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complete XCATBEA and all of it's requirements, such as:

Browse Source 
- Expert Class;
- Class Based EA;
- Signaller(s);
- Multi Symbol;
- Multi Session;
- ...
This commit is contained in:
saherelm
2025-05-31 06:51:39 +03:30
parent 16c58af75c
commit a5891ee2c6
10 changed files with 6236 additions and 264 deletions
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Classes/x-saherelm.x-guard.class.mq5
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Documents/BKP/tmp.guards.mq5
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Experts/x-saherelm.x121.xcatb.ea.mq5
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///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Expert Advisor
// -------------------------------------------------
// Name: X121XCATB
// Description: X121XCATB base Expert Advisor ...
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////
//
// Global Properties ...
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://saherelm.ir"
#property version "1.00"
#property description "SaherElm X121XCATB based Expert Advisor"
#property strict
//
#define ShortName "X121XCATBEA"
//
// Importts ...
#include "../XCATBEA/Classes/xcatbea.expert.class.mq5";
//
// Inputs ...
//
// Common ...
input group "Common";
input long eaMagicNumber = 1694056; // Magic Number
input int eaSlippage = 10; // Slippgae
input string eaLogSuffix = ""; // Log Suffix
//
// Detector ...
input group "Detector";
//
// Validating ...
input group "Validations";
input bool eaForceHasSwing = false; // Force Block to Has Propper Swing
input bool eaForceOBBarType = false; // Force Order Block to Has InDirectional Bars
input int eaMinRequiredOBBar = 0; // Min Required OB Bar
input bool eaForceFVGBarType = false; // Force Fair Value Gaps Bars Type
input int eaLiquidityLoopback = 0; // Liquidity Detection Loopback
input double eaMaxAllowedRange = 0.0; // Max Allowed Order Block Range
input double eaMinAllowedRange = 0.0; // Min Allowed Order Block Range
input bool eaForceHasFLiquidity = false; // Force Order Block To Has Reversal Liquidity
input bool eaForceHasRLiquidity = false; // Force Order Block to Has Following Liquidity
input bool eaValidateGapSequence = false; // Validate Fair Value Gaps Bar Sequences
input int eaMinAllowedBlockLength = 0; // Min Allowed Block Length
input bool eaValidateBlockEdgeBreakout = false; // Validate Order Block Edge Breakeout
//
// Filtering ...
input group "Filters";
input bool eaFilterBasedOnKI = false; // Filter Based On KI Flats
input bool eaFilterBasedOnPV = false; // Filter Based On PV
input int eaBosLoopback = 0; // PV Based Filtering BOS Lookup
input bool eaFilterBasedOnSar = false; // Filter Based On SAR
input bool eaForceSarSwitched = false; // SAR Switched on Sides for Filtering
input bool eaForceSarOnBothSide = false; // SAR Check on Both Sides for Filtering
input bool eaForceSarHasBreakout = false; // SAR Must Breakout
input bool eaForceSarHasReversalSide = false; // SAR Must Has Reversal Direction
input bool eaFilterBasedOnRSI = false; // Filter Based On RSI
input bool eaForceHasRSITrending = false; // RSI Must Has Trending
input bool eaForceHasRSIVPattern = false; // RSI Must Has Pattern
input bool eaForceHasRSICrossing = false; // RSI Must Has Crossing Levels
input bool eaFilterBasedOnADX = false; // Filter Based On ADX
input bool eaForceHasADXTrending = false; // ADX Must Has Trending
input bool eaForceHasADXCrossing = false; // ADX Must Has Crossing +DI/-DI
input bool eaFilterBasedOnATR = false; // Filter Based On ATR
input bool eaForceHasATRTrending = false; // ATR Must Has Trending
input bool eaForceHasATRBreakout = false; // ATR Must Has Breakout
input bool eaFilterBasedOnTrend = false; // Filter Based On Trend
input bool eaForceHasTrendDir = false; // TREND Must Has Following Direction
input bool eaForceHasTrendPlace = false; // TREND Place Based Filtering
input bool eaForceHasTrendChange = false; // TREND Change Filtering
input bool eaForceHasTrendTrending = false; // TREND Must Has Trending
input bool eaForceHasTrendRejection = false; // TREND Line Must Rejected
input bool eaForceHasTrendLineInside = false; // TREND Line has Inside
input bool eaForceHasTrendDirOnBothSide = false; // TREND Must Has Following Direction in Both Side
input bool eaFilterBasedOnDelta = false; // Filter Based On Delta
input bool eaFilterBasedOnVolume = false; // Filter Based On Volume
input bool eaFilterBasedOnSignalBar = false; // Filter Based on Signal Bar
input bool eaFilterBasedOnRoundPrice = false; // Filter Based On Round Prices
input bool eaFilterBasedOnHKSignalBar = false; // Filter Based On HK Signal Bar
//
// Signal ...
input group "Signal";
input int eaSignalR2R = 2; // Risk Reward Ratio
input double eaSLATRMultiplier = 0; // ATR Multiplier for SL
//
// Volume ...
input group "Volume";
input ENUM_X_VOLUME_SELECT_TYPE eaVolumeSelect = X_VOLUME_EQUITY; // Volume Applying Type
input double eaStaticVoluem = 0.0; // Static Volume
input double eaDynamicVolumeStepBalance = 0.0; // Step of Balance for Increase Volume
input double eaDynamicVolumeStepVolume = X_MIN_VOLUME; // Step of Volume Increasing
input double eaConstantRiskBalance = 0.0; // Constant Risk Balance per Trade
input double eaConstantPercent = 0.5; // Constant Percent of Balance Per Trade
input double eaConstantBalance = 0.0; // Constant Balance for Calculations
//
// Management ...
// eaSymbols => comma separated Symbols for Trading, use Default if not Provided ...
