Files
MQL5Data/Documents/BKP/14030306/Classes/x-saherelm.x121.xea.class.mq5
T

1207 lines
31 KiB
Plaintext

///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Class Library
// ----------------------------------------------
// Name: XSCX121EA
// Description: provides all X121 EA requirements ...
// - X5 Provider;
//
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////
//
// Global Properties ...
#property library
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://www.saherelm.ir"
#property version "1.00"
#property strict
//
// Imports ...
#include "../Classes/x-saherelm.xea.class.mq5"
#include "../Classes/x-saherelm.x121.provider.class.mq5"
//
// Define On Signal Event Handler Type Specified for X5 ...
typedef void (*TX121OnSignal)(X121ProviderDescriptor &descriptor);
//
// Class Definition ...
class XSCX121EA : public XSCBaseEA
{
//
// Public ...
public:
//
// Props ...
//
// Constructors ...
XSCX121EA(
//
// XTrade Class Requirements ...
int slippage, // Specify Slippage
ulong magicNumber, // Specify Magic Number
int manageInterval, // Manager Check Intervals Seconds
double maxAllowedSpread, // Max Allowed Spred for Opening Trades
int maxAllowedPositions, // Max Allowed Positions
double maxAllowedDrawdownFactor, // Max Allowed Drawdown Factor
//
// Position Management ...
bool allowLong = true, // Allow Long Trades
bool allowShort = true, // Allow Short Trades
double minProfitPerTrade = 0, // Min Profit Per Trade based On Volume Factor (Hedge)
double minProfitPerVolumeFactor = 0, // Min Volume Factor for Calculating Profit (Hedge)
//
// Event Handlers ...
TOnStopLoss onStopLossTriggered = NULL, // On StopLoass Triggered Event Handler
TOnTakeProfit onTakeProfitTriggered = NULL, // On TakeProfit Triggered Event Handler
TOnDealsChanged onDealsChangedHandler = NULL, // On Deals Changed Event Handler
TOnOrdersChanged onOrdersChangedHandler = NULL, // On Orders Changed Event Handler
TOnPositionsChanged onPositionsChangedHandler = NULL, // On Positions Changed Event Handler
TOnTradeStateChanged onTradeStateChangedHandler = NULL, // On Trade State Changed Event Handler
//
TOnSignal onSignalHandler = NULL, // On Signal Event Handler
//
// Log Handler ...
bool enableAlerts = true, // Enable Alerts
bool logAlerts = true, // Log Alerts
bool terminalAlerts = false, // Terminal Alerts
bool mailAlerts = false, // Mail Alerts
bool pushAlerts = false // Push Alerts
) : XSCBaseEA(slippage,
magicNumber,
manageInterval,
maxAllowedSpread,
maxAllowedPositions,
maxAllowedDrawdownFactor,
allowLong,
allowShort,
minProfitPerTrade,
minProfitPerVolumeFactor,
onStopLossTriggered,
onTakeProfitTriggered,
onDealsChangedHandler,
onOrdersChangedHandler,
onPositionsChangedHandler,
onTradeStateChangedHandler,
enableAlerts,
logAlerts,
terminalAlerts,
mailAlerts,
pushAlerts //
)
{
}
//
// Deconstructor ...
~XSCX121EA() {}
//
// Properties Getter(s) / Setter(s) ...
//
// Add X5 Specified Signal Event Handler ...
void AddOnSignalEventHandler(TX121OnSignal listener)
{
//
Add(
listener,
mX121OnSignalEventHandlers
//
);
}
//
// Add Specified X5 Provider ...
bool AddProvider(X121ProviderDescriptor &descriptor)
{
//
bool result = false;
//
// Validate Inputs ...
result = descriptor.Init();
if (!result)
{
return result;
}
//
AddRef(
descriptor,
mDescriptors //
);
//
return result;
}
//
// Overrides ...
