last works on Position Protector ...
This commit is contained in:
@@ -53,6 +53,10 @@ struct X121TradeData
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int pushers; // Signal Pushers
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string conditions; // Signal Conditions
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//
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int trailStep; // Trail Step
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bool partiallyClosed; // Partially Closed or not
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//
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// Constructor ...
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void XTradeInfo()
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@@ -189,6 +193,10 @@ struct X121TradeData
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commission = 0;
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maxDrawdown = 0;
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//
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trailStep = 0;
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partiallyClosed = false;
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//
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signal.Clean();
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}
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@@ -1049,7 +1057,7 @@ class X121SCTradeHandler : public XSCBaseAlert
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//
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double ProtectorStartDistanceInPoint()
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{
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return mProtectorStartDistanceInPointl
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return mProtectorStartDistanceInPoint;
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}
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//
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@@ -1065,6 +1073,116 @@ class X121SCTradeHandler : public XSCBaseAlert
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mProtectorStartDistanceInPoint = value;
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}
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//
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int DelayBarBetweenTwoSameSignal()
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{
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return mDelayBarBetweenTwoSameSignal;
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}
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//
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void DelayBarBetweenTwoSameSignal(int value)
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{
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//
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if (value < 0)
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{
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value = 0;
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}
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//
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mDelayBarBetweenTwoSameSignal = value;
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}
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//
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// In Profit Position Protecting ...
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//
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bool AllowTrailStopInProfits()
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{
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return mAllowTrailStopInProfits;
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}
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//
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void AllowTrailStopInProfits(bool value)
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{
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mAllowTrailStopInProfits = value;
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}
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//
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double TrailStopStepsInPoint()
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{
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return mTrailStopStepsInPoint;
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}
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//
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void TrailStopStepsInPoint(double value)
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{
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//
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if (value < 0)
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{
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value = 0;
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}
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//
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mTrailStopStepsInPoint = value;
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}
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//
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int RmoveTPOnTrailStep()
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{
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return mRmoveTPOnTrailStep;
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}
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//
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void RmoveTPOnTrailStep(int value)
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{
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//
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if (value < 0)
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{
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value = 0;
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}
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//
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mRmoveTPOnTrailStep = value;
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}
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//
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double PartialCloseOnSpecificPoint()
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{
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return mPartialCloseOnSpecificPoint;
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}
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//
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void PartialCloseOnSpecificPoint(double value)
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{
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//
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if (value < 0)
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{
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value = 0;
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}
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//
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mPartialCloseOnSpecificPoint = value;
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}
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//
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double PartialCloseVolume()
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{
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return mPartialCloseVolume;
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}
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//
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void PartialCloseVolume(double value)
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{
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//
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if (value < 0)
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{
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value = 0;
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}
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//
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mPartialCloseVolume = value;
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}
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//
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// Hedge Props ...
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@@ -1776,6 +1894,50 @@ class X121SCTradeHandler : public XSCBaseAlert
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state = X_SIGNAL_EXECUTION_FAILED_MAX_REACHED;
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return result;
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}
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//
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// Check Position Delays ...
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if (result && mDelayBarBetweenTwoSameSignal > 0)
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{
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//
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int youngestAge = 0;
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XPosition youngestPosition;
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//
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// Long Positions when there are Longs ...
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if (isLong && longsCount > 0)
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{
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//
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youngestAge = GetYoungest(
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youngestPosition,
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longs //
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);
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}
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//
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// Short Positions when there are Shorts ...
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else if (!isLong && shortsCount > 0)
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{
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//
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youngestAge = GetYoungest(
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youngestPosition,
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shorts //
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);
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}
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//
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// Only Check when there is must to check and conditions happens ...
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if (youngestAge > 0 && youngestPosition.IsValid())
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{
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//
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result = youngestAge >= mDelayBarBetweenTwoSameSignal;
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if (!result)
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{
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//
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state = X_SIGNAL_EXECUTION_FAILED_MAX_REACHED;
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return result;
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}
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}
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}
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}
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//
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@@ -1886,7 +2048,7 @@ class X121SCTradeHandler : public XSCBaseAlert
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{
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//
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// Check Position is Protectable or not ...
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XPosition iProtected = pPositions[i];
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XProtectedPosition iProtected = pPositions[i];
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//
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XPosition iPosition = iProtected.main;
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@@ -2138,7 +2300,380 @@ class X121SCTradeHandler : public XSCBaseAlert
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bool result = false;
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//
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// Here we Make Sure this Position has ...
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// Find Position's Item Data ...
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int iDX = -1;
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result = HasItem(
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position.ticket,
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iDX //
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);
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if (!result)
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{
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return result;
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}
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//
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// Here we Make Sure this Position has reached Proper distance ...
