4113 lines
82 KiB
Plaintext
4113 lines
82 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Seriallize Library
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// ---------------------------------------
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// Name: XTradeLib
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// Description: All models related to Trade ...
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//
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property library
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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// Imports ...
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#include <Trade/Trade.mqh>
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#include "../Libraries/x-saherelm.common.lib.mq5"
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#include "../Classes/x-saherelm.xdata-collector.class.mq5"
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//
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// Definitions ...
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//
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// a List of Used Tokens ...
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//
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// Common ...
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string XIDToken = "ID";
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string XTicketToken = "TK";
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string XModeToken = "MD";
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string XTypeToken = "TY";
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string XPeriodToken = "PR";
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string XProviderToken = "PRV";
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string XProfitToken = "PF";
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//
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string XTPToken = "TP";
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string XSLToken = "SL";
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string XTimeToken = "TM";
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string XEntryToken = "EN";
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string XVolumeToken = "VL";
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string XSymbolToken = "SMBL";
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//
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string XSupportToken = "SP";
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string XEQMSupportToken = "EQM";
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//
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string XSLTrailToken = "SLT";
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//
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string XActionToken = "A";
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//
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// Available Order Modes ...
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enum ENUM_X_ORDER_MODES
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{
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X_ORDER_MODE_NOTHING, // Nothing
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X_ORDER_MODE_MARKET, // Market Order
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X_ORDER_MODE_STOP, // Pending Stop Order
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X_ORDER_MODE_LIMIT, // Pending Limit Order
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X_ORDER_MODE_STOP_LIMIT, // Pending Stop Limit Order
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};
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//
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// Select Positions Type ...
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enum ENUM_X_POSITION_SELECT_METHODS
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{
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X_POSITION_SELECT_NONE, // None
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X_POSITION_SELECT_MAX, // Max
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X_POSITION_SELECT_MIN, // Min
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X_POSITION_SELECT_BOTH, // Min and Max
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X_POSITION_SELECT_ALL, // All
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};
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//
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// Signal Execution Result ...
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// note that some of them must be handles in
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// EA's ...
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enum ENUM_X_SIGNAL_EXECUTION_RESULT
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{
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//
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X_SIGNAL_EXECUTION_UNKNOWN, // Unknown
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X_SIGNAL_EXECUTION_SUCCEED, // Succed
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X_SIGNAL_EXECUTION_FAILED_SPREAD, // Spread more than Max Allowed
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X_SIGNAL_EXECUTION_FAILED_NO_EQUITY, // No Equity for Trade
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X_SIGNAL_EXECUTION_FAILED_PRICE_ERROR, // Price Error
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X_SIGNAL_EXECUTION_FAILED_MAX_REACHED, // Max Allowed Positions Reached
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X_SIGNAL_EXECUTION_FAILED_INVALID_PARAMS, // Invalid Params
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};
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//
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// How to Manage Signal TP and SL ...
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enum ENUM_X_SIGNAL_MANAGING_ACTIONS
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{
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//
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X_SIGNAL_USE_NOTHING, // Use 0 index if exists and ignore if not
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X_SIGNAL_USE_MAX, // Use Max Value
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X_SIGNAL_USE_MIN, // Use Min Value
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X_SIGNAL_PARTIAL_CLOSE, // Use Max as Regular but Partial Close at each Step
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X_SIGNAL_TRAIL, // Use 0 index as SL and Trail Stop on TP Levels
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X_SIGNAL_PARTIAL_TRAIL, // Use 0 index as SL and Trail Stop on TP Levels and also Partial Close on TP Levels
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};
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//
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// Available Guard Action ...
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enum ENUM_X_GUARD_ACTIONS
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{
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X_GUARD_ACTION_NOTHING, // Nothing
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X_GUARD_ACTION_HEDGE, // Hedge
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X_GUARD_PARTIAL_CLOSE, // Partial Close
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X_GUARD_ACTION_TRAIL_STOP, // Trail StopLoss
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X_GUARD_ACTION_FORCE_CLOSE, // Force Close
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X_GUARD_ACTION_ADD_SUPPORT_SIGNAL, // Add Support Signal
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X_GUARD_ACTION_CANCEL_PENDING_ORDERS, // Cancel Pending Orders
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};
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//
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// Structs ...
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//
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// Model a Signal ...
