complete XCATBEA and all of it's requirements, such as:
- Expert Class; - Class Based EA; - Signaller(s); - Multi Symbol; - Multi Session; - ...
This commit is contained in:
@@ -0,0 +1,615 @@
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///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Expert Advisor
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// -------------------------------------------------
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// Name: X121XCATB
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// Description: X121XCATB base Expert Advisor ...
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://saherelm.ir"
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#property version "1.00"
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#property description "SaherElm X121XCATB based Expert Advisor"
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#property strict
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//
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#define ShortName "X121XCATBEA"
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//
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// Importts ...
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#include "../XCATBEA/Classes/xcatbea.expert.class.mq5";
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//
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// Inputs ...
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//
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// Common ...
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input group "Common";
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input long eaMagicNumber = 1694056; // Magic Number
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input int eaSlippage = 10; // Slippgae
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input string eaLogSuffix = ""; // Log Suffix
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//
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// Detector ...
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input group "Detector";
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//
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// Validating ...
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input group "Validations";
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input bool eaForceHasSwing = false; // Force Block to Has Propper Swing
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input bool eaForceOBBarType = false; // Force Order Block to Has InDirectional Bars
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input int eaMinRequiredOBBar = 0; // Min Required OB Bar
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input bool eaForceFVGBarType = false; // Force Fair Value Gaps Bars Type
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input int eaLiquidityLoopback = 0; // Liquidity Detection Loopback
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input double eaMaxAllowedRange = 0.0; // Max Allowed Order Block Range
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input double eaMinAllowedRange = 0.0; // Min Allowed Order Block Range
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input bool eaForceHasFLiquidity = false; // Force Order Block To Has Reversal Liquidity
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input bool eaForceHasRLiquidity = false; // Force Order Block to Has Following Liquidity
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input bool eaValidateGapSequence = false; // Validate Fair Value Gaps Bar Sequences
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input int eaMinAllowedBlockLength = 0; // Min Allowed Block Length
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input bool eaValidateBlockEdgeBreakout = false; // Validate Order Block Edge Breakeout
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//
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// Filtering ...
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input group "Filters";
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input bool eaFilterBasedOnKI = false; // Filter Based On KI Flats
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input bool eaFilterBasedOnPV = false; // Filter Based On PV
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input int eaBosLoopback = 0; // PV Based Filtering BOS Lookup
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input bool eaFilterBasedOnSar = false; // Filter Based On SAR
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input bool eaForceSarSwitched = false; // SAR Switched on Sides for Filtering
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input bool eaForceSarOnBothSide = false; // SAR Check on Both Sides for Filtering
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input bool eaForceSarHasBreakout = false; // SAR Must Breakout
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input bool eaForceSarHasReversalSide = false; // SAR Must Has Reversal Direction
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input bool eaFilterBasedOnRSI = false; // Filter Based On RSI
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input bool eaForceHasRSITrending = false; // RSI Must Has Trending
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input bool eaForceHasRSIVPattern = false; // RSI Must Has Pattern
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input bool eaForceHasRSICrossing = false; // RSI Must Has Crossing Levels
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input bool eaFilterBasedOnADX = false; // Filter Based On ADX
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input bool eaForceHasADXTrending = false; // ADX Must Has Trending
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input bool eaForceHasADXCrossing = false; // ADX Must Has Crossing +DI/-DI
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input bool eaFilterBasedOnATR = false; // Filter Based On ATR
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input bool eaForceHasATRTrending = false; // ATR Must Has Trending
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input bool eaForceHasATRBreakout = false; // ATR Must Has Breakout
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input bool eaFilterBasedOnTrend = false; // Filter Based On Trend
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input bool eaForceHasTrendDir = false; // TREND Must Has Following Direction
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input bool eaForceHasTrendPlace = false; // TREND Place Based Filtering
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input bool eaForceHasTrendChange = false; // TREND Change Filtering
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input bool eaForceHasTrendTrending = false; // TREND Must Has Trending
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input bool eaForceHasTrendRejection = false; // TREND Line Must Rejected
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input bool eaForceHasTrendLineInside = false; // TREND Line has Inside
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input bool eaForceHasTrendDirOnBothSide = false; // TREND Must Has Following Direction in Both Side
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input bool eaFilterBasedOnDelta = false; // Filter Based On Delta
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input bool eaFilterBasedOnVolume = false; // Filter Based On Volume
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input bool eaFilterBasedOnSignalBar = false; // Filter Based on Signal Bar
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input bool eaFilterBasedOnRoundPrice = false; // Filter Based On Round Prices
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input bool eaFilterBasedOnHKSignalBar = false; // Filter Based On HK Signal Bar
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//
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// Signal ...
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input group "Signal";
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input int eaSignalR2R = 2; // Risk Reward Ratio
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input double eaSLATRMultiplier = 0; // ATR Multiplier for SL
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//
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// Volume ...