//
// Customize Token ...
string GetToken() override
{
return GetSpecificToken(this);
}
//
string GetTag() override
{
return this.GetToken();
}
//
void Draw() override
{
//
int descriptorsCount = CountDescriptors();
if (descriptorsCount <= 0)
{
return;
}
//
for (int i = 0; i < descriptorsCount; i++)
{
//
X121ProviderDescriptor iDescriptor = mDescriptors[i];
//
iDescriptor.provider.Draw();
}
}
//
// Check Provider for any Guards ...
bool CheckForGuard(XGuard &guards[]) override
{
//
bool result = false;
//
Clean(guards);
//
int descriptorsCount = CountDescriptors();
result = descriptorsCount > 0;
if (!result)
{
return result;
}
//
for (int i = 0; i < descriptorsCount; i++)
{
//
X121ProviderDescriptor iDescriptor = mDescriptors[i];
//
XGuard iGuards[];
bool iHasGuard = iDescriptor.provider.HasGuard(iGuards);
if (iHasGuard)
{
//
Copy(
iGuards,
guards,
false //
);
}
}
//
result = ArraySize(guards) > 0;
//
return result;
}
//
// Request Provider to Collect all
// Potentially Signals and then
// filters theme here and passed them
// for Executing ...
int RequestForSignal(
XSignal &signals[] // Holds Signals ...
) override
{
//
bool result = 0;
//
Clean(signals);
//
int descriptorsCount = CountDescriptors();
if (descriptorsCount <= 0)
{
return result;
}
//
for (int i = 0; i < descriptorsCount; i++)
{
//
X121ProviderDescriptor iDescriptor = mDescriptors[i];
//
bool iHasSignal = iDescriptor.HasSignal();
if (iHasSignal)
{
//
// Here we Can double check Signals by Conditions
// for Score Base Filtering ...
//
AddRef(
iDescriptor.signal,
signals
//
);
//
NotifyX121OnSignalEventHandlers(iDescriptor);
}
}
//
result = ArraySize(signals);
//
return result;
}
//
// Handl Management Actions ...
// if returns true, it is going to prevent for processing forward ...
bool HandleStateManagement(XSignal &signals[]) override
{
//
bool result = false;
//
XPosition positions[];
int positionsCount = mTrader.GetPositions(positions);
if (positionsCount <= 0)
{
return result;
}
//
HandleEQMState(signals);
//
HandleHedging(positions);
//
HandleTrailManagement(positions);
//
// Must false ...
return result;
}
//
void HandleHedging(XPosition &positions[])
{
//
// TODO:
// Make them Configurable ...
int numberOfPositionsForHege = 3;
//
int positionsCount = ArraySize(positions);
if (positionsCount <= 0)
{
return;
}
//
// Hedge ...
if (positionsCount >= numberOfPositionsForHege)
{
//
double profit = CalculatePositionsProfit(positions);
double requiredProfit = CalculateRequiredProfitForHedge(positions);
//
bool isReadyForHedge = profit >= requiredProfit;
if (!isReadyForHedge)
{
return;
}
//
string comment = "EQM Hedge ...";
int closed = mTrader.Close(
positions,
comment);
if (closed > 0)
{
//
string message = "EQM Hedge Positions on Profit: " + ToString(profit);
//
mAlert.Alert(message);
//
for (int i = 0; i < positionsCount; i++)
{
RemoveTrail(positions[i].ticket);
}
}
}
}
//
void HandleEQMState(XSignal &signals[])
{
//
bool equityReached = !mTrader.CheckEquityForTrade();
bool maxAllowedReached = !mTrader.CheckPositionsForTrade();
bool enableEQM = equityReached || maxAllowedReached;
if (!enableEQM)
{
//
return;
}
//
string eqmMessage = "EQM Enabled: " + "\n";
if (equityReached)
{
eqmMessage += "- Max Equity Reached ..." + "\n";
}
if (maxAllowedReached)
{
eqmMessage += "- Max Allowed Positions Reached ...";
}
mAlert.Alert(eqmMessage);
//
int descriptorsCount = CountDescriptors();
if (descriptorsCount <= 0)
{
return;
}
//
XSignal supportSignals[];
for (int i = 0; i < descriptorsCount; i++)
{
//
X121ProviderDescriptor iDescriptor = mDescriptors[i];
//
XSignal iSupportSignals[];
int iSupportSignalsCount = iDescriptor
.provider
.GenerateEQMSupportSignals(
iSupportSignals //
);
if (iSupportSignalsCount <= 0)
{
continue;
}
//
Copy(
iSupportSignals,
supportSignals,
false //
);
}
//
int supportSignalsCount = ArraySize(supportSignals);
if (supportSignalsCount <= 0)
{
return;
}
//
ENUM_X_SIGNAL_EXECUTION_RESULT states[];
int executedSupports = mTrader.ExecuteSignals(
supportSignals,
states,
ORDER_TIME_GTC,
NULL,
false // Ignore Policies ...