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//
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bool isLong = IsLong(position.type);
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bool isInProfit = position.profit > 0;
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//
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int zIndex = 0;
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int cIndex = zIndex + 1;
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int pIndex = cIndex + 1;
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int ppIndex = pIndex + 1;
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//
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// Last Bar ...
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XOHCL cBar;
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result = cBar.Init(
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position.symbol,
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position.period,
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cIndex //
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);
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if (!result)
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{
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return result;
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}
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//
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// Previous Bar of Last Bar ...
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XOHCL pBar;
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result = cBar.GetPreviousBar(pBar);
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if (!result)
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{
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return result;
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}
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//
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// Last Swing Low Bar ...
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XOHCL lastSwingLow;
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result = cBar.FindLastSwingLow(lastSwingLow);
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if (!result)
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{
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return result;
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}
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//
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// Last Swing High Bar ...
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XOHCL lastSwingHigh;
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result = cBar.FindLastSwingHigh(lastSwingHigh);
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if (!result)
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{
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return result;
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}
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//
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// Common Conditions For Bullish and Bearish Powers ...
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//
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// For Trend ...
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XOHCL tmpHSW[];
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XOHCL tmpLSW[];
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//
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// Detect Bullish/Bearish Patterns and Trends ...
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//
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// Bullish ...
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bool hasBullishPower = cBar.HasBullishPower();
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bool hasBullishPattern = HasBullishPattern(cBar);
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bool hasBullishPressure = cBar.HasBullishPressure();
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bool isBullishTrend = cBar.HasBullishTrend(
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tmpHSW,
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tmpLSW,
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true //
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);
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bool isBullishTrend1 = cBar.HasBullishTrend(
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tmpHSW,
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tmpLSW,
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false //
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);
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//
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// Bearish ...
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bool hasBearishPower = cBar.HasBearishPower();
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bool hasBearishPattern = HasBearishPattern(cBar);
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bool hasBearishPressure = cBar.HasBearishPressure();
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bool isBearishTrend = cBar.HasBearishTrend(
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tmpHSW,
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tmpLSW,
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true //
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);
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bool isBearishTrend1 = cBar.HasBearishTrend(
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tmpHSW,
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tmpLSW,
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false //
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);
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//
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// Define Conditions ...
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MqlTick ticks[];
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int ticksCount = CopyTicks(
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position.symbol,
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ticks,
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COPY_TICKS_ALL,
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0,
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5 //
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);
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//
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// TODO: Check Volume if Required ...
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//
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bool isTicksBullish =
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(
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//
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ticks[0].last > ticks[1].last &&
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ticks[1].last > ticks[2].last &&
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ticks[2].last > ticks[3].last &&
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ticks[3].last > ticks[4].last
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//
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);
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//
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bool isTicksBearish =
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(
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//
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ticks[0].last < ticks[1].last &&
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ticks[1].last < ticks[2].last &&
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ticks[2].last < ticks[3].last &&
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ticks[3].last < ticks[4].last
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//
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);
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//
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bool hasBearishDecision =
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//
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cBar.IsBearishDecision()
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//
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||
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//
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pBar.IsBearishDecision()
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//
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;
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//
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bool hasBullishDecision =
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//
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cBar.IsBullishDecision()
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//
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||
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//
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pBar.IsBullishDecision()
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//
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;
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//
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bool hasBullishConditions =
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//
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isTicksBullish &&
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(isBullishTrend ||
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isBullishTrend1) &&
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(hasBullishPower ||
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hasBullishPattern ||
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hasBullishPressure)
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//
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;
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//
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bool hasBearishConditions =
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//
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isTicksBearish &&
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(isBearishTrend ||
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isBearishTrend1) &&
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(hasBearishPower ||
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hasBearishPattern ||
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hasBearishPressure)
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//
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;
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//
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// In Profit ...
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// When a Position running in Profit, we have to look pressures by Same Direction
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// of Main Position. for eaxmple if it is long, we look for Bullish Pressures and
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// if it is short we look for Bearish Pressures.
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// when pressure happens we must Trail position Stop ...
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if (isInProfit)
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{
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//
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// Do In Profit Protection Mechanism ...
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//
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// - [] Partial Close;
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// - [] Specified Point of Profits;
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//
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// Trail Stops ...
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// Remove Trailed Positions TP ...
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bool allowTrailStop = AllowTrailStopInProfits();
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double trailStep = TrailStopStepsInPoint();
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if (allowTrailStop && trailStep > 0)
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{
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//
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// Temp Vaiables ...
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bool canTrailStop = false;
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//
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if (isLong)
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{
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//
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// Check Conditions ...
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canTrailStop = isTicksBullish &&
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(hasBullishDecision ||
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hasBullishConditions);
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}
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else
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{
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//
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// Check Conditions ...
