963 lines
24 KiB
Plaintext
963 lines
24 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 description "SaherElm XBackTester"
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#property icon "../Images/SaherElm_Logo_Color.ico"
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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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#include "../XFIMAEA/Classes/x-saherelm.xfima.signaller.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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// Volume ...
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input group "Volume";
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input ENUM_X_VOLUME_SELECT_TYPE eaVolumeSelect = X_VOLUME_CONSTANT; // Volume Applying Type
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input double eaStaticVoluem = 0.0; // Static Volume
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input double eaDynamicVolumeStepBalance = 0.0; // Step of Balance for Increase Volume
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input double eaDynamicVolumeStepVolume = X_MIN_VOLUME; // Step of Volume Increasing
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input double eaConstantRiskBalance = 0.0; // Constant Risk Balance per Trade
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input double eaConstantPercent = 1; // Constant Percent of Balance Per Trade
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input double eaConstantBalance = 1000.0; // Constant Balance for Calculations
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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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// Configurations ...
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input group "Configuration";
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input bool eaProcessAllTicks = false; // Process All Ticks
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input double eaSignallerR2R = 2.0; // Risk To Reward Ratio
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input double eaSignallerVolume = 0.01; // Default Volume
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input double eaSignallerRiskInPoint = 50; // Default Risk In Point
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//
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// Indicator Inputs ...
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//
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input group "Calculation";
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//
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// Short ...
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input ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // How to Find Short Period
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input ENUM_TIMEFRAMES scPeriod = NULL; // Short Period
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//
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// Medium ...
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input ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // How to Find Medium Period
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input ENUM_TIMEFRAMES mcPeriod = NULL; // Medium Period
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//
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// Long ...
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input ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // How to Find Long Period
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input ENUM_TIMEFRAMES lcPeriod = NULL; // Long Period
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//
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// Hind ...
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input ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // How to Find Hind Period
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input ENUM_TIMEFRAMES hcPeriod = NULL; // Hind Period
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//
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// PV ...
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input ENUM_SERIESMODE upperMode = MODE_HIGH; // Peak Method
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input ENUM_SERIESMODE lowerMode = MODE_LOW; // Vale Method
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//
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// Others ...
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input ENUM_X_FIBO_LEVELS fiboUpperZoneLevel = X_FIBO_LEVEL_382; // Upper Zone Level
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input ENUM_X_FIBO_LEVELS fiboMiddleZoneLevel = X_FIBO_LEVEL_500; // Middle Zone Level
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input ENUM_X_FIBO_LEVELS fiboLowerZoneLevel = X_FIBO_LEVEL_618; // Lower Zone Level
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input double sarStep = 0.02; // SAR Step
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input double sarMax = 0.2; // SAR Maximum
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input ENUM_MA_METHOD maMethod = MODE_EMA; // MA Method
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input ENUM_APPLIED_PRICE maAppliedTo = PRICE_CLOSE; // MA Applied To
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input int maFastLength = 7; // Fast MA Length
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input int maSlowLength = 20; // Slow MA Length
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input int maBandLength = 7; // MA Band Length
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input int zigzagDepth = 12; // ZigZag Depth
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input int zigzagDeviation = 5; // ZigZag Deviation
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input int zigzagBackStep = 3; // ZigZag Back Step
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input ENUM_X_PRICE zigzagUppersMode = X_PRICE_HIGH; // ZigZag High Detect Mode
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input ENUM_X_PRICE zigzagLowersMode = X_PRICE_LOW; // ZigZag Low Detect Mode
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input bool hkIgnoreShadows = true; // HK Remove noises
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input int hkSmoothingLength = 21; // HK Smoothing Length
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input ENUM_X_MA_METHOD hkSmoothingMode = X_MA_MODE_EMA; // HK Smoothing Method
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input int atrLength = 14; // ATR Length
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input double atrMultiplier = 1.5; // ATR Band Multiplier
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input int atrSmoothingLength = 21; // ATR Smoothing Length
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input ENUM_X_PRICE atrUpperPriceType = X_PRICE_HIGH; // ATR Upper Zone Applied To
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input ENUM_X_PRICE atrLowerPriceType = X_PRICE_LOW; // ATR Lower Zone Applied To
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input ENUM_X_MA_METHOD atrSmoothingMode = X_MA_MODE_EMA; // ATR Smoothing Method
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//
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input group "Bar Timer";
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input int barTimeFontSize = 10; // Font Size
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input string barTimeFont = "Arial"; // Font
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input color barTimeColor = clrYellow; // Text Color
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input ENUM_BASE_CORNER barTimeCorner = CORNER_RIGHT_LOWER; // Text Position
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//
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// Presentation ...
