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saherelm
2025-05-09 04:58:24 +03:30
parent 87c6321dcb
commit b3be1b4596
3 changed files with 399 additions and 47 deletions
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.vscode/vscode-kanban.json
Vendored
+18 -18
View File
@@ -10,24 +10,6 @@
"references": [],
"title": "add support for OB in XCAEA POI Detector"
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
},
"creation_time": "2025-05-08T10:51:12.522Z",
"id": "5",
"references": [],
"title": "add Trade Session Support and Multi Symbol Structure"
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
},
"creation_time": "2025-05-08T10:52:04.074Z",
"id": "6",
"references": [],
"title": "Complete Perday Trade Management based on SL(s) and TP(s)"
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
@@ -36,6 +18,15 @@
"id": "7",
"references": [],
"title": "add support for Swings on Block Detection ..."
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
},
"creation_time": "2025-05-08T10:51:12.522Z",
"id": "5",
"references": [],
"title": "add Trade Session Support and Multi Symbol Structure"
}
],
"testing": [
@@ -80,6 +71,15 @@
"id": "2",
"references": [],
"title": "Add Support for Daily Max Volume and Ticks Box in XCAEA POI Detector ..."
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
},
"creation_time": "2025-05-08T10:52:04.074Z",
"id": "6",
"references": [],
"title": "Complete Perday Trade Management based on SL(s) and TP(s)"
}
],
"done": []
Experts/x-saherelm.xcaea.ea.mq5
+17 -6
View File
@@ -665,12 +665,23 @@ void InitRequirements()
//
// Setting Trade Restrictions ...
eaTradeManager.SetTradeRestrictions(
eaRestrictionsPeriod,
eaMaxAllowedTPs,
eaMaxAllowedSLs,
eaMaxAllowedTrades //
);
eaTradeManager
.SetTradeRestrictions(
eaRestrictionsPeriod,
eaMaxAllowedTPs,
eaMaxAllowedSLs,
eaMaxAllowedTrades //
);
//
// Setting Sessions ...
eaTradeManager
.SetTradeSession(
_Symbol,
"03:00", // Start ...
"20:00", // End ...
"XSaherSession" // Name ...
);
//
// EA Signaller ...
XCAEA/Classes/xcaea.x-trade.manager.class.mq5
+364 -23
View File
@@ -79,23 +79,26 @@ string ToString(ENUM_XCAEA_TRADE_FINALIZATION value)
struct XCAEASymbolInfo
{
//
string symbol;
// Properties ...
//
int longs;
int shorts;
string symbol; // Trading Symbol
//
int trades;
int longs; // All Long Trades
int shorts; // All Short Trades
//
int losses;
int profits;
int trades; // All Trades
//
int managedSLs;
int managedTPs;
int managedTrades;
int losses; // All Loosing Trades
int profits; // All Winning Trades
//
int managedSLs; // Managed SL(s)
int managedTPs; // Managed TP(s)
int managedTrades; // Managed Trades
//
// Constructor ...
@@ -164,6 +167,179 @@ struct XCAEASymbolInfo
}
};
//
struct XCAEATradeSession
{
//
// Properties ...
string start; // Session Start Time (hh:mm)
string end; // Session End Time (hh:mm)
string name; // Session Name
//
// Constructor ...
XCAEATradeSession()
{
Clean();
}
//
// Tools ...
//
// Cleanup ...
void Clean()
{
//
end = NULL;
name = NULL;
start = NULL;
//
ZeroMemory(this);
}
//
// Validate ...
bool IsValid()
{
//
bool result = false;
//
result = IsValid(start) &&
IsValid(end);
if (!result)
{
return result;
}
//
return result;
}
//
// Check Session is Active or Not ...
bool IsActive(datetime time = NULL)
{
//
bool result = false;
//
time = NormalizeTime(time);
//
result = IsValid();
if (!result)
{
return result;
}
//
result = IsTimeInRange(
time,
start,
end //
);
//
return result;
}
};
struct XCAEASymbolSession
{
//
// Propeties ...
//
string symbol; // Trading Symbol
XCAEATradeSession sessions[]; // Trading Sessions
//
// Constructor ...
XCAEASymbolSession()
{
Clean();
}
//
// Tools ...
//
// Cleanup ...
void Clean()
{
//
symbol = NULL;
Clean(sessions);
//
ZeroMemory(this);
}
//
// Validate ...
bool IsValid()
{
//
bool result = false;
//
result = IsValid(symbol);
//
return result;
}
//
// Check Allow Trade in Active Sessions ...
bool CanTrade(datetime time = NULL)
{
//
bool result = false;
//
// Normalize Args ...
time = NormalizeTime(time);
//
// Validating ...
result = IsValid();
if (!result)
{
return result;
}
//
// if there is not any defined sessions for Symbol ...
