1111 lines
24 KiB
Plaintext
1111 lines
24 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Class Library
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// --------------------------------------
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// Name: XCXCAEATradeManager
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// Description: provides all Requirements for Managing Trades ...
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//
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property library
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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// Imports ...
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#include "../../Classes/x-saherelm.x-alert.class.mq5"
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#include "../../Classes/x-saherelm.x-poi.drawer.class.mq5"
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#include "../../Classes/x-saherelm.x-trade.class.mq5"
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#include "../Classes/xcaea.x-data.collector.class.mq5"
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#include "../Libraries/xcaea.signaller.lib.mq5"
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//
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// Definitions ...
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//
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enum ENUM_XCAEA_TRADE_FINALIZATION
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{
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XCAEA_TRADE_FINAL_NONE, // None
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XCAEA_TRADE_FINAL_TP, // TP
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XCAEA_TRADE_FINAL_SL, // SL
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XCAEA_TRADE_FINAL_CLOSE_IN_PROFIT, // Profit
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XCAEA_TRADE_FINAL_CLOSE_IN_LOSE, // Lost
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};
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string ToString(ENUM_XCAEA_TRADE_FINALIZATION value)
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{
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//
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string result = NULL;
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//
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result = EnumToString(value);
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//
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return result;
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}
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//
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struct XCAEATrade
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{
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//
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// Props ...
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double swap;
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double profit;
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XSignal signal;
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ulong positionID;
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double commission;
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XCAEAStrategyConditions conditions;
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ENUM_XCAEA_TRADE_FINALIZATION finalize;
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//
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datetime signaledAt;
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datetime executedAt;
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datetime finalizedAt;
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//
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// Constructor ...
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XCAEATrade()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* Cleanup Model ...
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*/
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void Clean()
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{
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//
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swap = 0;
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profit = 0;
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signal.Clean();
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commission = 0;
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positionID = 0;
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conditions.Clean();
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finalize = XCAEA_TRADE_FINAL_NONE;
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//
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signaledAt = NULL;
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executedAt = NULL;
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finalizedAt = NULL;
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//
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ZeroMemory(this);
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}
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/**
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* Check Has Signal ...
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*
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* @return ( bool )
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*/
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bool HasSignal()
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{
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//
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bool result = false;
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//
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result = signal.IsValid();
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//
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return result;
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}
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/**
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* Check Signal Executed or Not ...
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*
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* @return ( bool )
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*/
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bool IsExecuted()
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{
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//
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bool result = false;
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//
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result = positionID > 0;
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//
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return result;
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}
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/**
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* Check a Trade is Finalized or not ...
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*
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* @return ( bool )
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*/
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bool IsFinalized()
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{
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//
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bool result = false;
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//
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result = HasSignal() &&
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IsExecuted() &&
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finalize != XCAEA_TRADE_FINAL_NONE;
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//
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return result;
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}
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/**
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* Generate Summary Info ...
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*
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* @return ( string )
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*/
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string Summary()
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{
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//
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string result = NULL;
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//
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result =
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//
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ToString("Swap: ", swap) +
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ToString("Profit: ", profit) +
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ToString("Commission: ", commission) +
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ToString("Finalize: ", ToString(finalize)) +
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ToString("PositionID: ", positionID) +
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ToString("----------------") + "\n" +
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ToString("Signaled At: ", ToFormatString(signaledAt)) +
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ToString("Executed At: ", ToFormatString(executedAt)) +
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ToString("Finalized At: ", ToFormatString(finalizedAt))
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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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* Get Data Collection File Name ...
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*
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* @return ( string )
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*/
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string GetFileName()
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{
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//
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string result = NULL;
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//
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bool hasSignal = HasSignal();
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bool isExecuted = IsExecuted();
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bool isFinalized = IsFinalized();
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if (!hasSignal && !isExecuted && !isFinalized)
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{
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return result;
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}
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//
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result =
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//
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signal.symbol + "\\" +
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ToString(signal.type) + "\\" +
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(profit >= 0 ? "Profit" : "Loss") + "\\" +
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ToString(positionID) + "_" +
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ToString(signal.period) + "_" +
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ToFormatString(signaledAt)
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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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* Converts Model to String Representation ...
