last backup ...
This commit is contained in:
@@ -0,0 +1,414 @@
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///////////////////////////////////////////////////////
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//
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// SaherElm IT Center XTest MQL5 Expert Advisor
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// -------------------------------------------------
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// Name: XBackTester
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// Description: a Backtest Tools Strategy Tester
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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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//////////////////////////////////////////////////////x
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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 icon "../Images/SaherElm_Logo_Color.ico"
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#property description "SaherElm XBackTester"
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#property strict
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//
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#define ShortName "XBackTester"
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//
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// Imports ...
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#include "../Classes/x-saherelm.x-backtester.expert.class.mq5"
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//
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// Definitions ...
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//
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// Inputs ...
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//
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// Common ...
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input group "Common";
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input long eaMagicNumber = 78692110; // Magic Number
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input int eaSlippage = 10; // Slippgae
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input string eaLogSuffix = ""; // Log Suffix
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//
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// Alert ...
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// Here we Provider All Requirements for
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// Configuring Alert Provider ...
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input group "Alert";
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input bool eaEnableAlerts = true; // Enable Alerts
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input bool eaLogAlerts = true; // Log Alerts
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input bool eaMailAlerts = false; // Mail Alerts
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input bool eaPushAlerts = false; // Push Alerts
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input bool eaTerminalAlerts = false; // Terminal Alerts
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//
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// Define Local Variables ...
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//
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string eaLogTag; // EA Log Prefix ...
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XCBackTesterEA *eaExpert; // EA Expert ...
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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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// Preparing Tags ...
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string eaTag =
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(IsValid(eaLogSuffix)
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? eaLogSuffix + "_"
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: "") +
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ShortName;
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//
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// Validate Inputs and Required Parameters
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// for EA to Works fine ...
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if (!ValidateInputs())
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{
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return INIT_PARAMETERS_INCORRECT;
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}
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//
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// Initialize Timer ...
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if (!InitTimer())
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{
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return INIT_FAILED;
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}
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//
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// Configure EA Expert Class ...
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eaExpert = new XCBackTesterEA();
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//
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// Symbol / Period ...
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eaExpert.symbol = _Symbol;
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eaExpert.period = _Period;
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//
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// Common ...
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eaExpert.eaMagicNumber = eaMagicNumber;
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eaExpert.eaSlippage = eaSlippage;
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eaExpert.eaLogSuffix = eaTag;
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//
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// Alert ...
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eaExpert.eaEnableAlerts = eaEnableAlerts;
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eaExpert.eaLogAlerts = eaLogAlerts;
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eaExpert.eaMailAlerts = eaMailAlerts;
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eaExpert.eaPushAlerts = eaPushAlerts;
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eaExpert.eaTerminalAlerts = eaTerminalAlerts;
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//
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// Attach Event Handlers ...
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eaExpert.AddOnDealsChangedEventHandler(OnDealsChanged);
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eaExpert.AddOnStopLossEventHandler(OnStopLossTriggered);
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eaExpert.AddOnOrdersChangedEventHandler(OnOrdersChanged);
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eaExpert.AddOnTakeProfitEventHandler(OnTakeProfitTriggered);
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eaExpert.AddOnModifyPositionEventHandler(OnPositionModified);
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eaExpert.AddOnPositionsChangedEventHandler(OnPositionsChanged);
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eaExpert.AddOnTradeStateChangedEventHandler(OnTradeStateChanged);
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eaExpert.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
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eaExpert.AddOnPartialClosePositionEventHandler(OnPositionPartialClosed);
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//
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// Configure Other Requirements ...
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// eaExpert.volume = 0;
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// eaExpert.riskInPoint = 0;
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// eaExpert.allowedTPSLStep = 0;
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// eaExpert.riskToRewardRatio = 0;
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// eaExpert.minAllowedRiskInPoint = 0;
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//
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// Try to Initialize eaExpert ...
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bool isInited = eaExpert.HandleOnInit();
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if (!isInited)
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{
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//
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Print(ShortName, ": Initialization Failed ...");
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return INIT_FAILED;
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}
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//
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Print(ShortName, ": Initialized Successfully ...");
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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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// Destroy Timer ...
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eaExpert.HandleOnDeInit();
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//
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delete eaExpert;
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ZeroMemory(eaExpert);
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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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eaExpert.HandleOnTick();
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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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eaExpert.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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eaExpert.HandleOnTimer();
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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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eaExpert.HandleOnChartEvent(id, lparam, dparam, sparam);
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}
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//
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// Custom Functions ...
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/**
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* Validate all Inputs of Expert Adviser ...
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*
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* @return ( bool )
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*/
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bool ValidateInputs()
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{
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//
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bool result = false;
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//
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string errMessage = "";
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//
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bool isCommonValid = (
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//
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eaSlippage > 0 &&
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eaMagicNumber > 0
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//
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);
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if (!isCommonValid)
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{
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//
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errMessage += "common configurations error;" + "\n";
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}
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//
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result =
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//
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// Common ...
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isCommonValid &&
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//
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// Otere ...
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true
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//
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;
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//
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if (!result)
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{
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//
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// Since here Logger not Initiallized, we Use Raw Print Command ...
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Print(ShortName + " Errors: \n", errMessage);
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}
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//
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return result;
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}
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/**
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* Initialize Timer ...
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*
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* @return ( bool )
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*/
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bool InitTimer()
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{
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//
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bool result = false;
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//
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// TODO: Initialize Timer if necessary ...
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// result = EventSetTimer(1);
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// result = EventSetMillisecondTimer(100);
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result = true;
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//
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return result;
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}
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/**
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* Destroy Timer ...
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*/
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void DestroyTimer()
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{
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//
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// TODO: Use This ...
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// EventKillTimer();
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}
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//
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// Trade Event Handlers ...
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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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eaExpert.HandleOnStopLossTriggered(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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eaExpert.HandleOnTakeProfitTriggered(deal);
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}
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/**
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* Handle Force Close a Position ...
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*
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* @param ticket: ULONG ...
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* @param position: XPosition instance ...
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* @param comment: String ...
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*/
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void OnPositionForceClosed(
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const ulong ticket,
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const XPosition &position,
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const string comment //
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)
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{
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//
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eaExpert.HandleOnPositionForceClosed(
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ticket,
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position,
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comment //
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);
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}
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/**
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* Handle Deals Changes ...
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*
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* @param count: Integer, Number of Changes ...
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*/
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void OnDealsChanged(int count)
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{
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eaExpert.HandleOnDealsChanged(count);
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}
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/**
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* Handle Orders Changes ...
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*
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* @param count: Integer, Number of Changes ...
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*/
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void OnOrdersChanged(int count)
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{
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eaExpert.HandleOnOrdersChanged(count);
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}
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/**
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* Handle Positions Changes ...
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*
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* @param count: Integer, Number of Changes ...
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*/
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void OnPositionsChanged(int count)
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{
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eaExpert.HandleOnPositionsChanged(count);
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}
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/**
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* Handle Position Modified ...
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*
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* @param ticket: ulong, Position Ticket ...
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* @param profit: double, Position Profit ...
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* @param comment: string, Comment ...
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*/
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void OnPositionModified(
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const ulong ticket,
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const double profit,
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const string comment //
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)
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{
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//
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eaExpert.HandleOnPositionModified(
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ticket,
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profit,
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comment //
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||||
);
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}
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|
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/**
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* Handle Position Partial Closed ...
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*
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* @param ticket: ulong, Position Ticket ...
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* @param profit: double, Position Profit ...
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* @param comment: string, Comment ...
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*/
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void OnPositionPartialClosed(
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const ulong ticket,
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const double profit,
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const string comment //
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||||
)
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||||
{
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//
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eaExpert.HandleOnPositionPartialClosed(
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ticket,
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profit,
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comment //
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||||
);
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}
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/**
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* Handle Trade State Changed ...
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*
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* @param state: XOnTradeHandlerState instance ...
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||||
*/
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void OnTradeStateChanged(const XOnTradeHandlerState &state)
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{
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eaExpert.HandleOnTradeStateChanged(state);
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}
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||||
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//
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@@ -0,0 +1,432 @@
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///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center XTest MQL5 Expert Advisor
|
||||
// -------------------------------------------------
|
||||
// Name: XRRToolsEA
|
||||
// Description: a Template For Exper Advisors
|
||||
//
|
||||
// Maintainer:
|
||||
// ------------
|
||||
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
|
||||
//
|
||||
//////////////////////////////////////////////////////x
|
||||
//
|
||||
// Global Properties ...
|
||||
#property copyright "Copyright 2023, SaherElm IT Center"
|
||||
#property link "https://saherelm.ir"
|
||||
#property version "1.00"
|
||||
#property icon "../Images/SaherElm_Logo_Color.ico"
|
||||
#property description "SaherElm XRRToolsEA"
|
||||
#property strict
|
||||
|
||||
//
|
||||
#define ShortName "XRRTools"
|
||||
|
||||
//
|
||||
// Imports ...
|
||||
#include "../Classes/x-saherelm.x-alert.class.mq5"
|
||||
#include "../Classes/x-saherelm.x-rm.panel.class.mq5"
|
||||
#include "../Classes/x-saherelm.x-trade.class.mq5"
|
||||
#include "../Helpers/x-saherelm.x121.xcc.helper.mq5"
|
||||
#include "../Helpers/x-saherelm.x121.xct.helper.mq5"
|
||||
|
||||
//
|
||||
// Inputs ...
|
||||
|
||||
//
|
||||
// Common ...
|
||||
input group "Common";
|
||||
input long eaMagicNumber = 78692110; // Magic Number
|
||||
input int eaSlippage = 10; // Slippgae
|
||||
input string eaLogSuffix = ""; // Log Suffix
|
||||
|
||||
//
|
||||
// Alert ...
|
||||
// Here we Provider All Requirements for
|
||||
// Configuring Alert Provider ...
|
||||
input group "Alert";
|
||||
input bool eAEnableAlerts = true; // Enable Alerts
|
||||
input bool eALogAlerts = true; // Log Alerts
|
||||
input bool eAMailAlerts = false; // Mail Alerts
|
||||
input bool eAPushAlerts = false; // Push Alerts
|
||||
input bool eATerminalAlerts = false; // Terminal Alerts
|
||||
|
||||
//
|
||||
// Define Local Variables ...
|
||||
|
||||
//
|
||||
string eaLogTag; // EA Log Prefix ...
|
||||
XCAlert *eaAlert; // Alert Provider for Expert Adviser ...
|
||||
XCTrade *eaTrader; // Trader of Expert Adviser ...
|
||||
XCRMPanel eaMainWindow; // Main Window ...
|
||||
XCX121XCTHelper *eaCTHelper; // Bar Timer Indicator Helper class ...
|
||||
XCX121XCCHelper *eaCCHelper; // Chart Styler Indicator Helper Class ...
|
||||
|
||||
//
|
||||
// Event Handlers ...
|
||||
|
||||
//
|
||||
// Initialization ...
|
||||
int OnInit()
|
||||
{
|
||||
//
|
||||
// Validate Inputs and Required Parameters
|
||||
// for EA to Works fine ...
|
||||
if (!ValidateInputs())
|
||||
{
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
// Initialize Timer ...
|
||||
if (!InitTimer())
|
||||
{
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// Initialize all Requirements ...
|
||||
if (!InitEA())
|
||||
{
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// Initialize all GUI Objects and Classes ...
|
||||
if (!InitGUI())
|
||||
{
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// Alert Initialization ...
|
||||
string msg = "Initialized Successfully ...";
|
||||
eaAlert.SendAlert(msg);
|
||||
|
||||
//
|
||||
// Init Succeed ...
|
||||
return INIT_SUCCEEDED;
|
||||
}
|
||||
|
||||
//
|
||||
// DeInitialization ...
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
//
|
||||
// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
|
||||
// REASON_REMOVE 1 Program removed from a chart
|
||||
// REASON_RECOMPILE 2 Program recompiled
|
||||
// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
|
||||
// REASON_CHARTCLOSE 4 Chart closed
|
||||
// REASON_PARAMETERS 5 Inputs changed by a user
|
||||
// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
|
||||
// REASON_TEMPLATE 7 Another chart template applied
|
||||
// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
|
||||
// REASON_CLOSE 9 Terminal closed
|
||||
|
||||
//
|
||||
// Destroy Timer ...
|
||||
DestroyTimer();
|
||||
|
||||
//
|
||||
// Destroy all GUI Requirements ...
|
||||
DestroyGUI();
|
||||
|
||||
//
|
||||
// Alert De Initialization Succeeded ...
|
||||
string msg = "De Initialized Successfully ...";
|
||||
eaAlert.SendAlert(msg);
|
||||
|
||||
//
|
||||
// Destroy all EA Requirements ...
|
||||
DestroyEA();
|
||||
}
|
||||
|
||||
//
|
||||
// On Tick Handler ...
|
||||
void OnTick()
|
||||
{
|
||||
//
|
||||
UpdateGUI();
|
||||
}
|
||||
|
||||
//
|
||||
// Handle On Trade Event ...
|
||||
void OnTrade()
|
||||
{
|
||||
eaTrader.HandleOnTrade();
|
||||
}
|
||||
|
||||
//
|
||||
// On Timer ...
|
||||
void OnTimer()
|
||||
{
|
||||
//
|
||||
// TODO: Implement Time Based Functionalities ...
|
||||
}
|
||||
|
||||
//
|
||||
// Chart Event Handler ...
|
||||
void OnChartEvent(
|
||||
const int id,
|
||||
const long &lparam,
|
||||
const double &dparam,
|
||||
const string &sparam //
|
||||
)
|
||||
{
|
||||
//
|
||||
// Apply Chart Event on Main Window ...
|
||||
eaMainWindow.ChartEvent(id, lparam, dparam, sparam);
|
||||
}
|
||||
|
||||
//
|
||||
// Custom Event Handlers ...
|
||||
|
||||
/**
|
||||
* Handle StopLoss Triggered Positions ...
|
||||
*
|
||||
* @param deal: XDeal ...
|
||||
*/
|
||||
void OnStopLossTriggered(const XDeal &deal)
|
||||
{
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Take Profit Triggered Positions ...
|
||||
*
|
||||
* @param deal: XDeal ...
|
||||
*/
|
||||
void OnTakeProfitTriggered(const XDeal &deal)
|
||||
{
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Force Close a Position ...
|
||||
*
|
||||
* @param ticket: Position Ticket ...
|
||||
* @param position: XPosition ...
|
||||
* @param comment: Closing Comment ...
|
||||
*/
|
||||
void OnPositionForceClosed(
|
||||
const ulong ticket,
|
||||
const XPosition &position,
|
||||
const string comment //
|
||||
)
|
||||
{
|
||||
}
|
||||
|
||||
//
|
||||
// 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();
|
||||
}
|
||||
|
||||
/**
|
||||
* Initialize all Requirements for Working Fine ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool InitEA()
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
// Locally Apply Changes on Prefix ...
|
||||
eaLogTag = ShortName + ">" + eaLogSuffix;
|
||||
|
||||
//
|
||||
// Bar Timer ...
|
||||
X121XCTInputs ctInputs;
|
||||
ctInputs.Default(); // Default Configurations ...
|
||||
eaCTHelper = new XCX121XCTHelper();
|
||||
result = eaCTHelper.Init(
|
||||
_Symbol,
|
||||
_Period,
|
||||
ctInputs //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Bar Styles ...
|
||||
X121XCCInputs ccInputs;
|
||||
ccInputs.Default(); // Default Configurations ...
|
||||
eaCCHelper = new XCX121XCCHelper();
|
||||
result = eaCCHelper.Init(
|
||||
_Symbol,
|
||||
_Period,
|
||||
ccInputs //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Create Instance of Alert Class and Configure it ...
|
||||
eaAlert = new XCAlert();
|
||||
eaAlert.SetPrefix(eaLogTag);
|
||||
eaAlert.SetLogAlerts(eALogAlerts);
|
||||
eaAlert.SetMailAlerts(eAMailAlerts);
|
||||
eaAlert.SetPushAlerts(eAPushAlerts);
|
||||
eaAlert.SetEnableAlerts(eAEnableAlerts);
|
||||
eaAlert.SetTerminalAlerts(eATerminalAlerts);
|
||||
|
||||
//
|
||||
// Create Trader Instance and Configure it ...
|
||||
eaTrader = new XCTrade(
|
||||
eaSlippage,
|
||||
eaMagicNumber //
|
||||
);
|
||||
eaTrader.AddOnStopLossEventHandler(OnStopLossTriggered);
|
||||
eaTrader.AddOnTakeProfitEventHandler(OnTakeProfitTriggered);
|
||||
eaTrader.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Destroy all Initialized EA Requirements ...
|
||||
*/
|
||||
void DestroyEA()
|
||||
{
|
||||
//
|
||||
delete eaCTHelper;
|
||||
delete eaCCHelper;
|
||||
|
||||
//
|
||||
delete eaAlert;
|
||||
}
|
||||
|
||||
/**
|
||||
* Initialize all GUI Requirements for EA ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool InitGUI()
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
// Initialize Application Main Window ...
|
||||
result = eaMainWindow.Create(
|
||||
ChartID(),
|
||||
ShortName, // Dialog Name ...
|
||||
0, // SubWindow ...
|
||||
10, // X1 ...
|
||||
35, // Y1 ...
|
||||
300, // X2 ...
|
||||
200 // Y2 ...
|
||||
);
|
||||
|
||||
//
|
||||
// Try To Run Main Window ...
|
||||
if (result)
|
||||
{
|
||||
eaMainWindow.Run();
|
||||
}
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
/**
|
||||
* Update GUI based on Each Ticks ...
|
||||
*/
|
||||
void UpdateGUI()
|
||||
{
|
||||
//
|
||||
eaMainWindow.UpdateState();
|
||||
}
|
||||
|
||||
/**
|
||||
* Destroy all Initialized GUi Requirements ...
|
||||
*/
|
||||
void DestroyGUI()
|
||||
{
|
||||
//
|
||||
eaMainWindow.Destroy();
|
||||
}
|
||||
|
||||
//
|
||||
@@ -0,0 +1,631 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center MQL5 Expert Advisor
|
||||
// -------------------------------------------------
|
||||
// Name: XBaseEA
|
||||
// Description: Base Expert Advisor as Template ...
|
||||
//
|
||||
// Maintainer:
|
||||
// ------------
|
||||
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
|
||||
//
|
||||
//////////////////////////////////////////////////////
|
||||
//
|
||||
// Global Properties ...
|
||||
#property copyright "Copyright 2023, SaherElm IT Center"
|
||||
#property link "https://saherelm.ir"
|
||||
#property version "1.00"
|
||||
#property icon "../Images/SaherElm_Logo_Color.ico"
|
||||
#property description "SaherElm Based Expert Advisor"
|
||||
#property strict
|
||||
|
||||
//
|
||||
#define ShortName "XBaseEA"
|
||||
|
||||
//
|
||||
// Importts ...
|
||||
#include "../Classes/x-saherelm.x-expert.class.mq5"
|
||||
|
||||
//
|
||||
// Inputs ...
|
||||
|
||||
//
|
||||
// Common ...
|
||||
input group "Common";
|
||||
input long eaMagicNumber = 1694056; // Magic Number
|
||||
input int eaSlippage = 10; // Slippgae
|
||||
input string eaLogSuffix = ""; // Log Suffix
|
||||
|
||||
//
|
||||
// Symbols
|
||||
// [
|
||||
// Name|
|
||||
// Symbol|
|
||||
// period|
|
||||
// (ST_04:00_08:30),(TL_10:30_12:00),(NY_16:00_20:00)|
|
||||
// maxAllowedSpread|
|
||||
// maxAllowedPosition|
|
||||
// (
|
||||
// restrictionsPeriod,
|
||||
// restrictionsMultiplier,
|
||||
// maxAllowedTPs,
|
||||
// maxAllowedSLs,
|
||||
// maxAllowedTrades,
|
||||
// closeAllOpenTradesAt
|
||||
// )
|
||||
// ]
|
||||
//
|
||||
//
|
||||
// [XNAME|XAUUSDb|M5|(ST_04:00_08:30),(TL_10:30_12:00),(NY_16:00_20:00)|25.0|5|(XTRADE_RESTRICATION_DAILY,1,0,2,0)]
|
||||
input string eaSymbolConfiguration = "[XNAME|XAUUSDb|M5|(ST_04:00_08:30),(TL_10:30_12:00),(NY_16:00_20:00)|25.0|5|(XTRADE_RESTRICATION_DAILY,3,0,2,0)]"; // Symbol Configurations
|
||||
|
||||
//
|
||||
// Management ...
