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MQL5Data/Classes/x-saherelm.x121.setup.xea.mq5
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///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Class Library
// ----------------------------------------------
// Name: XSCX121SetupCycle
// Description: provides implementation of X121
// Setup on Specified Market Cycle ...
//
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////
//
// Global Properties ...
#property library
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://www.saherelm.ir"
#property version "1.00"
#property strict
//
// Imports ...
//
#include "../Classes/x-saherelm.xea.class.mq5"
#include "../Classes/x-saherelm.x121.setup.cycle.class.mq5"
//
// Definitions ...
//
// Model all Trades Data as this Structure ...
struct XTradeInfo
{
//
int pushers; // Signal Pushers
datetime time; // Issue Time (Open Position)
string symbol; // Trading Symbol
double entry; // Entry Price
double volume; // Volume
string provider; // Signaller
ENUM_TIMEFRAMES period; // Trading Timeframe
ENUM_X_POSITION_TYPE type; // Position Type
//
ulong ticket; // Position Ticket
double profit; // Profit on Close
double commission; // Commission
double swap; // Swap
string message; // Close Reason
datetime endTime; // End Time
//
int bullishSigns; // Bullish Signs On Signal Time
int bearishSigns; // Bearish Signs On Signal Time
//
double bullishScore; // Bullish Score On Signal Time
double bearishScore; // Bearish Score On Signal Time
//
double volumeOSC; // Volume Weight On Signal Time
//
X121SetupConditions cConditions; // Generated Current Conditions
X121SetupConditions sConditions; // Generated Short Conditions
X121SetupConditions mConditions; // Generated Medium Conditions
X121SetupConditions lConditions; // Generated Long Conditions
X121SetupConditions hConditions; // Generated Hind Conditions
//
// Constructor ...
void XTradeInfo()
{
Clean();
}
//
// Tools ...
//
// Cleanup ...
void Clean()
{
//
time = NULL;
type = NULL;
symbol = NULL;
period = NULL;
endTime = NULL;
message = NULL;
provider = NULL;
//
swap = 0;
entry = 0;
ticket = 0;
profit = 0;
volume = 0;
pushers = 0;
volumeOSC = 0;
commission = 0;
bullishSigns = 0;
bearishSigns = 0;
bullishScore = 0;
bearishScore = 0;
//
cConditions.Clean();
sConditions.Clean();
mConditions.Clean();
lConditions.Clean();
hConditions.Clean();
//
ResetGrid();
}
//
bool Fill(
const XSignal &_signal,
int _pushers,
double _volumeOSC,
int _bullishSigns,
int _bearishSigns,
double _bullishScore,
double _bearishScore,
X121SetupConditions &_cConditions,
X121SetupConditions &_sConditions,
X121SetupConditions &_mConditions,
X121SetupConditions &_lConditions,
X121SetupConditions &_hConditions //
)
{
//
bool result = false;
//
result =
//
IsValid(_signal.symbol) &&
IsValid(_signal.period) &&
IsValid(_signal.provider)
//
;
//
if (!result)
{
return result;
}
//
pushers = _pushers;
time = _signal.time;
entry = _signal.entry;
symbol = _signal.symbol;
period = _signal.period;
volume = _signal.volume;
provider = _signal.provider;
type = ToPositionType(_signal.type);
//
cConditions = _cConditions;
sConditions = _sConditions;
mConditions = _mConditions;
lConditions = _lConditions;
hConditions = _hConditions;
//
volumeOSC = _volumeOSC;
//
bullishSigns = _bullishSigns;
bearishSigns = _bearishSigns;
//
bullishScore = _bullishScore;
bearishScore = _bearishScore;
//
return result;
}
//
bool IsOwn(
ulong _ticket //
)
{
//
bool result = false;
//
result = _ticket == ticket;
//
return result;
}
//
bool IsOwn(
string _symbol,
string _provider,
ENUM_TIMEFRAMES _period //
)
{
//
bool result = false;
//
result =
//
IsValid(_symbol) &&
IsValid(_provider) &&
IsValid(_period) &&
//
symbol == _symbol &&
provider == _provider &&
period == _period
//
;
//
return result;
}
//
// Data Collector ...
//
bool IsValid()
{
//
bool result = false;
//
result =
//
ticket > 0 &&
IsValid(time) &&
IsValid(symbol) &&
IsValid(period)
//
;
//
return result;
}
//
int GetAge()
{
//
int result = -1;
//
if (!IsValid(symbol) ||
!IsValid(time) ||
!IsValid(endTime) ||
!IsValid(period))
{
return result;
}
//
int startIndex = iBarShift(
symbol,
period,
time,
false //
);
//
int endIndex = iBarShift(
symbol,
period,
endTime,
false //
);
//
result = MathAbs(startIndex - endIndex);
//
return result;
}
//
string GetFileName()
{
//
string result = NULL;
//
if (!IsValid())
{
return result;
}
//
result =
//
symbol + "\\" +
ToString(type) + "\\" +
(profit >= 0
? "Profit"
: "Loss") +
"\\" +
provider + "_" +
ToString(ticket) + "_" +
ToString(period) + "_" +
ToFormatString(time)
//
;
//
return result;
}
//
string ToString()
{
//
string result = NULL;
//
string cConditionsStr = cConditions
.GenerateSummary(
false, // Only Commons ...
true, // Only Conditions ...
false, // Include Score ...
false // Include False Conditions ...
);
string sConditionsStr = sConditions
.GenerateSummary(
false, // Only Commons ...
true, // Only Conditions ...
false, // Include Score ...
false // Include False Conditions ...
);
string mConditionsStr = mConditions
.GenerateSummary(
false, // Only Commons ...
true, // Only Conditions ...
false, // Include Score ...
false // Include False Conditions ...
);
string lConditionsStr = lConditions
.GenerateSummary(
false, // Only Commons ...
true, // Only Conditions ...
false, // Include Score ...
false // Include False Conditions ...
