last ...

Experts/x-saherelm.xcaea.ea.mq5

@@ -35,9 +35,30 @@
 //
 // Common ...
 input group "Common";
-input long eaMagicNumber = 78692110; // Magic Number
+input long eaMagicNumber = 78692110;                // Magic Number
-input int eaSlippage = 10;           // Slippgae
+input int eaSlippage = 10;                          // Slippgae
-input string eaLogSuffix = "";       // Log Suffix
+input string eaLogSuffix = "";                      // Log Suffix
+input ENUM_TIMEFRAMES eaAnalysisPeriod = PERIOD_H1; // Analysis Period
+
+//
+// Symbols ...
+//
+// -------------------------------------------------------
+// eaSymbols:
+// ----------
+// - if EMPTY use Current Symbol;
+// - for Multi Symbol use Comma Separated Symbols:
+// EURUSDb,XAUUSDb
+//
+// eaSymbolSessions:
+// ------------------
+// - if EMPTY use WHOLE Times;
+// - for each Symbol use Comma Separated:
+// (Name,[hh:mm],[hh:mm]),
+// -------------------------------------------------------
+input group "Symbols";
+input string eaSymbols = "EURUSDb,XAUUSDb"; // Symbols Description
+input string eaSymbolSessions = "()";       // Symbols Sessions
 
 //
 // Volume ...
@@ -60,8 +81,6 @@ input ENUM_XCAEA_TRADE_RESTRICTION_PERIOD eaRestrictionsPeriod = XCAEA_TRADE_RES
 input int eaMaxAllowedTPs = 2;                                                                   // Max Allowed TP(s) per Day
 input int eaMaxAllowedSLs = 2;                                                                   // Max Allowed SL(s) per Day
 input int eaMaxAllowedTrades = 3;                                                                // Max Allowed Trades per Day
-input string eaSessionStartTime = "";                                                            // Trade Start Time
-input string eaSessionEndTime = "";                                                              // Trade End Time
 input int eaMaxAllowedPositions = 5;                                                             // Max Allowed Same Time Trades
 input double eaMaxAllowedSpread = 25;                                                            // Max Allowed Spread For Trade
 input double eaMaxAllowedDrawdownFactor = 0.3;                                                   // Max Allowed DrawDown for Trade
@@ -97,7 +116,7 @@ XCTrade *eaTrade;
 XSignal eaSignal;
 XCVolume *eaVolume;
 XTimeTracker eaTimeTracker;
-XCXCAEASignaller *eaSignaller;
+XCXCAEASignaller *eaSignallers[];
 XCXCAEATradeManager *eaTradeManager;
 XCAEAStrategyConditions eaConditions;
 
@@ -159,19 +178,27 @@ void OnDeinit(const int reason)
     // REASON_CLOSE 9 Terminal closed
 
     //
-    eaSignaller.DeInit();
 
     //
     ZeroMemory(eaAlert);
     ZeroMemory(eaTrade);
     ZeroMemory(eaVolume);
-    ZeroMemory(eaSignaller);
 
     //
     eaSignal.Clean();
     eaConditions.Clean();
     eaTimeTracker.Clean();
 
+    //
+    int count = ArraySize(eaSignallers);
+    for (int i = 0; i < count; i++)
+    {
+        //
+        eaSignallers[i].DeInit();
+        ZeroMemory(eaSignallers[i]);
+    }
+    Clean(eaSignallers);
+
     //
     DestroyTimer();
 }
@@ -199,6 +226,7 @@ void OnTick()
     //
     double r2r = 4;
     string provider = "XCAEA";
+    datetime cTime = TimeCurrent();
     ENUM_POSITION_TYPE type = POSITION_TYPE_BUY;
     ENUM_X_ORDER_MODES mode = X_ORDER_MODE_MARKET;
 
@@ -207,191 +235,204 @@ void OnTick()
     bool hasShort = false;
 