|
||||
input group "Management";
|
||||
input bool eaAllowGuards = false; // Allow Guards
|
||||
input bool eaAllowTrade = true; // Allow Trade on Signals
|
||||
input bool eaAllowLongs = true; // Allow Long Trades
|
||||
input bool eaAllowShorts = true; // Allow Short Trades
|
||||
input double eaMaxAllowedDrawdownFactor = 0.3; // Max Allowed DrawDown for Trade
|
||||
|
||||
//
|
||||
// Volume ...
|
||||
input group "Volume";
|
||||
input ENUM_X_VOLUME_SELECT_TYPE eaVolumeSelect = X_VOLUME_CONSTANT; // Volume Applying Type
|
||||
input double eaStaticVoluem = 0.0; // Static Volume
|
||||
input double eaDynamicVolumeStepBalance = 0.0; // Step of Balance for Increase Volume
|
||||
input double eaDynamicVolumeStepVolume = X_MIN_VOLUME; // Step of Volume Increasing
|
||||
input double eaConstantRiskBalance = 0.0; // Constant Risk Balance per Trade
|
||||
input double eaConstantPercent = 1; // Constant Percent of Balance Per Trade
|
||||
input double eaConstantBalance = 1000.0; // Constant Balance for Calculations
|
||||
|
||||
//
|
||||
// Alert ...
|
||||
input group "Alert";
|
||||
input bool eaEnableAlerts = true; // Enable Alerts
|
||||
input bool eaSaveAlerts = true; // Save Alerts
|
||||
input bool eaLogAlerts = true; // Log Alerts
|
||||
input bool eaMailAlerts = false; // Mail Alerts
|
||||
input bool eaPushAlerts = true; // Push Alerts
|
||||
input bool eaTerminalAlerts = false; // Terminal Alerts
|
||||
|
||||
//
|
||||
// Reports ...
|
||||
input group "Reports";
|
||||
input bool eaReportNewMonths = false; // Report New Month
|
||||
input bool eaReportNewWeeks = false; // Report New Weeks
|
||||
input bool eaReportNewDays = true; // Report New Days
|
||||
input bool eaReportNewHours = false; // Report New Hours
|
||||
input bool eaReportTrades = true; // Report Trades
|
||||
input bool eaReportSignals = true; // Report Signals
|
||||
input bool eaReportRestrictions = true; // Report Restrictions
|
||||
input bool eaReportProtector = true; // Report Protector Actions
|
||||
input bool eaReportAfterTradesBalance = true; // Report Balance after a Trade Finished
|
||||
|
||||
//
|
||||
// Collector ...
|
||||
input group "Collector";
|
||||
input bool eaSaveTrades = true; // Save Trades
|
||||
input bool eaSaveSignals = true; // Save Signals
|
||||
input bool eaSaveWins = true; // Save Winning Conditions
|
||||
input bool eaSaveLosts = true; // Save Lost Conditions
|
||||
input bool eaSaveRestrictions = true; // Save Restriction Reports
|
||||
|
||||
//
|
||||
// Management Panel ...
|
||||
input group "Management Panel";
|
||||
input bool eaShowPanel = false; // Show Management Panel
|
||||
double eaPanelAllowedTPSLStep = 10; // Value for Change TP/SL in Each Step
|
||||
double eaPanelMinAllowedRiskInPoint = 20; // Min Allowed Risk in Point
|
||||
double eaPanelRiskInPoint = 50; // Risk in Point per Trades
|
||||
double eaPanelRiskToRewardRatio = 2.0; // Risk To Reward per Trades
|
||||
double eaPanelVolume = X_MIN_VOLUME; // Default volume Per Trade
|
||||
|
||||
//
|
||||
// Variables ...
|
||||
|
||||
//
|
||||
XCBaseExpert *eaExpert;
|
||||
|
||||
//
|
||||
// Event Handlers ...
|
||||
|
||||
/**
|
||||
* Initialize EA Process ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
int OnInit()
|
||||
{
|
||||
//
|
||||
// Preparing Tags ...
|
||||
string eaTag =
|
||||
(IsValid(eaLogSuffix)
|
||||
? eaLogSuffix + "_"
|
||||
: "") +
|
||||
ShortName;
|
||||
|
||||
//
|
||||
// Validate Inputs and Required Parameters ...
|
||||
|
||||
// for EA to Works fine ...
|
||||
if (!ValidateInputs())
|
||||
{
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
// Initialize Timer ...
|
||||
if (!InitTimer())
|
||||
{
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// Configure EA Expert Class ...
|
||||
eaExpert = new XCBaseExpert();
|
||||
|
||||
//
|
||||
// Setting All Inputs to Expert Adviser Class ...
|
||||
|
||||
//
|
||||
// Common ...
|
||||
eaExpert.eaMagicNumber = eaMagicNumber;
|
||||
eaExpert.eaSlippage = eaSlippage;
|
||||
eaExpert.eaLogSuffix = eaTag;
|
||||
|
||||
//
|
||||
// Symbols ...
|
||||
eaExpert.eaSymbolConfiguration = eaSymbolConfiguration;
|
||||
|
||||
//
|
||||
// Management ...
|
||||
eaExpert.eaAllowGuards = eaAllowGuards;
|
||||
eaExpert.eaAllowTrade = eaAllowTrade;
|
||||
eaExpert.eaAllowLongs = eaAllowLongs;
|
||||
eaExpert.eaAllowShorts = eaAllowShorts;
|
||||
eaExpert.eaMaxAllowedDrawdownFactor = eaMaxAllowedDrawdownFactor;
|
||||
|
||||
//
|
||||
// Volume ...
|
||||
eaExpert.eaVolumeSelect = eaVolumeSelect;
|
||||
eaExpert.eaStaticVoluem = eaStaticVoluem;
|
||||
eaExpert.eaDynamicVolumeStepBalance = eaDynamicVolumeStepBalance;
|
||||
eaExpert.eaDynamicVolumeStepVolume = eaDynamicVolumeStepVolume;
|
||||
eaExpert.eaConstantRiskBalance = eaConstantRiskBalance;
|
||||
eaExpert.eaConstantPercent = eaConstantPercent;
|
||||
eaExpert.eaConstantBalance = eaConstantBalance;
|
||||
|
||||
//
|
||||
// Alert ...
|
||||
eaExpert.eaEnableAlerts = eaEnableAlerts;
|
||||
eaExpert.eaSaveAlerts = eaSaveAlerts;
|
||||
eaExpert.eaLogAlerts = eaLogAlerts;
|
||||
eaExpert.eaMailAlerts = eaMailAlerts;
|
||||
eaExpert.eaPushAlerts = eaPushAlerts;
|
||||
eaExpert.eaTerminalAlerts = eaTerminalAlerts;
|
||||
|
||||
//
|
||||
// Reports ...
|
||||
eaExpert.eaReportNewMonths = eaReportNewMonths;
|
||||
eaExpert.eaReportNewWeeks = eaReportNewWeeks;
|
||||
eaExpert.eaReportNewDays = eaReportNewDays;
|
||||
eaExpert.eaReportNewHours = eaReportNewHours;
|
||||
eaExpert.eaReportTrades = eaReportTrades;
|
||||
eaExpert.eaReportSignals = eaReportSignals;
|
||||
eaExpert.eaReportRestrictions = eaReportRestrictions;
|
||||
eaExpert.eaReportProtector = eaReportProtector;
|
||||
eaExpert.eaReportAfterTradesBalance = eaReportAfterTradesBalance;
|
||||
|
||||
//
|
||||
// Collector ...
|
||||
eaExpert.eaSaveTrades = eaSaveTrades;
|
||||
eaExpert.eaSaveSignals = eaSaveSignals;
|
||||
eaExpert.eaSaveWins = eaSaveWins;
|
||||
eaExpert.eaSaveLosts = eaSaveLosts;
|
||||
eaExpert.eaSaveRestrictions = eaSaveRestrictions;
|
||||
|
||||
//
|
||||
// Management Panel ...
|
||||
eaExpert.eaShowPanel = eaShowPanel;
|
||||
eaExpert.eaPanelAllowedTPSLStep = eaPanelAllowedTPSLStep;
|
||||
eaExpert.eaPanelMinAllowedRiskInPoint = eaPanelMinAllowedRiskInPoint;
|
||||
eaExpert.eaPanelRiskInPoint = eaPanelRiskInPoint;
|
||||
eaExpert.eaPanelRiskToRewardRatio = eaPanelRiskToRewardRatio;
|
||||
eaExpert.eaPanelVolume = eaPanelVolume;
|
||||
|
||||
//
|
||||
// Attach Event Handlers ...
|
||||
eaExpert.AddOnSignalEventHandler(OnSignalTriggered);
|
||||
eaExpert.onGuardedEventHandler = OnGuardedTriggered;
|
||||
eaExpert.AddOnDealsChangedEventHandler(OnDealsChanged);
|
||||
eaExpert.AddOnStopLossEventHandler(OnStopLossTriggered);
|
||||
eaExpert.AddOnOrdersChangedEventHandler(OnOrdersChanged);
|
||||
eaExpert.AddOnSignalExecutedEventHandler(OnSignalExecuted);
|
||||
eaExpert.canAnalyseEventHandler = CanAnalyseEventTriggered;
|
||||
eaExpert.AddOnTakeProfitEventHandler(OnTakeProfitTriggered);
|
||||
eaExpert.checkForGuardEventHandler = CheckForGuardTriggered;
|
||||
eaExpert.AddOnModifyPositionEventHandler(OnPositionModified);
|
||||
eaExpert.AddOnPositionsChangedEventHandler(OnPositionsChanged);
|
||||
eaExpert.AddOnTradeStateChangedEventHandler(OnTradeStateChanged);
|
||||
eaExpert.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
|
||||
eaExpert.AddOnPartialClosePositionEventHandler(OnPositionPartialClosed);
|
||||
|
||||
//
|
||||
// Try to Initialize eaExpert ...
|
||||
bool isInited = eaExpert.HandleOnInit();
|
||||
if (!isInited)
|
||||
{
|
||||
//
|
||||
Print(ShortName, ": Initialization Failed ...");
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
Print(ShortName, ": Initialized Successfully ...");
|
||||
return INIT_SUCCEEDED;
|
||||
}
|
||||
|
||||
/**
|
||||
* De Initialize Expert ...
|
||||
*
|
||||
* @param reason: int, DeInitialization Reason ...
|
||||
*
|
||||
* REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
|
||||
* REASON_REMOVE 1 Program removed from a chart
|
||||
* REASON_RECOMPILE 2 Program recompiled
|
||||
* REASON_CHARTCHANGE 3 A symbol or a chart period is changed
|
||||
* REASON_CHARTCLOSE 4 Chart closed
|
||||
* REASON_PARAMETERS 5 Inputs changed by a user
|
||||
* REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
|
||||
* REASON_TEMPLATE 7 Another chart template applied
|
||||
* REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
|
||||
* REASON_CLOSE 9 Terminal closed
|
||||
*
|
||||
*/
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
//
|
||||
// Destroy Timer ...
|
||||
// If Initialized ...
|
||||
|
||||
//
|
||||
// De Init Expert Class Instance ...
|
||||
eaExpert.HandleOnDeInit();
|
||||
|
||||
//
|
||||
// Cleanup Resources ...
|
||||
delete eaExpert;
|
||||
ZeroMemory(eaExpert);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Tick for Processing ...
|
||||
*/
|
||||
void OnTick()
|
||||
{
|
||||
eaExpert.HandleOnTick();
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle On Trade Processing ...
|
||||
*/
|
||||
void OnTrade()
|
||||
{
|
||||
eaExpert.HandleOnTrade();
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle On Timer Processing ...
|
||||
*/
|
||||
void OnTimer()
|
||||
{
|
||||
eaExpert.HandleOnTimer();
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle On Chart Event Processing ...
|
||||
|
||||
* @param id: int, Specified Event ID ...
|
||||
* @param lparam: long, type event parameter
|
||||
* @param dparam: double, type event parameter
|
||||
* @param sparam: string, type event parameter
|
||||
*/
|
||||
void OnChartEvent(
|
||||
const int id,
|
||||
const long &lparam,
|
||||
const double &dparam,
|
||||
const string &sparam //
|
||||
)
|
||||
{
|
||||
eaExpert.HandleOnChartEvent(id, lparam, dparam, sparam);
|
||||
}
|
||||
|
||||
//
|
||||
// Event Listeners ...
|
||||
|
||||
/**
|
||||
* Handle CanAnalyse Event Triggered ...
|
||||
*
|
||||
* @param symbol: Symbol ...
|
||||
* @param period: Period ...
|
||||
* @param time: Analysing Time ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool CanAnalyseEventTriggered(
|
||||
string symbol,
|
||||
ENUM_TIMEFRAMES period,
|
||||
datetime time //
|
||||
)
|
||||
{
|
||||
return eaExpert.HandleCanAnalyseEventTriggered(
|
||||
symbol,
|
||||
period,
|
||||
time //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Check For Guard ...
|
||||
*
|
||||
* @param guards: XGuard, reference Collection to holds result ...
|
||||
* @param positions: XPosition, refrence collection to Provides Positions ...
|
||||
* @param barIndex: int, Specified Bar index ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
int CheckForGuardTriggered(
|
||||
XGuard &guards[],
|
||||
XPosition &positions[],
|
||||
int barIndex = 0 //
|
||||
)
|
||||
{
|
||||
//
|
||||
return eaExpert.CheckForGuardTriggered(
|
||||
guards,
|
||||
positions,
|
||||
barIndex //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Guard Events ...
|
||||
*
|
||||
* @param action: ENUM_X_GUARD_ACTIONS
|
||||
* @param positions: XPosition[]
|
||||
*/
|
||||
void OnGuardedTriggered(
|
||||
ENUM_X_GUARD_ACTIONS action,
|
||||
XPosition &positions[] //
|
||||
)
|
||||
{
|
||||
eaExpert.OnGuardedTriggered(action, positions);
|
||||
}
|
||||
|
||||
/**
|
||||
* Trigger OnSignal Event ...
|
||||
*
|
||||
* @param signal: XSignal
|
||||
*/
|
||||
void OnSignalTriggered(XSignal &signal)
|
||||
{
|
||||
eaExpert.HandleOnSignalTriggered(signal);
|
||||
}
|
||||
|
||||
/**
|
||||
* Trigger OnSignal Executed Event ...
|
||||
*
|
||||
* @param signal: XSignal
|
||||
*/
|
||||
void OnSignalExecuted(XSignal &signal)
|
||||
{
|
||||
eaExpert.HandleOnSignalExecuted(signal);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle StopLoss Triggered Positions ...
|
||||
*
|
||||
* @param deal: XDeal instance ...
|
||||
*/
|
||||
void OnStopLossTriggered(const XDeal &deal)
|
||||
{
|
||||
eaExpert.HandleOnStopLossTriggered(deal);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Take Profit Triggered Positions ...
|
||||
*
|
||||
* @param deal: XDeal instance ...
|
||||
*/
|
||||
void OnTakeProfitTriggered(const XDeal &deal)
|
||||
{
|
||||
eaExpert.HandleOnTakeProfitTriggered(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 //
|
||||
)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnPositionForceClosed(
|
||||
ticket,
|
||||
position,
|
||||
comment //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Deals Changes ...
|
||||
*
|
||||
* @param count: Integer, Number of Changes ...
|
||||
*/
|
||||
void OnDealsChanged(int count)
|
||||
{
|
||||
eaExpert.HandleOnDealsChanged(count);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Orders Changes ...
|
||||
*
|
||||
* @param count: Integer, Number of Changes ...
|
||||
*/
|
||||
void OnOrdersChanged(int count)
|
||||
{
|
||||
eaExpert.HandleOnOrdersChanged(count);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Positions Changes ...
|
||||
*
|
||||
* @param count: Integer, Number of Changes ...
|
||||
*/
|
||||
void OnPositionsChanged(int count)
|
||||
{
|
||||
eaExpert.HandleOnPositionsChanged(count);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Position Modified ...
|
||||
*
|
||||
* @param ticket: ulong, Position Ticket ...
|
||||
* @param profit: double, Position Profit ...
|
||||
* @param comment: string, Comment ...
|
||||
*/
|
||||
void OnPositionModified(
|
||||
const ulong ticket,
|
||||
const double profit,
|
||||
const string comment //
|
||||
)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnPositionModified(
|
||||
ticket,
|
||||
profit,
|
||||
comment //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Position Partial Closed ...
|
||||
*
|
||||
* @param ticket: ulong, Position Ticket ...
|
||||
* @param profit: double, Position Profit ...
|
||||
* @param comment: string, Comment ...
|
||||
*/
|
||||
void OnPositionPartialClosed(
|
||||
const ulong ticket,
|
||||
const double profit,
|
||||
const string comment //
|
||||
)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnPositionPartialClosed(
|
||||
ticket,
|
||||
profit,
|
||||
comment //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Trade State Changed ...
|
||||
*
|
||||
* @param state: XOnTradeHandlerState instance ...
|
||||
*/
|
||||
void OnTradeStateChanged(const XOnTradeHandlerState &state)
|
||||
{
|
||||
eaExpert.HandleOnTradeStateChanged(state);
|
||||
}
|
||||
|
||||
//
|
||||
// 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();
|
||||
}
|
||||
|
||||
//
|
||||
@@ -0,0 +1,636 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center MQL5 Expert Advisor
|
||||
// -------------------------------------------------
|
||||
// Name: X121XCATB
|
||||
// Description: X121XCATB base Expert Advisor ...
|
||||
//
|
||||
// Maintainer:
|
||||
// ------------
|
||||
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
|
||||
//
|
||||
//////////////////////////////////////////////////////
|
||||
//
|
||||
// Global Properties ...
|
||||
#property copyright "Copyright 2023, SaherElm IT Center"
|
||||
#property link "https://saherelm.ir"
|
||||
#property version "1.00"
|
||||
#property icon "../Images/SaherElm_Logo_Color.ico"
|
||||
#property description "SaherElm X121XCATB based Expert Advisor"
|
||||
#property strict
|
||||
|
||||
//
|
||||
#define ShortName "X121XCATBEA"
|
||||
|
||||
//
|
||||
// Importts ...
|
||||
#include "../XCATBEA/Classes/xcatbea.expert.class.mq5"
|
||||
|
||||
//
|
||||
// Inputs ...
|
||||
|
||||
//
|
||||
// Common ...
|
||||
input group "Common";
|
||||
input long eaMagicNumber = 1694056; // Magic Number
|
||||
input int eaSlippage = 10; // Slippgae
|
||||
input string eaLogSuffix = ""; // Log Suffix
|
||||
|
||||
//
|
||||
// Detector ...
|
||||
input group "Detector";
|
||||
|
||||
//
|
||||
// Validating ...
|
||||
input group "Validations";
|
||||
input bool eaForceHasSwing = false; // Force Block to Has Propper Swing
|
||||
input bool eaForceOBBarType = false; // Force Order Block to Has InDirectional Bars
|
||||
input int eaMinRequiredOBBar = 0; // Min Required OB Bar
|
||||
input bool eaForceFVGBarType = false; // Force Fair Value Gaps Bars Type
|
||||
input int eaLiquidityLoopback = 0; // Liquidity Detection Loopback
|
||||
input double eaMaxAllowedRange = 0.0; // Max Allowed Order Block Range
|
||||
input double eaMinAllowedRange = 0.0; // Min Allowed Order Block Range
|
||||
input bool eaForceHasFLiquidity = false; // Force Order Block To Has Reversal Liquidity
|
||||
input bool eaForceHasRLiquidity = false; // Force Order Block to Has Following Liquidity
|
||||
input bool eaValidateGapSequence = false; // Validate Fair Value Gaps Bar Sequences
|
||||
input int eaMinAllowedBlockLength = 0; // Min Allowed Block Length
|
||||
input bool eaValidateBlockEdgeBreakout = false; // Validate Order Block Edge Breakeout
|
||||
|
||||
//
|
||||
// Filtering ...
