitPoints = (mData[i].recoveryLevel + 1) * recoveryTPPoint;
//
double rSwap = mData[i].swap;
// Summary Calculations ...
double rVolume = volume;
double rProfit = profit;
bool hasMaxVolume = false;
double rSwap = mData[i].swap;
double rCommission = mData[i].commission;
for (int i = 0; i < recoveriesCount; i++)
for (int j = 0; j < recoveriesCount; j++)
{
//
rSwap += recoveries[i].swap;
rProfit += recoveries[i].profit;
rVolume += recoveries[i].volume;
rCommission += mTrader.GetPositionCommission(recoveries[i].ticket);
rSwap += recoveries[j].swap;
rProfit += recoveries[j].profit;
rVolume += recoveries[j].volume;
rCommission += mTrader.GetPositionCommission(recoveries[j].ticket);
//
if (!hasMaxVolume &&
mMaxAllowedRecoveryVolume > 0 &&
recoveries[j].volume >= mMaxAllowedRecoveryVolume)
{
hasMaxVolume = true;
}
//
AddRef(
recoveries[i],
recoveries[j],
mustClose //
);
}
//
double profitSummary =
rProfit + (-1 * rSwap) - MathAbs(rCommission);
//
double requiredProfitPoints = recoveriesCount * recoveryTPPoint;
// if (mData[i].recoveryLevel >= 2)
// {
// //
// requiredProfitPoints /= mData[i].recoveryLevel;
// if (requiredProfitPoints < recoveryTPPoint)
// {
// requiredProfitPoints = recoveryTPPoint;
// }
// }
//
if (profitSummary > 0)
{
//
@@ -4856,12 +4917,12 @@ public:
break;
}
}
//
Clean(mustClose);
Clean(positions);
Clean(recoveries);
}
//
Clean(mustClose);
Clean(positions);
Clean(recoveries);
}
}
}
@@ -4897,12 +4958,13 @@ public:
tmpLSW,
true //
);
bool isBullishSigns =
bool hasBullishSigns =
//
isBullishTrend &&
hasBullishPower &&
// isBullishTrend &&
cBar.IsBullish() &&
hasBullishPattern &&
hasBullishPressure
(hasBullishPower &&
hasBullishPressure)
//
;
@@ -4916,12 +4978,13 @@ public:
tmpLSW,
true //
);
bool isBearishSigns =
bool hasBearishSigns =
//
isBearishTrend &&
hasBearishPower &&
hasBearishPattern &&
hasBearishPressure
// isBearishTrend &&
cBar.IsBearish() &&
hasBearishPressure &&
(hasBearishPower &&
hasBearishPattern)
//
;
@@ -5103,7 +5166,35 @@ public:
// Do Recovery ...
//
// Profit Must be Negative ...
// Check Looking for Direction ...
ENUM_X_POSITION_TYPES recoveryLookingType = mData[i].recoveryLookingType;
if (recoveryLookingType == X_POSITION_TYPE_ALL ||
recoveryLookingType == X_POSITION_TYPE_NONE)
{
continue;
}
//
bool isDirectional = recoveryLookingType == mData[i].type;
//
bool hasPressure =
!mForcePressuresInRecovery
? true
: isDirectional
//
// Looking For Directional Pressure ...
? isLong
? hasBullishSigns
: hasBearishSigns
//
// Looking For InDirectional Pressure ...
: isLong
? hasBearishSigns
: hasBullishSigns;
//
// Check Required Properties Validation ...
if (
recoveryTPPoint > 0 &&
recoverySLPoint > 0 &&
@@ -5112,78 +5203,45 @@ public:
: mData[i].recoveryLevel < maxAllowedRecover))
{
//
// Current Profit ...
