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MQL5Data/Classes/x-saherelm.x121.xea.class.mq5
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2024-06-06 23:05:09 +03:30

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///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Class Library
// ----------------------------------------------
// Name: XSCX121EA
// Description: provides all X121 EA requirements ...
// - X5 Provider;
//
//
// 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.provider.class.mq5"
//
// Define On Signal Event Handler Type Specified for X5 ...
typedef void (*TX121OnSignal)(X121ProviderDescriptor &descriptor);
//
// Class Definition ...
class XSCX121EA : public XSCBaseEA
{
//
// Public ...
public:
//
// Props ...
//
// Constructors ...
XSCX121EA(
//
// XTrade Class Requirements ...
int slippage, // Specify Slippage
ulong magicNumber, // Specify Magic Number
//
// Time Management ...
// TODO: ...
//
// XSCTrade Event Handlers ...
TOnStopLoss onStopLossTriggered = NULL, // On StopLoass Triggered Event Handler
TOnTakeProfit onTakeProfitTriggered = NULL, // On TakeProfit Triggered 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
//
// Custom Event Handler ...
TOnSignal onSignalHandler = NULL // On Signal Event Handler
) : XSCBaseEA(slippage,
magicNumber,
onStopLossTriggered,
onTakeProfitTriggered,
onDealsChangedHandler,
onOrdersChangedHandler,
onPositionsChangedHandler,
onTradeStateChangedHandler //
)
{
}
//
// Deconstructor ...
~XSCX121EA() {}
//
// Properties Getter(s) / Setter(s) ...
//
// Add X5 Specified Signal Event Handler ...
void AddOnSignalEventHandler(TX121OnSignal listener)
{
//
Add(
listener,
mX121OnSignalEventHandlers
//
);
}
//
// Add Specified X5 Provider ...
bool AddProvider(X121ProviderDescriptor &descriptor)
{
//
bool result = false;
//
// Validate Inputs ...
result = descriptor.Init();
if (!result)
{
return result;
}
//
AddRef(
descriptor,
mDescriptors //
);
//
return result;
}
//
// Overrides ...
//
// Customize Token ...
string GetToken() override
{
return GetSpecificToken(this);
}
//
string GetTag() override
{
return this.GetToken();
}
//
void Draw() override
{
//
int descriptorsCount = CountDescriptors();
if (descriptorsCount <= 0)
{
return;
}
//
for (int i = 0; i < descriptorsCount; i++)
{
//
X121ProviderDescriptor iDescriptor = mDescriptors[i];
//
iDescriptor.provider.Draw();
}
}
//
// Check Provider for any Guards ...
bool CheckForGuard(XGuard &guards[]) override
{
//
bool result = false;
//
Clean(guards);
//
int descriptorsCount = CountDescriptors();
result = descriptorsCount > 0;
if (!result)
{
return result;
}
//
// Loop Through Descriptors for Collecting Guards ...
for (int i = 0; i < descriptorsCount; i++)
{
//
X121ProviderDescriptor iDescriptor = mDescriptors[i];
//
XGuard iGuards[];
int iGuardsCount = iDescriptor.HasGuard(iGuards);
if (!IsValidSize(iGuardsCount))
{
continue;
}
//
Copy(
iGuards,
guards,
false //
);
}
//
result = ArraySize(guards) > 0;
//
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);
//
int descriptorsCount = CountDescriptors();
if (descriptorsCount <= 0)
{
return result;
}
//
for (int i = 0; i < descriptorsCount; i++)
{
//
X121ProviderDescriptor iDescriptor = mDescriptors[i];
//
if (iDescriptor.provider.CanIgnoreProcess())
{
continue;
}
//
int iSignalsCount = iDescriptor.HasSignal();
if (IsValidSize(iSignalsCount))
{
//
// Here we Can double check Signals by Conditions
// for Score Base Filtering ...
iDescriptor.provider.SetWaitsUntilNewBar(true);
//
Copy(
iDescriptor.signals,
signals,
false
//
);
//
NotifyX121OnSignalEventHandlers(iDescriptor);
}
}
//
result = ArraySize(signals);
//
return result;
}
//
// Request for Support Signals using Guard ...
bool RequestForSupport(
XSignal &support, // Holds Support Signal, if Provided
string provider, // Positions Provided by Specific Provider
string symbol, // Trading Symbol
ENUM_X_POSITION_TYPE type, // Trading Type
ENUM_TIMEFRAMES period // Specified Time Frame
) override
{
//
// TODO: Implement this ...