// eaSessions => (SYDNEY_02:00_14:00),(NY_19:00_23:00)
input group "Management";
input string eaSymbols = ""; // Allowed Trading Symbols
input bool eaAllowGuards = false; // Allow Guards
input bool eaAllowTrade = true; // Allow Trade on Signals
input bool eaAllowLongs = true; // Allow Long Trades
input bool eaAllowShorts = true; // Allow Short Trades
input string eaSessions = ""; // Active Sessions
input ENUM_XCATBEA_TRADE_RESTRICTION_PERIOD eaRestrictionsPeriod = XCATBEA_TRADE_RESTRICATION_NONE; // Restrictions Period
input int eaMaxAllowedTPs = 0; // Max Allowed TP(s) in Restrictions Period
input int eaMaxAllowedSLs = 0; // Max Allowed SL(s) in Restrictions Period
input int eaMaxAllowedTrades = 0; // Max Allowed Trades in Restrictions Period
input int eaMaxAllowedPositions = 5; // Max Allowed Same Time Trades
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 ...
// Here we Provider All Requirements for
// Configuring Alert Provider ...
input group "Alert";
input bool eaEnableAlerts = true; // Enable Alerts
input bool eaLogAlerts = true; // Log Alerts
input bool eaMailAlerts = false; // Mail Alerts
input bool eaPushAlerts = true; // Push Alerts
input bool eaTerminalAlerts = false; // Terminal Alerts
//
// Time Report ...
input group "Reports";
input bool eaReportNewMonths = false; // Report New Month
input bool eaReportNewWeeks = false; // Report New Weeks
input bool eaReportNewDays = true; // Report New Days
input bool eaReportNewHours = false; // Report New Hours
input bool eaReportTrades = true; // Report Trades
input bool eaReportSignals = true; // Report Signals
input bool eaReportProtector = true; // Report Protector Actions
input bool eaReportAfterTradesBalance = true; // Report Balance after a Trade Finished
//
// Collector ...
input group "Collector";
input bool eaSaveTrades = false; // Save Trades
input bool eaSaveSignals = false; // Save Signals
input bool eaSaveWins = false; // Save Winning Conditions
input bool eaSaveLosts = false; // Save Lost Conditions
//
// Variables ...
//
XCXCATBEAExpert *eaExpert;
//
// Event Handlers ...
//
// Initialization ...
int OnInit()
{
//
// Preparing Tags ...
string eaTag =
(IsValid(eaLogSuffix)
? eaLogSuffix + "_"
: "") +
ShortName;
//
// Validate Inputs and Required Parameters
// for EA to Works fine ...
if (!ValidateInputs())
{
return INIT_PARAMETERS_INCORRECT;
}
//
// Initialize Timer ...
if (!InitTimer())
{
return INIT_FAILED;
}
//
// Configure EA Expert Class ...
eaExpert = new XCXCATBEAExpert();
//
// Setting All Inputs to Expert Adviser Class ...
//
// Common ...
eaExpert.eaMagicNumber = eaMagicNumber;
eaExpert.eaSlippage = eaSlippage;
eaExpert.eaLogSuffix = eaTag;
//
// Detector ...
//
// Validations ...
eaExpert.eaForceHasSwing = eaForceHasSwing;
eaExpert.eaForceOBBarType = eaForceOBBarType;
eaExpert.eaMinRequiredOBBar = eaMinRequiredOBBar;
eaExpert.eaForceFVGBarType = eaForceFVGBarType;
eaExpert.eaLiquidityLoopback = eaLiquidityLoopback;
eaExpert.eaMaxAllowedRange = eaMaxAllowedRange;
eaExpert.eaMinAllowedRange = eaMinAllowedRange;
eaExpert.eaForceHasFLiquidity = eaForceHasFLiquidity;
eaExpert.eaForceHasRLiquidity = eaForceHasRLiquidity;
eaExpert.eaValidateGapSequence = eaValidateGapSequence;
eaExpert.eaMinAllowedBlockLength = eaMinAllowedBlockLength;
eaExpert.eaValidateBlockEdgeBreakout = eaValidateBlockEdgeBreakout;
//
// Filters ...
eaExpert.eaFilterBasedOnKI = eaFilterBasedOnKI;
eaExpert.eaFilterBasedOnPV = eaFilterBasedOnPV;
eaExpert.eaBosLoopback = eaBosLoopback;
eaExpert.eaFilterBasedOnSar = eaFilterBasedOnSar;
eaExpert.eaForceSarSwitched = eaForceSarSwitched;
eaExpert.eaForceSarOnBothSide = eaForceSarOnBothSide;
eaExpert.eaForceSarHasBreakout = eaForceSarHasBreakout;
eaExpert.eaForceSarHasReversalSide = eaForceSarHasReversalSide;
eaExpert.eaFilterBasedOnRSI = eaFilterBasedOnRSI;
eaExpert.eaForceHasRSITrending = eaForceHasRSITrending;
eaExpert.eaForceHasRSIVPattern = eaForceHasRSIVPattern;
eaExpert.eaForceHasRSICrossing = eaForceHasRSICrossing;
eaExpert.eaFilterBasedOnADX = eaFilterBasedOnADX;
eaExpert.eaForceHasADXTrending = eaForceHasADXTrending;
eaExpert.eaForceHasADXCrossing = eaForceHasADXCrossing;
eaExpert.eaFilterBasedOnATR = eaFilterBasedOnATR;
eaExpert.eaForceHasATRTrending = eaForceHasATRTrending;
eaExpert.eaForceHasATRBreakout = eaForceHasATRBreakout;
eaExpert.eaFilterBasedOnTrend = eaFilterBasedOnTrend;
eaExpert.eaForceHasTrendDir = eaForceHasTrendDir;
eaExpert.eaForceHasTrendPlace = eaForceHasTrendPlace;
eaExpert.eaForceHasTrendChange = eaForceHasTrendChange;
eaExpert.eaForceHasTrendTrending = eaForceHasTrendTrending;
eaExpert.eaForceHasTrendRejection = eaForceHasTrendRejection;
eaExpert.eaForceHasTrendLineInside = eaForceHasTrendLineInside;
eaExpert.eaForceHasTrendDirOnBothSide = eaForceHasTrendDirOnBothSide;
eaExpert.eaFilterBasedOnDelta = eaFilterBasedOnDelta;
eaExpert.eaFilterBasedOnVolume = eaFilterBasedOnVolume;
eaExpert.eaFilterBasedOnSignalBar = eaFilterBasedOnSignalBar;
eaExpert.eaFilterBasedOnRoundPrice = eaFilterBasedOnRoundPrice;
eaExpert.eaFilterBasedOnHKSignalBar = eaFilterBasedOnHKSignalBar;
//
// Signal ...