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canTrailStop = isTicksBearish &&
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(hasBearishDecision ||
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hasBearishConditions);
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}
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//
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// Do Stop Trailling ...
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if (canTrailStop)
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{
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//
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int lastTrailedStep = mData[iDX].trailStep;
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//
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double entry = position.entry;
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double pointValue = position.GetPointsValue();
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double profitInPoint = position.GetProfitInPoint();
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//
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double requiredProfit =
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lastTrailedStep == 0
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? ProtectorStartDistanceInPoint()
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: lastTrailedStep * trailStep;
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//
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bool isProfitsPassed = profitInPoint > requiredProfit;
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if (isProfitsPassed)
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{
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//
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double delta = (requiredProfit * pointValue);
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//
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double sl =
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isLong
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? entry + delta
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: entry - delta;
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//
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string comment = "EQM Trail Stop ...";
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//
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// Try to Modify Position ...
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result = mTrader.Modify(
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position.ticket,
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sl,
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position.tp,
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comment //
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);
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if (result)
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{
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//
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mData[iDX].trailStep++;
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//
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string message = "EQM Trail (" + ToString(position.ticket) + ") Stop ...";
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Alert(message);
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//
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XPosition trailedPosition;
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bool hasPosition = mTrader.GetPosition(
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position.ticket,
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trailedPosition //
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);
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//
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// Check Remove Trailed Positions TP Conditions ...
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int removeTPOnTrailStep = RmoveTPOnTrailStep();
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if (removeTPOnTrailStep > 0 && mData[iDX].trailStep == removeTPOnTrailStep && trailedPosition.tp != 0)
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{
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//
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string comment = "EQM Removes TP ...";
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//
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// Remove Position's TP ...
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result = mTrader.Modify(
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trailedPosition.ticket,
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trailedPosition.sl,
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0,
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comment //
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);
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if (result)
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{
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//
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string message = "EQM Removes (" + ToString(trailedPosition.ticket) + ") TP ...";
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Alert(message);
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}
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}
|
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}
|
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}
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}
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//
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if (result)
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{
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return result;
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}
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}
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|
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//
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// Check Points of Profit and Do Partial Closing ...
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double partialCloseVolume = PartialCloseVolume();
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double partialCloseProfitPoint = PartialCloseOnSpecificPoint();
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if (partialCloseVolume > 0 && partialCloseProfitPoint > 0)
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{
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//
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double profitPoints = position.GetProfitInPoint();
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if (profitPoints >= partialCloseProfitPoint && !mData[iDX].partiallyClosed)
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{
|
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//
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string comment = "EQM Partial Close ...";
|
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|
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//
|
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// Do Partial Closing ...
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result = mTrader.ClosePartial(
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position.ticket,
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partialCloseVolume,
|
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comment //
|
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);
|
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if (result)
|
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{
|
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//
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mData[iDX].partiallyClosed = true;
|
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|
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//
|
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string message = "EQM Partially Closed " + ToString(partialCloseVolume) + " of (" + ToString(position.ticket) + ")";
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Alert(message);
|
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}
|
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}
|
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}
|
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}
|
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//
|
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// In Drawdown ...
|
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// When a Position running in Drawdown, we have to look for pressures by Indirection
|
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// of Main Position. for example if it is long, we Look For Bearish Pressures and if
|
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// it is short we Look for Bullish Pressure.
|
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// when indirectional pressure found we must Open a Recovery Position.
|
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// also if Same Direction Pressure Found we try to Recover Same Direction using Grid ...
|
||||
else
|
||||
{
|
||||
//
|
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if (isLong)
|
||||
{
|
||||
}
|
||||
else
|
||||
{
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
return result;
|
||||
@@ -2171,8 +2706,17 @@ class X121SCTradeHandler : public XSCBaseAlert
|
||||
double mMaxDrawdownPercentForOpenTrades; // Max Drawdown Percent for Open Trades
|
||||
|
||||
//
|
||||
int mDelayBarBetweenTwoSameSignal; // Delay Bars Between Two Same Type Signal
|
||||
double mProtectorStartDistanceInPoint; // Protector Start Distance in Point
|
||||
|
||||
//
|
||||
// In Profit Positions Protecting ...
|
||||
bool mAllowTrailStopInProfits; // Allow Trail Stops for In Profit Positions
|
||||
double mTrailStopStepsInPoint; // Trail Stop Steps in Point
|
||||
int mRmoveTPOnTrailStep; // Remove Position TP if Trailed specific times
|
||||
double mPartialCloseOnSpecificPoint; // Partial Close Position on Specific Points of Profit
|
||||
double mPartialCloseVolume; // Partial Close Volume
|
||||
|
||||
//
|
||||
// Hedging Properties ...
|
||||
bool mAllowHedge; // Allow Protector to Hedge Positions
|
||||
|
||||
Reference in New Issue
Block a user