);
string hConditionsStr = hConditions
.GenerateSummary(
false, // Only Commons ...
true, // Only Conditions ...
false, // Include Score ...
false // Include False Conditions ...
);
//
int age = GetAge();
//
result =
//
ToString("Ticket", ticket) +
ToString("Symbol", symbol) +
ToString("Period", period) +
ToString("Entry", entry) +
ToString("Provider", provider) +
ToString("Type", ToString(type)) +
ToString("Time", time) +
ToString("Pushers", pushers) +
"-------------" + "\n" +
ToString("VolumeOSC", volumeOSC) +
ToString("BullishSigns", bullishSigns) +
ToString("BearishSigns", bearishSigns) +
ToString("BullishScore", bullishScore) +
ToString("BearishScore", bearishScore) +
"-------------" + "\n" +
ToString("Volume", volume) +
ToString("Profit", profit) +
ToString("Commission", commission) +
ToString("Swap", swap) +
ToString("End Time", endTime) +
ToString("Age", age) +
ToString("Message", message) +
"-------------" + "\n" +
"Conditions" + "\n" +
"-------------" + "\n" +
"-------------" + "\n" +
"CURRENT [" + ToString(cConditions.period) + "]" + "\n" +
"-------------" + "\n" +
cConditionsStr + "\n" +
"-------------" + "\n" +
"SHORT [" + ToString(sConditions.period) + "]" + "\n" +
"-------------" + "\n" +
sConditionsStr + "\n" +
"-------------" + "\n" +
"MEDIUM [" + ToString(mConditions.period) + "]" + "\n" +
"-------------" + "\n" +
mConditionsStr + "\n" +
"-------------" + "\n" +
"LONG [" + ToString(lConditions.period) + "]" + "\n" +
"-------------" + "\n" +
lConditionsStr + "\n" +
"-------------" + "\n" +
"HIND [" + ToString(hConditions.period) + "]" + "\n" +
"-------------" + "\n" +
hConditionsStr + "\n" +
//
""
//
;
//
return result;
}
//
// These are Some Helpers for Trading Controls and do not relate to Main
// purpose of Trade Handler ...
//
// Grid System Calculations ...
//
double gEntry; // Represents Next Grid Signal's Entry
double gVolume; // Represent Next Grid Signal's Volume
//
void ResetGrid()
{
gEntry = 0;
gVolume = 0;
}
//
void SetGrid(
double nextEntry,
double nextVolume //
)
{
//
gEntry = nextEntry;
gVolume = nextVolume;
}
//
// Prepare Data For Next Grid ...
void PrepareNextGrid(
double distance,
double volumeMultiplier //
)
{
//
bool isValid =
//
IsValid() &&
entry > 0 &&
volume > 0 &&
distance > 0 &&
volumeMultiplier > 0
//
;
bool isLong = IsLong(type);
//
double distancePrice = PointToPrice(
distance,
symbol //
);
//
double selectedEntry =
gEntry <= 0
? entry
: gEntry;
double selectedVolume =
gVolume <= 0
? volume
: gVolume;
//
double nextEntry =
isLong
? selectedEntry - distancePrice
: selectedEntry + distancePrice;
double nextVolume = selectedVolume * volumeMultiplier;
//
SetGrid(
nextEntry,
nextVolume //
);
}
//
// Check if a Grid Signal Exists Prepared and
// Provide it ...
bool HasGrid(
XSignal &signal, // Result Signal
double distance,
double volumeMultiplier //
)
{
//
bool result = false;
//
signal.Clean();
//
result = IsValid() &&
distance > 0 &&
volumeMultiplier > 0;
if (!result)
{
return result;
}
//
bool isLong = IsLong(type);
//
ENUM_POSITION_TYPE gType =
isLong
? POSITION_TYPE_BUY
: POSITION_TYPE_SELL;
//
double cEntry = GetEntry(
symbol,
gType //
);
//
result =
isLong
? cEntry <= gEntry
: cEntry >= gEntry;
if (!result)
{
return result;
}
//
result = signal.Prepare(
symbol,
provider,
period,
gType,
X_ORDER_MODE_MARKET,
cEntry,
gVolume,
0, // SL ...
0 // TP ...
);
//
if (result)
{
//
// set Support Token ...
string comment = GenerateSupportTag(ticket);
signal.comment = comment;
//
PrepareNextGrid(
distance,
volumeMultiplier //
);
}
//
return result;
}
};
//
// a Class For Read and Write Trade Info Data in Files ...
class XTradeInfoCollector
{
//
// Public ...
public:
//
// Props ...
//
// Constructor(s) ...
void XTradeInfoCollector(
string _path = NULL // Base Path
)
{
//
mAccount = new XSCAccount();
//
if (IsValid(_path))
{
mPath = _path;
}
else
{
mPath = "XTradeInfo" + "\\" + mAccount.GetCompany();
}
}
//
// Deconstructor ...
void ~XTradeInfoCollector() {}
//
bool IsExists(XTradeInfo &item)
{
//
bool result = false;
//
int mHandler = GetFileHandlerForRead(item);
result = mHandler != INVALID_HANDLE;
FileClose(mHandler);
//
return result;
}
//
bool Save(XTradeInfo &item)
{
//
bool result = false;
//
// Check info is Valid ...
result = item.IsValid();
if (!result)
{
return result;
}
//
string content = item.ToString();
result = IsValid(content);
if (!result)
{
return result;
}
//
int mHandler = GetFileHandlerForWrite(item);
result = mHandler != INVALID_HANDLE;
if (!result)
{
return result;
}
//
FileWrite(mHandler, content);
FileFlush(mHandler);
FileClose(mHandler);
//
return result;
}
//
// Protected ...
protected:
//
// Private ...
private:
//
// Props ...
//
string mPath; // Base Path ...
