start implementing XTrade Handler Class ...

Classes/x-saherelm.xstrategy.class.mq5

@@ -46,18 +46,19 @@ public:
     //
     // Constructors ...
     void XSCBaseStrategy(
-        string _symbol,                    // Trading Symbol
+        string _symbol,                      // Trading Symbol
-        ENUM_TIMEFRAMES _period,           // Trading TimeFrame
+        ENUM_TIMEFRAMES _period,             // Trading TimeFrame
-        double _volume,                    // Voluem
+        double _volume,                      // Voluem
-        double _r2r,                       // Risk/Reward Ratio
+        double _r2r,                         // Risk/Reward Ratio
-        int _slippage,                     // Trader Slippage
+        int _slippage,                       // Trader Slippage
-        long _magicNumber,                 // Trader Magic Number
+        long _magicNumber,                   // Trader Magic Number
-        bool _useTPSLAsPoint = false,      // Converts TP and SL by Provided Points
+        bool _ignoreSignalExecution = false, // Ignore Signal Execution
-        bool _forceMaxTPSLAsPoint = false, // Force Max TP and SL by Provided Points
+        bool _useTPSLAsPoint = false,        // Converts TP and SL by Provided Points
-        double _tpPoint = 0,               // TP As Point
+        bool _forceMaxTPSLAsPoint = false,   // Force Max TP and SL by Provided Points
-        double _slPoint = 0,               // SL As Point
+        double _tpPoint = 0,                 // TP As Point
-        bool _ignoreTP = false,            // TP set to 0
+        double _slPoint = 0,                 // SL As Point
-        bool _ignoreSL = false,            // SL set to 0
+        bool _ignoreTP = false,              // TP set to 0
+        bool _ignoreSL = false,              // SL set to 0
         bool _allowLong = true,
         bool _allowShort = true,
         int _maxAllowedLongs = 0,
@@ -82,6 +83,7 @@ public:
         mMaxAllowedLongs = _maxAllowedLongs;
         mMaxAllowedShorts = _maxAllowedShorts;
         mForceMaxTPSLAsPoint = _forceMaxTPSLAsPoint;
+        mIgnoreSignalExecution = _ignoreSignalExecution;
 
         //
         mForceDisabled = false;
@@ -371,6 +373,29 @@ public:
         mIgnoreSL = value;
     }
 
+    //
+    bool IgnoreSignalExecution()
+    {
+        return mIgnoreSignalExecution;
+    }
+
+    //
+    void IgnoreSignalExecution(bool value)
+    {
+        mIgnoreSignalExecution = value;
+    }
+
+    //
+    // On Signal Handlers ...
+    void AddSignalEventHandler(TOnSignal handler)
+    {
+        //
+        Add(
+            handler,
+            mOnSignalEventHandlers //
+        );
+    }
+
     //
     // Virtual Methods ...
 
@@ -600,6 +625,18 @@ public:
             signal.sl = 0;
         }
 
+        //
+        // Notify Signal Event Handler(s) ...
+        NotifyOnSignalEventHandlers(signal);
+
+        //
+        // Check Signal Execution Enabled or not ...
+        result = !mIgnoreSignalExecution;
+        if (!result)
+        {
+            return result;
+        }
+
         //
         ENUM_X_SIGNAL_EXECUTION_RESULT state;
         result = trader.ExecuteSignal(
@@ -652,12 +689,13 @@ protected:
     int mMaxAllowedShorts; // Max Allowed Shorts
 
     //
-    bool mUseTPSLAsPoint;      // Converts TP and SL by Provided Points
+    bool mUseTPSLAsPoint;        // Converts TP and SL by Provided Points
-    bool mForceMaxTPSLAsPoint; // Force Max TP and SL by Provided Points
+    bool mForceMaxTPSLAsPoint;   // Force Max TP and SL by Provided Points
-    double mTPPoint;           // TP As Point
+    double mTPPoint;             // TP As Point
-    double mSLPoint;           // SL As Point
+    double mSLPoint;             // SL As Point
-    bool mIgnoreTP;            // TP set to 0
+    bool mIgnoreTP;              // TP set to 0
-    bool mIgnoreSL;            // SL set to 0
+    bool mIgnoreSL;              // SL set to 0
+    bool mIgnoreSignalExecution; // Ignore Signal Execution
 
