2020 lines
45 KiB
Plaintext
2020 lines
45 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Class Library
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// ----------------------------------------------
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// Name: XCXTradeManager
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// Description: provides all Trade Management requirements ...
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//
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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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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property library
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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// Imports ...
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#include "../Classes/x-saherelm.x-alert.class.mq5"
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#include "../Classes/x-saherelm.x-data.collector.class.mq5"
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#include "../Classes/x-saherelm.x-guard.class.mq5"
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#include "../Classes/x-saherelm.x-poi.drawer.class.mq5"
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#include "../Classes/x-saherelm.x-trade.class.mq5"
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//
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// Implementation ...
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class XCTradeManager : public XCBase
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{
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//
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// Public ...
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public:
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//
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// Props ...
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XCAlert *alert;
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XCGuard *guard;
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XCTrade *trader;
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XTimeTracker timeTracker;
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XCDataCollector *collector;
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//
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XCPOIDrawer *drawer;
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//
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// Constructor ...
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XCTradeManager(
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XCAlert *_alert,
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XCTrade *_trader,
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XCGuard *_guard //
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)
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{
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//
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alert = _alert;
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guard = _guard;
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trader = _trader;
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//
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drawer = new XCPOIDrawer();
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//
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allowTrade = true;
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allowLongs = true;
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allowShorts = true;
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//
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reportTrades = true;
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reportSignals = true;
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reportProtector = true;
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reportAfterTradesBalance = true;
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//
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SaveTrades(false);
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//
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collector = new XCDataCollector();
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//
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// Setting Collector Path ...
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string mPath = (IsValid(alert.GetPrefix())
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? alert.GetPrefix() + "\\"
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: "") +
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trader.mAccount.GetCompany();
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collector.Path(mPath);
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}
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//
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// Deconstructor ...
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~XCTradeManager()
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{
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//
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Clean(trades);
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//
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timeTracker.Clean();
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//
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ZeroMemory(alert);
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ZeroMemory(trader);
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//
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delete drawer;
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ZeroMemory(drawer);
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//
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delete collector;
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ZeroMemory(collector);
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}
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//
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// Properties ...
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//
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bool SaveTrades()
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{
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return mSaveTrades;
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}
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//
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void SaveTrades(bool value)
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{
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mSaveTrades = value;
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}
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//
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bool SaveSignals()
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{
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return mSaveSignals;
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}
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//
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void SaveSignals(bool value)
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{
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mSaveSignals = value;
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}
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//
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bool SaveWins()
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{
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return mSaveWins;
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}
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//
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void SaveWins(bool value)
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{
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mSaveWins = value;
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}
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//
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bool SaveLosts()
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{
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return mSaveLosts;
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}
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//
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void SaveLosts(bool value)
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{
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mSaveLosts = value;
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}
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//
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bool SaveRestrictions()
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{
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return mSaveRestrictions;
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}
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//
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void SaveRestrictions(bool value)
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{
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mSaveRestrictions = value;
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}
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//
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// Setter(s) ...
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//
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void SetSymbolConfigurations(string symbolConfiguration)
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{
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//
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int count = 0;
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bool has = false;
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//
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// If Not Provided ...
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has = IsSpecifiedValid(symbolConfiguration);
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if (!has)
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{
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//
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AddDefaultSymbolConfiguration();
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return;
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}
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//
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// Try to Parse Data ...
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string symbolData[];
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count = SplitContent(
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symbolData,
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symbolConfiguration,
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"]" //
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);
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has = IsValidSize(count);
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if (!has)
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{
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//
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AddDefaultSymbolConfiguration();
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//
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SpecifiedClean(symbolData);
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return;
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}
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//
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// Loop through Exists Symbol Data's ...
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for (int i = 0; i < count; i++)
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{
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//
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string iData = symbolData[i];
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//
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// Extract Data Parts ...
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string iParts[];
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int iPartsCount = SplitContent(
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iParts,
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iData,
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"|" //
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);
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has = IsValidSize(iPartsCount);
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if (has)
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{
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//
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// Determines Required Parts ...
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bool hasSymbol = iPartsCount >= 1;
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bool hasPeriod = iPartsCount >= 2;
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bool hasSessionsDescriptor = iPartsCount >= 3;
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bool hasMaxAllowedSpred = iPartsCount >= 4;
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bool hasMaxAllowedPositios = iPartsCount >= 5;
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bool hasRestrictionDescriptor = iPartsCount >= 6;
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//
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// Extract Symbol ...
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string iSymbol =
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hasSymbol
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? iParts[0]
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: _Symbol;
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iSymbol = EscapeString(iSymbol);
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iSymbol = NormalizeSymbol(iSymbol);
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//
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// Extract Period ...
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ENUM_TIMEFRAMES iPeriod =
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hasPeriod
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? ToPeriod(EscapeString(iParts[1]))
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: _Period;
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iPeriod = NormalizePeriod(iPeriod);
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//
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// Extract Max Allowed Sspread ...
