saherelm
a5891ee2c6
- Expert Class; - Class Based EA; - Signaller(s); - Multi Symbol; - Multi Session; - ...
1154 lines
31 KiB
Plaintext
1154 lines
31 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center XCATB MQL5 Expert Advisor
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// -------------------------------------------------
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// Name: XCAEA
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// Description: an Exper Advisor which used XCATB
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://saherelm.ir"
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#property version "1.00"
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#property description "EA based on X121 XCATB indicator"
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#property strict
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//
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// Include Common Library ...
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#include "../Classes/x-saherelm.x-guard.class.mq5"
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#include "../Classes/x-saherelm.x-volume.class.mq5"
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#include "../XCATBEA/Classes/xcatbea.signaller.class.mq5"
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#include "../XCATBEA/Classes/xcatbea.x-trade.manager.class.mq5"
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//
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#define ShortName "XCATBEA"
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//
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// Inputs ...
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//
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// Common ...
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input group "Common";
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input long eaMagicNumber = 1694056; // Magic Number
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input int eaSlippage = 10; // Slippgae
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input string eaLogSuffix = ""; // Log Suffix
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//
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// Detector ...
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input group "Detector";
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//
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// Validating ...
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input group "Validations";
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input bool eaForceHasSwing = false; // Force Block to Has Propper Swing
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input bool eaForceOBBarType = false; // Force Order Block to Has InDirectional Bars
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input int eaMinRequiredOBBar = 0; // Min Required OB Bar
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input bool eaForceFVGBarType = false; // Force Fair Value Gaps Bars Type
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input int eaLiquidityLoopback = 0; // Liquidity Detection Loopback
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input double eaMaxAllowedRange = 0.0; // Max Allowed Order Block Range
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input double eaMinAllowedRange = 0.0; // Min Allowed Order Block Range
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input bool eaForceHasFLiquidity = false; // Force Order Block To Has Reversal Liquidity
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input bool eaForceHasRLiquidity = false; // Force Order Block to Has Following Liquidity
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input bool eaValidateGapSequence = false; // Validate Fair Value Gaps Bar Sequences
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input int eaMinAllowedBlockLength = 0; // Min Allowed Block Length
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input bool eaValidateBlockEdgeBreakout = false; // Validate Order Block Edge Breakeout
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//
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// Filtering ...
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input group "Filters";
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input bool eaFilterBasedOnKI = false; // Filter Based On KI Flats
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input bool eaFilterBasedOnPV = false; // Filter Based On PV
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input int eaBosLoopback = 0; // PV Based Filtering BOS Lookup
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input bool eaFilterBasedOnSar = false; // Filter Based On SAR
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input bool eaForceSarSwitched = false; // SAR Switched on Sides for Filtering
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input bool eaForceSarOnBothSide = false; // SAR Check on Both Sides for Filtering
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input bool eaForceSarHasBreakout = false; // SAR Must Breakout
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input bool eaForceSarHasReversalSide = false; // SAR Must Has Reversal Direction
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input bool eaFilterBasedOnRSI = false; // Filter Based On RSI
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input bool eaForceHasRSITrending = false; // RSI Must Has Trending
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input bool eaForceHasRSIVPattern = false; // RSI Must Has Pattern
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input bool eaForceHasRSICrossing = false; // RSI Must Has Crossing Levels
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input bool eaFilterBasedOnADX = false; // Filter Based On ADX
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input bool eaForceHasADXTrending = false; // ADX Must Has Trending
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input bool eaForceHasADXCrossing = false; // ADX Must Has Crossing +DI/-DI
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input bool eaFilterBasedOnATR = false; // Filter Based On ATR
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input bool eaForceHasATRTrending = false; // ATR Must Has Trending
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input bool eaForceHasATRBreakout = false; // ATR Must Has Breakout
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input bool eaFilterBasedOnTrend = false; // Filter Based On Trend
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input bool eaForceHasTrendDir = false; // TREND Must Has Following Direction
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input bool eaForceHasTrendPlace = false; // TREND Place Based Filtering
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input bool eaForceHasTrendChange = false; // TREND Change Filtering
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input bool eaForceHasTrendTrending = false; // TREND Must Has Trending
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input bool eaForceHasTrendRejection = false; // TREND Line Must Rejected
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input bool eaForceHasTrendLineInside = false; // TREND Line has Inside
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input bool eaForceHasTrendDirOnBothSide = false; // TREND Must Has Following Direction in Both Side
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input bool eaFilterBasedOnDelta = false; // Filter Based On Delta
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input bool eaFilterBasedOnVolume = false; // Filter Based On Volume
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input bool eaFilterBasedOnSignalBar = false; // Filter Based on Signal Bar
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input bool eaFilterBasedOnRoundPrice = false; // Filter Based On Round Prices
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input bool eaFilterBasedOnHKSignalBar = false; // Filter Based On HK Signal Bar
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//
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// Signal ...