     //
     string mSymbol;          // Trading Symbol ...
@@ -687,11 +725,39 @@ protected:
         barTracker.Clean();
     }
 
+    //
+    // Notified Signal Event Handler(s) ...
+    void NotifyOnSignalEventHandlers(XSignal &signal)
+    {
+        //
+        if (!signal.IsValid())
+        {
+            return;
+        }
+
+        //
+        int count = ArraySize(mOnSignalEventHandlers);
+        if (!IsValidSize(count))
+        {
+            return;
+        }
+
+        //
+        for (int i = 0; i < count; i++)
+        {
+            mOnSignalEventHandlers[i](signal);
+        }
+    }
+
     //
     // Private ...
 private:
     //
     // Props ...
+
+    //
+    // On Signal Recieved Event Handler(s) ...
+    TOnSignal mOnSignalEventHandlers[];
 };
 
 //

Classes/x-saherelm.xtrade.class.mq5

@@ -22,6 +22,7 @@
 //
 // Imports ...
 #include "../Classes/x-saherelm.base.class.mq5"
+#include "../Classes/x-saherelm.xalert.class.mq5"
 #include "../Libraries/x-saherelm.xtrade.lib.mq5"
 #include "../Classes/x-saherelm.xaccount.class.mq5"
 
@@ -3773,3 +3774,313 @@ private:
 };
 
