1142 lines
30 KiB
Plaintext
1142 lines
30 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-alert.class.mq5"
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#include "../Classes/x-saherelm.x-bar.analyser.class.mq5"
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#include "../Classes/x-saherelm.x-poi.drawer.class.mq5"
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#include "../Classes/x-saherelm.x-trade.class.mq5"
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#include "../Classes/x-saherelm.x-volume.class.mq5"
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#include "../Helpers/x-saherelm.x121.xcatb.helper.mq5"
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#include "../XCATBEA/Classes/xcatbea.x-trade.manager.class.mq5"
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#include "../XCATBEA/Libraries/xcatbea.signaller.lib.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 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 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 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;
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XCTrade *eaTrade;
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XSignal eaSignal;
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string eaTag = "";
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XCVolume *eaVolume;
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XTriggerBlock eaTB;
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CArrayObj *eaObjects;
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XCPOIDrawer *eaDrawer;
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XBarTracker eaBarTraker;
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X121XCatbInputs eaInputs;
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XTimeTracker eaTimeTracker;
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XCX121XCatbHelper *eaHelper;
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XCBarAnalyser *eaBarAnalyser;
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XTriggerBlockFilters eaFilters;
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X121XCatbConditions eaCatbConditions;
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XCXCATBEATradeManager *eaTradeManager;
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XCATBEAStrategyConditions eaConditions;
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XTriggerBlockValidationRules eaValidations;
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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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// eaObjects.Clear();
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//
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delete eaHelper;
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ZeroMemory(eaHelper);
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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 eaDrawer;
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ZeroMemory(eaDrawer);
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//
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delete eaVolume;
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ZeroMemory(eaVolume);
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//
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delete eaBarAnalyser;
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ZeroMemory(eaBarAnalyser);
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//
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eaTB.Clean();
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eaSignal.Clean();
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eaSignal.Clean();
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eaFilters.Clean();
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eaBarTraker.Clean();
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eaConditions.Clean();
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eaConditions.Clean();
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eaTimeTracker.Clean();
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eaValidations.Clean();
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eaCatbConditions.Clean();
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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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// Handle Tradings ...
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bool tradeUsingTriggerBlock = true;
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bool tradeUsingMarketConditions1 = true;
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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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eaTB.Clean();
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eaSignal.Clean();
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eaConditions.Clean();
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eaCatbConditions.Clean();
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//
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bool has = false;
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int barIndex = 0;
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int cBarIndex = 0;
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//
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// Check Bar Processing ...
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if (!eaBarTraker.CanProcessBar())
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{
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return;
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}
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//
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eaHelper.Check(barIndex);
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//
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// Reading Required Bars ...
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XOHCL zBar;
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XOHCL cBar;
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has = zBar.Init(
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_Symbol,
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_Period,
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barIndex //
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);
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has =
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has &&
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zBar.GetPreviousBar(cBar);
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if (!has)
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{
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//
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zBar.Clean();
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cBar.Clean();
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//
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return;
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}
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//
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cBarIndex = barIndex + 1;
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//
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// Update All Required Buffers ...
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eaHelper.Update(cBarIndex);
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//
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// Check Trigger Block Detected or Not ...
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if (tradeUsingTriggerBlock)
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{
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//
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// Trigger Block Detection ...
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has = DetectTriggerBlock1(
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eaHelper,
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eaBarAnalyser,
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eaTB,
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eaCatbConditions,
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eaValidations,
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eaFilters,
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barIndex,
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10 // Loopback ...
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);
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//
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if (has)
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{
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//
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// Wait for Next Bar for anything ...
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eaBarTraker.Waits();
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//
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// Prepare Target ...
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double targets[];
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for (int i = 1; i <= eaSignalR2R; i++)
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{
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//
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Add(
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(double)i,
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targets //
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);
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}
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//
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// Calculate SL Additions ...
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double iATR = 0;
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if (barIndex > 0 &&
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barIndex < ArraySize(eaHelper.atrBuffer))
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{
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iATR = eaHelper.atrBuffer[barIndex];
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}
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double slAdditional = eaSLAtrMultiplier * iATR;
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//
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// Preparing Signal ...
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has = ToSignal(
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eaTB.trigger,
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eaTB.signal,
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targets,
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slAdditional //
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);
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//
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// Draw Trigger Block ...
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DrawTriggerBlock(
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eaTB,
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eaDrawer,
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eaObjects,
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NULL //
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);
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//
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// Attach Signal ...
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eaSignal = eaTB.signal;
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//
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// Check Signal Type ...
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bool isLong = IsLong(eaSignal.type);
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//
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// Update Entry ...
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eaSignal.entry = GetEntry(
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eaSignal.symbol,
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eaSignal.type //
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);
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//
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// Update Signal Targets ...