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*
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* @param onlySignals: Boolean, Specified Represent Only Signal or not ...
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*
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* @return ( string )
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*/
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string ToString(
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bool includeSummary = true,
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bool includeSignal = true,
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bool includeConditions = true //
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)
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{
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//
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string result = NULL;
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//
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// Generating Model Summary ...
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string summary = Summary();
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//
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// Generating Signal Summary ...
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string signalSummary = signal.ToString();
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//
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// Generating Conditions Summary ...
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string conditionsSummary = conditions
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.conditions
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.GenerateSummary(
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true,
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true,
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true,
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false // Ignore False Conditions ...
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);
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//
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if (includeSummary)
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{
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//
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result +=
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ToString("----------------") + "\n" +
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ToString("Summary: ") + "\n" +
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ToString("----------------") + "\n" +
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summary + "\n";
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}
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//
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if (includeSignal)
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{
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//
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result +=
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ToString("----------------") + "\n" +
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ToString("Signal: ") + "\n" +
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ToString("----------------") + "\n" +
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signalSummary + "\n";
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}
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//
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if (includeConditions)
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{
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//
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result +=
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ToString("----------------") + "\n" +
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ToString("Conditions: ") + "\n" +
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ToString("----------------") + "\n" +
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conditionsSummary + "\n";
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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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//
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// Implementations ...
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class XCXCAEATradeManager : public XCBaseAlert
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{
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//
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// Public ...
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public:
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//
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// Props ...
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XCTrade *trader;
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bool drawSignal;
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XCPOIDrawer *drawer;
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XCXCAEADataCollector *collector;
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//
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// Constructors ...
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XCXCAEATradeManager(
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XCTrade *&_trader,
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string _path = NULL // Base Path
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)
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{
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//
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trader = _trader;
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drawSignal = true;
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drawer = new XCPOIDrawer();
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//
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SaveTrades(false);
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//
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// Normalizing Collector Path ...
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if (!IsValid(_path))
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{
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_path = "X121XCAEATradeManager" + "\\" + trader.mAccount.GetCompany();
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}
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//
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collector = new XCXCAEADataCollector();
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collector.Path(_path);
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}
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//
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// De Constructors ...
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~XCXCAEATradeManager()
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{
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//
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Clean(trades);
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//
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ZeroMemory(trader);
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ZeroMemory(drawer);
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ZeroMemory(collector);
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}
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//
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// Properties ...
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//
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bool SaveTrades()
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{
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return mSaveTrades;
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}
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//
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void SaveTrades(bool value)
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{
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mSaveTrades = value;
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}
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//
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// Tools ...
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/**
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* Do All Position Managing Senaros ...
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*/
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void Manage()
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{
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//
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bool has = HasChild(trades);
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if (!has)
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{
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return;
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}
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//
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int count = ArraySize(trades);
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for (int i = 0; i < count; i++)
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{
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//
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has = trades[i].IsExecuted() &&
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!trades[i].IsFinalized();
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if (!has)
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{
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continue;
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}
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//
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XPosition iPosition;
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has = trader.GetPosition(
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trades[i].positionID,
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iPosition //
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);
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if (!has)
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{
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continue;
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}
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//
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// Update Trade Data ...
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trades[i].swap = iPosition.swap;
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trades[i].profit = iPosition.profit;
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}
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//
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// After Update All Trades we can Do Protection ...
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Protect();
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}
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/**
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* Do All Position Protection Here ...