 //
+// Trade Handler Class ...
+class XSCXTradeHandler : public XSCBaseAlert
+{
+    //
+    // Public ...
+public:
+    //
+
+    //
+    // Constructor(s) ...
+    void XSCXTradeHandler(XSCTrade *trader)
+    {
+        //
+        mTrader = trader;
+    }
+
+    //
+    // Deconstructor ...
+    void ~XSCXTradeHandler()
+    {
+        //
+        delete mTrader;
+    }
+
+    //
+    // First Step of Trade Handling ...
+    // Since Must Call when a Signal Executed ...
+    void AddExecutedSignal(
+        XSignal &signal,      // Executed Signal
+        double commission = 0 // Commission
+    )
+    {
+        //
+        // Check Signal Valid ...
+        if (!signal.IsValid())
+        {
+            return;
+        }
+
+        //
+        XTradeData item;
+        bool isFilled = item.Fill(signal);
+        if (!isFilled)
+        {
+            return;
+        }
+
+        //
+        item.commission = commission;
+
+        //
+        Add(item);
+    }
+
+    //
+    // this Method call's by a Timer,
+    // or in OnTick for Update Positions,
+    // Data ...
+    void UpdateData()
+    {
+        //
+        XPosition positions[];
+        int count = mTrader.GetPositions(positions);
+        if (!IsValidSize(count))
+        {
+            return;
+        }
+
+        //
+        for (int i = 0; i < count; i++)
+        {
+            //
+            XPosition iPosition = positions[i];
+
+            //
+            int idx = -1;
+            bool isExists = HasItem(
+                iPosition.ticket,
+                idx //
+            );
+            if (!isExists)
+            {
+                //
+                // Add New Data ...
+
+                //
+                // Find Executed Signal Deal History ...
+                XDeal deals[];
+                double commission = 0;
+                int dealsCount = mTrader.GetDeals(
+                    deals,
+                    iPosition.symbol,
+                    iPosition.provider,
+                    iPosition.period,
+                    NULL,
+                    DEAL_ENTRY_IN //
+                );
+                if (IsValidSize(dealsCount))
+                {
+                    //
+                    for (int i = 0; i < dealsCount; i++)
+                    {
+                        //
+                        XDeal iDeal = deals[i];
+                        if (iDeal.positionId == iPosition.ticket)
+                        {
+                            //
+                            commission = iDeal.commission;
+                            break;
+                        }
+                    }
+                }
+
+                //
+                XTradeData iData;
+                iData.Fill(
+                    iPosition //
+                );
+
+                //
+                iData.ticket = iPosition.ticket;
+
+                //
+                Add(iData);
+            }
+            else
+            {
+                //
+                // Update Exists ...
+                mData[idx].Update(iPosition);
+            }
+        }
+    }
+
+    //
+    // Protected ...
+protected:
+    //
+    XSCTrade *mTrader; // Instance of Trader Class
+
+    //
+    XTradeData mData[]; // Hold Trade Data
+
+    //
+    // Private ...
+private:
+    //
+    // Props ...
+
+    //
+    // Count Data ...
+    int Count()
+    {
+        return ArraySize(mData);
+    }
+
+    //
+    // Add Item ...
+    bool Add(XTradeData &item)
+    {
+        //
+        bool result = false;
+
+        //
+        result = item.IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        int index = -1;
+        if (item.ticket > 0)
+        {
+            //
+            result = !HasItem(
+                item.ticket,
+                index //
+            );
+        }
+        else
+        {
+            //
+            result = !HasItem(
+                item.symbol,
+                item.provider,
+                item.period,
+                item.type,
+                index //
+            );
+        }
+        if (!result || IsValidIndex(index))
+        {
+            //
+            result = false;
+            return result;
+        }
+
+        //
+        AddRef(
+            item,
+            mData //
+        );
+
+        //
+        return result;
+    }
+
+    //
+    // Find Item Index ...
+    bool HasItem(
+        ulong ticket,
+        int &index //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        index = -1;
+
+        //
+        int count = Count();
+        result = IsValidSize(count);
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        for (int i = 0; i < count; i++)
+        {
+            //
+            result = mData[i].IsOwn(ticket);
+            if (result)
+            {
+                //
+                index = i;
+                break;
+            }
+        }
+
+        //
+        return result;
+    }
+
+    //
+    // Find Item Index ...
+    bool HasItem(
+        string symbol,
+        string provider,
+        ENUM_TIMEFRAMES period,
+        ENUM_X_POSITION_TYPES type,
+        int &index //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        index = -1;
+
+        //
+        // Validate ...
+        result =
+            //
+            IsValid(symbol) &&
+            IsValid(period) &&
+            IsValid(provider) &&
+            type != X_POSITION_TYPE_ALL &&
+            type != X_POSITION_TYPE_NONE
+            //
+            ;
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        int count = Count();
+        result = IsValidSize(count);
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        for (int i = 0; i < count; i++)
+        {
+            //
+            result = mData[i].IsOwn(
+                symbol,
+                provider,
+                period,
+                type //
+            );
+            if (result)
+            {
+                //
+                index = i;
+                break;
+            }
+        }
+
+        //
+        return result;
+    }
+};
+
+//

Experts/x-test-strategies.ea.mq5

@@ -67,6 +67,14 @@ XSCXCCHelper *mCCHelper;
 // Registred Strategies ...
 XSCBaseStrategy *strategies[];
 
+//
+// Trader Instance Class ...
+XSCTrade *eaTrader;
+
+//
+// Trade Handler Instance Class ...
+XSCXTradeHandler *eaTradeHandler;
+
 //
 // Event Handlers ...
 