);
if (executedSupports > 0)
{
//
string message = "EQM Execute (" + ToString(executedSupports) + ") Support Signals ...";
//
mAlert.Alert(message);
}
}
//
void HandleTrailManagement(XPosition &positions[])
{
//
// TODO:
// Make them Configurable ...
int levelsOnClose = 6;
int requiredAgeForSLTrail = 0;
int requiredDistanceForSLTrail = 30;
//
int positionsCount = ArraySize(positions);
if (positionsCount <= 0)
{
return;
}
//
// Trail Positions Stop ...
for (int i = 0; i < positionsCount; i++)
{
//
XPosition iPosition = positions[i];
//
bool canManageState =
//
true
//
;
//
// Position Management for X786 ...
if (canManageState)
{
//
// Check Position in Profit or not ...
if (iPosition.profit > 0)
{
//
XTrail trail;
bool isTrailedBefore = GetSLTrail(
iPosition.ticket,
trail //
);
//
if (!isTrailedBefore)
{
//
// Add First Time ...
//
// Check Position Age ...
int iPositionAge = iPosition.GetAge(iPosition.period);
if (iPositionAge < requiredAgeForSLTrail)
{
continue;
}
//
// Check Position Profit Distance ...
double priceDistanceInPoint = PriceToPoint(iPosition.profit / iPosition.volume, iPosition.symbol);
double priceDistance = PointToPrice(priceDistanceInPoint, iPosition.symbol);
if (priceDistance < requiredDistanceForSLTrail)
{
continue;
}
//
double slDiff = PointToPrice(priceDistance, iPosition.symbol);
//
double sl =
IsLong(iPosition.type)
? iPosition.sl + slDiff
: iPosition.sl - slDiff;
// //
// double sl =
// IsLong(iPosition.type)
// ? iPosition.entry + (slDiff / 2)
// : iPosition.entry - (slDiff / 2);
//
bool isInit = trail.Init(
iPosition.ticket,
iPosition.type,
iPosition.profit,
iPosition.sl,
sl //
);
if (!isInit)
{
continue;
}
}
else
{
//
// Update Exists ...
//
// Check Profit ...
bool isProfitPassed = iPosition.profit > trail.profit;
if (!isProfitPassed)
{
continue;
}
//
// Check Age Distance from Last ...
int age = iBarShift(
iPosition.symbol,
iPosition.period,
trail.time,
false //
);
if (age < requiredAgeForSLTrail)
{
continue;
}
//
double priceDistanceInPoint = PriceToPoint((iPosition.profit - trail.profit) / iPosition.volume, iPosition.symbol);
double priceDistance = PointToPrice(priceDistanceInPoint, iPosition.symbol);
if (priceDistance < (requiredDistanceForSLTrail / 2))
{
// //
// // int positionAge = iPosition.GetAge(iPosition.period);
// if (trail.level >= levelsOnClose)
// {
// //
// string comment = "EQM Close In Profit ...";
// bool isClosed = mTrader.ClosePositionPack(
// iPosition.ticket,
// iPosition.symbol,
// iPosition.period,
// comment,
// true,
// GetMinProfitPerTrade(),
// GetMinProfitPerVolumeFactor() //
// );
// if (isClosed)
// {
// //
// RemoveTrail(iPosition.ticket);
// //
// string message = "EQM Close (" + ToString(iPosition.ticket) + ") In Profit ...";
// mAlert.Alert(message);
// }
// }
continue;
}
//
bool isLong = IsLong(iPosition.type);
//
double slDiff = PointToPrice(priceDistance, iPosition.symbol);
//
double selectedValue =
//
trail.level == 1 || (isLong
? iPosition.sl < iPosition.entry
: iPosition.sl > iPosition.entry)
? iPosition.entry
: iPosition.sl
//
;
//
double sl =
isLong
? selectedValue + slDiff
: selectedValue - slDiff;
//
// Update Trail Values ...
bool isUpdated = trail.Update(
sl,
iPosition.profit //
);
if (!isUpdated)
{
continue;
}
}
//
if (trail.IsValid())
{
//
string comment = trail.GenerateTag();
bool isModified = mTrader.Modify(
trail.ticket,
trail.after,
iPosition.tp,
comment //
);
if (isModified)
{
//
RemoveTrail(trail.ticket);
//
AddSLTrail(trail);
//
string message = "Position (" + ToString(trail.ticket) + ") Trailed SL on Level: " + ToString(trail.level);
mAlert.Alert(message);
}
}
}
else if (iPosition.profit < 0)
{
//
XTrail trail;
bool isTrailedBefore = GetSLTrail(
iPosition.ticket,
trail //
);
//
if (!isTrailedBefore)
{
//
// Add First Time ...