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*/
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void Protect()
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{
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//
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string prefix = "Protector: ";
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int targetDistance = 5;
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//
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bool has = HasChild(trades);
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if (!has)
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{
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return;
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}
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//
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XPosition ownPosition[];
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XPosition ownLongPosition[];
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XPosition ownShortPosition[];
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//
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int count = ArraySize(trades);
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for (int i = 0; i < count; i++)
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{
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//
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has =
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trades[i].IsExecuted() &&
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!trades[i].IsFinalized();
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if (!has)
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{
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continue;
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}
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//
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XPosition iPosition;
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has = trader.GetPosition(
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trades[i].positionID,
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iPosition //
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);
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if (!has)
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{
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continue;
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}
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//
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AddRef(
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iPosition,
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ownPosition //
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);
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//
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if (IsLong(iPosition.type))
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{
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//
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AddRef(
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iPosition,
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ownLongPosition //
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);
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}
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else
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{
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//
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AddRef(
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iPosition,
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ownShortPosition //
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);
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}
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}
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//
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has = HasChild(ownPosition);
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if (!has)
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{
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//
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Clean(ownPosition);
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Clean(ownLongPosition);
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Clean(ownShortPosition);
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//
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return;
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}
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//
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double swapSum = 0;
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double profitSum = 0;
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double commissionSum = 0;
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//
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// Calculate Required Data On Collection ...
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count = ArraySize(ownPosition);
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for (int i = 0; i < count; i++)
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{
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//
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XPosition iPosition = ownPosition[i];
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//
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swapSum += iPosition.swap;
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profitSum += iPosition.profit;
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commissionSum += iPosition.commission;
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}
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//
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// Do Collection Protectiong ...
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// TODO: Implement this ...
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//
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// Do Signle Protections ...
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for (int i = 0; i < count; i++)
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{
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//
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// Select Position ...
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XPosition iPosition = ownPosition[i];
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int idx = -1;
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has = HasTrade(
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idx,
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iPosition.ticket //
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);
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if (!has)
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{
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continue;
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}
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//
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bool isLong = IsLong(iPosition.type);
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double points = GetPoints(iPosition.symbol);
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//
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// Handle RF On Targets ...
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if (iPosition.profit > 0)
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{
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//
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double targets[];
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Copy(
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trades[idx].signal.targets,
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targets //
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);
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int targetsCount = ArraySize(targets);
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has = IsValidSize(targetsCount);
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if (has)
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{
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//
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for (int j = 0; j < targetsCount; j++)
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{
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//
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double jTarget = targets[j];
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//
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// Check Target is Applied Before or Not ...
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has =
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!IsValidIndex(trades[idx].signal.appliedTargetIDX)
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? true
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: trades[idx].signal.appliedTargetIDX < j;
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if (!has)
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{
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continue;
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}
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//
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// Check Traget Validation ...
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has =
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iPosition.sl == 0
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? true
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: isLong
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? iPosition.sl < jTarget
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: iPosition.sl > jTarget;
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if (!has)
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{
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continue;
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}
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//
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double targetDelta = isLong
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? jTarget + (targetDistance * points)
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: jTarget - (targetDistance * points);
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//
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// Can Risk Free ...
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bool canRF = jTarget > 0 &&
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(isLong
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? jTarget > iPosition.entry
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: jTarget < iPosition.entry) &&
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(isLong
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? iPosition.price > targetDelta
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: iPosition.price < targetDelta);
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if (canRF)
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{
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//
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double sl = jTarget;
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double tp = iPosition.tp;
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string comment = "RF On Target ...";
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bool isModified = trader.Modify(
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iPosition.ticket,
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sl,
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tp,
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comment //
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);
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if (isModified)
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{
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//
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trades[idx].signal.appliedTargetIDX = j;
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//
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string message = prefix +
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ToString(iPosition.type) +
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" Position: " +
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ToString(iPosition.ticket) +
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" RF On Traget: " + ToString(jTarget) +
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" Successfully ...";
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Alert(message);
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}
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}
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}
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}
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}
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}
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}
|
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|
|
/**
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* Execute Specified Signal ...
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*
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* @param signal: XSignal instance reference ...
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* @param conditions: XCAEAStrategyConditions instance reference ...