@@ -90,7 +98,7 @@ int OnInit()
     drawPrefix = ShortName;
 
     //
-    // EventSetTimer(1);
+    EventSetTimer(5);
     // EventSetMillisecondTimer(100);
 
     //
@@ -120,7 +128,11 @@ void OnDeinit(const int reason)
     delete mCCHelper;
 
     //
-    // EventKillTimer();
+    delete eaTrader;
+    delete eaTradeHandler;
+
+    //
+    EventKillTimer();
 
     //
     Clean(strategies);
@@ -130,19 +142,14 @@ void OnDeinit(const int reason)
 // On Tick Handler ...
 void OnTick()
 {
-    //
     HandleStrategiesOnTick();
-
-    //
-    HandleTradeState();
 }
 
 //
 // On Timer ...
 void OnTimer()
 {
-    //
+    HandleTradeState();
-    // HandleStrategiesOnTick();
 }
 
 //
@@ -199,6 +206,14 @@ bool InitialEA()
         return result;
     }
 
+    //
+    // Create Trader Instance ...
+    eaTrader = new XSCTrade(
+        eaSlippage,
+        eaMagicNumber //
+    );
+    eaTradeHandler = new XSCXTradeHandler(eaTrader);
+
     //
     XSymbolParser symbolParser;
 
@@ -241,6 +256,7 @@ bool InitialEA()
                 eaR2R, // R2R ...
                 eaSlippage,
                 magicNumber,
+                true,      // Ignore Signal Execution
                 true,      // Use TP SL Point
                 false,     // Use Max
                 50,        // eaTPPoint, // TP
@@ -254,6 +270,7 @@ bool InitialEA()
             );
             eurusdTestStrategy.SetAlertLogAlerts(true);
             eurusdTestStrategy.SetAlertEnableAlerts(true);
+            eurusdTestStrategy.AddSignalEventHandler(OnSignalRecieved);
             RegisterStrategy(eurusdTestStrategy);
         }
     }
@@ -307,6 +324,67 @@ void HandleTradeState()
 {
     //
     // Implement All Trade States here ...
+    eaTradeHandler.UpdateData();    
+}
+
+//
+// All Signals from Strategies Comming Here for Execution or
+// Analyzing ...
+void OnSignalRecieved(XSignal &signal)
+{
+    //
+    ENUM_X_SIGNAL_EXECUTION_RESULT state;
+    bool isExecuted = eaTrader.ExecuteSignal(
+        signal,
+        state //
+    );
+
+    //
+    if (isExecuted)
+    {
+        //
+        // Find Executed Signal Deal History ...
+        XDeal deals[];
+        double commission = 0;
+        int dealsCount = eaTrader.GetDeals(
+            deals,
+            signal.symbol,
+            signal.provider,
+            signal.period,
+            NULL,
+            DEAL_ENTRY_IN //
+        );
+        if (IsValidSize(dealsCount))
+        {
+            //
+            for (int i = 0; i < dealsCount; i++)
+            {
+                //
+                XDeal iDeal = deals[i];
+                if (iDeal.positionId == signal.positionId)
+                {
+                    //
+                    commission = iDeal.commission;
+                    break;
+                }
+            }
+        }
+
+        //
+        // Add Signal to Trade Handler ...
+        eaTradeHandler.AddExecutedSignal(
+            signal,
+            commission //
+        );
+
+        //
+        string msg = (signal.type == POSITION_TYPE_BUY ? "Long" : "Short") +
+                     " Signal Provided by: " + signal.provider +
+                     " on: " + signal.symbol +
+                     " in: " + ToString(signal.period) +
+                     " Executed Successfully ...";
+        Print(msg);
+    }
 }
 
 //

Libraries/x-saherelm.xtrade.lib.mq5

@@ -3379,9 +3379,367 @@ struct XSymbolPositions
     //
 };
 