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input group "Presentation";
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input bool showPV = false; // Show PV
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input bool showHK = false; // Show HK
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input bool showSAR = false; // Show Sar
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input bool showBars = true; // Show Bars
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input bool showMAFast = false; // Show MA Fast
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input bool showMASlow = false; // Show MA Slow
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input bool showMABand = false; // Show MA Band
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input bool showHKBand = false; // Show HK Band
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input bool showATRBand = false; // Show ATR Band
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input bool showBarTime = true; // Show Bar Time
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input bool showZigZag = false; // Show ZigZag
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input bool showFiboZone = false; // Show Fibo Zone
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//
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input int startCalculationForLastBars = 1500; // Calculate Last n Bars
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//
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input int sarArrowCode = 159; // Parabolic Sar Arrow Code
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input int peakArrowCode = 159; // Peaks Arrow Code
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input int valeArrowCode = 159; // Vales Arrow Code
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//
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// Define Local Variables ...
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//
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// Requirements ...
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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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// Registered Signallers ...
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XCXFIMAStrategy1Signaller *fima1Signaller; // XFIMA1 Signaller ...
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//
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XBarTracker eaBarTracker; // EA Bar Traker ...
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//
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// Registered Handlers ...
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int eaCTHandler = INVALID_HANDLE; // Candle Timer Handler ...
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int eaCCHandler = INVALID_HANDLE; // Candle Cleaner Handler ...
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//
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bool eaIsNewBar; // Check New Bar ...
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//
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ENUM_CHART_MODE eaBarMode = CHART_CANDLES;
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//
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color eaBarUpColor = clrLime;
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color eaBarDownColor = clrRed;
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color eaBarLineColor = clrLime;
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color eaBarBearishColor = clrRed;
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color eaBarBullishColor = clrLime;
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color eaBarVolumesColor = clrGreen;
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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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// Volume ...
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eaExpert.eaVolumeSelect = eaVolumeSelect;
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eaExpert.eaStaticVoluem = eaStaticVoluem;
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eaExpert.eaDynamicVolumeStepBalance = eaDynamicVolumeStepBalance;
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eaExpert.eaDynamicVolumeStepVolume = eaDynamicVolumeStepVolume;
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eaExpert.eaConstantRiskBalance = eaConstantRiskBalance;
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eaExpert.eaConstantPercent = eaConstantPercent;
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eaExpert.eaConstantBalance = eaConstantBalance;
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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.AddOnSignalExecutedEventHandler(OnSignalExecuted);
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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.allowedTPSLStep = 10;
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eaExpert.minAllowedRiskInPoint = 20;
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eaExpert.volume = eaSignallerVolume;
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eaExpert.riskToRewardRatio = eaSignallerR2R;
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eaExpert.riskInPoint = eaSignallerRiskInPoint;
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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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// Here Instantiate Signaller Class ...
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//
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// Preparing Indicator Inputs ...
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XFIMAInputs fimaInputs;
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//
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// This is Default Configuration ...
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fimaInputs.Default();
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fimaInputs.Hide();
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//
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// Here we Attach Inputs to Indicator ...