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input group "Signal";
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input int eaSignalR2R = 2; // Risk Reward Ratio
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input double eaSLATRMultiplier = 0; // ATR Multiplier for SL
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//
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// Volume ...
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input group "Volume";
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input ENUM_X_VOLUME_SELECT_TYPE eaVolumeSelect = X_VOLUME_EQUITY; // Volume Applying Type
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input double eaStaticVoluem = 0.0; // Static Volume
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input double eaDynamicVolumeStepBalance = 0.0; // Step of Balance for Increase Volume
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input double eaDynamicVolumeStepVolume = X_MIN_VOLUME; // Step of Volume Increasing
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input double eaConstantRiskBalance = 0.0; // Constant Risk Balance per Trade
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input double eaConstantPercent = 0.5; // Constant Percent of Balance Per Trade
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input double eaConstantBalance = 0.0; // Constant Balance for Calculations
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//
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// Management ...
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// eaSessions => (SYDNEY_02:00_14:00),(NY_19:00_23:00)
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input group "Management";
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input bool eaAllowGuards = false; // Allow Guards
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input bool eaAllowTrade = true; // Allow Trade on Signals
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input bool eaAllowLongs = true; // Allow Long Trades
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input bool eaAllowShorts = true; // Allow Short Trades
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input string eaSessions = ""; // Active Sessions
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input ENUM_XCATBEA_TRADE_RESTRICTION_PERIOD eaRestrictionsPeriod = XCATBEA_TRADE_RESTRICATION_NONE; // Restrictions Period
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input int eaMaxAllowedTPs = 0; // Max Allowed TP(s) in Restrictions Period
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input int eaMaxAllowedSLs = 0; // Max Allowed SL(s) in Restrictions Period
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input int eaMaxAllowedTrades = 0; // Max Allowed Trades in Restrictions Period
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input int eaMaxAllowedPositions = 5; // Max Allowed Same Time Trades
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input double eaMaxAllowedSpread = 25; // Max Allowed Spread For Trade
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input double eaMaxAllowedDrawdownFactor = 0.3; // Max Allowed DrawDown for Trade
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input string eaCloseAllOpenTradesAt = ""; // Close All Open Trades per Day At Specified Time
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//
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// Alert ...
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// Here we Provider All Requirements for
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// Configuring Alert Provider ...
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input group "Alert";
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input bool eaEnableAlerts = true; // Enable Alerts
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input bool eaLogAlerts = true; // Log Alerts
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input bool eaMailAlerts = false; // Mail Alerts
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input bool eaPushAlerts = true; // Push Alerts
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input bool eaTerminalAlerts = false; // Terminal Alerts
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//
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// Time Report ...
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input group "Reports";
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input bool eaReportNewMonths = false; // Report New Month
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input bool eaReportNewWeeks = false; // Report New Weeks
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input bool eaReportNewDays = true; // Report New Days
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input bool eaReportNewHours = false; // Report New Hours
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input bool eaReportTrades = true; // Report Trades
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input bool eaReportSignals = true; // Report Signals
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input bool eaReportProtector = true; // Report Protector Actions
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input bool eaReportAfterTradesBalance = true; // Report Balance after a Trade Finished
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//
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// Collector ...
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input group "Collector";
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input bool eaSaveTrades = false; // Save Trades
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input bool eaSaveSignals = false; // Save Signals
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input bool eaSaveWins = false; // Save Winning Conditions
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input bool eaSaveLosts = false; // Save Lost Conditions
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//
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// Variables ...
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//
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XCAlert *eaAlert; // EA Scope Alert Handler ...
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XCTrade *eaTrade; // EA Scope Trade Handler ...
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XCGuard *eaGuard; // EA Scope Guard Handler ...
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string eaTag = ""; // Specified Alert Tag for EA ...
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XCVolume *eaVolume; // EA Scope Voluem Handler ...
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XTimeTracker eaTimeTracker; // EA Scope Time Tracker ...
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XCXCATBEASignaller *eaSignallers[]; // EA Signallers Collection ...