//
XSCAccount *mAccount;
//
string GetFilePath(XTradeInfo &item)
{
//
string fileName = item.GetFileName();
//
return GetFilePath(fileName);
}
string GetFilePath(string fileName)
{
//
string result = "";
//
result =
//
mPath + "\\" + fileName + ".x121.log"
//
;
//
return result;
}
//
int GetFileHandlerForRead(XTradeInfo &item)
{
//
int result = INVALID_HANDLE;
//
string filePath = GetFilePath(item);
if (!IsValid(filePath))
{
return result;
}
//
result = FileOpen(
filePath,
FILE_READ | FILE_TXT //
);
//
return result;
}
int GetFileHandlerForWrite(XTradeInfo &item)
{
//
int result = INVALID_HANDLE;
//
string filePath = GetFilePath(item);
if (!IsValid(filePath))
{
return result;
}
//
result = FileOpen(
filePath,
FILE_READ | FILE_WRITE | FILE_TXT //
);
//
return result;
}
};
//
// a Class for Holding all required data for Specified Trade
// such as:
// - Signal;
// - Position;
// - Conditions;
// - Scores;
// - etc ...
class XTradeInfoHandler
{
//
public:
//
// Props ...
//
// Constructor ...
void XTradeInfoHandler(
XSCTrade *trade // an Instance of Trader Class
)
{
//
Clean(data);
SetSave(false);
mTrader = trade;
collector = new XTradeInfoCollector();
}
//
// Getter(s) / Setter(s) ...
//
bool GetSave()
{
return mSave;
}
//
void SetSave(bool value)
{
mSave = value;
}
//
// Grid System ...
//
bool AllowGrid()
{
return mAllowGrid;
}
//
void AllowGrid(bool value)
{
mAllowGrid = value;
}
//
double GridDistance()
{
return mGridDistance;
}
//
void GridDistance(double value)
{
//
if (value < 0)
{
value = 0;
}
//
mGridDistance = value;
}
//
double GridVolumeMultiplier()
{
return mGridVolumeMultiplier;
}
//
void GridVolumeMultiplier(double value)
{
//
if (value <= 1)
{
value = 0;
}
//
mGridVolumeMultiplier = value;
}
//
// Check Grid Properties to Validate it's Enable or not ...
bool EnableGrid()
{
//
bool result = false;
//
result =
//
AllowGrid() &&
GridDistance() > 0 &&
GridVolumeMultiplier() > 0
//
;
//
return result;
}
//
// Tools ...
//
int Count()
{
return ArraySize(data);
}
//
int FindIndex(ulong ticket)
{
//
int result = -1;
//
int count = Count();
if (!IsValidSize(count))
{
return result;
}
//
for (int i = 0; i < count; i++)
{
//
XTradeInfo iInfo = data[i];
//
bool isOwn = iInfo.IsOwn(
ticket //
);
if (isOwn)
{
//
result = i;
break;
}
}
//
return result;
}
//
int FindIndex(XSignal &signal)
{
//
int result = -1;
//
int count = Count();
if (!IsValidSize(count))
{
return result;
}
//
for (int i = 0; i < count; i++)
{
//
XTradeInfo iInfo = data[i];
//
bool isOWN =
//
iInfo.time == signal.time &&
iInfo.symbol == signal.symbol &&
iInfo.volume == signal.volume &&
iInfo.period == signal.period &&
iInfo.provider == signal.provider &&
iInfo.type == ToPositionType(signal.type)
//
;
//
if (isOWN)
{
//
result = i;
break;
}
}
//
return result;
}
//
void Add(
XSignal &signal,
int pushers,
double volumeOSC,
int bullishSigns,
int bearishSigns,
double bullishScore,
double bearishScore,
X121SetupConditions &cConditions,
X121SetupConditions &sConditions,
X121SetupConditions &mConditions,
X121SetupConditions &lConditions,
X121SetupConditions &hConditions //
)
{
//
XTradeInfo signalInfo;
bool isFilled = signalInfo.Fill(
signal,
pushers,
volumeOSC,
bullishSigns,
bearishSigns,
bullishScore,
bearishScore,
cConditions,
sConditions,
mConditions,
lConditions,
hConditions //
);
if (!isFilled)
{
return;
}
//
AddRef(
signalInfo,
data //
);
}
//
void Remove(XSignal &signal)
{
//
int infoIDX = FindIndex(signal);
if (!IsValidIndex(infoIDX))
{
return;
}
//
ArrayRemove(
data,
infoIDX,
1 //
);
}
//
void Update(XSignal &signal)
{
//
if (!signal.IsValid() || !signal.IsExecuted())
{
return;
}
//
int infoIDX = FindIndex(signal);
if (!IsValidIndex(infoIDX))
{
return;
}
//
data[infoIDX].ticket = signal.positionId;
//
// Find Orders for Accessing Commission ...
XDeal deals[];
int dealsCount = mTrader.GetDeals(
deals,
signal.symbol,
signal.provider,
signal.period,
NULL,
DEAL_ENTRY_IN // Position Open Deal ...
);
if (!IsValidSize(dealsCount))
{
return;
}
//
for (int i = 0; i < dealsCount; i++)
{
//
XDeal iDeal = deals[i];
//
if (iDeal.positionId == signal.positionId)
{
data[infoIDX].commission = iDeal.commission;
}
}
//
// Check if Grid System Enable or Not ...
if (EnableGrid())
{
//
// Here we Prepare Handler Structure for
// Next Grid Position ...
data[infoIDX].PrepareNextGrid(
GridDistance(),
GridVolumeMultiplier() //
);
}
}
//
void Update(XDeal &deal)
{
//
if (!deal.IsValid())
{
return;
}
//
int infoIDX = FindIndex(deal.positionId);
if (!IsValidIndex(infoIDX))
{
return;
}
//
data[infoIDX].swap = deal.swap;
data[infoIDX].endTime = deal.time;
data[infoIDX].profit = deal.profit;
//
string message = deal.reason == DEAL_REASON_TP
? "TP"
: "SL";
data[infoIDX].message = message;
//
Finish(infoIDX);
}
//
void Update(XPosition &position)
{
//
if (!position.IsValid())
{
return;
}
//
int infoIDX = FindIndex(position.ticket);
if (!IsValidIndex(infoIDX))
{
return;
}
//
data[infoIDX].swap = position.swap;
data[infoIDX].endTime = TimeCurrent();
data[infoIDX].profit = position.profit;
data[infoIDX].message = position.comment;
//
Finish(infoIDX);
}
//
// Grid System Tools ...
int RequestForGrid(XSignal &signals[])
{
//
int result = 0;
//
Clean(signals);
//
if (!EnableGrid())
{
return result;
}
//
int count = Count();
if (!IsValidSize(count))
{
return result;
}
//
for (int i = 0; i < count; i++)
{
//
XSignal iSignal;
bool hasGrid = data[i].HasGrid(
iSignal,
GridDistance(),
GridVolumeMultiplier() //
);
//
if (hasGrid)
{
//
AddRef(
iSignal,
signals //
);
}
}
//
result = ArraySize(signals);
//
return result;
}
//
// Protected ...
protected:
//
// Props ...