eaExpert.eaSignalR2R = eaSignalR2R;
eaExpert.eaSLATRMultiplier = eaSLATRMultiplier;
//
// Volume ...
eaExpert.eaVolumeSelect = eaVolumeSelect;
eaExpert.eaStaticVoluem = eaStaticVoluem;
eaExpert.eaDynamicVolumeStepBalance = eaDynamicVolumeStepBalance;
eaExpert.eaDynamicVolumeStepVolume = eaDynamicVolumeStepVolume;
eaExpert.eaConstantRiskBalance = eaConstantRiskBalance;
eaExpert.eaConstantPercent = eaConstantPercent;
eaExpert.eaConstantBalance = eaConstantBalance;
//
// Management ...
eaExpert.eaSymbols = eaSymbols;
eaExpert.eaAllowGuards = eaAllowGuards;
eaExpert.eaAllowTrade = eaAllowTrade;
eaExpert.eaAllowLongs = eaAllowLongs;
eaExpert.eaAllowShorts = eaAllowShorts;
eaExpert.eaRestrictionsPeriod = eaRestrictionsPeriod;
eaExpert.eaMaxAllowedTPs = eaMaxAllowedTPs;
eaExpert.eaMaxAllowedSLs = eaMaxAllowedSLs;
eaExpert.eaMaxAllowedTrades = eaMaxAllowedTrades;
eaExpert.eaMaxAllowedPositions = eaMaxAllowedPositions;
eaExpert.eaMaxAllowedSpread = eaMaxAllowedSpread;
eaExpert.eaMaxAllowedDrawdownFactor = eaMaxAllowedDrawdownFactor;
eaExpert.eaCloseAllOpenTradesAt = eaCloseAllOpenTradesAt;
//
// Alert ...
eaExpert.eaEnableAlerts = eaEnableAlerts;
eaExpert.eaLogAlerts = eaLogAlerts;
eaExpert.eaMailAlerts = eaMailAlerts;
eaExpert.eaPushAlerts = eaPushAlerts;
eaExpert.eaTerminalAlerts = eaTerminalAlerts;
//
// Reports ...
eaExpert.eaReportNewMonths = eaReportNewMonths;
eaExpert.eaReportNewWeeks = eaReportNewWeeks;
eaExpert.eaReportNewDays = eaReportNewDays;
eaExpert.eaReportNewHours = eaReportNewHours;
eaExpert.eaReportTrades = eaReportTrades;
eaExpert.eaReportSignals = eaReportSignals;
eaExpert.eaReportProtector = eaReportProtector;
eaExpert.eaReportAfterTradesBalance = eaReportAfterTradesBalance;
//
// Collector ...
eaExpert.eaSaveTrades = eaSaveTrades;
eaExpert.eaSaveSignals = eaSaveSignals;
eaExpert.eaSaveWins = eaSaveWins;
eaExpert.eaSaveLosts = eaSaveLosts;
//
// Attach Event Handlers ...
eaExpert.OnModifyEventHandler = OnPositionModified;
eaExpert.OnDealsChangedEventHandler = OnDealsChanged;
eaExpert.OnStopLossEventHandler = OnStopLossTriggered;
eaExpert.OnOrdersChangedEventHandler = OnOrdersChanged;
eaExpert.OnForceCloseEventHandler = OnPositionForceClosed;
eaExpert.OnTakeProfitEventHandler = OnTakeProfitTriggered;
eaExpert.OnPositionsChangedEventHandler = OnPositionsChanged;
eaExpert.OnPartialCloseEventHandler = OnPositionPartialClosed;
eaExpert.OnTradeStateChangedEventHandler = OnTradeStateChanged;
//
bool isInited = eaExpert.HandleOnInit();
if (!isInited)
{
//
Print(ShortName + " Initialization Failed ...");
return INIT_FAILED;
}
//
// Init Succeed ...
Print(ShortName + " Initialization Succeed ...");
return INIT_SUCCEEDED;
}
//
// DeInitialization ...
void OnDeinit(const int reason)
{
//
// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
// REASON_REMOVE 1 Program removed from a chart
// REASON_RECOMPILE 2 Program recompiled
// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
// REASON_CHARTCLOSE 4 Chart closed
// REASON_PARAMETERS 5 Inputs changed by a user
// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
// REASON_TEMPLATE 7 Another chart template applied
// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
// REASON_CLOSE 9 Terminal closed
//
// Destroy Timer ...
eaExpert.HandleOnDeInit();
//
delete eaExpert;
ZeroMemory(eaExpert);
//
Print(ShortName + " Deinitialized Successfully ...");
}
//
// On Tick Handler ...
void OnTick()
{
eaExpert.HandleOnTick();
}
//
// Handle On Trade Event ...
void OnTrade()
{
eaExpert.HandleOnTrade();
}
//
// On Timer ...
void OnTimer()
{
eaExpert.HandleOnTimer();
}
//
// Chart Event Handler ...
void OnChartEvent(
const int id,
const long &lparam,
const double &dparam,
const string &sparam //
)
{
eaExpert.HandleOnChartEvent(id, lparam, dparam, sparam);
}
//
// Event Listeners ...
/**
* Handle StopLoss Triggered Positions ...
*
* @param deal: XDeal instance ...
*/
void OnStopLossTriggered(const XDeal &deal)
{
eaExpert.HandleOnStopLossTriggered(deal);
}
/**
* Handle Take Profit Triggered Positions ...
*
* @param deal: XDeal instance ...