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double iMaxAllowedSpread =
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hasMaxAllowedSpred
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? (double)(EscapeString(iParts[3]))
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: 25;
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//
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// Extract Max Allowedd Positions ...
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int iMaxAllowedPositions =
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hasMaxAllowedPositios
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? (int)(EscapeString(iParts[4]))
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: 5;
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//
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// Extract Sessions Descriptor ...
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string iSessionsDescriptor =
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hasSessionsDescriptor
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? iParts[2]
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: "";
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iSessionsDescriptor = EscapeString(iSessionsDescriptor);
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//
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// Extract Restrictions Descriptor ...
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string iRestrictionsDescriptor =
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hasRestrictionDescriptor
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? iParts[5]
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: "";
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iRestrictionsDescriptor = EscapeString(iRestrictionsDescriptor);
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//
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XSymbolTradeConfig iConfig;
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//
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// Initialize Config ...
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has = iConfig.Init(
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iSymbol,
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iPeriod,
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iSessionsDescriptor,
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iMaxAllowedSpread,
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iMaxAllowedPositions,
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iRestrictionsDescriptor //
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);
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if (has)
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{
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AddOrUpdateSymbolConfiguration(iConfig);
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}
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//
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// Cleanup Resources ...
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iConfig.Clean();
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}
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//
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// Cleanup Resources ...
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SpecifiedClean(iParts);
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}
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//
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// Cleanup Resources ...
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SpecifiedClean(symbolData);
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}
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//
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int FillSymbolConfigurations(XSymbolTradeConfig &dest[])
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{
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//
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SpecifiedClean(dest);
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//
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Copy(
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symbolTradeConfigs,
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dest //
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);
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//
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int result = ArraySize(dest);
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//
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return result;
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}
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//
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void SetTradeReports(
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bool _reportTrades,
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bool _reportSignals,
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bool _reportProtector,
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bool _reportRestrictions,
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bool _reportAfterTradesBalance //
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)
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{
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//
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reportTrades = _reportTrades;
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reportSignals = _reportSignals;
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reportProtector = _reportProtector;
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reportRestrictions = _reportRestrictions;
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reportAfterTradesBalance = _reportAfterTradesBalance;
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}
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//
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void SetTradePermissions(
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bool _allowTrade,
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bool _allowLongs,
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bool _allowShorts //
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)
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{
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//
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allowTrade = _allowTrade;
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allowLongs = _allowLongs;
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allowShorts = _allowShorts;
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}
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//
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// Tools and Helpers ...
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/**
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* Do All Position Managing Senaros ...
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*/
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void Manage()
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{
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//
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// Handle Restrictions ...
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HandleRestrictions();
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//
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// Check Contains Trades for Managing ...
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bool has = HasChild(trades);
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if (!has)
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{
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return;
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}
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//
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// Update Required Infos of Trades ...
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int count = ArraySize(trades);
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for (int i = 0; i < count; i++)
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{
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//
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has = trades[i].IsExecuted() &&
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!trades[i].IsFinalized();
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if (!has)
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{
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continue;
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}
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//
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XPosition iPosition;
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has = trader.GetPosition(
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trades[i].positionID,
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iPosition //
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);
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if (!has)
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{
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continue;
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}
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//
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// Update Trade Data ...
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trades[i].swap = iPosition.swap;
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trades[i].profit = iPosition.profit;
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}
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//
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// Do Trade Protection ...
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Protect();
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}
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/**
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* Do All Position Protection Here ...
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*/
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void Protect()
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{
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//
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string prefix = "Protector: ";
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int targetDistance = 5;
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//
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bool has = HasChild(trades);
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if (!has)
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{
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return;
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}
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//
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XPosition ownPosition[];
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XPosition ownLongPosition[];
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XPosition ownShortPosition[];
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//
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int count = ArraySize(trades);
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for (int i = 0; i < count; i++)
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{
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//
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has =
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trades[i].IsExecuted() &&
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!trades[i].IsFinalized();
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if (!has)
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{
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continue;
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}
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//
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XPosition iPosition;
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has = trader.GetPosition(
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trades[i].positionID,
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iPosition //
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);
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if (!has)
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{
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continue;
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}
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//
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AddRef(
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iPosition,
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ownPosition //
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);
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//
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if (IsLong(iPosition.type))
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{
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//
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AddRef(
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iPosition,
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ownLongPosition //
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);
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}
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else
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{
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//
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AddRef(
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iPosition,
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ownShortPosition //
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);
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}
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}
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//
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has = HasChild(ownPosition);
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if (!has)
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{
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//
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Clean(ownPosition);
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Clean(ownLongPosition);
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Clean(ownShortPosition);
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//
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return;
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}
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//
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double swapSum = 0;
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double profitSum = 0;
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double commissionSum = 0;
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//
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// Calculate Required Data On Collection ...
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count = ArraySize(ownPosition);
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for (int i = 0; i < count; i++)
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{
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//
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XPosition iPosition = ownPosition[i];
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//
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swapSum += iPosition.swap;
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profitSum += iPosition.profit;
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commissionSum += iPosition.commission;
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}
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//
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// Do Collection Protectiong ...