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struct XSignal
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{
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//
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// Props ...
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//
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ulong positionId; // if Executed this filled ...
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double entry; // Exntry or Execution Price ...
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double volume; // Position Volume ...
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//
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datetime time; // Issue Time ...
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//
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ENUM_X_SIGNAL_MANAGING_ACTIONS action; // Signal Managing Action ...
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double tps[]; // a Collection of TP(s) ...
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double sls[]; // a Collection of SL(s) ...
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//
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string symbol; // Trading Symbol ...
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string provider; // Signaller ...
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string comment; // Comment ...
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//
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ENUM_TIMEFRAMES period; // Trading TimeFrame ...
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ENUM_POSITION_TYPE type; // Long (Buy) or Short (Sell) ...
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ENUM_X_ORDER_MODES mode; // Execution Mode ...
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//
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XSignal supports[]; // a Collecion of Support Signals ...
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XOHCLSupRes supportResistances; // Support and Resistances ...
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//
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// Constructor ...
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XSignal()
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{
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Clean();
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}
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//
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// DO All Calculations and Normalizations ...
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bool Normalize()
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{
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//
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bool result = false;
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//
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// Normalizations ...
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symbol = NormalizeSymbol(symbol);
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period = NormalizePeriod(period);
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//
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entry = NormalizePrice(entry, symbol);
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volume = NormalizeVolume(volume, symbol);
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//
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time = NormalizeTime(time);
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//
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int slsCount = ArraySize(sls);
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if (slsCount > 0)
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{
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//
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for (int i = 0; i < slsCount; i++)
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{
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sls[i] = NormalizePrice(sls[i], symbol);
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}
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}
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//
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int tpsCount = ArraySize(tps);
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if (tpsCount > 0)
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{
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//
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for (int i = 0; i < tpsCount; i++)
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{
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tps[i] = NormalizePrice(tps[i], symbol);
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}
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}
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//
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result = IsValid();
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//
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return result;
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}
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//
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bool Prepare(
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string mSymbol, // Trading Symbol
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string mProvider, // Signal Provider
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ENUM_TIMEFRAMES mPeriod, // Trading TimeFrame
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ENUM_POSITION_TYPE mType, // Long (Buy) or Short (Sell)
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ENUM_X_ORDER_MODES mMode, // Execution Mode
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double mEntry, // Entry Price
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double mVolume, // Volume
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ENUM_X_SIGNAL_MANAGING_ACTIONS mAction = X_SIGNAL_USE_NOTHING, // Signal Management Action
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double sl = 0, // Stop Loss
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double tp = 0 // Take Profit
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)
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{
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//
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bool result = false;
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//
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result =
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//
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IsValid(mMode) &&
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IsValid(mSymbol) &&
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IsValid(mPeriod) &&
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NotEmpty(mEntry) &&
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NotEmpty(mVolume) &&
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IsValid(mProvider)
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//
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;
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if (!result)
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{
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return result;
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}
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//
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if (tp < 0)
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{
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tp = 0;
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}
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//
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if (sl < 0)
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{
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sl = 0;
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}
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//
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if (tp == 0 && sl == 0)
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{
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action = X_SIGNAL_USE_NOTHING;
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}
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//
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type = mType;
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mode = mMode;
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symbol = mSymbol;
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period = mPeriod;
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provider = mProvider;
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//
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// Normalization Values ...