*/
void OnTakeProfitTriggered(const XDeal &deal)
{
eaExpert.HandleOnTakeProfitTriggered(deal);
}
/**
* Handle Force Close a Position ...
*
* @param ticket: ULONG ...
* @param position: XPosition instance ...
* @param comment: String ...
*/
void OnPositionForceClosed(
const ulong ticket,
const XPosition &position,
const string comment //
)
{
//
eaExpert.HandleOnPositionForceClosed(
ticket,
position,
comment //
);
}
/**
* Handle Deals Changes ...
*
* @param count: Integer, Number of Changes ...
*/
void OnDealsChanged(int count)
{
eaExpert.HandleOnDealsChanged(count);
}
/**
* Handle Orders Changes ...
*
* @param count: Integer, Number of Changes ...
*/
void OnOrdersChanged(int count)
{
eaExpert.HandleOnOrdersChanged(count);
}
/**
* Handle Positions Changes ...
*
* @param count: Integer, Number of Changes ...
*/
void OnPositionsChanged(int count)
{
eaExpert.HandleOnPositionsChanged(count);
}
/**
* Handle Position Modified ...
*
* @param ticket: ulong, Position Ticket ...
* @param profit: double, Position Profit ...
* @param comment: string, Comment ...
*/
void OnPositionModified(
const ulong ticket,
const double profit,
const string comment //
)
{
//
eaExpert.HandleOnPositionModified(
ticket,
profit,
comment //
);
}
/**
* Handle Position Partial Closed ...
*
* @param ticket: ulong, Position Ticket ...
* @param profit: double, Position Profit ...
* @param comment: string, Comment ...
*/
void OnPositionPartialClosed(
const ulong ticket,
const double profit,
const string comment //
)
{
//
eaExpert.HandleOnPositionPartialClosed(
ticket,
profit,
comment //
);
}
/**
* Handle Trade State Changed ...
*
* @param state: XOnTradeHandlerState instance ...
*/
void OnTradeStateChanged(const XOnTradeHandlerState &state)
{
eaExpert.HandleOnTradeStateChanged(state);
}
//
// Custom Functions ...
/**
* Validate all Inputs of Expert Adviser ...
*
* @return ( bool )
*/
bool ValidateInputs()
{
//
bool result = false;
//
string errMessage = "";
//
bool isCommonValid = (
//
eaSlippage > 0 &&
eaMagicNumber > 0
//
);
if (!isCommonValid)
{
//
errMessage += "common configurations error;" + "\n";
}
//
result =
//
// Common ...
isCommonValid &&
//
// Otere ...
true
//
;
//
if (!result)
{
//
// Since here Logger not Initiallized, we Use Raw Print Command ...
Print(ShortName + " Errors: \n", errMessage);
}
//
return result;
}
/**
* Initialize Timer ...
*
* @return ( bool )
*/
bool InitTimer()
{
//
bool result = false;
//
// TODO: Initialize Timer if necessary ...
// result = EventSetTimer(1);
// result = EventSetMillisecondTimer(100);
result = true;
//
return result;
}
/**
* Destroy Timer ...
*/
void DestroyTimer()
{
//
// TODO: Use This ...
// EventKillTimer();
}
//
Experts/xcatb.test.ea.mq5
+152 -234
View File
@@ -20,15 +20,10 @@
//
// Include Common Library ...
#include "../Classes/x-saherelm.x-alert.class.mq5"
#include "../Classes/x-saherelm.x-bar.analyser.class.mq5"
#include "../Classes/x-saherelm.x-poi.drawer.class.mq5"
#include "../Classes/x-saherelm.x-trade.class.mq5"
#include "../Classes/x-saherelm.x-guard.class.mq5"
#include "../Classes/x-saherelm.x-volume.class.mq5"
#include "../Helpers/x-saherelm.x121.xcatb.helper.mq5"
#include "../XCATBEA/Classes/xcatbea.signaller.class.mq5"
#include "../XCATBEA/Classes/xcatbea.x-trade.manager.class.mq5"
#include "../XCATBEA/Libraries/xcatbea.signaller.lib.mq5"
//
#define ShortName "XCATBEA"
@@ -66,6 +61,7 @@ input bool eaValidateBlockEdgeBreakout = false; // Validate Order Block Edge Bre
//
// Filtering ...
input group "Filters";
input bool eaFilterBasedOnKI = false; // Filter Based On KI Flats
input bool eaFilterBasedOnPV = false; // Filter Based On PV
input int eaBosLoopback = 0; // PV Based Filtering BOS Lookup
input bool eaFilterBasedOnSar = false; // Filter Based On SAR
@@ -94,13 +90,14 @@ input bool eaForceHasTrendDirOnBothSide = false; // TREND Must Has Following Dir
input bool eaFilterBasedOnDelta = false; // Filter Based On Delta
input bool eaFilterBasedOnVolume = false; // Filter Based On Volume
input bool eaFilterBasedOnSignalBar = false; // Filter Based on Signal Bar
input bool eaFilterBasedOnRoundPrice = false; // Filter Based On Round Prices
input bool eaFilterBasedOnHKSignalBar = false; // Filter Based On HK Signal Bar
//
// Signal ...
input group "Signal";
input int eaSignalR2R = 2; // Risk Reward Ratio
input double eaSLAtrMultiplier = 0; // ATR Multiplier for SL
input double eaSLATRMultiplier = 0; // ATR Multiplier for SL
//
// Volume ...
@@ -117,6 +114,7 @@ input double eaConstantBalance = 0.0; // Constant Ba
// Management ...
// eaSessions => (SYDNEY_02:00_14:00),(NY_19:00_23:00)
input group "Management";
input bool eaAllowGuards = false; // Allow Guards
input bool eaAllowTrade = true; // Allow Trade on Signals
input bool eaAllowLongs = true; // Allow Long Trades
input bool eaAllowShorts = true; // Allow Short Trades
@@ -165,13 +163,14 @@ input bool eaSaveLosts = false; // Save Lost Conditions
// Variables ...