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XCXCATBEATradeManager *eaTradeManager; // EA Scope Trade Manager ...
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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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// Validate Inputs and Required Parameters
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// for EA to Works fine ...
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if (!ValidateInputs())
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{
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return INIT_PARAMETERS_INCORRECT;
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}
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//
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// Initial Requirements ...
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InitRequirements();
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//
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// Initialize Volume Manger ...
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if (!InitVolume())
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{
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return INIT_FAILED;
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}
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//
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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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delete eaAlert;
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ZeroMemory(eaAlert);
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//
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delete eaTrade;
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ZeroMemory(eaTrade);
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//
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delete eaGuard;
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ZeroMemory(eaGuard);
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//
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delete eaVolume;
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ZeroMemory(eaVolume);
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//
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eaTimeTracker.Clean();
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//
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Clean(eaSignallers);
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//
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delete eaTradeManager;
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ZeroMemory(eaTradeManager);
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//
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DestroyTimer();
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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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// Time Report Handling ...
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HandleTimeReport();
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//
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// Position Management / Protections Handling ...
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eaTradeManager.Manage();
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//
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// Count Signallers ...
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bool has = HasChild(eaSignallers);
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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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XGuard guards[];
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XCATBEAStrategyConditions conditions[];
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//
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int count = ArraySize(eaSignallers);
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for (int i = 0; i < count; i++)
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{
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//
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// Retrieve indexed Signaller ...
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XCXCATBEASignaller *iSignaller = eaSignallers[i];
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//
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string iSymbol = iSignaller.GetSymbol();
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string iProvider = iSignaller.GetProvider();
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ENUM_TIMEFRAMES iPeriod = iSignaller.GetPeriod();
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//
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// Now we Have to Check Handle Tick Resoult ...
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//
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// Requirements ...
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XGuard iGuards[]; // Hold Provided Guards ...
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XPosition iPositions[]; // Retrieve Signaller Positions ...
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XCATBEAStrategyConditions iConditions; // Recieve Triggered Conditions ...
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//
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// Reading Signaller Positions ...
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eaTradeManager.GetPositions(
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iPositions,
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iSymbol,
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iProvider,
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iPeriod //
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);
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//
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// Processing Tick for Signaller ...
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iSignaller.ProcessTick(
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iPositions,
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iGuards,
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iConditions //
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);
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//
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// Check Results ...
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has = HasChild(iGuards);
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if (has)
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{
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//
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Copy(
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iGuards,
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guards,
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false // Force Clean ...
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);
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}
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//
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// Check Triggered Conditions ...
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has = iConditions.IsValid() &&
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iConditions.IsSetuped() &&
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iConditions.CanTrigger();
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if (has)
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{
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//
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AddRef(
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iConditions,
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conditions //
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);
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}
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//
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// Cleanup Resources ...
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Clean(iGuards);
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Clean(iPositions);
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iConditions.Clean();
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}
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//
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// Do Actions Based on Provided Info ...
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//
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// Guards ...
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has = HasChild(guards);
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if (has)
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{
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//
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// Handle Guards Firing ...
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eaGuard.DoGuards(guards);
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}
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//
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// Triggers ...
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has = HasChild(conditions);
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if (has)
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{
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//
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// Handle Conditions Triggering ...
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TriggerConditions(conditions);
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}
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//
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// Cleanup Resources ...
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//
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Clean(guards);
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Clean(conditions);
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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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eaTrade.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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//
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// Chart Event Handler ...
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void OnChartEvent(
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const int id,
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const long &lparam,
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const double &dparam,
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const string &sparam //
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)
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{
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}
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//
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// Event Listeners ...
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/**
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* Handle StopLoss Triggered Positions ...
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*
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* @param deal: XDeal instance ...
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*/
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void OnStopLossTriggered(const XDeal &deal)
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{
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eaTradeManager.HandleSL(deal);
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}
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/**
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* Handle Take Profit Triggered Positions ...
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*
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* @param deal: XDeal instance ...
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*/
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void OnTakeProfitTriggered(const XDeal &deal)
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{
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eaTradeManager.HandleTP(deal);
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}
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/**
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* Handle Force Close a Position ...
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*
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* @param ticket: ULONG ...
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* @param position: XPosition instance ...
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* @param comment: string ...
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*/
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void OnPositionForceClosed(
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const ulong ticket,
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const XPosition &position,
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const string comment //
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)
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{
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eaTradeManager.HandleForceClose(position);
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}
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/**
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* Handle Position Partially Closed Event ...
