/////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 Class Library // ---------------------------------------------- // Name: XCXTradeManager // Description: provides all Trade Management requirements ... // // // Maintainer: // ------------ // Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) // ////////////////////////////////////////////////////// // // Global Properties ... #property library #property copyright "Copyright 2023, SaherElm IT Center" #property link "https://www.saherelm.ir" #property version "1.00" #property strict // // Imports ... #include "../Classes/x-saherelm.x-alert.class.mq5" #include "../Classes/x-saherelm.x-data.collector.class.mq5" #include "../Classes/x-saherelm.x-guard.class.mq5" #include "../Classes/x-saherelm.x-trade.class.mq5" // // Implementation ... class XCTradeManager : public XCBase { // // Public ... public: // // Props ... XCAlert *alert; XCGuard *guard; XCTrade *trader; XTimeTracker timeTracker; XCDataCollector *collector; // // Constructor ... XCTradeManager( XCAlert *_alert, XCTrade *_trader, XCGuard *_guard // ) { // alert = _alert; guard = _guard; trader = _trader; // allowTrade = true; allowLongs = true; allowShorts = true; // forceCloseAt = NULL; isForceCloseAtTime = false; // maxAllowedTPs = 0; maxAllowedSLs = 0; maxAllowedTrades = 0; restrictionsPeriod = XTRADE_RESTRICATION_NONE; // reportTrades = true; reportSignals = true; reportProtector = true; reportAfterTradesBalance = true; // SaveTrades(false); // collector = new XCDataCollector(); // // Setting Collector Path ... string mPath = (IsValid(alert.GetPrefix()) ? alert.GetPrefix() + "\\" : "") + trader.mAccount.GetCompany(); collector.Path(mPath); } // // Deconstructor ... ~XCTradeManager() { // Clean(trades); // timeTracker.Clean(); // ZeroMemory(alert); ZeroMemory(trader); // delete collector; ZeroMemory(collector); } // // Properties ... // bool SaveTrades() { return mSaveTrades; } // void SaveTrades(bool value) { mSaveTrades = value; } // bool SaveSignals() { return mSaveSignals; } // void SaveSignals(bool value) { mSaveSignals = value; } // bool SaveWins() { return mSaveWins; } // void SaveWins(bool value) { mSaveWins = value; } // bool SaveLosts() { return mSaveLosts; } // void SaveLosts(bool value) { mSaveLosts = value; } // bool SaveRestrictions() { return mSaveRestrictions; } // void SaveRestrictions(bool value) { mSaveRestrictions = value; } // // Setter(s) ... // void SetForceCloseTradesAt( string _forceCloseAt // ) { forceCloseAt = _forceCloseAt; } // void SetTradeSession( string symbol, string start, string end, string name = NULL // ) { // // Validate Args ... bool has = IsValid(end) && IsValid(start) && IsValid(symbol); if (!has) { return; } // // Create Session ... // XTradeSession session; // session.end = end; session.name = name; session.start = start; // int sessionIDX = -1; has = FindSymbolSession( sessionIDX, symbol // ); // if (!has) { // // Add New Symbol Session ... // XSymbolSessions iSymbolSession; iSymbolSession.symbol = symbol; // AddTradingSession( session, iSymbolSession // ); // AddRef( iSymbolSession, sessions // ); // iSymbolSession.Clean(); } else { // // Update Trading Sessions of Exists Symbol Session ... AddTradingSession( session, sessions[sessionIDX] // ); } // // Cleanup Resources ... session.Clean(); } // void SetTradeReports( bool _reportTrades, bool _reportSignals, bool _reportProtector, bool _reportRestrictions, bool _reportAfterTradesBalance // ) { // reportTrades = _reportTrades; reportSignals = _reportSignals; reportProtector = _reportProtector; reportRestrictions = _reportRestrictions; reportAfterTradesBalance = _reportAfterTradesBalance; } // void SetTradePermissions( bool _allowTrade, bool _allowLongs, bool _allowShorts // ) { // allowTrade = _allowTrade; allowLongs = _allowLongs; allowShorts = _allowShorts; } // void SetTradeRestrictions( ENUM_XTRADE_RESTRICTION_PERIOD _period, int _maxAllowedTPs, int _maxAllowedSLs, int _maxAllowedTrades // ) { // // Normalizing Args ... _maxAllowedTPs = NormalizeInt(_maxAllowedTPs, 0); _maxAllowedSLs = NormalizeInt(_maxAllowedSLs, 0); _maxAllowedTrades = NormalizeInt(_maxAllowedTrades, 0); // restrictionsPeriod = _period; maxAllowedTPs = _maxAllowedTPs; maxAllowedSLs = _maxAllowedSLs; maxAllowedTrades = _maxAllowedTrades; } // // Tools and Helpers ... /** * Do All Position Managing Senaros ... */ void Manage() { // // Handle Restrictions ... HandleRestrictions(); // // Check Contains Trades for Managing ... bool has = HasChild(trades); if (!has) { return; } // // Update Required Infos of Trades ... int count = ArraySize(trades); for (int i = 0; i < count; i++) { // has = trades[i].IsExecuted() && !trades[i].IsFinalized(); if (!has) { continue; } // XPosition iPosition; has = trader.GetPosition( trades[i].positionID, iPosition // ); if (!has) { continue; } // // Update Trade Data ... trades[i].swap = iPosition.swap; trades[i].profit = iPosition.profit; } // // Do Trade Protection ... Protect(); } /** * Do All Position Protection Here ... */ void Protect() { // string prefix = "Protector: "; int targetDistance = 5; // bool has = HasChild(trades); if (!has) { return; } // XPosition ownPosition[]; XPosition ownLongPosition[]; XPosition ownShortPosition[]; // int count = ArraySize(trades); for (int i = 0; i < count; i++) { // has = trades[i].IsExecuted() && !trades[i].IsFinalized(); if (!has) { continue; } // XPosition iPosition; has = trader.GetPosition( trades[i].positionID, iPosition // ); if (!has) { continue; } // AddRef( iPosition, ownPosition // ); // if (IsLong(iPosition.type)) { // AddRef( iPosition, ownLongPosition // ); } else { // AddRef( iPosition, ownShortPosition // ); } } // has = HasChild(ownPosition); if (!has) { // Clean(ownPosition); Clean(ownLongPosition); Clean(ownShortPosition); // return; } // double swapSum = 0; double profitSum = 0; double commissionSum = 0; // // Calculate Required Data On Collection ... count = ArraySize(ownPosition); for (int i = 0; i < count; i++) { // XPosition iPosition = ownPosition[i]; // swapSum += iPosition.swap; profitSum += iPosition.profit; commissionSum += iPosition.commission; } // // Do Collection Protectiong ... // // Check Force Close ... if (IsValid(forceCloseAt)) { // datetime forceCloseTime = ParseDateTimeFromTimeString(forceCloseAt); bool canForceClose = IsTimeInRange( TimeCurrent(), forceCloseTime // ) && !isForceCloseAtTime; if (canForceClose) { // isForceCloseAtTime = HandleForceCloseTrades(ownPosition); // // Prevent Moving Forward ... return; } } // // Do Signle Protections ... for (int i = 0; i < count; i++) { // // Select Position ... XPosition iPosition = ownPosition[i]; int idx = -1; has = HasTrade( idx, iPosition.ticket // ); if (!has) { continue; } // bool isLong = IsLong(iPosition.type); double points = GetPoints(iPosition.symbol); // // Handle RF On Targets ... if (iPosition.profit > 0) { // // Handle Risk Free On Targets ... XTarget targets[]; Copy( trades[idx].signal.targets, targets // ); int targetsCount = ArraySize(targets); has = IsValidSize(targetsCount); if (has) { // for (int j = 0; j < targetsCount; j++) { // XTarget jTarget = targets[j]; // int appliedTargetIDX = -1; // // Check Target is Applied Before or Not ... has = !trades[idx].signal.isTargetApplied ? true : trades[idx].signal.appliedTargetIDX < j; if (!has) { continue; } // // Check Traget Validation ... has = iPosition.sl == 0 ? true : isLong ? iPosition.sl < jTarget.target : iPosition.sl > jTarget.target; if (!has) { continue; } // double targetDelta = isLong ? jTarget.target + (targetDistance * points) : jTarget.target - (targetDistance * points); // // Can Risk Free ... bool canRF = jTarget.doRF && jTarget.target > 0 && (isLong ? jTarget.target > iPosition.entry : jTarget.target < iPosition.entry) && (isLong ? iPosition.price > targetDelta : iPosition.price < targetDelta); // // Can Partial Close ... bool canPC = jTarget.volumeMultiplier > 0 && jTarget.target > 0 && (isLong ? jTarget.target > iPosition.entry : jTarget.target < iPosition.entry) && (isLong ? iPosition.price > targetDelta : iPosition.price < targetDelta); bool canRFPC = canRF || canPC; if (canRFPC) { // // Handle Risk Free ... bool isRFDone = false; if (canRF) { // double tp = iPosition.tp; double sl = jTarget.target; string comment = "RF On Target ..."; isRFDone = trader.Modify( iPosition.ticket, sl, tp, comment // ); } // // Handle Partail Close ... bool isPCDone = false; if (canPC) { // double volume = jTarget.volumeMultiplier * iPosition.volume; volume = NormalizeVolume(volume, iPosition.symbol); string comment = "RF On Target ..."; isPCDone = trader.ClosePartial( iPosition.ticket, volume, comment // ); } // // Handle Report Action ... bool isRFPCDone = isRFDone || isPCDone; if (isRFPCDone) { // trades[idx].signal.appliedTargetIDX = j; trades[idx].signal.isTargetApplied = true; // string message = prefix + ToXString(iPosition.type) + " Position: " + ToXString(iPosition.ticket) + (isRFDone ? " RF" : "") + (isPCDone ? " PC" : "") + " On Traget: " + ToXString(jTarget.target) + " Successfully ..."; HandleReportProtector(message); } } } } } } } /** * Check Specified Symbol is Active for * Analysing or Open Trades ... */ bool IsActiveSession(string symbol) { // bool result = false; // // Validate Args ... result = IsValid(symbol); if (!result) { return result; } // // Check Symbol Session Exists or not ... int symbolSessionIDX = -1; bool isSymbolSessionExists = FindSymbolSession( symbolSessionIDX, symbol // ); // // Chack Trade Session Validating ... if (isSymbolSessionExists) { result = sessions[symbolSessionIDX].CanTrade(); } // return result; } /** * Check Signal Execution Conditions ... * * @param signal: XSignal instance reference ... * @param executionResult: ENUM_X_SIGNAL_EXECUTION_RESULT member reference ... * * @return ( bool ) */ bool CheckSignal( XSignal &signal, ENUM_X_SIGNAL_EXECUTION_RESULT &executionResult // ) { // bool result = false; // // Cleanup ... executionResult = X_SIGNAL_EXECUTION_UNKNOWN; // // Validate Signal ... result = signal.IsValid(); if (!result) { return result; } // // Reporting Signal ... if (reportSignals) { // string message = signal.GetMessage("Provided"); alert.SendAlert(message); } // SaveSignal(signal); // // Check Trade Permission ... if (!allowTrade) { // result = false; executionResult = X_SIGNAL_EXECUTION_FAILED_NOT_ALLOWED; // return result; } // bool isLong = IsLong(signal.type); bool isShort = IsShort(signal.type); // bool isLongAndAllowed = isLong && allowLongs; // bool isShortAndAllowed = isShort && allowShorts; // result = isLongAndAllowed || isShortAndAllowed; if (!result) { // executionResult = X_SIGNAL_EXECUTION_FAILED_NOT_ALLOWED; // return result; } // // Check Symbol Info Exists or not ... int symbolInfoIDX = -1; bool isSymbolInfoExists = FindSymbolIndex( symbolInfoIDX, signal.symbol // ); // // Check Symbol Session Exists or not ... int symbolSessionIDX = -1; bool isSymbolSessionExists = FindSymbolSession( symbolSessionIDX, signal.symbol // ); // // Chack Trade Session Validating ... if (isSymbolSessionExists) { // result = sessions[symbolSessionIDX].CanTrade(); if (!result) { // executionResult = X_SIGNAL_EXECUTION_FAILED_DELAY_NOT_PASSED; // return result; } } // // Check Trade Permissions Based on SL(s) Count ... bool hasRestrictions = restrictionsPeriod != XTRADE_RESTRICATION_NONE; if (hasRestrictions) { // // Only Can Check Restrictions when // Symbol Info Exists ... if (isSymbolInfoExists) { // bool isTPAllowed = maxAllowedTPs == 0 ? true : symbols[symbolInfoIDX].managedTPs < maxAllowedTPs; bool isSLAllowed = maxAllowedSLs == 0 ? true : symbols[symbolInfoIDX].managedSLs < maxAllowedSLs; bool isTradeAllowed = maxAllowedTrades == 0 ? true : symbols[symbolInfoIDX].managedTrades < maxAllowedTrades; // result = isTPAllowed && isSLAllowed && isTradeAllowed; } // // Report Error ... if (!result) { // executionResult = X_SIGNAL_EXECUTION_FAILED_MAX_REACHED; // return result; } } // return result; } /** * Execute Specified Signal ... * * @param signal: XSignal instance reference ... * @param conditions: XCATBEAStrategyConditions instance reference ... * * @return ( bool ) */ bool Execute( XSignal &signal, string conditions // ) { // bool result = false; // result = signal.IsValid(); if (!result) { return result; } // int idx = -1; bool isExists = HasTrade( idx, signal // ); result = !isExists; if (!result) { return result; } // ENUM_X_SIGNAL_EXECUTION_RESULT executionResult; // // Checking Signal For Execution ... result = CheckSignal( signal, executionResult // ); if (result) { // result = trader.ExecuteSignal( signal, executionResult // ); } // // Alert Signal Execution ... if (reportTrades) { // string executionMessage = ToString(executionResult); // string message = NULL; if (result) { message = signal.GetMessage("Executed"); } else { message = signal.GetMessage("Failed due (" + executionMessage + ")"); } // alert.SendAlert(message); } // if (result) { // // Draw Signal ... // if (drawSignal) // { // // // XCSignalObject *iObj; // isExists = drawer.DrawSignal( // signal, // iObj // // ); // // // if (isExists) // { // // // mObjects.Add(iObj); // ZeroMemory(iObj); // } // } // // Create Symbol Info Struct ... XTradeSymbolInfo iSymbolInfo; // iSymbolInfo.trades = 1; iSymbolInfo.managedTrades = 1; iSymbolInfo.symbol = signal.symbol; // bool isLong = IsLong(signal.type); if (isLong) { iSymbolInfo.longs = 1; } else { iSymbolInfo.shorts = 1; } // // Fill Balance for Restrications ... bool hasRestrictions = HasRestrictions(restrictionsPeriod); if (hasRestrictions) { // // Read Balance ... double balance = trader.mAccount.GetBalance(); iSymbolInfo.managedBalance = balance; iSymbolInfo.managedStart = TimeCurrent(); } // AddOrUpdateSymbolInfo(iSymbolInfo); // // Create Trade Struct ... XTradeInfo iTrade; // ulong positionID = trader.GetLastOpenPositionTicket(); double commission = trader.GetPositionCommission(positionID); // iTrade.signal = signal; iTrade.conditions = conditions; iTrade.positionID = positionID; iTrade.commission = commission; iTrade.signaledAt = signal.time; iTrade.executedAt = TimeCurrent(); // AddRef( iTrade, trades // ); } // return result; } /** * Retrieve Specified Positions ... * * @param positions: XPosition instance Reference Array, which holds Founded Positions ... * @param symbol: string, Specified Symbol Name ... * @param provider: string, Specified Provider Name ... * @param period: ENUM_TIMEFRAMES, Specified Period ... * * @return ( int ) */ int GetPositions( XPosition &positions[], string symbol, string provider, ENUM_TIMEFRAMES period // ) { // int result = 0; // Clean(positions); // bool has = IsValid(symbol) && IsValid(period) && IsValid(provider); if (!has) { return result; } // result = trader.GetPositions( positions, symbol, provider, period, NULL, // All Types ... true, // Filter By Magic ... true // Force Clean ... ); // result = ArraySize(positions); // return