last works on XOSCS ...

2025-04-13 02:35:47 +03:30
parent 60a67628b7
commit d1ab32ffb8
7 changed files with 4531 additions and 289 deletions
@@ -22,8 +22,400 @@
 //
 // Imports ...
 #include "../../Libraries/x-saherelm.common.lib.mq5"
+#include "../../Libraries/x-saherelm.x-poi.lib.mq5"
+#include "../../Libraries/x-saherelm.x-trade.lib.mq5"
+
+//
+// Enumeration ...
+
+//
+// Guard Actions ...
+enum ENUM_GUARD_ACTIONS
+{
+    X_GUARD_ACTION_NONE,          // Nothing to Do
+    X_GUARD_ACTION_CLOSE,         // Close Specified Position
+    X_GUARD_ACTION_CLOSE_ALL,     // Close All Positions
+    X_GUARD_ACTION_CLOSE_LONGS,   // Close All Long Positions
+    X_GUARD_ACTION_CLOSE_SHORTS,  // Close All Short Position
+    X_GUARD_ACTION_PARTIAL_CLOSE, // Partial Close Specified Position
+    X_GUARD_ACTION_TRAIL_STOP,    // Trail Stop of Specified Position
+    X_GUARD_ACTION_TRAIL_TARGET,  // Trail Target of Specified Position
+    X_GUARD_ACTION_HEDGE,         // Hedge Specified Positions
+};

 //
 // Definitions ...