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//
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// TODO: Complete this ...
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// //
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// // Check Force Close ...
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// if (IsValid(forceCloseAt))
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// {
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// //
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// datetime forceCloseTime = ParseDateTimeFromTimeString(forceCloseAt);
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// bool canForceClose = IsTimeInRange(
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// TimeCurrent(),
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// forceCloseTime //
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// ) &&
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// !isForceCloseAtTime;
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// if (canForceClose)
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// {
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// //
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// isForceCloseAtTime = HandleForceCloseTrades(ownPosition);
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// //
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// // Prevent Moving Forward ...
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// return;
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// }
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// }
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//
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// Do Signle Protections ...
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for (int i = 0; i < count; i++)
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{
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//
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// Select Position ...
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XPosition iPosition = ownPosition[i];
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int idx = -1;
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has = HasTrade(
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idx,
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iPosition.ticket //
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);
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if (!has)
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{
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continue;
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}
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//
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bool isLong = IsLong(iPosition.type);
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double points = GetPoints(iPosition.symbol);
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//
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// Handle RF On Targets ...
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if (iPosition.profit > 0)
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{
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//
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// Handle Risk Free On Targets ...
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XTarget targets[];
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Copy(
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trades[idx].signal.targets,
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targets //
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);
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int targetsCount = ArraySize(targets);
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has = IsValidSize(targetsCount);
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if (has)
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{
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//
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for (int j = 0; j < targetsCount; j++)
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{
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//
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XTarget jTarget = targets[j];
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//
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int appliedTargetIDX = -1;
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//
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// Check Target is Applied Before or Not ...
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has =
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!trades[idx].signal.isTargetApplied
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? true
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: trades[idx].signal.appliedTargetIDX < j;
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if (!has)
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{
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continue;
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}
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//
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// Check Traget Validation ...
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has =
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iPosition.sl == 0
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? true
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: isLong
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? iPosition.sl < jTarget.target
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: iPosition.sl > jTarget.target;
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if (!has)
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{
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continue;
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}
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//
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double targetDelta = isLong
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? jTarget.target + (targetDistance * points)
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: jTarget.target - (targetDistance * points);
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//
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// Can Risk Free ...
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bool canRF =
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jTarget.doRF &&
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jTarget.target > 0 &&
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(isLong
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? jTarget.target > iPosition.entry
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: jTarget.target < iPosition.entry) &&
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(isLong
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? iPosition.price > targetDelta
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: iPosition.price < targetDelta);
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//
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// Can Partial Close ...
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bool canPC =
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jTarget.volumeMultiplier > 0 &&
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jTarget.target > 0 &&
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(isLong
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? jTarget.target > iPosition.entry
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: jTarget.target < iPosition.entry) &&
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(isLong
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? iPosition.price > targetDelta
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: iPosition.price < targetDelta);
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bool canRFPC = canRF ||
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canPC;
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if (canRFPC)
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{
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//
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// Handle Risk Free ...
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bool isRFDone = false;
|
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if (canRF)
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{
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//
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double tp = iPosition.tp;
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double sl = jTarget.target;
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string comment = "RF On Target ...";
|
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isRFDone = trader.Modify(
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iPosition.ticket,
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sl,
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tp,
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comment //
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);
|
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}
|
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|
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//
|
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// Handle Partail Close ...
|
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bool isPCDone = false;
|
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if (canPC)
|
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{
|
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//
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double volume = jTarget.volumeMultiplier * iPosition.volume;
|
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volume = NormalizeVolume(volume, iPosition.symbol);
|
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string comment = "RF On Target ...";
|
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isPCDone = trader.ClosePartial(
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iPosition.ticket,
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volume,
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comment //
|
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);
|
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}
|
|
|
|
//
|
|
// Handle Report Action ...
|
|
bool isRFPCDone = isRFDone ||
|
|
isPCDone;
|
|
if (isRFPCDone)
|
|
{
|
|
//
|
|
trades[idx].signal.appliedTargetIDX = j;
|
|
trades[idx].signal.isTargetApplied = true;
|
|
|
|
//
|
|
string message = prefix +
|
|
ToXString(iPosition.type) +
|
|
" Position: " +
|
|
ToXString(iPosition.ticket) +
|
|
(isRFDone ? " RF" : "") +
|
|
(isPCDone ? " PC" : "") +
|
|
" On Traget: " + ToXString(jTarget.target) +
|
|
" Successfully ...";
|
|
HandleReportProtector(message);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Check Can Analyse Market based on Configurations ...
|
|
*
|
|
* @param symbol: Symbol
|
|
* @param period: Period
|
|
* @param time: Analysing Time
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool CanAnalyse(
|
|
string symbol,
|
|
ENUM_TIMEFRAMES period,
|
|
datetime time //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// Finding Symbol Configuration Index ...
|
|
int idx = FindSymbolConfigurationIndex(
|
|
symbol,
|
|
period //
|
|
);
|
|
|
|
//
|
|
// If Not Exists ...
