943 lines
22 KiB
Plaintext
943 lines
22 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center XCAEA MQL5 Expert Advisor
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// -------------------------------------------------
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// Name: XCAEA
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// Description: an Exper Advisor which used Panels
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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 "SaherElm XCAEA EA"
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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-trade.class.mq5"
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#include "../Classes/x-saherelm.x-volume.class.mq5"
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#include "../XCAEA/Classes/xcaea.x-trade.manager.class.mq5"
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#include "../XCAEA/Signals/xcaea.signaller.class.mq5"
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//
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#define ShortName "XCAEAEA"
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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 = 78692110; // Magic Number
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input int eaSlippage = 10; // Slippgae
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input string eaLogSuffix = ""; // Log Suffix
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input ENUM_TIMEFRAMES eaAnalysisPeriod = PERIOD_H1; // Analysis Period
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//
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// Symbols ...
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//
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// -------------------------------------------------------
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// ----------
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// eaSymbols:
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// ----------
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// - if EMPTY use Current Symbol;
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// - for Multi Symbol use Comma Separated Symbols:
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// EURUSDb,XAUUSDb
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//
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// ------------------
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// eaSymbolSessions:
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// ------------------
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// - if EMPTY use WHOLE Times;
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// - for each Symbol use Comma Separated:
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// (XEURS1_02:00_14:00),(XEURS2_19:00_23:00)|
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// -------------------------------------------------------
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input group "Symbols";
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input string eaSymbols = ""; // Symbols Description
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input string eaSymbolSessions = ""; // Symbols Sessions
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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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input group "Management";
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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 ENUM_XCAEA_TRADE_RESTRICTION_PERIOD eaRestrictionsPeriod = XCAEA_TRADE_RESTRICATION_DAILY; // Trade Restrictions Period
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input int eaMaxAllowedTPs = 2; // Max Allowed TP(s) per Day
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input int eaMaxAllowedSLs = 2; // Max Allowed SL(s) per Day
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input int eaMaxAllowedTrades = 3; // Max Allowed Trades per Day
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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 = false; // 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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// Variables, Instances ...
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XCAlert *eaAlert;
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XCTrade *eaTrade;
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XSignal eaSignal;
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XCVolume *eaVolume;
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XTimeTracker eaTimeTracker;
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XCXCAEASignaller *eaSignallers[];
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XCXCAEATradeManager *eaTradeManager;
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XCAEAStrategyConditions eaConditions;
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//
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string eaTag = "";
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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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// Initialize Timer ...
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if (!InitTimer())
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{
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return INIT_FAILED;
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}
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//
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// 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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// Init Succeed ...
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return INIT_SUCCEEDED;
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}
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//
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// DeInitialization ...
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void OnDeinit(const int reason)
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{
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//
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// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
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// REASON_REMOVE 1 Program removed from a chart
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// REASON_RECOMPILE 2 Program recompiled
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// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
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// REASON_CHARTCLOSE 4 Chart closed
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// REASON_PARAMETERS 5 Inputs changed by a user
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// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
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// REASON_TEMPLATE 7 Another chart template applied
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// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
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// REASON_CLOSE 9 Terminal closed
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//
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//
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ZeroMemory(eaAlert);
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ZeroMemory(eaTrade);
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ZeroMemory(eaVolume);
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//
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eaSignal.Clean();
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eaConditions.Clean();
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eaTimeTracker.Clean();
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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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eaSignallers[i].DeInit();
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ZeroMemory(eaSignallers[i]);
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}
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Clean(eaSignallers);
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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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int idx = -1;
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int count = 0;
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bool has = false;
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//
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HandleTimeReport();
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//
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// Handle Position Management / Protections ...
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eaTradeManager.Manage();
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//
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eaSignal.Clean();
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eaConditions.Clean();
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//
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double r2r = 4;
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string provider = "XCAEA";
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datetime cTime = TimeCurrent();
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ENUM_POSITION_TYPE type = POSITION_TYPE_BUY;
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ENUM_X_ORDER_MODES mode = X_ORDER_MODE_MARKET;
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//
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bool hasLong = false;
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bool hasShort = false;
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//
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// Checking Signallers ...