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*
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* @param ticket: ULONG ...
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* @param profit: double ...
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* @param comment: string ...
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*/
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void OnPositionPartiallyClosed(
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const ulong ticket,
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const double profit,
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const string comment //
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)
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{
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eaTradeManager.HandlePartiallyClosed(
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ticket,
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profit,
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comment //
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);
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}
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/**
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* Handle Deals Changes ...
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*
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* @param count: Integer, Number of Changes ...
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*/
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void OnDealsChanged(int count)
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{
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}
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/**
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* Handle Orders Changes ...
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*
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* @param count: Integer, Number of Changes ...
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*/
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void OnOrdersChanged(int count)
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{
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}
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/**
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* Handle Positions Changes ...
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*
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* @param count: Integer, Number of Changes ...
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*/
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void OnPositionsChanged(int count)
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{
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}
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//
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// Custom Functions ...
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/**
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* Validate all Inputs of Expert Adviser ...
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*
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* @return ( bool )
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*/
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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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string errMessage = "";
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//
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bool isCommonValid = (
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//
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eaSlippage > 0 &&
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eaMagicNumber > 0
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//
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);
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if (!isCommonValid)
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{
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//
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errMessage += "common configurations error;" + "\n";
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}
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//
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result =
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//
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// Common ...
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isCommonValid &&
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//
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// Otere ...
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true
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//
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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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// Since here Logger not Initiallized, we Use Raw Print Command ...
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Print(ShortName + " Errors: \n", errMessage);
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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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* Initialize Timer ...
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*
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* @return ( bool )
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*/
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bool InitTimer()
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{
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//
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bool result = false;
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//
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// TODO: Initialize Timer if necessary ...
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// result = EventSetTimer(1);
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// result = EventSetMillisecondTimer(100);
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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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* Destroy Timer ...
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*/
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void DestroyTimer()
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{
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//
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// TODO: Use This ...
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// EventKillTimer();
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}
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/**
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* Initial Volume Manager Class Based on Given Configuration ...
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*
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|
* @return ( bool )
|
|
*/
|
|
bool InitVolume()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
eaVolume = new XCVolume();
|
|
|
|
//
|
|
result = eaVolume.Init(
|
|
eaVolumeSelect,
|
|
eaStaticVoluem,
|
|
eaDynamicVolumeStepBalance,
|
|
eaDynamicVolumeStepVolume,
|
|
eaConstantRiskBalance,
|
|
eaConstantPercent,
|
|
eaConstantBalance //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Initial Requirements of EA ...
|
|
*/
|
|
void InitRequirements()
|
|
{
|
|
//
|
|
// Preparing Tags ...
|
|
eaTag =
|
|
(IsValid(eaLogSuffix)
|
|
? eaLogSuffix + "_"
|
|
: "") +
|
|
ShortName;
|
|
|
|
//
|
|
eaAlert = new XCAlert();
|
|
eaAlert.SetPrefix(eaLogSuffix);
|
|
eaAlert.SetLogAlerts(eaLogAlerts);
|
|
eaAlert.SetMailAlerts(eaMailAlerts);
|
|
eaAlert.SetPushAlerts(eaPushAlerts);
|
|
eaAlert.SetEnableAlerts(eaEnableAlerts);
|
|
eaAlert.SetTerminalAlerts(eaTerminalAlerts);
|
|
|
|
//
|
|
// EA Trade ...
|
|
eaTrade = new XCTrade(
|
|
eaSlippage,
|
|
eaMagicNumber,
|
|
eaMaxAllowedSpread,
|
|
eaMaxAllowedPositions,
|
|
eaMaxAllowedDrawdownFactor //
|
|
);
|
|
|
|
//
|
|
eaTrade.AddOnStopLossEventHandler(OnStopLossTriggered);
|
|
eaTrade.AddOnTakeProfitEventHandler(OnTakeProfitTriggered);
|
|
eaTrade.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
|
|
eaTrade.AddOnPartialClosePositionEventHandler(OnPositionPartiallyClosed);
|
|
|
|
//
|
|
// EA Trae Manager ...
