//////////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 XBTUS5 Signal Provider Library // -------------------------------------------------------- // Name: XBTUS5SignalProvider // Description: XBTUS5 based signal provider ... // // // 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 #define XBTUS5ProviderName "XBTUS5" // // START Inputs ... // #include "x-saherelm.xbtus5.provider.inputs.lib.mq5"; // // END Inputs ... // // // Include Common Library ... #include "../Libraries/x-saherelm.common.lib.mq5" // // Include Logger Library ... #include "../Libraries/x-saherelm.log.lib.mq5" // // Include Alert Library ... #include "../Libraries/x-saherelm.alert.lib.mq5" // // Include Draw Library ... #include "../Libraries/x-saherelm.draw.lib.mq5" // // Include Class Libraries ... #include "../Classes/x-saherelm.class.lib.mq5" // // START Global Definitions: Variables, Properties and etc ... // // XCGuard *xBTUS5Guard; XCTrade *xBTUS5Trader; XCReporter *xBTUS5Reporter; XCCollector *xBTUS5Collector; XCAccountInfo *xBTUS5AccountInfo; XCVolumeManager *xBTUS5VolumeManager; // #include "x-saherelm.xbtus5.provider.indicators.lib.mq5" // // Controlling Variables ... bool xBTUS5MEnableProvider = false; bool xBTUS5MAllowLongTrades = false; bool xBTUS5MAllowShortTrades = false; // double xBTUS5Deposit = 0; double xBTUS5Balance = 0; double xBTUS5MinReward = 0; double xBTUS5FreeMargin = 0; double xBTUS5BalanceForOpenTrades = 0; double xBTUS5FreeMarginForOpenTrades = 0; // // Guard ... double xBTUS5CriticalDrawDown = 0; double xBTUS5MaxAllowedDrawDown = 0; // double xBTUS5MaxDrawUp = 0; double xBTUS5MaxDrawDown = 0; // int NOT_ENOUGH_MONEY_ERROR = 4756; const string XBTUS5_SUPPORT_ID = "SP"; // // END Global Definitions: Variables, Properties and etc ... // // // START Provided Functions ... // // // Initial Library if required ... bool XBTUS5InitSignalProviderLibrary() { // bool result = false; // if (!xBTUS5EnableProvider) { return result; } // // Controlling Variables ... xBTUS5MEnableProvider = xBTUS5EnableProvider; xBTUS5MAllowLongTrades = xBTUS5AllowLongTrades; xBTUS5MAllowShortTrades = xBTUS5AllowShortTrades; // // Validate Inputs ... result = XBTUS5ValidateInputs(); if (!result) { return result; } // // Init Indicators ... result = XBTUS5InitIndicators(); if (!result) { return result; } // xBTUS5Reporter = new XCReporter(); xBTUS5Collector = new XCCollector(); xBTUS5AccountInfo = new XCAccountInfo(); // // Calculate Account Deposit ... xBTUS5Deposit = xBTUS5AccountInfo.GetInitialBalance(); // // Prepare Min Reward ... if (xBTUS5MinRewardInPips > 0) { xBTUS5MinReward = PipsToPrice(xBTUS5MinRewardInPips); } // // Calculate Min Balance for Trades ... if (xBTUS5BalanceFactorForOpenTrades > 0) { xBTUS5BalanceForOpenTrades = xBTUS5BalanceFactorForOpenTrades * xBTUS5Deposit; } // // Claculate Min Free Marging for Trades ... if (xBTUS5FreeMarginFactorForOpenTrades > 0) { xBTUS5FreeMarginForOpenTrades = xBTUS5FreeMarginFactorForOpenTrades * xBTUS5Deposit; } // // Calculate Init Time Critical DrawDown Value ... if (xBTUS5CriticalDrawDownFactor > 0) { xBTUS5CriticalDrawDown = xBTUS5CriticalDrawDownFactor * xBTUS5Deposit; } // // Calculate Init Time Max Allowed DrawDown Value ... if (xBTUS5MaxAllowedDrawDownFactor > 0) { xBTUS5MaxAllowedDrawDown = xBTUS5MaxAllowedDrawDownFactor * xBTUS5Deposit; } // // Instant Volume Manager ... xBTUS5VolumeManager = new XCVolumeManager( xBTUS5StaticVolumeFactor, xBTUS5StaticVolumeMethod, xBTUS5VolumeMultiplier, xBTUS5ApplyVolumeMultiplierFactor, xBTUS5MaxSupportedVolumePerTradeFactor, xBTUS5IncreasedMaxSupportedVolumeRate); // // Make XCTrader instance ... xBTUS5Trader = new XCTrade( XBTUS5ProviderName, _Symbol, xBTUS5Slippage, xBTUS5MagicNumber, xBTUS5UseVirtualTPSl, xBTUS5MaxAllowedTrades, xBTUS5FreeMarginForOpenTrades, xBTUS5BalanceForOpenTrades); // // Instantiate Account Guard ... xBTUS5Guard = new XCGuard( // // Old Trades ... xBTUS5MaxAllowedTradeAge, xBTUS5OldTradesAction, // // Critical DrawDown ... xBTUS5CriticalDrawDownFactor, xBTUS5CriticalGuardAction, // // Max Allowed DrawDown ... xBTUS5MaxAllowedDrawDownFactor, xBTUS5MaxAllowedGuardAction, xBTUS5GuardStopoutFiredAfterTouches, // // xBTUS5GuardSupportMethod X_SUPPORT_DO_NOTHING // ); // // Reset Calculations Buffers and Variables ... XBTUS5ResetCollectors(); // XBTUS5UpdateReports(); // result = true; // // Logging State ... XBTUS5IssueInitializationSucceedAlert(); // return result; } // // DeInitial Library if required ... void XBTUS5DeinitSignalProviderLibrary(const int reason) { // // Release Handlers ... XBTUS5ReleaseIndicators(); // // Logging State ... XBTUS5IssueDeinitializationSucceedAlert(); } // // this is a Globally Function which do all of // checkings and positions handling ... void XBTUS5SignalProviderHandleTick() { // // Check Provider is Enable or Not ... if (!xBTUS5MEnableProvider) { return; } // XBTUS5SignalProviderDoControlState(); // // Reading Indicator Buffers ... XBTUS5HandleReadingBuffers(); if (xBTUS5CalculatedBars < xBTUS5MaxLengthOfInputs) { return; } // // Handle Open Trades ... XBTUS5HandleOpenTrades(); // // Handle Close Trades ... XBTUS5HandleCloseTrades(); // // DrawDown and DrawUp ... XBTUS5HandleCalculateDrawDownUp(); } // // Do Control Checks here ... void XBTUS5SignalProviderDoControlState() { // // Update account Balance ... xBTUS5Balance = xBTUS5AccountInfo.GetBalance(); xBTUS5FreeMargin = xBTUS5AccountInfo.GetFreeMargin(); // // Check Provider is Enable or Not ... if (!xBTUS5MEnableProvider) { return; } // // Protect Account by Guarding Maximum Drawdown ... // TODO: add Guard Result here ... string guardMessage = ""; XGuardHandlerResult guardHandlerResult; bool isGuarded = xBTUS5Guard.Guard( guardHandlerResult, guardMessage, xBTUS5Trader, _Period); if (isGuarded) { // // Criticals ... int criticalsCount = ArraySize(guardHandlerResult.criticals); if (criticalsCount > 0) { // for (int i = 0; i < criticalsCount; i++) { // XSignal iSignal = guardHandlerResult.criticals[i]; // XBTUS5OnGuard( iSignal, X_GUARDED_CRITICAL, guardMessage); } } // // Maxes ... int maxesCount = ArraySize(guardHandlerResult.maxes); if (maxesCount > 0) { // for (int i = 0; i < maxesCount; i++) { // XSignal iSignal = guardHandlerResult.maxes[i]; // XBTUS5OnGuard( iSignal, X_GUARDED_MAX, guardMessage, guardHandlerResult.isStopOut); } } // // Olds ... int oldsCount = ArraySize(guardHandlerResult.olds); if (oldsCount > 0) { // for (int i = 0; i < oldsCount; i++) { // XSignal iSignal = guardHandlerResult.olds[i]; // XBTUS5OnGuard( iSignal, X_GUARDED_OLD, guardMessage); } } } // // Signal Protection ... XSignal protectSupports[]; bool isSupported = xBTUS5Guard.ProtectSignals( protectSupports, xBTUS5Trader); if (isSupported) { // LogMessage("Guard