//
// Support Senario ...
// Check Support Position Exists or not ...
// Check Positions for Support based on Types ...
// Update Untriggered Positions ...
return false;
}
//
// 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];
//
// Find Provider Descriptor Which Issued this Signal ...
int iProviderIDX = FindDescriptorIndex(
iSignal.symbol,
iSignal.period);
if (!IsValidIndex(iProviderIDX))
{
//
string message = "Couldn't find Signal Descriptor ...";
Log(message);
//
continue;
}
//
// Now we Have to Find Signaller Which Issued this Signal ...
int iSignallerIDX = mDescriptors[iProviderIDX]
.FindSignallerIndex(iSignal.provider);
if (!IsValidIndex(iSignallerIDX))
{
//
string message = "Couldn't find Signal Provider ...";
Log(message);
//
continue;
}
//
// Check Position Type is Enabled or not ...
bool isLong = IsLong(iSignal.type);
bool isAllowedType = isLong
? mDescriptors[iProviderIDX].signallers[iSignallerIDX].allowLong
: mDescriptors[iProviderIDX].signallers[iSignallerIDX].allowShort;
if (!isAllowedType)
{
//
string message = "ignore Signal due Type Policy ...";
Log(message);
//
continue;
}
//
// Retrieve Long and Short Signals of same Provider ...
XPosition longs[];
XPosition shorts[];
mTrader.GetPositions(
longs,
shorts,
iSignal.symbol,
iSignal.provider,
iSignal.period //
);
int longsCount = ArraySize(longs);
int shortsCount = ArraySize(shorts);
//
// Check Max Number of Positions ...
bool isMaxNumberOfPositionsPassed = isLong
? mDescriptors[iProviderIDX].signallers[iSignallerIDX].maxAllowedLong <= 0
? true
: longsCount < mDescriptors[iProviderIDX].signallers[iSignallerIDX].maxAllowedLong
: mDescriptors[iProviderIDX].signallers[iSignallerIDX].maxAllowedShort <= 0
? true
: shortsCount < mDescriptors[iProviderIDX].signallers[iSignallerIDX].maxAllowedShort;
if (!isMaxNumberOfPositionsPassed)
{
//
string message = "ignore Signal due Max Allowed Positions Reached ...";
Log(message);
//
continue;
}
//
// Check Delay Between Two Same Type Signals ...
// Check Open Next Behaviour ...
if (longsCount > 0 || shortsCount > 0)
{
//
// Check if Signaller Configured for Check Delay between Same type Signals ...
if (mDescriptors[iProviderIDX].signallers[iSignallerIDX].delayBetweenTwoSameTypeSignals > 0)
{
//
bool isDelayPassed = true;
//
if (longsCount > 0)
{
//
XPosition youngestLong;
int youngestLongAge = GetYoungest(
youngestLong,
longs //
);
//
if (isLong)
{
isDelayPassed = youngestLongAge >= mDescriptors[iProviderIDX].signallers[iSignallerIDX].delayBetweenTwoSameTypeSignals;
}
}
//
if (shortsCount > 0)
{
//
XPosition youngestShort;
int youngetsShortAge = GetYoungest(
youngestShort,
shorts //
);
//
if (!isLong)
{
isDelayPassed = youngetsShortAge >= mDescriptors[iProviderIDX].signallers[iSignallerIDX].delayBetweenTwoSameTypeSignals;
}
}
//
if (!isDelayPassed)
{
//
string message = "ignore Signal due Delay Between Same Type Policy ...";
Log(message);
//
continue;
}
}
//
// Check Next Position ...
if (mDescriptors[iProviderIDX].signallers[iSignallerIDX].openNextPositionOnProfit)
{
//
bool isNextPassed = true;
//
if (isLong && longsCount > 0)
{
//
double profit = SpecifiedCalculatePositionsProfit(longs);
isNextPassed = profit > 0;
}
//
if (!isLong && shortsCount > 0)
{
//
double profit = SpecifiedCalculatePositionsProfit(shorts);
isNextPassed = profit > 0;
}
//
// Check Ignore for Opposit Signals ...
if (!isNextPassed &&
((isLong && shortsCount > longsCount) ||
(!isLong && longsCount > shortsCount)))
{
isNextPassed = mDescriptors[iProviderIDX].signallers[iSignallerIDX].ignoreProfitForOppositeSignals;
}
//
if (!isNextPassed)
{
//
string message = "ignore Signal due Next Must be In Profit Policy ...";
Log(message);
//
continue;
}
}
}
//
// Finally Add Filtered Signals into Result ...