|
|
eaTradeManager = new XCXCATBEATradeManager(
|
|
eaTrade //
|
|
);
|
|
|
|
//
|
|
eaTradeManager.SetAlertPrefix(eaTag);
|
|
eaTradeManager.SetAlertLogAlerts(eaLogAlerts);
|
|
eaTradeManager.SetAlertMailAlerts(eaMailAlerts);
|
|
eaTradeManager.SetAlertPushAlerts(eaPushAlerts);
|
|
eaTradeManager.SetAlertEnableAlerts(eaEnableAlerts);
|
|
eaTradeManager.SetAlertTerminalAlerts(eaTerminalAlerts);
|
|
|
|
//
|
|
eaTradeManager.SaveWins(eaSaveWins);
|
|
eaTradeManager.SaveLosts(eaSaveLosts);
|
|
eaTradeManager.SaveTrades(eaSaveTrades);
|
|
eaTradeManager.SaveSignals(eaSaveSignals);
|
|
|
|
//
|
|
// Setting Trade Reports ...
|
|
eaTradeManager
|
|
.SetTradeReports(
|
|
eaReportTrades,
|
|
eaReportSignals,
|
|
eaReportProtector,
|
|
eaReportAfterTradesBalance //
|
|
);
|
|
|
|
//
|
|
// Setting Trade Permissions ...
|
|
eaTradeManager
|
|
.SetTradePermissions(
|
|
eaAllowTrade,
|
|
eaAllowLongs,
|
|
eaAllowShorts //
|
|
);
|
|
|
|
//
|
|
// Setting Trade Restrictions ...
|
|
eaTradeManager
|
|
.SetTradeRestrictions(
|
|
eaRestrictionsPeriod,
|
|
eaMaxAllowedTPs,
|
|
eaMaxAllowedSLs,
|
|
eaMaxAllowedTrades //
|
|
);
|
|
|
|
//
|
|
// EA Guard Initialization ...
|
|
eaGuard = new XCGuard(
|
|
eaTrade //
|
|
);
|
|
|
|
//
|
|
eaGuard.SetAlertPrefix(eaTag);
|
|
eaGuard.SetAlertLogAlerts(eaLogAlerts);
|
|
eaGuard.SetAlertMailAlerts(eaMailAlerts);
|
|
eaGuard.SetAlertPushAlerts(eaPushAlerts);
|
|
eaGuard.SetAlertEnableAlerts(eaEnableAlerts);
|
|
eaGuard.SetAlertTerminalAlerts(eaTerminalAlerts);
|
|
|
|
//
|
|
// Initializing Sessions ...
|
|
string sessions[];
|
|
int sessionsCount = 0;
|
|
bool hasSession = IsValid(eaSessions);
|
|
if (hasSession)
|
|
{
|
|
//
|
|
// Extract Per Symbol Sessions ...
|
|
sessionsCount = SplitContent(
|
|
sessions,
|
|
eaSessions,
|
|
"," //
|
|
);
|
|
|
|
//
|
|
// Try to Extract Start and End Times Series ...
|
|
hasSession = IsValidSize(sessionsCount);
|
|
if (hasSession)
|
|
{
|
|
//
|
|
// Iterate Sessions ...
|
|
for (int i = 0; i < sessionsCount; i++)
|
|
{
|
|
//
|
|
// Ignore unused Cases and Extracts only Content ...
|
|
string iSessionDescriptorStr = ExtractString(sessions[i]);
|
|
bool isInited = IsValid(iSessionDescriptorStr);
|
|
if (isInited)
|
|
{
|
|
//
|
|
// Extract Session Descriptor Data ...
|
|
string parts[];
|
|
int partsCount = SplitContent(
|
|
parts,
|
|
iSessionDescriptorStr,
|
|
"_" //
|
|
);
|
|
isInited = IsValidSize(partsCount) && partsCount == 3;
|
|
if (isInited)
|
|
{
|
|
//
|
|
string iName = parts[0];
|
|
string iStart = parts[1];
|
|
string iEnd = parts[2];
|
|
isInited = IsValid(iName) &&
|
|
IsValid(iStart) &&
|
|
IsValid(iEnd);
|
|
if (isInited)
|
|
{
|
|
//
|
|
// Set Active Session ...
|
|
eaTradeManager
|
|
.SetTradeSession(
|
|
_Symbol,
|
|
iStart,
|
|
iEnd,
|
|
iName //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Initializing Signaller(s) ...
|
|
string symbols[];
|
|
Add(
|
|
_Symbol,
|
|
symbols //
|
|
);
|
|
bool hasSymbols = HasChild(symbols);
|
|
if (hasSymbols)
|
|
{
|
|
//
|
|
// Prepare Signaller Inputs ...