|
|
if (!IsValidIndex(idx))
|
|
{
|
|
//
|
|
result = true;
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// If Exists ...
|
|
|
|
//
|
|
// Check Session is Active ...
|
|
result = symbolTradeConfigs[idx].CanTrade(time);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check Symbol Restrictions ...
|
|
result = symbolTradeConfigs[idx].IsRestricted(time);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Signal Execution Conditions ...
|
|
*
|
|
* @param signal: XSignal instance reference ...
|
|
* @param executionResult: ENUM_X_SIGNAL_EXECUTION_RESULT member reference ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool CheckSignal(
|
|
XSignal &signal,
|
|
ENUM_X_SIGNAL_EXECUTION_RESULT &executionResult //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// Cleanup ...
|
|
executionResult = X_SIGNAL_EXECUTION_UNKNOWN;
|
|
|
|
//
|
|
// Validate Signal ...
|
|
result = signal.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Reporting Signal ...
|
|
if (reportSignals)
|
|
{
|
|
//
|
|
string message = signal.GetMessage("Provided");
|
|
alert.SendAlert(message);
|
|
}
|
|
|
|
//
|
|
SaveSignal(signal);
|
|
|
|
//
|
|
// Check Trade Permission ...
|
|
if (!allowTrade)
|
|
{
|
|
//
|
|
result = false;
|
|
executionResult = X_SIGNAL_EXECUTION_FAILED_NOT_ALLOWED;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool isLong = IsLong(signal.type);
|
|
bool isShort = IsShort(signal.type);
|
|
|
|
//
|
|
bool isLongAndAllowed =
|
|
isLong &&
|
|
allowLongs;
|
|
|
|
//
|
|
bool isShortAndAllowed =
|
|
isShort &&
|
|
allowShorts;
|
|
|
|
//
|
|
result = isLongAndAllowed ||
|
|
isShortAndAllowed;
|
|
if (!result)
|
|
{
|
|
//
|
|
executionResult = X_SIGNAL_EXECUTION_FAILED_NOT_ALLOWED;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// TODO: Complete this ...
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Handle All Exists Symbol Configurations Restrictions ...
|
|
*/
|
|
void HandleRestrictions()
|
|
{
|
|
//
|
|
// Count Symbol Configurations ...
|
|
int count = ArraySize(symbolTradeConfigs);
|
|
bool has = IsValidSize(count);
|
|
if (!has)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Handle Restrictions ...
|
|
datetime cTime = TimeCurrent();
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
symbolTradeConfigs[i].HandleRestrictions(cTime);
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Execute Specified Signal ...
|
|
*
|
|
* @param signal: XSignal instance reference ...
|
|
* @param conditions: XCATBEAStrategyConditions instance reference ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool Execute(XSignal &signal)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = signal.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int idx = -1;
|
|
bool isExists = HasTrade(
|
|
idx,
|
|
signal //
|
|
);
|
|
result = !isExists;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
ENUM_X_SIGNAL_EXECUTION_RESULT executionResult;
|
|
|
|
//
|
|
// Checking Signal For Execution ...
|
|
result = CheckSignal(
|
|
signal,
|
|
executionResult //
|
|
);
|
|
if (result)
|
|
{
|
|
//
|
|
result = trader.ExecuteSignal(
|
|
signal,
|
|
executionResult //
|
|
);
|
|
}
|
|
|
|
//
|
|
// Alert Signal Execution ...
|
|
if (reportTrades)
|
|
{
|
|
//
|
|
string executionMessage = ToString(executionResult);
|
|
|
|
//
|
|
string message = NULL;
|
|
if (result)
|
|
{
|
|
message = signal.GetMessage("Executed");
|
|
}
|
|
else
|
|
{
|
|
message = signal.GetMessage("Failed due (" + executionMessage + ")");
|
|
}
|
|
|
|
//
|
|
alert.SendAlert(message);
|
|
}
|
|
|
|
//
|
|
if (result)
|
|
{
|
|
//
|
|
// TODO: Complete this ...
|
|
|
|
//
|
|
// Create Trade Struct ...
|
|
XTradeInfo iTrade;
|
|
|
|
//
|
|
ulong positionID = trader.GetLastOpenPositionTicket();
|
|
double commission = trader.GetPositionCommission(positionID);
|
|
|
|
//
|
|
iTrade.signal = signal;
|
|
iTrade.positionID = positionID;
|
|
iTrade.commission = commission;
|
|
iTrade.signaledAt = signal.time;
|
|
iTrade.executedAt = TimeCurrent();
|
|
iTrade.conditions = signal.conditions;
|
|
|
|
//
|
|
AddRef(
|
|
iTrade,
|
|
trades //
|
|
);
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Retrieve Specified Positions ...
|
|
*
|
|
* @param positions: XPosition instance Reference Array, which holds Founded Positions ...
|
|
* @param symbol: string, Specified Symbol Name ...
|
|
* @param provider: string, Specified Provider Name ...