// Calculate requirements ...
double distanceInPoints = (MathAbs(profit) / volume);
double _volumeMultiplier = ((mData[i].recoveryLevel + 1) * recoveryVolumeMultiplier);
double _volume = volume * (_volumeMultiplier <= 0 ? 1 : _volumeMultiplier);
// double _volumeMultiplier = ((mData[i].recoveryLevel + 1) * recoveryVolumeMultiplier);
// double _volume =
// volume * (_volumeMultiplier <= 0 ? 1 : _volumeMultiplier);
double _volume =
mData[i].recoveryVolume <= 0
? volume * recoveryVolumeMultiplier
: mData[i].recoveryVolume;
if (mMaxAllowedRecoveryVolume > 0 && _volume > mMaxAllowedRecoveryVolume)
{
_volume = mMaxAllowedRecoveryVolume;
}
//
string _comment = GenerateRecoveryTag(ticket);
//
if (profit < 0)
XSignal rSignal;
bool isPrepared = false;
//
if (profit < 0 &&
hasPressure &&
!isDirectional &&
distanceInPoints >= recoverySLPoint)
{
//
bool canRecover =
distanceInPoints >= recoverySLPoint &&
(mData[i].recoveryLevel == 0 ||
(mData[i].recoveryLevel >= 2 &&
mData[i].recoveryLevel / 2 == 0));
if (canRecover)
{
//
RemovePositionTPSL(iPosition);
//
ENUM_POSITION_TYPE _type =
isLong
? POSITION_TYPE_SELL
: POSITION_TYPE_BUY;
double _entry = GetEntry(symbol, _type);
//
XSignal rSignal;
bool isPrepared = rSignal.Prepare(
symbol,
provider,
period,
_type,
X_ORDER_MODE_MARKET,
_entry,
_volume,
0,
0 //
);
if (isPrepared)
{
//
rSignal.comment = _comment;
//
bool isExecuted = ExecuteRecoverySignal(rSignal);
if (isExecuted)
{
mData[i].recoveryLevel++;
}
}
}
}
else if (profit >= 0 &&
(mData[i].recoveryLevel == 1 ||
(mData[i].recoveryLevel >= 2 &&
mData[i].recoveryLevel / 2 == 1)))
{
//
RemovePositionTPSL(iPosition);
FixRecoveredPositionTPSL(iPosition);
//
ENUM_POSITION_TYPE _type =
isLong
? POSITION_TYPE_BUY
: POSITION_TYPE_SELL;
? POSITION_TYPE_SELL
: POSITION_TYPE_BUY;
double _entry = GetEntry(symbol, _type);
//
XSignal rSignal;
bool isPrepared = rSignal.Prepare(
isPrepared = rSignal.Prepare(
symbol,
provider,
period,
@@ -5194,16 +5252,63 @@ public:
0,
0 //
);
if (isPrepared)
}
else if (profit >= 0 &&
hasPressure &&
isDirectional)
{
//
FixRecoveredPositionTPSL(iPosition);
//
ENUM_POSITION_TYPE _type =
isLong
? POSITION_TYPE_BUY
: POSITION_TYPE_SELL;
double _entry = GetEntry(symbol, _type);
//
isPrepared = rSignal.Prepare(
symbol,
provider,
period,
_type,
X_ORDER_MODE_MARKET,
_entry,
_volume,
0,
0 //
);
}
//
if (isPrepared && rSignal.IsValid())
{
//
// Attach Recovery Tag ...
rSignal.comment = _comment;
//
// Execute Recovery Signal ...
bool isExecuted = ExecuteRecoverySignal(rSignal);
if (isExecuted)
{
//
rSignal.comment = _comment;
// Increase Recovery Level ...
mData[i].recoveryLevel++;
mData[i].recoveryVolume = _volume * recoveryVolumeMultiplier;
//
bool isExecuted = ExecuteRecoverySignal(rSignal);
if (isExecuted)
// Try to Reverse Looking for Next Recovery
// Position Type ...
ENUM_POSITION_TYPE _type;
bool isConverted = ToPositionType(
_type,
recoveryLookingType //
);
if (isConverted)
{
mData[i].recoveryLevel++;
mData[i].recoveryLookingType = GetOppositPositionType(_type);
}
}
}
@@ -5265,7 +5370,9 @@ protected:
int mMaxAllowedRecover; // Max Allowed Recovery
double mRecoveryTPPoint; // Recovery TP in Points
double mRecoverySLPoint; // Recovery SL in Points
bool mForcePressuresInRecovery; // Use Direction Pressures In Recovery
double mRecoveryVolumeMultiplier; // Recovery Volume Multiplier
double mMaxAllowedRecoveryVolume; // Max Allowed Recovery Volume
//
// Hedging ...
@@ -5533,7 +5640,7 @@ private:
}
//
bool RemovePositionTPSL(XPosition &osition)
bool FixRecoveredPositionTPSL(XPosition &osition)
{
//
bool result = false;