|
|
XCATBEASignallerInputs iSignallerInputs;
|
|
|
|
//
|
|
// Common Configs ...
|
|
|
|
//
|
|
// Provider Name ...
|
|
iSignallerInputs.period = _Period;
|
|
iSignallerInputs.provider = "XTRGB";
|
|
iSignallerInputs.allowGuards = eaAllowGuards;
|
|
iSignallerInputs.riskToRewardRatio = eaSignalR2R;
|
|
iSignallerInputs.allowDraws = IsRunningOnTestMode();
|
|
iSignallerInputs.slATRMultiplier = eaSLATRMultiplier;
|
|
|
|
//
|
|
// CATB Indicator ...
|
|
iSignallerInputs.catbInputs.Default();
|
|
iSignallerInputs.catbInputs.Hide();
|
|
|
|
//
|
|
// Make Available all Requirement Buffers of XCATB indicator ...
|
|
iSignallerInputs.catbInputs.showPV = true;
|
|
iSignallerInputs.catbInputs.showKI = true;
|
|
iSignallerInputs.catbInputs.showATRBand = true;
|
|
iSignallerInputs.catbInputs.showPVGolden = true;
|
|
|
|
//
|
|
// Trigger Block Validations ...
|
|
iSignallerInputs.validations.forceHasSwing = eaForceHasSwing;
|
|
iSignallerInputs.validations.forceOBBarType = eaForceOBBarType;
|
|
iSignallerInputs.validations.minRequiredOBBar = eaMinRequiredOBBar;
|
|
iSignallerInputs.validations.forceFVGBarType = eaForceFVGBarType;
|
|
iSignallerInputs.validations.liquidityLoopback = eaLiquidityLoopback;
|
|
iSignallerInputs.validations.maxAllowedRange = eaMaxAllowedRange;
|
|
iSignallerInputs.validations.minAllowedRange = eaMinAllowedRange;
|
|
iSignallerInputs.validations.forceHasFLiquidity = eaForceHasFLiquidity;
|
|
iSignallerInputs.validations.forceHasRLiquidity = eaForceHasRLiquidity;
|
|
iSignallerInputs.validations.validateGapSequence = eaValidateGapSequence;
|
|
iSignallerInputs.validations.minAllowedBlockLength = eaMinAllowedBlockLength;
|
|
iSignallerInputs.validations.validateBlockEdgeBreakout = eaValidateBlockEdgeBreakout;
|
|
|
|
//
|
|
// Trigger Block Filters ...
|
|
|
|
//
|
|
iSignallerInputs.filters.filterBasedOnPV = eaFilterBasedOnPV;
|
|
iSignallerInputs.filters.bosLoopback = eaBosLoopback;
|
|
|
|
//
|
|
iSignallerInputs.filters.filterBasedOnSar = eaFilterBasedOnSar;
|
|
iSignallerInputs.filters.forceSarSwitched = eaForceSarSwitched;
|
|
iSignallerInputs.filters.forceSarOnBothSide = eaForceSarOnBothSide;
|
|
iSignallerInputs.filters.forceSarHasBreakout = eaForceSarHasBreakout;
|
|
iSignallerInputs.filters.forceSarHasReversalSide = eaForceSarHasReversalSide;
|
|
|
|
//
|
|
iSignallerInputs.filters.filterBasedOnRSI = eaFilterBasedOnRSI;
|
|
iSignallerInputs.filters.forceHasRSITrending = eaForceHasRSITrending;
|
|
iSignallerInputs.filters.forceHasRSIVPattern = eaForceHasRSIVPattern;
|
|
iSignallerInputs.filters.forceHasRSICrossing = eaForceHasRSICrossing;
|
|
|
|
//
|
|
iSignallerInputs.filters.filterBasedOnADX = eaFilterBasedOnADX;
|
|
iSignallerInputs.filters.forceHasADXTrending = eaForceHasADXTrending;
|
|
iSignallerInputs.filters.forceHasADXCrossing = eaForceHasADXCrossing;
|
|
|
|
//
|
|
iSignallerInputs.filters.filterBasedOnATR = eaFilterBasedOnATR;
|
|
iSignallerInputs.filters.forceHasATRTrending = eaForceHasATRTrending;
|
|
iSignallerInputs.filters.forceHasATRBreakout = eaForceHasATRBreakout;
|
|
|
|
//
|
|
iSignallerInputs.filters.filterBasedOnTrend = eaFilterBasedOnTrend;
|
|
