complete save signalinfo in files after a position finished by it's conditions, also remove force XASCT verifications and add new Signal Provider based on it ...

This commit is contained in:
2024-06-12 01:24:08 +03:30
parent e023518bba
commit aaf55da2de
5 changed files with 742 additions and 298 deletions
+233 -33
View File
@@ -42,9 +42,12 @@ struct XSignalInfo
datetime time; // Issue Time (Open Position)
//
double profit; // Profit on Close
datetime endTime; // End Time
string message; // Close Reason
double profit; // Profit on Close
double commission; // Commission
double swap; // Swap
double volume; // Volume
datetime endTime; // End Time
string message; // Close Reason
//
double bullishScore; // Bullish Score On Signal Time
@@ -72,8 +75,13 @@ struct XSignalInfo
ticket = 0;
symbol = NULL;
period = NULL;
provider = NULL;
pushers = 0;
time = NULL;
profit = 0;
commission = 0;
swap = 0;
volume = 0;
endTime = NULL;
message = NULL;
bullishScore = 0;
@@ -86,6 +94,8 @@ struct XSignalInfo
bool Fill(
int _pushers,
XSignal &_signal,
double _bullishScore,
double _bearishScore,
X121SetupConditions &_conditions //
)
{
@@ -117,6 +127,10 @@ struct XSignalInfo
signal = _signal;
conditions = _conditions;
//
bullishScore = _bullishScore;
bearishScore = _bearishScore;
//
return result;
}
@@ -186,6 +200,44 @@ struct XSignalInfo
return result;
}
//
int GetAge()
{
//
int result = -1;
//
if (!IsValid(symbol) ||
!IsValid(time) ||
!IsValid(endTime) ||
!IsValid(period))
{
return result;
}
//
int startIndex = iBarShift(
symbol,
period,
time,
false //
);
//
int endIndex = iBarShift(
symbol,
period,
endTime,
false //
);
//
result = MathAbs(startIndex - endIndex);
//
return result;
}
//
string GetFileName()
{
@@ -205,7 +257,7 @@ struct XSignalInfo
provider + "_" +
ToString(ticket) + "_" +
ToString(period) + "_" +
ToString(time)
ToFormatString(time)
//
;
@@ -214,7 +266,7 @@ struct XSignalInfo
}
//
string ToModelString()
string ToString()
{
//
string result = NULL;
@@ -225,24 +277,34 @@ struct XSignalInfo
false, // Only Commons ...
true, // Only Conditions ...
false, // Include Score ...
false // Include False Conditions ...ّ
false // Include False Conditions ...
);
//
int age = GetAge();
//
result =
//
ToString("Ticket", ticket) +
ToString("Symbol", symbol) +
ToString("Period", period) +
ToString("Pushers", pushers) +
ToString("Provider", provider) +
ToString("Time", time) +
ToString("BullishScore", bullishScore) +
ToString("BearishScore", bearishScore) +
ToString("Volume", volume) +
ToString("Profit", profit) +
ToString("Commission", commission) +
ToString("Swap", swap) +
ToString("End Time", endTime) +
ToString("Age", age) +
ToString("Message", message) +
"-------------" + "\n" +
ToString("Signal", signal.ToModelString()) +
ToString("Conditions", conditionsStr) +
ToString("Signal", "\n" + signal.ToString()) +
"-------------" + "\n" +
ToString("Conditions", "\n" + conditionsStr) +
//
""
//
@@ -315,7 +377,7 @@ public:
}
//
string content = item.ToModelString();
string content = item.ToString();
result = IsValid(content);
if (!result)
{
@@ -368,7 +430,7 @@ private:
//
result =
//
mPath + "\\" + fileName
mPath + "\\" + fileName + ".x121.log"
//
;
@@ -517,6 +579,63 @@ public:
mAllowShort = value;
}
//
double Volume()
{
return mVolume;
}
//
void Volume(double value)
{
//
if (value < 0.01)
{
value = 0.01;
}
//
mVolume = value;
}
//
double TPPoint()
{
return mTPPoint;
}
//
void TPPoint(double value)
{
//
if (value < 0)
{
value = 0;
}
//
mTPPoint = value;
}
//
double SLPoint()
{
return mSLPoint;
}
//
void SLPoint(double value)
{
//
if (value < 0)
{
value = 0;
}
//
mSLPoint = value;
}
//
bool IsEnable()
{
@@ -584,25 +703,39 @@ public:
string separator = "\n";
//
X121SetupConditions cConditions;
X121SetupConditions sConditions;
X121SetupConditions mConditions;
X121SetupConditions lConditions;
X121SetupConditions hConditions;
//
// Current ...
XSignal cSignal;
XSignal sSignal;
XSignal mSignal;
XSignal lSignal;
XSignal hSignal;
int cPusher = 0;
string cProvider = NULL;
X121SetupConditions cConditions;
//
int cPusher = 0;
// Short ...