do Support Trdae ..."); } // // Handling Signals ... XTraderHandlerResult signalHandlerResult; xBTUS5Trader.HandleSignals( signalHandlerResult, false // Ignore Risk Free Trdaes ); // // Handle Sl Reports ... int handledSLsCount = ArraySize(signalHandlerResult.sl); if (handledSLsCount > 0) { // for (int i = 0; i < handledSLsCount; i++) { // XSignal iSignal = signalHandlerResult.sl[i]; XBTUS5OnSL(iSignal); } } // // Handle TP Reports ... int handledTPsCount = ArraySize(signalHandlerResult.tp); if (handledTPsCount > 0) { // for (int i = 0; i < handledTPsCount; i++) { // XSignal iSignal = signalHandlerResult.tp[i]; XBTUS5OnTP(iSignal); } } // // Handle RFs as TP Reports ... int handledRFsCount = ArraySize(signalHandlerResult.rf); if (handledRFsCount > 0) { // for (int i = 0; i < handledRFsCount; i++) { // XSignal iSignal = signalHandlerResult.rf[i]; XBTUS5OnRF(iSignal); } } } // // Handle Trades when OnTrade Event Hnadler Calls ... void XBTUS5SignalProviderHandleTrade() { // // Check Provider Enabled ... if (!xBTUS5MEnableProvider) { return; } // // Handle OnTrade Event ... XOnTradeHandlerResult result = {}; xBTUS5Trader.HandleOnTradeEvent( result); // // Detected TP or SL ... if (result.hasNewDeal) { // XDeal last = xBTUS5Trader.GetLastDeal(); // if (last.reason == DEAL_REASON_SL) { xBTUS5Reporter.AddTradeSLInReports(); } else if (last.reason == DEAL_REASON_TP) { xBTUS5Reporter.AddTradeTPInReports(); } } } // // Handle Open Trades ... void XBTUS5HandleOpenTrades() { // // Check Can Trade ... bool canTrade = xBTUS5MAllowLongTrades || xBTUS5MAllowShortTrades; if (!canTrade) { return; } // // Check Max Open Trades ... int openSignals = xBTUS5Trader.Count(); bool canOpenPositions = openSignals < xBTUS5MaxAllowedTrades; if (!canOpenPositions) { return; } // // Check Signals Exists ... XProvidedSignal longSignalInfo; XProvidedSignal shortSignalInfo; bool hasLongSignal = XBTUS5CanOpenLongTrade(longSignalInfo); bool hasShortSignal = XBTUS5CanOpenShortTrade(shortSignalInfo); if (!hasLongSignal && !hasShortSignal) { return; } // // Update Reports ... XBTUS5UpdateReports(); // xBTUS5WaitUntilNextCandle = true; // // Open Long Trades ... if ( // hasLongSignal && xBTUS5MAllowLongTrades) { // bool isOpened = XBTUS5OpenLongPosition(longSignalInfo); } // // Open Short Trades ... if ( // hasShortSignal && xBTUS5MAllowShortTrades) { // bool isOpened = XBTUS5OpenShortPosition(shortSignalInfo); } } // // Handle Close Trades ... void XBTUS5HandleCloseTrades() { // // Force Close Long Trades ... bool isClosedLongTrades = false; bool canCloseLongTrades = XBTUS5CanCloseLongTrade(); if (xBTUS5MAllowLongTrades && canCloseLongTrades) { // ENUM_X_SIGNAL_TYPE type = X_SIGNAL_LONG; // XSignal closed[]; xBTUS5Trader.CloseSignals( closed, type); // int closedTradesCount = ArraySize(closed); isClosedLongTrades = closedTradesCount > 0; if (isClosedLongTrades) { // for (int i = 0; i < closedTradesCount; i++) { // XSignal iSignal = closed[i]; XBTUS5OnFC(iSignal); } } } // // Force Close Short Trades ... bool isClosedShortTrades = false; bool canCloseShortTrades = XBTUS5CanCloseShortTrade(); if (xBTUS5MAllowShortTrades && canCloseShortTrades) { // ENUM_X_SIGNAL_TYPE type = X_SIGNAL_SHORT; // XSignal closed[]; xBTUS5Trader.CloseSignals( closed, type); // int closedTradesCount = ArraySize(closed); isClosedShortTrades = closedTradesCount > 0; if (isClosedShortTrades) { // for (int i = 0; i < closedTradesCount; i++) { // XSignal iSignal = closed[i]; XBTUS5OnFC(iSignal); } } } } // // Open Long Position ... bool XBTUS5OpenLongPosition( XProvidedSignal &info // Retrieve Signal Additional Info on this Object ) { // bool result = false; // // Calculate Required Data for Position ... double entry = GetEntry(_Symbol, X_SIGNAL_LONG); double sl = info.sl > 0 ? info.sl : 0; // entry - (200 * _Point); // info.sl > 0 ? info.sl : 0; double tp = info.tp > 0 ? info.tp : entry + xBTUS5MinReward; double riskFreeRate = xBTUS5RiskFreeRate; double riskFreeStep = xBTUS5RiskFreeStepInPips; double volume = XBTUS5CalculateVolume(ArraySize(info.signallers)); // XSignal signal = {}; signal = xBTUS5Trader.GenerateSignal( X_SIGNAL_LONG, tp, sl, volume, riskFreeStep, riskFreeRate); bool isValidSignal = IsValid( signal, xBTUS5MagicNumber); if (!isValidSignal) { return result; } // int signalsCount = xBTUS5Trader.Count(); bool isCross = signalsCount >= 1; if (isCross) { // // Handle Cross Signals ... XBTUS5HnadleCrossSignal(signal); } // // Retrieve Can Execute Signal or not ... bool canExecuteSignal = !isCross // || // ( // isCross && xBTUS5CrossSignalsMethod != X_CROSS_SIGNAL_DO_NOTHING // ); if (!canExecuteSignal) { return result; } // // Execute Signal ... ENUM_EXECUTION_SIGNAL_RESULT executionResult = xBTUS5Trader.ExecuteSignal( signal, false, // Ignore Number of Trades ... true // Check Account Conditions ... ); result = executionResult == X_TRADER_SUCCEED_EXECUTION; if (result) { // // Update Reports ... string providers[]; ArrayCopy( providers, info.signallers ); // XSignal tSignal = xBTUS5Trader.GetSignal(signal.ticket); // XBTUS5OnSignal( tSignal, providers); } else { XBTUS5IssueSignalExecutionError(executionResult); } // return result; } // // Open Short Position ... bool XBTUS5OpenShortPosition( XProvidedSignal &info // Retrieve Signal Additional Info on this Object ) { // bool result = false; // // Calculate Required Data for Position ... double entry = GetEntry(_Symbol, X_SIGNAL_SHORT); double sl = info.sl > 0 ? info.sl : 0; // entry + (200 * _Point); // info.sl > 0 ? info.sl : 0; double tp = info.tp > 0 ? info.tp : entry - xBTUS5MinReward; double riskFreeRate = xBTUS5RiskFreeRate; double riskFreeStep = xBTUS5RiskFreeStepInPips; double volume = XBTUS5CalculateVolume(ArraySize(info.signallers)); // XSignal signal = {}; signal = xBTUS5Trader.GenerateSignal( X_SIGNAL_SHORT, tp, sl, volume, riskFreeStep, riskFreeRate); bool isValidSignal = IsValid( signal, xBTUS5MagicNumber); if (!isValidSignal) { return result; } // int signalsCount = xBTUS5Trader.Count(); bool isCross = signalsCount >= 1; if (isCross) { // // Handle Cross Signals ... XBTUS5HnadleCrossSignal(signal); } // // Retrieve Can Execute Signal or not ... bool canExecuteSignal = !isCross // || // ( // isCross && xBTUS5CrossSignalsMethod != X_CROSS_SIGNAL_DO_NOTHING // ); if (!canExecuteSignal) { return result; } // // Execute Signal ... ENUM_EXECUTION_SIGNAL_RESULT executionResult = xBTUS5Trader.ExecuteSignal( signal, false, // Ignore Number of Trades ... true // Check Account Conditions ... ); result = executionResult == X_TRADER_SUCCEED_EXECUTION; if (result) { string providers[]; ArrayCopy( providers, info.signallers ); // XSignal tSignal = xBTUS5Trader.GetSignal(signal.ticket); // XBTUS5OnSignal( tSignal, providers); } else { XBTUS5IssueSignalExecutionError(executionResult); } // return result; } // // Apply Cross Signal Actions ... void XBTUS5HnadleCrossSignal( XSignal &signal // Specified Signal ... ) { // // Check Cross Signal Handling Enabled ... if (xBTUS5CrossSignalsMethod == X_CROSS_SIGNAL_DO_NOTHING) { return; } // // First We have to Change Cross Signals Comment ... string comment = xBTUS5Trader.GenerateSignalComment( signal, true); // signal.comment = comment; // // If Every thing is Regular, prevent any changes here ... if (xBTUS5CrossSignalsMethod == X_CROSS_SIGNAL_REGULAR) { return; } // // Retrieve Max in Drawdown Signal ... XSignal maxInDDSignal = xBTUS5Trader.GetMaxInDrawdownSignal(); // // Validate Signal ... bool isValidSignal = maxInDDSignal.ticket > 0 && maxInDDSignal.symbol == signal.symbol && IsValid(maxInDDSignal, xBTUS5MagicNumber); if (!isValidSignal) { return; } // double volume = signal.volume; bool isDirectional = maxInDDSignal.type == signal.type; // // Prevent any changes on Regular Conditions ... bool isRegular = isDirectional ? ( // xBTUS5CrossSignalsMethod == X_CROSS_SIGNAL_DIRECTION_REGULAR || xBTUS5CrossSignalsMethod == X_CROSS_SIGNAL_DIRECTION_REGULAR_INDIRECTION_IMPORTANT // ) : ( // xBTUS5CrossSignalsMethod == X_CROSS_SIGNAL_INDIRECTION_REGULAR || xBTUS5CrossSignalsMethod == X_CROSS_SIGNAL_DIRECTION_IMPORTANT_INDIRECTION_REGULAR // ); if (isRegular) { return; } // // Important Act needs to Multiply volume by 2 ... volume *= 2; // // Set Volume of signal ... signal.volume = volume; } // // Calculate Usefull data ... void XBTUS5HandleCalculateDrawDownUp() { // XSignal signals[]; xBTUS5Trader.GetSignals(signals); int signalsCount = ArraySize(signals); if (signalsCount <= 0) { return; } // double profit = 0; double volume = 0; XCollector collector = {}; double maxAllowedVolume = xBTUS5VolumeManager.GetMaxAllowedVolume(); for (int i = 0; i < signalsCount; i++) { // XSignal iSignal = signals[i]; // profit += iSignal.profit; // volume = volume == 0 || volume < iSignal.volume ? iSignal.volume : volume; } // if (profit < 0) { // xBTUS5MaxDrawDown = xBTUS5MaxDrawDown == 0 || xBTUS5MaxDrawDown > MathAbs(profit) ? MathAbs(profit) : xBTUS5MaxDrawDown; // // Update Buffers ... datetime time = iTime(_Symbol, _Period, 0); // // Calculate Max Allowed Drawdown ... // collector.time = time; collector.volume = volume; collector.maxDrawDown = xBTUS5MaxDrawDown; collector.maxAllowedVolume = maxAllowedVolume; collector.minBalanceForOpenTrade = xBTUS5Trader.GetMinBalanceForOpenTrades(); } else { // xBTUS5MaxDrawUp = xBTUS5MaxDrawUp == 0 || xBTUS5MaxDrawUp < profit ? profit : xBTUS5MaxDrawUp; } // // Update Collector ... xBTUS5Collector.Add(collector); // // Update Reports ... xBTUS5Reporter.UpdateMaxDrawUpInReports(xBTUS5MaxDrawUp); xBTUS5Reporter.UpdateMaxDrawDownInReports(xBTUS5MaxDrawDown); xBTUS5Reporter.UpdateMaxSameTimeTradesInReports(signalsCount); } // // START Event Handlers ... // // // Runs When a Signal Successfully Executed ... void XBTUS5OnSignal( XSignal &signal, // Specified Signal string &providers[] // Signal Providers ) { // // Issue Propper Alert ... XBTUS5IssueSignalExecutionAlert( signal, providers); // // Add Signal To Supports on Guard ... xBTUS5Guard.AddSupport(signal); // // Update Reports ... xBTUS5Reporter.AddSignalToReports( signal, providers); } // // Runs when a Position Got