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sl = NormalizePrice(sl, mSymbol);
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tp = NormalizePrice(tp, mSymbol);
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mEntry = NormalizePrice(mEntry, mSymbol);
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mVolume = NormalizeVolume(mVolume, mSymbol);
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//
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entry = mEntry;
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volume = mVolume;
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//
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action = mAction;
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//
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Add(
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sl,
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sls
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//
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);
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//
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Add(
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tp,
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tps
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//
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);
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//
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result = Normalize();
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//
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return result;
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}
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//
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bool PrepareLong(
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string mSymbol, // Trading Symbol
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string mProvider, // Signal Provider
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ENUM_TIMEFRAMES mPeriod, // Trading TimeFrame
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ENUM_X_ORDER_MODES mMode, // Execution Mode
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double mEntry, // Entry Price
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double mVolume, // Volume
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ENUM_X_SIGNAL_MANAGING_ACTIONS mAction = X_SIGNAL_USE_NOTHING, // Signal Management Action
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double sl = 0, // Stop Loss
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double tp = 0 // Take Profit
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)
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{
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//
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return Prepare(
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mSymbol,
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mProvider,
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mPeriod,
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POSITION_TYPE_BUY,
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mMode,
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mEntry,
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mVolume,
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mAction,
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sl,
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tp
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//
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);
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}
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//
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bool PrepareShort(
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string mSymbol, // Trading Symbol
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string mProvider, // Signal Provider
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ENUM_TIMEFRAMES mPeriod, // Trading TimeFrame
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ENUM_X_ORDER_MODES mMode, // Execution Mode
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double mEntry, // Entry Price
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double mVolume, // Volume
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ENUM_X_SIGNAL_MANAGING_ACTIONS mAction = X_SIGNAL_USE_NOTHING, // Signal Management Action
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double sl = 0, // Stop Loss
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double tp = 0 // Take Profit
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)
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{
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//
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return Prepare(
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mSymbol,
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mProvider,
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mPeriod,
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POSITION_TYPE_SELL,
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mMode,
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mEntry,
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mVolume,
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mAction,
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sl,
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tp
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//
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);
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}
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//
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// Market Mode ...
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//
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bool PrepareMarketLong(
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string mSymbol, // Trading Symbol
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string mProvider, // Signal Provider
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ENUM_TIMEFRAMES mPeriod, // Trading TimeFrame
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double mEntry, // Entry Price
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double mVolume, // Volume
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ENUM_X_SIGNAL_MANAGING_ACTIONS mAction = X_SIGNAL_USE_NOTHING, // Signal Management Action
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double sl = 0, // Stop Loss
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double tp = 0 // Take Profit
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)
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{
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//
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return PrepareLong(
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mSymbol,
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mProvider,
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mPeriod,
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X_ORDER_MODE_MARKET,
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mEntry,
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mVolume,
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mAction,
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sl,
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tp
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//
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);
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}
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//
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bool PrepareMarketShort(
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string mSymbol, // Trading Symbol
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string mProvider, // Signal Provider
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ENUM_TIMEFRAMES mPeriod, // Trading TimeFrame
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double mEntry, // Entry Price
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double mVolume, // Volume
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ENUM_X_SIGNAL_MANAGING_ACTIONS mAction = X_SIGNAL_USE_NOTHING, // Signal Management Action
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double sl = 0, // Stop Loss
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double tp = 0 // Take Profit
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)
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{
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//
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return PrepareShort(
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mSymbol,
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mProvider,
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mPeriod,
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X_ORDER_MODE_MARKET,
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mEntry,
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mVolume,
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mAction,
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sl,
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tp
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//
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);
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}
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//
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// Stop Mode ...
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//
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bool PrepareStopLong(
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string mSymbol, // Trading Symbol
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string mProvider, // Signal Provider
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ENUM_TIMEFRAMES mPeriod, // Trading TimeFrame
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double mEntry, // Entry Price
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double mVolume, // Volume
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ENUM_X_SIGNAL_MANAGING_ACTIONS mAction = X_SIGNAL_USE_NOTHING, // Signal Management Action
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double sl = 0, // Stop Loss
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double tp = 0 // Take Profit
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)
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{
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//
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return PrepareLong(
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mSymbol,
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mProvider,
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mPeriod,
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X_ORDER_MODE_STOP,
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mEntry,
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mVolume,
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mAction,
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sl,
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tp
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//
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);
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}
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//
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bool PrepareStopShort(
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string mSymbol, // Trading Symbol
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string mProvider, // Signal Provider
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ENUM_TIMEFRAMES mPeriod, // Trading TimeFrame
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double mEntry, // Entry Price
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double mVolume, // Volume
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ENUM_X_SIGNAL_MANAGING_ACTIONS mAction = X_SIGNAL_USE_NOTHING, // Signal Management Action
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double sl = 0, // Stop Loss
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double tp = 0 // Take Profit
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)
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{
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//
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return PrepareShort(
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mSymbol,
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mProvider,
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mPeriod,
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X_ORDER_MODE_STOP,
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mEntry,
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mVolume,
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mAction,
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sl,
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tp
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//
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);
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}
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//
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// Limit Mode ...
