414 lines
8.3 KiB
Plaintext
414 lines
8.3 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center XTest MQL5 Expert Advisor
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// -------------------------------------------------
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// Name: XBackTester
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// Description: a Backtest Tools Strategy Tester
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////x
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//
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// Global Properties ...
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://saherelm.ir"
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#property version "1.00"
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#property icon "../Images/SaherElm_Logo_Color.ico"
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#property description "SaherElm XBackTester"
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#property strict
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//
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#define ShortName "XBackTester"
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//
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// Imports ...
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#include "../Classes/x-saherelm.x-backtester.expert.class.mq5"
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//
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// Definitions ...
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//
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// Inputs ...
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//
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// Common ...
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input group "Common";
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input long eaMagicNumber = 78692110; // Magic Number
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input int eaSlippage = 10; // Slippgae
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input string eaLogSuffix = ""; // Log Suffix
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//
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// Alert ...
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// Here we Provider All Requirements for
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// Configuring Alert Provider ...
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input group "Alert";
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input bool eaEnableAlerts = true; // Enable Alerts
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input bool eaLogAlerts = true; // Log Alerts
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input bool eaMailAlerts = false; // Mail Alerts
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input bool eaPushAlerts = false; // Push Alerts
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input bool eaTerminalAlerts = false; // Terminal Alerts
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//
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// Define Local Variables ...
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//
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string eaLogTag; // EA Log Prefix ...
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XCBackTesterEA *eaExpert; // EA Expert ...
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//
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// Event Handlers ...
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//
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// Initialization ...
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int OnInit()
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{
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//
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// Preparing Tags ...
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string eaTag =
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(IsValid(eaLogSuffix)
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? eaLogSuffix + "_"
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: "") +
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ShortName;
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//
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// Validate Inputs and Required Parameters
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// for EA to Works fine ...
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if (!ValidateInputs())
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{
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return INIT_PARAMETERS_INCORRECT;
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}
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//
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// Initialize Timer ...
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if (!InitTimer())
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{
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return INIT_FAILED;
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}
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//
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// Configure EA Expert Class ...
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eaExpert = new XCBackTesterEA();
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//
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// Symbol / Period ...
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eaExpert.symbol = _Symbol;
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eaExpert.period = _Period;
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//
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// Common ...
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eaExpert.eaMagicNumber = eaMagicNumber;
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eaExpert.eaSlippage = eaSlippage;
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eaExpert.eaLogSuffix = eaTag;
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//
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// Alert ...
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eaExpert.eaEnableAlerts = eaEnableAlerts;
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eaExpert.eaLogAlerts = eaLogAlerts;
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eaExpert.eaMailAlerts = eaMailAlerts;
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eaExpert.eaPushAlerts = eaPushAlerts;
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eaExpert.eaTerminalAlerts = eaTerminalAlerts;
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//
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// Attach Event Handlers ...
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eaExpert.AddOnDealsChangedEventHandler(OnDealsChanged);
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eaExpert.AddOnStopLossEventHandler(OnStopLossTriggered);
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eaExpert.AddOnOrdersChangedEventHandler(OnOrdersChanged);
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eaExpert.AddOnTakeProfitEventHandler(OnTakeProfitTriggered);
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eaExpert.AddOnModifyPositionEventHandler(OnPositionModified);
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eaExpert.AddOnPositionsChangedEventHandler(OnPositionsChanged);
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eaExpert.AddOnTradeStateChangedEventHandler(OnTradeStateChanged);
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eaExpert.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
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eaExpert.AddOnPartialClosePositionEventHandler(OnPositionPartialClosed);
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//
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// Configure Other Requirements ...
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// eaExpert.volume = 0;
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// eaExpert.riskInPoint = 0;
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// eaExpert.allowedTPSLStep = 0;
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// eaExpert.riskToRewardRatio = 0;
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// eaExpert.minAllowedRiskInPoint = 0;
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//
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// Try to Initialize eaExpert ...
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bool isInited = eaExpert.HandleOnInit();
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if (!isInited)
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{
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//
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Print(ShortName, ": Initialization Failed ...");
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return INIT_FAILED;
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}
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//
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Print(ShortName, ": Initialized Successfully ...");
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return INIT_SUCCEEDED;
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}
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//
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// DeInitialization ...
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void OnDeinit(const int reason)
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{
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//
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// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
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// REASON_REMOVE 1 Program removed from a chart
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// REASON_RECOMPILE 2 Program recompiled
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// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
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// REASON_CHARTCLOSE 4 Chart closed
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// REASON_PARAMETERS 5 Inputs changed by a user
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// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
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// REASON_TEMPLATE 7 Another chart template applied
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// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
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// REASON_CLOSE 9 Terminal closed
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//
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// Destroy Timer ...