Take Profit ... void XBTUS5OnTP( XSignal &signal // Specified Signal ) { // // Issue Propper Alert ... XBTUS5IssueTPAlert(signal); // // Remove Signal From Guard Protector ... xBTUS5Guard.Remove(signal.ticket); xBTUS5Guard.RemoveSupport(signal.ticket); // // Update Reports ... xBTUS5Reporter.AddTradeTPInReports(); XBTUS5UpdateReports(); } // // Runs when a Position Got Stop Loss ... void XBTUS5OnSL( XSignal &signal // Specified Signal ) { // // Issue Propper Alert ... XBTUS5IssueSLAlert(signal); // // Remove Signal From Guard Protector ... xBTUS5Guard.Remove(signal.ticket); xBTUS5Guard.RemoveSupport(signal.ticket); // // Update Reports ... xBTUS5Reporter.AddTradeSLInReports(); XBTUS5UpdateReports(); } // // Runs when a Position Risk Free ... void XBTUS5OnRF( XSignal &signal // Specified Signal ) { // // Issue Propper Alert ... XBTUS5IssueRFAlert(signal); // // Remove Signal From Guard Protector ... // since RiskFree Signals has SL ... xBTUS5Guard.Remove(signal.ticket); xBTUS5Guard.RemoveSupport(signal.ticket); // // Update Reports ... xBTUS5Reporter.AddTradeSLInReports(); XBTUS5UpdateReports(); } // // Runs when a Position Force Closed ... void XBTUS5OnFC( XSignal &signal // Specified Signal ) { // // Issue Propper Alert ... XBTUS5IssueFCAlert(signal); // // Remove Signal From Guard Protector ... xBTUS5Guard.Remove(signal.ticket); xBTUS5Guard.RemoveSupport(signal.ticket); // // Update Reports ... xBTUS5Reporter.AddTradeSLInReports(); XBTUS5UpdateReports(); } // // Runs when a Position Guarded ... void XBTUS5OnGuard( XSignal &signal, // Specified Signal ENUM_X_GUARD_REASONS reason, // Reason of Guard Applied string message, // Guard Returned Message bool isStopOut = false // Specified StopOut Fired or not ) { // // Chekc StopOut ... if (isStopOut) { // LogMessage(message); // xBTUS5MEnableProvider = false; } // // Issue Propper Alert ... XBTUS5IssueGuardAlert(signal, reason, isStopOut); // // Update Reports ... xBTUS5Reporter.AddTradeSLInReports(); XBTUS5UpdateReports(); } // // END Event Handlers ... // // // END Provided Functions ... // // // START Private Functions ... // // // START Volume Baseed Functions ... // // // Calculating Volume for Tradings ... double XBTUS5CalculateVolume( double forceMultiplier = 0 // some times we get more than one signal at the same time, here we increase volume using this ... ) { // // Check Open Trades ... int openSignals = xBTUS5Trader.Count(); // double result = xBTUS5VolumeManager.CalculateVolume( openSignals, _Symbol); // result *= forceMultiplier; // // Normalize Volume ... result = NormalizeVolume(result, _Symbol, 2); // return result; } // // END Volume Baseed Functions ... // // // START Report/Collect and Guard Functions ... // // // Update Report Info ... void XBTUS5UpdateReports() { // double staticVolume = xBTUS5VolumeManager.GetStaticVolume(); string staticVolumeCalculationMethod = EnumToString(xBTUS5StaticVolumeMethod); double maxAllowedVolume = xBTUS5VolumeManager.GetMaxAllowedVolume(); double volumeIncreaseMultiplier = xBTUS5VolumeManager.GetVolumeMultiplier(); double balanceGowingToApplyMultiplier = xBTUS5VolumeManager.GetIncreaseMultiplierBalance(); double balanceGrowingToIncreaseMaxAllowedVolume = xBTUS5VolumeManager.GetIncreaseMaxAllowedVolumeBalance(); // // Update Reports Volume Info ... xBTUS5Reporter.UpdateReportsVolumeInfo( staticVolume, staticVolumeCalculationMethod, maxAllowedVolume, volumeIncreaseMultiplier, balanceGowingToApplyMultiplier, balanceGrowingToIncreaseMaxAllowedVolume); // // Calculate Max Allowed Drawdown ... double minBalanceForTradeBasedOnBalance = xBTUS5Trader.GetMinBalanceForOpenTrades(); xBTUS5Reporter.UpdateMinBalanceForOpenTradesInReports(minBalanceForTradeBasedOnBalance); } // // Reset XBTUS5 Info Buffers ... void XBTUS5ResetCollectors() { // // Reset Calculations Buffers and Variables ... xBTUS5MaxDrawUp = 0; xBTUS5MaxDrawDown = 0; // xBTUS5Trader.Reset(); xBTUS5Reporter.Reset(); xBTUS5Collector.Reset(); xBTUS5VolumeManager.ResetForceVolumeMultiplier(); } // // END Report/Collect and Guard Functions ... // // // START Alert Functions ... // // // Send Alert ... void XBTUS5IssueAlert(string message) { // // Validate Args ... if (StringLen(message) <= 0) { return; } // if (xBTUS5EnableAlerts) { SendAlert(message); } else { LogMessage(message); } } // // Send Take Profit Alert on Specific Signal ... void XBTUS5IssueTPAlert( XSignal &signal // Specified Signal ) { // string message = ""; // message = xBTUS5Trader.GenerateSignalTPComment(signal); // XBTUS5IssueAlert(message); } // // Send Stop Loss Alert on Specific Signal ... void XBTUS5IssueSLAlert( XSignal &signal // Specified Signal ) { // string message = ""; // message = xBTUS5Trader.GenerateSignalSLComment(signal); // XBTUS5IssueAlert(message); } // // Send Force Close Alert on Specific Signal ... void XBTUS5IssueFCAlert( XSignal &signal // Specified Signal ) { // string message = ""; // message = xBTUS5Trader.GenerateSignalForceCloseComment(signal); // XBTUS5IssueAlert(message); } // // Send Risk Free Alert on Specific Signal ... void XBTUS5IssueRFAlert( XSignal &signal // Specified Signal ) { // string message = ""; // message = xBTUS5Trader.GenerateSignalRFComment(signal, 0); // XBTUS5IssueAlert(message); } // // Send Guard Alert on Specific Signal ... void XBTUS5IssueGuardAlert( XSignal &signal, // Specified Signal ENUM_X_GUARD_REASONS reason, // Specified Guard Reason bool isStopOut = false // Specified StopOut Fired or not ) { // string message = ""; // message = xBTUS5Guard.GenerateGuardedSignalComment( signal, reason); // XBTUS5IssueAlert(message); } // // Send Initialization Succeed Alert ... void XBTUS5IssueInitializationSucceedAlert() { // string message = "Initializion of (" + XBTUS5ProviderName + " Provider" + " _ " + _Symbol + " _ " + EnumToString(_Period) + ") Succeeded ..."; XBTUS5IssueAlert(message); } // // Send De Initialization Succeed Alert ... void XBTUS5IssueDeinitializationSucceedAlert() { // string message = "De Initializion of (" + XBTUS5ProviderName + " Provider" + ") Succeeded ..."; XBTUS5IssueAlert(message); } // // Send Signal Successfully Execution Alert ... void XBTUS5IssueSignalExecutionAlert( XSignal &signal, // Specified Signal string &providers[] // Signal Providers ) { // string message = xBTUS5Trader.ToString(signal); // string providersMsg = ToString(providers); if (StringLen(providersMsg) > 0) { message += ", Providers: " + providersMsg; } // XBTUS5IssueAlert(message); } // // Send Signal Execution Alert ... void XBTUS5IssueSignalExecutionError(int error) { // string message = GetSignalExecutionError(error); if (StringLen(message) == 0) { return; } // XBTUS5IssueAlert(message); } // // END Alert Functions ... // // // END Private Functions ... //