/////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 Class Library // -------------------------------------- // Name: XCXCAEATradeManager // Description: provides all Requirements for Managing Trades ... // // // 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-poi.drawer.class.mq5" #include "../../Classes/x-saherelm.x-trade.class.mq5" #include "../Libraries/xcaea.signaller.lib.mq5" // // Definitions ... // enum ENUM_XCAEA_TRADE_FINALIZATION { XCAEA_TRADE_FINAL_NONE, XCAEA_TRADE_FINAL_TP, XCAEA_TRADE_FINAL_SL, XCAEA_TRADE_FINAL_CLOSE_IN_PROFIT, XCAEA_TRADE_FINAL_CLOSE_IN_LOSE, }; // struct XCAEATrade { // // Props ... double swap; double profit; XSignal signal; ulong positionID; double commission; XCAEAStrategyConditions conditions; ENUM_XCAEA_TRADE_FINALIZATION finalize; // // Constructor ... XCAEATrade() { Clean(); } // // Tools ... /** * Cleanup Model ... */ void Clean() { // swap = 0; profit = 0; signal.Clean(); commission = 0; positionID = 0; conditions.Clean(); finalize = XCAEA_TRADE_FINAL_NONE; // ZeroMemory(this); } /** * Check Has Signal ... * * @return ( bool ) */ bool HasSignal() { // bool result = false; // result = signal.IsValid(); // return result; } /** * Check Signal Executed or Not ... * * @return ( bool ) */ bool IsExecuted() { // bool result = false; // result = positionID > 0; // return result; } /** * Check a Trade is Finalized or not ... * * @return ( bool ) */ bool IsFinalized() { // bool result = false; // result = HasSignal() && IsExecuted() && finalize != XCAEA_TRADE_FINAL_NONE; // return result; } }; // // Implementations ... class XCXCAEATradeManager : public XCBaseAlert { // // Public ... public: // // Props ... XCTrade *trader; bool drawSignal; XCPOIDrawer *drawer; // // Constructors ... XCXCAEATradeManager(XCTrade *&_trader) { // trader = _trader; drawSignal = true; drawer = new XCPOIDrawer(); } // // De Constructors ... ~XCXCAEATradeManager() { // ZeroMemory(trader); ZeroMemory(drawer); } // // Tools ... /** * Do All Position Managing Senaros ... */ void Manage() { // bool has = HasChild(trades); if (!has) { return; } // 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; } // // After Update All Trades we can Do 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 ... // TODO: Implement this ... // // 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) { // double targets[]; Copy( trades[idx].signal.targets, targets // ); int targetsCount = ArraySize(targets); has = IsValidSize(targetsCount); if (has) { // for (int j = 0; j < targetsCount; j++) { // double jTarget = targets[j]; // // Check Traget Validation ... has = iPosition.sl == 0 ? true : isLong ? iPosition.sl < jTarget : iPosition.sl > jTarget; if (!has) { continue; } // double targetDelta = isLong ? jTarget + (targetDistance * points) : jTarget - (targetDistance * points); // // Can Risk Free ... bool canRF = jTarget > 0 && (isLong ? jTarget > iPosition.entry : jTarget < iPosition.entry) && (isLong ? iPosition.price > targetDelta : iPosition.price < targetDelta); if (canRF) { // double sl = jTarget; double tp = iPosition.tp; string comment = "RF On Target ..."; bool isModified = trader.Modify( iPosition.ticket, sl, tp, comment // ); if (isModified) { // string message = prefix + ToString(iPosition.type) + " Position: " + ToString(iPosition.ticket) + " RF On Traget: " + ToString(jTarget) + " Successfully ..."; Alert(message); } } } } } } } /** * Execute Specified Signal ... * * @param signal: XSignal instance reference ... * @param conditions: XCAEAStrategyConditions instance reference ... * * @return ( bool ) */ bool Execute( XSignal &signal, XCAEAStrategyConditions &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; result = trader.ExecuteSignal( signal, executionResult // ); // // Alert Signal Execution ... string executionMessage = ToString(executionResult); Alert(executionMessage); // if (result) { // if (drawSignal) { // XCSignalObject *iObj; isExists = drawer.DrawSignal( signal, iObj // ); // if (isExists) { // mObjects.Add(iObj); ZeroMemory(iObj); } } // XCAEATrade iTrade; // ulong positionID = trader.GetLastOpenPositionTicket(); double commission = trader.GetPositionCommission(positionID); // iTrade.signal = signal; iTrade.conditions = conditions; iTrade.positionID = positionID; iTrade.commission = commission; // AddRef( iTrade, trades // ); } // 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].commission = deal.commission; trades[idx].finalize = XCAEA_TRADE_FINAL_TP; // tpCount++; managedTPCount++; // } /** * 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].commission = deal.commission; trades[idx].finalize = XCAEA_TRADE_FINAL_SL; // slCount++; managedSLCount++; // } /** * 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].commission = position.commission; trades[idx].finalize = isInProfit ? XCAEA_TRADE_FINAL_CLOSE_IN_PROFIT : XCAEA_TRADE_FINAL_CLOSE_IN_LOSE; // if (isInProfit) { // tpCount++; managedTPCount++; } else { // slCount++; managedSLCount++; } // } // // 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++) { // XCAEATrade 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++) { // XCAEATrade iTrade = trades[i]; // result = iTrade.HasSignal() && iTrade.signal.IsSameAs(signal); if (result) { // index = i; // iTrade.Clean(); break; } // iTrade.Clean(); } // result = IsValidIndex(index); // return result; } // // Protected ... protected: // // Tools ... // // Private ... private: // // Props ... // int slCount; int tpCount; // int managedSLCount; int managedTPCount; // CArrayObj mObjects; // XCAEATrade trades[]; }; //