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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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int signallersCount = ArraySize(eaSignallers);
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for (int is = 0; is < signallersCount; is++)
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{
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//
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// Start Calculations ...
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//
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// Retrieve Common Data ...
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string symbol = eaSignallers[is].GetSymbol();
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ENUM_TIMEFRAMES period = eaSignallers[is].GetPeriod();
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//
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// Required Value For SL/TP Calculations ...
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double points = GetPoints(symbol);
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double pip = GetPipPrice(symbol);
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double pip2 = 2 * pip;
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//
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// Detect Signal Setups ...
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has = eaSignallers[is].DetectSignalSetup(
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r2r,
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300 // Max Allowed SL Distance ...
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);
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if (has)
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{
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//
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count = eaSignallers[is]
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.AddConditionsIfNotExists();
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//
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eaSignallers[is].mConditions.Clean();
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}
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//
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// Check Setuped Conditions Exists ...
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count = ArraySize(eaSignallers[is].mConditionsCollection);
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has = IsValidSize(count);
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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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// Loop through Setuped Conditions for
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// Validating or Looking up Triggers ...
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for (int i = 0; i < count; i++)
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{
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//
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// Check Signal Triggered or not ...
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has = eaSignallers[is]
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.DetectSignalTrigger(eaSignallers[is]
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.mConditionsCollection[i]);
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//
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// If Triggered ...
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if (has)
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{
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//
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idx = i;
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eaConditions = eaSignallers[is].mConditionsCollection[i];
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break;
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}
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//
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// Check Condition Validation ...
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has = eaSignallers[is].mConditionsCollection[i].IsValid() &&
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eaSignallers[is].mConditionsCollection[i].IsSetuped();
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if (!has)
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{
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idx = i;
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break;
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}
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}
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//
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// Remove Setuped Condition if provided IDX ...
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has = IsValidIndex(idx);
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if (has)
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{
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//
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ArrayRemove(
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eaSignallers[is].mConditionsCollection,
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idx,
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1 //
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);
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}
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//
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// Check EA Conditions is Valid or not ...
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has = eaConditions.IsSetuped() &&
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eaConditions.CanTrigger();
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if (!has)
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{
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//
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eaSignal.Clean();
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eaConditions.Clean();
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//
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continue;
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}
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//
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// Setting Time to Conditions ...
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eaConditions.time = cTime;
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has = ToPositionType(
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type,
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eaConditions.type //
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);
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if (!has)
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{
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//
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eaSignal.Clean();
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eaConditions.Clean();
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//
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continue;
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}
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//
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// Checking Trigger Direction ...
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hasLong = eaConditions.HasBullishSignal();
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hasShort = eaConditions.HasBearishSignal();
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has = hasLong ||
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hasShort;
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if (!has)
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{
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//
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eaSignal.Clean();
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eaConditions.Clean();
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//
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continue;
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}
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//
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// Preparing Signal ...
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eaSignal.mode = mode;
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eaSignal.type = type;
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eaSignal.entry = GetEntry(
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eaConditions.symbol,
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eaConditions.dir //
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);
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eaSignal.provider = provider;
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eaSignal.sl = eaConditions.sl;
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eaSignal.tp = eaConditions.tp;
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eaSignal.volume = X_MIN_VOLUME;
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eaSignal.time = eaConditions.time;
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eaSignal.symbol = eaConditions.symbol;
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eaSignal.period = eaConditions.period;
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//
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// Handling Targets ...
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Copy(
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eaConditions.targets,
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eaSignal.targets //
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);
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//
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// Validate Signal ...
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has = eaSignal.IsValid();
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if (!has)
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{
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//
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eaSignal.Clean();
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eaConditions.Clean();
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//
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continue;
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}
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//
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// Handle Volume Management ...
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double iVolume = eaVolume.CalculateVolume(eaSignal);
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if (iVolume > X_MIN_VOLUME &&
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iVolume != eaSignal.volume)
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{
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eaSignal.volume = iVolume;
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}
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//
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// Execute Signal ...
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has = eaTradeManager.Execute(
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eaSignal,
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eaConditions //
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);
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//
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eaSignal.Clean();
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eaConditions.Clean();
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}
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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 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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/**
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* Initial Volume Manager Class Based on Given Configuration ...