+//
+// an Structure for Holding Positions Data ...
+struct XTradeData
+{
+    //
+    datetime time;              // Issue Time (Open Position)
+    string symbol;              // Trading Symbol
+    double entry;               // Entry Price
+    double volume;              // Volume
+    string provider;            // Signaller
+    ENUM_TIMEFRAMES period;     // Trading Timeframe
+    ENUM_X_POSITION_TYPES type; // Position Type
+
+    //
+    ulong ticket;      // Position Ticket
+    double profit;     // Profit on Close
+    double commission; // Commission
+    double swap;       // Swap
+    string message;    // Close Reason
+    datetime endTime;  // End Time
+
+    //
+    // Constructor ...
+    void XTradeInfo()
+    {
+        Clean();
+    }
+
+    //
+    // Filling Trade Handler ...
+    bool Fill(XSignal &_signal)
+    {
+        //
+        bool result = false;
+
+        //
+        Clean();
+
+        //
+        // Check Signal Validation ...
+        result = _signal.IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        time = _signal.time;
+        symbol = _signal.symbol;
+        entry = _signal.entry;
+        volume = _signal.volume;
+        provider = _signal.provider;
+        period = _signal.period;
+        type = ToPositionType(_signal.type);
+
+        //
+        if (_signal.IsExecuted())
+        {
+            ticket = _signal.positionId;
+        }
+
+        //
+        return result;
+    }
+
+    //
+    // Filling Trade Handler ...
+    bool Fill(XPosition &_position)
+    {
+        //
+        bool result = false;
+
+        //
+        Clean();
+
+        //
+        // Check Signal Validation ...
+        result = _position.IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        time = _position.openAt;
+        symbol = _position.symbol;
+        entry = _position.entry;
+        volume = _position.volume;
+        provider = _position.provider;
+        period = _position.period;
+        type = ToPositionType(_position.type);
+
+        //
+        ticket = _position.ticket;
+
+        //
+        return result;
+    }
+
+    //
+    // Update Data ...
+    bool Update(XPosition &_position) {
+        //
+        bool result = false;
+
+        //
+        result = _position.IsValid();
+        if (!result) {
+            return result;
+        }
+
+        //
+        profit = _position.profit;
+        swap = _position.swap;
+
+        //
+        return result;
+    }
+
+    //
+    // Tools ...
+
+    //
+    // Cleanup ...
+    void Clean()
+    {
+        //
+        time = NULL;
+        type = NULL;
+        symbol = NULL;
+        period = NULL;
+        endTime = NULL;
+        message = NULL;
+        provider = NULL;
+
+        //
+        swap = 0;
+        entry = 0;
+        ticket = 0;
+        profit = 0;
+        volume = 0;
+        commission = 0;
+    }
+
+    //
+    // Validation ...
+    bool IsValid()
+    {
+        //
+        bool result = false;
+
+        //
+        result =
+            //
+            ticket > 0 &&
+            IsValid(time) &&
+            IsValid(symbol) &&
+            IsValid(period)
+            //
+            ;
+
+        //
+        return result;
+    }
+
+    //
+    // Retrieve Trade Data Age ...
+    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;
+    }
+
+    //
+    // Check Own of Trade Data ...
+    // based on Ticket ...
+    bool IsOwn(
+        ulong _ticket //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        result = _ticket == ticket;
+
+        //
+        return result;
+    }
+
+    //
+    // Check Own of Trade Data ...
+    // based on Symbol/Provider and Period ...
+    bool IsOwn(
+        string _symbol,
+        string _provider,
+        ENUM_TIMEFRAMES _period,
+        ENUM_X_POSITION_TYPES _type //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        result =
+            //
+            IsValid(_symbol) &&
+            IsValid(_period) &&
+            IsValid(_provider) &&
+            type != X_POSITION_TYPE_ALL &&
+            type != X_POSITION_TYPE_NONE &&
+            //
+            type == _type &&
+            period == _period &&
+            symbol == _symbol &&
+            provider == _provider
+            //
+            ;
+
+        //
+        return result;
+    }
+
+    //
+    // Data Collector ...
+
+    //
+    // Get Data File Name ...
+    string GetFileName()
+    {
+        //
+        string result = NULL;
+
+        //
+        if (!IsValid())
+        {
+            return result;
+        }
+
+        //
+        result =
+            //
+            symbol + "\\" +
+            ToString(type) + "\\" +
+            (profit >= 0 ? "Profit" : "Loss") +
+            ToString(ticket) + "_" +
+            ToString(period) + "_" +
+            ToFormatString(time)
+            //
+            ;
+
+        //
+        return result;
+    }
+
+    //
+    // Get Signal File Name ...
+    string GetSignalFileName()
+    {
+        //
+        string result = NULL;
+
+        //
+        result =
+            //
+            symbol + "\\" +
+            ToString(type) + "\\" +
+            provider + "_" +
+            ToFormatString(time)
+            //
+            ;
+
+        //
+        return result;
+    }
+
+    //
+    // Convert(s) To String Representation(s) ...
+    string ToString(
+        bool onlySignals = false //
+    )
+    {
+        //
+        string result = NULL;
+
+        //
+        int age = GetAge();
+
+        //
+        result =
+            //
+            (onlySignals ? "" : ToString("Ticket", ticket)) +
+            ToString("Symbol", symbol) +
+            ToString("Period", period) +
+            ToString("Entry", entry) +
+            ToString("Provider", provider) +
+            ToString("Type", ToString(type)) +
+            ToString("Time", time) +
+            (onlySignals
+                 ? ""
+                 :
+                 //
+                 "-------------" + "\n" +
+                     ToString("Volume", volume) +
+                     ToString("Profit", profit) +
+                     ToString("Commission", commission) +
+                     ToString("Swap", swap) +
+                     ToString("End Time", endTime) +
+                     ToString("Age", age) +
+                     ToString("Message", message)
+             //
+             ) +
+            //
+            ""
+            //
+            ;
+
+        //
+        return result;
+    }
+
+    //
+};
+
 //
 // TypeDefs ...
 
