last ...
This commit is contained in:
@@ -716,6 +716,125 @@ public:
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bool result = false;
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//
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// Prepare and Normalize Signal ...
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result = PrepareSignal(signal);
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if (!result)
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{
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return result;
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}
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//
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// Notify Signal Event Handler(s) ...
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NotifyOnSignalEventHandlers(signal);
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//
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// Check Signal Execution Enabled or not ...
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result = !mIgnoreSignalExecution;
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if (!result)
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{
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return result;
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}
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//
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bool isLong = IsLong(signal.type);
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//
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ENUM_X_SIGNAL_EXECUTION_RESULT state;
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result = trader.ExecuteSignal(
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signal,
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state //
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);
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if (result)
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{
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//
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string message = "Execute " + (isLong ? "Long" : "Short") + " " + signal.symbol + "/" + ToString(signal.period) + " ...";
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Alert(message);
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//
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OnSignalExecuted(signal);
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}
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else
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{
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OnSignalExecutionFailed(signal, state);
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}
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//
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return result;
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}
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//
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// Calls When a Signal Executed Successfully ...
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virtual void OnSignalExecuted(XSignal &signal)
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{
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}
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//
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// Calls When a Signal Execution Failed ...
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virtual void OnSignalExecutionFailed(
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XSignal &signal,
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ENUM_X_SIGNAL_EXECUTION_RESULT result //
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)
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{
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}
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//
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// Protected ...
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protected:
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//
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int mSlippage; // Trader Slippage
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long mMagicNumber; // Trader Magic Number
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bool mForceDisabled; // Force Disabled
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bool mAllowLong; // Allow Long Signals
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bool mAllowShort; // Allow Short Signals
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int mMaxAllowedLongs; // Max Allowed Longs
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int mMaxAllowedShorts; // Max Allowed Shorts
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//
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bool mUseTPSLAsPoint; // Converts TP and SL by Provided Points
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bool mForceMaxTPSLAsPoint; // Force Max TP and SL by Provided Points
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double mTPPoint; // TP As Point
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double mSLPoint; // SL As Point
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bool mIgnoreTP; // TP set to 0
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bool mIgnoreSL; // SL set to 0
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bool mIgnoreSignalExecution; // Ignore Signal Execution
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//
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string mSymbol; // Trading Symbol ...
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ENUM_TIMEFRAMES mPeriod; // Trading TimeFrame ...
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//
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double mR2R; // Risk/Rewar Ratio ...
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double mVolume; // Static Volume Per Trades ...
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//
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XBarTracker barTracker; // Strategy Time Tracker ...
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//
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// Trend Detecting ...
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int mRequiredPivots; // Required Pivots For Trend Detecting ...
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int mRequiredShoulders; // Required Pivots Shoulders ...
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//
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XSCTrade *trader;
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//
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MqlTick lastTick;
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//
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void Reset()
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{
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barTracker.Clean();
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}
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//
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// Prepare and Normalize Signal for Execution in Strategy ...
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bool PrepareSignal(XSignal &signal)
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{
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//
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bool result = false;
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//
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// Check Strategy Is Enables ...
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result = !IsDisabled();
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if (!result)
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{
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@@ -723,6 +842,7 @@ public:
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}
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//
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// Validate Signal ...
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result = signal.IsValid();
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if (!result)
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{
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@@ -733,6 +853,7 @@ public:
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bool isLong = IsLong(signal.type);
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//
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// Check Type Enabled ...
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result =
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//
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isLong
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@@ -756,20 +877,15 @@ public:
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//
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// Get and Count Positions ...
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XPosition positions[];
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int positionsCount = trader.GetPositions(
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positions //
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XPosition longs[];
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XPosition shorts[];
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trader.GetPositions(
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longs,
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shorts,
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signal.symbol //
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);
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//
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// Get and Count Lng and Short Positions ...
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XPosition longs[];
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XPosition shorts[];
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ExtractPositions(
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positions,
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longs,
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shorts //
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);
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int longsCount = ArraySize(longs);
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int shortsCount = ArraySize(shorts);
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@@ -865,106 +981,10 @@ public:
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signal.sl = 0;
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}
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//
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// Notify Signal Event Handler(s) ...
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NotifyOnSignalEventHandlers(signal);
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//
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// Check Signal Execution Enabled or not ...
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result = !mIgnoreSignalExecution;
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if (!result)
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{
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return result;
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}
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//
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ENUM_X_SIGNAL_EXECUTION_RESULT state;
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result = trader.ExecuteSignal(
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signal,
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state //
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);
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if (result)
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{
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//
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string message = "Execute " + (isLong ? "Long" : "Short") + " " + signal.symbol + "/" + ToString(signal.period) + " ...";
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Alert(message);
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//
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OnSignalExecuted(signal);
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}
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else
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{
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OnSignalExecutionFailed(signal, state);
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}
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//
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return result;
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}
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//
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// Calls When a Signal Executed Successfully ...
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virtual void OnSignalExecuted(XSignal &signal)
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{
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}
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//
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// Calls When a Signal Execution Failed ...
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virtual void OnSignalExecutionFailed(
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XSignal &signal,
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ENUM_X_SIGNAL_EXECUTION_RESULT result //
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)
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{
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}
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//
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// Protected ...
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protected:
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//
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int mSlippage; // Trader Slippage
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long mMagicNumber; // Trader Magic Number
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bool mForceDisabled; // Force Disabled
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bool mAllowLong; // Allow Long Signals
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bool mAllowShort; // Allow Short Signals
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int mMaxAllowedLongs; // Max Allowed Longs
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int mMaxAllowedShorts; // Max Allowed Shorts
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//
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bool mUseTPSLAsPoint; // Converts TP and SL by Provided Points
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bool mForceMaxTPSLAsPoint; // Force Max TP and SL by Provided Points
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double mTPPoint; // TP As Point
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double mSLPoint; // SL As Point
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bool mIgnoreTP; // TP set to 0
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bool mIgnoreSL; // SL set to 0
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bool mIgnoreSignalExecution; // Ignore Signal Execution
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//
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string mSymbol; // Trading Symbol ...
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ENUM_TIMEFRAMES mPeriod; // Trading TimeFrame ...
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//
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double mR2R; // Risk/Rewar Ratio ...
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double mVolume; // Static Volume Per Trades ...
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//
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XBarTracker barTracker; // Strategy Time Tracker ...
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//
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// Trend Detecting ...
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int mRequiredPivots; // Required Pivots For Trend Detecting ...
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int mRequiredShoulders; // Required Pivots Shoulders ...
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//
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XSCTrade *trader;
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//
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MqlTick lastTick;
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//
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void Reset()
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{
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barTracker.Clean();
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}
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//
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// Notified Signal Event Handler(s) ...
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void NotifyOnSignalEventHandlers(XSignal &signal)
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