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saherelm
2024-08-02 18:50:12 +03:30
parent 956d49cbf3
commit a31cd66809
3 changed files with 31769 additions and 15330 deletions
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Experts/x-test-strategies.ea.mq5
+170 -36
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@@ -28,22 +28,40 @@
#include "../Helpers/x-saherelm.xcc.helper.mq5"
//
#include "../Parsers/x-saherelm.xch.parser.mq5"
#include "../Strategies/x-saherelm.xch.strategy.mq5"
//
// Inputs ...
//
// Common ...
long eaMagicNumber = 78692110; // Magic Number
int eaSlippage = 10; // Slippgae
string eaLogSuffix = ""; // Log Suffix
//
double eaVolume = 0.01; // Static Volume
bool eaIgnoreTP = false; // Ignore TP
bool eaIgnoreSL = false; // Ignore SL
double eaTPPoint = 150; // Static TP Point
double eaSLPoint = 500; // Static SL Point
// Symbols ...
bool eaMultiSymbol = false; // Use Multi Symbol
bool eaUseMaxAllowedTradesPerSymbol = true; // Use Max Allowed Trades Per Symbol
string eaSymbols = "EURUSDb,USDJPYb"; // Trading Symbols
// string eaSymbols = "EURUSDb,USDJPYb,USDCHFb,GBPUSDb,XAUUSDb,XAGUSDb"; // Trading Symbols
//
double eaR2R = 1.5; // Risk to Reward Ratio
// Trades ...
double eaVolume = 0.01; // Static Volume
double eaR2R = 1.5; // Risk to Reward Ratio for Dynamic TP SL
bool eaUseFixedTPSLPoints = true; // Use Fixed TP SL in Points
bool eaIgnoreTP = false; // Ignore TP
bool eaIgnoreSL = false; // Ignore SL
double eaTPPoint = 150; // Static TP Point
double eaSLPoint = 500; // Static SL Point
//
// Risk Management ...
//
// Risk Management > Trade Management ...
double eaAllowLong = true; // Allow Long Positions
double eaAllowShort = true; // Allow Short Positions
int eaMaxAllowedLongs = 1; // Max Allowed Long Positions
@@ -51,10 +69,41 @@ int eaMaxAllowedShorts = 1; // Max Allowed Short Positions
double eaMaxDrawdownPercentForOpenTrades = 3; // Max Drawdown Percent for Open Trades
//
bool eaMultiSymbol = false; // Use Multi Symbol
bool eaUseMaxAllowedTradesPerSymbol = true; // Use Max Allowed Trades Per Symbol
string eaSymbols = "EURUSDb,USDJPYb"; // Trading Symbols
// string eaSymbols = "EURUSDb,USDJPYb,USDCHFb,GBPUSDb,XAUUSDb,XAGUSDb"; // Trading Symbols
// Risk Management > Hedging ...
bool eaAllowHedging = true; // Allow Hedging Trades
int eaMinTradesForHedge = 2; // Minimum Open Trades for Hedging
double eaMinimumProfitPerVolumeForHedging = 0.3; // Minimum Required Profit per Volume for Hedging
//
// Risk Management > Trailling Stop ...
bool eaAllowTrailStop = false; // Allow Trail Stop
double eaStartTrailInPoint = 100; // Trail Start After Profit (Point)
double eaTrailStepInPoint = 30; // Trail Size in each Step (Point)
bool eaIgnoreTPAfterTrail = true; // Ignore TP after Trail
//
// Risk Management > Trades Recovery ...
bool eaAllowRecovery = false; // Allow Recover Trades
double eaRecoveryTPPoint = 150; // Recovery TP (Point)
double eaRecoverySLPoint = 200; // Recovery SL (Point)
int eaMaxAllowedRecoveryTrades = 0; // Max Allowed Recovery Trades
double eaRecoveryVolumeMultiplier = 2; // Recovery Volume Multiplier
double eaMaxAllowedRecoveryTradesVolume = 0.1; // Max Allowed Recovery Volume
//
// Alert ...
bool eAEnableAlerts = true; // Enable Alerts
bool eALogAlerts = true; // Log Alerts
bool eAMailAlerts = false; // Mail Alerts
bool eAPushAlerts = false; // Push Alerts
bool eATerminalAlerts = false; // Terminal Alerts
//
// Time Report ...
bool eaAlertNewMonths = false; // Alert New Month
bool eaAlertNewWeeks = false; // Alert New Weeks
bool eaAlertNewDays = false; // Alert New Days
bool eaAlertNewHours = false; // Alert New Hours
//
// Variables ...
