719 lines
17 KiB
Plaintext
719 lines
17 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: XCHEA
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// Description: an Exper Advisor which used XTestSetup
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// to Analyse Market ...
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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 XCHEA"
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#property strict
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//
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#define ShortName "XCHEA"
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//
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// Imports ...
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#include "../Helpers/x-saherelm.xct.helper.mq5"
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#include "../Helpers/x-saherelm.xcc.helper.mq5"
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//
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#include "../Parsers/x-saherelm.xch.parser.mq5"
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#include "../Strategies/x-saherelm.xch.strategy.mq5"
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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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// Symbols ...
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input group "Symbols";
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input bool eaMultiSymbol = true; // Use Multi Symbol
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input bool eaUseMaxAllowedTradesPerSymbol = true; // Use Max Allowed Trades Per Symbol
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input string eaSymbols = "EURUSDb,GBPUSDb,USDJPYb,USDCHFb,XAUUSDb,DowJones30"; // Trading Symbols
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//
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// Trades ...
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input group "Trades";
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input double eaVolume = 0.3; // Static Volume
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input double eaR2R = 1.5; // Risk to Reward Ratio for Dynamic TP SL
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input bool eaUseFixedTPSLPoints = true; // Use Fixed TP SL in Points
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input bool eaIgnoreTP = false; // Ignore TP
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input bool eaIgnoreSL = false; // Ignore SL
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input double eaTPPoint = 200; // Static TP Point
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input double eaSLPoint = 500; // Static SL Point
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//
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// Risk Management ...
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input group "Risk Management";
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//
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// Risk Management > Trade Management ...
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input group "Trade Management";
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input bool eaAllowLong = true; // Allow Long Positions
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input bool eaAllowShort = true; // Allow Short Positions
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input int eaMaxAllowedLongs = 1; // Max Allowed Long Positions
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input int eaMaxAllowedShorts = 1; // Max Allowed Short Positions
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input double eaMaxDrawdownPercentForOpenTrades = 3; // Max Drawdown Percent for Open Trades
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//
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// Risk Management > Hedging ...
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input group "Hedging";
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input bool eaAllowHedging = true; // Allow Hedging Trades
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input int eaMinTradesForHedge = 2; // Minimum Open Trades for Hedging
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input double eaMinimumProfitPerVolumeForHedging = 1.5; // Minimum Required Profit per Volume for Hedging
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//
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// Risk Management > Trailling Stop ...
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input group "Trailling Stop";
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input bool eaAllowTrailStop = false; // Allow Trail Stop
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input double eaStartTrailInPoint = 100; // Trail Start After Profit (Point)
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input double eaTrailStepInPoint = 30; // Trail Size in each Step (Point)
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input bool eaIgnoreTPAfterTrail = true; // Ignore TP after Trail
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//
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// Risk Management > Trades Recovery ...
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input group "Trades Recovery";
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input bool eaAllowRecovery = false; // Allow Recover Trades
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input double eaRecoveryTPPoint = 150; // Recovery TP (Point)
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input double eaRecoverySLPoint = 200; // Recovery SL (Point)
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input int eaMaxAllowedRecoveryTrades = 0; // Max Allowed Recovery Trades
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input double eaRecoveryVolumeMultiplier = 2; // Recovery Volume Multiplier
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input double eaMaxAllowedRecoveryTradesVolume = 0.1; // Max Allowed Recovery Volume
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//
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// Alert ...
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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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// Time Report ...
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input group "Reports";
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input bool eaAlertNewMonths = false; // Alert New Month
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input bool eaAlertNewWeeks = false; // Alert New Weeks
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input bool eaAlertNewDays = false; // Alert New Days
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input bool eaAlertNewHours = false; // Alert New Hours
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//
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// Variables ...
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//
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// int mNumberOfSLs = 0;
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//
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// Bar Style nad Time Instances ...
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XSCXCTHelper *mCTHelper;
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XSCXCCHelper *mCCHelper;
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//
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// Registred Strategies ...
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XSCBaseStrategy *strategies[];
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//
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// Trader Instance Class ...
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XSCTrade *eaTrader;
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//
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// Alert Class ...
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XSCAlert *eaAlert;
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//
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// Time Tracker ...
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XTimeTracker eaTimeTracker;
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//
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// Trade Handler Instance Class ...
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XSCXTradeHandler *eaTradeHandler;
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//
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string mTag =
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!IsValid(eaLogSuffix)
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? ShortName
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: ShortName + "_" + eaLogSuffix;
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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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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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if (!InitialEA())
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{
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return INIT_FAILED;
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}
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//
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drawPrefix = mTag;
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//
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// EventSetTimer(1);
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// EventSetMillisecondTimer(100);
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//
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// Alert Initialization ...