|
||||
input group "Filters";
|
||||
input bool eaFilterBasedOnKI = false; // Filter Based On KI Flats
|
||||
input bool eaFilterBasedOnPV = false; // Filter Based On PV
|
||||
input int eaBosLoopback = 0; // PV Based Filtering BOS Lookup
|
||||
input bool eaFilterBasedOnSar = false; // Filter Based On SAR
|
||||
input bool eaForceSarSwitched = false; // SAR Switched on Sides for Filtering
|
||||
input bool eaForceSarOnBothSide = false; // SAR Check on Both Sides for Filtering
|
||||
input bool eaForceSarHasBreakout = false; // SAR Must Breakout
|
||||
input bool eaForceSarHasReversalSide = false; // SAR Must Has Reversal Direction
|
||||
input bool eaFilterBasedOnRSI = false; // Filter Based On RSI
|
||||
input bool eaForceHasRSITrending = false; // RSI Must Has Trending
|
||||
input bool eaForceHasRSIVPattern = false; // RSI Must Has V Pattern
|
||||
input bool eaForceHasRSICrossing = false; // RSI Must Has Crossing Levels
|
||||
input bool eaFilterBasedOnADX = false; // Filter Based On ADX
|
||||
input bool eaForceHasADXTrending = false; // ADX Must Has Trending
|
||||
input bool eaForceHasADXCrossing = false; // ADX Must Has Crossing +DI/-DI
|
||||
input bool eaFilterBasedOnATR = false; // Filter Based On ATR
|
||||
input bool eaForceHasATRTrending = false; // ATR Must Has Trending
|
||||
input bool eaForceHasATRBreakout = false; // ATR Must Has Breakout
|
||||
input bool eaFilterBasedOnTrend = false; // Filter Based On Trend
|
||||
input bool eaForceHasTrendDir = false; // TREND Must Has Following Direction
|
||||
input bool eaForceHasTrendPlace = false; // TREND Place Based Filtering
|
||||
input bool eaForceHasTrendChange = false; // TREND Change Filtering
|
||||
input bool eaForceHasTrendTrending = false; // TREND Must Has Trending
|
||||
input bool eaForceHasTrendRejection = false; // TREND Line Must Rejected
|
||||
input bool eaForceHasTrendLineInside = false; // TREND Line has Inside
|
||||
input bool eaForceHasTrendDirOnBothSide = false; // TREND Must Has Following Direction in Both Side
|
||||
input bool eaFilterBasedOnDelta = false; // Filter Based On Delta
|
||||
input bool eaFilterBasedOnVolume = false; // Filter Based On Volume
|
||||
input bool eaFilterBasedOnSignalBar = false; // Filter Based on Signal Bar
|
||||
input bool eaFilterBasedOnHKSignalBar = false; // Filter Based On HK Signal Bar
|
||||
|
||||
//
|
||||
// Signal ...
|
||||
input group "Signal";
|
||||
input int eaSignalR2R = 2; // Risk Reward Ratio
|
||||
input double eaSLATRMultiplier = 0; // ATR Multiplier for SL
|
||||
input bool eaAllowSignallingBasedOnConditions = false; // Signalling Based on Market Conditions
|
||||
input bool eaAllowSignallingBasedOnTriggerBlocks = false; // Signalling Based on Trigger Blocks
|
||||
input bool eaAllowSignallingBasedOnTriggerBlocksInsideOther = false; // Signalling Based on Trigger Blocks Seccond inputs
|
||||
input bool eaSecondsTriggersSLUsingFirstTriggerBlock = true; // Use First Trigger Block for SL of Seconds Trigger Block Signalss
|
||||
input bool eaApplyValidateAndFilterOnSelectInsideOthers = false; // Select Trigger Blocks by Applying Validations and Filterss
|
||||
input bool eaAllowSignallingConditions1 = true; // Allow Market Conditions Signaller to Using Sar Signals
|
||||
input bool eaAllowSignallingConditions2 = true; // Allow Market Conditions Signaller to Using Trend Signals
|
||||
input bool eaAllowSignallingConditions3 = true; // Allow Market Conditions Signaller to Using Delta Signals
|
||||
input bool eaAllowSignallingConditions4 = true; // Allow Market Conditions Signaller to Using Volume Signals
|
||||
input bool eaAllowSignallingConditions5 = true; // Allow Market Conditions Signaller to Using Signal Bar Signals
|
||||
input bool eaAllowSignallingConditions6 = true; // Allow Market Conditions Signaller to Using HK Signal Bar Signals
|
||||
|
||||
//
|
||||
// Volume ...
|
||||
input group "Volume";
|
||||
input ENUM_X_VOLUME_SELECT_TYPE eaVolumeSelect = X_VOLUME_EQUITY; // Volume Applying Type
|
||||
input double eaStaticVoluem = 0.0; // Static Volume
|
||||
input double eaDynamicVolumeStepBalance = 0.0; // Step of Balance for Increase Volume
|
||||
input double eaDynamicVolumeStepVolume = X_MIN_VOLUME; // Step of Volume Increasing
|
||||
input double eaConstantRiskBalance = 0.0; // Constant Risk Balance per Trade
|
||||
input double eaConstantPercent = 0.5; // Constant Percent of Balance Per Trade
|
||||
input double eaConstantBalance = 0.0; // Constant Balance for Calculations
|
||||
|
||||
//
|
||||
// Management ...
|
||||
// eaSymbols => comma separated Symbols for Trading, use Default if not Provided ...
|
||||
// eaSessions => (ST_04:00_08:30),(TL_10:30_12:00),(NY_16:00_20:00)
|
||||
input group "Management";
|
||||
input string eaSymbols = "XAUUSDb,XAGUSDb,EURUSDb,GBPUSDb,USDCHFb,USDJPYb,USDCADb,NZDUSDb,DowJones30"; // Allowed Trading Symbols
|
||||
input bool eaAllowGuards = false; // Allow Guards
|
||||
input bool eaAllowTrade = true; // Allow Trade on Signals
|
||||
input bool eaAllowLongs = true; // Allow Long Trades
|
||||
input bool eaAllowShorts = true; // Allow Short Trades
|
||||
input string eaSessions = ""; // Active Sessions
|
||||
input ENUM_XCATBEA_TRADE_RESTRICTION_PERIOD eaRestrictionsPeriod = XCATBEA_TRADE_RESTRICATION_NONE; // Restrictions Period
|
||||
input int eaMaxAllowedTPs = 0; // Max Allowed TP(s) in Restrictions Period
|
||||
input int eaMaxAllowedSLs = 0; // Max Allowed SL(s) in Restrictions Period
|
||||
input int eaMaxAllowedTrades = 0; // Max Allowed Trades in Restrictions Period
|
||||
input int eaMaxAllowedPositions = 5; // Max Allowed Same Time Trades
|
||||
input double eaMaxAllowedSpread = 25; // Max Allowed Spread For Trade
|
||||
input double eaMaxAllowedDrawdownFactor = 0.3; // Max Allowed DrawDown for Trade
|
||||
input string eaCloseAllOpenTradesAt = ""; // Close All Open Trades per Day At Specified Time
|
||||
|
||||
//
|
||||
// Alert ...
|
||||
// Here we Provider All Requirements for
|
||||
// Configuring Alert Provider ...
|
||||
input group "Alert";
|
||||
input bool eaEnableAlerts = true; // Enable Alerts
|
||||
input bool eaSaveAlerts = true; // Save Alerts
|
||||
input bool eaLogAlerts = true; // Log Alerts
|
||||
input bool eaMailAlerts = false; // Mail Alerts
|
||||
input bool eaPushAlerts = true; // Push Alerts
|
||||
input bool eaTerminalAlerts = false; // Terminal Alerts
|
||||
|
||||
//
|
||||
// Time Report ...
|
||||
input group "Reports";
|
||||
input bool eaReportNewMonths = false; // Report New Month
|
||||
input bool eaReportNewWeeks = false; // Report New Weeks
|
||||
input bool eaReportNewDays = true; // Report New Days
|
||||
input bool eaReportNewHours = false; // Report New Hours
|
||||
input bool eaReportTrades = true; // Report Trades
|
||||
input bool eaReportSignals = true; // Report Signals
|
||||
input bool eaReportRestrictions = true; // Report Restrictions
|
||||
input bool eaReportProtector = true; // Report Protector Actions
|
||||
input bool eaReportAfterTradesBalance = true; // Report Balance after a Trade Finished
|
||||
|
||||
//
|
||||
// Collector ...
|
||||
input group "Collector";
|
||||
input bool eaSaveTrades = true; // Save Trades
|
||||
input bool eaSaveSignals = true; // Save Signals
|
||||
input bool eaSaveWins = true; // Save Winning Conditions
|
||||
input bool eaSaveLosts = true; // Save Lost Conditions
|
||||
input bool eaSaveRestrictions = true; // Save Restriction Reports
|
||||
|
||||
//
|
||||
// Variables ...
|
||||
|
||||
//
|
||||
XCXCATBEAExpert *eaExpert;
|
||||
|
||||
//
|
||||
// Event Handlers ...
|
||||
|
||||
//
|
||||
// Initialization ...
|
||||
int OnInit()
|
||||
{
|
||||
//
|
||||
// Preparing Tags ...
|
||||
string eaTag =
|
||||
(IsValid(eaLogSuffix)
|
||||
? eaLogSuffix + "_"
|
||||
: "") +
|
||||
ShortName;
|
||||
|
||||
//
|
||||
// Validate Inputs and Required Parameters
|
||||
// for EA to Works fine ...
|
||||
if (!ValidateInputs())
|
||||
{
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
// Initialize Timer ...
|
||||
if (!InitTimer())
|
||||
{
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// Configure EA Expert Class ...
|
||||
eaExpert = new XCXCATBEAExpert();
|
||||
|
||||
//
|
||||
// Setting All Inputs to Expert Adviser Class ...
|
||||
|
||||
//
|
||||
// Common ...
|
||||
eaExpert.eaLogSuffix = eaTag;
|
||||
eaExpert.eaSlippage = eaSlippage;
|
||||
eaExpert.eaMagicNumber = eaMagicNumber;
|
||||
|
||||
//
|
||||
// Detector ...
|
||||
|
||||
//
|
||||
// Validations ...
|
||||
eaExpert.eaForceHasSwing = eaForceHasSwing;
|
||||
eaExpert.eaForceOBBarType = eaForceOBBarType;
|
||||
eaExpert.eaForceFVGBarType = eaForceFVGBarType;
|
||||
eaExpert.eaMaxAllowedRange = eaMaxAllowedRange;
|
||||
eaExpert.eaMinAllowedRange = eaMinAllowedRange;
|
||||
eaExpert.eaMinRequiredOBBar = eaMinRequiredOBBar;
|
||||
eaExpert.eaLiquidityLoopback = eaLiquidityLoopback;
|
||||
eaExpert.eaForceHasFLiquidity = eaForceHasFLiquidity;
|
||||
eaExpert.eaForceHasRLiquidity = eaForceHasRLiquidity;
|
||||
eaExpert.eaValidateGapSequence = eaValidateGapSequence;
|
||||
eaExpert.eaMinAllowedBlockLength = eaMinAllowedBlockLength;
|
||||
eaExpert.eaValidateBlockEdgeBreakout = eaValidateBlockEdgeBreakout;
|
||||
|
||||
//
|
||||
// Filters ...
|
||||
eaExpert.eaBosLoopback = eaBosLoopback;
|
||||
eaExpert.eaFilterBasedOnKI = eaFilterBasedOnKI;
|
||||
eaExpert.eaFilterBasedOnPV = eaFilterBasedOnPV;
|
||||
eaExpert.eaFilterBasedOnSar = eaFilterBasedOnSar;
|
||||
eaExpert.eaFilterBasedOnRSI = eaFilterBasedOnRSI;
|
||||
eaExpert.eaForceSarSwitched = eaForceSarSwitched;
|
||||
eaExpert.eaFilterBasedOnADX = eaFilterBasedOnADX;
|
||||
eaExpert.eaFilterBasedOnATR = eaFilterBasedOnATR;
|
||||
eaExpert.eaForceHasTrendDir = eaForceHasTrendDir;
|
||||
eaExpert.eaForceSarOnBothSide = eaForceSarOnBothSide;
|
||||
eaExpert.eaFilterBasedOnTrend = eaFilterBasedOnTrend;
|
||||
eaExpert.eaForceHasTrendPlace = eaForceHasTrendPlace;
|
||||
eaExpert.eaFilterBasedOnDelta = eaFilterBasedOnDelta;
|
||||
eaExpert.eaForceSarHasBreakout = eaForceSarHasBreakout;
|
||||
eaExpert.eaForceHasRSITrending = eaForceHasRSITrending;
|
||||
eaExpert.eaForceHasRSIVPattern = eaForceHasRSIVPattern;
|
||||
eaExpert.eaForceHasRSICrossing = eaForceHasRSICrossing;
|
||||
eaExpert.eaForceHasADXTrending = eaForceHasADXTrending;
|
||||
eaExpert.eaForceHasADXCrossing = eaForceHasADXCrossing;
|
||||
eaExpert.eaForceHasATRTrending = eaForceHasATRTrending;
|
||||
eaExpert.eaForceHasATRBreakout = eaForceHasATRBreakout;
|
||||
eaExpert.eaForceHasTrendChange = eaForceHasTrendChange;
|
||||
eaExpert.eaFilterBasedOnVolume = eaFilterBasedOnVolume;
|
||||
eaExpert.eaForceHasTrendTrending = eaForceHasTrendTrending;
|
||||
eaExpert.eaForceHasTrendRejection = eaForceHasTrendRejection;
|
||||
eaExpert.eaFilterBasedOnSignalBar = eaFilterBasedOnSignalBar;
|
||||
eaExpert.eaForceSarHasReversalSide = eaForceSarHasReversalSide;
|
||||
eaExpert.eaForceHasTrendLineInside = eaForceHasTrendLineInside;
|
||||
eaExpert.eaFilterBasedOnHKSignalBar = eaFilterBasedOnHKSignalBar;
|
||||
eaExpert.eaForceHasTrendDirOnBothSide = eaForceHasTrendDirOnBothSide;
|
||||
|
||||
//
|
||||
// Signal ...
|
||||
eaExpert.eaSignalR2R = eaSignalR2R;
|
||||
eaExpert.eaSLATRMultiplier = eaSLATRMultiplier;
|
||||
eaExpert.eaAllowSignallingBasedOnConditions = eaAllowSignallingBasedOnConditions;
|
||||
eaExpert.eaAllowSignallingBasedOnTriggerBlocks = eaAllowSignallingBasedOnTriggerBlocks;
|
||||
eaExpert.eaSecondsTriggersSLUsingFirstTriggerBlock = eaSecondsTriggersSLUsingFirstTriggerBlock;
|
||||
eaExpert.eaApplyValidateAndFilterOnSelectInsideOthers = eaApplyValidateAndFilterOnSelectInsideOthers;
|
||||
eaExpert.eaAllowSignallingBasedOnTriggerBlocksInsideOther = eaAllowSignallingBasedOnTriggerBlocksInsideOther;
|
||||
eaExpert.eaAllowSignallingConditions1 = eaAllowSignallingConditions1;
|
||||
eaExpert.eaAllowSignallingConditions2 = eaAllowSignallingConditions2;
|
||||
eaExpert.eaAllowSignallingConditions3 = eaAllowSignallingConditions3;
|
||||
eaExpert.eaAllowSignallingConditions4 = eaAllowSignallingConditions4;
|
||||
eaExpert.eaAllowSignallingConditions5 = eaAllowSignallingConditions5;
|
||||
eaExpert.eaAllowSignallingConditions6 = eaAllowSignallingConditions6;
|
||||
|
||||
//
|
||||
// Volume ...
|
||||
eaExpert.eaVolumeSelect = eaVolumeSelect;
|
||||
eaExpert.eaStaticVoluem = eaStaticVoluem;
|
||||
eaExpert.eaConstantPercent = eaConstantPercent;
|
||||
eaExpert.eaConstantBalance = eaConstantBalance;
|
||||
eaExpert.eaConstantRiskBalance = eaConstantRiskBalance;
|
||||
eaExpert.eaDynamicVolumeStepVolume = eaDynamicVolumeStepVolume;
|
||||
eaExpert.eaDynamicVolumeStepBalance = eaDynamicVolumeStepBalance;
|
||||
|
||||
//
|
||||
// Management ...
|
||||
eaExpert.eaSymbols = eaSymbols;
|
||||
eaExpert.eaSessions = eaSessions;
|
||||
eaExpert.eaAllowTrade = eaAllowTrade;
|
||||
eaExpert.eaAllowLongs = eaAllowLongs;
|
||||
eaExpert.eaAllowGuards = eaAllowGuards;
|
||||
eaExpert.eaAllowShorts = eaAllowShorts;
|
||||
eaExpert.eaMaxAllowedTPs = eaMaxAllowedTPs;
|
||||
eaExpert.eaMaxAllowedSLs = eaMaxAllowedSLs;
|
||||
eaExpert.eaMaxAllowedTrades = eaMaxAllowedTrades;
|
||||
eaExpert.eaMaxAllowedSpread = eaMaxAllowedSpread;
|
||||
eaExpert.eaRestrictionsPeriod = eaRestrictionsPeriod;
|
||||
eaExpert.eaMaxAllowedPositions = eaMaxAllowedPositions;
|
||||
eaExpert.eaCloseAllOpenTradesAt = eaCloseAllOpenTradesAt;
|
||||
eaExpert.eaMaxAllowedDrawdownFactor = eaMaxAllowedDrawdownFactor;
|
||||
|
||||
//
|
||||
// Alert ...
|
||||
eaExpert.eaLogAlerts = eaLogAlerts;
|
||||
eaExpert.eaMailAlerts = eaMailAlerts;
|
||||
eaExpert.eaPushAlerts = eaPushAlerts;
|
||||
eaExpert.eaSaveAlerts = eaSaveAlerts;
|
||||
eaExpert.eaEnableAlerts = eaEnableAlerts;
|
||||
eaExpert.eaTerminalAlerts = eaTerminalAlerts;
|
||||
|
||||
//
|
||||
// Reports ...
|
||||
eaExpert.eaReportTrades = eaReportTrades;
|
||||
eaExpert.eaReportNewDays = eaReportNewDays;
|
||||
eaExpert.eaReportSignals = eaReportSignals;
|
||||
eaExpert.eaReportNewWeeks = eaReportNewWeeks;
|
||||
eaExpert.eaReportNewHours = eaReportNewHours;
|
||||
eaExpert.eaReportProtector = eaReportProtector;
|
||||
eaExpert.eaReportNewMonths = eaReportNewMonths;
|
||||
eaExpert.eaReportRestrictions = eaReportRestrictions;
|
||||
eaExpert.eaReportAfterTradesBalance = eaReportAfterTradesBalance;
|
||||
|
||||
//
|
||||
// Collector ...
|
||||
eaExpert.eaSaveWins = eaSaveWins;
|
||||
eaExpert.eaSaveLosts = eaSaveLosts;
|
||||
eaExpert.eaSaveTrades = eaSaveTrades;
|
||||
eaExpert.eaSaveSignals = eaSaveSignals;
|
||||
eaExpert.eaSaveRestrictions = eaSaveRestrictions;
|
||||
|
||||
//
|
||||
// Attach Event Handlers ...
|
||||
eaExpert.AddOnDealsChangedEventHandler(OnDealsChanged);
|
||||
eaExpert.AddOnStopLossEventHandler(OnStopLossTriggered);
|
||||
eaExpert.AddOnOrdersChangedEventHandler(OnOrdersChanged);
|
||||
eaExpert.AddOnTakeProfitEventHandler(OnTakeProfitTriggered);
|
||||
eaExpert.AddOnModifyPositionEventHandler(OnPositionModified);
|
||||
eaExpert.AddOnPositionsChangedEventHandler(OnPositionsChanged);
|
||||
eaExpert.AddOnTradeStateChangedEventHandler(OnTradeStateChanged);
|
||||
eaExpert.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
|
||||
eaExpert.AddOnPartialClosePositionEventHandler(OnPositionPartialClosed);
|
||||
|
||||
//
|
||||
bool isInited = eaExpert.HandleOnInit();
|
||||
if (!isInited)
|
||||
{
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
return INIT_SUCCEEDED;
|
||||
}
|
||||
|
||||
//
|
||||
// DeInitialization ...