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;
//
// Here we Implement Account Protector ...
HandleAccountProtect();
//
// Check Descriptor ...
int descriptorsCount = CountDescriptors();
if (!IsValidSize(descriptorsCount))
{
return result;
}
//
// Loop Through Descriptors ...
for (int i = 0; i < descriptorsCount; i++)
{
//
// Check Signallers ...
int signallersCount = mDescriptors[i].CountSignallers();
if (!IsValidSize(signallersCount))
{
continue;
}
//
// Loop Through Signallers ...
for (int j = 0; j < signallersCount; j++)
{
//
// Retrieve Specified Signaller's Position ...
XPosition positions[];
int positionsCount = mTrader.GetPositions(
positions,
mDescriptors[i].symbol,
mDescriptors[i].signallers[j].GetName(),
mDescriptors[i].period);
if (!IsValidSize(positionsCount))
{
continue;
}
//
// Check Signaller Enable Hedge or not and Handle it if enabled ...
if (positionsCount > 1 && mDescriptors[i].signallers[j].AllowHedge())
{
//
// Check Profits Enough for Hedge or not ...
double profit = SpecifiedCalculatePositionsProfit(positions);
bool isReadyForHedge =
positionsCount > 1 &&
SpecifiedIsPositionsReadyForHedge(
positions,
mDescriptors[i].signallers[j].minRequiredProfitPerTrade,
mDescriptors[i].signallers[j].minRequiredProfitPerTradeVolumeFactor //
);
if (isReadyForHedge)
{
//
string comment = "Close due Hedge ...";
int closeds = mTrader.Close(
positions,
comment //
);
//
if (closeds > 0)
{
//
string message = "Hedge (" + ToString(closeds) + ") Positions In Profit: " + ToString(profit);
//
Alert(message);
//
break;
}
}
}
//
// Check Closing Long Age Position's Enabled or not ...
if (mDescriptors[i].signallers[j].maxAllowedOpenPositionAge > 0)
{
//
// Handle Close Long Time Trades ...
//
// Find Oldest ...
XPosition oldest;
int oldestAge = GetOldest(
oldest,
positions //
);
if (oldestAge >= mDescriptors[i].signallers[j].maxAllowedOpenPositionAge)
{
//
string comment = "Close due Long Age ...";
bool isClosed = mTrader.Close(
oldest.ticket,
comment //
);
//
if (isClosed)
{
//
string message = "Position (" + ToString(oldest.ticket) + ") Closed due Long Age Policy ...";
Alert(message);
}
}
}
}
}
//
// if Returns true, Signal Execution failed ...
return result;
}
//
void HandleAccountProtect() {
//
XPosition positions[];
int positionsCount = mTrader.GetPositions(positions);
if (!IsValidSize(positionsCount)) {
return;
}
//
}
//
// Tools ...
//
// Protected ...
protected:
//
// Tools ...
//
void NotifyX121OnSignalEventHandlers(X121ProviderDescriptor &descriptor)
{
//
int listenersCount = ArraySize(mX121OnSignalEventHandlers);
if (listenersCount <= 0)
{
return;
}
//
for (int i = 0; i < listenersCount; i++)
{
//
TX121OnSignal iListener = mX121OnSignalEventHandlers[i];
//
iListener(descriptor);
}
}
//
// Protect Specified Position ...
void ProtectPosition(XPosition &position)
{
//
// Here i Can Protect Position ...
// This Protect Include One Position in Market Mode ...
// If Provided ...
// the Positions Selection must passed Some conditions ...