XSCTrade *mTrader;
XTradeInfo data[];
XTradeInfoCollector *collector;
//
bool mSave; // Save Results ...
//
// Tools ...
//
void Finish(int index)
{
//
XTradeInfo info = data[index];
if (!info.IsValid())
{
return;
}
//
ArrayRemove(
data,
index,
1 //
);
//
if (GetSave())
{
collector.Save(info);
}
}
//
// Grid ...
bool mAllowGrid; // Use Grid System to Recovery Positions
double mGridDistance; // Grid System Distance
double mGridVolumeMultiplier; // Grid System Volume Multiplier
};
//
// Class ...
class XSCX121SetupEA : public XSCBaseEA
{
//
// Public ...
public:
//
// Props ...
//
// Constructors ...
XSCX121SetupEA(
//
// XTrade Class Requirements ...
int slippage, // Specify Slippage
ulong magicNumber, // Specify Magic Number
//
// XSCTrade Event Handlers ...
TOnSignal onSignal = NULL, // On Signal Recieved Event Handler
TOnModify onModifyPosition = NULL, // On Modify Position Event Handler
TOnStopLoss onStopLossTriggered = NULL, // On StopLoass Triggered Event Handler
TOnTakeProfit onTakeProfitTriggered = NULL, // On TakeProfit Triggered Event Handler
TOnForceClose onForceClosePosition = NULL, // On Force Close Position Event Handler
TOnPartialClose onPartialClosePosition = NULL, // On Partial Close Position Event Handler
TOnDealsChanged onDealsChangedHandler = NULL, // On Deals Changed Event Handler
TOnOrdersChanged onOrdersChangedHandler = NULL, // On Orders Changed Event Handler
TOnPositionsChanged onPositionsChangedHandler = NULL, // On Positions Changed Event Handler
TOnTradeStateChanged onTradeStateChangedHandler = NULL // On Trade State Changed Event Handler
) : XSCBaseEA(slippage,
magicNumber,
onSignal,
onModifyPosition,
onStopLossTriggered,
onTakeProfitTriggered,
onForceClosePosition,
onPartialClosePosition,
onDealsChangedHandler,
onOrdersChangedHandler,
onPositionsChangedHandler,
onTradeStateChangedHandler //
)
{
//
mTradeInfoHandler = new XTradeInfoHandler(mTrader);
SaveResults(false);
}
//
// Deconstructor ...
~XSCX121SetupEA()
{
//
delete mTradeInfoHandler;
//
Clean(mSetups);
}
//
bool AddSetup(XSCX121SetupCycles *setup)
{
//
bool result = false;
//
result = setup != NULL;
if (!result)
{
return result;
}
//
Add(
setup,
mSetups //
);
//
return result;
}
//
// Getter(s) / Setter(s) ...
//
bool AllowLong()
{
return mAllowLong;
}
//
void AllowLong(bool value)
{
mAllowLong = value;
}
//
bool AllowShort()
{
return mAllowShort;
}
//
void AllowShort(bool value)
{
mAllowShort = value;
}
//
double Volume()
{
return mVolume;
}
//
void Volume(double value)
{
//
if (value < 0.01)
{
value = 0.01;
}
//
mVolume = value;
}
//
double TPPoint()
{
return mTPPoint;
}
//
void TPPoint(double value)
{
//
if (value < 0)
{
value = 0;
}
//
mTPPoint = value;
}
//
double SLPoint()
{
return mSLPoint;
}
//
void SLPoint(double value)
{
//
if (value < 0)
{
value = 0;
}
//
mSLPoint = value;
}
//
bool IgnoreTP()
{
return mIgnoreTP;
}
//
void IgnoreTP(bool value)
{
mIgnoreTP = value;
}
//
bool IgnoreSL()
{
return mIgnoreSL;
}
//
void IgnoreSL(bool value)
{
mIgnoreSL = value;
}
//
bool CloseOnOpposit()
{
return mCloseOnOpposit;
}
//
void CloseOnOpposit(bool value)
{
mCloseOnOpposit = value;
}
//
int ReuiredSignalVerifications()
{
return mReuiredSignalVerifications;
}
//
void ReuiredSignalVerifications(int value)
{
//
if (value < 1)
{
value = 1;
}
//
mReuiredSignalVerifications = value;
}
//
bool GetVerificationFromOtherTimeFrames()
{
return mGetVerificationFromOtherTimeFrames;
}
//
void GetVerificationFromOtherTimeFrames(bool value)
{
mGetVerificationFromOtherTimeFrames = value;
}
//
int MaxAllowedTrades()
{
return mMaxAllowedTrades;
}
//
void MaxAllowedTrades(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mMaxAllowedTrades = value;
mTrader.SetMaxAllowedPositions(value);
}
//
int CloseOnSpecificTime()
{
return mCloseOnSpecificTime;
}
//
void CloseOnSpecificTime(int value)
{
//
if (value < 0)
{
value = -1;
}
//
if (value > 23)
{
value = 23;
}
//
mCloseOnSpecificTime = value;
}
//
bool UseSupport()
{
return mUseSupport;
}
//
void UseSupport(bool value)
{
mUseSupport = value;
}
//
bool AllowGrid()
{
return mTradeInfoHandler.AllowGrid();
}
//
void AllowGrid(bool value)
{
mTradeInfoHandler.AllowGrid(value);
}
//
double GridDistance()
{
return mTradeInfoHandler.GridDistance();
}
//
void GridDistance(double value)
{
mTradeInfoHandler.GridDistance(value);
}
//
double GridVolumeMultiplier()
{
return mTradeInfoHandler.GridVolumeMultiplier();
}
//
void GridVolumeMultiplier(double value)
{
mTradeInfoHandler.GridVolumeMultiplier(value);
}
//
bool SaveResults()
{
return mTradeInfoHandler.GetSave();
}
//
void SaveResults(bool value)
{
mTradeInfoHandler.SetSave(value);
}
//
// Overrides ...