+//
+// Conditions Struct ...
+struct XSTRCCIStrategyConditions
+{
+    //
+    // Props ...
+
+    //
+    string symbol;
+    ENUM_TIMEFRAMES period;
+
+    //
+    // Setup Props ...
+
+    //
+    double sl;
+    double tp;
+    double pivot;
+    double point;
+    double sls[];
+    string provider;
+    double targets[];
+
+    //
+    datetime time;
+    datetime setupTime;
+    datetime triggerTime;
+
+    //
+    XBoxZone signalBox;
+    ENUM_X_DIRECTION dir;
+    ENUM_X_POSITION_TYPES type;
+    ENUM_X_DIRECTION signalDir;
+
+    //
+    // Constructor ...
+    XSTRCCIStrategyConditions()
+    {
+        Clean();
+    }
+
+    //
+    // Tools ...
+
+    /**
+     * Cleaning Up ...
+     */
+    void Clean()
+    {
+        //
+        sl = 0;
+        tp = 0;
+        pivot = 0;
+        point = 0;
+
+        //
+        symbol = NULL;
+        period = NULL;
+        provider = NULL;
+
+        //
+        time = NULL;
+        setupTime = NULL;
+        triggerTime = NULL;
+
+        //
+        Clean(sls);
+        Clean(targets);
+
+        //
+        signalBox.Clean();
+
+        //
+        dir = X_DIRECTION_NONE;
+        type = X_POSITION_TYPE_NONE;
+        signalDir = X_DIRECTION_NONE;
+
+        //
+    }
+
+    //
+    // Signalling ...
+
+    /**
+     * Validate ...
+     *
+     * @return ( bool )
+     */
+    bool IsValid()
+    {
+        //
+        bool result = false;
+
+        //
+        result = IsSpecifiedValid(symbol) &&
+                 IsSpecifiedValid(period) &&
+                 IsSpecifiedValid(time);
+
+        //
+        return result;
+    }
+
+    /**
+     * Check Conditions Has Valid Bullish Signal ...
+     *
+     * @return ( bool )
+     */
+    bool HasBullishSignal()
+    {
+        //
+        bool result = false;
+
+        //
+        result =
+            (sl > 0 ||
+             tp > 0) &&
+            IsValid() &&
+            HasDirection(signalDir);
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        result =
+            IsBullish(signalDir);
+
+        //
+        return result;
+    }
+
+    /**
+     * Check Conditions Has Valid Bearish Signal ...
+     *
+     * @return ( bool )
+     */
+    bool HasBearishSignal()
+    {
+        //
+        bool result = false;
+
+        //
+        result =
+            (sl > 0 ||
+             tp > 0) &&
+            IsValid() &&
+            HasDirection(signalDir);
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        result =
+            IsBearish(signalDir);
+
+        //
+        return result;
+    }
+
+    //
+    // Setting Up and Triggering Up ...
+
+    /**
+     * Check Condition is Setting Up ...
+     *
+     * @param  dir: ENUM_X_DIRECTION member, Setting Up Direction ...
+     *
+     * @return ( bool )
+     */
+    bool IsSetuped()
+    {
+        //
+        bool result = false;
+
+        //
+        result = IsValid(setupTime) &&
+                 HasDirection(dir);
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        return result;
+    }
+
+    /**
+     * Calculate Setup Age ...
+     *
+     * @return ( int )
+     */
+    int GetSetupAge()
+    {
+        //
+        int result = 0;
+
+        //
+        if (!IsSetuped())
+        {
+            return result;
+        }
+
+        //
+        result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period);
+
+        //
+        return result;
+    }
+
+    /**
+     * Detect How we Can Trigger Signal ...
+     *
+     * @return ( bool )
+     */
+    bool CanTrigger()
+    {
+        //
+        bool result = false;
+
+        //
+        result =
+            //
+            sl > 0 &&
+            IsValid(symbol) &&
+            IsValid(period) &&
+            IsValid(triggerTime) &&
+            type != X_POSITION_TYPE_ALL &&
+            type != X_POSITION_TYPE_NONE
+            //
+            ;
+
+        //
+        return result;
+    }
+
+    //
+};
+
+//
+// Model a Guard Action ...
+struct XSTRCCIGuard
+{
+    //
+    // Props ...
+    ENUM_GUARD_ACTIONS action;
+    datetime time;
+
+    //
+    string symbol;
+    string provider;
+
+    //
+    // Specified Position ...
+    ulong ticket;
+
+    //
+    // Partial Close ...
+    double volumeMultiplier;
+
+    //
+    // SL Trial ...
+    double sl;
+
+    //
+    // TP Trial ...
+    double tp;
+
+    //
+    // Constructor ...
+    XSTRCCIGuard()
+    {
+        Clean();
+    }
+
+    //
+    // Tools ...
+
+    /**
+     * Cleanup ...
+     */
+    void Clean()
+    {
+        //
+        time = NULL;
+        action = X_GUARD_ACTION_NONE;
+
+        //
+        symbol = NULL;
+        provider = NULL;
+
+        //
+        ticket = 0;
+
+        //
+        volumeMultiplier = 0;
+
+        //
+        sl = 0;
+        tp = 0;
+
+        //
+        ZeroMemory(this);
+    }
+
+    /**
+     * Validate ...
+     *
+     * @return ( bool )
+     */
+    bool IsValid()
+    {
+        //
+        bool result = false;
+
+        //
+        result =
+            //
+            IsValid(time) &&
+            IsValid(symbol) &&
+            IsValid(provider) &&
+            action != X_GUARD_ACTION_NONE
+            //
+            ;
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        // Validate Model Based On Specified Guard Actions ...
+
+        //
+        return result;
+    }
+};
+
+/**
+ * Add Guard to Collection ...
+ *
+ * @param  guard: XSTRCCIGuard instance ...
+ * @param  guards: XSTRCCIGuard instance Collection ...
+ *
+ * @return ( int )
+ */
+int AddGuard(
+    XSTRCCIGuard &guard,
+    XSTRCCIGuard &guards[] //
+)
+{
+    //
+    int result = 0;
+
+    //
+    if (!guard.IsValid())
+    {
+        return result;
+    }
+
+    //
+    AddRef(
+        guard,
+        guards //
+    );
+
+    //
+    result = ArraySize(guards);
+
+    //
+    return result;
+}
+
 //