//
string message = "For (" + position.symbol + ") Max In Drawdown Position is: (" +
ToString(position.ticket) + "), by Profit: " + ToString(position.profit);
//
mAlert.Alert(message);
}
//
// Private ...
private:
//
// Props ...
//
// Collection of Signal Event Listeners ...
TX121OnSignal mX121OnSignalEventHandlers[];
//
// a Collection of X5 Provider Descriptors ...
X121ProviderDescriptor mDescriptors[];
//
int CountDescriptors()
{
return ArraySize(mDescriptors);
}
//
// Find Specifc Descriptor ...
int FindDescriptorIndex(
string symbol,
ENUM_TIMEFRAMES period //
)
{
//
int result = -1;
//
if (!IsValid(symbol) ||
!IsValid(period))
{
return result;
}
//
int descriptorsCount = CountDescriptors();
if (!IsValidSize(descriptorsCount))
{
return result;
}
//
for (int i = 0; i < descriptorsCount; i++)
{
//
X121ProviderDescriptor iDescriptor = mDescriptors[i];
//
bool isPassed =
//
iDescriptor.symbol == symbol &&
iDescriptor.period == period
//
;
if (isPassed)
{
//
result = i;
break;
}
}
//
return result;
}
template <typename T>
int FindDescriptorIndex(
T &item //
)
{
return FindDescriptorIndex(
item.symbol,
item.period //
);
}
//
// Trails Holding ...
//
XTrail mSLTrails[];
XTrail mTPTrails[];
//
int CountSLTrails()
{
return ArraySize(mSLTrails);
}
int CountTPTrails()
{
return ArraySize(mTPTrails);
}
//
bool RemoveTrail(ulong ticket)
{
//
bool isSLRemoved = RemoveSLTrail(ticket);
bool isTPRemoved = RemoveTPTrail(ticket);
//
bool result = isSLRemoved || isTPRemoved;
//
return result;
}
bool RemoveSLTrail(ulong ticket)
{
//
bool result = false;
//
int idx = FindSLTrailIndex(ticket);
result = idx >= 0;
if (!result)
{
return result;
}
//
result = ArrayRemove(
mSLTrails,
idx,
1 //
);
//
return result;
}
bool RemoveTPTrail(ulong ticket)
{
//
bool result = false;
//
int idx = FindTPTrailIndex(ticket);
result = idx >= 0;
if (!result)
{
return result;
}
//
result = ArrayRemove(
mTPTrails,
idx,
1 //
);
//
return result;
}
//
int FindSLTrailIndex(ulong ticket)
{
//
int result = -1;
//
int trailsCount = CountSLTrails();
if (ticket <= 0 || trailsCount <= 0)
{
return result;
}
//
for (int i = 0; i < trailsCount; i++)
{
//
XTrail iTrail = mSLTrails[i];
//
if (iTrail.ticket == ticket)
{
//
result = i;
break;
}
}
//
return result;
}
int FindTPTrailIndex(ulong ticket)
{
//
int result = -1;
//
int trailsCount = CountTPTrails();
if (ticket <= 0 || trailsCount <= 0)
{
return result;
}
//
for (int i = 0; i < trailsCount; i++)
{
//
XTrail iTrail = mTPTrails[i];
//
if (iTrail.ticket == ticket)
{
//
result = i;
break;
}
}
//
return result;
}
//
bool GetSLTrail(
ulong ticket,
XTrail &trail //
)
{
//
bool result = false;
//
int idx = FindSLTrailIndex(ticket);
result = idx >= 0;
if (!result)
{
return result;
}
//
trail = mSLTrails[idx];
//
return result;
}
bool GetTPTrail(
ulong ticket,
XTrail &trail //
)
{
//
bool result = false;
//
int idx = FindTPTrailIndex(ticket);
result = idx >= 0;
if (!result)
{
return result;
}
//
trail = mTPTrails[idx];
//
return result;
}
//
void AddSLTrail(
XTrail &trail //
)
{
//
if (!trail.IsValid())
{
return;
}
//
AddRef(
trail,
mSLTrails //
);
}
void AddTPTrail(
XTrail &trail //
)
{
//
if (!trail.IsValid())
{
return;
}
//
AddRef(
trail,
mTPTrails //
);
}
//
// Tools ...
};
//
// Tools ...
//