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*
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* @return ( bool )
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*/
|
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bool Execute(
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XSignal &signal,
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XCAEAStrategyConditions &conditions //
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)
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{
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//
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bool result = false;
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|
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//
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result = signal.IsValid();
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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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//
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int idx = -1;
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bool isExists = HasTrade(
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idx,
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signal //
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);
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result = !isExists;
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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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//
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ENUM_X_SIGNAL_EXECUTION_RESULT executionResult;
|
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result = trader.ExecuteSignal(
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signal,
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executionResult //
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);
|
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|
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//
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// Alert Signal Execution ...
|
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string executionMessage = ToString(executionResult);
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Alert(executionMessage);
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|
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//
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if (result)
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{
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//
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if (drawSignal)
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{
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//
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XCSignalObject *iObj;
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isExists = drawer.DrawSignal(
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signal,
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iObj //
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);
|
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|
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//
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|
if (isExists)
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{
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//
|
|
mObjects.Add(iObj);
|
|
ZeroMemory(iObj);
|
|
}
|
|
}
|
|
|
|
//
|
|
XCAEATrade iTrade;
|
|
|
|
//
|
|
ulong positionID = trader.GetLastOpenPositionTicket();
|
|
double commission = trader.GetPositionCommission(positionID);
|
|
|
|
//
|
|
iTrade.signal = signal;
|
|
iTrade.conditions = conditions;
|
|
iTrade.positionID = positionID;
|
|
iTrade.commission = commission;
|
|
iTrade.signaledAt = signal.time;
|
|
iTrade.executedAt = TimeCurrent();
|
|
|
|
//
|
|
AddRef(
|
|
iTrade,
|
|
trades //
|
|
);
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Handle Position Take Profit ...
|
|
*
|
|
* @param deal: XDeal instance reference ...
|
|
*/
|
|
void HandleTP(const XDeal &deal)
|
|
{
|
|
//
|
|
// Check Ticket Exists or not ...
|
|
int idx = -1;
|
|
bool isExists = HasTrade(
|
|
idx,
|
|
deal.positionId //
|
|
);
|
|
if (!isExists)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Apply Required Data ...
|
|
trades[idx].swap = deal.swap;
|
|
trades[idx].profit = deal.profit;
|
|
trades[idx].finalizedAt = TimeCurrent();
|
|
trades[idx].finalize = XCAEA_TRADE_FINAL_TP;
|
|
|
|
//
|
|
tpCount++;
|
|
managedTPCount++;
|
|
|
|
//
|
|
// Save Trade ...
|
|
Save(trades[idx]);
|
|
|
|
//
|
|
RemoveTrade(idx);
|
|
}
|
|
|
|
/**
|
|
* Handle Position Stop Loss ...
|
|
*
|
|
* @param deal: XDeal instance reference ...
|
|
*/
|
|
void HandleSL(const XDeal &deal)
|
|
{
|
|
//
|
|
// Check Ticket Exists or not ...
|
|
int idx = -1;
|
|
bool isExists = HasTrade(
|
|
idx,
|
|
deal.positionId //
|
|
);
|
|
if (!isExists)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Apply Required Data ...
|
|
trades[idx].swap = deal.swap;
|
|
trades[idx].profit = deal.profit;
|
|
trades[idx].finalizedAt = TimeCurrent();
|
|
trades[idx].finalize = XCAEA_TRADE_FINAL_SL;
|
|
|
|
//
|
|
slCount++;
|
|
managedSLCount++;
|
|
|
|
//
|
|
// Save Trade ...
|
|
Save(trades[idx]);
|
|
|
|
//
|
|
RemoveTrade(idx);
|
|
}
|
|
|
|
/**
|
|
* Handle Position Force Close ...
|
|
*
|
|
* @param deal: XDeal instance reference ...
|
|
*/
|
|
void HandleForceClose(const XPosition &position)
|
|
{
|
|
//
|
|
// Check Ticket Exists or not ...
|
|
int idx = -1;
|
|
bool isExists = HasTrade(
|
|
idx,
|
|
position.ticket //
|
|
);
|
|
if (!isExists)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
bool isInProfit = position.profit > 0;
|
|
|
|
//
|
|
// Apply Required Data ...
|
|
trades[idx].swap = position.swap;
|
|
trades[idx].profit = position.profit;
|
|
trades[idx].finalizedAt = TimeCurrent();
|
|
trades[idx].commission = position.commission;
|
|
trades[idx].finalize = isInProfit
|
|
? XCAEA_TRADE_FINAL_CLOSE_IN_PROFIT
|
|
: XCAEA_TRADE_FINAL_CLOSE_IN_LOSE;
|
|
|
|
//
|
|
if (isInProfit)
|
|
{
|
|
//
|
|
tpCount++;
|
|
managedTPCount++;
|
|
}
|
|
else
|
|
{
|
|
//
|
|
slCount++;
|
|
managedSLCount++;
|
|
}
|
|
|
|
//
|
|
// Save Trade ...
