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saherelm
2024-06-26 18:04:28 +03:30
parent 2e365b2bc2
commit f048bd3d37
4 changed files with 814 additions and 165 deletions
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Libraries/x-saherelm.xtrade.lib.mq5
+291 -16
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@@ -637,12 +637,12 @@ struct XPosition
//
// Check Items Passed Specific Filters or not ...
bool IsFiltersPassed(
string mSymbol = NULL, // Trading Symbol
string mProvider = NULL, // Signal Provider
ENUM_TIMEFRAMES mPeriod = NULL, // Trading Timeframe
string mSymbol = NULL, // Trading Symbol
string mProvider = NULL, // Signal Provider
ENUM_TIMEFRAMES mPeriod = NULL, // Trading Timeframe
ENUM_X_POSITION_TYPES mType = NULL, // Long (Buy), Short (Sell)
ulong mMagic = NULL, // Magic Number
bool mFilterByMagic = true // Get Only Self Open Positions
ulong mMagic = NULL, // Magic Number
bool mFilterByMagic = true // Get Only Self Open Positions
)
{
//
@@ -1922,13 +1922,13 @@ struct XOrder
//
// Check Items Passed Specific Filters or not ...
bool IsFiltersPassed(
string mSymbol = NULL, // Trading Symbol
string mProvider = NULL, // Signal Provider
ENUM_TIMEFRAMES mPeriod = NULL, // Trading Timeframe
string mSymbol = NULL, // Trading Symbol
string mProvider = NULL, // Signal Provider
ENUM_TIMEFRAMES mPeriod = NULL, // Trading Timeframe
ENUM_X_POSITION_TYPES mType = NULL, // Long (Buy), Short (Sell)
ENUM_ORDER_STATE mState = NULL, // Order State
ulong mMagic = NULL, // Magic Number
bool mFilterByMagic = true // Get Only Self Open Positions
ENUM_ORDER_STATE mState = NULL, // Order State
ulong mMagic = NULL, // Magic Number
bool mFilterByMagic = true // Get Only Self Open Positions
)
{
//
@@ -2476,7 +2476,7 @@ struct XGuard
string symbol; // Trading Symbol ...
string provider; // Signal Provider ...
ENUM_TIMEFRAMES period; // Trading Timeframe ...
ENUM_X_POSITION_TYPES type; // Position Type ...
ENUM_X_POSITION_TYPES type; // Position Type ...
ENUM_X_GUARD_ACTIONS action; // Which Action to Do ...
//
@@ -2496,11 +2496,11 @@ struct XGuard
//
// Global Initializer ...
bool Init(
string mSymbol, // Trading Symbol ...
ENUM_TIMEFRAMES mPeriod, // Trading Timeframe ...
ENUM_X_GUARD_ACTIONS mAction, // Which Action to Do ...
string mSymbol, // Trading Symbol ...
ENUM_TIMEFRAMES mPeriod, // Trading Timeframe ...
ENUM_X_GUARD_ACTIONS mAction, // Which Action to Do ...
ENUM_X_POSITION_TYPES mType = NULL, // Position Type ...
string mProvider = NULL, // Signal Provider ...
string mProvider = NULL, // Signal Provider ...
double mDblPayLoad = NULL,
string mStrPayload = NULL //
)
@@ -2773,6 +2773,161 @@ struct XTrail
}
};
//
struct XSymbolPositions
{
//
string symbol;
//
double profit;
double longsProfit;
double shortsProfit;
//
double volume;
double longsVolume;
double shortsVolume;
//
double requiredProfitForHedge;
//
XPosition longs[];
XPosition shorts[];
XPosition positions[];
//
XSymbolPositions()
{
Clean();
}
//
bool Update(
double mMinProfitPerTrade,
double mMinProfitPerVolumeFactor //
)
{
//
bool result = false;
//
bool hasChild = HasChild();
if (!hasChild)
{
return result;
}
//
// Extract Types ...
ExtractPositions(
positions,
longs,
shorts //
);
//
int numOfLongs = 0;
int numOfShorts = 0;
CountPositions(
positions,
numOfLongs,
longsProfit,
longsVolume,
numOfShorts,
shortsProfit,
shortsVolume //
);
//
profit = longsProfit + shortsProfit;
volume = longsVolume + shortsVolume;
requiredProfitForHedge = SpecifiedCalculateRequiredProfitForHedge(
positions,
mMinProfitPerTrade,
mMinProfitPerVolumeFactor //
);
//
return result;
}
//
// Tools ...
//
// Cleanup ...
void Clean()
{
//
symbol = NULL;
//
profit = 0;
longsProfit = 0;
shortsProfit = 0;
//
volume = 0;
longsVolume = 0;
shortsVolume = 0;
//
requiredProfitForHedge = 0;
//
Clean(longs);
Clean(shorts);
Clean(positions);
}
//
// Validate ...
bool IsValid()
{
//
bool result = false;
//
result = IsValid(symbol);
//
return result;
}
//
// Has Child ...
bool HasChild()
{
//
bool result = false;
//
result = IsValid();
if (!result)
{
return result;
}
//
int count = Count();
result = IsValidSize(count);
//
return result;
}
//
// Count ...
int Count()
{
return ArraySize(positions);
}
//
};
//
// TypeDefs ...
@@ -4646,6 +4801,126 @@ void ExtractPositions(
}
}
//
int FindSymbolIndex(
string mSymbol,
XSymbolPositions &mItems[] //
)
{
//
int result = -1;
//
if (!IsValid(mSymbol))
{
return result;
}
//
int count = ArraySize(mItems);
if (!IsValidSize(count))
{
return result;
}
//
for (int i = 0; i < count; i++)
{
//
XSymbolPositions iItem = mItems[i];
//
if (iItem.symbol == mSymbol)
{
//
result = i;
break;
}
}
//
return result;
}
//
int ExtractSymbolPositions(
XPosition &positions[],
XSymbolPositions &items[], // Holds Result
double mMinProfitPerTrade,
double mMinProfitPerVolumeFactor //
)
{
//
int result = 0;
//
int positionsCount = ArraySize(positions);
if (!IsValidSize(positionsCount))
{
return result;
}
//
Clean(items);
//
for (int i = 0; i < positionsCount; i++)
{
//
XPosition iPosition = positions[i];
//
if (!iPosition.IsValid())
{
continue;
}
//
int itemIDX = FindSymbolIndex(
iPosition.symbol,
items //
);
if (!IsValidIndex(itemIDX))
{
//
// Add New One ...
XSymbolPositions item;
item.symbol = iPosition.symbol;
//
AddRef(
item,
items //
);
itemIDX = FindSymbolIndex(iPosition.symbol, items);
}
//
AddRef(
iPosition,
items[itemIDX].positions //
);
}
//
result = ArraySize(items);
if (IsValidSize(result))
{
//
for (int i = 0; i < result; i++)
{
//
items[i].Update(
mMinProfitPerTrade,
mMinProfitPerVolumeFactor //
);
}
}
//
return result;
}
//
// Custom Drawings ...
bool DrawTrendState(