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input group "Volume";
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input ENUM_X_VOLUME_SELECT_TYPE eaVolumeSelect = X_VOLUME_EQUITY; // Volume Applying Type
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input double eaStaticVoluem = 0.0; // Static Volume
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input double eaDynamicVolumeStepBalance = 0.0; // Step of Balance for Increase Volume
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input double eaDynamicVolumeStepVolume = X_MIN_VOLUME; // Step of Volume Increasing
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input double eaConstantRiskBalance = 0.0; // Constant Risk Balance per Trade
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input double eaConstantPercent = 0.5; // Constant Percent of Balance Per Trade
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input double eaConstantBalance = 0.0; // Constant Balance for Calculations
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//
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// Management ...
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// eaSymbols => comma separated Symbols for Trading, use Default if not Provided ...
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// eaSessions => (SYDNEY_02:00_14:00),(NY_19:00_23:00)
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input group "Management";
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input string eaSymbols = ""; // Allowed Trading Symbols
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input bool eaAllowGuards = false; // Allow Guards
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input bool eaAllowTrade = true; // Allow Trade on Signals
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input bool eaAllowLongs = true; // Allow Long Trades
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input bool eaAllowShorts = true; // Allow Short Trades
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input string eaSessions = ""; // Active Sessions
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input ENUM_XCATBEA_TRADE_RESTRICTION_PERIOD eaRestrictionsPeriod = XCATBEA_TRADE_RESTRICATION_NONE; // Restrictions Period
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input int eaMaxAllowedTPs = 0; // Max Allowed TP(s) in Restrictions Period
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input int eaMaxAllowedSLs = 0; // Max Allowed SL(s) in Restrictions Period
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input int eaMaxAllowedTrades = 0; // Max Allowed Trades in Restrictions Period
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input int eaMaxAllowedPositions = 5; // Max Allowed Same Time Trades
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input double eaMaxAllowedSpread = 25; // Max Allowed Spread For Trade
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input double eaMaxAllowedDrawdownFactor = 0.3; // Max Allowed DrawDown for Trade
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input string eaCloseAllOpenTradesAt = ""; // Close All Open Trades per Day At Specified Time
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//
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// Alert ...
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// Here we Provider All Requirements for
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// Configuring Alert Provider ...
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input group "Alert";
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input bool eaEnableAlerts = true; // Enable Alerts
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input bool eaLogAlerts = true; // Log Alerts
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input bool eaMailAlerts = false; // Mail Alerts
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input bool eaPushAlerts = true; // Push Alerts
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input bool eaTerminalAlerts = false; // Terminal Alerts
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//
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// Time Report ...
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input group "Reports";
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input bool eaReportNewMonths = false; // Report New Month
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input bool eaReportNewWeeks = false; // Report New Weeks
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input bool eaReportNewDays = true; // Report New Days
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input bool eaReportNewHours = false; // Report New Hours
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input bool eaReportTrades = true; // Report Trades
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input bool eaReportSignals = true; // Report Signals
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input bool eaReportProtector = true; // Report Protector Actions
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input bool eaReportAfterTradesBalance = true; // Report Balance after a Trade Finished
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//
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// Collector ...
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input group "Collector";
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input bool eaSaveTrades = false; // Save Trades
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input bool eaSaveSignals = false; // Save Signals
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input bool eaSaveWins = false; // Save Winning Conditions
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input bool eaSaveLosts = false; // Save Lost Conditions
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//
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// Variables ...
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//
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XCXCATBEAExpert *eaExpert;
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//
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// Event Handlers ...
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//
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// Initialization ...
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int OnInit()
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{
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//
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// Preparing Tags ...
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string eaTag =
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(IsValid(eaLogSuffix)
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? eaLogSuffix + "_"
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: "") +
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ShortName;
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//
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// Validate Inputs and Required Parameters
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// for EA to Works fine ...
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if (!ValidateInputs())
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{
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return INIT_PARAMETERS_INCORRECT;
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}
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//
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// Initialize Timer ...
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if (!InitTimer())
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{
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return INIT_FAILED;
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}
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//
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// Configure EA Expert Class ...
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eaExpert = new XCXCATBEAExpert();
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//
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// Setting All Inputs to Expert Adviser Class ...
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//
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// Common ...
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eaExpert.eaMagicNumber = eaMagicNumber;
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eaExpert.eaSlippage = eaSlippage;
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eaExpert.eaLogSuffix = eaTag;
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//
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// Detector ...
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//
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// Validations ...
