/////////////////////////////////////////////////////// // // SaherElm IT Center XCATB MQL5 Expert Advisor // ------------------------------------------------- // Name: XCAEA // Description: an Exper Advisor which used XCATB // // Maintainer: // ------------ // Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) // ////////////////////////////////////////////////////// // // Global Properties ... #property copyright "Copyright 2023, SaherElm IT Center" #property link "https://saherelm.ir" #property version "1.00" #property description "EA based on X121 XCATB indicator" #property strict // // Include Common Library ... #include "../Classes/x-saherelm.x-alert.class.mq5" #include "../Classes/x-saherelm.x-bar.analyser.class.mq5" #include "../Classes/x-saherelm.x-poi.drawer.class.mq5" #include "../Classes/x-saherelm.x-trade.class.mq5" #include "../Classes/x-saherelm.x-volume.class.mq5" #include "../Helpers/x-saherelm.x121.xcatb.helper.mq5" #include "../Libraries/x-saherelm.common.lib.mq5" #include "../Libraries/x-saherelm.x121.xcatb.lib.mq5" #include "../XCAEA/Classes/xcaea.x-trade.manager.class.mq5" // #define ShortName "XCATBEA" // // Inputs ... // // Common ... input group "Common"; input long eaMagicNumber = 78692110; // Magic Number input int eaSlippage = 10; // Slippgae input string eaLogSuffix = ""; // Log Suffix // // Detector ... input group "Detector"; // // Validating ... input group "Validations"; input bool eaForceHasSwing = false; // Force Blocks to Have Swing input bool eaForceObBarType = false; // Force Block Has Reversal Bar input bool eaForceOBFVGBarType = false; // Force FVG Has Same Bars input bool eaForceHasFLiquidity = false; // Force Blocks to Have Following Liquidity input bool eaForceHasRLiquidity = false; // Force Blocks to Have Reversal Liquidity input bool eaValidateGapSequence = false; // Validate Block's Gap Sequence input bool eaValidateBlockEdgeBreakout = false; // Validate Block's Edge Breakout // // Filtering ... input group "Filters"; input bool eaFilterBasedOnPV = false; // Filter Based on Peak and Vale input bool eaFilterBasedOnSar = false; // Filter Based on Sar input bool eaFilterBasedOnRSI = false; // Filter Based on RSI input bool eaFilterBasedOnADX = false; // Filter Based on ADX input bool eaFilterBasedOnATR = false; // Filter Based on ATR input bool eaFilterBasedOnTrend = false; // Filter Based on Trend input bool eaFilterBasedOnDelta = false; // Filter Based on Delta input bool eaFilterBasedOnVolume = false; // Filter Based on Volume input bool eaFilterBasedOnSignalBar = false; // Filter Based on Signal Bar input bool eaFilterBasedOnHKSignalBar = false; // Filter Based on Hiken Ashi Signal Bar // // Signal ... input group "Signal"; input int eaSignalR2R = 3; // Risk Reward Ratio input double eaSLAtrMultiplier = 0.5; // ATR Multiplier for SL // // Volume ... input group "Volume"; input ENUM_X_VOLUME_SELECT_TYPE eaVolumeSelect = X_VOLUME_EQUITY; // Volume Applying Type input double eaStaticVoluem = 0.0; // Static Volume input double eaDynamicVolumeStepBalance = 0.0; // Step of Balance for Increase Volume input double eaDynamicVolumeStepVolume = X_MIN_VOLUME; // Step of Volume Increasing input double eaConstantRiskBalance = 0.0; // Constant Risk Balance per Trade input double eaConstantPercent = 0.5; // Constant Percent of Balance Per Trade input double eaConstantBalance = 0.0; // Constant Balance for Calculations // // Management ... input group "Management"; input bool eaAllowTrade = true; // Allow Trade on Signals input bool eaAllowLongs = true; // Allow Long Trades input