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fimaInputs.scMethod = scMethod;
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fimaInputs.scPeriod = scPeriod;
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fimaInputs.mcMethod = mcMethod;
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fimaInputs.mcPeriod = mcPeriod;
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fimaInputs.lcMethod = lcMethod;
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fimaInputs.lcPeriod = lcPeriod;
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fimaInputs.hcMethod = hcMethod;
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fimaInputs.hcPeriod = hcPeriod;
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fimaInputs.upperMode = upperMode;
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fimaInputs.lowerMode = lowerMode;
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fimaInputs.fiboUpperZoneLevel = fiboUpperZoneLevel;
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fimaInputs.fiboMiddleZoneLevel = fiboMiddleZoneLevel;
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fimaInputs.fiboLowerZoneLevel = fiboLowerZoneLevel;
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fimaInputs.sarStep = sarStep;
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fimaInputs.sarMax = sarMax;
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fimaInputs.maMethod = maMethod;
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fimaInputs.maAppliedTo = maAppliedTo;
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fimaInputs.maFastLength = maFastLength;
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fimaInputs.maSlowLength = maSlowLength;
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fimaInputs.maBandLength = maBandLength;
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fimaInputs.zigzagDepth = zigzagDepth;
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fimaInputs.zigzagDeviation = zigzagDeviation;
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fimaInputs.zigzagBackStep = zigzagBackStep;
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fimaInputs.zigzagUppersMode = zigzagUppersMode;
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fimaInputs.zigzagLowersMode = zigzagLowersMode;
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fimaInputs.hkIgnoreShadows = hkIgnoreShadows;
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fimaInputs.hkSmoothingLength = hkSmoothingLength;
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fimaInputs.hkSmoothingMode = hkSmoothingMode;
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fimaInputs.atrLength = atrLength;
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fimaInputs.atrMultiplier = atrMultiplier;
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fimaInputs.atrSmoothingLength = atrSmoothingLength;
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fimaInputs.atrUpperPriceType = atrUpperPriceType;
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fimaInputs.atrLowerPriceType = atrLowerPriceType;
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fimaInputs.atrSmoothingMode = atrSmoothingMode;
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fimaInputs.showPV = showPV;
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fimaInputs.showHK = showHK;
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fimaInputs.showSAR = showSAR;
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fimaInputs.showMAFast = showMAFast;
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fimaInputs.showMASlow = showMASlow;
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fimaInputs.showMABand = showMABand;
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fimaInputs.showHKBand = showHKBand;
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fimaInputs.showATRBand = showATRBand;
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fimaInputs.showZigZag = showZigZag;
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fimaInputs.showFiboZone = showFiboZone;
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fimaInputs.startCalculationForLastBars = startCalculationForLastBars;
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fimaInputs.sarArrowCode = sarArrowCode;
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fimaInputs.peakArrowCode = peakArrowCode;
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fimaInputs.valeArrowCode = valeArrowCode;
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//
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// Instantiate Signaller ...
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//
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// XFIMA1 Signaller ...
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fima1Signaller = new XCXFIMAStrategy1Signaller(
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_Symbol,
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_Period,
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fimaInputs,
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eaProcessAllTicks, // Process All Ticks ...
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eaSignallerR2R, // Signaller Risk to Reward Ratio ...
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eaSignallerRiskInPoint, // Default Risk In Points ...
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eaSignallerVolume // Defaul Volume ...
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);
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//
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// Configure Signaller ...
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fima1Signaller.ignoreTargets = false;
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fima1Signaller.slAdditionDistance = 30;
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fima1Signaller.maxAllowedRiskDistance = 350;
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fima1Signaller.AddOnSignalEventHandler(OnSignalTriggered);
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//
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isInited =
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fima1Signaller.IsValid();
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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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// Initialize Candle Timer Handler ...
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eaCTHandler = iCustom(
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_Symbol,
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_Period,
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"x-saherelm.x121.xct",
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//
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// Inputs ...
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barTimeFontSize, // Font Size ...
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barTimeFont, // Font ...
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barTimeColor, // Text Color ...
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barTimeCorner, // Text Position ...
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//
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// Presentation ...
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"",
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showBarTime // Show Candle Time
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//
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);
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isInited = eaCTHandler != INVALID_HANDLE;
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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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// Initialize Candle Cleaner Handler ...
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eaCCHandler = iCustom(
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_Symbol,
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_Period,
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"x-saherelm.x121.xcc",
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//
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// Inputs ...
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//
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// Chart Style ...