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*
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* @return ( bool )
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*/
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bool InitVolume()
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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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eaVolume = new XCVolume();
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|
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//
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result = eaVolume.Init(
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eaVolumeSelect,
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eaStaticVoluem,
|
|
eaDynamicVolumeStepBalance,
|
|
eaDynamicVolumeStepVolume,
|
|
eaConstantRiskBalance,
|
|
eaConstantPercent,
|
|
eaConstantBalance //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Initial Requirements of EA ...
|
|
*/
|
|
void InitRequirements()
|
|
{
|
|
//
|
|
// Preparing Tags ...
|
|
eaTag =
|
|
(IsValid(eaLogSuffix)
|
|
? eaLogSuffix + "_"
|
|
: "") +
|
|
ShortName;
|
|
|
|
//
|
|
// EA Alert ...
|
|
eaAlert = new XCAlert(
|
|
eaTag,
|
|
eaEnableAlerts,
|
|
eaLogAlerts,
|
|
eaTerminalAlerts,
|
|
eaMailAlerts,
|
|
eaPushAlerts //
|
|
);
|
|
|
|
//
|
|
// EA Trade ...
|
|
eaTrade = new XCTrade(
|
|
eaSlippage,
|
|
eaMagicNumber,
|
|
eaMaxAllowedSpread,
|
|
eaMaxAllowedPositions,
|
|
eaMaxAllowedDrawdownFactor //
|
|
);
|
|
eaTrade.AddOnStopLossEventHandler(OnStopLossTriggered);
|
|
eaTrade.AddOnTakeProfitEventHandler(OnTakeProfitTriggered);
|
|
eaTrade.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
|
|
|
|
//
|
|
// EA Trae Manager ...
|
|
eaTradeManager = new XCXCAEATradeManager(
|
|
eaTrade //
|
|
);
|
|
eaTradeManager.SaveTrades(true);
|
|
eaTradeManager.SetAlertEnableAlerts(eaEnableAlerts);
|
|
eaTradeManager.SetAlertPrefix(eaTag);
|
|
eaTradeManager.SetAlertLogAlerts(eaLogAlerts);
|
|
eaTradeManager.SetAlertMailAlerts(eaMailAlerts);
|
|
eaTradeManager.SetAlertPushAlerts(eaPushAlerts);
|
|
eaTradeManager.SetAlertTerminalAlerts(eaTerminalAlerts);
|
|
|
|
//
|
|
// 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 //
|
|
);
|
|
|
|
//
|
|
InitSymbolSessions();
|
|
|
|
//
|
|
}
|
|
|
|
/**
|
|
* Initial Symbols and Active Sessions of EA ...
|
|
*/
|
|
void InitSymbolSessions()
|
|
{
|
|
//
|
|
string symbols[];
|
|
string sessions[];
|
|
string iSymbol = NULL;
|
|
XCXCAEASignaller *iSignaller;
|
|
|
|
//
|
|
// Parse Symbols ...
|
|
int symbolsCount = 0;
|
|
bool isMultiSymbol = IsValid(eaSymbols);
|
|
if (isMultiSymbol)
|
|
{
|
|
//
|
|
symbolsCount = SplitContent(
|
|
symbols,
|
|
eaSymbols //
|
|
);
|
|
isMultiSymbol = IsValidSize(symbolsCount);
|
|
}
|
|
if (!isMultiSymbol)
|
|
{
|
|
//
|
|
Add(
|
|
_Symbol,
|
|
symbols //
|
|
);
|
|
|
|
//
|
|
symbolsCount = 1;
|
|
}
|
|
|
|
//
|
|
// Parse Sessions ...
|
|
int sessionsCount = 0;
|
|
bool hasSession = IsValid(eaSymbolSessions);
|
|
if (hasSession)
|
|
{
|
|
//
|
|
// Extract Per Symbol Sessions ...
|
|
sessionsCount = SplitContent(
|
|
sessions,
|
|
eaSymbolSessions,
|
|
"|" //
|
|
);
|
|
}
|
|
|
|
//
|
|
// Setting Up Symbols ...
