/////////////////////////////////////////////////////// // // 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 "../XCATBEA/Classes/xcatbea.x-trade.manager.class.mq5" #include "../XCATBEA/Libraries/xcatbea.signaller.lib.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 = 2; // Risk Reward Ratio input double eaSLAtrMultiplier = 0; // 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 ... // eaSessions => (SYDNEY_02:00_14:00),(NY_19:00_23:00) 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 string eaSessions = ""; // Active Sessions input ENUM_XCATBEA_TRADE_RESTRICTION_PERIOD eaRestrictionsPeriod = XCATBEA_TRADE_RESTRICATION_NONE; // Restrictions Period input int eaMaxAllowedTPs = 0; // Max Allowed TP(s) in Restrictions Period input int eaMaxAllowedSLs = 0; // Max Allowed SL(s) in Restrictions Period input int eaMaxAllowedTrades = 0; // Max Allowed Trades in Restrictions Period 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; XCXCATBEATradeManager *eaTradeManager; XCATBEAStrategyConditions 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() { // // Handle Tradings ... bool tradeUsingTriggerBlock = true; bool tradeUsingMarketConditions1 = true; // 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 ... if (tradeUsingTriggerBlock) { // // Define Requirements ... XTriggerBlock iTB; XTriggerBlockFilters iFilters; X121XCatbConditions iConditions; XTriggerBlockValidationRules iValidations; // // Fill Validations ... iValidations.forceHasSwing = eaInputs.forceHasSwing; iValidations.forceOBBarType = eaInputs.forceOBBarType; iValidations.forceFVGBarType = eaInputs.forceOBFVGBarType; iValidations.forceHasFLiquidity = eaInputs.forceHasFLiquidity; iValidations.forceHasRLiquidity = eaInputs.forceHasRLiquidity; iValidations.validateGapSequence = eaInputs.validateGapSequence; iValidations.validateBlockEdgeBreakout = eaInputs.validateBlockEdgeBreakout; // // Fill Filters ... iFilters.filterBasedOnPV = eaInputs.filterBasedOnPV; iFilters.filterBasedOnSar = eaInputs.filterBasedOnSar; iFilters.filterBasedOnRSI = eaInputs.filterBasedOnRSI; iFilters.filterBasedOnADX = eaInputs.filterBasedOnADX; iFilters.filterBasedOnATR = eaInputs.filterBasedOnATR; iFilters.filterBasedOnTrend = eaInputs.filterBasedOnTrend; iFilters.filterBasedOnDelta = eaInputs.filterBasedOnDelta; iFilters.filterBasedOnVolume = eaInputs.filterBasedOnVolume; iFilters.filterBasedOnSignalBar = eaInputs.filterBasedOnSignalBar; iFilters.filterBasedOnHKSignalBar = eaInputs.filterBasedOnHKSignalBar; // // Trigger Block Detection ... has = DetectTriggerBlock1( eaHelper, eaBarAnalyser, iTB, iConditions, iValidations, iFilters, barIndex, 10 // Loopback ... ); // if (has) { // // Wait for Next Bar for anything ... eaBarTraker.Waits(); // // Prepare Target ... double targets[]; for (int i = 1; i <= eaInputs.signalR2R; i++) { // Add( (double)i, targets // ); } // // Calculate SL Additions ... double iATR = 0; if (barIndex > 0 && barIndex < ArraySize(eaHelper.atrBuffer)) { iATR = eaHelper.atrBuffer[barIndex]; } double slAdditional = eaInputs.slAtrMultiplier * iATR; // // Preparing Signal ... has = ToSignal( iTB.trigger, iTB.signal, targets, slAdditional // ); // // Draw Trigger Block ... DrawTriggerBlock( iTB, eaDrawer, eaObjects, NULL // ); // // Attach Signal ... 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 // ); } // iTB.Clean(); } // // Trade Using Market Conditions ... if (tradeUsingMarketConditions1) { // XBoxZone signalZone; X121XCatbConditions conditions; has = DetectSignalZone( eaDrawer, eaHelper, eaBarAnalyser, signalZone, conditions, barIndex // ); if (has) { // // Convert Box to Signal ... } } // // Cleanup Resources ... // 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 XCXCATBEATradeManager( 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 // ); // // Initializing Sessions ... string sessions[]; int sessionsCount = 0; bool hasSession = IsValid(eaSessions); if (hasSession) { // // Extract Per Symbol Sessions ... sessionsCount = SplitContent( sessions, eaSessions, "," // ); // // Try to Extract Start and End Times Series ... hasSession = IsValidSize(sessionsCount); if (hasSession) { // // Iterate Sessions ... for (int i = 0; i < sessionsCount; i++) { // // Ignore unused Cases and Extracts only Content ... string iSessionDescriptorStr = ExtractString(sessions[i]); isInited = IsValid(iSessionDescriptorStr); if (isInited) { // // Extract Session Descriptor Data ... string parts[]; int partsCount = SplitContent( parts, iSessionDescriptorStr, "_" // ); isInited = IsValidSize(partsCount) && partsCount == 3; if (isInited) { // string iName = parts[0]; string iStart = parts[1]; string iEnd = parts[2]; isInited = IsValid(iName) && IsValid(iStart) && IsValid(iEnd); if (isInited) { // // Set Active Session ... eaTradeManager .SetTradeSession( _Symbol, iStart, iEnd, iName // ); } } } } } } // } /** * 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 // ); } //