//
// Customize Token ...
string GetToken() override
{
return GetSpecificToken(this);
}
//
string GetTag() override
{
return this.GetToken();
}
//
// Check Provider for any Guards ...
bool CheckForGuard(XGuard &guards[]) override
{
//
bool result = false;
//
return result;
}
//
// Request Provider to Collect all
// Potentially Signals and then
// filters theme here and passed them
// for Executing ...
int RequestForSignal(
XSignal &signals[] // Holds Signals ...
) override
{
//
bool result = 0;
//
Clean(signals);
//
if (!IsEnable())
{
return result;
}
//
// IMPLEMENT ...
int count = CountSetups();
result = IsValidSize(count);
if (!result)
{
return result;
}
//
string separator = "\n";
//
// Current ...
XSignal cSignal;
int cPusher = 0;
bool cHasSignal = false;
string cProvider = NULL;
X121SetupConditions cConditions;
//
// Short ...
XSignal sSignal;
int sPusher = 0;
bool sHasSignal = false;
string sProvider = NULL;
X121SetupConditions sConditions;
//
// Medium ...
XSignal mSignal;
int mPusher = 0;
bool mHasSignal = false;
string mProvider = NULL;
X121SetupConditions mConditions;
//
// Long ...
XSignal lSignal;
int lPusher = 0;
bool lHasSignal = false;
string lProvider = NULL;
X121SetupConditions lConditions;
//
// Hind ...
XSignal hSignal;
int hPusher = 0;
bool hHasSignal = false;
string hProvider = NULL;
X121SetupConditions hConditions;
//
X121SignalGenerator signalGenerator;
//
for (int i = 0; i < count; i++)
{
//
cPusher = 0;
sPusher = 0;
mPusher = 0;
lPusher = 0;
hPusher = 0;
//
cProvider = NULL;
sProvider = NULL;
mProvider = NULL;
lProvider = NULL;
hProvider = NULL;
//
cSignal.Clean();
sSignal.Clean();
mSignal.Clean();
lSignal.Clean();
hSignal.Clean();
//
cHasSignal = false;
sHasSignal = false;
mHasSignal = false;
lHasSignal = false;
hHasSignal = false;
//
cConditions.Clean();
sConditions.Clean();
mConditions.Clean();
lConditions.Clean();
hConditions.Clean();
//
// Current ...
bool canProcess = mSetups[i]
.CanProcessBar(
X_MARKET_CYCLE_UNKNOWN //
);
if (canProcess)
{
//
bool iHasConditions = mSetups[i].GetConditions(
cConditions,
X_MARKET_CYCLE_UNKNOWN, // Current Market ...
0, // Bar Index ...
5 // Loop Back ...
);
//
if (!iHasConditions)
{
continue;
}
//
mVolumeOSC = 0;
mBullishSigns = 0;
mBullishScore = 0;
mBearishSigns = 0;
mBearishScore = 0;
//
// Retrieve Scores ...
double bullishScore = 0;
double bearishScore = 0;
cConditions.GenerateScore(
bullishScore,
bearishScore //
);
mBullishScore += bullishScore;
mBearishScore += bearishScore;
//
mVolumeOSC += cConditions.vlmConditions.volume[1];
//
// Parse Conditions for Signal ...
cHasSignal = signalGenerator.HasSignal(
cConditions,
cSignal,
cPusher,
cProvider,
mUseSupport,
mAllowLong,
mAllowShort,
mVolume,
mSLPoint,
mIgnoreSL,
mTPPoint,
mIgnoreTP //
);
//
if (cHasSignal)
{
//
mSetups[i].WaitsUntilNextBar(
X_MARKET_CYCLE_UNKNOWN //
);
}
}
//
// Short ...
canProcess = mSetups[i]
.CanProcessBar(
X_MARKET_CYCLE_SHORT //
);
if (canProcess)
{
//
bool iHasConditions = mSetups[i].GetConditions(
sConditions,
X_MARKET_CYCLE_SHORT, // Current Market ...
0, // Bar Index ...
5 // Loop Back ...
);
//
if (!iHasConditions)
{
continue;
}
//
// Retrieve Scores ...
double bullishScore = 0;
double bearishScore = 0;
sConditions.GenerateScore(
bullishScore,
bearishScore //
);
mBullishScore += bullishScore;
mBearishScore += bearishScore;
//
mVolumeOSC += sConditions.vlmConditions.volume[1];
//
// Parse Conditions for Signal ...
sHasSignal = signalGenerator.HasSignal(
sConditions,
sSignal,
sPusher,
sProvider,
mUseSupport,
mAllowLong,
mAllowShort,
mVolume,
mSLPoint,
mIgnoreSL,
mTPPoint,
mIgnoreTP //
);
//
if (sHasSignal)
{
//
mSetups[i].WaitsUntilNextBar(
X_MARKET_CYCLE_SHORT //
);
}
}
//
// Medium ...
canProcess = mSetups[i]
.CanProcessBar(
X_MARKET_CYCLE_MEDIUM //
);
if (canProcess)
{
//
bool iHasConditions = mSetups[i].GetConditions(
mConditions,
X_MARKET_CYCLE_MEDIUM, // Current Market ...