bool eaAllowShorts = true; // Allow Short Trades input ENUM_XCAEA_TRADE_RESTRICTION_PERIOD eaRestrictionsPeriod = XCAEA_TRADE_RESTRICATION_NONE; // Trade Restrictions Period input int eaMaxAllowedTPs = 0; // Max Allowed TP(s) per Day input int eaMaxAllowedSLs = 0; // Max Allowed SL(s) per Day input int eaMaxAllowedTrades = 0; // Max Allowed Trades per Day 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 input string eaCloseAllOpenTradesAt = ""; // Close All Open Trades per Day At Specified Time // // Alert ... // Here we Provider All Requirements for // Configuring Alert Provider ... input group "Alert"; input bool eaEnableAlerts = true; // Enable Alerts input bool eaLogAlerts = true; // Log Alerts input bool eaMailAlerts = false; // Mail Alerts input bool eaPushAlerts = true; // Push Alerts input bool eaTerminalAlerts = false; // Terminal Alerts // // Time Report ... input group "Reports"; input bool eaReportNewMonths = false; // Report New Month input bool eaReportNewWeeks = false; // Report New Weeks input bool eaReportNewDays = true; // Report New Days input bool eaReportNewHours = false; // Report New Hours input bool eaReportTrades = true; // Report Trades input bool eaReportSignals = true; // Report Signals input bool eaReportProtector = true; // Report Protector Actions input bool eaReportAfterTradesBalance = true; // Report Balance after a Trade Finished // // Variables ... // XCAlert *eaAlert; XCTrade *eaTrade; XSignal eaSignal; string eaTag = ""; XCVolume *eaVolume; CArrayObj *eaObjects; XCPOIDrawer *eaDrawer; XBarTracker eaBarTraker; X121XCatbInputs eaInputs; XTimeTracker eaTimeTracker; XCX121XCatbHelper *eaHelper; XCBarAnalyser *eaBarAnalyser; XCXCAEATradeManager *eaTradeManager; XCAEAStrategyConditions eaConditions; // // Event Handlers ... // // Initialization ... int OnInit() { // // Validate Inputs and Required Parameters // for EA to Works fine ... if (!ValidateInputs()) { return INIT_PARAMETERS_INCORRECT; } // // Initial Requirements ... InitRequirements(); // // Initialize Volume Manger ... if (!InitVolume()) { return INIT_FAILED; } // return (INIT_SUCCEEDED); } // // DeInitialization ... void OnDeinit(const int reason) { // // REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function // REASON_REMOVE 1 Program removed from a chart // REASON_RECOMPILE 2 Program recompiled // REASON_CHARTCHANGE 3 A symbol or a chart period is changed // REASON_CHARTCLOSE 4 Chart closed // REASON_PARAMETERS 5 Inputs changed by a user // REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings // REASON_TEMPLATE 7 Another chart template applied // REASON_INITFAILED 8 The OnInit() handler returned a non-zero value // REASON_CLOSE 9 Terminal closed // // eaObjects.Clear(); // delete eaHelper; ZeroMemory(eaHelper); // delete eaAlert; ZeroMemory(eaAlert); // delete eaTrade; ZeroMemory(eaTrade); // delete eaDrawer; ZeroMemory(eaDrawer); // delete eaVolume; ZeroMemory(eaVolume); // delete eaBarAnalyser; ZeroMemory(eaBarAnalyser); // eaSignal.Clean(); eaBarTraker.Clean(); eaConditions.Clean(); eaTimeTracker.Clean(); // DestroyTimer(); } // // On Tick Handler ... void OnTick() { // HandleTimeReport(); // // Handle Position Management / Protections ... eaTradeManager.Manage(); // eaSignal.Clean(); eaConditions.Clean(); // bool has = false; int barIndex = 0; int cBarIndex = 0; // // Check Bar Processing ... if (!eaBarTraker.CanProcessBar()) { return; } // eaHelper.Check(barIndex); // // Reading Required Bars ... XOHCL zBar; XOHCL cBar; has = zBar.Init( _Symbol, _Period, barIndex // ); has = has && zBar.GetPreviousBar(cBar); if (!has) { // zBar.Clean(); cBar.Clean(); // return; } // cBarIndex = barIndex + 1; // // Update All Required Buffers ... eaHelper.Update(cBarIndex); // // Check Trigger Block Detected or Not ... XTriggerBlock iTB; X121XCatbConditions iConditions; // // has = DetectTriggerBlock( // // // _Symbol, // _Period, // // // iTB, // // // eaBarAnalyser, // // // // Required Buffers ... // eaHelper.atrBuffer, // eaHelper.rsiBuffer, // eaHelper.adxBuffer, // eaHelper.adxpBuffer, // eaHelper.adxnBuffer, // eaHelper.peakBuffer, // eaHelper.valeBuffer, // eaHelper.deltaBuffer, // eaHelper.sarBuffer, // eaHelper.sarStateBuffer, // eaHelper.trendBuffer, // eaHelper.trendStateBuffer, // eaHelper.atrUpperBuffer, // eaHelper.atrLowerBuffer, // eaHelper.sBarOpenBuffer, // eaHelper.sBarCloseBuffer, // eaHelper.hkSBarOpenBuffer, // eaHelper.hkSBarCloseBuffer, // eaHelper.peakGoldenBuffer, // eaHelper.valeGoldenBuffer, // eaHelper.deltaSignalBuffer, // eaHelper.bullishVolumeSignalBuffer, // eaHelper.bearishVolumeSignalBuffer, // // // cBarIndex, // // // // Signalling ... // eaInputs.signalR2R, // eaInputs.slAtrMultiplier, // // // // Configs ... // eaInputs.rsiOBLevel, // eaInputs.rsiOSLevel, // eaInputs.adxThreshold, // // // // Validators ... // eaInputs.forceObBarType, // eaInputs.forceOBFVGBarType, // eaInputs.forceHasSwing, // eaInputs.forceHasFLiquidity, // eaInputs.forceHasRLiquidity, // eaInputs.validateGapSequence, // eaInputs.validateBlockEdgeBreakout, // // // // Filters ... // eaInputs.filterBasedOnPV, // eaInputs.filterBasedOnSar, // eaInputs.filterBasedOnRSI, // eaInputs.filterBasedOnADX, // eaInputs.filterBasedOnATR, // eaInputs.filterBasedOnTrend, // eaInputs.filterBasedOnDelta, // eaInputs.filterBasedOnVolume, // eaInputs.filterBasedOnSignalBar, // eaInputs.filterBasedOnHKSignalBar // // ); // has = DetectTriggerBlock( eaDrawer, eaHelper, iConditions, iTB, barIndex, 10 // ); // if (has) { // eaBarTraker.Waits(); // eaSignal = iTB.signal; // // Here we Can Fill eaConditions ... // // Check Signal Type ... bool isLong = IsLong(eaSignal.type); // // Update Entry ... eaSignal.entry = GetEntry( eaSignal.symbol, eaSignal.type // ); // // Update Signal Targets ... UpdateSignalTargets(eaSignal); // // 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 // ); } // // Cleanup Resources ... // iTB.Clean(); zBar.Clean(); cBar.Clean(); } // // Handle On Trade Event ... void OnTrade() { eaTrade.HandleOnTrade(); } // // On Timer ... void OnTimer() { } // // Chart Event Handler ... void OnChartEvent( const int id, const long &lparam, const double &dparam, const string &sparam // ) { } // // Event Listeners ... /** * Handle StopLoss Triggered Positions ... * * @param deal: XDeal instance ... */ void OnStopLossTriggered(const XDeal &deal) { eaTradeManager.HandleSL(deal); } /** * Handle Take Profit Triggered Positions ... * * @param deal: XDeal instance ... */ void OnTakeProfitTriggered(const XDeal &deal) { eaTradeManager.HandleTP(deal); } /** * Handle Force Close a Position ... * * @param ticket: ULONG ... * @param position: XPosition instance ... * @param comment: string ... */ void OnPositionForceClosed( const ulong ticket, const XPosition &position, const string comment // ) { eaTradeManager.HandleForceClose(position); } /** * Handle Position Partially Closed Event ... * * @param ticket: ULONG ... * @param profit: double ... * @param comment: string ... */ void OnPositionPartiallyClosed( const ulong ticket, const double profit, const string comment // ) { eaTradeManager.HandlePartiallyClosed( ticket, profit, comment // ); } /** * Handle Deals Changes ... * * @param count: Integer, Number of Changes ... */ void OnDealsChanged(int count) { } /** * Handle Orders Changes ... * * @param count: Integer, Number of Changes ... */ void OnOrdersChanged(int count) { } /** * Handle Positions Changes ... * * @param count: Integer, Number of Changes ... */ void OnPositionsChanged(int count) { } // // Custom Functions ... /** * Validate all Inputs of Expert Adviser ... * * @return ( bool ) */ bool ValidateInputs() { // bool result = false; // string errMessage = ""; // bool isCommonValid = ( // eaSlippage > 0 && eaMagicNumber > 0 // ); if (!isCommonValid) { // errMessage += "common configurations error;" + "\n"; } // result = // // Common ... isCommonValid && // // Otere ... true // ; // if (!result) { // // Since here Logger not Initiallized, we Use Raw Print Command ... Print(ShortName + " Errors: \n", errMessage); } // return result; } /** * Initialize Timer ... * * @return ( bool ) */ bool InitTimer() { // bool result = false; // // TODO: Initialize Timer if necessary ... // result = EventSetTimer(1); // result = EventSetMillisecondTimer(100); result = true; // return result; } /** * Destroy Timer ... */ void DestroyTimer() { // // TODO: Use This ... // EventKillTimer(); } /** * Initial Volume Manager Class Based on Given Configuration ... * * @return ( bool ) */ bool InitVolume() { // bool result = false; // eaVolume = new XCVolume(); // result = eaVolume.Init( eaVolumeSelect, eaStaticVoluem, eaDynamicVolumeStepBalance, eaDynamicVolumeStepVolume, eaConstantRiskBalance, eaConstantPercent, eaConstantBalance // ); // return result; } /** * Initial Requirements of EA ... */ void InitRequirements() { // // Initial Bar Tracker ... eaBarTraker.Init( _Symbol, _Period // ); // // Preparing Tags ... eaTag = (IsValid(eaLogSuffix) ? eaLogSuffix + "_" : "") + ShortName; // eaAlert = new XCAlert(); eaAlert.SetPrefix(eaLogSuffix); eaAlert.SetLogAlerts(eaLogAlerts); eaAlert.SetMailAlerts(eaMailAlerts); eaAlert.SetPushAlerts(eaPushAlerts); eaAlert.SetEnableAlerts(eaEnableAlerts); eaAlert.SetTerminalAlerts(eaTerminalAlerts); // // Objects ... eaObjects = new CArrayObj(); // // Configure XCA ... eaInputs.Default(); // // Hide all Visible Buffers ... eaInputs.Hide(); // // we Can make Show all requirements here ... // eaInputs.showPV = true; eaInputs.showSar = true; eaInputs.showTrend = true; eaInputs.drawSignals = false; eaInputs.showATRBand = false; eaInputs.showPVGolden = true; // // Signal ... eaInputs.signalR2R = eaSignalR2R; eaInputs.slAtrMultiplier = eaSLAtrMultiplier; // // Set Validators ... eaInputs.forceHasSwing = eaForceHasSwing; eaInputs.forceObBarType = eaForceObBarType; eaInputs.forceOBFVGBarType = eaForceOBFVGBarType; eaInputs.forceHasFLiquidity = eaForceHasFLiquidity; eaInputs.forceHasRLiquidity = eaForceHasRLiquidity; eaInputs.validateGapSequence = eaValidateGapSequence; eaInputs.validateBlockEdgeBreakout = eaValidateBlockEdgeBreakout; // // Set Filters ... eaInputs.filterBasedOnPV = eaFilterBasedOnPV; eaInputs.filterBasedOnSar = eaFilterBasedOnSar; eaInputs.filterBasedOnRSI = eaFilterBasedOnRSI; eaInputs.filterBasedOnADX = eaFilterBasedOnADX; eaInputs.filterBasedOnATR = eaFilterBasedOnATR; eaInputs.filterBasedOnTrend = eaFilterBasedOnTrend; eaInputs.filterBasedOnDelta = eaFilterBasedOnDelta; eaInputs.filterBasedOnVolume = eaFilterBasedOnVolume; eaInputs.filterBasedOnSignalBar = eaFilterBasedOnSignalBar; eaInputs.filterBasedOnHKSignalBar = eaFilterBasedOnHKSignalBar; // // Alerts ... eaInputs.alertPrefix = eaTag; eaInputs.logAlerts = false; // eaLogAlerts; eaInputs.pushAlerts = false; // eaMailAlerts; eaInputs.mailAlerts = false; // eaPushAlerts; eaInputs.terminalAlerts = false; // eaTerminalAlerts; // eaHelper = new XCX121XCatbHelper(); bool isInited = eaHelper.Init( _Symbol, _Period, eaInputs // ); // eaDrawer = new XCPOIDrawer(); eaBarAnalyser = new XCBarAnalyser(); // // EA Trade ... eaTrade = new XCTrade( eaSlippage, eaMagicNumber, eaMaxAllowedSpread, eaMaxAllowedPositions, eaMaxAllowedDrawdownFactor // ); eaTrade.AddOnStopLossEventHandler(OnStopLossTriggered); eaTrade.AddOnTakeProfitEventHandler(OnTakeProfitTriggered); eaTrade.AddOnForceClosePositionEventHandler(OnPositionForceClosed); eaTrade.AddOnPartialClosePositionEventHandler(OnPositionPartiallyClosed); // // EA Trae Manager ... eaTradeManager = new XCXCAEATradeManager( eaTrade // ); eaTradeManager.SaveTrades(true); eaTradeManager.SetAlertPrefix(eaTag); eaTradeManager.SetAlertLogAlerts(eaLogAlerts); eaTradeManager.SetAlertMailAlerts(eaMailAlerts); eaTradeManager.SetAlertPushAlerts(eaPushAlerts); eaTradeManager.SetAlertEnableAlerts(eaEnableAlerts); eaTradeManager.SetAlertTerminalAlerts(eaTerminalAlerts); // // Setting Trade Reports ... eaTradeManager .SetTradeReports( eaReportTrades, eaReportSignals, eaReportProtector, eaReportAfterTradesBalance // ); // // Setting Trade Permissions ... eaTradeManager .SetTradePermissions( eaAllowTrade, eaAllowLongs, eaAllowShorts // ); // // Setting Trade Restrictions ... eaTradeManager .SetTradeRestrictions( eaRestrictionsPeriod, eaMaxAllowedTPs, eaMaxAllowedSLs, eaMaxAllowedTrades // ); } /** * Handling Time Reporting ... */ void HandleTimeReport() { // if (eaAlert == NULL) { return; } // // Monthly Report .... if (eaReportNewMonths && eaTimeTracker.IsNewMonth()) { // string msg = "New Month ..."; // eaAlert.SendAlert(msg); } // // Weekly Report .... if (eaReportNewWeeks && eaTimeTracker.IsNewWeek()) { // string msg = "New Week ..."; // eaAlert.SendAlert(msg); } // // Daily Report .... if (eaReportNewDays && eaTimeTracker.IsNewDay()) { // string msg = "New Day ..."; // eaAlert.SendAlert(msg); } // // Hourly Report .... if (eaReportNewHours && eaTimeTracker.IsNewHour()) { // string msg = "New Hour ..."; // eaAlert.SendAlert(msg); } } /** * Update Signal Targets ... */ void UpdateSignalTargets(XSignal &signal) { // bool has = signal.IsValid(); if (!has) { return; } // // Clean Signal Targets ... Clean(signal.targets); // // Calculate Requirements ... double r2r = eaSignalR2R > 0 ? eaSignalR2R : 1; double risk = signal.GetRisk(); double reward = risk * r2r; // double isLong = IsLong(signal.type); // // Handling Signal TP ... signal.tp = isLong ? signal.entry + reward : signal.entry - reward; // // Try to Apply Money Management ... // // if (r2r <= 1) // { // return; // } // // XTarget iTarget; // // // // Partial Close 0.5 of Position on Reward 1 ... // reward = risk * 1; // iTarget.target = // isLong // ? signal.entry + reward // : signal.entry - reward; // iTarget.volumeMultiplier = 0.5; // // // AddRef(iTarget, signal.targets); // iTarget.Clean(); // // // if (r2r <= 2) // { // return; // } // // Making Loop ... // for (int i = 2; i < ((int)r2r - 1); i++) // { // // // iTarget.Clean(); // // // reward = i * risk; // iTarget.target = // isLong // ? signal.entry + reward // : signal.entry - reward; // iTarget.volumeMultiplier = 1 / (r2r - 2); // // // AddRef(iTarget, signal.targets); // } // // Sort Targets ... ENUM_X_DIRECTION sortingDir = isLong ? X_DIRECTION_BULLISH : X_DIRECTION_BEARISH; ApplySortOnTargets( sortingDir, signal.targets // ); } //