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UpdateSignalTargets(eaSignal);
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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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eaConditions.sl = eaSignal.sl;
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eaConditions.tp = eaSignal.tp;
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eaConditions.pivot = eaSignal.sl;
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eaConditions.time = eaSignal.time;
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eaConditions.reward = eaSignalR2R;
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eaConditions.point = eaSignal.entry;
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eaConditions.entry = eaSignal.entry;
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eaConditions.symbol = eaSignal.symbol;
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eaConditions.period = eaSignal.period;
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eaConditions.setupTime = eaSignal.time;
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eaConditions.triggerTime = eaSignal.time;
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eaConditions.decisionZone = eaTB.trigger;
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eaConditions.provider = eaSignal.provider;
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eaConditions.conditions = eaCatbConditions;
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eaConditions.type = ToPositionType(eaSignal.type);
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eaConditions.dir =
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isLong
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? X_DIRECTION_BULLISH
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: X_DIRECTION_BEARISH;
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Copy(
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eaSignal.targets,
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eaConditions.targets //
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);
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eaSignal.conditions =
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eaCatbConditions
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.GenerateSummary(
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false, // Commons ...
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true, // Conditions ...
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true, // Scores ...
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false // Ignore Falses ...
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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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//
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eaTB.Clean();
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}
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//
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// Trade Using Market Conditions ...
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if (tradeUsingMarketConditions1)
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{
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//
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XBoxZone signalZone;
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X121XCatbConditions conditions;
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has = DetectSignalZone(
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eaDrawer,
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eaHelper,
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eaBarAnalyser,
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signalZone,
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conditions,
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barIndex //
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);
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if (has)
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{
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//
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// Convert Box to Signal ...
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}
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}
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//
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// Cleanup Resources ...
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//
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zBar.Clean();
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cBar.Clean();
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eaTB.Clean();
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eaSignal.Clean();
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eaConditions.Clean();
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eaCatbConditions.Clean();
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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);
|
|
}
|
|
|
|
/**
|
|
* Handle Force Close a Position ...
|
|
*
|
|
* @param ticket: ULONG ...
|
|
* @param position: XPosition instance ...
|
|
* @param comment: string ...
|
|
*/
|
|
void OnPositionForceClosed(
|
|
const ulong ticket,
|
|
const XPosition &position,
|
|
const string comment //
|
|
)
|
|
{
|
|
eaTradeManager.HandleForceClose(position);
|
|
}
|
|
|
|
/**
|
|
* Handle Position Partially Closed Event ...
|
|
*
|
|
* @param ticket: ULONG ...
|
|
* @param profit: double ...
|
|
* @param comment: string ...
|
|
*/
|
|
void OnPositionPartiallyClosed(
|
|
const ulong ticket,
|
|
const double profit,
|
|
const string comment //
|
|
)
|
|
{
|
|
eaTradeManager.HandlePartiallyClosed(
|
|
ticket,
|
|
profit,
|
|
comment //
|
|
);
|
|
}
|
|
|
|
/**
|
|
* Handle Deals Changes ...
|
|
*
|
|
* @param count: Integer, Number of Changes ...
|
|
*/
|
|
void OnDealsChanged(int count)
|
|
{
|
|
}
|
|
|
|
/**
|
|
* Handle Orders Changes ...
|
|
*
|
|
* @param count: Integer, Number of Changes ...
|
|
*/
|
|
void OnOrdersChanged(int count)
|
|
{
|
|
}
|
|
|
|
/**
|
|
* Handle Positions Changes ...
|
|
*
|
|
* @param count: Integer, Number of Changes ...
|
|
*/
|
|
void OnPositionsChanged(int count)
|
|
{
|
|
}
|
|
|
|
//
|
|
// Custom Functions ...
|
|
|
|
/**
|
|
* Validate all Inputs of Expert Adviser ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool ValidateInputs()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
string errMessage = "";
|
|
|
|
//
|
|
bool isCommonValid = (
|
|
//
|
|
eaSlippage > 0 &&
|
|
eaMagicNumber > 0
|
|
//
|
|
);
|
|
if (!isCommonValid)
|
|
{
|
|
//
|
|
errMessage += "common configurations error;" + "\n";
|
|
}
|
|
|
|
//
|
|
result =
|
|
//
|
|
// Common ...
|
|
isCommonValid &&
|
|
//
|
|
// Otere ...
|
|
true
|
|
//
|
|
;
|
|
|
|
//
|
|
if (!result)
|
|
{
|
|
//
|
|
// Since here Logger not Initiallized, we Use Raw Print Command ...
|
|
Print(ShortName + " Errors: \n", errMessage);
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Initialize Timer ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool InitTimer()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// TODO: Initialize Timer if necessary ...
|
|
// result = EventSetTimer(1);
|
|
// result = EventSetMillisecondTimer(100);
|
|
result = true;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Destroy Timer ...
|
|
*/
|
|
void DestroyTimer()
|
|
{
|
|
//
|
|
// TODO: Use This ...
|
|
// EventKillTimer();
|
|
}
|
|
|
|
/**
|
|
* Initial Volume Manager Class Based on Given Configuration ...
|
|
*
|
|
* @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()
|
|
{
|
|
//
|
|
// Initial Bar Tracker ...
|
|
eaBarTraker.Init(
|
|
_Symbol,
|
|
_Period //
|
|
);
|
|
|
|
//
|
|
// 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);
|
|
|
|
//
|
|
// Objects ...