0, // Bar Index ...
5 // Loop Back ...
);
//
if (!iHasConditions)
{
continue;
}
//
// Retrieve Scores ...
double bullishScore = 0;
double bearishScore = 0;
mConditions.GenerateScore(
bullishScore,
bearishScore //
);
mBullishScore += bullishScore;
mBearishScore += bearishScore;
//
mVolumeOSC += mConditions.vlmConditions.volume[1];
//
// Parse Conditions for Signal ...
mHasSignal = signalGenerator.HasSignal(
mConditions,
mSignal,
mPusher,
mProvider,
mUseSupport,
mAllowLong,
mAllowShort,
mVolume,
mSLPoint,
mIgnoreSL,
mTPPoint,
mIgnoreTP //
);
//
if (mHasSignal)
{
//
mSetups[i].WaitsUntilNextBar(
X_MARKET_CYCLE_MEDIUM //
);
}
}
//
// Long ...
canProcess = mSetups[i]
.CanProcessBar(
X_MARKET_CYCLE_LONG //
);
if (canProcess)
{
//
bool iHasConditions = mSetups[i].GetConditions(
lConditions,
X_MARKET_CYCLE_LONG, // Current Market ...
0, // Bar Index ...
5 // Loop Back ...
);
//
if (!iHasConditions)
{
continue;
}
//
// Retrieve Scores ...
double bullishScore = 0;
double bearishScore = 0;
lConditions.GenerateScore(
bullishScore,
bearishScore //
);
mBullishScore += bullishScore;
mBearishScore += bearishScore;
//
mVolumeOSC += lConditions.vlmConditions.volume[1];
//
// Parse Conditions for Signal ...
lHasSignal = signalGenerator.HasSignal(
lConditions,
lSignal,
lPusher,
lProvider,
mUseSupport,
mAllowLong,
mAllowShort,
mVolume,
mSLPoint,
mIgnoreSL,
mTPPoint,
mIgnoreTP //
);
//
if (lHasSignal)
{
//
mSetups[i].WaitsUntilNextBar(
X_MARKET_CYCLE_LONG //
);
}
}
//
// Hind ...
canProcess = mSetups[i]
.CanProcessBar(
X_MARKET_CYCLE_HIND //
);
if (canProcess)
{
//
bool iHasConditions = mSetups[i].GetConditions(
hConditions,
X_MARKET_CYCLE_HIND, // Current Market ...
0, // Bar Index ...
5 // Loop Back ...
);
//
if (!iHasConditions)
{
continue;
}
//
// Retrieve Scores ...
double bullishScore = 0;
double bearishScore = 0;
hConditions.GenerateScore(
bullishScore,
bearishScore //
);
mBullishScore += bullishScore;
mBearishScore += bearishScore;
//
mVolumeOSC += hConditions.vlmConditions.volume[1];
//
// Parse Conditions for Signal ...
hHasSignal = signalGenerator.HasSignal(
hConditions,
hSignal,
hPusher,
hProvider,
mUseSupport,
mAllowLong,
mAllowShort,
mVolume,
mSLPoint,
mIgnoreSL,
mTPPoint,
mIgnoreTP //
);
//
if (hHasSignal)
{
//
mSetups[i].WaitsUntilNextBar(
X_MARKET_CYCLE_HIND //
);
}
}
//
// Parse Signals and Add them for Executing ...
//
// Check if there is a Signal or Not ...
bool hasSignal = cHasSignal || sHasSignal || mHasSignal || lHasSignal || hHasSignal;
if (hasSignal)
{
//
// Handle Creating a new Signal Info ...
XSignal signal;
X121SetupConditions otherConditions[];
if (hHasSignal)
{
//
signal = hSignal;
//
AddRef(
cConditions,
otherConditions //
);
AddRef(
sConditions,
otherConditions //
);
}
else if (lHasSignal)
{
//
signal = lSignal;
//
AddRef(
cConditions,
otherConditions //
);
AddRef(
sConditions,
otherConditions //
);
AddRef(
mConditions,
otherConditions //
);
}
else if (mHasSignal)
{
//
signal = mSignal;
//
AddRef(
cConditions,
otherConditions //
);
AddRef(
sConditions,
otherConditions //
);
}
else if (sHasSignal)
{
//
signal = sSignal;
//
AddRef(
cConditions,
otherConditions //
);
AddRef(
mConditions,
otherConditions //
);
AddRef(
lConditions,
otherConditions //
);
AddRef(
hConditions,
otherConditions //
);
}
else if (cHasSignal)
{
//
signal = cSignal;
//
AddRef(
sConditions,
otherConditions //
);
AddRef(
mConditions,
otherConditions //
);
AddRef(
lConditions,
otherConditions //
);
AddRef(
hConditions,
otherConditions //
);
}
//
int pushers = cPusher + sPusher + mPusher + lPusher + hPusher;
//
bool isLong = IsLong(signal.type);
//
// Collecting Bullish/Bearish Signs ...
if (isLong)
{
mBullishSigns += pushers;
}
else
{
mBearishSigns += pushers;
}
//
// Validate Signal ...
bool isValid =
//
// Handle Pusher Validations ...
(mReuiredSignalVerifications <= 0
? true
: pushers >= mReuiredSignalVerifications)
//
&&
//
// Handle Other Conditions Validations ...
(!mGetVerificationFromOtherTimeFrames
? true
: isLong
? signalGenerator.HasLongVerifications(otherConditions)
: signalGenerator.HasShortVerifications(otherConditions))
//
;
//
if (!isValid)
{
continue;
}
//
// Add Signal to Execution Result ...
