last works ...

2024-06-14 05:39:49 +03:30
parent a525a2e2cd
commit e12f7f72c5
7 changed files with 655 additions and 97 deletions
@@ -1825,6 +1825,12 @@ public:
        return mTrader.GetMagicNumber();
    }

+    //
+    double GetDrawdownPercent()
+    {
+        return mDrawdownPercent;
+    }
+
    //
    void AddOnSignalEventHandler(TOnSignal handler)
    {
@@ -1836,9 +1842,66 @@ public:
    }

    //
-    double GetDrawdownPercent()
+    double MinRequiredProfitPerTrade()
    {
-        return mDrawdownPercent;
+        return mMinRequiredProfitPerTrade;
+    }
+
+    //
+    void MinRequiredProfitPerTrade(double value)
+    {
+        //
+        if (value < 0)
+        {
+            value = 0;
+        }
+
+        //
+        mMinRequiredProfitPerTrade = value;
+    }
+
+    //
+    double MinRequiredProfitPerVolumeFactor()
+    {
+        return mMinRequiredProfitPerVolumeFactor;
+    }
+
+    //
+    void MinRequiredProfitPerVolumeFactor(double value)
+    {
+        //
+        if (value < 0)
+        {
+            value = 0;
+        }
+
+        //
+        if (value > 0 && value < 0.01)
+        {
+            value = 0.01;
+        }
+
+        //
+        mMinRequiredProfitPerVolumeFactor = value;
+    }
+
+    //
+    int RestingAfterHedge()
+    {
+        return mRestingAfterHedge;
+    }
+
+    //
+    void RestingAfterHedge(int value)
+    {
+        //
+        if (value < 0)
+        {
+            value = 0;
+        }
+
+        //
+        mRestingAfterHedge = value;
    }

    //
@@ -1897,6 +1960,9 @@ public:
        //
        HandleProfitManageMent();

+        //
+        SyncSupports();
+
        //
        // First Check For Any Guard Actions ...
        // then Handle Guards if Provided ...
@@ -2892,6 +2958,186 @@ protected:
        }
    }

+    //
+    // Search Positions and Remove
+    // non Exists Positions Support Orders ...
+    void SyncSupports()
+    {
+        //
+        XOrder orders[];
+        int ordersCount = mTrader.GetOrders(
+            orders,
+            NULL,                // All Symbols ...
+            NULL,                // All Providers ...
+            NULL,                // All Periods ...
+            X_POSITION_TYPE_ALL, // All Types ...
+            ORDER_STATE_PLACED,  // Placed Untriggered Orders ...
+            true                 // Filter by Magic ...
+        );
+        if (!IsValidSize(ordersCount))
+        {
+            return;
+        }
+
+        //
+        XPosition positions[];
+        int positionsCount = mTrader.GetPositions(
+            positions //
+        );
+        if (!IsValidSize(positions))
+        {
+            //
+            mTrader.CancelOrders(orders);
+            return;
+        }
+
+        //
+        XOrder mustCancel[];
+        for (int i = 0; i < ordersCount; i++)
+        {
+            //
+            XOrder iOrder = orders[i];
+
+            //
+            // Check Order is Support or not ...
+            ulong iParentTicket = ExtractSupportedTicket(iOrder.comment);
+            if (iParentTicket <= 0)
+            {
+                continue;
+            }
+
+            //
+            // We Sure it is support Order ...
+            XPosition parent;
+            bool isParentExists = mTrader.GetPosition(
+                iParentTicket,
+                parent //
+            );
+            if (!isParentExists)
+            {
+                //
+                AddRef(
+                    iOrder,
+                    mustCancel //
+                );
+            }
+        }
+
+        //
+        int mustCancelCount = ArraySize(mustCancel);
+        if (!IsValidSize(mustCancelCount))
+        {
+            return;
+        }
+
+        //
+        mTrader.CancelOrders(mustCancel);
+    }
+
+    //
+    // Hedging ...
+
+    //
+    // Check Required Properties Setted for Hedge or not ...
+    bool AllowHedge()
+    {
+        //
+        bool result = false;
+
+        //
+        result =
+            //
+            mMinRequiredProfitPerTrade > 0 &&
+            mMinRequiredProfitPerVolumeFactor > 0
+            //
+            ;
+
+        //
+        return result;
+    }
+
+    //
+    // Check Hedge Conditions is Happens or not ...
+    // if true doing Hedge ...
+    bool DoEQMHedge()
+    {
+        //
+        bool result = false;
+
+        //
+        result = AllowHedge();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        XPosition positions[];
+        int positionsCount = mTrader.GetPositions(positions);
+        result = IsValidSize(positions);
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        // Check At Least One Support Positions Open For Hedging ...
+        XPosition supports[];
+        int supportsCount = ExtractSupportPositions(
+            positions,
+            supports //
+        );
+        result = IsValidSize(supportsCount);
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        double profits = SpecifiedCalculatePositionsProfit(positions);
+        double requiredProfit = SpecifiedCalculateRequiredProfitForHedge(
+            positions,
+            mMinRequiredProfitPerTrade,
+            mMinRequiredProfitPerVolumeFactor //
+        );
+
+        //
+        result = profits >= requiredProfit;
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        string comment = XEQMSupportToken + " Hedge ...";
+
+        //
+        int closed = mTrader.Close(
+            positions,
+            comment //
+        );
+        result = IsValidSize(closed);
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        string message = XEQMSupportToken + " Hedge: " + ToString(profits) + " ...";
+
+        //
+        Alert(message);
+
+        //
+        if (mRestingAfterHedge > 0)
+        {
+            Sleep(mRestingAfterHedge * 1000);
+        }
+
+        //
+        return result;
+    }
+
    //
    // Guards ...

@@ -3447,6 +3693,11 @@ private:
    //
    // Props ...

+    //
+    int mRestingAfterHedge;                   // Resting Bars After Hedge
+    double mMinRequiredProfitPerTrade;        // Minimum Required Profit for Hedging
+    double mMinRequiredProfitPerVolumeFactor; // Minimum Required Profit for Hedging Per Velume
+
    //
    // Signal Event Listeners ...
    TOnSignal mOnSignalEventHandlers[];