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string msg = "Initialized Successfully ...";
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eaAlert.Alert(msg);
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//
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// Init Succeed ...
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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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string msg = "MaxSameTimeTrades: " + ToString(eaTradeHandler.MaxSameTimeTrades());
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eaAlert.Alert(msg);
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//
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// Alert De Initialization Succeeded ...
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msg = "De Initialized Successfully ...";
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eaAlert.Alert(msg);
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//
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// De Initialize XSampleEA Providers ...
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delete mCTHelper;
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delete mCCHelper;
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//
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delete eaAlert;
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delete eaTrader;
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delete eaTradeHandler;
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//
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// EventKillTimer();
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//
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Clean(strategies);
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}
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//
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// On Tick Handler ...
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void OnTick()
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{
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//
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HandleTradeState();
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HandleTimeReport();
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HandleStrategiesOnTick();
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}
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//
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// Handle On Trade Event ...
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void OnTrade()
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{
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eaTrader.HandleOnTrade();
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}
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//
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// On Timer ...
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void OnTimer()
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{
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//
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// HandleTradeState();
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// HandleTimeReport();
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// HandleStrategiesOnTick();
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// //
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// if (eaTimeTracker.IsNewDay())
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// {
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// mNumberOfSLs = 0;
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// }
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}
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//
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// Custom Functions ...
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//
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// Validate Inputs ...
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bool ValidateInputs()
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{
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//
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bool result = false;
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//
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result = true;
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//
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return result;
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}
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//
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// Initialize all Requirements ...
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bool InitialEA()
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{
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//
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bool result = false;
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//
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// Bar Timer ...
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XCTInputs ctInputs;
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ctInputs.Default();
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mCTHelper = new XSCXCTHelper();
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result = mCTHelper.Init(
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_Symbol,
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_Period,
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ctInputs //
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);
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if (!result)
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{
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return result;
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}
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//
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// Bar Styles ...
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XCCInputs ccInputs;
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ccInputs.Default();
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mCCHelper = new XSCXCCHelper();
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result = mCCHelper.Init(
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_Symbol,
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_Period,
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ccInputs //
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);
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if (!result)
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{
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return result;
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}
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//
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// Create Instance of Alert Class ...
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eaAlert = new XSCAlert();
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eaAlert.SetPrefix(mTag);
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eaAlert.SetLogAlerts(eALogAlerts);
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eaAlert.SetMailAlerts(eAMailAlerts);
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eaAlert.SetPushAlerts(eAPushAlerts);
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eaAlert.SetEnableAlerts(eAEnableAlerts);
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eaAlert.SetTerminalAlerts(eATerminalAlerts);
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//
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// Create Trader Instance ...
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eaTrader = new XSCTrade(
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eaSlippage,
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eaMagicNumber //
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);
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eaTrader.AddOnStopLossEventHandler(OnStopLossTriggered);
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eaTrader.AddOnTakeProfitEventHandler(OnTakeProfitTriggered);
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eaTrader.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
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//
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// Initialize Trade Handler ...
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eaTradeHandler = new XSCXTradeHandler(eaTrader);
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eaTradeHandler.SaveTrades(true);
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eaTradeHandler.SaveSignals(true);
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eaTradeHandler.SaveConditions(true);
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//
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// Configure Alerts ...
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eaTradeHandler.SetAlertPrefix(mTag);
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eaTradeHandler.SetAlertEnableAlerts(eAEnableAlerts);
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eaTradeHandler.SetAlertLogAlerts(eALogAlerts);
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eaTradeHandler.SetAlertMailAlerts(eAMailAlerts);
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eaTradeHandler.SetAlertPushAlerts(eAPushAlerts);
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eaTradeHandler.SetAlertTerminalAlerts(eATerminalAlerts);
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//
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// Configure Trade Management ...
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eaTradeHandler.AllowLong(eaAllowLong);
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eaTradeHandler.AllowShort(eaAllowShort);
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eaTradeHandler.MaxAllowedLongs(eaMaxAllowedLongs);
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eaTradeHandler.MaxAllowedShorts(eaMaxAllowedShorts);
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eaTradeHandler.UseMaxAllowedTradesPerSymbol(eaUseMaxAllowedTradesPerSymbol);
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eaTradeHandler.MaxDrawdownPercentForOpenTrades(eaMaxDrawdownPercentForOpenTrades);
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//
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// Configure Hedging ...
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eaTradeHandler.AllowHedging(eaAllowHedging);
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eaTradeHandler.HedgeVolumeFactor(eaVolume);
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eaTradeHandler.MinTradesForHedge(eaMinTradesForHedge);
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eaTradeHandler.HedgeMinProfitPerVolumeFactor(eaMinimumProfitPerVolumeForHedging);
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//
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// Configure Trailing ...