AddRef(
signal,
signals //
);
//
// Add new Signal Info ...
mTradeInfoHandler.Add(
signal,
pushers,
mVolumeOSC,
mBullishSigns,
mBearishSigns,
mBullishScore,
mBearishScore,
cConditions,
sConditions,
mConditions,
lConditions,
hConditions //
);
}
}
//
// Create Score Summary for Commenting on Chart ...
string scoreSummary =
//
"----------" + separator +
"Bullish Score: " + ToString(mBullishScore) + separator +
"Bullish Signs: " + ToString(mBullishSigns) + separator +
"----------" + separator +
"Bearish Score: " + ToString(mBearishScore) + separator +
"Bearish Signs: " + ToString(mBearishSigns) + separator +
"----------" + separator +
"Volume: " + ToString(mVolumeOSC) + separator +
"DrawDown: " + ToString(GetDrawdownPercent()) + "%" +
""
//
;
//
Comment(scoreSummary);
//
result = ArraySize(signals);
//
return result;
}
//
// Here we Manage Signals for Executing ...
// - Check Policies based on their Signaller ...
// - Check Same Time Open Positions ...
// - Check Signal Age for new Trade ...
// and etc ...
int HandleSignalManagement(XSignal &signals[]) override
{
//
int result = 0;
//
int signalsCount = ArraySize(signals);
if (!IsValidSize(signalsCount))
{
return result;
}
//
XSignal tmpSignals[];
Copy(
signals,
tmpSignals //
);
//
Clean(signals);
//
for (int i = 0; i < signalsCount; i++)
{
//
XSignal iSignal = tmpSignals[i];
//
// Handle Close All Positions when Opposit Signal Recieved ...
if (mCloseOnOpposit)
{
//
// Select Signal Opposit Positions ...
ENUM_X_POSITION_TYPE iOpposit = GetOppositPositionType(iSignal.type);
//
XPosition iPositions[];
int iPositionsCount = mTrader.GetPositions(
iPositions,
iSignal.symbol,
NULL, // All Providers ...
NULL, // All Periods ...
iOpposit // Opposit Positions ...
);
//
if (IsValidSize(iPositionsCount))
{
//
string comment = "Close due Opposit ...";
//
int closeds = Close(
iPositions,
comment //
);
if (IsValidSize(closeds))
{
//
string message = XEQMSupportToken + " Closed " + ToString(iPositionsCount) + " due Opposit Signal ...";
//
Alert(message);
}
}
}
//
AddRef(
iSignal,
signals //
);
}
//
result = ArraySize(signals);
//
return result;
}
//
// Handle State Management ....
// here we can manage current state ...
// - Check for Long Positions for each Signaller to Close ...
// - Handle Hedging Signaller's Positions if it's enabled ...
// - Force Closing Position when Specified Time reached ...
// - Check Start and End time or Trading Dates ...
// - handle Trailing or Risk free Signals based on several conditions ...
// and etc ...
bool HandleStateManagement(XSignal &signals[]) override
{
//
const bool result = false;
//
// Do all State Management here ...
//
DoEQMHedge();
//
// Handle Close All Positions on Specific Time ...
DoEQMCloseOnSpecificTime();
//
// Do EQM Grid if Provided ...
DoEQMGrid();
//
// if Returns true, Signal Execution failed ...
return result;
}
//
// Signal Info ...
//
void OnSignalExecuted(const XSignal &signal) override
{
//
// Signal Info Manager ...
XSignal tSignal = signal;
mTradeInfoHandler.Update(tSignal);
}
//
void OnSignalExecutionFailed(
const XSignal &signal,
const ENUM_X_SIGNAL_EXECUTION_RESULT reason //
) override
{
//
// Signal Info Manager ...
XSignal tSignal = signal;
mTradeInfoHandler.Remove(tSignal);
}
//
void OnPositionClosed(
const XPosition &position,
const string comment //
) override
{
//
// When a Position Closed Manually ...
// Signal Info Manager ...
XPosition tPosition = position;
tPosition.comment = comment;
mTradeInfoHandler.Update(tPosition);
}
//
void OnStopLossTriggered(const XDeal &deal) override
{
//
// When a Position's Stop Loss Triggered ...
// Signal Info Manager ...
XDeal tDeal = deal;
mTradeInfoHandler.Update(tDeal);
}
//
void OnTakeProfitTriggered(const XDeal &deal) override
{
//
// When a Position's Take Profit Triggered ...
// Signal Info Manager ...
XDeal tDeal = deal;
mTradeInfoHandler.Update(tDeal);
}
//
// Protected ...
protected:
//
// Tools ...
//
bool IsEnable()
{
return mAllowLong || mAllowShort;
}
//
bool CanCloseOnTime()
{
//
bool result = false;
//
result = mCloseOnSpecificTime >= 0 && mCloseOnSpecificTime <= 23;
if (!result)
{
return result;
}
//
MqlDateTime timeStruct;
result = TimeCurrent(timeStruct);
if (!result)
{
return result;
}
//
result = timeStruct.hour == mCloseOnSpecificTime;
//
return result;
}
//
// Private ...
private:
//
// Props ...
//
bool mAllowLong; // Allow Long
bool mAllowShort; // Allow Short
double mVolume; // Volume
double mTPPoint; // TP Point
double mSLPoint; // SL Point
bool mIgnoreTP; // Ignore Calculated TP
bool mIgnoreSL; // Ignore Calculated SL
int mMaxAllowedTrades; // Max Alloed Positions
bool mCloseOnOpposit; // Close all Positions on Opposit
int mCloseOnSpecificTime; // Close All Trades in Specific Time
int mReuiredSignalVerifications; // Required Verifications for Validate Signals
bool mGetVerificationFromOtherTimeFrames; // Get Verifications from Other Time Frames
//
bool mUseSupport; // Use Support Signals
//
bool mSaveResults; // Save Results in Specific Structure for Test Purposes ...
XTradeInfoHandler *mTradeInfoHandler; // Handle all Event which related to Signals and Positions
//
int mBullishSigns;
double mBullishScore;
//
int mBearishSigns;
double mBearishScore;
//
double mVolumeOSC;
//
XSCX121SetupCycles *mSetups[]; // Number of Setups
//
// Tools ...
int CountSetups()
{
return ArraySize(mSetups);
}
//
int FindSetupIndex(
string symbol,
ENUM_TIMEFRAMES period //
)
{
//
int result = -1;
//
int count = CountSetups();
if (!IsValidSize(count))
{
return result;
}
//
for (int i = 0; i < count; i++)
{
//
XSCX121SetupCycles *iSetup = mSetups[i];
//
X121SetupInputs iInputs = iSetup.GetInputs();
//
if (iInputs.symbol == symbol && iInputs.period == period)
{
//
result = i;
break;
}
}
//
return result;
}
//
// EQM Functions ...