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eaExpert.eaForceHasSwing = eaForceHasSwing;
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eaExpert.eaForceOBBarType = eaForceOBBarType;
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eaExpert.eaMinRequiredOBBar = eaMinRequiredOBBar;
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eaExpert.eaForceFVGBarType = eaForceFVGBarType;
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eaExpert.eaLiquidityLoopback = eaLiquidityLoopback;
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eaExpert.eaMaxAllowedRange = eaMaxAllowedRange;
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eaExpert.eaMinAllowedRange = eaMinAllowedRange;
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eaExpert.eaForceHasFLiquidity = eaForceHasFLiquidity;
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eaExpert.eaForceHasRLiquidity = eaForceHasRLiquidity;
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eaExpert.eaValidateGapSequence = eaValidateGapSequence;
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eaExpert.eaMinAllowedBlockLength = eaMinAllowedBlockLength;
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eaExpert.eaValidateBlockEdgeBreakout = eaValidateBlockEdgeBreakout;
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//
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// Filters ...
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eaExpert.eaFilterBasedOnKI = eaFilterBasedOnKI;
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eaExpert.eaFilterBasedOnPV = eaFilterBasedOnPV;
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eaExpert.eaBosLoopback = eaBosLoopback;
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eaExpert.eaFilterBasedOnSar = eaFilterBasedOnSar;
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eaExpert.eaForceSarSwitched = eaForceSarSwitched;
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eaExpert.eaForceSarOnBothSide = eaForceSarOnBothSide;
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eaExpert.eaForceSarHasBreakout = eaForceSarHasBreakout;
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eaExpert.eaForceSarHasReversalSide = eaForceSarHasReversalSide;
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eaExpert.eaFilterBasedOnRSI = eaFilterBasedOnRSI;
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eaExpert.eaForceHasRSITrending = eaForceHasRSITrending;
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eaExpert.eaForceHasRSIVPattern = eaForceHasRSIVPattern;
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eaExpert.eaForceHasRSICrossing = eaForceHasRSICrossing;
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eaExpert.eaFilterBasedOnADX = eaFilterBasedOnADX;
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eaExpert.eaForceHasADXTrending = eaForceHasADXTrending;
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eaExpert.eaForceHasADXCrossing = eaForceHasADXCrossing;
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eaExpert.eaFilterBasedOnATR = eaFilterBasedOnATR;
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eaExpert.eaForceHasATRTrending = eaForceHasATRTrending;
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eaExpert.eaForceHasATRBreakout = eaForceHasATRBreakout;
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eaExpert.eaFilterBasedOnTrend = eaFilterBasedOnTrend;
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eaExpert.eaForceHasTrendDir = eaForceHasTrendDir;
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eaExpert.eaForceHasTrendPlace = eaForceHasTrendPlace;
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eaExpert.eaForceHasTrendChange = eaForceHasTrendChange;
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eaExpert.eaForceHasTrendTrending = eaForceHasTrendTrending;
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eaExpert.eaForceHasTrendRejection = eaForceHasTrendRejection;
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eaExpert.eaForceHasTrendLineInside = eaForceHasTrendLineInside;
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eaExpert.eaForceHasTrendDirOnBothSide = eaForceHasTrendDirOnBothSide;
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eaExpert.eaFilterBasedOnDelta = eaFilterBasedOnDelta;
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eaExpert.eaFilterBasedOnVolume = eaFilterBasedOnVolume;
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eaExpert.eaFilterBasedOnSignalBar = eaFilterBasedOnSignalBar;
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eaExpert.eaFilterBasedOnRoundPrice = eaFilterBasedOnRoundPrice;
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eaExpert.eaFilterBasedOnHKSignalBar = eaFilterBasedOnHKSignalBar;
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//
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// Signal ...
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eaExpert.eaSignalR2R = eaSignalR2R;
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eaExpert.eaSLATRMultiplier = eaSLATRMultiplier;
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//
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// Volume ...
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eaExpert.eaVolumeSelect = eaVolumeSelect;
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eaExpert.eaStaticVoluem = eaStaticVoluem;
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eaExpert.eaDynamicVolumeStepBalance = eaDynamicVolumeStepBalance;
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eaExpert.eaDynamicVolumeStepVolume = eaDynamicVolumeStepVolume;
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eaExpert.eaConstantRiskBalance = eaConstantRiskBalance;
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eaExpert.eaConstantPercent = eaConstantPercent;
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eaExpert.eaConstantBalance = eaConstantBalance;
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//
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// Management ...
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eaExpert.eaSymbols = eaSymbols;
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eaExpert.eaAllowGuards = eaAllowGuards;
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eaExpert.eaAllowTrade = eaAllowTrade;
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eaExpert.eaAllowLongs = eaAllowLongs;
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eaExpert.eaAllowShorts = eaAllowShorts;
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eaExpert.eaRestrictionsPeriod = eaRestrictionsPeriod;
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eaExpert.eaMaxAllowedTPs = eaMaxAllowedTPs;
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eaExpert.eaMaxAllowedSLs = eaMaxAllowedSLs;
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eaExpert.eaMaxAllowedTrades = eaMaxAllowedTrades;
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eaExpert.eaMaxAllowedPositions = eaMaxAllowedPositions;
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eaExpert.eaMaxAllowedSpread = eaMaxAllowedSpread;
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eaExpert.eaMaxAllowedDrawdownFactor = eaMaxAllowedDrawdownFactor;
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eaExpert.eaCloseAllOpenTradesAt = eaCloseAllOpenTradesAt;
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//
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// Alert ...