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//
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bool PrepareLimitLong(
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string mSymbol, // Trading Symbol
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string mProvider, // Signal Provider
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ENUM_TIMEFRAMES mPeriod, // Trading TimeFrame
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double mEntry, // Entry Price
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double mVolume, // Volume
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ENUM_X_SIGNAL_MANAGING_ACTIONS mAction = X_SIGNAL_USE_NOTHING, // Signal Management Action
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double sl = 0, // Stop Loss
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double tp = 0 // Take Profit
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)
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{
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//
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return PrepareLong(
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mSymbol,
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mProvider,
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mPeriod,
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X_ORDER_MODE_LIMIT,
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mEntry,
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mVolume,
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mAction,
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sl,
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tp
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//
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);
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}
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//
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bool PrepareLimitShort(
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string mSymbol, // Trading Symbol
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string mProvider, // Signal Provider
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ENUM_TIMEFRAMES mPeriod, // Trading TimeFrame
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double mEntry, // Entry Price
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double mVolume, // Volume
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ENUM_X_SIGNAL_MANAGING_ACTIONS mAction = X_SIGNAL_USE_NOTHING, // Signal Management Action
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double sl = 0, // Stop Loss
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double tp = 0 // Take Profit
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)
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{
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//
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return PrepareShort(
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mSymbol,
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mProvider,
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mPeriod,
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X_ORDER_MODE_LIMIT,
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mEntry,
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mVolume,
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mAction,
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sl,
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tp
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//
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);
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}
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//
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// here we Can Modify TP and SL and also Action ...
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bool Modify(
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ENUM_X_SIGNAL_MANAGING_ACTIONS mAction,
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double &mTps[],
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double &mSls[]
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//
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)
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{
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//
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bool result = false;
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//
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result = IsValid();
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if (!result)
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{
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return result;
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}
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//
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// Only Position Manager works on Market Execution Positions ...
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if (mAction != X_SIGNAL_USE_NOTHING &&
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mode != X_ORDER_MODE_MARKET)
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{
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return result;
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}
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//
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int mTpsCount = ArraySize(mTps);
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int mSlsCount = ArraySize(mSls);
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//
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if (mAction != X_SIGNAL_USE_NOTHING)
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{
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//
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if (mAction == X_SIGNAL_USE_MAX ||
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mAction == X_SIGNAL_USE_MIN ||
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mAction == X_SIGNAL_PARTIAL_TRAIL)
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{
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result = mTpsCount > 0 || mSlsCount > 0;
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}
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else
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{
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result = mTpsCount > 0 && mSlsCount > 0;
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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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double defaultValue = 0;
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//
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Copy(
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mTps,
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tps
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//
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);
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if (ArraySize(tps) <= 0)
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{
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//
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Add(
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defaultValue,
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tps
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//
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);
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}
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//
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Copy(
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mSls,
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sls
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//
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);
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if (ArraySize(sls) <= 0)
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{
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//
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Add(
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defaultValue,
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sls
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//
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);
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}
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//
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action = mAction;
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//
|
|
result = IsValid();
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
// Cleanup ...
|
|
void Clean()
|
|
{
|
|
//
|
|
entry = 0;
|
|
volume = 0;
|
|
positionId = 0;
|
|
|
|
//
|
|
time = NULL;
|
|
type = NULL;
|
|
mode = NULL;
|
|
symbol = NULL;
|
|
period = NULL;
|
|
comment = NULL;
|
|
provider = NULL;
|
|
|
|
//
|
|
Clean(tps);
|
|
Clean(sls);
|
|
Clean(supports);
|
|
supportResistances.Clean();
|
|
}
|
|
|
|
//
|
|
// Validate ...
|
|
bool IsValid()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
IsValid(period) &&
|
|
IsValid(symbol) &&
|
|
NotEmpty(volume) &&
|
|
NotEmpty(entry) &&
|
|
(ArraySize(tps) > 0 ||
|
|
ArraySize(sls) > 0)
|
|
//
|
|
;
|
|
|
|
//
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Validate Actions ...
|
|
|
|
//
|
|
// Only Position Manager works on Market Execution Positions ...