// it's allow Trading in all times ...
result = !HasChild(sessions);
if (result)
{
return result;
}
//
// Detect an Active Session ...
int count = ArraySize(sessions);
for (int i = 0; i < count; i++)
{
//
result = sessions[i].IsActive(time);
if (result)
{
break;
}
}
//
return result;
}
//
};
//
struct XCAEATrade
{
@@ -496,21 +672,79 @@ class XCXCAEATradeManager : public XCBaseAlert
}
//
// TODO: Implement this ...
void SetTradeSession(
string symbol,
string start,
string end //
string end,
string name = NULL //
)
{
//
bool has = IsValid(start) ||
IsValid(end);
// Validate Args ...
bool has = IsValid(end) &&
IsValid(start) &&
IsValid(symbol);
if (!has)
{
return;
}
//
// Create Session ...
//
XCAEATradeSession session;
//
session.end = end;
session.name = name;
session.start = start;
//
int sessionIDX = -1;
has = FindSymbolSession(
sessionIDX,
symbol //
);
//
if (!has)
{
//
// Add New Symbol Session ...
//
XCAEASymbolSession iSymbolSession;
iSymbolSession.symbol = symbol;
//
AddTradingSession(
session,
iSymbolSession //
);
//
AddRef(
iSymbolSession,
sessions //
);
//
iSymbolSession.Clean();
}
else
{
//
// Update Trading Sessions of Exists Symbol Session ...
AddTradingSession(
session,
sessions[sessionIDX] //
);
}
//
// Cleanup Resources ...
session.Clean();
}
//
@@ -974,36 +1208,54 @@ class XCXCAEATradeManager : public XCBaseAlert
//
// Check Symbol Info Exists or not ...
int symbolIDX = -1;
bool isSymbolExists = FindSymbolIndex(
symbolIDX,
int symbolInfoIDX = -1;
bool isSymbolInfoExists = FindSymbolIndex(
symbolInfoIDX,
signal.symbol //
);
//
// TODO: Complete this ...
// Implementing Trade Session Validating ...
// Check Symbol Session Exists or not ...
int symbolSessionIDX = -1;
bool isSymbolSessionExists = FindSymbolSession(
symbolSessionIDX,
signal.symbol //
);
//
// Implementing Trade Permissions Based on SL(s) Count ...
// Chack Trade Session Validating ...
if (isSymbolSessionExists) {
//
result = sessions[symbolSessionIDX].CanTrade();
if (!result) {
//
executionResult = X_SIGNAL_EXECUTION_FAILED_DELAY_NOT_PASSED;
//
return result;
}
}
//
// Check Trade Permissions Based on SL(s) Count ...
bool hasRestrictions = restrictionsPeriod != XCAEA_TRADE_RESTRICATION_NONE;
if (hasRestrictions)
{
//
// Only Can Check Restrictions when
// Symbol Info Exists ...
if (isSymbolExists)
if (isSymbolInfoExists)
{
//
bool isTPAllowed = maxAllowedTPs == 0
? true
: symbols[symbolIDX].managedTPs < maxAllowedTPs;
: symbols[symbolInfoIDX].managedTPs < maxAllowedTPs;
bool isSLAllowed = maxAllowedSLs == 0
? true
: symbols[symbolIDX].managedSLs < maxAllowedSLs;
: symbols[symbolInfoIDX].managedSLs < maxAllowedSLs;
bool isTradeAllowed = maxAllowedTrades == 0
? true
: symbols[symbolIDX].managedTrades < maxAllowedTrades;
: symbols[symbolInfoIDX].managedTrades < maxAllowedTrades;
//
result = isTPAllowed &&
@@ -1823,6 +2075,94 @@ class XCXCAEATradeManager : public XCBaseAlert
}
}
//
// Symbol Session ...
//
bool FindSymbolSession(
int &index,
string symbol //
)
{
//
bool result = false;
//
index = -1;
//
result = IsValid(symbol) &&
HasChild(sessions);
if (!result)
{
return result;
}
//
int count = ArraySize(sessions);
for (int i = 0; i < count; i++)
{
//
result = sessions[i].symbol == symbol;
if (result)
{
//
index = i;
break;
}
}
//
result = IsValidIndex(index);
//
return result;
}
//
void AddTradingSession(
XCAEATradeSession &session,
XCAEASymbolSession &symbolSession //
)
{
//
bool has = session.IsValid() &&
symbolSession.IsValid();
if (!has)
{
return;
}
//
// Check Session Exists in Symbol Session ...
bool isExists = false;
if (HasChild(symbolSession.sessions))
{
//
int count = ArraySize(symbolSession.sessions);
for (int i = 0; i < count; i++)
{
//
isExists = symbolSession.sessions[i].end == session.end &&
symbolSession.sessions[i].start == session.start;
if (isExists)
{
break;
}
}
}
//
if (!isExists)
{
//
AddRef(
session,
symbolSession.sessions //
);
}
}
//
// Private ...
private:
@@ -1855,6 +2195,7 @@ class XCXCAEATradeManager : public XCBaseAlert
//
XCAEATrade trades[];
XCAEASymbolInfo symbols[];
XCAEASymbolSession sessions[];
};
//