     //
-    // Start Calculations ...
+    // Checking Signallers ...
-
+    has = HasChild(eaSignallers);
-    //
-    // Retrieve Common Data ...
-    string symbol = eaSignaller.GetSymbol();
-    ENUM_TIMEFRAMES period = eaSignaller.GetPeriod();
-
-    //
-    datetime cTime = TimeCurrent();
-
-    //
-    // Required Value For SL/TP Calculations ...
-    double points = GetPoints(symbol);
-    double pip = GetPipPrice(symbol);
-    double pip2 = 2 * pip;
-
-    //
-    has = eaSignaller.DetectSignalSetup(
-        r2r,
-        300 // Max Allowed SL Distance ...
-    );
-    if (has)
-    {
-        //
-        count = eaSignaller
-                    .AddConditionsIfNotExists();
-
-        //
-        eaSignaller.mConditions.Clean();
-    }
-
-    //
-    // Check Setuped Conditions Exists ...
-    count = ArraySize(eaSignaller.mConditionsCollection);
-    has = IsValidSize(count);
     if (!has)
     {
         return;
     }
 
     //
-    for (int i = 0; i < count; i++)
+    int signallersCount = ArraySize(eaSignallers);
+    for (int is = 0; is < signallersCount; is++)
     {
         //
-        has = eaSignaller
+        // Start Calculations ...
-                  .DetectSignalTrigger(eaSignaller
-                                           .mConditionsCollection[i]);
 
         //
-        // If Triggered ...
+        // Retrieve Common Data ...
+        string symbol = eaSignallers[is].GetSymbol();
+        ENUM_TIMEFRAMES period = eaSignallers[is].GetPeriod();
+
+        //
+        // Required Value For SL/TP Calculations ...
+        double points = GetPoints(symbol);
+        double pip = GetPipPrice(symbol);
+        double pip2 = 2 * pip;
+
+        //
+        // Detect Signal Setups ...
+        has = eaSignallers[is].DetectSignalSetup(
+            r2r,
+            300 // Max Allowed SL Distance ...
+        );
         if (has)
         {
             //
-            idx = i;
+            count = eaSignallers[is]
-            eaConditions = eaSignaller.mConditionsCollection[i];
+                        .AddConditionsIfNotExists();
-            break;
+
+            //
+            eaSignallers[is].mConditions.Clean();
         }
 
         //
-        // Check Condition Validation ...
+        // Check Setuped Conditions Exists ...
-        has = eaSignaller.mConditionsCollection[i].IsValid() &&
+        count = ArraySize(eaSignallers[is].mConditionsCollection);
-              eaSignaller.mConditionsCollection[i].IsSetuped();
+        has = IsValidSize(count);
         if (!has)
         {
-            idx = i;
+            continue;
         }
-    }
 
-    //
-    // Remove Setuped Condition if  provided IDX ...
-    has = IsValidIndex(idx);
-    if (has)
-    {
         //
-        ArrayRemove(
+        // Loop through Setuped Conditions for
-            eaSignaller.mConditionsCollection,
+        // Validating or Looking up Triggers ...
-            idx,
+        for (int i = 0; i < count; i++)
-            1 //
+        {
+            //
+            // Check Signal Triggered or not ...
+            has = eaSignallers[is]
+                      .DetectSignalTrigger(eaSignallers[is]
+                                               .mConditionsCollection[i]);
+
+            //
+            // If Triggered ...
+            if (has)
+            {
+                //
+                idx = i;
+                eaConditions = eaSignallers[is].mConditionsCollection[i];
+                break;
+            }
+
+            //
+            // Check Condition Validation ...
+            has = eaSignallers[is].mConditionsCollection[i].IsValid() &&
+                  eaSignallers[is].mConditionsCollection[i].IsSetuped();
+            if (!has)
+            {
+                idx = i;
+            }
+        }
+
+        //
+        // Remove Setuped Condition if  provided IDX ...
+        has = IsValidIndex(idx);
+        if (has)
+        {
+            //
+            ArrayRemove(
+                eaSignallers[is].mConditionsCollection,
+                idx,
+                1 //
+            );
+        }
+
+        //
+        // Check EA Conditions is Valid or not ...
+        has = eaConditions.IsSetuped() &&
+              eaConditions.CanTrigger();
+        if (!has)
+        {
+            //
+            eaSignal.Clean();
+            eaConditions.Clean();
+
+            //
+            continue;
+        }
+
+        //
+        // Setting Time to Conditions ...
+        eaConditions.time = cTime;
+        has = ToPositionType(
+            type,
+            eaConditions.type //
         );
-    }
+        if (!has)
+        {
+            //
+            eaSignal.Clean();
+            eaConditions.Clean();
+
+            //
+            continue;
+        }
 