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eaExpert.HandleOnDeInit();
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//
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delete eaExpert;
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ZeroMemory(eaExpert);
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}
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//
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// On Tick Handler ...
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void OnTick()
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{
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eaExpert.HandleOnTick();
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}
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//
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// Handle On Trade Event ...
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void OnTrade()
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{
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eaExpert.HandleOnTrade();
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}
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//
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// On Timer ...
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void OnTimer()
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{
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eaExpert.HandleOnTimer();
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}
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//
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// Chart Event Handler ...
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void OnChartEvent(
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const int id,
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const long &lparam,
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const double &dparam,
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const string &sparam //
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)
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{
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eaExpert.HandleOnChartEvent(id, lparam, dparam, sparam);
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}
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//
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// Custom Functions ...
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/**
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* Validate all Inputs of Expert Adviser ...
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*
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* @return ( bool )
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*/
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bool ValidateInputs()
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{
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//
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bool result = false;
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//
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string errMessage = "";
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//
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bool isCommonValid = (
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//
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eaSlippage > 0 &&
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eaMagicNumber > 0
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//
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);
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if (!isCommonValid)
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{
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//
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errMessage += "common configurations error;" + "\n";
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}
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//
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result =
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//
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// Common ...
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isCommonValid &&
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//
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// Otere ...
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true
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//
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;
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//
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if (!result)
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{
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//
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// Since here Logger not Initiallized, we Use Raw Print Command ...
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Print(ShortName + " Errors: \n", errMessage);
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}
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//
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return result;
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}
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/**
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* Initialize Timer ...
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*
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* @return ( bool )
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*/
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bool InitTimer()
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{
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//
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bool result = false;
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//
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// TODO: Initialize Timer if necessary ...
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// result = EventSetTimer(1);
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// result = EventSetMillisecondTimer(100);
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result = true;
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//
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return result;
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}
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/**
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* Destroy Timer ...
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*/
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void DestroyTimer()
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{
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//
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// TODO: Use This ...
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// EventKillTimer();
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}
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//
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// Trade Event Handlers ...
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/**
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* Handle StopLoss Triggered Positions ...
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*
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* @param deal: XDeal instance ...
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*/
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void OnStopLossTriggered(const XDeal &deal)
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{
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eaExpert.HandleOnStopLossTriggered(deal);
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}
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/**
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* Handle Take Profit Triggered Positions ...
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*
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* @param deal: XDeal instance ...
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*/
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void OnTakeProfitTriggered(const XDeal &deal)
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{
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eaExpert.HandleOnTakeProfitTriggered(deal);
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}
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/**
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* Handle Force Close a Position ...
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*
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* @param ticket: ULONG ...
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* @param position: XPosition instance ...
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* @param comment: String ...
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*/
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void OnPositionForceClosed(
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const ulong ticket,
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const XPosition &position,
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const string comment //
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)
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{
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//
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eaExpert.HandleOnPositionForceClosed(
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ticket,
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position,
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comment //
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);
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}
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/**
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* Handle Deals Changes ...
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*
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* @param count: Integer, Number of Changes ...
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*/
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void OnDealsChanged(int count)
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{
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eaExpert.HandleOnDealsChanged(count);
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}
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/**
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* Handle Orders Changes ...
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*
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* @param count: Integer, Number of Changes ...
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*/
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void OnOrdersChanged(int count)
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{
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eaExpert.HandleOnOrdersChanged(count);
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}
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/**
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* Handle Positions Changes ...
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*
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* @param count: Integer, Number of Changes ...
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*/
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void OnPositionsChanged(int count)
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{
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eaExpert.HandleOnPositionsChanged(count);
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}
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/**
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* Handle Position Modified ...
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*
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* @param ticket: ulong, Position Ticket ...
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* @param profit: double, Position Profit ...
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* @param comment: string, Comment ...
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*/
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void OnPositionModified(
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const ulong ticket,
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const double profit,
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const string comment //
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)
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{
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//
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eaExpert.HandleOnPositionModified(
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ticket,
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profit,
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comment //
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);
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}
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/**
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* Handle Position Partial Closed ...
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*
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* @param ticket: ulong, Position Ticket ...
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* @param profit: double, Position Profit ...
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* @param comment: string, Comment ...
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*/
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void OnPositionPartialClosed(
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const ulong ticket,
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const double profit,
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const string comment //
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)
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{
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//
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eaExpert.HandleOnPositionPartialClosed(
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ticket,
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profit,
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comment //
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);
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}
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/**
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* Handle Trade State Changed ...
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*
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* @param state: XOnTradeHandlerState instance ...
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*/
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void OnTradeStateChanged(const XOnTradeHandlerState &state)
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{
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eaExpert.HandleOnTradeStateChanged(state);
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}
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// |