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
//
|
||||
// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
|
||||
// REASON_REMOVE 1 Program removed from a chart
|
||||
// REASON_RECOMPILE 2 Program recompiled
|
||||
// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
|
||||
// REASON_CHARTCLOSE 4 Chart closed
|
||||
// REASON_PARAMETERS 5 Inputs changed by a user
|
||||
// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
|
||||
// REASON_TEMPLATE 7 Another chart template applied
|
||||
// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
|
||||
// REASON_CLOSE 9 Terminal closed
|
||||
|
||||
//
|
||||
// Destroy Timer ...
|
||||
eaExpert.HandleOnDeInit();
|
||||
|
||||
//
|
||||
delete eaExpert;
|
||||
ZeroMemory(eaExpert);
|
||||
}
|
||||
|
||||
//
|
||||
// On Tick Handler ...
|
||||
void OnTick()
|
||||
{
|
||||
eaExpert.HandleOnTick();
|
||||
}
|
||||
|
||||
//
|
||||
// Handle On Trade Event ...
|
||||
void OnTrade()
|
||||
{
|
||||
eaExpert.HandleOnTrade();
|
||||
}
|
||||
|
||||
//
|
||||
// On Timer ...
|
||||
void OnTimer()
|
||||
{
|
||||
eaExpert.HandleOnTimer();
|
||||
}
|
||||
|
||||
//
|
||||
// Chart Event Handler ...
|
||||
void OnChartEvent(
|
||||
const int id,
|
||||
const long &lparam,
|
||||
const double &dparam,
|
||||
const string &sparam //
|
||||
)
|
||||
{
|
||||
eaExpert.HandleOnChartEvent(id, lparam, dparam, sparam);
|
||||
}
|
||||
|
||||
//
|
||||
// Event Listeners ...
|
||||
|
||||
/**
|
||||
* Handle StopLoss Triggered Positions ...
|
||||
*
|
||||
* @param deal: XDeal instance ...
|
||||
*/
|
||||
void OnStopLossTriggered(const XDeal &deal)
|
||||
{
|
||||
eaExpert.HandleOnStopLossTriggered(deal);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Take Profit Triggered Positions ...
|
||||
*
|
||||
* @param deal: XDeal instance ...
|
||||
*/
|
||||
void OnTakeProfitTriggered(const XDeal &deal)
|
||||
{
|
||||
eaExpert.HandleOnTakeProfitTriggered(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 //
|
||||
)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnPositionForceClosed(
|
||||
ticket,
|
||||
position,
|
||||
comment //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Deals Changes ...
|
||||
*
|
||||
* @param count: Integer, Number of Changes ...
|
||||
*/
|
||||
void OnDealsChanged(int count)
|
||||
{
|
||||
eaExpert.HandleOnDealsChanged(count);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Orders Changes ...
|
||||
*
|
||||
* @param count: Integer, Number of Changes ...
|
||||
*/
|
||||
void OnOrdersChanged(int count)
|
||||
{
|
||||
eaExpert.HandleOnOrdersChanged(count);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Positions Changes ...
|
||||
*
|
||||
* @param count: Integer, Number of Changes ...
|
||||
*/
|
||||
void OnPositionsChanged(int count)
|
||||
{
|
||||
eaExpert.HandleOnPositionsChanged(count);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Position Modified ...
|
||||
*
|
||||
* @param ticket: ulong, Position Ticket ...
|
||||
* @param profit: double, Position Profit ...
|
||||
* @param comment: string, Comment ...
|
||||
*/
|
||||
void OnPositionModified(
|
||||
const ulong ticket,
|
||||
const double profit,
|
||||
const string comment //
|
||||
)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnPositionModified(
|
||||
ticket,
|
||||
profit,
|
||||
comment //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Position Partial Closed ...
|
||||
*
|
||||
* @param ticket: ulong, Position Ticket ...
|
||||
* @param profit: double, Position Profit ...
|
||||
* @param comment: string, Comment ...
|
||||
*/
|
||||
void OnPositionPartialClosed(
|
||||
const ulong ticket,
|
||||
const double profit,
|
||||
const string comment //
|
||||
)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnPositionPartialClosed(
|
||||
ticket,
|
||||
profit,
|
||||
comment //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Trade State Changed ...
|
||||
*
|
||||
* @param state: XOnTradeHandlerState instance ...
|
||||
*/
|
||||
void OnTradeStateChanged(const XOnTradeHandlerState &state)
|
||||
{
|
||||
eaExpert.HandleOnTradeStateChanged(state);
|
||||
}
|
||||
|
||||
//
|
||||
// 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();
|
||||
}
|
||||
|
||||
//
|
||||
Binary file not shown.
@@ -0,0 +1,881 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center MQL5 Expert Advisor
|
||||
// -------------------------------------------------
|
||||
// Name: X121XKIEABackTester
|
||||
// Description: Base Expert Advisor as Template ...
|
||||
//
|
||||
// Maintainer:
|
||||
// ------------
|
||||
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
|
||||
//
|
||||
//////////////////////////////////////////////////////
|
||||
//
|
||||
// Global Properties ...
|
||||
#property copyright "Copyright 2023, SaherElm IT Center"
|
||||
#property link "https://saherelm.ir"
|
||||
#property version "1.00"
|
||||
#property icon "../Images/SaherElm_Logo_Color.ico"
|
||||
#property description "SaherElm XFIMA Expert Advisor"
|
||||
#property strict
|
||||
|
||||
//
|
||||
#define ShortName "X121XKIEABackTester"
|
||||
|
||||
//
|
||||
// Importts ...
|
||||
#include "../Classes/x-saherelm.x-backtester.expert.class.mq5"
|
||||
#include "../X121XKIEA/Classes/x-saherelm.x121.xki.signaller.class.mq5"
|
||||
|
||||
// #region Inputs ...
|
||||
// #region Commons ...
|
||||
input group "Common";
|
||||
input long eaMagicNumber = 78692110; // Magic Number
|
||||
input int eaSlippage = 10; // Slippgae
|
||||
input string eaLogSuffix = ""; // Log Suffix
|
||||
// #endregion
|
||||
|
||||
// #region Volume ...
|
||||
input group "Volume";
|
||||
input ENUM_X_VOLUME_SELECT_TYPE eaVolumeSelect = X_VOLUME_CONSTANT; // Volume Applying Type
|
||||
input double eaStaticVoluem = 0.0; // Static Volume
|
||||
input double eaDynamicVolumeStepBalance = 0.0; // Step of Balance for Increase Volume
|
||||
input double eaDynamicVolumeStepVolume = X_MIN_VOLUME; // Step of Volume Increasing
|
||||
input double eaConstantRiskBalance = 0.0; // Constant Risk Balance per Trade
|
||||
input double eaConstantPercent = 1; // Constant Percent of Balance Per Trade
|
||||
input double eaConstantBalance = 1000.0; // Constant Balance for Calculations
|
||||
// #endregion
|
||||
|
||||
// #region Alert ...
|
||||
input group "Alert";
|
||||
input bool eaEnableAlerts = true; // Enable Alerts
|
||||
input bool eaLogAlerts = true; // Log Alerts
|
||||
input bool eaMailAlerts = false; // Mail Alerts
|
||||
input bool eaPushAlerts = false; // Push Alerts
|
||||
input bool eaTerminalAlerts = false; // Terminal Alerts
|
||||
// #endregion
|
||||
|
||||
// #region Configurations ...
|
||||
input group "Configuration";
|
||||
input bool eaProcessAllTicks = false; // Process All Ticks
|
||||
input double eaSignallerR2R = 2.0; // Risk To Reward Ratio
|
||||
input double eaSignallerVolume = 0.01; // Default Volume
|
||||
input double eaSignallerRiskInPoint = 50; // Default Risk In Point
|
||||
// #endregion
|
||||
|
||||
// #region Bar Time ...
|
||||
input group "Bar Timer";
|
||||
input int barTimeFontSize = 10; // Font Size
|
||||
input string barTimeFont = "Arial"; // Font
|
||||
input color barTimeColor = clrYellow; // Text Color
|
||||
input ENUM_BASE_CORNER barTimeCorner = CORNER_RIGHT_LOWER; // Text Position
|
||||
input bool showBars = true; // Show Bars
|
||||
input bool showBarTime = true; // Show Bar Time
|
||||
// #endregion
|
||||
|
||||
// #region Indicator Inputs ...
|
||||
//
|
||||
input group "Calculation";
|
||||
input int kiFastLength = 26; // KI Fast Length
|
||||
input int kiSlowLength = 104; // KI Slow Length
|
||||
input int kiSuperSlowLength = 208; // KI Super Slow Length
|
||||
input int maFastLength = 26; // MA Fast Length
|
||||
input int maSlowLength = 104; // MA Slow Length
|
||||
input int maSuperSlowLength = 208; // MA Super Slow Length
|
||||
input ENUM_MA_METHOD maMethod = MODE_EMA; // MA Mode
|
||||
input ENUM_APPLIED_PRICE maAppliedTo = PRICE_CLOSE; // MA Applied To
|
||||
input int rsiLength = 14; // RSI Length
|
||||
input ENUM_APPLIED_PRICE rsiAppliedTo = PRICE_CLOSE; // RSI Applied To
|
||||
input int kiWaveSmoothingLength = 14; // RSI KI Wave Smoothing Length
|
||||
input ENUM_X_MA_METHOD kiWaveSmoothingMode = X_MA_MODE_EMA; // RSI KI Wave Smoothing Method
|
||||
input double rsiMultiplier = 0.5; // RSI Multiplier
|
||||
input int atrLength = 14; // ATR Length
|
||||
input double atrMultiplier = 2; // ATR Multiplier
|
||||
input int atrSmoothingLength = 14; // ATR Smoothing Length
|
||||
input ENUM_X_MA_METHOD atrSmoothingMode = X_MA_MODE_EMA; // ATR Smoothing Method
|
||||
input ENUM_X_PRICE atrUpperPriceType = X_PRICE_HIGH; // ATR Upper Price Type
|
||||
input ENUM_X_PRICE atrLowerPriceType = X_PRICE_LOW; // ATR Lower Price Type
|
||||
|
||||
//
|
||||
// Presentation ...
|
||||
input group "Presentation";
|
||||
input bool showPV = true; // Show PV
|
||||
input bool showKIFast = true; // Show KI Fast
|
||||
input bool showKISlow = true; // Show KI Slow
|
||||
input bool showKISuperSlow = true; // Show KI Super Slow
|
||||
input bool showMaFast = true; // Show Ma Fast
|
||||
input bool showMaSlow = true; // Show MA Slow
|
||||
input bool showMaSuperSlow = true; // Show MA Super Slow
|
||||
input bool showKIWave = true; // Show KI Wave
|
||||
input bool showKIUpper = true; // Show KI Upper
|
||||
input bool showKILower = true; // Show KI Lower
|
||||
|
||||
//
|
||||
input int startCalculationForLastBars = 1500; // Calculate Last n Bars
|
||||
// #endregion
|
||||
// #endregion
|
||||
|
||||
// #region Local Variables ...
|
||||
//
|
||||
// Requirements ...
|
||||
string eaLogTag; // EA Log Prefix ...
|
||||
XCBackTesterEA *eaExpert; // EA Expert ...
|
||||
|
||||
//
|
||||
// Registered Signallers ...
|
||||
XCX121XKIStrategy1Signaller *signaller1; // XFIMA1 Signaller ...
|
||||
|
||||
//
|
||||
XBarTracker eaBarTracker; // EA Bar Traker ...
|
||||
|
||||
//
|
||||
// Registered Handlers ...
|
||||
int eaCTHandler = INVALID_HANDLE; // Candle Timer Handler ...
|
||||
int eaCCHandler = INVALID_HANDLE; // Candle Cleaner Handler ...
|
||||
|
||||
//
|
||||
bool eaIsNewBar; // Check New Bar ...
|
||||
|
||||
//
|
||||
ENUM_CHART_MODE eaBarMode = CHART_CANDLES;
|
||||
|
||||
//
|
||||
color eaBarUpColor = clrLime;
|
||||
color eaBarDownColor = clrRed;
|
||||
color eaBarLineColor = clrLime;
|
||||
color eaBarBearishColor = clrRed;
|
||||
color eaBarBullishColor = clrLime;
|
||||
color eaBarVolumesColor = clrGreen;
|
||||
// #endregion
|
||||
|
||||
// #region Event Handlers ...
|
||||
//
|
||||
// Initialization ...
|
||||
int OnInit()
|
||||
{
|
||||
//
|
||||
// Preparing Tags ...
|
||||
string eaTag =
|
||||
(IsValid(eaLogSuffix)
|
||||
? eaLogSuffix + "_"
|
||||
: "") +
|
||||
ShortName;
|
||||
|
||||
//
|
||||
// Validate Inputs and Required Parameters
|
||||
// for EA to Works fine ...
|
||||
if (!ValidateInputs())
|
||||
{
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
// Initialize Timer ...
|
||||
if (!InitTimer())
|
||||
{
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// Configure EA Expert Class ...
|
||||
eaExpert = new XCBackTesterEA();
|
||||
|
||||
//
|
||||
// Symbol / Period ...
|
||||
eaExpert.symbol = _Symbol;
|
||||
eaExpert.period = _Period;
|
||||
|
||||
//
|
||||
// Common ...
|
||||
eaExpert.eaMagicNumber = eaMagicNumber;
|
||||
eaExpert.eaSlippage = eaSlippage;
|
||||
eaExpert.eaLogSuffix = eaTag;
|
||||
|
||||
//
|
||||
// Volume ...
|
||||
eaExpert.eaVolumeSelect = eaVolumeSelect;
|
||||
eaExpert.eaStaticVoluem = eaStaticVoluem;
|
||||
eaExpert.eaDynamicVolumeStepBalance = eaDynamicVolumeStepBalance;
|
||||
eaExpert.eaDynamicVolumeStepVolume = eaDynamicVolumeStepVolume;
|
||||
eaExpert.eaConstantRiskBalance = eaConstantRiskBalance;
|
||||
eaExpert.eaConstantPercent = eaConstantPercent;
|
||||
eaExpert.eaConstantBalance = eaConstantBalance;
|
||||
|
||||
//
|
||||
// Alert ...
|
||||
eaExpert.eaEnableAlerts = eaEnableAlerts;
|
||||
eaExpert.eaLogAlerts = eaLogAlerts;
|
||||
eaExpert.eaMailAlerts = eaMailAlerts;
|
||||
eaExpert.eaPushAlerts = eaPushAlerts;
|
||||
eaExpert.eaTerminalAlerts = eaTerminalAlerts;
|
||||
|
||||
//
|
||||
// Attach Event Handlers ...
|
||||
eaExpert.AddOnDealsChangedEventHandler(OnDealsChanged);
|
||||
eaExpert.AddOnStopLossEventHandler(OnStopLossTriggered);
|
||||
eaExpert.AddOnOrdersChangedEventHandler(OnOrdersChanged);
|
||||
eaExpert.AddOnSignalExecutedEventHandler(OnSignalExecuted);
|
||||
eaExpert.AddOnTakeProfitEventHandler(OnTakeProfitTriggered);
|
||||
eaExpert.AddOnModifyPositionEventHandler(OnPositionModified);
|
||||
eaExpert.AddOnPositionsChangedEventHandler(OnPositionsChanged);
|
||||
eaExpert.AddOnTradeStateChangedEventHandler(OnTradeStateChanged);
|
||||
eaExpert.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
|
||||
eaExpert.AddOnPartialClosePositionEventHandler(OnPositionPartialClosed);
|
||||
|
||||
//
|
||||
// Configure Other Requirements ...
|
||||
eaExpert.allowedTPSLStep = 10;
|
||||
eaExpert.minAllowedRiskInPoint = 20;
|
||||
eaExpert.volume = eaSignallerVolume;
|
||||
eaExpert.riskToRewardRatio = eaSignallerR2R;
|
||||
eaExpert.riskInPoint = eaSignallerRiskInPoint;
|
||||
|
||||
//
|
||||
// Try to Initialize eaExpert ...
|
||||
bool isInited = eaExpert.HandleOnInit();
|
||||
if (!isInited)
|
||||
{
|
||||
//
|
||||
Print(ShortName, ": Initialization Failed ...");
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// Here Instantiate Signaller Class ...
|
||||
|
||||
//
|
||||
// Preparing Indicator Inputs ...
|
||||
X121XKIInputs kiInputs;
|
||||
|
||||
//
|
||||
// This is Default Configuration ...
|
||||
kiInputs.Default();
|
||||
kiInputs.Hide();
|
||||
|
||||
//
|
||||
// Here we Attach Inputs to Indicator ...
|
||||
kiInputs.kiFastLength = kiFastLength;
|
||||
kiInputs.kiSlowLength = kiSlowLength;
|
||||
kiInputs.kiSuperSlowLength = kiSuperSlowLength;
|
||||
kiInputs.maFastLength = maFastLength;
|
||||
kiInputs.maSlowLength = maSlowLength;
|
||||
kiInputs.maSuperSlowLength = maSuperSlowLength;
|
||||
kiInputs.maMethod = maMethod;
|
||||
kiInputs.maAppliedTo = maAppliedTo;
|
||||
kiInputs.rsiLength = rsiLength;
|
||||
kiInputs.rsiAppliedTo = rsiAppliedTo;
|
||||
kiInputs.kiWaveSmoothingLength = kiWaveSmoothingLength;
|
||||
kiInputs.kiWaveSmoothingMode = kiWaveSmoothingMode;
|
||||
kiInputs.rsiMultiplier = rsiMultiplier;
|
||||
kiInputs.atrLength = atrLength;
|
||||
kiInputs.atrMultiplier = atrMultiplier;
|
||||
kiInputs.atrSmoothingLength = atrSmoothingLength;
|
||||
kiInputs.atrSmoothingMode = atrSmoothingMode;
|
||||
kiInputs.atrUpperPriceType = atrUpperPriceType;
|
||||
kiInputs.atrLowerPriceType = atrLowerPriceType;
|
||||
kiInputs.showPV = showPV;
|
||||
kiInputs.showKIFast = showKIFast;
|
||||
kiInputs.showKISlow = showKISlow;
|
||||
kiInputs.showKISuperSlow = showKISuperSlow;
|
||||
kiInputs.showMaFast = showMaFast;
|
||||
kiInputs.showMaSlow = showMaSlow;
|
||||
kiInputs.showMaSuperSlow = showMaSuperSlow;
|
||||
kiInputs.showKIWave = showKIWave;
|
||||
kiInputs.showKIUpper = showKIUpper;
|
||||
kiInputs.showKILower = showKILower;
|
||||
kiInputs.startCalculationForLastBars = startCalculationForLastBars;
|
||||
|
||||
//
|
||||
// Instantiate Signaller ...
|
||||
|
||||
//
|
||||
// X121XKI1 Signaller ...
|
||||
signaller1 = new XCX121XKIStrategy1Signaller(
|
||||
_Symbol,
|
||||
_Period,
|
||||
kiInputs,
|
||||
eaProcessAllTicks, // Process All Ticks ...
|
||||
eaSignallerR2R, // Signaller Risk to Reward Ratio ...
|
||||
eaSignallerRiskInPoint, // Default Risk In Points ...
|
||||
eaSignallerVolume // Defaul Volume ...
|
||||
);
|
||||
|
||||
//
|
||||
// Configure Signaller ...
|
||||
signaller1.ignoreTargets = false;
|
||||
signaller1.slAdditionDistance = 30;
|
||||
signaller1.maxAllowedRiskDistance = 350;
|
||||
signaller1.AddOnSignalEventHandler(OnSignalTriggered);
|
||||
|
||||
//
|
||||
isInited =
|
||||
signaller1.IsValid();
|
||||
if (!isInited)
|
||||
{
|
||||
//
|
||||
Print(ShortName, ": Initialization Failed ...");
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// Initialize Candle Timer Handler ...
|
||||
eaCTHandler = iCustom(
|
||||
_Symbol,
|
||||
_Period,
|
||||
"x-saherelm.x121.xct",
|
||||
//
|
||||
// Inputs ...
|
||||
barTimeFontSize, // Font Size ...
|
||||
barTimeFont, // Font ...
|
||||
barTimeColor, // Text Color ...
|
||||
barTimeCorner, // Text Position ...
|
||||
//
|
||||
// Presentation ...
|
||||
"",
|
||||
showBarTime // Show Candle Time
|
||||
//
|
||||
);
|
||||
isInited = eaCTHandler != INVALID_HANDLE;
|
||||
if (!isInited)
|
||||
{
|
||||
//
|
||||
Print(ShortName, ": Initialization Failed ...");
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// Initialize Candle Cleaner Handler ...
|
||||
eaCCHandler = iCustom(
|
||||
_Symbol,
|
||||
_Period,
|
||||
"x-saherelm.x121.xcc",
|
||||
//
|
||||
// Inputs ...
|
||||
//
|
||||
// Chart Style ...
|
||||
"",
|
||||
eaBarMode, // Mode
|
||||
eaBarUpColor, // Up Color
|
||||
eaBarDownColor, // Down Color
|
||||
eaBarLineColor, // Line mode and Doji candlestick Color
|
||||
eaBarBullishColor, // Bearish Color
|
||||
eaBarBearishColor, // Bullish Color
|
||||
eaBarVolumesColor, // Volumes Color
|
||||
//
|
||||
// Presentation ...
|
||||
"",
|
||||
showBars // Show Candles
|
||||
//
|
||||
);
|
||||
isInited = eaCCHandler != INVALID_HANDLE;
|
||||
if (!isInited)
|
||||
{
|
||||
//
|
||||
Print(ShortName, ": Initialization Failed ...");
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// Initialize Bar Tracker ...
|
||||
isInited = eaBarTracker.Init(
|
||||
_Symbol,
|
||||
_Period //
|
||||
);
|
||||
if (!isInited)
|
||||
{
|
||||
//
|
||||
Print(ShortName, ": Initialization Failed ...");
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// Configure XFIMA POI Detector / Drawer ...
|
||||
// detectorConfig.Default();
|
||||
// detectorConfig.FullDetect();
|
||||
// marketStructureDrawerConfig.FullDraw();
|
||||
|
||||
//
|
||||
// Ignoring Position Drawer ...
|
||||
delete eaExpert.eaPositionDrawer;
|
||||
ZeroMemory(eaExpert.eaPositionDrawer);
|
||||
eaExpert.eaPositionDrawer = NULL;
|
||||
|
||||
//
|
||||
Print(ShortName, ": Initialized Successfully ...");
|
||||
return INIT_SUCCEEDED;
|
||||
}
|
||||
|
||||
//
|
||||
// DeInitialization ...