//
// Check Position Age ...
int iPositionAge = iPosition.GetAge(iPosition.period);
if (iPositionAge < requiredAgeForSLTrail)
{
continue;
}
//
// Check Position Profit Distance ...
double priceDistanceInPoint = PriceToPoint(MathAbs(iPosition.profit) / iPosition.volume, iPosition.symbol);
double priceDistance = PointToPrice(priceDistanceInPoint, iPosition.symbol);
if (priceDistance < requiredDistanceForSLTrail)
{
continue;
}
//
double slDiff = PointToPrice(priceDistance, iPosition.symbol);
//
double sl =
IsLong(iPosition.type)
? iPosition.sl + slDiff
: iPosition.sl - slDiff;
//
bool isInit = trail.Init(
iPosition.ticket,
iPosition.type,
iPosition.profit,
iPosition.sl,
sl //
);
if (!isInit)
{
continue;
}
}
else
{
//
// Update Exists ...
//
// Check Profit ...
bool isProfitPassed = iPosition.profit > trail.profit;
if (!isProfitPassed)
{
continue;
}
//
// Check Age Distance from Last ...
int age = iBarShift(
iPosition.symbol,
iPosition.period,
trail.time,
false //
);
if (age < requiredAgeForSLTrail)
{
continue;
}
//
double priceDistanceInPoint = PriceToPoint((MathAbs(iPosition.profit) - MathAbs(trail.profit)) / iPosition.volume, iPosition.symbol);
double priceDistance = PointToPrice(priceDistanceInPoint, iPosition.symbol);
//
double slDiff = PointToPrice(priceDistance, iPosition.symbol);
//
double selectedValue =
//
iPosition.sl
//
;
//
double sl =
IsLong(iPosition.type)
? selectedValue + slDiff
: selectedValue - slDiff;
//
// Update Trail Values ...
bool isUpdated = trail.Update(
sl,
iPosition.profit //
);
if (!isUpdated)
{
continue;
}
}
//
if (trail.IsValid())
{
//
string comment = trail.GenerateTag();
bool isModified = mTrader.Modify(
trail.ticket,
trail.after,
iPosition.tp,
comment //
);
if (isModified)
{
//
RemoveTrail(trail.ticket);
//
AddSLTrail(trail);
//
string message = "Position (" + ToString(trail.ticket) + ") Trailed SL on Level: " + ToString(trail.level);
mAlert.Alert(message);
}
}
}
}
}
}
//
// Here we Can Filter Signals before Sending them to Execution ...
// based on Providers and etc ...
// for Volumes and Benefits ...
int HandleSignalManagement(XSignal &signals[]) override
{
//
int result = 0;
//
if (ArraySize(signals) <= 0)
{
return result;
}
//
// Create temp Array for Filtering ...
XSignal tmps[];
Copy(
signals,
tmps //
);
int tmpsCount = ArraySize(tmps);
//
// Cleaning Source ...
Clean(signals);
//
//
// Loop through Signals for Management ...
for (int i = 0; i < tmpsCount; i++)
{
//
XSignal iSignal = tmps[i];
//
string provider = iSignal.provider;
if (!IsValid(provider))
{
//
AddRef(
iSignal,
signals //
);
//
continue;
}
//
XPosition positions[];
int positionsCount = mTrader.GetPositions(
positions,
iSignal.symbol,
iSignal.provider,
NULL, // All Periods ...
iSignal.type //
);
if (positionsCount <= 0)
{
//
// First Signal in a While of Specific Provider ...
//
iSignal.volume *= 2;
//
AddRef(
iSignal,
signals //
);
//
continue;
}
else if (positionsCount < 2)
{
//
// First Signal in a While of Specific Provider ...