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"",
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eaBarMode, // Mode
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eaBarUpColor, // Up Color
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eaBarDownColor, // Down Color
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eaBarLineColor, // Line mode and Doji candlestick Color
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eaBarBullishColor, // Bearish Color
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eaBarBearishColor, // Bullish Color
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eaBarVolumesColor, // Volumes Color
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//
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// Presentation ...
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"",
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showBars // Show Candles
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//
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);
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isInited = eaCCHandler != INVALID_HANDLE;
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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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// Initialize Bar Tracker ...
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isInited = eaBarTracker.Init(
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_Symbol,
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_Period //
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);
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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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// Configure XFIMA POI Detector / Drawer ...
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// detectorConfig.Default();
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// detectorConfig.FullDetect();
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// marketStructureDrawerConfig.FullDraw();
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//
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// Ignoring Position Drawer ...
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delete eaExpert.eaPositionDrawer;
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ZeroMemory(eaExpert.eaPositionDrawer);
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eaExpert.eaPositionDrawer = NULL;
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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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// De Init Indicator ...
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IndicatorRelease(eaCTHandler);
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//
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eaBarTracker.Clean();
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//
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delete fima1Signaller;
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ZeroMemory(fima1Signaller);
|
|
|
|
//
|
|
delete eaExpert;
|
|
ZeroMemory(eaExpert);
|
|
}
|
|
|
|
//
|
|
// On Tick Handler ...
|
|
void OnTick()
|
|
{
|
|
//
|
|
eaIsNewBar = eaBarTracker.IsNewBar();
|
|
bool canProcess = eaProcessAllTicks
|
|
? true
|
|
: eaIsNewBar;
|
|
//
|
|
eaExpert.HandleOnTick();
|
|
|
|
//
|
|
if (!canProcess)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Bar Index ...
|
|
int barIndex = 0;
|
|
|
|
//
|
|
// Signallers Calling OnTick ...
|
|
fima1Signaller.OnTick(barIndex);
|
|
|
|
//
|
|
// Checking For Guard only When has Position ...
|
|
XPosition positions[];
|
|
int positionsCount = eaExpert.eaTrader.GetPositions(
|
|
positions,
|
|
fima1Signaller.symbol,
|
|
fima1Signaller.name,
|
|
fima1Signaller.period,
|
|
NULL, // All Types ...
|
|
true, // Filter By Magic ...
|
|
true // Force Clean ...
|
|
);
|
|
if (IsValidSize(positionsCount))
|
|
{
|
|
//
|
|
XGuard guards[];
|
|
int guardsCount = fima1Signaller.CheckForGuard(
|
|
guards,
|
|
positions,
|
|
barIndex //
|
|
);
|
|
if (IsValidSize(guardsCount))
|
|
{
|
|
//
|
|
// Handling Guards ...
|
|
eaExpert.eaGuard.DoGuards(guards);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Handle On Trade Event ...
|
|
void OnTrade()
|
|
{
|
|
eaExpert.HandleOnTrade();
|
|
}
|
|
|
|
//
|
|
// On Timer ...
|
|
void OnTimer()
|
|
{
|
|
eaExpert.HandleOnTimer();
|
|
}
|
|
|
|
//
|
|
// Chart Event Handler ...
|
|
void OnChartEvent(
|
|
const int id,
|
|
const long &lparam,
|
|
const double &dparam,
|
|
const string &sparam //
|
|
)
|
|
{
|
|
eaExpert.HandleOnChartEvent(id, lparam, dparam, sparam);
|
|
}
|
|
|
|
//
|
|
// Custom Functions ...
|
|
|
|
/**
|
|
* Validate all Inputs of Expert Adviser ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool ValidateInputs()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
string errMessage = "";
|
|
|
|
//
|
|
bool isCommonValid = (
|
|
//
|
|
eaSlippage > 0 &&
|
|
eaMagicNumber > 0 &&
|
|
//
|
|
// Indicator Inputs ...
|
|
//
|
|
// MA ...
|
|
maFastLength >= 2 &&
|
|
maSlowLength >= 2 &&
|
|
maSlowLength > maFastLength &&
|
|
//
|
|
// SAR ...