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
//
|
||||
// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
|
||||
// REASON_REMOVE 1 Program removed from a chart
|
||||
// REASON_RECOMPILE 2 Program recompiled
|
||||
// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
|
||||
// REASON_CHARTCLOSE 4 Chart closed
|
||||
// REASON_PARAMETERS 5 Inputs changed by a user
|
||||
// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
|
||||
// REASON_TEMPLATE 7 Another chart template applied
|
||||
// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
|
||||
// REASON_CLOSE 9 Terminal closed
|
||||
|
||||
//
|
||||
// Destroy Timer ...
|
||||
eaExpert.HandleOnDeInit();
|
||||
|
||||
//
|
||||
// De Init Indicator ...
|
||||
IndicatorRelease(eaCTHandler);
|
||||
|
||||
//
|
||||
eaBarTracker.Clean();
|
||||
|
||||
//
|
||||
delete signaller1;
|
||||
ZeroMemory(signaller1);
|
||||
|
||||
//
|
||||
delete eaExpert;
|
||||
ZeroMemory(eaExpert);
|
||||
}
|
||||
|
||||
//
|
||||
// On Tick Handler ...
|
||||
void OnTick()
|
||||
{
|
||||
//
|
||||
eaIsNewBar = eaBarTracker.IsNewBar();
|
||||
bool canProcess = eaProcessAllTicks
|
||||
? true
|
||||
: eaIsNewBar;
|
||||
//
|
||||
eaExpert.HandleOnTick();
|
||||
|
||||
//
|
||||
if (!canProcess)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
// Bar Index ...
|
||||
int barIndex = 0;
|
||||
|
||||
//
|
||||
// Signallers Calling OnTick ...
|
||||
signaller1.OnTick(barIndex);
|
||||
|
||||
//
|
||||
// Checking For Guard only When has Position ...
|
||||
XPosition positions[];
|
||||
int positionsCount = eaExpert.eaTrader.GetPositions(
|
||||
positions,
|
||||
signaller1.symbol,
|
||||
signaller1.name,
|
||||
signaller1.period,
|
||||
NULL, // All Types ...
|
||||
true, // Filter By Magic ...
|
||||
true // Force Clean ...
|
||||
);
|
||||
if (IsValidSize(positionsCount))
|
||||
{
|
||||
//
|
||||
XGuard guards[];
|
||||
int guardsCount = signaller1.CheckForGuard(
|
||||
guards,
|
||||
positions,
|
||||
barIndex //
|
||||
);
|
||||
if (IsValidSize(guardsCount))
|
||||
{
|
||||
//
|
||||
// Handling Guards ...
|
||||
eaExpert.eaGuard.DoGuards(guards);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Handle On Trade Event ...
|
||||
void OnTrade()
|
||||
{
|
||||
eaExpert.HandleOnTrade();
|
||||
}
|
||||
|
||||
//
|
||||
// On Timer ...
|
||||
void OnTimer()
|
||||
{
|
||||
eaExpert.HandleOnTimer();
|
||||
}
|
||||
|
||||
//
|
||||
// Chart Event Handler ...
|
||||
void OnChartEvent(
|
||||
const int id,
|
||||
const long &lparam,
|
||||
const double &dparam,
|
||||
const string &sparam //
|
||||
)
|
||||
{
|
||||
eaExpert.HandleOnChartEvent(id, lparam, dparam, sparam);
|
||||
}
|
||||
// #endregion
|
||||
|
||||
// #region Custom Event Handlers ...
|
||||
/**
|
||||
* Validate all Inputs of Expert Adviser ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool ValidateInputs()
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
string errMessage = "";
|
||||
|
||||
//
|
||||
bool isCommonValid = (
|
||||
//
|
||||
eaSlippage > 0 &&
|
||||
eaMagicNumber > 0 &&
|
||||
//
|
||||
// Indicator Inputs ...
|
||||
//
|
||||
// KI ...
|
||||
kiFastLength >= 5 &&
|
||||
kiSlowLength > kiFastLength &&
|
||||
//
|
||||
// ATR ...
|
||||
atrLength >= 5 &&
|
||||
//
|
||||
// RSI ...
|
||||
rsiLength >= 5
|
||||
//
|
||||
//
|
||||
);
|
||||
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();
|
||||
}
|
||||
|
||||
/**
|
||||
* Trigger OnSignal Event ...
|
||||
*
|
||||
* @param signal: XSignal
|
||||
*/
|
||||
void OnSignalTriggered(XSignal &signal)
|
||||
{
|
||||
// //
|
||||
// // Draw Signal on Chart ...
|
||||
// XCSignalObject *iSignalObj;
|
||||
// bool has = signaller1.poiDrawer.DrawSignal(
|
||||
// signal,
|
||||
// iSignalObj,
|
||||
// 7 //
|
||||
// );
|
||||
|
||||
//
|
||||
eaExpert.HandleOnSignalTriggered(signal);
|
||||
}
|
||||
|
||||
/**
|
||||
* Trigger OnSignal Executed Event ...
|
||||
*
|
||||
* @param signal: XSignal
|
||||
*/
|
||||
void OnSignalExecuted(XSignal &signal)
|
||||
{
|
||||
eaExpert.HandleOnSignalExecuted(signal);
|
||||
}
|
||||
|
||||
/**
|
||||
* Check For Guard ...
|
||||
*
|
||||
* @param guards: XGuard, reference Collection to holds result ...
|
||||
* @param positions: XPosition, refrence collection to Provides Positions ...
|
||||
* @param barIndex: int, Specified Bar index ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
int CheckForGuard(
|
||||
XGuard &guards[],
|
||||
XPosition &positions[],
|
||||
int barIndex = 0 //
|
||||
)
|
||||
{
|
||||
//
|
||||
int result = signaller1.CheckForGuard(
|
||||
guards,
|
||||
positions,
|
||||
barIndex //
|
||||
);
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Trade Event Handlers ...
|
||||
|
||||
/**
|
||||
* Handle StopLoss Triggered Positions ...
|
||||
*
|
||||
* @param deal: XDeal instance ...
|
||||
*/
|
||||
void OnStopLossTriggered(const XDeal &deal)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnStopLossTriggered(deal);
|
||||
|
||||
//
|
||||
HandleBalanceReport();
|
||||
HandleWinTrade(deal.positionId, deal.profit);
|
||||
HandleLoseTrade(deal.positionId, deal.profit);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Take Profit Triggered Positions ...
|
||||
*
|
||||
* @param deal: XDeal instance ...
|
||||
*/
|
||||
void OnTakeProfitTriggered(const XDeal &deal)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnTakeProfitTriggered(deal);
|
||||
|
||||
//
|
||||
HandleBalanceReport();
|
||||
HandleWinTrade(deal.positionId, deal.profit);
|
||||
}
|
||||
|
||||
/**
|
||||
* 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 //
|
||||
)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnPositionForceClosed(
|
||||
ticket,
|
||||
position,
|
||||
comment //
|
||||
);
|
||||
|
||||
//
|
||||
HandleBalanceReport();
|
||||
HandleWinTrade(ticket, position.profit);
|
||||
HandleLoseTrade(ticket, position.profit);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Deals Changes ...
|
||||
*
|
||||
* @param count: Integer, Number of Changes ...
|
||||
*/
|
||||
void OnDealsChanged(int count)
|
||||
{
|
||||
eaExpert.HandleOnDealsChanged(count);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Orders Changes ...
|
||||
*
|
||||
* @param count: Integer, Number of Changes ...
|
||||
*/
|
||||
void OnOrdersChanged(int count)
|
||||
{
|
||||
eaExpert.HandleOnOrdersChanged(count);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Positions Changes ...
|
||||
*
|
||||
* @param count: Integer, Number of Changes ...
|
||||
*/
|
||||
void OnPositionsChanged(int count)
|
||||
{
|
||||
eaExpert.HandleOnPositionsChanged(count);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Position Modified ...
|
||||
*
|
||||
* @param ticket: ulong, Position Ticket ...
|
||||
* @param profit: double, Position Profit ...
|
||||
* @param comment: string, Comment ...
|
||||
*/
|
||||
void OnPositionModified(
|
||||
const ulong ticket,
|
||||
const double profit,
|
||||
const string comment //
|
||||
)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnPositionModified(
|
||||
ticket,
|
||||
profit,
|
||||
comment //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Position Partial Closed ...
|
||||
*
|
||||
* @param ticket: ulong, Position Ticket ...
|
||||
* @param profit: double, Position Profit ...
|
||||
* @param comment: string, Comment ...
|
||||
*/
|
||||
void OnPositionPartialClosed(
|
||||
const ulong ticket,
|
||||
const double profit,
|
||||
const string comment //
|
||||
)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnPositionPartialClosed(
|
||||
ticket,
|
||||
profit,
|
||||
comment //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Trade State Changed ...
|
||||
*
|
||||
* @param state: XOnTradeHandlerState instance ...
|
||||
*/
|
||||
void OnTradeStateChanged(const XOnTradeHandlerState &state)
|
||||
{
|
||||
eaExpert.HandleOnTradeStateChanged(state);
|
||||
}
|
||||
|
||||
/**
|
||||
* Test Resting Signals ...
|
||||
*
|
||||
* @param ticket: ulong, Position Ticket ...
|
||||
* @param profit: double, Position Profit ...
|
||||
*/
|
||||
void HandleLoseTrade(
|
||||
ulong ticket = 0,
|
||||
double profit = 0 //
|
||||
)
|
||||
{
|
||||
//
|
||||
// Check Position Loose ...
|
||||
bool has = ticket > 0 &&
|
||||
profit < 0;
|
||||
if (!has)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
// NOTE: Here we Can Add Restrictions on Signaller based on our Requirements ...
|
||||
// restingSignals: Specified Number of Signals which must to Ignore ...
|
||||
// restUntil: Specified DateTime to Ignore all Signals before it Expiration ...
|
||||
// restingDelay: Specified Bars Delay to Ignore all Signals before it passed ...
|
||||
|
||||
//
|
||||
// Increase Resting Signals of Signallers ...
|
||||
signaller1.LoseTrade();
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Win Trade ...
|
||||
*
|
||||
* @param ticket: ulong, Position Ticket ...
|
||||
* @param profit: double, Position Profit ...
|
||||
*/
|
||||
void HandleWinTrade(
|
||||
ulong ticket = 0,
|
||||
double profit = 0 //
|
||||
)
|
||||
{
|
||||
//
|
||||
bool has = ticket > 0 &&
|
||||
profit > 0;
|
||||
if (!has)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
signaller1.WinTrade();
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Balance Report ...
|
||||
*/
|
||||
void HandleBalanceReport()
|
||||
{
|
||||
//
|
||||
string message = eaExpert.eaTrader.mAccount.GetBalanceReportMessage();
|
||||
eaExpert.eaAlert.SendAlert(message);
|
||||
}
|
||||
// #endregion
|
||||
@@ -0,0 +1,965 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center XTest MQL5 Expert Advisor
|
||||
// -------------------------------------------------
|
||||
// Name: XBackTester
|
||||
// Description: a Backtest Tools Strategy Tester
|
||||
//
|
||||
// Maintainer:
|
||||
// ------------
|
||||
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
|
||||
//
|
||||
//////////////////////////////////////////////////////x
|
||||
//
|
||||
// Global Properties ...
|
||||
#property copyright "Copyright 2023, SaherElm IT Center"
|
||||
#property link "https://saherelm.ir"
|
||||
#property version "1.00"
|
||||
#property description "SaherElm XBackTester"
|
||||
#property icon "../Images/SaherElm_Logo_Color.ico"
|
||||
#property strict
|
||||
|
||||
//
|
||||
#define ShortName "XBackTester"
|
||||
|
||||
//
|
||||
// Imports ...
|
||||
#include "../Classes/x-saherelm.x-backtester.expert.class.mq5"
|
||||
#include "../XFIMAEA/Classes/x-saherelm.xfima.signaller.class.mq5"
|
||||
|
||||
//
|
||||
// Definitions ...
|
||||
|
||||
//
|
||||
// Inputs ...
|
||||
|
||||
//
|
||||
// Common ...
|
||||
input group "Common";
|
||||
input long eaMagicNumber = 78692110; // Magic Number
|
||||
input int eaSlippage = 10; // Slippgae
|
||||
input string eaLogSuffix = ""; // Log Suffix
|
||||
|
||||
//
|
||||
// Volume ...
|
||||
input group "Volume";
|
||||
input ENUM_X_VOLUME_SELECT_TYPE eaVolumeSelect = X_VOLUME_CONSTANT; // Volume Applying Type
|
||||
input double eaStaticVoluem = 0.0; // Static Volume
|
||||
input double eaDynamicVolumeStepBalance = 0.0; // Step of Balance for Increase Volume
|
||||
input double eaDynamicVolumeStepVolume = X_MIN_VOLUME; // Step of Volume Increasing
|
||||
input double eaConstantRiskBalance = 0.0; // Constant Risk Balance per Trade
|
||||
input double eaConstantPercent = 1; // Constant Percent of Balance Per Trade
|
||||
input double eaConstantBalance = 1000.0; // Constant Balance for Calculations
|
||||
|
||||
//
|
||||
// Alert ...
|
||||
// Here we Provider All Requirements for
|
||||
// Configuring Alert Provider ...
|
||||
input group "Alert";
|
||||
input bool eaEnableAlerts = true; // Enable Alerts
|
||||
input bool eaLogAlerts = true; // Log Alerts
|
||||
input bool eaMailAlerts = false; // Mail Alerts
|
||||
input bool eaPushAlerts = false; // Push Alerts
|
||||
input bool eaTerminalAlerts = false; // Terminal Alerts
|
||||
|
||||
//
|
||||
// Configurations ...
|
||||
input group "Configuration";
|
||||
input bool eaProcessAllTicks = false; // Process All Ticks
|
||||
input double eaSignallerR2R = 2.0; // Risk To Reward Ratio
|
||||
input double eaSignallerVolume = 0.01; // Default Volume
|
||||
input double eaSignallerRiskInPoint = 50; // Default Risk In Point
|
||||
|
||||
//
|
||||
// Indicator Inputs ...
|
||||
//
|
||||
input group "Calculation";
|
||||
|
||||
//
|
||||
// Short ...
|
||||
input ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // How to Find Short Period
|
||||
input ENUM_TIMEFRAMES scPeriod = NULL; // Short Period
|
||||
|
||||
//
|
||||
// Medium ...
|
||||
input ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // How to Find Medium Period
|
||||
input ENUM_TIMEFRAMES mcPeriod = NULL; // Medium Period
|
||||
|
||||
//
|
||||
// Long ...
|
||||
input ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // How to Find Long Period
|
||||
input ENUM_TIMEFRAMES lcPeriod = NULL; // Long Period
|
||||
|
||||
//
|
||||
// Hind ...
|
||||
input ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // How to Find Hind Period
|
||||
input ENUM_TIMEFRAMES hcPeriod = NULL; // Hind Period
|
||||
|
||||
//
|
||||
// PV ...
|
||||
input ENUM_SERIESMODE upperMode = MODE_HIGH; // Peak Method
|
||||
input ENUM_SERIESMODE lowerMode = MODE_LOW; // Vale Method
|
||||
|
||||
//
|
||||
// Others ...
|
||||
input ENUM_X_FIBO_LEVELS fiboUpperZoneLevel = X_FIBO_LEVEL_382; // Upper Zone Level
|
||||
input ENUM_X_FIBO_LEVELS fiboMiddleZoneLevel = X_FIBO_LEVEL_500; // Middle Zone Level
|
||||
input ENUM_X_FIBO_LEVELS fiboLowerZoneLevel = X_FIBO_LEVEL_618; // Lower Zone Level
|
||||
input double sarStep = 0.02; // SAR Step
|
||||
input double sarMax = 0.2; // SAR Maximum
|
||||
input ENUM_MA_METHOD maMethod = MODE_EMA; // MA Method
|
||||
input ENUM_APPLIED_PRICE maAppliedTo = PRICE_CLOSE; // MA Applied To
|
||||
input int maFastLength = 7; // Fast MA Length
|
||||
input int maSlowLength = 20; // Slow MA Length
|
||||
input int maBandLength = 7; // MA Band Length
|
||||
input int zigzagDepth = 12; // ZigZag Depth
|
||||
input int zigzagDeviation = 5; // ZigZag Deviation
|
||||
input int zigzagBackStep = 3; // ZigZag Back Step
|
||||
input ENUM_X_PRICE zigzagUppersMode = X_PRICE_HIGH; // ZigZag High Detect Mode
|
||||
input ENUM_X_PRICE zigzagLowersMode = X_PRICE_LOW; // ZigZag Low Detect Mode
|
||||
input bool hkIgnoreShadows = true; // HK Remove noises
|
||||
input int hkSmoothingLength = 21; // HK Smoothing Length
|
||||
input ENUM_X_MA_METHOD hkSmoothingMode = X_MA_MODE_EMA; // HK Smoothing Method
|
||||
input int atrLength = 14; // ATR Length
|
||||
input double atrMultiplier = 1.5; // ATR Band Multiplier
|
||||
input int atrSmoothingLength = 21; // ATR Smoothing Length
|
||||
input ENUM_X_PRICE atrUpperPriceType = X_PRICE_HIGH; // ATR Upper Zone Applied To
|
||||
input ENUM_X_PRICE atrLowerPriceType = X_PRICE_LOW; // ATR Lower Zone Applied To
|
||||
input ENUM_X_MA_METHOD atrSmoothingMode = X_MA_MODE_EMA; // ATR Smoothing Method
|
||||
|
||||
//
|
||||
input group "Bar Timer";
|
||||
input int barTimeFontSize = 10; // Font Size
|
||||
input string barTimeFont = "Arial"; // Font
|
||||
input color barTimeColor = clrYellow; // Text Color
|
||||
input ENUM_BASE_CORNER barTimeCorner = CORNER_RIGHT_LOWER; // Text Position
|
||||
|
||||
//
|
||||
// Presentation ...
|
||||
input group "Presentation";
|
||||
input bool showPV = false; // Show PV
|
||||
input bool showHK = false; // Show HK
|
||||
input bool showSAR = false; // Show Sar
|
||||
input bool showBars = true; // Show Bars
|
||||
input bool showMAFast = false; // Show MA Fast
|
||||
input bool showMASlow = false; // Show MA Slow
|
||||
input bool showMABand = false; // Show MA Band
|
||||
input bool showHKBand = false; // Show HK Band
|
||||
input bool showATRBand = false; // Show ATR Band
|
||||
input bool showBarTime = true; // Show Bar Time
|
||||
input bool showZigZag = false; // Show ZigZag
|
||||
input bool showCyclesMa = false; // Show Cycles MA
|
||||
input bool showFiboZone = false; // Show Fibo Zone
|
||||
|
||||
//
|
||||
input int startCalculationForLastBars = 1500; // Calculate Last n Bars
|
||||
|
||||
//
|
||||
input int sarArrowCode = 159; // Parabolic Sar Arrow Code
|
||||
input int peakArrowCode = 159; // Peaks Arrow Code
|
||||
input int valeArrowCode = 159; // Vales Arrow Code
|
||||
|
||||
//
|
||||
// Define Local Variables ...
|
||||
|
||||
//
|
||||
// Requirements ...
|
||||
string eaLogTag; // EA Log Prefix ...
|
||||
XCBackTesterEA *eaExpert; // EA Expert ...
|
||||
|
||||
//
|
||||
// Registered Signallers ...
|
||||
XCXFIMAStrategy1Signaller *fima1Signaller; // XFIMA1 Signaller ...
|
||||
|
||||
//
|
||||
XBarTracker eaBarTracker; // EA Bar Traker ...
|
||||
|
||||
//
|
||||
// Registered Handlers ...
|
||||
int eaCTHandler = INVALID_HANDLE; // Candle Timer Handler ...
|
||||
int eaCCHandler = INVALID_HANDLE; // Candle Cleaner Handler ...