//
bool EnableGrid()
{
return mTradeInfoHandler.EnableGrid();
}
//
// Remove Untriggered EQM Orders ...
void RemoveEQMOrders()
{
//
RemoveDraws("XTRND");
//
XOrder supports[];
int supportsCount = mTrader.GetOrders(
supports,
NULL, // All Symbols ...
XEQMSupportToken, // Only EQM Supports ...
NULL, // All Periods ...
X_POSITION_TYPE_ALL, // All Order Types ...
ORDER_STATE_PLACED, // Untriggered Orders ...
true // Filter by Magic ...
);
if (!IsValidSize(supportsCount))
{
return;
}
//
int cancelled = mTrader.CancelOrders(
supports //
);
//
if (IsValidSize(cancelled))
{
//
string message = XEQMSupportToken + " Cancel " + ToString(cancelled) + " Supports ...";
//
Alert(message);
}
}
//
// Place EQM Orders ...
void PlaceEQMOrders()
{
//
int count = CountSetups();
if (!IsValidSize(count))
{
return;
}
//
XSignal supports[];
//
for (int i = 0; i < count; i++)
{
//
string iSymbol = mSetups[i].GetSymbol();
ENUM_TIMEFRAMES iPeriod = NULL; // All Periods ...
string iProvider = NULL; // All Providers ...
//
XPosition iPositions[];
int iPositionsCount = mTrader.GetPositions(
iPositions,
iSymbol,
iProvider,
iPeriod,
X_POSITION_TYPE_ALL //
);
if (!IsValidSize(iPositionsCount))
{
continue;
}
//
int maxInDIDX = FindMaxDrawdownIndex(
iPositions //
);
if (!IsValidIndex(maxInDIDX))
{
continue;
}
//
XPosition maxInDP = iPositions[maxInDIDX];
bool isLong = IsLong(maxInDP.type);
//
XOHCL iZBar;
bool isInited = iZBar.Init(
iSymbol,
iPeriod,
0 //
);
if (!isInited)
{
continue;
}
//
double iSupport = 0;
double iResistance = 0;
bool isDrawn = DrawTrendState(
ChartID(),
"XTRND",
iZBar,
iSupport,
iResistance //
);
if (isDrawn)
{
//
XSignal iSignal;
//
double iSL = 0;
double iTP = 0;
double iEntry = 0;
ENUM_POSITION_TYPE iType;
ENUM_X_ORDER_MODES iMode;
double iVolume = maxInDP.volume * 3;
//
if (iSupport > 0 && isLong && iSupport > maxInDP.sl && maxInDP.sl > 0)
{
//
// Add Short Support for Long ...
iEntry = iSupport;
iSL = maxInDP.tp;
iTP = maxInDP.sl;
iMode = X_ORDER_MODE_STOP;
iType = POSITION_TYPE_SELL;
//
bool isPrepared = iSignal.Prepare(
iSymbol,
XEQMSupportToken,
iPeriod,
iType,
iMode,
iEntry,
iVolume,
iSL,
iTP //
);
if (isPrepared)
{
//
iSignal.comment = GenerateSupportTag(maxInDP.ticket);
//
AddRef(
iSignal,
supports ///
);
//
iSignal.Clean();
}
}
//
if (iResistance > 0 && !isLong && iResistance < maxInDP.sl && maxInDP.sl > 0)
{
//
// Add Long Support for Short ...
iEntry = iResistance;
iSL = maxInDP.tp;
iTP = maxInDP.sl;
iMode = X_ORDER_MODE_STOP;
iType = POSITION_TYPE_BUY;
//
bool isPrepared = iSignal.Prepare(
iSymbol,
XEQMSupportToken,
iPeriod,
iType,
iMode,
iEntry,
iVolume,
iSL,
iTP //
);
if (isPrepared)
{
//
iSignal.comment = GenerateSupportTag(maxInDP.ticket);
//
AddRef(
iSignal,
supports ///
);
//
iSignal.Clean();
}
}
}
}
//
int supportsCount = ArraySize(supports);
if (!IsValidSize(supportsCount))
{
return;
}
//
ENUM_X_SIGNAL_EXECUTION_RESULT states[];
int executeds = mTrader.ExecuteSignals(
supports,
states,
ORDER_TIME_GTC,
false,
false // Ignore Policies
);
if (IsValidSize(executeds))
{
//
string message = XEQMSupportToken + " Execute " + ToString(executeds) + " Supports ...";
//
Alert(message);
}
}
//
// Do Gridding Mechanism ...
void DoEQMGrid()
{
//
if (!EnableGrid())
{
return;
}
//
XSignal signals[];
int signalsCount = mTradeInfoHandler
.RequestForGrid(signals);
if (!IsValidSize(signalsCount))
{
return;
}
//
// Execute Supports ...
ENUM_X_SIGNAL_EXECUTION_RESULT states[];
int executed = ExecuteSignals(
signals,
states,
false // Ignore Policies ...
);
}
//
// Handle Close Trades on Specific Time ...
void DoEQMCloseOnSpecificTime()
{
//
bool canClose = CanCloseOnTime();
if (!canClose)
{
return;
}
//
XPosition positions[];
int positionsCount = mTrader.GetPositions(positions);
if (!IsValidSize(positionsCount))
{
return;
}
//
string comment = XEQMSupportToken + " Close On Specific Time ...";
//
int closed = Close(
positions,
comment //
);
if (IsValidSize(closed))
{
//
string message = XEQMSupportToken + " Closed " + ToString(closed) + " Positions on Specified Time ...";
//
Alert(message);
}
}
};
//