|
|
* @param period: ENUM_TIMEFRAMES, Specified Period ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int GetPositions(
|
|
XPosition &positions[],
|
|
string symbol,
|
|
string provider,
|
|
ENUM_TIMEFRAMES period //
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
Clean(positions);
|
|
|
|
//
|
|
bool has =
|
|
IsValid(symbol) &&
|
|
IsValid(period) &&
|
|
IsValid(provider);
|
|
if (!has)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = trader.GetPositions(
|
|
positions,
|
|
symbol,
|
|
provider,
|
|
period,
|
|
NULL, // All Types ...
|
|
true, // Filter By Magic ...
|
|
true // Force Clean ...
|
|
);
|
|
|
|
//
|
|
result = ArraySize(positions);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Handle Signal Recieved ...
|
|
*
|
|
* @param signal: XSignal
|
|
*/
|
|
void HandleSignal(XSignal &signal)
|
|
{
|
|
//
|
|
// Validate Signal ...
|
|
if (!signal.IsValid())
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Check Signal ...
|
|
ENUM_X_SIGNAL_EXECUTION_RESULT signalExecutionResult;
|
|
bool canExecute = CheckSignal(
|
|
signal,
|
|
signalExecutionResult //
|
|
);
|
|
if (canExecute)
|
|
{
|
|
bool isExecuted = Execute(signal);
|
|
}
|
|
|
|
//
|
|
// Draw Signal Object ...
|
|
XCSignalObject *signalObj;
|
|
bool has = drawer.DrawSignal(
|
|
signal,
|
|
signalObj,
|
|
4 //
|
|
);
|
|
if (has)
|
|
{
|
|
mObjects.Add(signalObj);
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Handle Position Take Profit ...
|
|
*
|
|
* @param deal: XDeal instance reference ...
|
|
*/
|
|
void HandleTP(const XDeal &deal)
|
|
{
|
|
//
|
|
// Check Ticket Exists or not ...
|
|
int idx = -1;
|
|
bool isExists = HasTrade(
|
|
idx,
|
|
deal.positionId //
|
|
);
|
|
if (!isExists)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Apply Required Data ...
|
|
trades[idx].swap = deal.swap;
|
|
trades[idx].profit = deal.profit;
|
|
trades[idx].finalizedAt = TimeCurrent();
|
|
trades[idx].finalize = XTRADE_FINAL_TP;
|
|
|
|
//
|
|
// Save Trade ...
|
|
SaveWin(trades[idx]);
|
|
SaveTrade(trades[idx]);
|
|
|
|
//
|
|
// Handle Balance Reporting ...
|
|
string prefix = "TP: " + ToXString(trades[idx].profit);
|
|
HandleReportBalance(prefix);
|
|
|
|
//
|
|
// Handle Symbol Config ...
|
|
|
|
//
|
|
int configIdx = FindSymbolConfigurationIndex(
|
|
trades[idx].symbol,
|
|
tardes[idx].period //
|
|
);
|
|
isExists = IsValidIndex(configIdx);
|
|
if (isExists)
|
|
{
|
|
//
|
|
symbolTradeConfigs[configIdx].profits += 1;
|
|
symbolTradeConfigs[configIdx].managedTPs += 1;
|
|
symbolTradeConfigs[configIdx].managedProfits += trades[idx].profit;
|
|
}
|
|
|
|
//
|
|
RemoveTrade(idx);
|
|
}
|
|
|
|
/**
|
|
* Handle Position Stop Loss ...
|
|
*
|
|
* @param deal: XDeal instance reference ...
|
|
*/
|
|
void HandleSL(const XDeal &deal)
|
|
{
|
|
//
|
|
// Check Ticket Exists or not ...
|
|
int idx = -1;
|
|
bool isExists = HasTrade(
|
|
idx,
|
|
deal.positionId //
|
|
);
|
|
if (!isExists)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Apply Required Data ...
|
|
trades[idx].swap = deal.swap;
|
|
trades[idx].profit = deal.profit;
|
|
trades[idx].finalizedAt = TimeCurrent();
|
|
trades[idx].finalize = XTRADE_FINAL_SL;
|
|
|
|
//
|
|
// Save Trade ...
|
|
SaveTrade(trades[idx]);
|
|
|
|
//
|
|
// Handle Balance Reporting ...
|
|
string prefix = "SL: " + ToXString(trades[idx].profit);
|
|
HandleReportBalance(prefix);
|
|
|
|
//
|
|
// Handle Symbol Info ...
|
|
|
|
//
|
|
bool isInProfit = trades[idx].profit > 0;
|
|
if (isInProfit)
|
|
{
|
|
SaveWin(trades[idx]);
|
|
}
|
|
else
|
|
{
|
|
SaveLost(trades[idx]);
|
|
}
|
|
|
|
//
|
|
// Handle Symbol Config ...