|
||||
|
||||
//
|
||||
bool eaIsNewBar; // Check New Bar ...
|
||||
|
||||
//
|
||||
ENUM_CHART_MODE eaBarMode = CHART_CANDLES;
|
||||
|
||||
//
|
||||
color eaBarUpColor = clrLime;
|
||||
color eaBarDownColor = clrRed;
|
||||
color eaBarLineColor = clrLime;
|
||||
color eaBarBearishColor = clrRed;
|
||||
color eaBarBullishColor = clrLime;
|
||||
color eaBarVolumesColor = clrGreen;
|
||||
|
||||
//
|
||||
// Event Handlers ...
|
||||
|
||||
//
|
||||
// Initialization ...
|
||||
int OnInit()
|
||||
{
|
||||
//
|
||||
// Preparing Tags ...
|
||||
string eaTag =
|
||||
(IsValid(eaLogSuffix)
|
||||
? eaLogSuffix + "_"
|
||||
: "") +
|
||||
ShortName;
|
||||
|
||||
//
|
||||
// Validate Inputs and Required Parameters
|
||||
// for EA to Works fine ...
|
||||
if (!ValidateInputs())
|
||||
{
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
// Initialize Timer ...
|
||||
if (!InitTimer())
|
||||
{
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// Configure EA Expert Class ...
|
||||
eaExpert = new XCBackTesterEA();
|
||||
|
||||
//
|
||||
// Symbol / Period ...
|
||||
eaExpert.symbol = _Symbol;
|
||||
eaExpert.period = _Period;
|
||||
|
||||
//
|
||||
// Common ...
|
||||
eaExpert.eaMagicNumber = eaMagicNumber;
|
||||
eaExpert.eaSlippage = eaSlippage;
|
||||
eaExpert.eaLogSuffix = eaTag;
|
||||
|
||||
//
|
||||
// Volume ...
|
||||
eaExpert.eaVolumeSelect = eaVolumeSelect;
|
||||
eaExpert.eaStaticVoluem = eaStaticVoluem;
|
||||
eaExpert.eaDynamicVolumeStepBalance = eaDynamicVolumeStepBalance;
|
||||
eaExpert.eaDynamicVolumeStepVolume = eaDynamicVolumeStepVolume;
|
||||
eaExpert.eaConstantRiskBalance = eaConstantRiskBalance;
|
||||
eaExpert.eaConstantPercent = eaConstantPercent;
|
||||
eaExpert.eaConstantBalance = eaConstantBalance;
|
||||
|
||||
//
|
||||
// Alert ...
|
||||
eaExpert.eaEnableAlerts = eaEnableAlerts;
|
||||
eaExpert.eaLogAlerts = eaLogAlerts;
|
||||
eaExpert.eaMailAlerts = eaMailAlerts;
|
||||
eaExpert.eaPushAlerts = eaPushAlerts;
|
||||
eaExpert.eaTerminalAlerts = eaTerminalAlerts;
|
||||
|
||||
//
|
||||
// Attach Event Handlers ...
|
||||
eaExpert.AddOnDealsChangedEventHandler(OnDealsChanged);
|
||||
eaExpert.AddOnStopLossEventHandler(OnStopLossTriggered);
|
||||
eaExpert.AddOnOrdersChangedEventHandler(OnOrdersChanged);
|
||||
eaExpert.AddOnSignalExecutedEventHandler(OnSignalExecuted);
|
||||
eaExpert.AddOnTakeProfitEventHandler(OnTakeProfitTriggered);
|
||||
eaExpert.AddOnModifyPositionEventHandler(OnPositionModified);
|
||||
eaExpert.AddOnPositionsChangedEventHandler(OnPositionsChanged);
|
||||
eaExpert.AddOnTradeStateChangedEventHandler(OnTradeStateChanged);
|
||||
eaExpert.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
|
||||
eaExpert.AddOnPartialClosePositionEventHandler(OnPositionPartialClosed);
|
||||
|
||||
//
|
||||
// Configure Other Requirements ...
|
||||
eaExpert.allowedTPSLStep = 10;
|
||||
eaExpert.minAllowedRiskInPoint = 20;
|
||||
eaExpert.volume = eaSignallerVolume;
|
||||
eaExpert.riskToRewardRatio = eaSignallerR2R;
|
||||
eaExpert.riskInPoint = eaSignallerRiskInPoint;
|
||||
|
||||
//
|
||||
// Try to Initialize eaExpert ...
|
||||
bool isInited = eaExpert.HandleOnInit();
|
||||
if (!isInited)
|
||||
{
|
||||
//
|
||||
Print(ShortName, ": Initialization Failed ...");
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// Here Instantiate Signaller Class ...
|
||||
|
||||
//
|
||||
// Preparing Indicator Inputs ...
|
||||
XFIMAInputs fimaInputs;
|
||||
|
||||
//
|
||||
// This is Default Configuration ...
|
||||
fimaInputs.Default();
|
||||
fimaInputs.Hide();
|
||||
|
||||
//
|
||||
// Here we Attach Inputs to Indicator ...
|
||||
fimaInputs.scMethod = scMethod;
|
||||
fimaInputs.scPeriod = scPeriod;
|
||||
fimaInputs.mcMethod = mcMethod;
|
||||
fimaInputs.mcPeriod = mcPeriod;
|
||||
fimaInputs.lcMethod = lcMethod;
|
||||
fimaInputs.lcPeriod = lcPeriod;
|
||||
fimaInputs.hcMethod = hcMethod;
|
||||
fimaInputs.hcPeriod = hcPeriod;
|
||||
fimaInputs.upperMode = upperMode;
|
||||
fimaInputs.lowerMode = lowerMode;
|
||||
fimaInputs.fiboUpperZoneLevel = fiboUpperZoneLevel;
|
||||
fimaInputs.fiboMiddleZoneLevel = fiboMiddleZoneLevel;
|
||||
fimaInputs.fiboLowerZoneLevel = fiboLowerZoneLevel;
|
||||
fimaInputs.sarStep = sarStep;
|
||||
fimaInputs.sarMax = sarMax;
|
||||
fimaInputs.maMethod = maMethod;
|
||||
fimaInputs.maAppliedTo = maAppliedTo;
|
||||
fimaInputs.maFastLength = maFastLength;
|
||||
fimaInputs.maSlowLength = maSlowLength;
|
||||
fimaInputs.maBandLength = maBandLength;
|
||||
fimaInputs.zigzagDepth = zigzagDepth;
|
||||
fimaInputs.zigzagDeviation = zigzagDeviation;
|
||||
fimaInputs.zigzagBackStep = zigzagBackStep;
|
||||
fimaInputs.zigzagUppersMode = zigzagUppersMode;
|
||||
fimaInputs.zigzagLowersMode = zigzagLowersMode;
|
||||
fimaInputs.hkIgnoreShadows = hkIgnoreShadows;
|
||||
fimaInputs.hkSmoothingLength = hkSmoothingLength;
|
||||
fimaInputs.hkSmoothingMode = hkSmoothingMode;
|
||||
fimaInputs.atrLength = atrLength;
|
||||
fimaInputs.atrMultiplier = atrMultiplier;
|
||||
fimaInputs.atrSmoothingLength = atrSmoothingLength;
|
||||
fimaInputs.atrUpperPriceType = atrUpperPriceType;
|
||||
fimaInputs.atrLowerPriceType = atrLowerPriceType;
|
||||
fimaInputs.atrSmoothingMode = atrSmoothingMode;
|
||||
fimaInputs.showPV = showPV;
|
||||
fimaInputs.showHK = showHK;
|
||||
fimaInputs.showSAR = showSAR;
|
||||
fimaInputs.showMAFast = showMAFast;
|
||||
fimaInputs.showMASlow = showMASlow;
|
||||
fimaInputs.showMABand = showMABand;
|
||||
fimaInputs.showHKBand = showHKBand;
|
||||
fimaInputs.showATRBand = showATRBand;
|
||||
fimaInputs.showZigZag = showZigZag;
|
||||
fimaInputs.showCyclesMa = showCyclesMa;
|
||||
fimaInputs.showFiboZone = showFiboZone;
|
||||
fimaInputs.startCalculationForLastBars = startCalculationForLastBars;
|
||||
fimaInputs.sarArrowCode = sarArrowCode;
|
||||
fimaInputs.peakArrowCode = peakArrowCode;
|
||||
fimaInputs.valeArrowCode = valeArrowCode;
|
||||
|
||||
//
|
||||
// Instantiate Signaller ...
|
||||
|
||||
//
|
||||
// XFIMA1 Signaller ...
|
||||
fima1Signaller = new XCXFIMAStrategy1Signaller(
|
||||
_Symbol,
|
||||
_Period,
|
||||
fimaInputs,
|
||||
eaProcessAllTicks, // Process All Ticks ...
|
||||
eaSignallerR2R, // Signaller Risk to Reward Ratio ...
|
||||
eaSignallerRiskInPoint, // Default Risk In Points ...
|
||||
eaSignallerVolume // Defaul Volume ...
|
||||
);
|
||||
|
||||
//
|
||||
// Configure Signaller ...
|
||||
fima1Signaller.ignoreTargets = false;
|
||||
fima1Signaller.slAdditionDistance = 30;
|
||||
fima1Signaller.maxAllowedRiskDistance = 350;
|
||||
fima1Signaller.AddOnSignalEventHandler(OnSignalTriggered);
|
||||
|
||||
//
|
||||
isInited =
|
||||
fima1Signaller.IsValid();
|
||||
if (!isInited)
|
||||
{
|
||||
//
|
||||
Print(ShortName, ": Initialization Failed ...");
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// Initialize Candle Timer Handler ...
|
||||
eaCTHandler = iCustom(
|
||||
_Symbol,
|
||||
_Period,
|
||||
"x-saherelm.x121.xct",
|
||||
//
|
||||
// Inputs ...
|
||||
barTimeFontSize, // Font Size ...
|
||||
barTimeFont, // Font ...
|
||||
barTimeColor, // Text Color ...
|
||||
barTimeCorner, // Text Position ...
|
||||
//
|
||||
// Presentation ...
|
||||
"",
|
||||
showBarTime // Show Candle Time
|
||||
//
|
||||
);
|
||||
isInited = eaCTHandler != INVALID_HANDLE;
|
||||
if (!isInited)
|
||||
{
|
||||
//
|
||||
Print(ShortName, ": Initialization Failed ...");
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// Initialize Candle Cleaner Handler ...
|
||||
eaCCHandler = iCustom(
|
||||
_Symbol,
|
||||
_Period,
|
||||
"x-saherelm.x121.xcc",
|
||||
//
|
||||
// Inputs ...
|
||||
//
|
||||
// Chart Style ...
|
||||
"",
|
||||
eaBarMode, // Mode
|
||||
eaBarUpColor, // Up Color
|
||||
eaBarDownColor, // Down Color
|
||||
eaBarLineColor, // Line mode and Doji candlestick Color
|
||||
eaBarBullishColor, // Bearish Color
|
||||
eaBarBearishColor, // Bullish Color
|
||||
eaBarVolumesColor, // Volumes Color
|
||||
//
|
||||
// Presentation ...
|
||||
"",
|
||||
showBars // Show Candles
|
||||
//
|
||||
);
|
||||
isInited = eaCCHandler != INVALID_HANDLE;
|
||||
if (!isInited)
|
||||
{
|
||||
//
|
||||
Print(ShortName, ": Initialization Failed ...");
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// Initialize Bar Tracker ...
|
||||
isInited = eaBarTracker.Init(
|
||||
_Symbol,
|
||||
_Period //
|
||||
);
|
||||
if (!isInited)
|
||||
{
|
||||
//
|
||||
Print(ShortName, ": Initialization Failed ...");
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// Configure XFIMA POI Detector / Drawer ...
|
||||
// detectorConfig.Default();
|
||||
// detectorConfig.FullDetect();
|
||||
// marketStructureDrawerConfig.FullDraw();
|
||||
|
||||
//
|
||||
// Ignoring Position Drawer ...
|
||||
delete eaExpert.eaPositionDrawer;
|
||||
ZeroMemory(eaExpert.eaPositionDrawer);
|
||||
eaExpert.eaPositionDrawer = NULL;
|
||||
|
||||
//
|
||||
Print(ShortName, ": Initialized Successfully ...");
|
||||
return INIT_SUCCEEDED;
|
||||
}
|
||||
|
||||
//
|
||||
// DeInitialization ...
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
//
|
||||
// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
|
||||
// REASON_REMOVE 1 Program removed from a chart
|
||||
// REASON_RECOMPILE 2 Program recompiled
|
||||
// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
|
||||
// REASON_CHARTCLOSE 4 Chart closed
|
||||
// REASON_PARAMETERS 5 Inputs changed by a user
|
||||
// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
|
||||
// REASON_TEMPLATE 7 Another chart template applied
|
||||
// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
|
||||
// REASON_CLOSE 9 Terminal closed
|
||||
|
||||
//
|
||||
// Destroy Timer ...
|
||||
eaExpert.HandleOnDeInit();
|
||||
|
||||
//
|
||||
// De Init Indicator ...
|
||||
IndicatorRelease(eaCTHandler);
|
||||
|
||||
//
|
||||
eaBarTracker.Clean();
|
||||
|
||||
//
|
||||
delete fima1Signaller;
|
||||
ZeroMemory(fima1Signaller);
|
||||
|
||||
//
|
||||
delete eaExpert;
|
||||
ZeroMemory(eaExpert);
|
||||
}
|
||||
|
||||
//
|
||||
// On Tick Handler ...
|
||||
void OnTick()
|
||||
{
|
||||
//
|
||||
eaIsNewBar = eaBarTracker.IsNewBar();
|
||||
bool canProcess = eaProcessAllTicks
|
||||
? true
|
||||
: eaIsNewBar;
|
||||
//
|
||||
eaExpert.HandleOnTick();
|
||||
|
||||
//
|
||||
if (!canProcess)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
// Bar Index ...
|
||||
int barIndex = 0;
|
||||
|
||||
//
|
||||
// Signallers Calling OnTick ...
|
||||
fima1Signaller.OnTick(barIndex);
|
||||
|
||||
//
|
||||
// Checking For Guard only When has Position ...
|
||||
XPosition positions[];
|
||||
int positionsCount = eaExpert.eaTrader.GetPositions(
|
||||
positions,
|
||||
fima1Signaller.symbol,
|
||||
fima1Signaller.name,
|
||||
fima1Signaller.period,
|
||||
NULL, // All Types ...
|
||||
true, // Filter By Magic ...
|
||||
true // Force Clean ...
|
||||
);
|
||||
if (IsValidSize(positionsCount))
|
||||
{
|
||||
//
|
||||
XGuard guards[];
|
||||
int guardsCount = fima1Signaller.CheckForGuard(
|
||||
guards,
|
||||
positions,
|
||||
barIndex //
|
||||
);
|
||||
if (IsValidSize(guardsCount))
|
||||
{
|
||||
//
|
||||
// Handling Guards ...
|
||||
eaExpert.eaGuard.DoGuards(guards);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//
|
||||
// Handle On Trade Event ...
|
||||
void OnTrade()
|
||||
{
|
||||
eaExpert.HandleOnTrade();
|
||||
}
|
||||
|
||||
//
|
||||
// On Timer ...
|
||||
void OnTimer()
|
||||
{
|
||||
eaExpert.HandleOnTimer();
|
||||
}
|
||||
|
||||
//
|
||||
// Chart Event Handler ...
|
||||
void OnChartEvent(
|
||||
const int id,
|
||||
const long &lparam,
|
||||
const double &dparam,
|
||||
const string &sparam //
|
||||
)
|
||||
{
|
||||
eaExpert.HandleOnChartEvent(id, lparam, dparam, sparam);
|
||||
}
|
||||
|
||||
//
|
||||
// Custom Functions ...
|
||||
|
||||
/**
|
||||
* Validate all Inputs of Expert Adviser ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool ValidateInputs()
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
string errMessage = "";
|
||||
|
||||
//
|
||||
bool isCommonValid = (
|
||||
//
|
||||
eaSlippage > 0 &&
|
||||
eaMagicNumber > 0 &&
|
||||
//
|
||||
// Indicator Inputs ...
|
||||
//
|
||||
// MA ...
|
||||
maFastLength >= 2 &&
|
||||
maSlowLength >= 2 &&
|
||||
maSlowLength > maFastLength &&
|
||||
//
|
||||
// SAR ...
|
||||
sarMax > 0 &&
|
||||
sarStep > 0 &&
|
||||
sarMax > sarStep &&
|
||||
//
|
||||
// CYCLES ...
|
||||
(IsValid(scMethod, scPeriod) &&
|
||||
IsValid(mcMethod, mcPeriod) &&
|
||||
IsValid(lcMethod, lcPeriod) &&
|
||||
IsValid(hcMethod, hcPeriod)) &&
|
||||
//
|
||||
// ZIGZAG ...
|
||||
zigzagDepth > 0 &&
|
||||
zigzagDeviation > 0 &&
|
||||
zigzagBackStep > 0 &&
|
||||
//
|
||||
// Validate Upper Mode Detection ...
|
||||
IsXValid(zigzagUppersMode) &&
|
||||
//
|
||||
// Validate Lower Mode Detection ...
|
||||
IsXValid(zigzagLowersMode)
|
||||
//
|
||||
);
|
||||
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();
|
||||
}
|
||||
|
||||
/**
|
||||
* Trigger OnSignal Event ...
|
||||
*
|
||||
* @param signal: XSignal
|
||||
*/
|
||||
void OnSignalTriggered(XSignal &signal)
|
||||
{
|
||||
// //
|
||||
// // Draw Signal on Chart ...
|
||||
// XCSignalObject *iSignalObj;
|
||||
// bool has = fima1Signaller.poiDrawer.DrawSignal(
|
||||
// signal,
|
||||
// iSignalObj,
|
||||
// 7 //
|
||||
// );
|
||||
|
||||
//
|
||||
eaExpert.HandleOnSignalTriggered(signal);
|
||||
}
|
||||
|
||||
/**
|
||||
* Trigger OnSignal Executed Event ...
|
||||
*
|
||||
* @param signal: XSignal
|
||||
*/
|
||||
void OnSignalExecuted(XSignal &signal)
|
||||
{
|
||||
eaExpert.HandleOnSignalExecuted(signal);
|
||||
}
|
||||
|
||||
/**
|
||||
* Check For Guard ...
|
||||
*
|
||||
* @param guards: XGuard, reference Collection to holds result ...
|
||||
* @param positions: XPosition, refrence collection to Provides Positions ...
|
||||
* @param barIndex: int, Specified Bar index ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
int CheckForGuard(
|
||||
XGuard &guards[],
|
||||
XPosition &positions[],
|
||||
int barIndex = 0 //
|
||||
)
|
||||
{
|
||||
//
|
||||
int result = fima1Signaller.CheckForGuard(
|
||||
guards,
|
||||
positions,
|
||||
barIndex //
|
||||
);
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Trade Event Handlers ...
|
||||
|
||||
/**
|
||||
* Handle StopLoss Triggered Positions ...
|
||||
*
|
||||
* @param deal: XDeal instance ...
|
||||
*/
|
||||
void OnStopLossTriggered(const XDeal &deal)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnStopLossTriggered(deal);
|
||||
|
||||
//
|
||||
HandleBalanceReport();
|
||||
HandleWinTrade(deal.positionId, deal.profit);
|
||||
HandleLoseTrade(deal.positionId, deal.profit);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Take Profit Triggered Positions ...
|
||||
*
|
||||
* @param deal: XDeal instance ...
|
||||
*/
|
||||
void OnTakeProfitTriggered(const XDeal &deal)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnTakeProfitTriggered(deal);
|
||||
|
||||
//
|
||||
HandleBalanceReport();
|
||||
HandleWinTrade(deal.positionId, deal.profit);
|
||||
}
|
||||
|
||||
/**
|
||||
* 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 //
|
||||
)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnPositionForceClosed(
|
||||
ticket,
|
||||
position,
|
||||
comment //
|
||||
);
|
||||
|
||||
//
|
||||
HandleBalanceReport();
|
||||
HandleWinTrade(ticket, position.profit);
|
||||
HandleLoseTrade(ticket, position.profit);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Deals Changes ...
|
||||
*
|
||||
* @param count: Integer, Number of Changes ...
|
||||
*/
|
||||
void OnDealsChanged(int count)
|
||||
{
|
||||
eaExpert.HandleOnDealsChanged(count);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Orders Changes ...
|
||||
*
|
||||
* @param count: Integer, Number of Changes ...
|
||||
*/
|
||||
void OnOrdersChanged(int count)
|
||||
{
|
||||
eaExpert.HandleOnOrdersChanged(count);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Positions Changes ...
