628 lines
13 KiB
Plaintext
628 lines
13 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: XSTestEA
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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 XSTestEA"
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#property strict
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//
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#define ShortName "XSTestEA"
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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 "../Strategies/x-saherelm.xchkm.strategy.mq5"
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//
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// Inputs ...
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long eaMagicNumber = 78692110; // Magic Number
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int eaSlippage = 10; // Slippgae
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//
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double eaVolume = 0.01; // Static Volume
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double eaAllowLong = true; // Allow Long Positions
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double eaAllowShort = true; // Allow Short Positions
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//
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int eaMaxAllowedLongs = 1; // Max Allowed Long Positions
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int eaMaxAllowedShorts = 1; // Max Allowed Short Positions
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//
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double eaTPPoint = 100; // Static TP Point
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double eaSLPoint = 100; // Static SL Point
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//
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bool eaIgnoreTP = false; // Ignore TP
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bool eaIgnoreSL = false; // Ignore SL
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//
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// int eaMaxAllowedSLsInDay = 0;
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//
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double eaR2R = 1.5; // Risk to Reward Ratio
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//
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bool eaMultiSymbol = false; // Use Multi Symbol
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bool eaUseMaxAllowedTradesPerSymbol = true; // Use Max Allowed Trades Per Symbol
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string eaSymbols = "EURUSDb,USDJPYb,USDCHFb,GBPUSDb,XAUUSDb,XAGUSDb"; // Trading Symbols
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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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// XTimeTracker eaTimeTracker;
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//
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// Alert Class ...
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XSCAlert *eaAlert;
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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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// 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 = ShortName;
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//
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// EventSetTimer(1);
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// EventSetMillisecondTimer(100);
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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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// 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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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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// //
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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(ShortName);
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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.SetAlertPrefix(ShortName + "> TradeHandler");
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eaTradeHandler.SaveTrades(true);
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eaTradeHandler.SaveSignals(true);
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//
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// Configure Hedging ...
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eaTradeHandler.AllowHedging(false);
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eaTradeHandler.HedgeVolumeFactor(eaVolume);
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eaTradeHandler.OnlyHedgeSupportedPositions(false);
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eaTradeHandler.HedgeMinProfitPerVolumeFactor(0.3);
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//
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// Configure Trailing ...
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eaTradeHandler.AllowTrailStops(false);
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eaTradeHandler.TrailStepInPoint(10);
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eaTradeHandler.TrailStartInPoint(20);
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eaTradeHandler.IgnoreTPOnTrail(true);
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eaTradeHandler.TrailBasedOnProfit(true);
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//
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// Configure Recovery ...
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eaTradeHandler.AllowRecover(false);
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eaTradeHandler.RecoveryTPPoint(50);
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eaTradeHandler.MaxAllowedRecover(3);
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eaTradeHandler.MaxAllowedRecoveryVolume(0.1);
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eaTradeHandler.RecoverySLPoint(200);
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eaTradeHandler.RecoveryVolumeMultiplier(2);
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eaTradeHandler.ForcePressuresInRecovery(false);
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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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XSCXCHKMStrategy *xchmStrategy;
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xchmStrategy = new XSCXCHKMStrategy(
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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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false, // 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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false, // 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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xchmStrategy.EnableXCHM(false);
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xchmStrategy.EnableXCHHK(false);
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xchmStrategy.EnableXCHSTR(false);
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xchmStrategy.EnableXCHCHE(true);
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xchmStrategy.SetAlertLogAlerts(true);
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xchmStrategy.SetAlertEnableAlerts(true);
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xchmStrategy.AddSignalEventHandler(OnSignalRecieved);
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RegisterStrategy(xchmStrategy);
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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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string iSymbol = symbols[i];
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//
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XSCXCHKMStrategy *iStrategy;
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iStrategy = new XSCXCHKMStrategy(
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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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true, // 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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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.SetAlertLogAlerts(true);
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iStrategy.SetAlertEnableAlerts(true);
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iStrategy.AddSignalEventHandler(OnSignalRecieved);
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//
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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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// All Signals from Strategies Comming Here for Execution or
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// Analyzing ...
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void OnSignalRecieved(XSignal &signal)
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{
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//
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if (!signal.IsValid())
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{
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return;
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}
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//
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bool isLong = IsLong(signal.type);
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//
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// Check Allow Trade Type ...
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if ((isLong && !eaAllowLong) ||
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(!isLong && !eaAllowShort))
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{
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return;
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}
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//
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// Check Max Allowed ...
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if (eaMaxAllowedLongs > 0 || eaMaxAllowedShorts > 0)
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{
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//
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XPosition longs[];
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XPosition shorts[];
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//
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if (eaUseMaxAllowedTradesPerSymbol)
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{
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//
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eaTrader.GetPositions(
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longs,
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shorts,
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signal.symbol //
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);
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}
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else
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{
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//
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eaTrader.GetPositions(
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longs,
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shorts,
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NULL // All Symbols ...
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);
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}
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//
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int longsCount = ArraySize(longs);
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int shortsCount = ArraySize(shorts);
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//
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if ((isLong &&
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eaMaxAllowedLongs > 0 &&
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longsCount >= eaMaxAllowedLongs) ||
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(!isLong &&
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eaMaxAllowedShorts > 0 &&
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shortsCount >= eaMaxAllowedShorts))
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{
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return;
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}
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}
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//
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// Check Signal Can Execute or not ...
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bool canExecute = eaTradeHandler.CanExecute(signal);
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if (!canExecute)
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{
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return;
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}
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// //
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// if (eaMaxAllowedSLsInDay > 0 &&
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// mNumberOfSLs >= eaMaxAllowedSLsInDay)
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// {
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// return;
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// }
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// //
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// if (signal.pushers < 2)
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// {
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// return;
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// }
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//
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ENUM_X_SIGNAL_EXECUTION_RESULT state;
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bool isExecuted = eaTrader.ExecuteSignal(
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signal,
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state //
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);
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//
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if (isExecuted)
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{
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//
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// Find Executed Signal Deal History ...
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XDeal deals[];
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double commission = 0;
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int dealsCount = eaTrader.GetDeals(
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deals,
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signal.symbol,
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signal.provider,
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signal.period,
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NULL,
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DEAL_ENTRY_IN //
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);
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if (IsValidSize(dealsCount))
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{
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//
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for (int i = 0; i < dealsCount; i++)
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{
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//
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XDeal iDeal = deals[i];
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if (iDeal.positionId == signal.positionId)
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{
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//
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commission = iDeal.commission;
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break;
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}
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}
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}
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//
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// Add Signal to Trade Handler ...
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eaTradeHandler.AddData(
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signal,
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commission //
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);
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//
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string msg = (signal.type == POSITION_TYPE_BUY ? "Long" : "Short") +
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" Signal Provided by: " + signal.provider +
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" on: " + signal.symbol +
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" in: " + ToString(signal.period) +
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" Executed Successfully ...";
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eaAlert.Alert(msg);
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}
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}
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//
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// Trader Event Handlers for Trade Handling ...
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//
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void OnStopLossTriggered(const XDeal &deal)
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{
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//
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// Finish ...
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eaTradeHandler.Finish(deal);
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// //
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// if (deal.profit < 0)
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// {
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// mNumberOfSLs++;
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// }
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}
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//
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void OnTakeProfitTriggered(const XDeal &deal)
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{
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//
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// Finish ...
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eaTradeHandler.Finish(deal);
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}
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|
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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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// Finish ...
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eaTradeHandler.Finish(
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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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// |