//
XCAlert *eaAlert;
XCTrade *eaTrade;
string eaTag = "";
XCVolume *eaVolume;
XTimeTracker eaTimeTracker;
XCXCATBEASignaller *eaSignallers[];
XCXCATBEATradeManager *eaTradeManager;
XCAlert *eaAlert; // EA Scope Alert Handler ...
XCTrade *eaTrade; // EA Scope Trade Handler ...
XCGuard *eaGuard; // EA Scope Guard Handler ...
string eaTag = ""; // Specified Alert Tag for EA ...
XCVolume *eaVolume; // EA Scope Voluem Handler ...
XTimeTracker eaTimeTracker; // EA Scope Time Tracker ...
XCXCATBEASignaller *eaSignallers[]; // EA Signallers Collection ...
XCXCATBEATradeManager *eaTradeManager; // EA Scope Trade Manager ...
//
// Event Handlers ...
@@ -227,6 +226,10 @@ void OnDeinit(const int reason)
delete eaTrade;
ZeroMemory(eaTrade);
//
delete eaGuard;
ZeroMemory(eaGuard);
//
delete eaVolume;
ZeroMemory(eaVolume);
@@ -234,6 +237,13 @@ void OnDeinit(const int reason)
//
eaTimeTracker.Clean();
//
Clean(eaSignallers);
//
delete eaTradeManager;
ZeroMemory(eaTradeManager);
//
DestroyTimer();
}
@@ -345,6 +355,7 @@ void OnTick()
{
//
// Handle Guards Firing ...
eaGuard.DoGuards(guards);
}
//
@@ -354,6 +365,7 @@ void OnTick()
{
//
// Handle Conditions Triggering ...
TriggerConditions(conditions);
}
//
@@ -362,226 +374,6 @@ void OnTick()
//
Clean(guards);
Clean(conditions);
// //
// eaTB.Clean();
// eaSignal.Clean();
// eaConditions.Clean();
// eaCatbConditions.Clean();
// //
// bool has = false;
// int barIndex = 0;
// int cBarIndex = 0;
// //
// // Check Bar Processing ...
// if (!eaBarTraker.CanProcessBar())
// {
// return;
// }
// //
// eaHelper.Check(barIndex);
// //
// // Reading Required Bars ...
// XOHCL zBar;
// XOHCL cBar;
// has = zBar.Init(
// _Symbol,
// _Period,
// barIndex //
// );
// has =
// has &&
// zBar.GetPreviousBar(cBar);
// if (!has)
// {
// //
// zBar.Clean();
// cBar.Clean();
// //
// return;
// }
// //
// cBarIndex = barIndex + 1;
// //
// // Update All Required Buffers ...
// eaHelper.Update(cBarIndex);
// //
// // Check Trigger Block Detected or Not ...
// if (tradeUsingTriggerBlock)
// {
// //
// // Trigger Block Detection ...
// has = DetectTriggerBlock1(
// eaHelper,
// eaBarAnalyser,
// eaTB,
// eaCatbConditions,
// eaValidations,
// eaFilters,
// barIndex,
// 10 // Loopback ...
// );
// //
// if (has)
// {
// //
// // Wait for Next Bar for anything ...
// eaBarTraker.Waits();
// //
// // Prepare Target ...
// double targets[];
// for (int i = 1; i <= eaSignalR2R; i++)
// {
// //
// Add(
// (double)i,
// targets //
// );
// }
// //
// // Calculate SL Additions ...
// double iATR = 0;
// if (barIndex > 0 &&
// barIndex < ArraySize(eaHelper.atrBuffer))
// {
// iATR = eaHelper.atrBuffer[barIndex];
// }
// double slAdditional = eaSLAtrMultiplier * iATR;
// //
// // Preparing Signal ...
// has = ToSignal(
// eaTB.trigger,
// eaTB.signal,
// targets,
// slAdditional //
// );
// //
// // Draw Trigger Block ...
// DrawTriggerBlock(
// eaTB,
// eaDrawer,
// eaObjects,
// NULL //
// );
// //
// // Attach Signal ...
// eaSignal = eaTB.signal;
// //
// // Check Signal Type ...
// bool isLong = IsLong(eaSignal.type);
// //
// // Update Entry ...
// eaSignal.entry = GetEntry(
// eaSignal.symbol,
// eaSignal.type //
// );
// //
// // Update Signal Targets ...
// UpdateSignalTargets(eaSignal);
// //
// // Handle Volume Management ...
// double iVolume = eaVolume.CalculateVolume(eaSignal);
// if (iVolume > X_MIN_VOLUME &&
// iVolume != eaSignal.volume)
// {
// eaSignal.volume = iVolume;
// }
// //
// eaConditions.sl = eaSignal.sl;
// eaConditions.tp = eaSignal.tp;
// eaConditions.pivot = eaSignal.sl;
// eaConditions.time = eaSignal.time;
// eaConditions.reward = eaSignalR2R;
// eaConditions.point = eaSignal.entry;
// eaConditions.entry = eaSignal.entry;
// eaConditions.symbol = eaSignal.symbol;
// eaConditions.period = eaSignal.period;
// eaConditions.setupTime = eaSignal.time;
// eaConditions.triggerTime = eaSignal.time;
// eaConditions.decisionZone = eaTB.trigger;
// eaConditions.provider = eaSignal.provider;
// eaConditions.conditions = eaCatbConditions;
// eaConditions.type = ToPositionType(eaSignal.type);
// eaConditions.dir =
// isLong
// ? X_DIRECTION_BULLISH
// : X_DIRECTION_BEARISH;
// Copy(
// eaSignal.targets,
// eaConditions.targets //
// );
// eaSignal.conditions =
// eaCatbConditions
// .GenerateSummary(
// false, // Commons ...
// true, // Conditions ...
// true, // Scores ...
// false // Ignore Falses ...
// );
// //
// // Execute Signal ...
// has = eaTradeManager.Execute(
// eaSignal,
// eaConditions //
// );
// }
// //
// eaTB.Clean();
// }
// //
// // Trade Using Market Conditions ...