|
|
bool has = false;
|
|
|
|
//
|
|
for (int i = 0; i < symbolsCount; i++)
|
|
{
|
|
//
|
|
iSymbol = symbols[i];
|
|
|
|
//
|
|
// EA Signaller ...
|
|
iSignaller = new XCXCAEASignaller(
|
|
iSymbol,
|
|
_Period,
|
|
eaAnalysisPeriod // Analysing Period ...
|
|
);
|
|
|
|
//
|
|
Add(
|
|
iSignaller,
|
|
eaSignallers //
|
|
);
|
|
|
|
//
|
|
ZeroMemory(iSignaller);
|
|
}
|
|
|
|
//
|
|
// Setting Up Sessions ...
|
|
if (hasSession)
|
|
{
|
|
//
|
|
for (int i = 0; i < symbolsCount; i++)
|
|
{
|
|
//
|
|
iSymbol = symbols[i];
|
|
|
|
//
|
|
if (i < sessionsCount)
|
|
{
|
|
//
|
|
// Extract Per Symbol Sessions ...
|
|
string iSymbolSessionsStr[];
|
|
int iSymbolSessionsCount = SplitContent(
|
|
iSymbolSessionsStr,
|
|
sessions[i],
|
|
"," //
|
|
);
|
|
|
|
//
|
|
has = IsValidSize(iSymbolSessionsCount);
|
|
if (has)
|
|
{
|
|
//
|
|
// Loop through Symbols Sessions ...
|
|
for (int j = 0; j < iSymbolSessionsCount; j++)
|
|
{
|
|
//
|
|
string iSessionDescriptorStr = ExtractString(iSymbolSessionsStr[j]);
|
|
has = IsValid(iSessionDescriptorStr);
|
|
if (has)
|
|
{
|
|
//
|
|
// Extract Session Descriptor Data ...
|
|
string parts[];
|
|
int partsCount = SplitContent(
|
|
parts,
|
|
iSessionDescriptorStr,
|
|
"_" //
|
|
);
|
|
has = IsValidSize(partsCount) && partsCount == 3;
|
|
if (has)
|
|
{
|
|
//
|
|
string iName = parts[0];
|
|
string iStart = parts[1];
|
|
string iEnd = parts[2];
|
|
has = IsValid(iName) &&
|
|
IsValid(iStart) &&
|
|
IsValid(iEnd);
|
|
if (has)
|
|
{
|
|
//
|
|
eaTradeManager
|
|
.SetTradeSession(
|
|
iSymbol,
|
|
iStart,
|
|
iEnd,
|
|
iName //
|
|
);
|
|
}
|
|
}
|
|
|
|
//
|
|
Clean(parts);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
Clean(iSymbolSessionsStr);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
Clean(symbols);
|
|
Clean(sessions);
|
|
ZeroMemory(iSignaller);
|
|
}
|
|
|
|
/**
|
|
* Handling Time Reporting ...
|
|
*/
|
|
void HandleTimeReport()
|
|
{
|
|
//
|
|
// Monthly Report ....
|
|
if (eaReportNewMonths &&
|
|
eaTimeTracker.IsNewMonth())
|
|
{
|
|
//
|
|
string msg = "New Month ...";
|
|
|
|
//
|
|
eaAlert.Alert(msg);
|
|
}
|
|
|
|
//
|
|
// Weekly Report ....
|
|
if (eaReportNewWeeks &&
|
|
eaTimeTracker.IsNewWeek())
|
|
{
|
|
//
|
|
string msg = "New Week ...";
|
|
|
|
//
|
|
eaAlert.Alert(msg);
|
|
}
|
|
|
|
//
|
|
// Daily Report ....
|
|
if (eaReportNewDays &&
|
|
eaTimeTracker.IsNewDay())
|
|
{
|
|
//
|
|
string msg = "New Day ...";
|
|
|
|
//
|
|
eaAlert.Alert(msg);
|
|
}
|
|
|
|
//
|
|
// Hourly Report ....
|
|
if (eaReportNewHours &&
|
|
eaTimeTracker.IsNewHour())
|
|
{
|
|
//
|
|
string msg = "New Hour ...";
|
|
|
|
//
|
|
eaAlert.Alert(msg);
|
|
}
|
|
}
|
|
|
|
//
|