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eaTradeHandler.AllowTrailStops(eaAllowTrailStop);
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eaTradeHandler.TrailBasedOnProfit(true);
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eaTradeHandler.TrailStartInPoint(eaStartTrailInPoint);
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eaTradeHandler.TrailStepInPoint(eaTrailStepInPoint);
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eaTradeHandler.IgnoreTPOnTrail(eaIgnoreTPAfterTrail);
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//
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// Configure Recovery ...
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eaTradeHandler.AllowRecover(eaAllowRecovery);
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eaTradeHandler.ForcePressuresInRecovery(false);
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eaTradeHandler.RecoveryTPPoint(eaRecoveryTPPoint);
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eaTradeHandler.RecoverySLPoint(eaRecoverySLPoint);
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eaTradeHandler.MaxAllowedRecover(eaMaxAllowedRecoveryTrades);
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eaTradeHandler.RecoveryVolumeMultiplier(eaRecoveryVolumeMultiplier);
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eaTradeHandler.MaxAllowedRecoveryVolume(eaMaxAllowedRecoveryTradesVolume);
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//
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// Single Symbol ...
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if (!eaMultiSymbol)
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{
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//
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// Create Class Instance ...
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XSCXCHStrategy *xchStrategy;
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xchStrategy = new XSCXCHStrategy(
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_Symbol,
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_Period,
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PERIOD_H1, // Analyzing Period
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eaVolume,
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eaR2R, // R2R ...
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eaSlippage,
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eaMagicNumber,
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true, // Ignore Signal Execution
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eaUseFixedTPSLPoints, // Use TP SL Point
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false, // Use Max
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eaTPPoint, // TP
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eaSLPoint, // SL
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eaIgnoreTP,
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eaIgnoreSL,
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eaAllowLong,
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eaAllowShort,
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eaMaxAllowedLongs, // Max Longs
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eaMaxAllowedShorts // Max Shorts
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);
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//
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// Configuere Strategy ...
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xchStrategy.EnableXCHM(true);
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xchStrategy.EnableXCHHK(true);
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xchStrategy.EnableXCHSTR(true);
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xchStrategy.EnableXCHCHE(true);
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xchStrategy.DrawImportantAreas(false);
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xchStrategy.AddXCHSignalEventHandler(OnSignalRecieved);
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//
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// Configure Alerts ...
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xchStrategy.SetAlertPrefix(mTag);
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xchStrategy.SetAlertEnableAlerts(eAEnableAlerts);
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xchStrategy.SetAlertLogAlerts(eALogAlerts);
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xchStrategy.SetAlertMailAlerts(eAMailAlerts);
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xchStrategy.SetAlertPushAlerts(eAPushAlerts);
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xchStrategy.SetAlertTerminalAlerts(eATerminalAlerts);
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//
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// Register Strategy ...
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RegisterStrategy(xchStrategy);
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}
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//
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// Multi Symbol ...
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else
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{
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//
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// Parse Symbols ...
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string symbols[];
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int symbolsCount = SplitContent(
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symbols,
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eaSymbols //
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);
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result = IsValidSize(symbolsCount);
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if (!result)
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{
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return result;
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}
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//
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for (int i = 0; i < symbolsCount; i++)
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{
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//
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// Select Symbol ...
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string iSymbol = symbols[i];
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//
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// Create Class Instance ...
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XSCXCHStrategy *iStrategy;
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iStrategy = new XSCXCHStrategy(
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iSymbol,
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_Period,
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PERIOD_H1, // Analyzing Period
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eaVolume,
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eaR2R, // R2R ...
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eaSlippage,
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eaMagicNumber,
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true, // Ignore Signal Execution
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true, // Use TP SL Point
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false, // Use Max
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eaTPPoint, // TP
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eaSLPoint, // SL
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eaIgnoreTP,
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eaIgnoreSL,
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eaAllowLong,
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eaAllowShort,
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eaMaxAllowedLongs, // Max Longs
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eaMaxAllowedShorts // Max Shorts
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);
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//
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// Configuere Strategy ...
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iStrategy.EnableXCHM(true);
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iStrategy.EnableXCHHK(true);
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iStrategy.EnableXCHSTR(true);
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iStrategy.EnableXCHCHE(true);
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iStrategy.DrawImportantAreas(false);
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iStrategy.AddXCHSignalEventHandler(OnSignalRecieved);
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//
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// Configure Alerts ...
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iStrategy.SetAlertPrefix(mTag);
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iStrategy.SetAlertEnableAlerts(eAEnableAlerts);
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iStrategy.SetAlertLogAlerts(eALogAlerts);
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iStrategy.SetAlertMailAlerts(eAMailAlerts);
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iStrategy.SetAlertPushAlerts(eAPushAlerts);
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iStrategy.SetAlertTerminalAlerts(eATerminalAlerts);
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//
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// Register Strategy ...
