Resolve XUSPY5 XTD All Longs Stopouts in AMarkets-Real, GrowthNext ...

This commit is contained in:
2024-02-26 02:54:54 +03:30
parent 82de5a5260
commit b361a9fce1
9 changed files with 8880 additions and 4 deletions
@@ -254,14 +254,14 @@ struct XMarketConditions
//
//
class XCPriver : public XCBase
class XCProvider : public XCBase
{
//
// Public ...
public:
//
// Constructor ...
XCPriver(
XCProvider(
//
// Common Requirements ...
string xSymbol, // Which Symbol is Used
@@ -362,7 +362,7 @@ public:
//
// Deconstructor ...
~XCPriver() {}
~XCProvider() {}
//
// START Common Functions ...
@@ -0,0 +1,399 @@
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Expert Advisor
// ----------------------------------------
// Name: XUSPY5
// Description: this is an expert controller
// advisors which provides a mechanism for use them ...
//
//
// 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 XUSPY5 EA"
#property strict
//
// START Inputs ...
//
input group "Commons";
//
// XCTIMER inputs ...
input bool xUSPY5ShowCandleTimer = true; // Show Condle Remaining Time
input color xUSPY5CandleTimerColot = clrYellow; // Candle Timer Color
input ENUM_BASE_CORNER xUSPY5CandleTimerCorner = CORNER_RIGHT_LOWER; // Where to Show Candle Timer
//
// END Inputs ...
//
//
// START Including Providers ...
//
//
// Logger Library ...
#include "../Libraries/x-saherelm.log.lib.mq5"
//
// Common Library ...
#include "../Libraries/x-saherelm.common.lib.mq5"
//
// Alert Library ...
#include "../Libraries/x-saherelm.alert.lib.mq5"
//
// Draw Library ...
#include "../Libraries/x-saherelm.draw.lib.mq5"
//
// XUSPY5 Signal Provider ...
#include "../Providers/x-saherelm.xuspy5.provider.lib.mq5"
//
// END Including Providers ...
//
//
// START Global Definitions: Variables, Properties and etc ...
//
bool isXUSPY5NewHour;
bool isXUSPY5NewDay;
bool isXUSPY5NewWeek;
bool isXUSPY5NewMonth;
//
int xUSPY5CTimerHandler = INVALID_HANDLE;
//
// END Global Definitions: Variables, Properties and etc ...
//
//
// START Event Handlers ...
//
//
// Initialization ...
int OnInit()
{
//
logTag = "XUSPY5EA";
drawPrefix = logTag;
alertPrefix = logTag;
//
// Apply default Chart Style for EA ...
ApplyChartStyle();
//
// Reset Timings ...
ResetTiming();
//
// Validate Inputs ...
if (!ValidateInputs())
{
return INIT_PARAMETERS_INCORRECT;
}
//
// Initialize XUSPY5 Provider ...
if (!XUSPY5InitSignalProviderLibrary())
{
return INIT_PARAMETERS_INCORRECT;
}
//
// Init XCTimer ...
if (xUSPY5ShowCandleTimer)
{
if (!XUSPY5CTimerInit())
{
return INIT_FAILED;
}
}
//
// Init 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
//
// Here we can handle De Initialization Reasons ...
//
// De Initialize XUSPY5 Provider ...
XUSPY5DeinitSignalProviderLibrary(reason);
//
// De Init XDraw Library ...
// OnDeinitDrawLibrary();
//
IndicatorRelease(xUSPY5CTimerHandler);
}
//
// On Tick Handler ...
void OnTick()
{
//
// Handle Monthly Alert ...
bool isFirstMonth = xMonth == -1;
isXUSPY5NewMonth = IsNewMonth();
bool canMonthlyAlert =
isXUSPY5NewMonth &&
xUSPY5EnableAlerts &&
xUSPY5EnableMonthlyAlerts;
bool canMonthlyReport =
!isFirstMonth &&
canMonthlyAlert &&
xUSPY5EnableMonthlyReports;
if (canMonthlyAlert)
{
//
string message = "New Month ...";
//
// Prepare Monthly Report ...
if (canMonthlyReport)
{
//
string report = xUSPY5Reporter.GenerateReportString(XREPORT_MONTHLY);
//
message = "Last Month Report:\n" + report;
}
//
// Reset Report ...
xUSPY5Reporter.Reset(XREPORT_MONTHLY);
//
SendAlert(message);
}
//
// Handle Weekly Alert ...