//
AddRef(
iSignal,
signals //
);
//
continue;
}
}
//
result = ArraySize(signals);
//
return result;
}
//
// Request for Support Signals using Guard ...
bool RequestForSupport(
XSignal &support, // Holds Support Signal, if Provided
string provider, // Positions Provided by Specific Provider
string symbol, // Trading Symbol
ENUM_POSITION_TYPE type, // Trading Type
ENUM_TIMEFRAMES period // Specified Time Frame
) override
{
//
// TODO: Implement this ...
//
// Support Senario ...
// Check Support Position Exists or not ...
// Check Positions for Support based on Types ...
// Update Untriggered Positions ...
return false;
}
//
// Profit Management ...
//
// Tools ...
//
// Protected ...
protected:
//
// Tools ...
//
void NotifyX121OnSignalEventHandlers(X121ProviderDescriptor &descriptor)
{
//
int listenersCount = ArraySize(mX121OnSignalEventHandlers);
if (listenersCount <= 0)
{
return;
}
//
for (int i = 0; i < listenersCount; i++)
{
//
TX121OnSignal iListener = mX121OnSignalEventHandlers[i];
//
iListener(descriptor);
}
}
//
// Private ...
private:
//
// Props ...
//
// Collection of Signal Event Listeners ...
TX121OnSignal mX121OnSignalEventHandlers[];
//
// a Collection of X5 Provider Descriptors ...
X121ProviderDescriptor mDescriptors[];
//
int CountDescriptors()
{
return ArraySize(mDescriptors);
}
//
// Trails Holding ...
//
XTrail mSLTrails[];
XTrail mTPTrails[];
//
int CountSLTrails()
{
return ArraySize(mSLTrails);
}
int CountTPTrails()
{
return ArraySize(mTPTrails);
}
//
bool RemoveTrail(ulong ticket)
{
//
bool isSLRemoved = RemoveSLTrail(ticket);
bool isTPRemoved = RemoveTPTrail(ticket);
//
bool result = isSLRemoved || isTPRemoved;
//
return result;
}
bool RemoveSLTrail(ulong ticket)
{
//
bool result = false;
//
int idx = FindSLTrailIndex(ticket);
result = idx >= 0;
if (!result)
{
return result;
}
//
result = ArrayRemove(
mSLTrails,
idx,
1 //
);
//
return result;
}
bool RemoveTPTrail(ulong ticket)
{
//
bool result = false;
//
int idx = FindTPTrailIndex(ticket);
result = idx >= 0;
if (!result)
{
return result;
}
//
result = ArrayRemove(
mTPTrails,
idx,
1 //
);
//
return result;
}
//
int FindSLTrailIndex(ulong ticket)
{
//
int result = -1;
//
int trailsCount = CountSLTrails();
if (ticket <= 0 || trailsCount <= 0)
{
return result;
}
//
for (int i = 0; i < trailsCount; i++)
{
//
XTrail iTrail = mSLTrails[i];
//
if (iTrail.ticket == ticket)
{
//
result = i;
break;
}
}
//
return result;
}
int FindTPTrailIndex(ulong ticket)
{
//
int result = -1;
//
int trailsCount = CountTPTrails();
if (ticket <= 0 || trailsCount <= 0)
{
return result;
}
//
for (int i = 0; i < trailsCount; i++)
{
//
XTrail iTrail = mTPTrails[i];
//
if (iTrail.ticket == ticket)
{
//
result = i;
break;
}
}
//
return result;
}
//
bool GetSLTrail(
ulong ticket,
XTrail &trail //
)
{
//
bool result = false;
//
int idx = FindSLTrailIndex(ticket);
result = idx >= 0;
if (!result)
{
return result;
}
//
trail = mSLTrails[idx];
//
return result;
}
bool GetTPTrail(
ulong ticket,
XTrail &trail //
)
{
//
bool result = false;
//
int idx = FindTPTrailIndex(ticket);
result = idx >= 0;
if (!result)
{
return result;
}
//
trail = mTPTrails[idx];
//
return result;
}
//
void AddSLTrail(
XTrail &trail //
)
{
//
if (!trail.IsValid())
{
return;
}
//
AddRef(
trail,
mSLTrails //
);
}
void AddTPTrail(
XTrail &trail //
)
{
//
if (!trail.IsValid())
{
return;
}
//
AddRef(
trail,
mTPTrails //
);
}
//
// Tools ...
};
//
// Tools ...
//