iSignallerInputs.filters.forceHasTrendDir = eaForceHasTrendDir;
|
|
iSignallerInputs.filters.forceHasTrendPlace = eaForceHasTrendPlace;
|
|
iSignallerInputs.filters.forceHasTrendChange = eaForceHasTrendChange;
|
|
iSignallerInputs.filters.forceHasTrendTrending = eaForceHasTrendTrending;
|
|
iSignallerInputs.filters.forceHasTrendRejection = eaForceHasTrendRejection;
|
|
iSignallerInputs.filters.forceHasTrendLineInside = eaForceHasTrendLineInside;
|
|
iSignallerInputs.filters.forceHasTrendDirOnBothSide = eaForceHasTrendDirOnBothSide;
|
|
|
|
//
|
|
iSignallerInputs.filters.filterBasedOnKI = eaFilterBasedOnKI;
|
|
iSignallerInputs.filters.filterBasedOnDelta = eaFilterBasedOnDelta;
|
|
iSignallerInputs.filters.filterBasedOnVolume = eaFilterBasedOnVolume;
|
|
iSignallerInputs.filters.filterBasedOnSignalBar = eaFilterBasedOnSignalBar;
|
|
iSignallerInputs.filters.filterBasedOnRoundPrice = eaFilterBasedOnRoundPrice;
|
|
iSignallerInputs.filters.filterBasedOnHKSignalBar = eaFilterBasedOnHKSignalBar;
|
|
|
|
//
|
|
|
|
//
|
|
// Loop Through Symbols for Signalling Initializing ...
|
|
int symbolsCount = ArraySize(symbols);
|
|
for (int i = 0; i < symbolsCount; i++)
|
|
{
|
|
//
|
|
string iSymbol = symbols[i];
|
|
|
|
//
|
|
iSignallerInputs.symbol = iSymbol;
|
|
if (iSignallerInputs.IsValid())
|
|
{
|
|
//
|
|
// Initialize Signaller ...
|
|
XCXCATBEASignaller *iSignaller = new XCXCATBEASignaller(iSignallerInputs);
|
|
|
|
//
|
|
// Add it to the Signallers List ...
|
|
Add(
|
|
iSignaller,
|
|
eaSignallers //
|
|
);
|
|
|
|
//
|
|
ZeroMemory(iSignaller);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Cleanup Resources ...
|
|
iSignallerInputs.Clean();
|
|
}
|
|
|
|
//
|
|
}
|
|
|
|
/**
|
|
* Handling Time Reporting ...
|
|
*/
|
|
void HandleTimeReport()
|
|
{
|
|
//
|
|
if (eaAlert == NULL)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Monthly Report ....
|
|
if (eaReportNewMonths &&
|
|
eaTimeTracker.IsNewMonth())
|
|
{
|
|
//
|
|
string msg = "New Month ...";
|
|
|
|
//
|
|
eaAlert.SendAlert(msg);
|
|
}
|
|
|
|
//
|
|
// Weekly Report ....
|
|
if (eaReportNewWeeks &&
|
|
eaTimeTracker.IsNewWeek())
|
|
{
|
|
//
|
|
string msg = "New Week ...";
|
|
|
|
//
|
|
eaAlert.SendAlert(msg);
|
|
}
|
|
|
|
//
|
|
// Daily Report ....
|
|
if (eaReportNewDays &&
|
|
eaTimeTracker.IsNewDay())
|
|
{
|
|
//
|
|
string msg = "New Day ...";
|
|
|
|
//
|
|
eaAlert.SendAlert(msg);
|
|
}
|
|
|
|
//
|
|
// Hourly Report ....
|
|
if (eaReportNewHours &&
|
|
eaTimeTracker.IsNewHour())
|
|
{
|
|
//
|
|
string msg = "New Hour ...";
|
|
|
|
//
|
|
eaAlert.SendAlert(msg);
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Update Signal Targets ...
|
|
*/
|
|
void UpdateSignalTargets(XSignal &signal)
|
|
{
|
|
//
|
|
bool has = signal.IsValid();
|
|
if (!has)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Clean Signal Targets ...
|
|
Clean(signal.targets);
|
|
|
|
//
|
|
// Calculate Requirements ...
|
|
double r2r = eaSignalR2R > 0
|
|
? eaSignalR2R
|
|
: 1;
|
|
double risk = signal.GetRisk();
|
|
double reward = risk * r2r;
|
|
|
|
//
|
|
double isLong = IsLong(signal.type);
|
|
|
|
//
|
|
// Handling Signal TP ...