-    //
-    // Check EA Conditions is Valid or not ...
-    has = eaConditions.IsSetuped() &&
-          eaConditions.CanTrigger();
-    if (!has)
-    {
         //
-        eaConditions.Clean();
+        // Checking Trigger Direction ...
-        return;
+        hasLong = eaConditions.HasBullishSignal();
-    }
+        hasShort = eaConditions.HasBearishSignal();
+        has = hasLong ||
+              hasShort;
+        if (!has)
+        {
+            //
+            eaSignal.Clean();
+            eaConditions.Clean();
+
+            //
+            continue;
+        }
+
+        //
+        // Preparing Signal ...
+        eaSignal.mode = mode;
+        eaSignal.type = type;
+        eaSignal.entry = GetEntry(
+            eaConditions.symbol,
+            eaConditions.dir //
+        );
+        eaSignal.provider = provider;
+        eaSignal.sl = eaConditions.sl;
+        eaSignal.tp = eaConditions.tp;
+        eaSignal.volume = X_MIN_VOLUME;
+        eaSignal.time = eaConditions.time;
+        eaSignal.symbol = eaConditions.symbol;
+        eaSignal.period = eaConditions.period;
+        eaSignal.partialCloseOnTPLevel = eaConditions.partialCloseOnTPLevel;
+        eaSignal.partialCloseMultiplier = eaConditions.partialCloseMultiplier;
+
+        //
+        Copy(
+            eaConditions.targets,
+            eaSignal.targets //
+        );
+
+        //
+        // Validate Signal ...
+        has = eaSignal.IsValid();
+        if (!has)
+        {
+            //
+            eaSignal.Clean();
+            eaConditions.Clean();
+
+            //
+            continue;
+        }
+
+        //
+        // Handle Volume Management ...
+        double iVolume = eaVolume.CalculateVolume(eaSignal);
+        if (iVolume > X_MIN_VOLUME &&
+            iVolume != eaSignal.volume)
+        {
+            eaSignal.volume = iVolume;
+        }
+
+        //
+        // Execute Signal ...
+        has = eaTradeManager.Execute(
+            eaSignal,
+            eaConditions //
+        );
 
-    //
-    // Setting Time to Conditions ...
-    eaConditions.time = cTime;
-    has = ToPositionType(
-        type,
-        eaConditions.type //
-    );
-    if (!has)
-    {
         //
         eaSignal.Clean();
         eaConditions.Clean();
-
-        //
-        return;
     }
-
-    //
-    // Checking Trigger Direction ...
-    hasLong = eaConditions.HasBullishSignal();
-    hasShort = eaConditions.HasBearishSignal();
-    has = hasLong ||
-          hasShort;
-    if (!has)
-    {
-        //
-        eaSignal.Clean();
-        eaConditions.Clean();
-
-        //
-        return;
-    }
-
-    //
-    // Preparing Signal ...
-    //
-    eaSignal.mode = mode;
-    eaSignal.type = type;
-    eaSignal.entry = GetEntry(
-        eaConditions.symbol,
-        eaConditions.dir //
-    );
-    eaSignal.provider = provider;
-    eaSignal.sl = eaConditions.sl;
-    eaSignal.tp = eaConditions.tp;
-    eaSignal.volume = X_MIN_VOLUME;
-    eaSignal.time = eaConditions.time;
-    eaSignal.symbol = eaConditions.symbol;
-    eaSignal.period = eaConditions.period;
-    eaSignal.partialCloseOnTPLevel = eaConditions.partialCloseOnTPLevel;
-    eaSignal.partialCloseMultiplier = eaConditions.partialCloseMultiplier;
-
-    //
-    Copy(
-        eaConditions.targets,
-        eaSignal.targets //
-    );
-
-    //
-    has = eaSignal.IsValid();
-    if (!has)
-    {
-        //
-        eaSignal.Clean();
-        eaConditions.Clean();
-        return;
-    }
-
-    //
-    // Handle Volume Management ...
-    double iVolume = eaVolume.CalculateVolume(eaSignal);
-    if (iVolume > X_MIN_VOLUME &&
-        iVolume != eaSignal.volume)
-    {
-        eaSignal.volume = iVolume;
-    }
-
-    //
-    // Draw Signal ...
-
-    //
-    // Execute Signal ...
-
-    //
-    // eaSignal.sl = 0;
-    has = eaTradeManager.Execute(
-        eaSignal,
-        eaConditions //
-    );
-
-    //
-    eaSignal.Clean();
-    eaConditions.Clean();
 }
 