bool isFirstWeek = xDayOfWeek == -1;
isXUSPY5NewWeek = IsNewWeek();
bool canWeeklyAlert =
isXUSPY5NewWeek &&
xUSPY5EnableAlerts &&
xUSPY5EnableWeeklyAlerts;
bool canWeeklyReport =
!isFirstWeek &&
canWeeklyAlert &&
xUSPY5EnableWeeklyReports;
if (canWeeklyAlert)
{
//
string message = "New Week ...";
//
// Prepare Weekly Report ...
if (canWeeklyReport)
{
//
string report = xUSPY5Reporter.GenerateReportString(XREPORT_WEEKLY);
//
message = "Last Week Report:\n" + report;
}
//
// Reset Report ...
xUSPY5Reporter.Reset(XREPORT_WEEKLY);
//
SendAlert(message);
}
//
// Handle Daily Alert ...
bool isFirstDay = xDay == -1;
isXUSPY5NewDay = IsNewDay();
bool canDailyAlert =
isXUSPY5NewDay &&
xUSPY5EnableAlerts &&
xUSPY5EnableDailyAlerts;
bool canDailyReport =
!isFirstDay &&
canDailyAlert &&
xUSPY5EnableDailyReports;
if (canDailyAlert)
{
//
string message = "New Day ...";
//
// Prepare Daily Report ...
if (canDailyReport)
{
//
string report = xUSPY5Reporter.GenerateReportString(XREPORT_DAILY);
//
message = "Last Week Report:\n" + report;
}
//
// Reset Report ...
xUSPY5Reporter.Reset(XREPORT_DAILY);
//
SendAlert(message);
}
//
// Handle Hourly Alert ...
bool isFirstHour = xHour == -1;
isXUSPY5NewHour = IsNewHour();
bool canHourlyAlert =
isXUSPY5NewHour &&
xUSPY5EnableAlerts &&
xUSPY5EnableHourlyAlerts;
if (canHourlyAlert)
{
//
string message = "New Hour ...";
//
SendAlert(message);
}
//
// Prevent Going Forward if user Disable it ...
if (xUSPY5EnableProvider)
{
//
// Handle Processing on XUSPY5 Signal Provider ...
XUSPY5SignalProviderDoControlState();
}
//
// Check Can Ignore Tick or not ..
bool canIgnoreTick = xUSPY5IsTestMode
? !IsNewCandle()
: !IsNewCandle() && xUSPY5WaitUntilNextCandle;
if (canIgnoreTick)
{
return;
}
//
xUSPY5WaitUntilNextCandle = false;
//
// Prevent Going Forward if user Disable it ...
if (xUSPY5EnableProvider)
{
//
// Handle Processing on XUSPY5 Signal Provider ...
XUSPY5SignalProviderHandleTick();
}
}
//
// Handle Trade Events ...
void OnTrade()
{
//
// Prevent Going Forward if user Disable it ...
if (xUSPY5EnableProvider)
{
//
// Handle Processing Trades on XUSPY5 Signal Provider ...
XUSPY5SignalProviderHandleTrade();
}
}
//
// END Event Handlers ...
//
//
// START Functions ...
//
//
// Validate Input Args for Initialization ...
bool ValidateInputs()
{
//
bool result = false;
//
// Validate Args ...
//
// Validate XUSPY5 Provider Inputs ...
result = XUSPY5ValidateInputs();
if (!result)
{
return false;
}
//
// Logging State ...
string message = "Validation of (" + logTag + ") Inputs " + (result ? "Succeeded" : "Failed") + " ...";
LogMessage(message);
//
return result;
}
bool XUSPY5CTimerInit()
{
//
bool result = true;
//
xUSPY5CTimerHandler = iCustom(
_Symbol,
_Period,
"x-saherelm.xctimer.indicator",
//
// Inputs ...
xUSPY5CandleTimerColot,
xUSPY5CandleTimerCorner);
//
if (xUSPY5CTimerHandler == INVALID_HANDLE)
{
result = false;
}
//
return result;
}
//
// END Functions ...
//
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@@ -0,0 +1,283 @@
///////////////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 XUSPY5 Signal Provider Library Inputs
// -----------------------------------------------------------
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////
//
// Global Properties ...
#property library
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://www.saherelm.ir"
#property version "1.00"
#property strict
//
// Include Logger ...
#include "../Libraries/x-saherelm.log.lib.mq5"
//
// Include Classes ...