|
|
sarMax > 0 &&
|
|
sarStep > 0 &&
|
|
sarMax > sarStep &&
|
|
//
|
|
// CYCLES ...
|
|
(IsValid(scMethod, scPeriod) &&
|
|
IsValid(mcMethod, mcPeriod) &&
|
|
IsValid(lcMethod, lcPeriod) &&
|
|
IsValid(hcMethod, hcPeriod)) &&
|
|
//
|
|
// ZIGZAG ...
|
|
zigzagDepth > 0 &&
|
|
zigzagDeviation > 0 &&
|
|
zigzagBackStep > 0 &&
|
|
//
|
|
// Validate Upper Mode Detection ...
|
|
IsXValid(zigzagUppersMode) &&
|
|
//
|
|
// Validate Lower Mode Detection ...
|
|
IsXValid(zigzagLowersMode)
|
|
//
|
|
);
|
|
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();
|
|
}
|
|
|
|
/**
|
|
* Trigger OnSignal Event ...
|
|
*
|
|
* @param signal: XSignal
|
|
*/
|
|
void OnSignalTriggered(XSignal &signal)
|
|
{
|
|
// //
|
|
// // Draw Signal on Chart ...
|
|
// XCSignalObject *iSignalObj;
|
|
// bool has = fima1Signaller.poiDrawer.DrawSignal(
|
|
// signal,
|
|
// iSignalObj,
|
|
// 7 //
|
|
// );
|
|
|
|
//
|
|
eaExpert.HandleOnSignalTriggered(signal);
|
|
}
|
|
|
|
/**
|
|
* Trigger OnSignal Executed Event ...
|
|
*
|
|
* @param signal: XSignal
|
|
*/
|
|
void OnSignalExecuted(XSignal &signal)
|
|
{
|
|
eaExpert.HandleOnSignalExecuted(signal);
|
|
}
|
|
|
|
/**
|
|
* Check For Guard ...
|
|
*
|
|
* @param guards: XGuard, reference Collection to holds result ...
|
|
* @param positions: XPosition, refrence collection to Provides Positions ...
|
|
* @param barIndex: int, Specified Bar index ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int CheckForGuard(
|
|
XGuard &guards[],
|
|
XPosition &positions[],
|
|
int barIndex = 0 //
|
|
)
|
|
{
|
|
//
|
|
int result = fima1Signaller.CheckForGuard(
|
|
guards,
|
|
positions,
|
|
barIndex //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Trade Event Handlers ...
|
|
|
|
/**
|
|
* Handle StopLoss Triggered Positions ...
|
|
*
|
|
* @param deal: XDeal instance ...
|
|
*/
|
|
void OnStopLossTriggered(const XDeal &deal)
|
|
{
|
|
//
|
|
eaExpert.HandleOnStopLossTriggered(deal);
|
|
|
|
//
|
|
HandleBalanceReport();
|
|
HandleWinTrade(deal.positionId, deal.profit);
|
|
HandleLoseTrade(deal.positionId, deal.profit);
|
|
}
|
|
|
|
/**
|
|
* Handle Take Profit Triggered Positions ...
|
|
*
|
|
* @param deal: XDeal instance ...
|
|
*/
|
|
void OnTakeProfitTriggered(const XDeal &deal)
|
|
{
|
|
//
|
|
eaExpert.HandleOnTakeProfitTriggered(deal);
|
|
|
|
//
|
|
HandleBalanceReport();
|
|
HandleWinTrade(deal.positionId, deal.profit);
|
|
}
|
|
|
|
/**
|
|
* 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 //
|
|
)
|
|
{
|
|
//
|
|
eaExpert.HandleOnPositionForceClosed(
|
|
ticket,
|
|
position,
|
|
comment //
|
|
);
|
|
|
|
//
|
|
HandleBalanceReport();
|
|
HandleWinTrade(ticket, position.profit);
|
|
HandleLoseTrade(ticket, position.profit);
|
|
}
|
|
|
|
/**
|
|
* Handle Deals Changes ...
|
|
*
|
|
* @param count: Integer, Number of Changes ...