 //
@@ -673,32 +714,116 @@ void InitRequirements()
             eaMaxAllowedTrades //
         );
 
+    //
+    InitSymbolSessions();
+
+    //
+}
+
+/**
+ * Initial Symbols and Active Sessions of EA ...
+ */
+void InitSymbolSessions()
+{
+    //
+    string symbols[];
+    string sessions[];
+    string iSymbol = NULL;
+    XCXCAEASignaller *iSignaller;
+
+    //
+    // Parse Symbols ...
+    int symbolsCount = 0;
+    bool isMultiSymbol = IsValid(eaSymbols);
+    if (isMultiSymbol)
+    {
+        //
+        symbolsCount = SplitContent(
+            symbols,
+            eaSymbols //
+        );
+        isMultiSymbol = IsValidSize(symbolsCount);
+    }
+    if (!isMultiSymbol)
+    {
+        //
+        Add(
+            _Symbol,
+            symbols //
+        );
+
+        //
+        symbolsCount = 1;
+    }
+
+    //
+    // Parse Sessions ...
+    int sessionsCount = 0;
+    bool hasSession = IsValid(eaSymbolSessions);
+    if (hasSession)
+    {
+        //
+        sessionsCount = SplitContent(
+            sessions,
+            eaSymbolSessions //
+        );
+    }
+
+    //
+    // Setting Up Symbols ...
+
+    //
+    for (int i = 0; i < symbolsCount; i++)
+    {
+        //
+        iSymbol = symbols[i];
+
+        //
+        // EA Signaller ...
+        iSignaller = new XCXCAEASignaller(
+            iSymbol,
+            _Period,
+            eaAnalysisPeriod // Analysing Period ...
+        );
+
+        //
+        Add(
+            iSignaller,
+            eaSignallers //
+        );
+
+        //
+        ZeroMemory(iSignaller);
+    }
+
+    //
+    // Setting Up Sessions ...
+    if (hasSession)
+    {
+        //
+    }
+
     //
     // Setting Sessions ...
-    eaTradeManager
+    // eaTradeManager
-        .SetTradeSession(
+    //     .SetTradeSession(
-            _Symbol,
+    //         _Symbol,
-            "01:30",        // Start ...
+    //         "01:30",        // Start ...
-            "14:25",        // End ...
+    //         "14:25",        // End ...
-            "XSaherSession" // Name ...
+    //         "XSaherSession" // Name ...
-        );
+    //     );
-    eaTradeManager
+    // eaTradeManager
-        .SetTradeSession(
+    //     .SetTradeSession(
-            _Symbol,
+    //         _Symbol,
-            "19:30",        // Start ...
+    //         "19:30",        // Start ...
-            "11:30",        // End ...
+    //         "11:30",        // End ...
-            "XSaherSession" // Name ...
+    //         "XSaherSession" // Name ...
-        );
+    //     );
-
-    //
-    // EA Signaller ...
-    eaSignaller = new XCXCAEASignaller(
-        _Symbol,
-        _Period,
-        PERIOD_H1 // Analysing Period ...
-    );
 
     //
+    Clean(symbols);
+    Clean(sessions);
+    ZeroMemory(iSignaller);
 }
 
 /**