@@ -87,6 +136,12 @@ XTimeTracker eaTimeTracker;
// Trade Handler Instance Class ...
XSCXTradeHandler *eaTradeHandler;
//
string mTag =
!IsValid(eaLogSuffix)
? ShortName
: ShortName + "_" + eaLogSuffix;
//
// Event Handlers ...
@@ -107,7 +162,7 @@ int OnInit()
}
//
drawPrefix = ShortName;
drawPrefix = mTag;
//
// EventSetTimer(1);
@@ -245,7 +300,12 @@ bool InitialEA()
//
// Create Instance of Alert Class ...
eaAlert = new XSCAlert();
eaAlert.SetPrefix(ShortName);
eaAlert.SetPrefix(mTag);
eaAlert.SetLogAlerts(eALogAlerts);
eaAlert.SetMailAlerts(eAMailAlerts);
eaAlert.SetPushAlerts(eAPushAlerts);
eaAlert.SetEnableAlerts(eAEnableAlerts);
eaAlert.SetTerminalAlerts(eATerminalAlerts);
//
// Create Trader Instance ...
@@ -260,11 +320,20 @@ bool InitialEA()
//
// Initialize Trade Handler ...
eaTradeHandler = new XSCXTradeHandler(eaTrader);
eaTradeHandler.SetAlertPrefix(ShortName + "> TradeHandler");
eaTradeHandler.SaveTrades(true);
eaTradeHandler.SaveSignals(true);
//
// Configure Alerts ...
eaTradeHandler.SetAlertPrefix(mTag);
eaTradeHandler.SetAlertEnableAlerts(eAEnableAlerts);
eaTradeHandler.SetAlertLogAlerts(eALogAlerts);
eaTradeHandler.SetAlertMailAlerts(eAMailAlerts);
eaTradeHandler.SetAlertPushAlerts(eAPushAlerts);
eaTradeHandler.SetAlertTerminalAlerts(eATerminalAlerts);
//
// Configure Trade Management ...
eaTradeHandler.AllowLong(eaAllowLong);
eaTradeHandler.AllowShort(eaAllowShort);
eaTradeHandler.MaxAllowedLongs(eaMaxAllowedLongs);
@@ -274,34 +343,35 @@ bool InitialEA()
//
// Configure Hedging ...
eaTradeHandler.AllowHedging(true);
eaTradeHandler.MinTradesForHedge(2);
eaTradeHandler.AllowHedging(eaAllowHedging);
eaTradeHandler.HedgeVolumeFactor(eaVolume);
eaTradeHandler.HedgeMinProfitPerVolumeFactor(0.3);
eaTradeHandler.MinTradesForHedge(eaMinTradesForHedge);
eaTradeHandler.HedgeMinProfitPerVolumeFactor(eaMinimumProfitPerVolumeForHedging);
//
// Configure Trailing ...
eaTradeHandler.AllowTrailStops(false);
eaTradeHandler.TrailStepInPoint(30);
eaTradeHandler.TrailStartInPoint(100);
eaTradeHandler.IgnoreTPOnTrail(true);
eaTradeHandler.AllowTrailStops(eaAllowTrailStop);
eaTradeHandler.TrailBasedOnProfit(true);
eaTradeHandler.TrailStartInPoint(eaStartTrailInPoint);
eaTradeHandler.TrailStepInPoint(eaTrailStepInPoint);
eaTradeHandler.IgnoreTPOnTrail(eaIgnoreTPAfterTrail);
//
// Configure Recovery ...
eaTradeHandler.AllowRecover(false);
eaTradeHandler.RecoveryTPPoint(150);
eaTradeHandler.MaxAllowedRecover(0);
eaTradeHandler.MaxAllowedRecoveryVolume(0.1);
eaTradeHandler.RecoverySLPoint(200);
eaTradeHandler.RecoveryVolumeMultiplier(2);
eaTradeHandler.AllowRecover(eaAllowRecovery);
eaTradeHandler.ForcePressuresInRecovery(false);
eaTradeHandler.RecoveryTPPoint(eaRecoveryTPPoint);
eaTradeHandler.RecoverySLPoint(eaRecoverySLPoint);
eaTradeHandler.MaxAllowedRecover(eaMaxAllowedRecoveryTrades);
eaTradeHandler.RecoveryVolumeMultiplier(eaRecoveryVolumeMultiplier);
eaTradeHandler.MaxAllowedRecoveryVolume(eaMaxAllowedRecoveryTradesVolume);
//
// Single Symbol ...
if (!eaMultiSymbol)
{
//
// Create Class Instance ...