result; } /** * Handle Position Take Profit ... * * @param deal: XDeal instance reference ... */ void HandleTP(const XDeal &deal) { // // Check Ticket Exists or not ... int idx = -1; bool isExists = HasTrade( idx, deal.positionId // ); if (!isExists) { return; } // // Apply Required Data ... trades[idx].swap = deal.swap; trades[idx].profit = deal.profit; trades[idx].finalizedAt = TimeCurrent(); trades[idx].finalize = XTRADE_FINAL_TP; // // Save Trade ... SaveWin(trades[idx]); SaveTrade(trades[idx]); // // Handle Balance Reporting ... string prefix = "TP: " + ToXString(trades[idx].profit); HandleReportBalance(prefix); // // Handle Symbol Info ... // XTradeSymbolInfo iSymbolInfo; // iSymbolInfo.profits = 1; iSymbolInfo.managedTPs = 1; iSymbolInfo.symbol = trades[idx].signal.symbol; iSymbolInfo.managedProfits = trades[idx].profit; // AddOrUpdateSymbolInfo(iSymbolInfo); // RemoveTrade(idx); } /** * Handle Position Stop Loss ... * * @param deal: XDeal instance reference ... */ void HandleSL(const XDeal &deal) { // // Check Ticket Exists or not ... int idx = -1; bool isExists = HasTrade( idx, deal.positionId // ); if (!isExists) { return; } // // Apply Required Data ... trades[idx].swap = deal.swap; trades[idx].profit = deal.profit; trades[idx].finalizedAt = TimeCurrent(); trades[idx].finalize = XTRADE_FINAL_SL; // // Save Trade ... SaveTrade(trades[idx]); // // Handle Balance Reporting ... string prefix = "SL: " + ToXString(trades[idx].profit); HandleReportBalance(prefix); // // Handle Symbol Info ... // bool isInProfit = trades[idx].profit > 0; if (isInProfit) { SaveWin(trades[idx]); } else { SaveLost(trades[idx]); } // XTradeSymbolInfo iSymbolInfo; // if (isInProfit) { // iSymbolInfo.profits = 1; iSymbolInfo.managedTPs = 1; } else { // iSymbolInfo.losses = 1; iSymbolInfo.managedSLs = 1; } iSymbolInfo.symbol = trades[idx].signal.symbol; iSymbolInfo.managedProfits = trades[idx].profit; // AddOrUpdateSymbolInfo(iSymbolInfo); // RemoveTrade(idx); } /** * Handle Position Force Close ... * * @param deal: XDeal instance reference ... */ void HandleForceClose(const XPosition &position) { // // Check Ticket Exists or not ... int idx = -1; bool isExists = HasTrade( idx, position.ticket // ); if (!isExists) { return; } // bool isInProfit = position.profit > 0; // // Apply Required Data ... trades[idx].swap = position.swap; trades[idx].profit = position.profit; trades[idx].finalizedAt = TimeCurrent(); trades[idx].commission = position.commission; trades[idx].finalize = isInProfit ? XTRADE_FINAL_CLOSE_IN_PROFIT : XTRADE_FINAL_CLOSE_IN_LOSE; // // Save Trade ... SaveTrade(trades[idx]); if (isInProfit) { SaveWin(trades[idx]); } else { SaveLost(trades[idx]); } // // Handle Balance Reporting ... string prefix = "Force Close " + (isInProfit ? "Profit" : "Loss") + ": " + ToXString(trades[idx].profit); HandleReportBalance(prefix); // // Handle Symbol Info ... // XTradeSymbolInfo iSymbolInfo; // if (isInProfit) { // iSymbolInfo.profits = 1; iSymbolInfo.managedTPs = 1; } else { // iSymbolInfo.losses = 1; iSymbolInfo.managedSLs = 1; } iSymbolInfo.symbol = trades[idx].signal.symbol; iSymbolInfo.managedProfits = trades[idx].profit; // AddOrUpdateSymbolInfo(iSymbolInfo); // RemoveTrade(idx); } /** * Handle Position Partially Closed Event ... * * @param ticket: ULONG ... * @param profit: double ... * @param comment: string ... */ void HandlePartiallyClosed( const ulong ticket, const double profit, const string comment // ) { // // Handle Balance Reporting ... string prefix = "Partially Closed: " + ToXString(ticket); // // Handle Balance Reporting ... HandleReportBalance(prefix); } /** * Handle Force Close Trades ... */ bool HandleForceCloseTrades( XPosition &positions[] // ) { // bool