#include "../Classes/x-saherelm.class.lib.mq5"
//
input group "XUSPY5 Provider";
//
// Commonly Used Configurations ...
input group "XUSPY5 Common";
//
// Provider ...
input bool xUSPY5EnableProvider = true; // Enable Provider
input int xUSPY5NumberOfItemsPerTick = 30; // Number Of items Readed In Each Tick
//
// Alerts ...
input bool xUSPY5EnableAlerts = true; // Enable Events Alert
input bool xUSPY5EnableHourlyAlerts = false; // Send Alert on each new Hour
input bool xUSPY5EnableDailyAlerts = false; // Send Alert on each new Day
input bool xUSPY5EnableWeeklyAlerts = false; // Send Alert on each new Week
input bool xUSPY5EnableMonthlyAlerts = false; // Send Alert on each new Month
//
// Reports ...
input bool xUSPY5EnableDailyReports = false; // Send Report on each new Day
input bool xUSPY5EnableWeeklyReports = false; // Send Report on each new Week
input bool xUSPY5EnableMonthlyReports = false; // Send Report on each new Month
//
// Trader and Expert Specific Configurations ...
input group "XUSPY5 Trader";
input int xUSPY5MagicNumber = 16940563; // Trader MagicNumber
input int xUSPY5Slippage = 10; // Trader Slippage
//
// Trades Management Configurations ...
input group "XUSPY5 Trade Management";
input bool xUSPY5AllowLongTrades = true; // Allow Long Trades
input bool xUSPY5AllowShortTrades = true; // Allow Short Trades
//
// Risk Management Configurations ...
input group "XUSPY5 Risk Management";
//
// Trade Count ...
input int xUSPY5MaxAllowedTrades = 10; // Max Allowed Trades at Same Time
input ENUM_X_CROSS_SIGNAL_METHOD xUSPY5CrossSignalsMethod = X_CROSS_SIGNAL_REGULAR; // Handle Cross Signals Method
//
// Max Allowed Trade Age ...
input int xUSPY5MaxAllowedTradeAge = 1500; // Detect Long Time Trades
input ENUM_X_GUARD_ACTIONS xUSPY5OldTradesAction = X_GUARD_PARTIAL_CLOSE_MAX_IN_DD_1; // What to do with Old Trades
//
// Trade Volume Specific Configurations ...
input double xUSPY5StaticVolumeFactor = 0.0001; // Static Volume baesd on Balance
input ENUM_STATIC_VOLUME_METHODS xUSPY5StaticVolumeMethod = X_STATIC_VOLUME_BASED_ON_BALANCE; // How to Calculate Static Volume
input double xUSPY5VolumeMultiplier = 0; // Volume Increase Multiplier
input double xUSPY5ApplyVolumeMultiplierFactor = 0; // Apply Volume Multiplier Rate based on Balance
input double xUSPY5MaxSupportedVolumePerTradeFactor = 0; // Max Supported Volume Per Trade Factor based on Balance
input double xUSPY5IncreasedMaxSupportedVolumeRate = 0; // Increase Max Supported Volume based on Balance
//
// Trade Profits ...
input double xUSPY5MinRewardInPips = 3; // Minimum Reward Per Trade in Pips
input double xUSPY5RiskFreeStepInPips = 0; // Make Trades Risk Free Steps in Pips
input double xUSPY5RiskFreeRate = 0; // Volume Multiplier for Risk Free Trades
//
// Guard Riskable Money and Profits ...
input double xUSPY5CriticalDrawDownFactor = 0.30; // Critical Allowed Drawdown Factor based on Balance
input ENUM_X_GUARD_ACTIONS xUSPY5CriticalGuardAction = X_GUARD_PARTIAL_CLOSE_MAX_IN_DD_1; // Specify Guard Action on Critical Drawdown
input double xUSPY5MaxAllowedDrawDownFactor = 0.40; // Max Allowed Drawdown Factor based on Balance
input ENUM_X_GUARD_ACTIONS xUSPY5MaxAllowedGuardAction = X_GUARD_PARTIAL_CLOSE_MAX_IN_DD_5; // Specify Guard Action on Max Allowed Drawdown
input int xUSPY5GuardStopoutFiredAfterTouches = 5; // Guard Stopout all Trades if Max Allowed Drawdown touched
//
// Account Conditions for Trading ...
input double xUSPY5BalanceFactorForOpenTrades = 0.5; // Minimum Balance for Open Trades
input double xUSPY5FreeMarginFactorForOpenTrades = 0.8; // Minimum Free Margin for Open Trades
//
// May be Used Later as Input Params ...
bool xUSPY5UseVirtualTPSl = false; // Use Virtual TP SL
bool xUSPY5EnableSignalAlerts = false; // Send Signal Alert
//
// Validate Inputs before Initialization ...
bool XUSPY5ValidateInputs()
{
//
bool result = false;
//
// Implement Other Verifications ...