XSCXCHStrategy *xchStrategy;
xchStrategy = new XSCXCHStrategy(
_Symbol,
@@ -311,11 +381,11 @@ bool InitialEA()
eaR2R, // R2R ...
eaSlippage,
eaMagicNumber,
true, // Ignore Signal Execution
true, // Use TP SL Point
false, // Use Max
eaTPPoint, // TP
eaSLPoint, // SL
true, // Ignore Signal Execution
eaUseFixedTPSLPoints, // Use TP SL Point
false, // Use Max
eaTPPoint, // TP
eaSLPoint, // SL
eaIgnoreTP,
eaIgnoreSL,
eaAllowLong,
@@ -323,14 +393,27 @@ bool InitialEA()
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts // Max Shorts
);
//
// Configuere Strategy ...
xchStrategy.EnableXCHM(true);
xchStrategy.EnableXCHHK(true);
xchStrategy.EnableXCHSTR(true);
xchStrategy.EnableXCHCHE(true);
xchStrategy.SetAlertLogAlerts(true);
xchStrategy.DrawImportantAreas(false);
xchStrategy.SetAlertEnableAlerts(true);
xchStrategy.AddXCHSignalEventHandler(OnSignalRecieved);
//
// Configure Alerts ...
xchStrategy.SetAlertPrefix(mTag);
xchStrategy.SetAlertEnableAlerts(eAEnableAlerts);
xchStrategy.SetAlertLogAlerts(eALogAlerts);
xchStrategy.SetAlertMailAlerts(eAMailAlerts);
xchStrategy.SetAlertPushAlerts(eAPushAlerts);
xchStrategy.SetAlertTerminalAlerts(eATerminalAlerts);
//
// Register Strategy ...
RegisterStrategy(xchStrategy);
}
//
@@ -354,9 +437,11 @@ bool InitialEA()
for (int i = 0; i < symbolsCount; i++)
{
//
// Select Symbol ...
string iSymbol = symbols[i];
//
// Create Class Instance ...
XSCXCHStrategy *iStrategy;
iStrategy = new XSCXCHStrategy(
iSymbol,
@@ -378,16 +463,27 @@ bool InitialEA()
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts // Max Shorts
);
//
// Configuere Strategy ...
iStrategy.EnableXCHM(true);
iStrategy.EnableXCHHK(true);
iStrategy.EnableXCHSTR(true);
iStrategy.EnableXCHCHE(true);
iStrategy.SetAlertLogAlerts(true);
iStrategy.DrawImportantAreas(false);
iStrategy.SetAlertEnableAlerts(true);
iStrategy.AddXCHSignalEventHandler(OnSignalRecieved);
//
// Configure Alerts ...
iStrategy.SetAlertPrefix(mTag);
iStrategy.SetAlertEnableAlerts(eAEnableAlerts);
iStrategy.SetAlertLogAlerts(eALogAlerts);
iStrategy.SetAlertMailAlerts(eAMailAlerts);
iStrategy.SetAlertPushAlerts(eAPushAlerts);
iStrategy.SetAlertTerminalAlerts(eATerminalAlerts);
//
// Register Strategy ...
RegisterStrategy(iStrategy);
}
}
@@ -454,7 +550,33 @@ void HandleTradeState()
void HandleTimeReport()
{
//
if (eaTimeTracker.IsNewDay())
// Monthly Report ....
if (eaAlertNewMonths &&
eaTimeTracker.IsNewMonth())
{
//
string msg = "New Month ...";
//
eaAlert.Alert(msg);
}
//
// Weekly Report ....
if (eaAlertNewWeeks &&
eaTimeTracker.IsNewWeek())
{
//
string msg = "New Week ...";
//
eaAlert.Alert(msg);
}
//
// Daily Report ....
if (eaAlertNewDays &&
eaTimeTracker.IsNewDay())
{
//
string msg = "New Day ...";
@@ -462,6 +584,18 @@ void HandleTimeReport()
//
eaAlert.Alert(msg);
}
//
// Hourly Report ....
if (eaAlertNewHours &&
eaTimeTracker.IsNewHour())
{
//
string msg = "New Hour ...";
//
eaAlert.Alert(msg);
}
}
//