|
|
result =
|
|
//
|
|
!(action != X_SIGNAL_USE_NOTHING &&
|
|
mode != X_ORDER_MODE_MARKET)
|
|
//
|
|
;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int tpsCount = ArraySize(tps);
|
|
int slsCount = ArraySize(sls);
|
|
|
|
//
|
|
if (action != X_SIGNAL_USE_NOTHING)
|
|
{
|
|
//
|
|
if (action == X_SIGNAL_USE_MAX ||
|
|
action == X_SIGNAL_USE_MIN ||
|
|
action == X_SIGNAL_PARTIAL_TRAIL)
|
|
{
|
|
result = tpsCount > 0 || slsCount > 0;
|
|
}
|
|
else
|
|
{
|
|
result = tpsCount > 0 && slsCount > 0;
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check Signal Executed or not ...
|
|
bool IsExecuted()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
IsValid() &&
|
|
NotEmpty(positionId)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Generate Comment for Signal ...
|
|
string GenerateComment()
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
if (IsValid(provider))
|
|
{
|
|
//
|
|
// Generate Provider Tag ...
|
|
result += GenerateProviderTag(provider);
|
|
}
|
|
|
|
//
|
|
if (IsValid(period))
|
|
{
|
|
//
|
|
// Generate Period Tag ...
|
|
result += GeneratePeriodTag(period);
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check this instance is Same os Given instance or not ...
|
|
bool IsSameAs(
|
|
const XSignal &value // instance for Compare
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
type == value.type &&
|
|
mode == value.mode &&
|
|
entry == value.entry &&
|
|
volume == value.volume &&
|
|
symbol == value.symbol &&
|
|
provider == value.provider &&
|
|
positionId == value.positionId &&
|
|
ArraySize(sls) == ArraySize(value.sls) &&
|
|
ArraySize(tps) == ArraySize(value.tps)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Find index in a Collection ...
|
|
int FindIndex(
|
|
const XSignal &values[] // Collection to Find
|
|
)
|
|
{
|
|
//
|
|
return FindIndex(
|
|
this,
|
|
values
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Check Items Passed Specific Filters or not ...
|
|
bool IsFiltersPassed(
|
|
string mSymbol = NULL, // Trading Symbol
|
|
string mProvider = NULL, // Signal Provider
|
|
ENUM_TIMEFRAMES mPeriod = NULL, // Trading Timeframe
|
|
ENUM_POSITION_TYPE mType = NULL, // Long (Buy), Short (Sell)
|
|
ENUM_X_ORDER_MODES mMode = NULL // Execution Mode
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
// Symbol Filter ...
|
|
IsSymbolFilterPassed(
|
|
mSymbol,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
// Provider Filter ...
|
|
IsProviderFilterPassed(
|
|
mProvider,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
// Period Filter ...
|
|
IsPeriodFilterPassed(
|
|
mPeriod,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
// Type Filter ...
|
|
IsTypeFilterPassed(
|
|
mType,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
// Mode Filter ...
|
|
IsModeFilterPassed(
|
|
mMode,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string GetToken()
|
|
{
|
|
return GetToken(this);
|
|
}
|
|
|
|
//
|
|
bool IsModelValid()
|
|
{
|
|
return IsValid();
|
|
}
|
|
|
|
//
|
|
// To String Representation ...
|
|
string ToModelString()
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// For Modeling a Signal we Only Used:
|
|
// - Period;
|
|
// - Provider;
|
|
// - Type;
|
|
// - Mode;
|
|
// - Symbol;
|
|
// - PositionID;
|
|
// - Entry;
|
|
// - Volume;
|
|
// - TPS;
|
|
// - SLS;
|
|
// - Issue Time;
|
|
|
|
//
|
|
int iPeriodInt = (int)period;
|
|
|
|
//
|
|
string periodStr = Surround(XPeriodToken, iPeriodInt);
|
|
string providerStr = Surround(XProviderToken, provider);
|
|
string typeStr = Surround(XTypeToken, type);
|
|
string modeStr = Surround(XModeToken, mode);
|
|
string SymbolStr = Surround(XSymbolToken, symbol);
|
|
string positionIdStr = Surround(XIDToken, positionId);
|
|
string entryStr = Surround(XEntryToken, entry);
|
|
string volumeStr = Surround(XVolumeToken, volume);
|
|
string timeStr = Surround(XTimeToken, time);
|
|
|
|
//
|
|
string actionStr = Surround(XActionToken, action);
|
|
|
|
//
|
|
// TP ...