// if (tradeUsingMarketConditions1)
// {
// //
// XBoxZone signalZone;
// X121XCatbConditions conditions;
// has = DetectSignalZone(
// eaDrawer,
// eaHelper,
// eaBarAnalyser,
// signalZone,
// conditions,
// barIndex //
// );
// if (has)
// {
// //
// // Convert Box to Signal ...
// }
// }
// //
// // Cleanup Resources ...
// //
// zBar.Clean();
// cBar.Clean();
// eaTB.Clean();
// eaSignal.Clean();
// eaConditions.Clean();
// eaCatbConditions.Clean();
}
//
@@ -835,6 +627,8 @@ void InitRequirements()
eaMaxAllowedPositions,
eaMaxAllowedDrawdownFactor //
);
//
eaTrade.AddOnStopLossEventHandler(OnStopLossTriggered);
eaTrade.AddOnTakeProfitEventHandler(OnTakeProfitTriggered);
eaTrade.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
@@ -845,6 +639,7 @@ void InitRequirements()
eaTradeManager = new XCXCATBEATradeManager(
eaTrade //
);
//
eaTradeManager.SetAlertPrefix(eaTag);
eaTradeManager.SetAlertLogAlerts(eaLogAlerts);
@@ -852,6 +647,7 @@ void InitRequirements()
eaTradeManager.SetAlertPushAlerts(eaPushAlerts);
eaTradeManager.SetAlertEnableAlerts(eaEnableAlerts);
eaTradeManager.SetAlertTerminalAlerts(eaTerminalAlerts);
//
eaTradeManager.SaveWins(eaSaveWins);
eaTradeManager.SaveLosts(eaSaveLosts);
@@ -887,6 +683,20 @@ void InitRequirements()
eaMaxAllowedTrades //
);
//
// EA Guard Initialization ...
eaGuard = new XCGuard(
eaTrade //
);
//
eaGuard.SetAlertPrefix(eaTag);
eaGuard.SetAlertLogAlerts(eaLogAlerts);
eaGuard.SetAlertMailAlerts(eaMailAlerts);
eaGuard.SetAlertPushAlerts(eaPushAlerts);
eaGuard.SetAlertEnableAlerts(eaEnableAlerts);
eaGuard.SetAlertTerminalAlerts(eaTerminalAlerts);
//
// Initializing Sessions ...
string sessions[];
@@ -974,12 +784,23 @@ void InitRequirements()
// Provider Name ...
iSignallerInputs.period = _Period;
iSignallerInputs.provider = "XTRGB";
iSignallerInputs.allowGuards = eaAllowGuards;
iSignallerInputs.riskToRewardRatio = eaSignalR2R;
iSignallerInputs.allowDraws = IsRunningOnTestMode();
iSignallerInputs.slATRMultiplier = eaSLATRMultiplier;
//
// CATB Indicator ...
iSignallerInputs.catbInputs.Default();
iSignallerInputs.catbInputs.Hide();
//
// Make Available all Requirement Buffers of XCATB indicator ...
iSignallerInputs.catbInputs.showPV = true;
iSignallerInputs.catbInputs.showKI = true;
iSignallerInputs.catbInputs.showATRBand = true;
iSignallerInputs.catbInputs.showPVGolden = true;
//
// Trigger Block Validations ...
iSignallerInputs.validations.forceHasSwing = eaForceHasSwing;
@@ -1036,11 +857,15 @@ void InitRequirements()
iSignallerInputs.filters.forceHasTrendDirOnBothSide = eaForceHasTrendDirOnBothSide;
//
iSignallerInputs.filters.filterBasedOnKI = eaFilterBasedOnKI;
iSignallerInputs.filters.filterBasedOnDelta = eaFilterBasedOnDelta;
iSignallerInputs.filters.filterBasedOnVolume = eaFilterBasedOnVolume;
iSignallerInputs.filters.filterBasedOnSignalBar = eaFilterBasedOnSignalBar;
iSignallerInputs.filters.filterBasedOnRoundPrice = eaFilterBasedOnRoundPrice;
iSignallerInputs.filters.filterBasedOnHKSignalBar = eaFilterBasedOnHKSignalBar;
//
//
// Loop Through Symbols for Signalling Initializing ...
int symbolsCount = ArraySize(symbols);
@@ -1233,4 +1058,97 @@ void UpdateSignalTargets(XSignal &signal)
);
}
/**
* Convert a Triggered Conditions to Signal and
* Execute it ...
*/
void TriggerConditions(XCATBEAStrategyConditions &conditions[])
{
//
int count = 0;
bool has = false;
//
has = HasChild(conditions);
if (!has)
{
return;
}
//
count = ArraySize(conditions);
for (int i = 0; i < count; i++)
{
//
// Retrieve Indexed Conditions ...
XCATBEAStrategyConditions iConditions = conditions[i];
//
// Prepare Signal Based on Conditions ...
XSignal iSignal;
//
// Check if a Trigger Block Attached and Has Signal ...
// use it ...
has =
iConditions.IsValid() &&
iConditions.IsSetuped() &&
iConditions.CanTrigger() &&
iConditions.triggerBlock.IsValid() &&
iConditions.triggerBlock.signal.IsValid();
if (has)
{
iSignal = iConditions.triggerBlock.signal;
}
//
// if we Have any other Signalling senarios we can Handle them here ...
//
// Validate Signal ...
has = iSignal.IsValid();
if (has)
{
//
// Retrieve Signal Type ...
bool isLong = IsLong(iSignal.type);
//
// Update Signal Entry ...
iSignal.entry = GetEntry(
iSignal.symbol,
iSignal.type //
);
//
// Update Signal Targets ...
UpdateSignalTargets(iSignal);
//
// Handle Volume Management ...
double iVolume = eaVolume.CalculateVolume(iSignal);
has = iVolume > X_MIN_VOLUME &&
iVolume != iSignal.volume;
if (has)
{
iSignal.volume = iVolume;
}
//
// Execute Signal ...
has = eaTradeManager.Execute(
iSignal,
iConditions //
);
}
//
// Cleanup Resources ...