|
|
eaObjects = new CArrayObj();
|
|
|
|
//
|
|
// Configure XCA ...
|
|
eaInputs.Default();
|
|
|
|
//
|
|
// Hide all Visible Buffers ...
|
|
eaInputs.Hide();
|
|
|
|
//
|
|
// we Can make Show all requirements here ...
|
|
|
|
//
|
|
eaInputs.showPV = true;
|
|
eaInputs.showSar = true;
|
|
eaInputs.showTrend = true;
|
|
eaInputs.showATRBand = true;
|
|
eaInputs.showPVGolden = true;
|
|
|
|
//
|
|
eaHelper = new XCX121XCatbHelper();
|
|
bool isInited = eaHelper.Init(
|
|
_Symbol,
|
|
_Period,
|
|
eaInputs //
|
|
);
|
|
|
|
//
|
|
eaDrawer = new XCPOIDrawer();
|
|
eaBarAnalyser = new XCBarAnalyser();
|
|
|
|
//
|
|
// 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 //
|
|
);
|
|
|
|
//
|
|
// 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]);
|
|
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 //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Fill Validations ...
|
|
eaValidations.forceHasSwing = eaForceHasSwing;
|
|
eaValidations.forceOBBarType = eaForceOBBarType;
|
|
eaValidations.minRequiredOBBar = eaMinRequiredOBBar;
|
|
eaValidations.forceFVGBarType = eaForceFVGBarType;
|
|
eaValidations.liquidityLoopback = eaLiquidityLoopback;
|
|
eaValidations.maxAllowedRange = eaMaxAllowedRange;
|
|
eaValidations.minAllowedRange = eaMinAllowedRange;
|
|
eaValidations.forceHasFLiquidity = eaForceHasFLiquidity;
|
|
eaValidations.forceHasRLiquidity = eaForceHasRLiquidity;
|
|
eaValidations.validateGapSequence = eaValidateGapSequence;
|
|
eaValidations.minAllowedBlockLength = eaMinAllowedBlockLength;
|
|
eaValidations.validateBlockEdgeBreakout = eaValidateBlockEdgeBreakout;
|
|
|
|
//
|
|
// Fill Filters ...
|
|
|
|
//
|
|
eaFilters.filterBasedOnPV = eaFilterBasedOnPV;
|
|
eaFilters.bosLoopback = eaBosLoopback;
|
|
|
|
//
|
|
eaFilters.filterBasedOnSar = eaFilterBasedOnSar;
|
|
eaFilters.forceSarSwitched = eaForceSarSwitched;
|
|
eaFilters.forceSarOnBothSide = eaForceSarOnBothSide;
|
|
eaFilters.forceSarHasBreakout = eaForceSarHasBreakout;
|
|
eaFilters.forceSarHasReversalSide = eaForceSarHasReversalSide;
|
|
|
|
//
|
|
eaFilters.filterBasedOnRSI = eaFilterBasedOnRSI;
|
|
eaFilters.forceHasRSITrending = eaForceHasRSITrending;
|
|
eaFilters.forceHasRSIVPattern = eaForceHasRSIVPattern;
|
|
eaFilters.forceHasRSICrossing = eaForceHasRSICrossing;
|
|
|
|
//
|
|
eaFilters.filterBasedOnADX = eaFilterBasedOnADX;
|
|
eaFilters.forceHasADXTrending = eaForceHasADXTrending;
|
|
eaFilters.forceHasADXCrossing = eaForceHasADXCrossing;
|
|
|
|
//
|
|
eaFilters.filterBasedOnATR = eaFilterBasedOnATR;
|
|
eaFilters.forceHasATRTrending = eaForceHasATRTrending;
|
|
eaFilters.forceHasATRBreakout = eaForceHasATRBreakout;
|
|
|
|
//
|
|
eaFilters.filterBasedOnTrend = eaFilterBasedOnTrend;
|
|
eaFilters.forceHasTrendDir = eaForceHasTrendDir;
|
|
eaFilters.forceHasTrendPlace = eaForceHasTrendPlace;
|
|
eaFilters.forceHasTrendChange = eaForceHasTrendChange;
|
|
eaFilters.forceHasTrendTrending = eaForceHasTrendTrending;
|
|
eaFilters.forceHasTrendRejection = eaForceHasTrendRejection;
|
|
eaFilters.forceHasTrendLineInside = eaForceHasTrendLineInside;
|
|
eaFilters.forceHasTrendDirOnBothSide = eaForceHasTrendDirOnBothSide;
|
|
|
|
//
|
|
eaFilters.filterBasedOnDelta = eaFilterBasedOnDelta;
|
|
eaFilters.filterBasedOnVolume = eaFilterBasedOnVolume;
|
|
eaFilters.filterBasedOnSignalBar = eaFilterBasedOnSignalBar;
|
|
eaFilters.filterBasedOnHKSignalBar = eaFilterBasedOnHKSignalBar;
|
|
|
|
//
|
|
}
|
|
|
|
/**
|
|
* 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 //
|
|
);
|
|
}
|
|
|
|
// |