|
|
Save(trades[idx]);
|
|
|
|
//
|
|
RemoveTrade(idx);
|
|
}
|
|
|
|
//
|
|
// TODO: Complete this ...
|
|
void HandleGuard()
|
|
{
|
|
}
|
|
|
|
/**
|
|
* Find Executed Trade by Providing Position Ticket ...
|
|
*
|
|
* @param index: int reference, holding founded item index ...
|
|
* @param ticket: ulong, Specified Position Ticket ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool HasTrade(
|
|
int &index,
|
|
ulong ticket //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
index = -1;
|
|
|
|
//
|
|
result =
|
|
ticket > 0 &&
|
|
HasChild(trades);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int count = ArraySize(trades);
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCAEATrade iTrade = trades[i];
|
|
|
|
//
|
|
result =
|
|
iTrade.HasSignal() &&
|
|
iTrade.IsExecuted() &&
|
|
iTrade.positionID == ticket;
|
|
if (result)
|
|
{
|
|
//
|
|
index = i;
|
|
|
|
//
|
|
iTrade.Clean();
|
|
break;
|
|
}
|
|
|
|
//
|
|
iTrade.Clean();
|
|
}
|
|
|
|
//
|
|
result = IsValidIndex(index);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Find Trade Item By Signal ...
|
|
*
|
|
* @param index: int reference, holding founded item index ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool HasTrade(
|
|
int &index,
|
|
XSignal &signal //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
index = -1;
|
|
|
|
//
|
|
result =
|
|
signal.IsValid() &&
|
|
HasChild(trades);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int count = ArraySize(trades);
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCAEATrade iTrade = trades[i];
|
|
|
|
//
|
|
result =
|
|
iTrade.HasSignal() &&
|
|
iTrade.signal.IsSameAs(signal);
|
|
if (result)
|
|
{
|
|
//
|
|
index = i;
|
|
|
|
//
|
|
iTrade.Clean();
|
|
break;
|
|
}
|
|
|
|
//
|
|
iTrade.Clean();
|
|
}
|
|
|
|
//
|
|
result = IsValidIndex(index);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Remove a Trade From List ...
|
|
*
|
|
* @param index: int ...
|
|
*/
|
|
void RemoveTrade(int index)
|
|
{
|
|
//
|
|
bool has =
|
|
HasChild(trades) &&
|
|
IsValidIndex(index) &&
|
|
index < ArraySize(trades);
|
|
if (!has)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
ArrayRemove(
|
|
trades,
|
|
index,
|
|
1 //
|
|
);
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
string GetFilePath(XCAEATrade &trade)
|
|
{
|
|
//
|
|
string fileName = trade.GetFileName();
|
|
|
|
//
|
|
return GetFilePath(fileName);
|
|
}
|
|
|
|
//
|
|
string GetFilePath(string fileName)
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
string mPath = collector.Path();
|
|
|
|
//
|
|
result =
|
|
//
|
|
mPath + "\\" + "Trades" + "\\" + fileName + ".x121.log"
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool Save(
|
|
XCAEATrade &trade,
|
|
bool includeSummary = true,
|
|
bool includeSignal = true,
|
|
bool includeConditions = true //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (!mSaveTrades)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string filePath = GetFilePath(trade);
|
|
result = IsValid(filePath);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string content = trade.ToString(
|
|
includeSummary,
|
|
includeSignal,
|
|
includeConditions //
|
|
);
|
|
|
|
//
|
|
result = collector.Save(
|
|
filePath,
|
|
content //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
bool mSaveTrades;
|
|
|
|
//
|
|
int slCount;
|
|
int tpCount;
|
|
|
|
//
|
|
int managedSLCount;
|
|
int managedTPCount;
|
|
|
|
//
|
|
CArrayObj mObjects;
|
|
|
|
//
|
|
XCAEATrade trades[];
|
|
};
|
|
|
|
//
|