|
||||
*
|
||||
* @param count: Integer, Number of Changes ...
|
||||
*/
|
||||
void OnPositionsChanged(int count)
|
||||
{
|
||||
eaExpert.HandleOnPositionsChanged(count);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Position Modified ...
|
||||
*
|
||||
* @param ticket: ulong, Position Ticket ...
|
||||
* @param profit: double, Position Profit ...
|
||||
* @param comment: string, Comment ...
|
||||
*/
|
||||
void OnPositionModified(
|
||||
const ulong ticket,
|
||||
const double profit,
|
||||
const string comment //
|
||||
)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnPositionModified(
|
||||
ticket,
|
||||
profit,
|
||||
comment //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Position Partial Closed ...
|
||||
*
|
||||
* @param ticket: ulong, Position Ticket ...
|
||||
* @param profit: double, Position Profit ...
|
||||
* @param comment: string, Comment ...
|
||||
*/
|
||||
void OnPositionPartialClosed(
|
||||
const ulong ticket,
|
||||
const double profit,
|
||||
const string comment //
|
||||
)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnPositionPartialClosed(
|
||||
ticket,
|
||||
profit,
|
||||
comment //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Trade State Changed ...
|
||||
*
|
||||
* @param state: XOnTradeHandlerState instance ...
|
||||
*/
|
||||
void OnTradeStateChanged(const XOnTradeHandlerState &state)
|
||||
{
|
||||
eaExpert.HandleOnTradeStateChanged(state);
|
||||
}
|
||||
|
||||
/**
|
||||
* Test Resting Signals ...
|
||||
*
|
||||
* @param ticket: ulong, Position Ticket ...
|
||||
* @param profit: double, Position Profit ...
|
||||
*/
|
||||
void HandleLoseTrade(
|
||||
ulong ticket = 0,
|
||||
double profit = 0 //
|
||||
)
|
||||
{
|
||||
//
|
||||
// Check Position Loose ...
|
||||
bool has = ticket > 0 &&
|
||||
profit < 0;
|
||||
if (!has)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
// NOTE: Here we Can Add Restrictions on Signaller based on our Requirements ...
|
||||
// restingSignals: Specified Number of Signals which must to Ignore ...
|
||||
// restUntil: Specified DateTime to Ignore all Signals before it Expiration ...
|
||||
// restingDelay: Specified Bars Delay to Ignore all Signals before it passed ...
|
||||
|
||||
//
|
||||
// Increase Resting Signals of Signallers ...
|
||||
fima1Signaller.LoseTrade();
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Win Trade ...
|
||||
*
|
||||
* @param ticket: ulong, Position Ticket ...
|
||||
* @param profit: double, Position Profit ...
|
||||
*/
|
||||
void HandleWinTrade(
|
||||
ulong ticket = 0,
|
||||
double profit = 0 //
|
||||
)
|
||||
{
|
||||
//
|
||||
bool has = ticket > 0 &&
|
||||
profit > 0;
|
||||
if (!has)
|
||||
{
|
||||
return;
|
||||
}
|
||||
|
||||
//
|
||||
fima1Signaller.WinTrade();
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Balance Report ...
|
||||
*/
|
||||
void HandleBalanceReport()
|
||||
{
|
||||
//
|
||||
string message = eaExpert.eaTrader.mAccount.GetBalanceReportMessage();
|
||||
eaExpert.eaAlert.SendAlert(message);
|
||||
}
|
||||
|
||||
//
|
||||
@@ -0,0 +1,636 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center MQL5 Expert Advisor
|
||||
// -------------------------------------------------
|
||||
// Name: XFIMAEA
|
||||
// Description: Base Expert Advisor as Template ...
|
||||
//
|
||||
// Maintainer:
|
||||
// ------------
|
||||
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
|
||||
//
|
||||
//////////////////////////////////////////////////////
|
||||
//
|
||||
// Global Properties ...
|
||||
#property copyright "Copyright 2023, SaherElm IT Center"
|
||||
#property link "https://saherelm.ir"
|
||||
#property version "1.00"
|
||||
#property icon "../Images/SaherElm_Logo_Color.ico"
|
||||
#property description "SaherElm XFIMA Expert Advisor"
|
||||
#property strict
|
||||
|
||||
//
|
||||
#define ShortName "XFIMAEA"
|
||||
|
||||
//
|
||||
// Importts ...
|
||||
#include "../XFIMAEA/Classes/x-saherelm.xfima.expert.class.mq5"
|
||||
|
||||
//
|
||||
// Inputs ...
|
||||
|
||||
//
|
||||
// Common ...
|
||||
input group "Common";
|
||||
input long eaMagicNumber = 1694056; // Magic Number
|
||||
input int eaSlippage = 10; // Slippgae
|
||||
input string eaLogSuffix = ""; // Log Suffix
|
||||
|
||||
//
|
||||
// Symbols
|
||||
// [
|
||||
// Name|
|
||||
// Symbol|
|
||||
// period|
|
||||
// (ST_04:00_08:30),(TL_10:30_12:00),(NY_16:00_20:00)|
|
||||
// maxAllowedSpread|
|
||||
// maxAllowedPosition|
|
||||
// (
|
||||
// restrictionsPeriod,
|
||||
// restrictionsMultiplier,
|
||||
// maxAllowedTPs,
|
||||
// maxAllowedSLs,
|
||||
// maxAllowedTrades,
|
||||
// closeAllOpenTradesAt
|
||||
// )
|
||||
// ]
|
||||
//
|
||||
//
|
||||
// [XFIMA1|EURUSDb|M5||25.0|5|]
|
||||
// [XFIMA1|XAUUSDb|M5|(ST_04:00_08:30),(TL_10:30_12:00),(NY_16:00_20:00)|25.0|5|(XTRADE_RESTRICATION_DAILY,1,0,2,0)]
|
||||
// [XFIMA1|XAUUSDb|M5|(ST_04:00_08:30),(TL_10:30_12:00),(NY_16:00_20:00)|25.0|5|(XTRADE_RESTRICATION_DAILY,3,0,2,0)]
|
||||
input string eaSymbolConfiguration = "[XFIMA1|EURUSDb|M15||25.0|5|]"; // Symbol Configurations
|
||||
|
||||
//
|
||||
// Management ...
|
||||
input group "Management";
|
||||
input bool eaAllowGuards = false; // Allow Guards
|
||||
input bool eaAllowTrade = true; // Allow Trade on Signals
|
||||
input bool eaAllowLongs = true; // Allow Long Trades
|
||||
input bool eaAllowShorts = true; // Allow Short Trades
|
||||
input double eaMaxAllowedDrawdownFactor = 0.3; // Max Allowed DrawDown for Trade
|
||||
|
||||
//
|
||||
// Volume ...
|
||||
input group "Volume";
|
||||
input ENUM_X_VOLUME_SELECT_TYPE eaVolumeSelect = X_VOLUME_CONSTANT; // Volume Applying Type
|
||||
input double eaStaticVoluem = 0.0; // Static Volume
|
||||
input double eaDynamicVolumeStepBalance = 0.0; // Step of Balance for Increase Volume
|
||||
input double eaDynamicVolumeStepVolume = X_MIN_VOLUME; // Step of Volume Increasing
|
||||
input double eaConstantRiskBalance = 0.0; // Constant Risk Balance per Trade
|
||||
input double eaConstantPercent = 1; // Constant Percent of Balance Per Trade
|
||||
input double eaConstantBalance = 1000.0; // Constant Balance for Calculations
|
||||
|
||||
//
|
||||
// Alert ...
|
||||
input group "Alert";
|
||||
input bool eaEnableAlerts = true; // Enable Alerts
|
||||
input bool eaSaveAlerts = true; // Save Alerts
|
||||
input bool eaLogAlerts = true; // Log Alerts
|
||||
input bool eaMailAlerts = false; // Mail Alerts
|
||||
input bool eaPushAlerts = true; // Push Alerts
|
||||
input bool eaTerminalAlerts = false; // Terminal Alerts
|
||||
|
||||
//
|
||||
// Reports ...
|
||||
input group "Reports";
|
||||
input bool eaReportNewMonths = false; // Report New Month
|
||||
input bool eaReportNewWeeks = false; // Report New Weeks
|
||||
input bool eaReportNewDays = true; // Report New Days
|
||||
input bool eaReportNewHours = false; // Report New Hours
|
||||
input bool eaReportTrades = true; // Report Trades
|
||||
input bool eaReportSignals = true; // Report Signals
|
||||
input bool eaReportRestrictions = true; // Report Restrictions
|
||||
input bool eaReportProtector = true; // Report Protector Actions
|
||||
input bool eaReportAfterTradesBalance = true; // Report Balance after a Trade Finished
|
||||
|
||||
//
|
||||
// Collector ...
|
||||
input group "Collector";
|
||||
input bool eaSaveTrades = true; // Save Trades
|
||||
input bool eaSaveSignals = true; // Save Signals
|
||||
input bool eaSaveWins = true; // Save Winning Conditions
|
||||
input bool eaSaveLosts = true; // Save Lost Conditions
|
||||
input bool eaSaveRestrictions = true; // Save Restriction Reports
|
||||
|
||||
//
|
||||
// Management Panel ...
|
||||
input group "Management Panel";
|
||||
input bool eaShowPanel = false; // Show Management Panel
|
||||
double eaPanelAllowedTPSLStep = 10; // Value for Change TP/SL in Each Step
|
||||
double eaPanelMinAllowedRiskInPoint = 20; // Min Allowed Risk in Point
|
||||
double eaPanelRiskInPoint = 50; // Risk in Point per Trades
|
||||
double eaPanelRiskToRewardRatio = 2.0; // Risk To Reward per Trades
|
||||
double eaPanelVolume = X_MIN_VOLUME; // Default volume Per Trade
|
||||
|
||||
//
|
||||
// Variables ...
|
||||
|
||||
//
|
||||
XCXFIMAExpret *eaExpert;
|
||||
|
||||
//
|
||||
// Event Handlers ...
|
||||
|
||||
/**
|
||||
* Initialize EA Process ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
int OnInit()
|
||||
{
|
||||
//
|
||||
// Preparing Tags ...
|
||||
string eaTag =
|
||||
(IsValid(eaLogSuffix)
|
||||
? eaLogSuffix + "_"
|
||||
: "") +
|
||||
ShortName;
|
||||
|
||||
//
|
||||
// Validate Inputs and Required Parameters ...
|
||||
|
||||
// for EA to Works fine ...
|
||||
if (!ValidateInputs())
|
||||
{
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
// Initialize Timer ...
|
||||
if (!InitTimer())
|
||||
{
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// Configure EA Expert Class ...
|
||||
eaExpert = new XCXFIMAExpret();
|
||||
|
||||
//
|
||||
// Setting All Inputs to Expert Adviser Class ...
|
||||
|
||||
//
|
||||
// Common ...
|
||||
eaExpert.eaMagicNumber = eaMagicNumber;
|
||||
eaExpert.eaSlippage = eaSlippage;
|
||||
eaExpert.eaLogSuffix = eaTag;
|
||||
|
||||
//
|
||||
// Symbols ...
|
||||
eaExpert.eaSymbolConfiguration = eaSymbolConfiguration;
|
||||
|
||||
//
|
||||
// Management ...
|
||||
eaExpert.eaAllowGuards = eaAllowGuards;
|
||||
eaExpert.eaAllowTrade = eaAllowTrade;
|
||||
eaExpert.eaAllowLongs = eaAllowLongs;
|
||||
eaExpert.eaAllowShorts = eaAllowShorts;
|
||||
eaExpert.eaMaxAllowedDrawdownFactor = eaMaxAllowedDrawdownFactor;
|
||||
|
||||
//
|
||||
// Volume ...
|
||||
eaExpert.eaVolumeSelect = eaVolumeSelect;
|
||||
eaExpert.eaStaticVoluem = eaStaticVoluem;
|
||||
eaExpert.eaDynamicVolumeStepBalance = eaDynamicVolumeStepBalance;
|
||||
eaExpert.eaDynamicVolumeStepVolume = eaDynamicVolumeStepVolume;
|
||||
eaExpert.eaConstantRiskBalance = eaConstantRiskBalance;
|
||||
eaExpert.eaConstantPercent = eaConstantPercent;
|
||||
eaExpert.eaConstantBalance = eaConstantBalance;
|
||||
|
||||
//
|
||||
// Alert ...
|
||||
eaExpert.eaEnableAlerts = eaEnableAlerts;
|
||||
eaExpert.eaSaveAlerts = eaSaveAlerts;
|
||||
eaExpert.eaLogAlerts = eaLogAlerts;
|
||||
eaExpert.eaMailAlerts = eaMailAlerts;
|
||||
eaExpert.eaPushAlerts = eaPushAlerts;
|
||||
eaExpert.eaTerminalAlerts = eaTerminalAlerts;
|
||||
|
||||
//
|
||||
// Reports ...
|
||||
eaExpert.eaReportNewMonths = eaReportNewMonths;
|
||||
eaExpert.eaReportNewWeeks = eaReportNewWeeks;
|
||||
eaExpert.eaReportNewDays = eaReportNewDays;
|
||||
eaExpert.eaReportNewHours = eaReportNewHours;
|
||||
eaExpert.eaReportTrades = eaReportTrades;
|
||||
eaExpert.eaReportSignals = eaReportSignals;
|
||||
eaExpert.eaReportRestrictions = eaReportRestrictions;
|
||||
eaExpert.eaReportProtector = eaReportProtector;
|
||||
eaExpert.eaReportAfterTradesBalance = eaReportAfterTradesBalance;
|
||||
|
||||
//
|
||||
// Collector ...
|
||||
eaExpert.eaSaveTrades = eaSaveTrades;
|
||||
eaExpert.eaSaveSignals = eaSaveSignals;
|
||||
eaExpert.eaSaveWins = eaSaveWins;
|
||||
eaExpert.eaSaveLosts = eaSaveLosts;
|
||||
eaExpert.eaSaveRestrictions = eaSaveRestrictions;
|
||||
|
||||
//
|
||||
// Management Panel ...
|
||||
eaExpert.eaShowPanel = eaShowPanel;
|
||||
eaExpert.eaPanelAllowedTPSLStep = eaPanelAllowedTPSLStep;
|
||||
eaExpert.eaPanelMinAllowedRiskInPoint = eaPanelMinAllowedRiskInPoint;
|
||||
eaExpert.eaPanelRiskInPoint = eaPanelRiskInPoint;
|
||||
eaExpert.eaPanelRiskToRewardRatio = eaPanelRiskToRewardRatio;
|
||||
eaExpert.eaPanelVolume = eaPanelVolume;
|
||||
|
||||
//
|
||||
// Attach Event Handlers ...
|
||||
eaExpert.AddOnSignalEventHandler(OnSignalTriggered);
|
||||
eaExpert.onGuardedEventHandler = OnGuardedTriggered;
|
||||
eaExpert.AddOnDealsChangedEventHandler(OnDealsChanged);
|
||||
eaExpert.AddOnStopLossEventHandler(OnStopLossTriggered);
|
||||
eaExpert.AddOnOrdersChangedEventHandler(OnOrdersChanged);
|
||||
eaExpert.canAnalyseEventHandler = CanAnalyseEventTriggered;
|
||||
eaExpert.AddOnTakeProfitEventHandler(OnTakeProfitTriggered);
|
||||
eaExpert.checkForGuardEventHandler = CheckForGuardTriggered;
|
||||
eaExpert.AddOnModifyPositionEventHandler(OnPositionModified);
|
||||
eaExpert.AddOnPositionsChangedEventHandler(OnPositionsChanged);
|
||||
eaExpert.AddOnTradeStateChangedEventHandler(OnTradeStateChanged);
|
||||
eaExpert.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
|
||||
eaExpert.AddOnPartialClosePositionEventHandler(OnPositionPartialClosed);
|
||||
|
||||
//
|
||||
// TODO: Attach other Requirements if necessary ...
|
||||
|
||||
//
|
||||
// Try to Initialize eaExpert ...
|
||||
bool isInited = eaExpert.HandleOnInit();
|
||||
if (!isInited)
|
||||
{
|
||||
//
|
||||
Print(ShortName, ": Initialization Failed ...");
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
Print(ShortName, ": Initialized Successfully ...");
|
||||
return INIT_SUCCEEDED;
|
||||
}
|
||||
|
||||
/**
|
||||
* De Initialize Expert ...
|
||||
*
|
||||
* @param reason: int, DeInitialization Reason ...
|
||||
*
|
||||
* REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
|
||||
* REASON_REMOVE 1 Program removed from a chart
|
||||
* REASON_RECOMPILE 2 Program recompiled
|
||||
* REASON_CHARTCHANGE 3 A symbol or a chart period is changed
|
||||
* REASON_CHARTCLOSE 4 Chart closed
|
||||
* REASON_PARAMETERS 5 Inputs changed by a user
|
||||
* REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
|
||||
* REASON_TEMPLATE 7 Another chart template applied
|
||||
* REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
|
||||
* REASON_CLOSE 9 Terminal closed
|
||||
*
|
||||
*/
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
//
|
||||
// Destroy Timer ...
|
||||
// If Initialized ...
|
||||
|
||||
//
|
||||
// De Init Expert Class Instance ...
|
||||
eaExpert.HandleOnDeInit();
|
||||
|
||||
//
|
||||
// Cleanup Resources ...
|
||||
delete eaExpert;
|
||||
ZeroMemory(eaExpert);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Tick for Processing ...
|
||||
*/
|
||||
void OnTick()
|
||||
{
|
||||
eaExpert.HandleOnTick();
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle On Trade Processing ...
|
||||
*/
|
||||
void OnTrade()
|
||||
{
|
||||
eaExpert.HandleOnTrade();
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle On Timer Processing ...
|
||||
*/
|
||||
void OnTimer()
|
||||
{
|
||||
eaExpert.HandleOnTimer();
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle On Chart Event Processing ...
|
||||
|
||||
* @param id: int, Specified Event ID ...
|
||||
* @param lparam: long, type event parameter
|
||||
* @param dparam: double, type event parameter
|
||||
* @param sparam: string, type event parameter
|
||||
*/
|
||||
void OnChartEvent(
|
||||
const int id,
|
||||
const long &lparam,
|
||||
const double &dparam,
|
||||
const string &sparam //
|
||||
)
|
||||
{
|
||||
eaExpert.HandleOnChartEvent(id, lparam, dparam, sparam);
|
||||
}
|
||||
|
||||
//
|
||||
// Event Listeners ...
|
||||
|
||||
/**
|
||||
* Handle CanAnalyse Event Triggered ...
|
||||
*
|
||||
* @param symbol: Symbol ...
|
||||
* @param period: Period ...
|
||||
* @param time: Analysing Time ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool CanAnalyseEventTriggered(
|
||||
string symbol,
|
||||
ENUM_TIMEFRAMES period,
|
||||
datetime time //
|
||||
)
|
||||
{
|
||||
//
|
||||
return eaExpert.HandleCanAnalyseEventTriggered(
|
||||
symbol,
|
||||
period,
|
||||
time //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Check For Guard ...
|
||||
*
|
||||
* @param guards: XGuard, reference Collection to holds result ...
|
||||
* @param positions: XPosition, refrence collection to Provides Positions ...
|
||||
* @param barIndex: int, Specified Bar index ...