|
|
|
|
//
|
|
int configIdx = FindSymbolConfigurationIndex(
|
|
trades[idx].symbol,
|
|
tardes[idx].period //
|
|
);
|
|
isExists = IsValidIndex(configIdx);
|
|
if (isExists)
|
|
{
|
|
//
|
|
if (isInProfit)
|
|
{
|
|
//
|
|
symbolTradeConfigs[configIdx].profits += 1;
|
|
symbolTradeConfigs[configIdx].managedTPs += 1;
|
|
}
|
|
else
|
|
{
|
|
//
|
|
symbolTradeConfigs[configIdx].losses += 1;
|
|
symbolTradeConfigs[configIdx].managedSLs += 1;
|
|
}
|
|
|
|
//
|
|
symbolTradeConfigs[configIdx].managedProfits += trades[idx].profit;
|
|
}
|
|
|
|
//
|
|
RemoveTrade(idx);
|
|
}
|
|
|
|
/**
|
|
* Handle Position Force Close ...
|
|
*
|
|
* @param deal: XDeal instance reference ...
|
|
*/
|
|
void HandleForceClose(const XPosition &position)
|
|
{
|
|
//
|
|
// Check Ticket Exists or not ...
|
|
int idx = -1;
|
|
bool isExists = HasTrade(
|
|
idx,
|
|
position.ticket //
|
|
);
|
|
if (!isExists)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
bool isInProfit = position.profit > 0;
|
|
|
|
//
|
|
// Apply Required Data ...
|
|
trades[idx].swap = position.swap;
|
|
trades[idx].profit = position.profit;
|
|
trades[idx].finalizedAt = TimeCurrent();
|
|
trades[idx].commission = position.commission;
|
|
trades[idx].finalize = isInProfit
|
|
? XTRADE_FINAL_CLOSE_IN_PROFIT
|
|
: XTRADE_FINAL_CLOSE_IN_LOSE;
|
|
|
|
//
|
|
// Save Trade ...
|
|
SaveTrade(trades[idx]);
|
|
if (isInProfit)
|
|
{
|
|
SaveWin(trades[idx]);
|
|
}
|
|
else
|
|
{
|
|
SaveLost(trades[idx]);
|
|
}
|
|
|
|
//
|
|
// Handle Balance Reporting ...
|
|
string prefix = "Force Close " +
|
|
(isInProfit
|
|
? "Profit"
|
|
: "Loss") +
|
|
": " +
|
|
ToXString(trades[idx].profit);
|
|
HandleReportBalance(prefix);
|
|
|
|
//
|
|
// Handle Symbol Config ...
|
|
|
|
//
|
|
int configIdx = FindSymbolConfigurationIndex(
|
|
trades[idx].symbol,
|
|
tardes[idx].period //
|
|
);
|
|
isExists = IsValidIndex(configIdx);
|
|
if (isExists)
|
|
{
|
|
//
|
|
if (isInProfit)
|
|
{
|
|
//
|
|
symbolTradeConfigs[configIdx].profits += 1;
|
|
symbolTradeConfigs[configIdx].managedTPs += 1;
|
|
}
|
|
else
|
|
{
|
|
//
|
|
symbolTradeConfigs[configIdx].losses += 1;
|
|
symbolTradeConfigs[configIdx].managedSLs += 1;
|
|
}
|
|
|
|
//
|
|
symbolTradeConfigs[configIdx].managedProfits += trades[idx].profit;
|
|
}
|
|
|
|
//
|
|
RemoveTrade(idx);
|
|
}
|
|
|
|
/**
|
|
* Handle Position Partially Closed Event ...
|
|
*
|
|
* @param ticket: ULONG ...
|
|
* @param profit: double ...
|
|
* @param comment: string ...
|
|
*/
|
|
void HandlePartiallyClosed(
|
|
const ulong ticket,
|
|
const double profit,
|
|
const string comment //
|
|
)
|
|
{
|
|
//
|
|
// Handle Balance Reporting ...
|
|
string prefix = "Partially Closed: " + ToXString(ticket);
|
|
|
|
//
|
|
// Handle Balance Reporting ...
|
|
HandleReportBalance(prefix);
|
|
}
|
|
|
|
/**
|
|
* Handle Force Close Trades ...
|
|
*/
|
|
bool HandleForceCloseTrades(
|
|
XPosition &positions[] //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = HasChild(positions);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string prefix = "Protector: ";
|
|
string comment = "Force Close ...";
|
|
|
|
//
|
|
int closedsCount = trader.Close(
|
|
positions,
|
|
comment //
|
|
);
|
|
result = IsValidSize(closedsCount);
|
|
if (result)
|
|
{
|
|
//
|
|
string message = prefix + "Force Close (" + ToXString(closedsCount) + ") Trades at Specified Time ...";
|
|
HandleReportProtector(message);
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// TODO: Complete this ...
|
|
void HandleGuard()
|
|
{
|
|
}
|
|
|
|
/**
|
|
* Find Executed Trade by Providing Position Ticket ...
|
|
*
|
|
* @param index: int reference, holding founded item index ...