|
|
signal.tp =
|
|
isLong
|
|
? signal.entry + reward
|
|
: signal.entry - reward;
|
|
|
|
//
|
|
// Try to Apply Money Management ...
|
|
|
|
//
|
|
// if (r2r <= 1)
|
|
// {
|
|
// return;
|
|
// }
|
|
|
|
//
|
|
// XTarget iTarget;
|
|
|
|
// //
|
|
// // Partial Close 0.5 of Position on Reward 1 ...
|
|
// reward = risk * 1;
|
|
// iTarget.target =
|
|
// isLong
|
|
// ? signal.entry + reward
|
|
// : signal.entry - reward;
|
|
// iTarget.volumeMultiplier = 0.5;
|
|
|
|
// //
|
|
// AddRef(iTarget, signal.targets);
|
|
// iTarget.Clean();
|
|
|
|
// //
|
|
// if (r2r <= 2)
|
|
// {
|
|
// return;
|
|
// }
|
|
|
|
//
|
|
// Making Loop ...
|
|
// for (int i = 2; i < ((int)r2r - 1); i++)
|
|
// {
|
|
// //
|
|
// iTarget.Clean();
|
|
|
|
// //
|
|
// reward = i * risk;
|
|
// iTarget.target =
|
|
// isLong
|
|
// ? signal.entry + reward
|
|
// : signal.entry - reward;
|
|
// iTarget.volumeMultiplier = 1 / (r2r - 2);
|
|
|
|
// //
|
|
// AddRef(iTarget, signal.targets);
|
|
// }
|
|
|
|
//
|
|
// Sort Targets ...
|
|
ENUM_X_DIRECTION sortingDir =
|
|
isLong
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
ApplySortOnTargets(
|
|
sortingDir,
|
|
signal.targets //
|
|
);
|
|
}
|
|
|
|
/**
|
|
* Convert a Triggered Conditions to Signal and
|
|
* Execute it ...
|
|
*/
|
|
void TriggerConditions(XCATBEAStrategyConditions &conditions[])
|
|
{
|
|
//
|
|
int count = 0;
|
|
bool has = false;
|
|
|
|
//
|
|
has = HasChild(conditions);
|
|
if (!has)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
count = ArraySize(conditions);
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
// Retrieve Indexed Conditions ...
|
|
XCATBEAStrategyConditions iConditions = conditions[i];
|
|
|
|
//
|
|
// Prepare Signal Based on Conditions ...
|
|
XSignal iSignal;
|
|
|
|
//
|
|
// Check if a Trigger Block Attached and Has Signal ...
|
|
// use it ...
|
|
has =
|
|
iConditions.IsValid() &&
|
|
iConditions.IsSetuped() &&
|
|
iConditions.CanTrigger() &&
|
|
iConditions.triggerBlock.IsValid() &&
|
|
iConditions.triggerBlock.signal.IsValid();
|
|
if (has)
|
|
{
|
|
iSignal = iConditions.triggerBlock.signal;
|
|
}
|
|
|
|
//
|
|
// if we Have any other Signalling senarios we can Handle them here ...
|
|
|
|
//
|
|
// Validate Signal ...
|
|
has = iSignal.IsValid();
|
|
if (has)
|
|
{
|
|
//
|
|
// Retrieve Signal Type ...
|
|
bool isLong = IsLong(iSignal.type);
|
|
|
|
//
|
|
// Update Signal Entry ...
|
|
iSignal.entry = GetEntry(
|
|
iSignal.symbol,
|
|
iSignal.type //
|
|
);
|
|
|
|
//
|
|
// Update Signal Targets ...
|
|
UpdateSignalTargets(iSignal);
|
|
|
|
//
|
|
// Handle Volume Management ...
|
|
double iVolume = eaVolume.CalculateVolume(iSignal);
|
|
has = iVolume > X_MIN_VOLUME &&
|
|
iVolume != iSignal.volume;
|
|
if (has)
|
|
{
|
|
iSignal.volume = iVolume;
|
|
}
|
|
|
|
//
|
|
// Execute Signal ...
|
|
has = eaTradeManager.Execute(
|
|
iSignal,
|
|
iConditions //
|
|
);
|
|
}
|
|
|
|
//
|
|
// Cleanup Resources ...
|
|
|
|
//
|
|
iSignal.Clean();
|
|
iConditions.Clean();
|
|
}
|
|
}
|
|
|
|
// |