//
iSignal.Clean();
iConditions.Clean();
}
}
//
XCATBEA/Classes/xcatbea.expert.class.mq5
+1103
View File
File diff suppressed because it is too large Load Diff
XCATBEA/Classes/xcatbea.signaller.class.mq5
+171 -6
View File
@@ -41,7 +41,11 @@ struct XCATBEASignallerInputs
// Pros ...
string symbol;
string provider;
ENUM_TIMEFRAMES period;
bool allowDraws;
bool allowGuards;
ENUM_TIMEFRAMES period;
double slATRMultiplier;
double riskToRewardRatio;
X121XCatbInputs catbInputs;
XTriggerBlockFilters filters;
XTriggerBlockValidationRules validations;
@@ -66,7 +70,11 @@ struct XCATBEASignallerInputs
provider = NULL;
filters.Clean();
catbInputs.Clean();
allowDraws = false;
validations.Clean();
allowGuards = false;
slATRMultiplier = 0;
riskToRewardRatio = 0;
//
ZeroMemory(this);
@@ -84,7 +92,8 @@ struct XCATBEASignallerInputs
IsValid(symbol) &&
IsValid(period) &&
IsValid(provider) &&
catbInputs.IsValid();
catbInputs.IsValid() &&
riskToRewardRatio > 0;
//
return result;
@@ -102,8 +111,10 @@ class XCXCATBEASignaller : XCBase
// Props ...
//
bool useGuards; // Use Guards or not ...
bool allowDraws; // Allow Draws or not ...
bool allowDraws; // Allow Draws or not ...
bool allowGuards; // Allow Guards or not ...
double slATRMultiplier; // SL ATR Multiplier ...
double riskToRewardRatio; // Signals R2R ...
//
XBarTracker barTraker; // Bar Tracker ...
@@ -112,6 +123,9 @@ class XCXCATBEASignaller : XCBase
XCXCATBEAPOIDrawer *drawer; // POI Drawer ...
XCXCATBEAPOIDetector *detector; // POI Detector ...
//
XBoxZone unavailableZones[]; // Un Available Zones ...
//
XCATBEAStrategyConditions mConditions;
XCATBEAStrategyConditions mConditionsCollection[];
@@ -151,6 +165,12 @@ class XCXCATBEASignaller : XCBase
return period;
}
//
double GetR2R()
{
return riskToRewardRatio;
}
//
// Tick Analyser ...
@@ -168,6 +188,7 @@ class XCXCATBEASignaller : XCBase
conditions.Clean();
//
XOHCL bar;
int count = 0;
bool has = false;
int barIndex = 0;
@@ -212,6 +233,18 @@ class XCXCATBEASignaller : XCBase
}
//
// When Setup Invalidated
// Signaller Clean Conditions ...
if (!has &&
!iConditions.IsValid())
{
//
selectedIDX = i;
break;
}
//
// Cleanup Resources ...
iConditions.Clean();
}
@@ -232,6 +265,21 @@ class XCXCATBEASignaller : XCBase
}
else
{
//
// Check Selected Index for Invalid Conditions ...
if (IsValidIndex(selectedIDX))
{
//
// Remove Invalidated Conditions ...
ArrayRemove(
mConditionsCollection,
selectedIDX,
1 //
);
}
//
// Cleanup Resource ...
conditions.Clean();
}
}
@@ -242,11 +290,38 @@ class XCXCATBEASignaller : XCBase
{
return;
}
//
// Initialize Bar ...
bar.Init(
symbol,
period,
barIndex //
);
//
// Detect POI(s) ...
detector.Detect(barIndex);
//
// Validate POI(s) ...
detector.Validate(
unavailableZones,
barIndex //
);
//
// Draw POI(s) ...
if (allowDraws)
{
drawer.Draw(bar.time);
}
//
// Check Signal Setups ...
has = DetectSignalSetup(barIndex);
if (has) {
if (has)
{
//
barTraker.Waits();
@@ -256,6 +331,10 @@ class XCXCATBEASignaller : XCBase
//
mConditions.Clean();
}
//
// Cleanup Resources ...
bar.Clean();
}
//
@@ -312,6 +391,40 @@ class XCXCATBEASignaller : XCBase
return result;
}
//
bool isBullish = IsBullish(conditions.dir);
bool isBearish = IsBearish(conditions.dir);
//
// Validate Direction of Setuped Conditions ...
result =
result &&
(isBullish ||
isBearish);
//
// Do Triggering Senario based on Trigger Block ...
if (result &&
conditions.triggerBlock.IsValid())
{
//
// Complete Conditions Here ...
}
//
// Do Other Validation Senarios ...
//
result = conditions.IsValid() &&
conditions.IsSetuped() &&
conditions.CanTrigger();
//
// Check Setup Age or Setup Validations here ...
if (!result)
{
}
//
// Cleanup Resources ...
@@ -339,14 +452,32 @@ class XCXCATBEASignaller : XCBase
//
// Normalize Args ...
Clean(guards);
barIndex = NormalizeInt(barIndex, 0);
//
result = allowGuards &&
HasChild(positions);
if (!result)
{
return result;
}
//
// TODO: Implement this ...
//
result = HasChild(guards);
//
// Cleanup Resources ...
//
if (!result)
{
Clean(guards);
}
//
return result;
}
@@ -372,6 +503,9 @@ class XCXCATBEASignaller : XCBase
symbol = inputs.symbol;
period = inputs.period;
provider = inputs.provider;
allowGuards = inputs.allowGuards;
slATRMultiplier = inputs.slATRMultiplier;
riskToRewardRatio = inputs.riskToRewardRatio;
//
// Initialize Bar Tracker ...