//
// Check Trading Availability ...
bool isTradeAvailable = xUSPY5AllowLongTrades || xUSPY5AllowShortTrades;
if (!isTradeAvailable)
{
LogMessage("XUSPY5 => Warning: Trading disabled ...");
}
//
// Chekc Number of reading items per tick ...
result = xUSPY5NumberOfItemsPerTick >= 5;
if (!result)
{
//
LogMessage("XUSPY5 invalid Number of items Reading Per Tick ...");
//
return result;
}
//
// Check Max Allowed Trades Count ...
result = isTradeAvailable && xUSPY5MaxAllowedTrades >= 1;
if (!result)
{
//
LogMessage("XUSPY5 Number of Trades not valid ...");
//
return result;
}
//
// Check Free Margin ...
result =
isTradeAvailable &&
xUSPY5FreeMarginFactorForOpenTrades > 0 &&
xUSPY5FreeMarginFactorForOpenTrades < 1;
if (!result)
{
//
LogMessage("XUSPY5 Invalid Free Margin ...");
//
return result;
}
//
// Check min Balance for Open Trades ...
result =
isTradeAvailable &&
xUSPY5BalanceFactorForOpenTrades > 0 &&
xUSPY5BalanceFactorForOpenTrades < 1;
if (!result)
{
//
LogMessage("XUSPY5 Invalid Min Balance for Open Trades ...");
//
return result;
}
//
// Check Min Reward Per Trade ...
result = xUSPY5MinRewardInPips > 0;
if (!result)
{
//
LogMessage("XUSPY5 Invalid Min Reward Per Trade ...");
//
return result;
}
//
// Check Trades Volume ...
result = xUSPY5StaticVolumeFactor > 0;
if (!result)
{
//
LogMessage("XUSPY5 Invalid Static Volume ...");
//
return result;
}
//
// Check Volume Multiplier ...
result = xUSPY5VolumeMultiplier >= 0;
if (!result)
{
//
LogMessage("XUSPY5 Invalid Volume Multiplier ...");
//
return result;
}
//
result =
xUSPY5CriticalDrawDownFactor == 0 || (xUSPY5CriticalDrawDownFactor > 0 &&
xUSPY5CriticalDrawDownFactor < 1);
if (!result)
{
//
LogMessage("XUSPY5 Invalid Critical DrawDown Factor ...");
//
return result;
}
//
result =
xUSPY5MaxAllowedDrawDownFactor == 0 || (xUSPY5MaxAllowedDrawDownFactor > 0 &&
xUSPY5MaxAllowedDrawDownFactor < 1);
if (!result)
{
//
LogMessage("XUSPY5 Invalid Max Allowed DrawDown Factor ...");
//
return result;
}
//
// Check Guard Actions ...
//
result =
xUSPY5CriticalDrawDownFactor > 0 &&
xUSPY5CriticalDrawDownFactor < 1 &&
xUSPY5MaxAllowedDrawDownFactor > 0 &&
xUSPY5MaxAllowedDrawDownFactor < 1;
if (!result)
{
//
LogMessage("XUSPY5 For Critical Drawdown, you have to Specify Max Drawdown also ...");
//
return result;
}
//
result = xUSPY5CriticalDrawDownFactor > 0 && xUSPY5CriticalDrawDownFactor < xUSPY5MaxAllowedDrawDownFactor;
if (!result)
{
//
LogMessage("XUSPY5 Critical Drawdown must Smaller than Max Drawdown ...");
//
return result;
}
//
if (xUSPY5CriticalDrawDownFactor > 0 && xUSPY5CriticalGuardAction == X_GUARD_DO_NOTHING)
{
LogMessage("XUSPY5 IMPORTANT you Specified Critical Drawdown, but there is no any Guard Action ...");
}
//
if (xUSPY5MaxAllowedDrawDownFactor > 0 && xUSPY5MaxAllowedGuardAction == X_GUARD_DO_NOTHING)
{
LogMessage("XUSPY5 IMPORTANT you Specified Max Allowed Drawdown, but there is no any Guard Action ...");
}
//
result = true;
//
return result;
}
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