|
|
* @param ticket: ulong, Specified Position Ticket ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool HasTrade(
|
|
int &index,
|
|
ulong ticket //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
index = -1;
|
|
|
|
//
|
|
result =
|
|
ticket > 0 &&
|
|
HasChild(trades);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int count = ArraySize(trades);
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XTradeInfo iTrade = trades[i];
|
|
|
|
//
|
|
result =
|
|
iTrade.HasSignal() &&
|
|
iTrade.IsExecuted() &&
|
|
iTrade.positionID == ticket;
|
|
if (result)
|
|
{
|
|
//
|
|
index = i;
|
|
|
|
//
|
|
iTrade.Clean();
|
|
break;
|
|
}
|
|
|
|
//
|
|
iTrade.Clean();
|
|
}
|
|
|
|
//
|
|
result = IsValidIndex(index);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Find Trade Item By Signal ...
|
|
*
|
|
* @param index: int reference, holding founded item index ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool HasTrade(
|
|
int &index,
|
|
XSignal &signal //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
index = -1;
|
|
|
|
//
|
|
result =
|
|
signal.IsValid() &&
|
|
HasChild(trades);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int count = ArraySize(trades);
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XTradeInfo iTrade = trades[i];
|
|
|
|
//
|
|
result =
|
|
iTrade.HasSignal() &&
|
|
iTrade.signal.IsSameAs(signal);
|
|
if (result)
|
|
{
|
|
//
|
|
index = i;
|
|
|
|
//
|
|
iTrade.Clean();
|
|
break;
|
|
}
|
|
|
|
//
|
|
iTrade.Clean();
|
|
}
|
|
|
|
//
|
|
result = IsValidIndex(index);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Remove a Trade From List ...
|
|
*
|
|
* @param index: int ...
|
|
*/
|
|
void RemoveTrade(int index)
|
|
{
|
|
//
|
|
bool has =
|
|
HasChild(trades) &&
|
|
IsValidIndex(index) &&
|
|
index < ArraySize(trades);
|
|
if (!has)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
ArrayRemove(
|
|
trades,
|
|
index,
|
|
1 //
|
|
);
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
string GetTradeFilePath(XTradeInfo &trade)
|
|
{
|
|
//
|
|
string fileName = trade.GetFileName();
|
|
|
|
//
|
|
return GetTradeFilePath(fileName);
|
|
}
|
|
|
|
//
|
|
string GetTradeFilePath(string fileName)
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
result = collector
|
|
.GetFilePath("Trades" + "\\" + fileName);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string GetSignalFilePath(string fileName)
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
result = collector
|
|
.GetFilePath("Signals" + "\\" + fileName);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string GetWinsFilePath(XTradeInfo &trade)
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
result = collector
|
|
.GetFilePath("Conditions" + "\\" +
|
|
trade.signal.symbol + "\\" +
|
|
ToXString(trade.signal.period) + "_wins");
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string GetLostsFilePath(XTradeInfo &trade)
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
result = collector
|
|
.GetFilePath("Conditions" + "\\" +
|
|
trade.signal.symbol + "\\" +
|
|
ToXString(trade.signal.period) + "_losts");
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string GetRestrictionsFilePath(string symbol)
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
if (!IsValid(symbol))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = collector
|
|
.GetFilePath("Restrictions" + "\\" + symbol);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
void HandleReportBalance(string prefix = NULL)
|
|
{
|
|
//
|
|
if (!reportAfterTradesBalance)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
double balance = trader.mAccount.GetBalance();
|
|
string currency = trader.mAccount.GetCurrency();
|
|
|
|
//
|
|
string message =
|
|
(IsValid(prefix)
|
|
? prefix + " | "
|
|
: "") +
|
|
"Account Balance: " + ToXString(balance) + currency;
|
|
alert.SendAlert(message);
|
|
}
|
|
|
|
//
|
|
void HandleReportProtector(string message = NULL)
|
|
{
|
|
//
|
|
if (!reportProtector)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
alert.SendAlert(message);
|
|
}
|
|
|
|
//
|
|
// Save Trades ...
|
|
bool SaveTrade(
|
|
XTradeInfo &trade,
|
|
bool includeSummary = true,
|
|
bool includeSignal = true,
|
|
bool includeConditions = true //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (!mSaveTrades)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string filePath = GetTradeFilePath(trade);
|
|
result = IsValid(filePath);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string content = trade.ToString(
|
|
includeSummary,
|
|
includeSignal,
|
|
includeConditions //
|
|
);
|
|
|
|
//
|
|
result = collector.Save(
|
|
filePath,
|
|
content //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Save Signals ...
|
|
bool SaveSignal(XSignal &signal)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// Check Signal Save is Enabled ...
|
|
if (!mSaveSignals)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check Signal Validation ...
|
|
if (!signal.IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Retrieve Signal File Name ...
|
|
string signalFileName = signal.GetFileName();
|
|
result = IsValid(signalFileName);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Retriev and Validate File Name ...
|
|
string filePath = GetSignalFilePath(signalFileName);
|
|
result = IsValid(filePath);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Generate Content ...
|
|
string content = "";
|
|
content +=
|
|
ToXString("----------------") + "\n" +
|
|
ToXString("Signal: ") + "\n" +
|
|
ToXString("----------------") + "\n" +
|
|
signal.ToString() + "\n";
|
|
content +=
|
|
ToXString("----------------") + "\n" +
|
|
ToXString("Conditions: ") + "\n" +
|
|
ToXString("----------------") + "\n" +
|
|
signal.conditions + "\n";
|
|
|
|
//
|
|
// Save Content to File ...
|
|
result = collector.Save(
|
|
filePath,
|
|
content //
|
|
);
|
|
|
|
//
|
|
// Return Result ...