@@ -540,6 +674,8 @@ class XCXCATBEASignaller : XCBase
//
// Configure ...
detector.detectPeakPivots = true;
detector.detectValePivots = true;
}
//
@@ -552,6 +688,35 @@ class XCXCATBEASignaller : XCBase
//
// Configure ...
drawer.drawPeakPivots = true;
drawer.drawValePivots = true;
//
XCATBPivotStyle iStyle;
//
// Styling Peak Pivot ...
iStyle.width = 1;
iStyle.clr = clrMagenta;
iStyle.style = STYLE_SOLID;
//
drawer.peakPivotStyle = iStyle;
//
// Styling Vale Pivot ...
iStyle.width = 1;
iStyle.clr = clrAqua;
iStyle.style = STYLE_SOLID;
//
drawer.valePivotStyle = iStyle;
//
// Cleanup Resources ...
//
iStyle.Clean();
}
}
XCATBEA/Classes/xcatbea.x-poi.drawer.class.mq5
+8 -8
View File
@@ -27,7 +27,7 @@
//
// Definitions ...
struct XCAPivotStyle
struct XCATBPivotStyle
{
//
// Properties ...
@@ -37,7 +37,7 @@ struct XCAPivotStyle
//
// Constructor ...
XCAPivotStyle()
XCATBPivotStyle()
{
Default();
}
@@ -89,12 +89,12 @@ class XCXCATBEAPOIDrawer : public XCBase
// Styling ...
//
XCAPivotStyle defaultBullishStyle;
XCAPivotStyle defaultBearishStyle;
XCATBPivotStyle defaultBullishStyle;
XCATBPivotStyle defaultBearishStyle;
//
XCAPivotStyle peakPivotStyle;
XCAPivotStyle valePivotStyle;
XCATBPivotStyle peakPivotStyle;
XCATBPivotStyle valePivotStyle;
//
// Constructors ...
@@ -250,7 +250,7 @@ class XCXCATBEAPOIDrawer : public XCBase
{
//
// Select Styling Config ...
XCAPivotStyle style;
XCATBPivotStyle style;
//
if (box.IsBullish())
@@ -569,7 +569,7 @@ class XCXCATBEAPOIDrawer : public XCBase
//
void ApplyPivotStyle(
XCBoxObject *&object,
XCAPivotStyle &style //
XCATBPivotStyle &style //
)
{
//
XCATBEA/Libraries/xcatbea.lib.mq5
+41 -1
View File
@@ -24,7 +24,6 @@
// Imports ...
#include "../../Classes/x-saherelm.x-bar.analyser.class.mq5"
#include "../../Classes/x-saherelm.x-poi.drawer.class.mq5"
#include "../Libraries/xcatbea.lib.mq5"
//
// Definiions ...
@@ -194,6 +193,7 @@ struct XTriggerBlockFilters
{
//
// Props ...
bool filterBasedOnKI; // Filter Based On KI Flats ...
bool filterBasedOnPV; // Filter Based On PV ...
bool filterBasedOnSar; // Filter Based On SAR ...
bool filterBasedOnRSI; // Filter Based On RSI ...
@@ -203,6 +203,7 @@ struct XTriggerBlockFilters
bool filterBasedOnDelta; // Filter Based On Delta ...
bool filterBasedOnVolume; // Filter Based On Volume ...
bool filterBasedOnSignalBar; // Filter Based on Signal Bar ...
bool filterBasedOnRoundPrice; // Filter Based On Round Prices ...
bool filterBasedOnHKSignalBar; // Filter Based On HK Signal Bar ...
//
@@ -251,6 +252,7 @@ struct XTriggerBlockFilters
void Clean()
{
//
filterBasedOnKI = false;
filterBasedOnPV = false;
filterBasedOnSar = false;
filterBasedOnRSI = false;
@@ -260,6 +262,7 @@ struct XTriggerBlockFilters
filterBasedOnDelta = false;
filterBasedOnVolume = false;
filterBasedOnSignalBar = false;
filterBasedOnRoundPrice = false;
filterBasedOnHKSignalBar = false;
//
@@ -1158,6 +1161,34 @@ bool FilterTriggerBlock(
//
// Checking Conditions ...
//
// Filter Based KI ...
if (result &&
filters.filterBasedOnKI)
{
//
int count = 0;
toIDX = triggerBlock.ob.ToIndex();
fromIDX = triggerBlock.ob.FromIndex();
double lKI = conditions.kiBuffer[zIDX];
for (int i = toIDX; i < fromIDX; i++)
{
//
double iKI = helper.GetKI(i);
if (iKI == lKI)
{
count++;
}
else
{
break;
}
}
//
result = count >= 3;
}
//
// Filter Based On PV ...
if (result &&
@@ -2230,6 +2261,15 @@ bool FilterTriggerBlock(
}
}
//
// Filter Based Round Price ...
if (result &&
filters.filterBasedOnRoundPrice)
{
//
// TODO: Implement this ...
}
//
if (!result)
{
XCATBEA/Libraries/xcatbea.signaller.lib.mq5
+6 -3
View File
@@ -21,10 +21,11 @@
//
// Imports ...
#include "../../Helpers/x-saherelm.x121.xcatb.helper.mq5"
#include "../../Libraries/x-saherelm.common.lib.mq5"
#include "../../Libraries/x-saherelm.x-poi.lib.mq5"
#include "../../Libraries/x-saherelm.x-trade.lib.mq5"
#include "../../Helpers/x-saherelm.x121.xcatb.helper.mq5"
#include "../Libraries/xcatbea.lib.mq5"
//
// Definitions ...
@@ -60,8 +61,9 @@ struct XCATBEAStrategyConditions
datetime triggerTime;
//
XBoxZone pivotZone;
ENUM_X_DIRECTION dir;
XBoxZone decisionZone;
XTriggerBlock triggerBlock;
ENUM_X_POSITION_TYPES type;
X121XCatbConditions conditions;
@@ -102,8 +104,9 @@ struct XCATBEAStrategyConditions
Clean(targets);
//
pivotZone.Clean();
conditions.Clean();
decisionZone.Clean();
triggerBlock.Clean();
//
dir = X_DIRECTION_NONE;
XCATBEA/Test/xcatb.test.ea.mq5
+1154
View File
File diff suppressed because it is too large Load Diff