result = false; // result = HasChild(positions); if (!result) { return result; } // string prefix = "Protector: "; string comment = "Force Close ..."; // int closedsCount = trader.Close( positions, comment // ); result = IsValidSize(closedsCount); if (result) { // string message = prefix + "Force Close (" + ToXString(closedsCount) + ") Trades at Specified Time ..."; HandleReportProtector(message); } // return result; } // // TODO: Complete this ... void HandleGuard() { } /** * Find Executed Trade by Providing Position Ticket ... * * @param index: int reference, holding founded item index ... * @param ticket: ulong, Specified Position Ticket ... * * @return ( bool ) */ bool HasTrade( int &index, ulong ticket // ) { // bool result = false; // index = -1; // result = ticket > 0 && HasChild(trades); if (!result) { return result; } // int count = ArraySize(trades); for (int i = 0; i < count; i++) { // XTradeInfo iTrade = trades[i]; // result = iTrade.HasSignal() && iTrade.IsExecuted() && iTrade.positionID == ticket; if (result) { // index = i; // iTrade.Clean(); break; } // iTrade.Clean(); } // result = IsValidIndex(index); // return result; } /** * Find Trade Item By Signal ... * * @param index: int reference, holding founded item index ... * * @return ( bool ) */ bool HasTrade( int &index, XSignal &signal // ) { // bool result = false; // index = -1; // result = signal.IsValid() && HasChild(trades); if (!result) { return result; } // int count = ArraySize(trades); for (int i = 0; i < count; i++) { // XTradeInfo iTrade = trades[i]; // result = iTrade.HasSignal() && iTrade.signal.IsSameAs(signal); if (result) { // index = i; // iTrade.Clean(); break; } // iTrade.Clean(); } // result = IsValidIndex(index); // return result; } /** * Remove a Trade From List ... * * @param index: int ... */ void RemoveTrade(int index) { // bool has = HasChild(trades) && IsValidIndex(index) && index < ArraySize(trades); if (!has) { return; } // ArrayRemove( trades, index, 1 // ); } // // Protected ... protected: // // Tools ... // string GetTradeFilePath(XTradeInfo &trade) { // string fileName = trade.GetFileName(); // return GetTradeFilePath(fileName); } // string GetTradeFilePath(string fileName) { // string result = NULL; // result = collector .GetFilePath("Trades" + "\\" + fileName); // return result; } // string GetSignalFilePath(string fileName) { // string result = NULL; // result = collector .GetFilePath("Signals" + "\\" + fileName); // return result; } // string GetWinsFilePath(XTradeInfo &trade) { // string result = NULL; // result = collector .GetFilePath("Conditions" + "\\" + trade.signal.symbol + "\\" + ToXString(trade.signal.period) + "_wins"); // return result; } // string GetLostsFilePath(XTradeInfo &trade) { // string result = NULL; // result = collector .GetFilePath("Conditions" + "\\" + trade.signal.symbol + "\\" + ToXString(trade.signal.period) + "_losts"); // return result; } // string GetRestrictionsFilePath(string symbol) { // string result = NULL; // if (!IsValid(symbol)) { return result; } // result = collector .GetFilePath("Restrictions" + "\\" + symbol); // return result; } // void HandleReportBalance(string prefix = NULL) { // if (!reportAfterTradesBalance) { return; } // double balance = trader.mAccount.GetBalance(); string currency = trader.mAccount.GetCurrency(); // string message = (IsValid(prefix) ? prefix + " | " : "") + "Account Balance: " + ToXString(balance) + currency; alert.SendAlert(message); } // void HandleReportProtector(string message = NULL) { // if (!reportProtector) { return; } // alert.SendAlert(message); } // // Save Trades ... bool SaveTrade( XTradeInfo &trade, bool includeSummary = true, bool includeSignal = true, bool includeConditions = true // ) { // bool result = false; // if (!mSaveTrades) { return result; } // string filePath = GetTradeFilePath(trade); result = IsValid(filePath); if (!result) { return result; } // string content = trade.ToString( includeSummary, includeSignal, includeConditions // ); // result = collector.Save( filePath, content // ); // return result; } // // Save Signals ... bool SaveSignal(XSignal &signal) { // bool result = false; // // Check Signal Save is Enabled ... if (!mSaveSignals) { return result; } // // Check Signal Validation ... if (!signal.IsValid()) { return result; } // // Retrieve Signal File Name ... string signalFileName = signal.GetFileName(); result = IsValid(signalFileName); if (!result) { return result; } // // Retriev and Validate File Name ... string filePath = GetSignalFilePath(signalFileName); result = IsValid(filePath); if (!result) { return result; } // // Generate Content ... string content = ""; content += ToXString("----------------") + "\n" + ToXString("Signal: ") + "\n" + ToXString("----------------") + "\n" + signal.ToString() + "\n"; content += ToXString("----------------") + "\n" + ToXString("Conditions: ") + "\n" + ToXString("----------------") + "\n" + signal.conditions + "\n"; // // Save Content to File ... result = collector.Save( filePath, content // ); // // Return Result ... return result; } // bool SaveWin(XTradeInfo &trade) { // bool result = false; // if (!mSaveWins) { return result; } // string filePath = GetWinsFilePath(trade); result = IsValid(filePath); if (!result) { return result; } // // Preparing Conditions Content ... string content = trade.GetConditionsString(); // result = collector.Append( filePath, content // ); // return result; } // bool SaveLost(XTradeInfo &trade) { // bool result = false; // if (!mSaveLosts) { return result; } // string filePath = GetLostsFilePath(trade); result = IsValid(filePath); if (!result) { return result; } // // Preparing Conditions Content ... string content = trade.GetConditionsString(); // result = collector.Append( filePath, content // ); // return result; } // bool SaveRestrictions(XTradeSymbolInfo &info) { // bool result = false; // if (!mSaveRestrictions) { return result; } // result = info.IsValid(); if (!result) { return result; } // string filePath = GetRestrictionsFilePath(info.symbol); result = IsValid(filePath); if (!result) { return result; } // string content = info.GetRestrictionDescription(restrictionsPeriod); // result = collector.Append( filePath, content // ); // return result; } // // Symbol Info ... // bool FindSymbolIndex( int &index, XTradeSymbolInfo &item // ) { // bool result = false; // index = -1; // result = item.IsValid(); if (!result) { return result; } // result = HasChild(symbols); if (!result) { return result; } // index = FindIndex( item, symbols // ); // result = IsValidIndex(index); // return result; } // bool FindSymbolIndex( int &index, string symbol // ) { // bool result = false; // index = -1; // result = IsValid(symbol) && HasChild(symbols); if (!result) { return result; } // int count = ArraySize(symbols); for (int i = 0; i < count; i++) { // result = symbols[i].symbol == symbol; if (result) { // index = i; break; } } // result = IsValidIndex(index); // return result; } // void AddOrUpdateSymbolInfo(XTradeSymbolInfo &item) { // bool has = item.IsValid(); if (!has) { return; } // int index = -1; bool isExists = FindSymbolIndex( index, item // ); if (!isExists) { // AddRef( item, symbols // ); } else { // symbols[index].longs += item.longs; symbols[index].shorts += item.shorts; symbols[index].trades += item.trades; symbols[index].losses += item.losses; symbols[index].profits += item.profits; symbols[index].managedSLs += item.managedSLs; symbols[index].managedTPs += item.managedTPs; symbols[index].managedTrades += item.managedTrades; symbols[index].managedProfits += item.managedProfits; // // Handle Remove on Managed SL based On Managed TP ... if (item.managedTPs > 0) { // symbols[index].managedSLs -= item.managedTPs; if (symbols[index].managedSLs < 0) { symbols[index].managedSLs = 0; } } // // Handle Remove on Managed TP based On Managed SL ... if (item.managedSLs > 0) { // symbols[index].managedTPs -= item.managedSLs; if (symbols[index].managedTPs < 0) { symbols[index].managedTPs = 0; } } } } // void ResetSymbolsRestrictions() { // bool has = HasChild(symbols); if (has) { // string prefix = "Protector: "; // datetime start = TimeCurrent(); double balance = trader.mAccount.GetBalance(); bool hasRestrictions = HasRestrictions(restrictionsPeriod); if (!hasRestrictions) { // balance = 0; start = NULL; } // int count = ArraySize(symbols); for (int i = 0; i < count; i++) { // XTradeSymbolInfo iInfo = symbols[i]; if (reportRestrictions) { // string message = iInfo.GetRestrictionDescription(restrictionsPeriod); alert.SendAlert(message); } SaveRestrictions(iInfo); // symbols[i].managedSLs = 0; symbols[i].managedTPs = 0; symbols[i].managedTrades = 0; symbols[i].managedProfits = 0; symbols[i].managedStart = start; symbols[i].managedBalance = balance; // iInfo.Clean(); } // string message = prefix + "Reset Symbols Restrictions"; HandleReportProtector(message); } } // void HandleRestrictions() { // bool isNewDay = timeTracker.IsNewDay(); bool isNewHour = timeTracker.IsNewHour(); bool isNewWeek = timeTracker.IsNewWeek(); bool isNewMonth = timeTracker.IsNewMonth(); // // Reset Force Closed Flag on new Day Starts ... if (isNewDay) { isForceCloseAtTime = false; } // bool canResetRestrictions = ( // // Hourly ... (isNewHour && restrictionsPeriod == XTRADE_RESTRICATION_HOURLY) // || // // Daily ... (isNewDay && restrictionsPeriod == XTRADE_RESTRICATION_DAILY) // || // // Weekly ... (isNewWeek && restrictionsPeriod == XTRADE_RESTRICATION_WEEKLY) // || // // Monthly ... (isNewMonth && restrictionsPeriod == XTRADE_RESTRICATION_MONTHLY) // ) // ; if (canResetRestrictions) { ResetSymbolsRestrictions(); } } // // Symbol Session ... // bool FindSymbolSession( int &index, string symbol // ) { // bool result = false; // index = -1; // result = IsValid(symbol) && HasChild(sessions); if (!result) { return result; } // int count = ArraySize(sessions); for (int i = 0; i < count; i++) { // result = sessions[i].symbol == symbol; if (result) { // index = i; break; } } // result = IsValidIndex(index); // return result; } // void AddTradingSession( XTradeSession &session, XSymbolSessions &symbolSession // ) { // bool has = session.IsValid() && symbolSession.IsValid(); if (!has) { return; } // // Check Session Exists in Symbol Session ... bool isExists = false; if (HasChild(symbolSession.sessions)) { // int count = ArraySize(symbolSession.sessions); for (int i = 0; i < count; i++) { // isExists = symbolSession.sessions[i].end == session.end && symbolSession.sessions[i].start == session.start; if (isExists) { break; } } } // if (!isExists) { // AddRef( session, symbolSession.sessions // ); } } // // Private ... private: // // Props ... // bool allowTrade; bool allowLongs; bool allowShorts; // string forceCloseAt; bool isForceCloseAtTime; // int maxAllowedTPs; int maxAllowedSLs; int maxAllowedTrades; ENUM_XTRADE_RESTRICTION_PERIOD restrictionsPeriod; // bool mSaveWins; bool mSaveLosts; bool mSaveTrades; bool mSaveSignals; bool mSaveRestrictions; // bool reportTrades; bool reportSignals; bool reportProtector; bool reportRestrictions; bool reportAfterTradesBalance; // XTradeInfo trades[]; XTradeSymbolInfo symbols[]; XSymbolSessions sessions[]; };