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool SaveWin(XTradeInfo &trade)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (!mSaveWins)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string filePath = GetWinsFilePath(trade);
|
|
result = IsValid(filePath);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Preparing Conditions Content ...
|
|
string content = trade.GetConditionsString();
|
|
|
|
//
|
|
result = collector.Append(
|
|
filePath,
|
|
content //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool SaveLost(XTradeInfo &trade)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (!mSaveLosts)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string filePath = GetLostsFilePath(trade);
|
|
result = IsValid(filePath);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Preparing Conditions Content ...
|
|
string content = trade.GetConditionsString();
|
|
|
|
//
|
|
result = collector.Append(
|
|
filePath,
|
|
content //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
CArrayObj mObjects;
|
|
|
|
//
|
|
bool allowTrade;
|
|
bool allowLongs;
|
|
bool allowShorts;
|
|
|
|
//
|
|
bool mSaveWins;
|
|
bool mSaveLosts;
|
|
bool mSaveTrades;
|
|
bool mSaveSignals;
|
|
bool mSaveRestrictions;
|
|
|
|
//
|
|
bool reportTrades;
|
|
bool reportSignals;
|
|
bool reportProtector;
|
|
bool reportRestrictions;
|
|
bool reportAfterTradesBalance;
|
|
|
|
//
|
|
XTradeInfo trades[];
|
|
XSymbolTradeConfig symbolTradeConfigs[];
|
|
|
|
//
|
|
void AddOrUpdateSymbolConfiguration(XSymbolTradeConfig &config)
|
|
{
|
|
//
|
|
// Check Validation ...
|
|
bool has = config.IsValid();
|
|
if (!has)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Check Index ...
|
|
int idx = FindSymbolConfigurationIndex(config);
|
|
has = IsValidIndex(idx);
|
|
if (has)
|
|
{
|
|
//
|
|
// Update Exists ...
|
|
symbolTradeConfigs[idx] = config;
|
|
}
|
|
else
|
|
{
|
|
//
|
|
// Add New ...
|
|
AddRef(
|
|
config,
|
|
symbolTradeConfigs //
|
|
);
|
|
}
|
|
}
|
|
|
|
//
|
|
void AddDefaultSymbolConfiguration()
|
|
{
|
|
//
|
|
// Define new Configuration ...
|
|
XSymbolTradeConfig iConfig;
|
|
|
|
//
|
|
// Check Initialization ...
|
|
bool has = iConfig.Init(
|
|
_Symbol,
|
|
_Period //
|
|
);
|
|
|
|
//
|
|
// Add Or Update ...
|
|
if (has)
|
|
{
|
|
AddOrUpdateSymbolConfiguration(iConfig);
|
|
}
|
|
|
|
//
|
|
// Clean Resources ...
|
|
iConfig.Clean();
|
|
}
|
|
|
|
//
|
|
int FindSymbolConfigurationIndex(XSymbolTradeConfig &config)
|
|
{
|
|
//
|
|
int result = -1;
|
|
|
|
//
|
|
if (!config.IsValid() || !SpecifiedHasChild(symbolTradeConfigs))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int count = ArraySize(symbolTradeConfigs);
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
if (symbolTradeConfigs[i].IsSame(config))
|
|
{
|
|
//
|
|
result = i;
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int FindSymbolConfigurationIndex(
|
|
string symbol,
|
|
ENUM_TIMEFRAMES period //
|
|
)
|
|
{
|
|
//
|
|
int result = -1;
|
|
|
|
//
|
|
// Validate Args ...
|
|
if (
|
|
!IsSpecifiedValid(symbol) ||
|
|
!IsSpecifiedValid(period) ||
|
|
!HasChild(symbolTradeConfigs))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int count = ArraySize(symbolTradeConfigs);
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
if (symbolTradeConfigs[i].symbol == symbol &&
|
|
symbolTradeConfigs[i].period == period)
|
|
{
|
|
//
|
|
result = i;
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
string EscapeString(string value)
|
|
{
|
|
//
|
|
string result = value;
|
|
|
|
//
|
|
if (!IsSpecifiedValid(value))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
StringReplace(
|
|
result,
|
|
"[",
|
|
"" //
|
|
);
|
|
|
|
//
|
|
StringReplace(
|
|
result,
|
|
"]",
|
|
"" //
|
|
);
|
|
|
|
//
|
|
StringReplace(
|
|
result,
|
|
"|",
|
|
"" //
|
|
);
|
|
|
|
//
|
|
result = Trim(result);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
}; |