636 lines
15 KiB
Plaintext
636 lines
15 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Expert Advisor
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// -------------------------------------------------
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// Name: XFIMAEA
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// Description: Base Expert Advisor as Template ...
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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 copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://saherelm.ir"
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#property version "1.00"
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#property icon "../Images/SaherElm_Logo_Color.ico"
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#property description "SaherElm XFIMA Expert Advisor"
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#property strict
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//
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#define ShortName "XFIMAEA"
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//
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// Importts ...
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#include "../XFIMAEA/Classes/x-saherelm.xfima.expert.class.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 = 1694056; // 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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// [
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// Name|
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// Symbol|
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// period|
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// (ST_04:00_08:30),(TL_10:30_12:00),(NY_16:00_20:00)|
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// maxAllowedSpread|
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// maxAllowedPosition|
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// (
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// restrictionsPeriod,
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// restrictionsMultiplier,
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// maxAllowedTPs,
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// maxAllowedSLs,
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// maxAllowedTrades,
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// closeAllOpenTradesAt
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// )
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// ]
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//
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//
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// [XFIMA1|EURUSDb|M5||25.0|5|]
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// [XFIMA1|XAUUSDb|M5|(ST_04:00_08:30),(TL_10:30_12:00),(NY_16:00_20:00)|25.0|5|(XTRADE_RESTRICATION_DAILY,1,0,2,0)]
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// [XFIMA1|XAUUSDb|M5|(ST_04:00_08:30),(TL_10:30_12:00),(NY_16:00_20:00)|25.0|5|(XTRADE_RESTRICATION_DAILY,3,0,2,0)]
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input string eaSymbolConfiguration = "[XFIMA1|EURUSDb|M15||25.0|5|]"; // Symbol Configurations
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//
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// Management ...
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input group "Management";
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input bool eaAllowGuards = false; // Allow Guards
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input bool eaAllowTrade = true; // Allow Trade on Signals
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input bool eaAllowLongs = true; // Allow Long Trades
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input bool eaAllowShorts = true; // Allow Short Trades
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input double eaMaxAllowedDrawdownFactor = 0.3; // Max Allowed DrawDown for Trade
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//
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// Volume ...
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input group "Volume";
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input ENUM_X_VOLUME_SELECT_TYPE eaVolumeSelect = X_VOLUME_CONSTANT; // Volume Applying Type
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input double eaStaticVoluem = 0.0; // Static Volume
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input double eaDynamicVolumeStepBalance = 0.0; // Step of Balance for Increase Volume
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input double eaDynamicVolumeStepVolume = X_MIN_VOLUME; // Step of Volume Increasing
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input double eaConstantRiskBalance = 0.0; // Constant Risk Balance per Trade
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input double eaConstantPercent = 1; // Constant Percent of Balance Per Trade
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input double eaConstantBalance = 1000.0; // Constant Balance for Calculations
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//
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// Alert ...
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input group "Alert";
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input bool eaEnableAlerts = true; // Enable Alerts
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input bool eaSaveAlerts = true; // Save 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 = true; // Push Alerts
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input bool eaTerminalAlerts = false; // Terminal Alerts
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//
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// Reports ...
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input group "Reports";
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input bool eaReportNewMonths = false; // Report New Month
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input bool eaReportNewWeeks = false; // Report New Weeks
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input bool eaReportNewDays = true; // Report New Days
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input bool eaReportNewHours = false; // Report New Hours
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input bool eaReportTrades = true; // Report Trades
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input bool eaReportSignals = true; // Report Signals
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input bool eaReportRestrictions = true; // Report Restrictions
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input bool eaReportProtector = true; // Report Protector Actions
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input bool eaReportAfterTradesBalance = true; // Report Balance after a Trade Finished
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//
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// Collector ...
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input group "Collector";
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input bool eaSaveTrades = true; // Save Trades
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input bool eaSaveSignals = true; // Save Signals
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input bool eaSaveWins = true; // Save Winning Conditions
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input bool eaSaveLosts = true; // Save Lost Conditions
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input bool eaSaveRestrictions = true; // Save Restriction Reports
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//
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// Management Panel ...