XSignal sSignal;
int sPusher = 0;
string sProvider = NULL;
X121SetupConditions sConditions;
//
// Medium ...
XSignal mSignal;
int mPusher = 0;
string mProvider = NULL;
X121SetupConditions mConditions;
//
// Long ...
XSignal lSignal;
int lPusher = 0;
string lProvider = NULL;
X121SetupConditions lConditions;
//
// Hind ...
XSignal hSignal;
int hPusher = 0;
string hProvider = NULL;
X121SetupConditions hConditions;
//
X121SignalGenerator signalGenerator;
@@ -661,8 +794,12 @@ public:
cConditions,
cSignal,
cPusher,
cProvider,
mAllowLong,
mAllowShort //
mAllowShort,
mVolume,
mSLPoint,
mTPPoint //
);
//
@@ -714,8 +851,12 @@ public:
sConditions,
sSignal,
sPusher,
sProvider,
mAllowLong,
mAllowShort //
mAllowShort,
mVolume,
mSLPoint,
mTPPoint //
);
//
@@ -767,8 +908,12 @@ public:
mConditions,
mSignal,
mPusher,
mProvider,
mAllowLong,
mAllowShort //
mAllowShort,
mVolume,
mSLPoint,
mTPPoint //
);
//
@@ -820,8 +965,12 @@ public:
lConditions,
lSignal,
lPusher,
lProvider,
mAllowLong,
mAllowShort //
mAllowShort,
mVolume,
mSLPoint,
mTPPoint //
);
//
@@ -873,8 +1022,12 @@ public:
hConditions,
hSignal,
hPusher,
hProvider,
mAllowLong,
mAllowShort //
mAllowShort,
mVolume,
mSLPoint,
mTPPoint //
);
//
@@ -907,6 +1060,8 @@ public:
AddNewSignal(
cPusher,
cSignal,
mBullishScore,
mBearishScore,
cConditions //
);
}
@@ -925,6 +1080,8 @@ public:
AddNewSignal(
sPusher,
sSignal,
mBullishScore,
mBearishScore,
sConditions //
);
}
@@ -943,6 +1100,8 @@ public:
AddNewSignal(
mPusher,
mSignal,
mBullishScore,
mBearishScore,
mConditions //
);
}
@@ -961,6 +1120,8 @@ public:
AddNewSignal(
lPusher,
lSignal,
mBullishScore,
mBearishScore,
lConditions //
);
}
@@ -979,6 +1140,8 @@ public:
AddNewSignal(
hPusher,
hSignal,
mBullishScore,
mBearishScore,
hConditions //
);
}
@@ -1083,6 +1246,7 @@ public:
// Tools For Signal Info Collect ...
//
// Used for Signal Info States ...
void OnDealsChangedHandler(int count)
{
//
@@ -1090,6 +1254,8 @@ public:
bool hasDeal = mTrader.GetLastDeal(deal);
if (hasDeal)
{
//
// Update Signal Info State ...
UpdateSignalState(deal);
}
}
@@ -1115,10 +1281,9 @@ private:
//
bool mAllowLong; // Allow Long
bool mAllowShort; // Allow Short
//
// TODO:
// Add Volume and TP SL Points as Properties here ...
double mVolume; // Volume
double mTPPoint; // TP Point
double mSLPoint; // SL Point
//
XSignalInfo mSignalInfos[];
@@ -1242,6 +1407,8 @@ private:
void AddNewSignal(
int pusher,
XSignal &signal,
double bullishScore,
double bearishScore,
X121SetupConditions &conditions //
)
{
@@ -1250,6 +1417,8 @@ private:
bool isFilled = info.Fill(
pusher,
signal,
bullishScore,
bearishScore,
conditions //
);
@@ -1286,11 +1455,42 @@ private:
//
mSignalInfos[infoIDX].time = deal.time;
mSignalInfos[infoIDX].ticket = deal.positionId;
Print("Open Position: " + ToString(deal.positionId));
mSignalInfos[infoIDX].commission = deal.commission;
mSignalInfos[infoIDX].signal.positionId = deal.positionId;
}
else if (deal.entry == DEAL_ENTRY_OUT)
{
Print("Close Position: " + ToString(deal.positionId));
//
mSignalInfos[infoIDX].swap = deal.swap;
mSignalInfos[infoIDX].endTime = deal.time;
mSignalInfos[infoIDX].profit = deal.profit;
//
string message =
//
deal.reason == DEAL_REASON_TP
? "TP"
: deal.reason == DEAL_REASON_SL
? "SL"
: IsValid(deal.comment)
? deal.comment
: "Force Close ..."
//
;
mSignalInfos[infoIDX].message = message;
//
// Now we can Save Signal Info and Remove it from mSignal Infos ...
bool isSaved = mSignalCollector.Save(mSignalInfos[infoIDX]);
if (isSaved)
{
//
ArrayRemove(
mSignalInfos,
infoIDX,
1 //
);
}
}
}