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RegisterStrategy(iStrategy);
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}
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}
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//
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return result;
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}
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//
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// Register Strategy ...
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void RegisterStrategy(XSCBaseStrategy *strategy)
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{
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//
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if (strategy == NULL)
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{
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return;
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}
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//
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ArrayResize(
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strategies,
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ArraySize(strategies) + 1 //
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);
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//
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strategies[ArraySize(strategies) - 1] = strategy;
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}
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//
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// Call All Registered Strategis Tick Handler Functions ...
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void HandleStrategiesOnTick()
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{
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//
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int count = ArraySize(strategies);
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if (!IsValidSize(count))
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{
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return;
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}
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//
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for (int i = 0; i < count; i++)
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{
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//
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// Call Tick Handler Function ...
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strategies[i].HandleTick();
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}
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}
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//
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// Manage Trading States ...
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void HandleTradeState()
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{
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//
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// Implement All Trade States here ...
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eaTradeHandler.UpdateData();
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//
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// Do Protection Senarios ...
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eaTradeHandler.HandleProtection();
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}
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//
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// Time Reporting ...
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void HandleTimeReport()
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{
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//
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// Monthly Report ....
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if (eaAlertNewMonths &&
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eaTimeTracker.IsNewMonth())
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{
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//
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string msg = "New Month ...";
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|
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//
|
|
eaAlert.Alert(msg);
|
|
}
|
|
|
|
//
|
|
// Weekly Report ....
|
|
if (eaAlertNewWeeks &&
|
|
eaTimeTracker.IsNewWeek())
|
|
{
|
|
//
|
|
string msg = "New Week ...";
|
|
|
|
//
|
|
eaAlert.Alert(msg);
|
|
}
|
|
|
|
//
|
|
// Daily Report ....
|
|
if (eaAlertNewDays &&
|
|
eaTimeTracker.IsNewDay())
|
|
{
|
|
//
|
|
string msg = "New Day ...";
|
|
|
|
//
|
|
eaAlert.Alert(msg);
|
|
}
|
|
|
|
//
|
|
// Hourly Report ....
|
|
if (eaAlertNewHours &&
|
|
eaTimeTracker.IsNewHour())
|
|
{
|
|
//
|
|
string msg = "New Hour ...";
|
|
|
|
//
|
|
eaAlert.Alert(msg);
|
|
}
|
|
}
|
|
|
|
//
|
|
// SIGNAL EVENT Handlers ...
|
|
//
|
|
|
|
//
|
|
// All Signals from Strategies Comming Here for Execution or
|
|
// Analyzing ...
|
|
void OnSignalRecieved(
|
|
XSignal &signal,
|
|
XCHStrategyConditions &conditions //
|
|
)
|
|
{
|
|
//
|
|
// Check Signal and Conditions Validations ...
|
|
|
|
//
|
|
if (!signal.IsValid())
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
if (!conditions.IsValid())
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Since Signal Filtering done based on
|
|
// Strategy and it's not related to Public
|
|
// TradeHandler for Seperation of Concern issue,
|
|
// we do this here ...
|
|
XCHStartegyConditionsParser parser;
|
|
bool isFiltered = parser.IsFiltered(
|
|
signal,
|
|
conditions //
|
|
);
|
|
if (isFiltered)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Attach Conditions Summary to Signal ...
|
|
string conditionsSummary = conditions.GenerateSummary(
|
|
false,
|
|
false,
|
|
true,
|
|
false //
|
|
);
|
|
|
|
//
|
|
signal.conditions = parser.GenerateSignalConditions(
|
|
signal,
|
|
conditions //
|
|
); // conditionsSummary;
|
|
|
|
//
|
|
// Execute Signal Using Trade Handler ...
|
|
ENUM_X_SIGNAL_EXECUTION_RESULT state;
|
|
bool isExecuted = eaTradeHandler.ExecuteSignal(
|
|
signal,
|
|
state //
|
|
);
|
|
}
|
|
|
|
//
|
|
void OnStopLossTriggered(const XDeal &deal)
|
|
{
|
|
//
|
|
// Finish ...
|
|
eaTradeHandler.Finish(deal);
|
|
}
|
|
|
|
//
|
|
void OnTakeProfitTriggered(const XDeal &deal)
|
|
{
|
|
//
|
|
// Finish ...
|
|
eaTradeHandler.Finish(deal);
|
|
}
|
|
|
|
//
|
|
void OnPositionForceClosed(
|
|
const ulong ticket,
|
|
const XPosition &position,
|
|
const string comment //
|
|
)
|
|
{
|
|
//
|
|
// Finish ...
|
|
eaTradeHandler.Finish(
|
|
ticket,
|
|
position,
|
|
comment //
|
|
);
|
|
}
|
|
|
|
// |