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eaExpert.eaEnableAlerts = eaEnableAlerts;
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eaExpert.eaLogAlerts = eaLogAlerts;
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eaExpert.eaMailAlerts = eaMailAlerts;
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eaExpert.eaPushAlerts = eaPushAlerts;
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eaExpert.eaTerminalAlerts = eaTerminalAlerts;
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//
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// Reports ...
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eaExpert.eaReportNewMonths = eaReportNewMonths;
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eaExpert.eaReportNewWeeks = eaReportNewWeeks;
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eaExpert.eaReportNewDays = eaReportNewDays;
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eaExpert.eaReportNewHours = eaReportNewHours;
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eaExpert.eaReportTrades = eaReportTrades;
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eaExpert.eaReportSignals = eaReportSignals;
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eaExpert.eaReportProtector = eaReportProtector;
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eaExpert.eaReportAfterTradesBalance = eaReportAfterTradesBalance;
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//
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// Collector ...
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eaExpert.eaSaveTrades = eaSaveTrades;
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eaExpert.eaSaveSignals = eaSaveSignals;
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eaExpert.eaSaveWins = eaSaveWins;
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eaExpert.eaSaveLosts = eaSaveLosts;
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//
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// Attach Event Handlers ...
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eaExpert.OnModifyEventHandler = OnPositionModified;
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eaExpert.OnDealsChangedEventHandler = OnDealsChanged;
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eaExpert.OnStopLossEventHandler = OnStopLossTriggered;
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eaExpert.OnOrdersChangedEventHandler = OnOrdersChanged;
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eaExpert.OnForceCloseEventHandler = OnPositionForceClosed;
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eaExpert.OnTakeProfitEventHandler = OnTakeProfitTriggered;
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eaExpert.OnPositionsChangedEventHandler = OnPositionsChanged;
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eaExpert.OnPartialCloseEventHandler = OnPositionPartialClosed;
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eaExpert.OnTradeStateChangedEventHandler = OnTradeStateChanged;
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//
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bool isInited = eaExpert.HandleOnInit();
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if (!isInited)
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{
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//
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Print(ShortName + " Initialization Failed ...");
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return INIT_FAILED;
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}
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//
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// Init Succeed ...
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Print(ShortName + " Initialization Succeed ...");
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return INIT_SUCCEEDED;
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}
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//
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// DeInitialization ...
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void OnDeinit(const int reason)
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{
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//
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// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
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// REASON_REMOVE 1 Program removed from a chart
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// REASON_RECOMPILE 2 Program recompiled
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// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
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// REASON_CHARTCLOSE 4 Chart closed
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// REASON_PARAMETERS 5 Inputs changed by a user
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// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
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// REASON_TEMPLATE 7 Another chart template applied
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// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
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// REASON_CLOSE 9 Terminal closed
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//
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// Destroy Timer ...
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eaExpert.HandleOnDeInit();
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//
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delete eaExpert;
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ZeroMemory(eaExpert);
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//
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Print(ShortName + " Deinitialized Successfully ...");
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}
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//
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// On Tick Handler ...
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void OnTick()
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{
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eaExpert.HandleOnTick();
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}
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//
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// Handle On Trade Event ...
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void OnTrade()
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{
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eaExpert.HandleOnTrade();
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}
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//
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// On Timer ...
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void OnTimer()
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{
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eaExpert.HandleOnTimer();
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}
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//
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// Chart Event Handler ...
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void OnChartEvent(
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const int id,
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const long &lparam,
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const double &dparam,
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const string &sparam //
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)
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{
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eaExpert.HandleOnChartEvent(id, lparam, dparam, sparam);
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}
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//
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// Event Listeners ...
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/**
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* Handle StopLoss Triggered Positions ...
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*
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* @param deal: XDeal instance ...
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*/
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void OnStopLossTriggered(const XDeal &deal)
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{
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eaExpert.HandleOnStopLossTriggered(deal);
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}
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/**
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* Handle Take Profit Triggered Positions ...
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*
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* @param deal: XDeal instance ...
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*/
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void OnTakeProfitTriggered(const XDeal &deal)
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{
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eaExpert.HandleOnTakeProfitTriggered(deal);
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}
|
||||
|
||||
/**
|
||||
* 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();
|
||||
}
|
||||
|
||||
//
|
||||
+152
-234
@@ -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();
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
Reference in New Issue
Block a user