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input group "Management Panel";
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input bool eaShowPanel = false; // Show Management Panel
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double eaPanelAllowedTPSLStep = 10; // Value for Change TP/SL in Each Step
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double eaPanelMinAllowedRiskInPoint = 20; // Min Allowed Risk in Point
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double eaPanelRiskInPoint = 50; // Risk in Point per Trades
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double eaPanelRiskToRewardRatio = 2.0; // Risk To Reward per Trades
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double eaPanelVolume = X_MIN_VOLUME; // Default volume Per Trade
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//
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// Variables ...
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//
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XCXFIMAExpret *eaExpert;
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//
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// Event Handlers ...
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/**
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* Initialize EA Process ...
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*
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* @return ( int )
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*/
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int OnInit()
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{
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//
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// Preparing Tags ...
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string eaTag =
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(IsValid(eaLogSuffix)
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? eaLogSuffix + "_"
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: "") +
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ShortName;
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//
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// Validate Inputs and Required Parameters ...
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// for EA to Works fine ...
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if (!ValidateInputs())
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{
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return INIT_PARAMETERS_INCORRECT;
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}
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//
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// Initialize Timer ...
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if (!InitTimer())
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{
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return INIT_FAILED;
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}
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//
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// Configure EA Expert Class ...
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eaExpert = new XCXFIMAExpret();
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//
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// Setting All Inputs to Expert Adviser Class ...
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//
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// Common ...
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eaExpert.eaMagicNumber = eaMagicNumber;
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eaExpert.eaSlippage = eaSlippage;
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eaExpert.eaLogSuffix = eaTag;
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//
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// Symbols ...
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eaExpert.eaSymbolConfiguration = eaSymbolConfiguration;
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//
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// Management ...
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eaExpert.eaAllowGuards = eaAllowGuards;
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eaExpert.eaAllowTrade = eaAllowTrade;
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eaExpert.eaAllowLongs = eaAllowLongs;
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eaExpert.eaAllowShorts = eaAllowShorts;
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eaExpert.eaMaxAllowedDrawdownFactor = eaMaxAllowedDrawdownFactor;
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//
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// Volume ...
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eaExpert.eaVolumeSelect = eaVolumeSelect;
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eaExpert.eaStaticVoluem = eaStaticVoluem;
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eaExpert.eaDynamicVolumeStepBalance = eaDynamicVolumeStepBalance;
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eaExpert.eaDynamicVolumeStepVolume = eaDynamicVolumeStepVolume;
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eaExpert.eaConstantRiskBalance = eaConstantRiskBalance;
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eaExpert.eaConstantPercent = eaConstantPercent;
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eaExpert.eaConstantBalance = eaConstantBalance;
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//
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// Alert ...
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eaExpert.eaEnableAlerts = eaEnableAlerts;
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eaExpert.eaSaveAlerts = eaSaveAlerts;
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eaExpert.eaLogAlerts = eaLogAlerts;
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eaExpert.eaMailAlerts = eaMailAlerts;
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eaExpert.eaPushAlerts = eaPushAlerts;
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eaExpert.eaTerminalAlerts = eaTerminalAlerts;
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//
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// Reports ...
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eaExpert.eaReportNewMonths = eaReportNewMonths;
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eaExpert.eaReportNewWeeks = eaReportNewWeeks;
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eaExpert.eaReportNewDays = eaReportNewDays;
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eaExpert.eaReportNewHours = eaReportNewHours;
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eaExpert.eaReportTrades = eaReportTrades;
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eaExpert.eaReportSignals = eaReportSignals;
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eaExpert.eaReportRestrictions = eaReportRestrictions;
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eaExpert.eaReportProtector = eaReportProtector;
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eaExpert.eaReportAfterTradesBalance = eaReportAfterTradesBalance;
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//
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// Collector ...
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eaExpert.eaSaveTrades = eaSaveTrades;
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eaExpert.eaSaveSignals = eaSaveSignals;
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eaExpert.eaSaveWins = eaSaveWins;
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eaExpert.eaSaveLosts = eaSaveLosts;
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eaExpert.eaSaveRestrictions = eaSaveRestrictions;
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//
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// Management Panel ...
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eaExpert.eaShowPanel = eaShowPanel;
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eaExpert.eaPanelAllowedTPSLStep = eaPanelAllowedTPSLStep;
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eaExpert.eaPanelMinAllowedRiskInPoint = eaPanelMinAllowedRiskInPoint;
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eaExpert.eaPanelRiskInPoint = eaPanelRiskInPoint;
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eaExpert.eaPanelRiskToRewardRatio = eaPanelRiskToRewardRatio;
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eaExpert.eaPanelVolume = eaPanelVolume;
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//
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// Attach Event Handlers ...