|
|
*/
|
|
void OnDealsChanged(int count)
|
|
{
|
|
eaExpert.HandleOnDealsChanged(count);
|
|
}
|
|
|
|
/**
|
|
* Handle Orders Changes ...
|
|
*
|
|
* @param count: Integer, Number of Changes ...
|
|
*/
|
|
void OnOrdersChanged(int count)
|
|
{
|
|
eaExpert.HandleOnOrdersChanged(count);
|
|
}
|
|
|
|
/**
|
|
* Handle Positions Changes ...
|
|
*
|
|
* @param count: Integer, Number of Changes ...
|
|
*/
|
|
void OnPositionsChanged(int count)
|
|
{
|
|
eaExpert.HandleOnPositionsChanged(count);
|
|
}
|
|
|
|
/**
|
|
* Handle Position Modified ...
|
|
*
|
|
* @param ticket: ulong, Position Ticket ...
|
|
* @param profit: double, Position Profit ...
|
|
* @param comment: string, Comment ...
|
|
*/
|
|
void OnPositionModified(
|
|
const ulong ticket,
|
|
const double profit,
|
|
const string comment //
|
|
)
|
|
{
|
|
//
|
|
eaExpert.HandleOnPositionModified(
|
|
ticket,
|
|
profit,
|
|
comment //
|
|
);
|
|
}
|
|
|
|
/**
|
|
* Handle Position Partial Closed ...
|
|
*
|
|
* @param ticket: ulong, Position Ticket ...
|
|
* @param profit: double, Position Profit ...
|
|
* @param comment: string, Comment ...
|
|
*/
|
|
void OnPositionPartialClosed(
|
|
const ulong ticket,
|
|
const double profit,
|
|
const string comment //
|
|
)
|
|
{
|
|
//
|
|
eaExpert.HandleOnPositionPartialClosed(
|
|
ticket,
|
|
profit,
|
|
comment //
|
|
);
|
|
}
|
|
|
|
/**
|
|
* Handle Trade State Changed ...
|
|
*
|
|
* @param state: XOnTradeHandlerState instance ...
|
|
*/
|
|
void OnTradeStateChanged(const XOnTradeHandlerState &state)
|
|
{
|
|
eaExpert.HandleOnTradeStateChanged(state);
|
|
}
|
|
|
|
/**
|
|
* Test Resting Signals ...
|
|
*
|
|
* @param ticket: ulong, Position Ticket ...
|
|
* @param profit: double, Position Profit ...
|
|
*/
|
|
void HandleLoseTrade(
|
|
ulong ticket = 0,
|
|
double profit = 0 //
|
|
)
|
|
{
|
|
//
|
|
// Check Position Loose ...
|
|
bool has = ticket > 0 &&
|
|
profit < 0;
|
|
if (!has)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// NOTE: Here we Can Add Restrictions on Signaller based on our Requirements ...
|
|
// restingSignals: Specified Number of Signals which must to Ignore ...
|
|
// restUntil: Specified DateTime to Ignore all Signals before it Expiration ...
|
|
// restingDelay: Specified Bars Delay to Ignore all Signals before it passed ...
|
|
|
|
//
|
|
// Increase Resting Signals of Signallers ...
|
|
fima1Signaller.LoseTrade();
|
|
}
|
|
|
|
/**
|
|
* Handle Win Trade ...
|
|
*
|
|
* @param ticket: ulong, Position Ticket ...
|
|
* @param profit: double, Position Profit ...
|
|
*/
|
|
void HandleWinTrade(
|
|
ulong ticket = 0,
|
|
double profit = 0 //
|
|
)
|
|
{
|
|
//
|
|
bool has = ticket > 0 &&
|
|
profit > 0;
|
|
if (!has)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
fima1Signaller.WinTrade();
|
|
}
|
|
|
|
/**
|
|
* Handle Balance Report ...
|
|
*/
|
|
void HandleBalanceReport()
|
|
{
|
|
//
|
|
string message = eaExpert.eaTrader.mAccount.GetBalanceReportMessage();
|
|
eaExpert.eaAlert.SendAlert(message);
|
|
}
|
|
|
|
// |