+//
+typedef void (*TOnSignal)(XSignal &signal);
+
 //
 typedef void (*TOnDealsChanged)(int count);
 

Strategies/x-saherelm.xtest.strategy.mq5

@@ -53,18 +53,19 @@ public:
     void XSCXTestStrategy(
         //
         // Base ...
-        string _symbol,                    // Trading Symbol
+        string _symbol,                      // Trading Symbol
-        ENUM_TIMEFRAMES _period,           // Trading TimeFrame
+        ENUM_TIMEFRAMES _period,             // Trading TimeFrame
-        double _volume,                    // Voluem
+        double _volume,                      // Voluem
-        double _r2r,                       // Risk/Reward Ratio
+        double _r2r,                         // Risk/Reward Ratio
-        int _slippage,                     // Trader Slippage
+        int _slippage,                       // Trader Slippage
-        long _magicNumber,                 // Trader Magic Number
+        long _magicNumber,                   // Trader Magic Number
-        bool _useTPSLAsPoint = false,      // Converts TP and SL by Provided Points
+        bool _ignoreSignalExecution = false, // Ignore Signal Execution
-        bool _forceMaxTPSLAsPoint = false, // Force Max TP and SL by Provided Points
+        bool _useTPSLAsPoint = false,        // Converts TP and SL by Provided Points
-        double _tpPoint = 0,               // TP As Point
+        bool _forceMaxTPSLAsPoint = false,   // Force Max TP and SL by Provided Points
-        double _slPoint = 0,               // SL As Point
+        double _tpPoint = 0,                 // TP As Point
-        bool _ignoreTP = false,            // TP set to 0
+        double _slPoint = 0,                 // SL As Point
-        bool _ignoreSL = false,            // SL set to 0
+        bool _ignoreTP = false,              // TP set to 0
+        bool _ignoreSL = false,              // SL set to 0
         bool _allowLong = true,
         bool _allowShort = true,
         int _maxAllowedLongs = 0,
@@ -75,6 +76,7 @@ public:
                             _r2r,
                             _slippage,
                             _magicNumber,
+                            _ignoreSignalExecution,
                             _useTPSLAsPoint,
                             _forceMaxTPSLAsPoint,
                             _tpPoint,