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eaExpert.AddOnSignalEventHandler(OnSignalTriggered);
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eaExpert.onGuardedEventHandler = OnGuardedTriggered;
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eaExpert.AddOnDealsChangedEventHandler(OnDealsChanged);
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eaExpert.AddOnStopLossEventHandler(OnStopLossTriggered);
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eaExpert.AddOnOrdersChangedEventHandler(OnOrdersChanged);
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eaExpert.canAnalyseEventHandler = CanAnalyseEventTriggered;
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eaExpert.AddOnTakeProfitEventHandler(OnTakeProfitTriggered);
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eaExpert.checkForGuardEventHandler = CheckForGuardTriggered;
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eaExpert.AddOnModifyPositionEventHandler(OnPositionModified);
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eaExpert.AddOnPositionsChangedEventHandler(OnPositionsChanged);
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eaExpert.AddOnTradeStateChangedEventHandler(OnTradeStateChanged);
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eaExpert.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
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eaExpert.AddOnPartialClosePositionEventHandler(OnPositionPartialClosed);
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//
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// TODO: Attach other Requirements if necessary ...
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//
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// Try to Initialize eaExpert ...
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bool isInited = eaExpert.HandleOnInit();
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if (!isInited)
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{
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//
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Print(ShortName, ": Initialization Failed ...");
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return INIT_FAILED;
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}
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//
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Print(ShortName, ": Initialized Successfully ...");
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return INIT_SUCCEEDED;
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}
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/**
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* De Initialize Expert ...
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*
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* @param reason: int, DeInitialization Reason ...
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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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*/
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void OnDeinit(const int reason)
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{
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//
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// Destroy Timer ...
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// If Initialized ...
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//
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// De Init Expert Class Instance ...
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eaExpert.HandleOnDeInit();
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//
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// Cleanup Resources ...
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delete eaExpert;
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ZeroMemory(eaExpert);
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}
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/**
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* Handle Tick for Processing ...
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*/
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void OnTick()
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{
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eaExpert.HandleOnTick();
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}
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/**
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* Handle On Trade Processing ...
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*/
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void OnTrade()
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{
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eaExpert.HandleOnTrade();
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}
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/**
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* Handle On Timer Processing ...
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*/
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void OnTimer()
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{
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eaExpert.HandleOnTimer();
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}
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/**
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* Handle On Chart Event Processing ...
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* @param id: int, Specified Event ID ...
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* @param lparam: long, type event parameter
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* @param dparam: double, type event parameter
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* @param sparam: string, type event parameter
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*/
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void OnChartEvent(
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const int id,
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const long &lparam,
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const double &dparam,
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const string &sparam //
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)
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{
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eaExpert.HandleOnChartEvent(id, lparam, dparam, sparam);
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}
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//
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// Event Listeners ...
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/**
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* Handle CanAnalyse Event Triggered ...
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*
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* @param symbol: Symbol ...
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* @param period: Period ...
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* @param time: Analysing Time ...
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*
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* @return ( bool )
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*/
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bool CanAnalyseEventTriggered(
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string symbol,
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ENUM_TIMEFRAMES period,
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datetime time //
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)
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{
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//
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return eaExpert.HandleCanAnalyseEventTriggered(
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symbol,
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period,
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time //
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);
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}
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/**
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* Check For Guard ...
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*
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* @param guards: XGuard, reference Collection to holds result ...
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* @param positions: XPosition, refrence collection to Provides Positions ...
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* @param barIndex: int, Specified Bar index ...
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*
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* @return ( int )
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*/
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int CheckForGuardTriggered(
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XGuard &guards[],
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XPosition &positions[],
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int barIndex = 0 //
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)
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{
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//
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return eaExpert.CheckForGuardTriggered(
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guards,
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positions,
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barIndex //
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);
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}
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/**
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* Handle Guard Events ...
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*
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* @param action: ENUM_X_GUARD_ACTIONS
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* @param positions: XPosition[]
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*/
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void OnGuardedTriggered(
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ENUM_X_GUARD_ACTIONS action,
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XPosition &positions[] //
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)
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{
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eaExpert.OnGuardedTriggered(action, positions);
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}
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/**
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* Trigger OnSignal Event ...
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*
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* @param signal: XSignal
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*/
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void OnSignalTriggered(XSignal &signal)
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{
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eaExpert.HandleOnSignalTriggered(signal);
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}
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/**
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* Trigger OnSignal Executed Event ...