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
int CheckForGuardTriggered(
|
||||
XGuard &guards[],
|
||||
XPosition &positions[],
|
||||
int barIndex = 0 //
|
||||
)
|
||||
{
|
||||
//
|
||||
return eaExpert.CheckForGuardTriggered(
|
||||
guards,
|
||||
positions,
|
||||
barIndex //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Guard Events ...
|
||||
*
|
||||
* @param action: ENUM_X_GUARD_ACTIONS
|
||||
* @param positions: XPosition[]
|
||||
*/
|
||||
void OnGuardedTriggered(
|
||||
ENUM_X_GUARD_ACTIONS action,
|
||||
XPosition &positions[] //
|
||||
)
|
||||
{
|
||||
eaExpert.OnGuardedTriggered(action, positions);
|
||||
}
|
||||
|
||||
/**
|
||||
* Trigger OnSignal Event ...
|
||||
*
|
||||
* @param signal: XSignal
|
||||
*/
|
||||
void OnSignalTriggered(XSignal &signal)
|
||||
{
|
||||
eaExpert.HandleOnSignalTriggered(signal);
|
||||
}
|
||||
|
||||
/**
|
||||
* Trigger OnSignal Executed Event ...
|
||||
*
|
||||
* @param signal: XSignal
|
||||
*/
|
||||
void OnSignalExecuted(XSignal &signal)
|
||||
{
|
||||
eaExpert.HandleOnSignalExecuted(signal);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle StopLoss Triggered Positions ...
|
||||
*
|
||||
* @param deal: XDeal instance ...
|
||||
*/
|
||||
void OnStopLossTriggered(const XDeal &deal)
|
||||
{
|
||||
eaExpert.HandleOnStopLossTriggered(deal);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Take Profit Triggered Positions ...
|
||||
*
|
||||
* @param deal: XDeal instance ...
|
||||
*/
|
||||
void OnTakeProfitTriggered(const XDeal &deal)
|
||||
{
|
||||
eaExpert.HandleOnTakeProfitTriggered(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 //
|
||||
)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnPositionForceClosed(
|
||||
ticket,
|
||||
position,
|
||||
comment //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Deals Changes ...
|
||||
*
|
||||
* @param count: Integer, Number of Changes ...
|
||||
*/
|
||||
void OnDealsChanged(int count)
|
||||
{
|
||||
eaExpert.HandleOnDealsChanged(count);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Orders Changes ...
|
||||
*
|
||||
* @param count: Integer, Number of Changes ...
|
||||
*/
|
||||
void OnOrdersChanged(int count)
|
||||
{
|
||||
eaExpert.HandleOnOrdersChanged(count);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Positions Changes ...
|
||||
*
|
||||
* @param count: Integer, Number of Changes ...
|
||||
*/
|
||||
void OnPositionsChanged(int count)
|
||||
{
|
||||
eaExpert.HandleOnPositionsChanged(count);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Position Modified ...
|
||||
*
|
||||
* @param ticket: ulong, Position Ticket ...
|
||||
* @param profit: double, Position Profit ...
|
||||
* @param comment: string, Comment ...
|
||||
*/
|
||||
void OnPositionModified(
|
||||
const ulong ticket,
|
||||
const double profit,
|
||||
const string comment //
|
||||
)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnPositionModified(
|
||||
ticket,
|
||||
profit,
|
||||
comment //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Position Partial Closed ...
|
||||
*
|
||||
* @param ticket: ulong, Position Ticket ...
|
||||
* @param profit: double, Position Profit ...
|
||||
* @param comment: string, Comment ...
|
||||
*/
|
||||
void OnPositionPartialClosed(
|
||||
const ulong ticket,
|
||||
const double profit,
|
||||
const string comment //
|
||||
)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnPositionPartialClosed(
|
||||
ticket,
|
||||
profit,
|
||||
comment //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Trade State Changed ...
|
||||
*
|
||||
* @param state: XOnTradeHandlerState instance ...
|
||||
*/
|
||||
void OnTradeStateChanged(const XOnTradeHandlerState &state)
|
||||
{
|
||||
eaExpert.HandleOnTradeStateChanged(state);
|
||||
}
|
||||
|
||||
//
|
||||
// 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();
|
||||
}
|
||||
|
||||
//
|
||||
@@ -0,0 +1,571 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center MQL5 Expert Advisor
|
||||
// -------------------------------------------------
|
||||
// Name: XOM1
|
||||
// Description: XOM1 base Expert Advisor ...
|
||||
//
|
||||
// Maintainer:
|
||||
// ------------
|
||||
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
|
||||
//
|
||||
//////////////////////////////////////////////////////
|
||||
//
|
||||
// Global Properties ...
|
||||
#property copyright "Copyright 2023, SaherElm IT Center"
|
||||
#property link "https://saherelm.ir"
|
||||
#property version "1.00"
|
||||
#property icon "../Images/SaherElm_Logo_Color.ico"
|
||||
#property description "SaherElm XOM1 based Expert Advisor"
|
||||
#property strict
|
||||
|
||||
//
|
||||
#define ShortName "XOM1EA"
|
||||
|
||||
//
|
||||
// Importts ...
|
||||
#include "../XOM1EA/Classes/xom1ea.expert.class.mq5"
|
||||
|
||||
//
|
||||
// Inputs ...
|
||||
|
||||
//
|
||||
// Common ...
|
||||
input group "Common";
|
||||
input long eaMagicNumber = 1694056; // Magic Number
|
||||
input int eaSlippage = 10; // Slippgae
|
||||
input string eaLogSuffix = ""; // Log Suffix
|
||||
|
||||
//
|
||||
// Symbols
|
||||
// [
|
||||
// Symbol|
|
||||
// period|
|
||||
// (ST_04:00_08:30),(TL_10:30_12:00),(NY_16:00_20:00)|
|
||||
// maxAllowedSpread|
|
||||
// maxAllowedPosition|
|
||||
// (
|
||||
// restrictionsPeriod,
|
||||
// restrictionsMultiplier,
|
||||
// maxAllowedTPs,
|
||||
// maxAllowedSLs,
|
||||
// maxAllowedTrades,
|
||||
// closeAllOpenTradesAt
|
||||
// )
|
||||
// ]
|
||||
//
|
||||
//
|
||||
// [XAUUSDb|M5|(ST_04:00_08:30),(TL_10:30_12:00),(NY_16:00_20:00)|25.0|5|(XTRADE_RESTRICATION_DAILY,1,0,2,0)]
|
||||
input string eaSymbolConfiguration = "[XAUUSDb|M5|(ST_04:00_08:30),(TL_10:30_12:00),(NY_16:00_20:00)|25.0|5|(XTRADE_RESTRICATION_DAILY,3,0,2,0)]"; // Symbol Configurations
|
||||
|
||||
//
|
||||
// Management ...
|
||||
input group "Management";
|
||||
input bool eaAllowGuards = false; // Allow Guards
|
||||
input bool eaAllowTrade = true; // Allow Trade on Signals
|
||||
input bool eaAllowLongs = true; // Allow Long Trades
|
||||
input bool eaAllowShorts = true; // Allow Short Trades
|
||||
input double eaMaxAllowedDrawdownFactor = 0.3; // Max Allowed DrawDown for Trade
|
||||
|
||||
//
|
||||
// Volume ...
|
||||
input group "Volume";
|
||||
input ENUM_X_VOLUME_SELECT_TYPE eaVolumeSelect = X_VOLUME_CONSTANT; // Volume Applying Type
|
||||
input double eaStaticVoluem = 0.0; // Static Volume
|
||||
input double eaDynamicVolumeStepBalance = 0.0; // Step of Balance for Increase Volume
|
||||
input double eaDynamicVolumeStepVolume = X_MIN_VOLUME; // Step of Volume Increasing
|
||||
input double eaConstantRiskBalance = 0.0; // Constant Risk Balance per Trade
|
||||
input double eaConstantPercent = 1; // Constant Percent of Balance Per Trade
|
||||
input double eaConstantBalance = 1000.0; // Constant Balance for Calculations
|
||||
|
||||
//
|
||||
// Alert ...
|
||||
input group "Alert";
|
||||
input bool eaEnableAlerts = true; // Enable Alerts
|
||||
input bool eaSaveAlerts = true; // Save Alerts
|
||||
input bool eaLogAlerts = true; // Log Alerts
|
||||
input bool eaMailAlerts = false; // Mail Alerts
|
||||
input bool eaPushAlerts = true; // Push Alerts
|
||||
input bool eaTerminalAlerts = false; // Terminal Alerts
|
||||
|
||||
//
|
||||
// Reports ...
|
||||
input group "Reports";
|
||||
input bool eaReportNewMonths = false; // Report New Month
|
||||
input bool eaReportNewWeeks = false; // Report New Weeks
|
||||
input bool eaReportNewDays = true; // Report New Days
|
||||
input bool eaReportNewHours = false; // Report New Hours
|
||||
input bool eaReportTrades = true; // Report Trades
|
||||
input bool eaReportSignals = true; // Report Signals
|
||||
input bool eaReportRestrictions = true; // Report Restrictions
|
||||
input bool eaReportProtector = true; // Report Protector Actions
|
||||
input bool eaReportAfterTradesBalance = true; // Report Balance after a Trade Finished
|
||||
|
||||
//
|
||||
// Collector ...
|
||||
input group "Collector";
|
||||
input bool eaSaveTrades = true; // Save Trades
|
||||
input bool eaSaveSignals = true; // Save Signals
|
||||
input bool eaSaveWins = true; // Save Winning Conditions
|
||||
input bool eaSaveLosts = true; // Save Lost Conditions
|
||||
input bool eaSaveRestrictions = true; // Save Restriction Reports
|
||||
|
||||
//
|
||||
// Variables ...
|
||||
|
||||
//
|
||||
XCXOM1EAExpert *eaExpert;
|
||||
|
||||
//
|
||||
// Event Handlers ...
|
||||
|
||||
//
|
||||
// Initialization ...
|
||||
int OnInit()
|
||||
{
|
||||
//
|
||||
// Preparing Tags ...
|
||||
string eaTag =
|
||||
(IsValid(eaLogSuffix)
|
||||
? eaLogSuffix + "_"
|
||||
: "") +
|
||||
ShortName;
|
||||
|
||||
//
|
||||
// Validate Inputs and Required Parameters ...
|
||||
|
||||
// for EA to Works fine ...
|
||||
if (!ValidateInputs())
|
||||
{
|
||||
return INIT_PARAMETERS_INCORRECT;
|
||||
}
|
||||
|
||||
//
|
||||
// Initialize Timer ...
|
||||
if (!InitTimer())
|
||||
{
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
// Configure EA Expert Class ...
|
||||
eaExpert = new XCXOM1EAExpert();
|
||||
|
||||
//
|
||||
// Setting All Inputs to Expert Adviser Class ...
|
||||
|
||||
//
|
||||
// Common ...
|
||||
eaExpert.eaMagicNumber = eaMagicNumber;
|
||||
eaExpert.eaSlippage = eaSlippage;
|
||||
eaExpert.eaLogSuffix = eaTag;
|
||||
|
||||
//
|
||||
// Symbols ...
|
||||
eaExpert.eaSymbolConfiguration = eaSymbolConfiguration;
|
||||
|
||||
//
|
||||
// Management ...
|
||||
eaExpert.eaAllowGuards = eaAllowGuards;
|
||||
eaExpert.eaAllowTrade = eaAllowTrade;
|
||||
eaExpert.eaAllowLongs = eaAllowLongs;
|
||||
eaExpert.eaAllowShorts = eaAllowShorts;
|
||||
eaExpert.eaMaxAllowedDrawdownFactor = eaMaxAllowedDrawdownFactor;
|
||||
|
||||
//
|
||||
// Volume ...
|
||||
eaExpert.eaVolumeSelect = eaVolumeSelect;
|
||||
eaExpert.eaStaticVoluem = eaStaticVoluem;
|
||||
eaExpert.eaDynamicVolumeStepBalance = eaDynamicVolumeStepBalance;
|
||||
eaExpert.eaDynamicVolumeStepVolume = eaDynamicVolumeStepVolume;
|
||||
eaExpert.eaConstantRiskBalance = eaConstantRiskBalance;
|
||||
eaExpert.eaConstantPercent = eaConstantPercent;
|
||||
eaExpert.eaConstantBalance = eaConstantBalance;
|
||||
|
||||
//
|
||||
// Alert ...
|
||||
eaExpert.eaEnableAlerts = eaEnableAlerts;
|
||||
eaExpert.eaSaveAlerts = eaSaveAlerts;
|
||||
eaExpert.eaLogAlerts = eaLogAlerts;
|
||||
eaExpert.eaMailAlerts = eaMailAlerts;
|
||||
eaExpert.eaPushAlerts = eaPushAlerts;
|
||||
eaExpert.eaTerminalAlerts = eaTerminalAlerts;
|
||||
|
||||
//
|
||||
// Reports ...
|
||||
eaExpert.eaReportNewMonths = eaReportNewMonths;
|
||||
eaExpert.eaReportNewWeeks = eaReportNewWeeks;
|
||||
eaExpert.eaReportNewDays = eaReportNewDays;
|
||||
eaExpert.eaReportNewHours = eaReportNewHours;
|
||||
eaExpert.eaReportTrades = eaReportTrades;
|
||||
eaExpert.eaReportSignals = eaReportSignals;
|
||||
eaExpert.eaReportRestrictions = eaReportRestrictions;
|
||||
eaExpert.eaReportProtector = eaReportProtector;
|
||||
eaExpert.eaReportAfterTradesBalance = eaReportAfterTradesBalance;
|
||||
|
||||
//
|
||||
// Collector ...
|
||||
eaExpert.eaSaveTrades = eaSaveTrades;
|
||||
eaExpert.eaSaveSignals = eaSaveSignals;
|
||||
eaExpert.eaSaveWins = eaSaveWins;
|
||||
eaExpert.eaSaveLosts = eaSaveLosts;
|
||||
eaExpert.eaSaveRestrictions = eaSaveRestrictions;
|
||||
|
||||
//
|
||||
// Attach Event Handlers ...
|
||||
eaExpert.AddOnSignalEventHandler(OnSignalTriggered);
|
||||
eaExpert.onGuardedEventHandler = OnGuardedTriggered;
|
||||
eaExpert.AddOnDealsChangedEventHandler(OnDealsChanged);
|
||||
eaExpert.AddOnStopLossEventHandler(OnStopLossTriggered);
|
||||
eaExpert.AddOnOrdersChangedEventHandler(OnOrdersChanged);
|
||||
eaExpert.canAnalyseEventHandler = CanAnalyseEventTriggered;
|
||||
eaExpert.AddOnTakeProfitEventHandler(OnTakeProfitTriggered);
|
||||
eaExpert.checkForGuardEventHandler = CheckForGuardTriggered;
|
||||
eaExpert.AddOnModifyPositionEventHandler(OnPositionModified);
|
||||
eaExpert.AddOnPositionsChangedEventHandler(OnPositionsChanged);
|
||||
eaExpert.AddOnTradeStateChangedEventHandler(OnTradeStateChanged);
|
||||
eaExpert.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
|
||||
eaExpert.AddOnPartialClosePositionEventHandler(OnPositionPartialClosed);
|
||||
|
||||
//
|
||||
// Try to Initialize eaExpert ...
|
||||
bool isInited = eaExpert.HandleOnInit();
|
||||
if (!isInited)
|
||||
{
|
||||
//
|
||||
Print(ShortName, ": Initialization Failed ...");
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
//
|
||||
Print(ShortName, ": Initialized Successfully ...");
|
||||
return INIT_SUCCEEDED;
|
||||
}
|
||||
|
||||
//
|
||||
// DeInitialization ...
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
//
|
||||
// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
|
||||
// REASON_REMOVE 1 Program removed from a chart
|
||||
// REASON_RECOMPILE 2 Program recompiled
|
||||
// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
|
||||
// REASON_CHARTCLOSE 4 Chart closed
|
||||
// REASON_PARAMETERS 5 Inputs changed by a user
|
||||
// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
|
||||
// REASON_TEMPLATE 7 Another chart template applied
|
||||
// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
|
||||
// REASON_CLOSE 9 Terminal closed
|
||||
|
||||
//
|
||||
// Destroy Timer ...
|
||||
eaExpert.HandleOnDeInit();
|
||||
|
||||
//
|
||||
delete eaExpert;
|
||||
ZeroMemory(eaExpert);
|
||||
}
|
||||
|
||||
//
|
||||
// On Tick Handler ...
|
||||
void OnTick()
|
||||
{
|
||||
eaExpert.HandleOnTick();
|
||||
}
|
||||
|
||||
//
|
||||
// Handle On Trade Event ...
|
||||
void OnTrade()
|
||||
{
|
||||
eaExpert.HandleOnTrade();
|
||||
}
|
||||
|
||||
//
|
||||
// On Timer ...
|
||||
void OnTimer()
|
||||
{
|
||||
eaExpert.HandleOnTimer();
|
||||
}
|
||||
|
||||
//
|
||||
// Chart Event Handler ...
|
||||
void OnChartEvent(
|
||||
const int id,
|
||||
const long &lparam,
|
||||
const double &dparam,
|
||||
const string &sparam //
|
||||
)
|
||||
{
|
||||
eaExpert.HandleOnChartEvent(id, lparam, dparam, sparam);
|
||||
}
|
||||
|
||||
//
|
||||
// Event Listeners ...
|
||||
|
||||
/**
|
||||
* Handle CanAnalyse Event Triggered ...
|
||||
*
|
||||
* @param symbol: Symbol ...
|
||||
* @param period: Period ...
|
||||
* @param time: Analysing Time ...
|
||||
*
|
||||
* @return ( bool )
|
||||
*/
|
||||
bool CanAnalyseEventTriggered(
|
||||
string symbol,
|
||||
ENUM_TIMEFRAMES period,
|
||||
datetime time //
|
||||
)
|
||||
{
|
||||
return eaExpert.HandleCanAnalyseEventTriggered(
|
||||
symbol,
|
||||
period,
|
||||
time //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Check For Guard Event Handler ...
|
||||
*
|
||||
* @param guards: XGuard[]
|
||||
*
|
||||
* @return ( int )
|
||||
*/
|
||||
int CheckForGuardTriggered(
|
||||
XGuard &guards[],
|
||||
XPosition &positions[],
|
||||
int barIndex = 0 //
|
||||
)
|
||||
{
|
||||
return eaExpert.CheckForGuardTriggered(guards);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Guard Events ...
|
||||
*
|
||||
* @param action: ENUM_X_GUARD_ACTIONS
|
||||
* @param positions: XPosition[]
|
||||
*/
|
||||
void OnGuardedTriggered(
|
||||
ENUM_X_GUARD_ACTIONS action,
|
||||
XPosition &positions[] //
|
||||
)
|
||||
{
|
||||
eaExpert.OnGuardedTriggered(action, positions);
|
||||
}
|
||||
|
||||
/**
|
||||
* Trigger OnSignal Event ...
|
||||
*
|
||||
* @param signal: XSignal
|
||||
*/
|
||||
void OnSignalTriggered(XSignal &signal)
|
||||
{
|
||||
eaExpert.HandleOnSignalTriggered(signal);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle StopLoss Triggered Positions ...
|
||||
*
|
||||
* @param deal: XDeal instance ...
|
||||
*/
|
||||
void OnStopLossTriggered(const XDeal &deal)
|
||||
{
|
||||
eaExpert.HandleOnStopLossTriggered(deal);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Take Profit Triggered Positions ...
|
||||
*
|
||||
* @param deal: XDeal instance ...
|
||||
*/
|
||||
void OnTakeProfitTriggered(const XDeal &deal)
|
||||
{
|
||||
eaExpert.HandleOnTakeProfitTriggered(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 //
|
||||
)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnPositionForceClosed(
|
||||
ticket,
|
||||
position,
|
||||
comment //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Deals Changes ...
|
||||
*
|
||||
* @param count: Integer, Number of Changes ...
|
||||
*/
|
||||
void OnDealsChanged(int count)
|
||||
{
|
||||
eaExpert.HandleOnDealsChanged(count);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Orders Changes ...
|
||||
*
|
||||
* @param count: Integer, Number of Changes ...
|
||||
*/
|
||||
void OnOrdersChanged(int count)
|
||||
{
|
||||
eaExpert.HandleOnOrdersChanged(count);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Positions Changes ...
|
||||
*
|
||||
* @param count: Integer, Number of Changes ...
|
||||
*/
|
||||
void OnPositionsChanged(int count)
|
||||
{
|
||||
eaExpert.HandleOnPositionsChanged(count);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Position Modified ...
|
||||
*
|
||||
* @param ticket: ulong, Position Ticket ...
|
||||
* @param profit: double, Position Profit ...
|
||||
* @param comment: string, Comment ...
|
||||
*/
|
||||
void OnPositionModified(
|
||||
const ulong ticket,
|
||||
const double profit,
|
||||
const string comment //
|
||||
)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnPositionModified(
|
||||
ticket,
|
||||
profit,
|
||||
comment //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Position Partial Closed ...
|
||||
*
|
||||
* @param ticket: ulong, Position Ticket ...
|
||||
* @param profit: double, Position Profit ...
|
||||
* @param comment: string, Comment ...
|
||||
*/
|
||||
void OnPositionPartialClosed(
|
||||
const ulong ticket,
|
||||
const double profit,
|
||||
const string comment //
|
||||
)
|
||||
{
|
||||
//
|
||||
eaExpert.HandleOnPositionPartialClosed(
|
||||
ticket,
|
||||
profit,
|
||||
comment //
|
||||
);
|
||||
}
|
||||
|
||||
/**
|
||||
* Handle Trade State Changed ...
|
||||
*
|
||||
* @param state: XOnTradeHandlerState instance ...
|
||||
*/
|
||||
void OnTradeStateChanged(const XOnTradeHandlerState &state)
|
||||
{
|
||||
eaExpert.HandleOnTradeStateChanged(state);
|
||||
}
|
||||
|
||||
//
|
||||
// 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();
|
||||
}
|
||||
Reference in New Issue
Block a user