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*
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* @param signal: XSignal
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*/
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void OnSignalExecuted(XSignal &signal)
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{
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eaExpert.HandleOnSignalExecuted(signal);
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}
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/**
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* Handle StopLoss Triggered Positions ...
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*
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* @param deal: XDeal instance ...
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*/
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void OnStopLossTriggered(const XDeal &deal)
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{
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eaExpert.HandleOnStopLossTriggered(deal);
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}
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/**
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* Handle Take Profit Triggered Positions ...
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*
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* @param deal: XDeal instance ...
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*/
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void OnTakeProfitTriggered(const XDeal &deal)
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{
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eaExpert.HandleOnTakeProfitTriggered(deal);
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}
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/**
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* Handle Force Close a Position ...
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*
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* @param ticket: ULONG ...
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* @param position: XPosition instance ...
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* @param comment: String ...
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*/
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void OnPositionForceClosed(
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const ulong ticket,
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const XPosition &position,
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const string comment //
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)
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{
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//
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eaExpert.HandleOnPositionForceClosed(
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ticket,
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position,
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comment //
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);
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}
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/**
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* Handle Deals Changes ...
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*
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* @param count: Integer, Number of Changes ...
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*/
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void OnDealsChanged(int count)
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{
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eaExpert.HandleOnDealsChanged(count);
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}
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/**
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* Handle Orders Changes ...
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*
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* @param count: Integer, Number of Changes ...
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*/
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void OnOrdersChanged(int count)
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{
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eaExpert.HandleOnOrdersChanged(count);
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}
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/**
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* Handle Positions Changes ...
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*
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* @param count: Integer, Number of Changes ...
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*/
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void OnPositionsChanged(int count)
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{
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eaExpert.HandleOnPositionsChanged(count);
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}
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/**
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* Handle Position Modified ...
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*
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* @param ticket: ulong, Position Ticket ...
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* @param profit: double, Position Profit ...
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* @param comment: string, Comment ...
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*/
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void OnPositionModified(
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const ulong ticket,
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const double profit,
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const string comment //
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)
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{
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//
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eaExpert.HandleOnPositionModified(
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ticket,
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profit,
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comment //
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);
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}
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/**
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* Handle Position Partial Closed ...
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*
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* @param ticket: ulong, Position Ticket ...
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* @param profit: double, Position Profit ...
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* @param comment: string, Comment ...
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*/
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void OnPositionPartialClosed(
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const ulong ticket,
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const double profit,
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const string comment //
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)
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{
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//
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eaExpert.HandleOnPositionPartialClosed(
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ticket,
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profit,
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comment //
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);
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}
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/**
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* Handle Trade State Changed ...
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*
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* @param state: XOnTradeHandlerState instance ...
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*/
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void OnTradeStateChanged(const XOnTradeHandlerState &state)
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{
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eaExpert.HandleOnTradeStateChanged(state);
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}
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//
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// Custom Functions ...
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/**
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* Validate all Inputs of Expert Adviser ...
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*
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|
* @return ( bool )
|
|
*/
|
|
bool ValidateInputs()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
string errMessage = "";
|
|
|
|
//
|
|
bool isCommonValid = (
|
|
//
|
|
eaSlippage > 0 &&
|
|
eaMagicNumber > 0
|
|
//
|
|
);
|
|
if (!isCommonValid)
|
|
{
|
|
//
|
|
errMessage += "common configurations error;" + "\n";
|
|
}
|
|
|
|
//
|
|
result =
|
|
//
|
|
// Common ...
|
|
isCommonValid &&
|
|
//
|
|
// Otere ...
|
|
true
|
|
//
|
|
;
|
|
|
|
//
|
|
if (!result)
|
|
{
|
|
//
|
|
// Since here Logger not Initiallized, we Use Raw Print Command ...
|
|
Print(ShortName + " Errors: \n", errMessage);
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Initialize Timer ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool InitTimer()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// TODO: Initialize Timer if necessary ...
|
|
// result = EventSetTimer(1);
|
|
// result = EventSetMillisecondTimer(100);
|
|
result = true;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Destroy Timer ...
|
|
*/
|
|
void DestroyTimer()
|
|
{
|
|
//
|
|
// TODO: Use This ...
|
|
// EventKillTimer();
|
|
}
|
|
|
|
// |