|
|
string tpsContentStr = ToString(tps);
|
|
string tpsStr = Surround(XTPToken, tpsContentStr);
|
|
|
|
//
|
|
// SL ...
|
|
string slsContentStr = ToString(sls);
|
|
string slsStr = Surround(XSLToken, slsContentStr);
|
|
|
|
//
|
|
result =
|
|
//
|
|
GetToken() +
|
|
"[" +
|
|
//
|
|
periodStr +
|
|
providerStr +
|
|
typeStr +
|
|
modeStr +
|
|
SymbolStr +
|
|
positionIdStr +
|
|
entryStr +
|
|
volumeStr +
|
|
actionStr +
|
|
tpsStr +
|
|
slsStr +
|
|
timeStr +
|
|
//
|
|
"]"
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Parse String Model and Fill Available
|
|
// Items ...
|
|
bool ParseModel(string value)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
Clean();
|
|
|
|
//
|
|
if (!IsValid(value))
|
|
{
|
|
return false;
|
|
}
|
|
|
|
//
|
|
// For Modeling a Signal we Only Used:
|
|
// - Period;
|
|
// - Provider;
|
|
// - Type;
|
|
// - Mode;
|
|
// - Symbol;
|
|
// - PositionID;
|
|
// - Entry;
|
|
// - Volume;
|
|
// - TPS;
|
|
// - SLS;
|
|
// - Issue Time;
|
|
|
|
//
|
|
entry = ParseDoubleSurrounded(value, XEntryToken);
|
|
volume = ParseDoubleSurrounded(value, XVolumeToken);
|
|
positionId = ParseLongSurrounded(value, XIDToken);
|
|
|
|
//
|
|
time = ParseTimeSurrounded(value, XTimeToken);
|
|
symbol = ParseStringSurrounded(value, XSymbolToken);
|
|
provider = ParseStringSurrounded(value, XProviderToken);
|
|
type = ((ENUM_POSITION_TYPE)ParseIntSurrounded(value, XTypeToken));
|
|
mode = ((ENUM_X_ORDER_MODES)ParseIntSurrounded(value, XModeToken));
|
|
period = ((ENUM_TIMEFRAMES)ParseIntSurrounded(value, XPeriodToken));
|
|
|
|
//
|
|
action = ((ENUM_X_SIGNAL_MANAGING_ACTIONS)ParseIntSurrounded(value, XActionToken));
|
|
|
|
//
|
|
// TPS ...
|
|
ParseDoubleArraySurrounded(
|
|
tps,
|
|
value,
|
|
XTPToken
|
|
//
|
|
);
|
|
|
|
//
|
|
// SLS ...
|
|
ParseDoubleArraySurrounded(
|
|
sls,
|
|
value,
|
|
XSLToken
|
|
//
|
|
);
|
|
|
|
//
|
|
// Validate ...
|
|
result = IsValid();
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Select Regular SL ...
|
|
bool RegularSL(double &sl)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
sl = 0;
|
|
int slsCount = ArraySize(sls);
|
|
|
|
//
|
|
result = IsValid() && slsCount > 0;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
if (
|
|
action == X_SIGNAL_TRAIL ||
|
|
action == X_SIGNAL_USE_NOTHING ||
|
|
action == X_SIGNAL_PARTIAL_TRAIL)
|
|
{
|
|
sl = sls[0];
|
|
}
|
|
else if (action == X_SIGNAL_USE_MAX ||
|
|
action == X_SIGNAL_PARTIAL_CLOSE)
|
|
{
|
|
sl = GetMin(sls);
|
|
}
|
|
else if (action == X_SIGNAL_USE_MIN)
|
|
{
|
|
sl = GetMax(sls);
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Select Regular TP ...
|
|
bool RegularTP(double &tp)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
tp = 0;
|
|
int tpsCount = ArraySize(tps);
|
|
|
|
//
|
|
result = IsValid() && tpsCount > 0;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
if (
|
|
action == X_SIGNAL_TRAIL ||
|
|
action == X_SIGNAL_USE_NOTHING ||
|
|
action == X_SIGNAL_PARTIAL_TRAIL)
|
|
{
|
|
tp = tps[0];
|
|
}
|
|
else if (action == X_SIGNAL_USE_MAX ||
|
|
action == X_SIGNAL_PARTIAL_CLOSE)
|
|
{
|
|
tp = GetMax(tps);
|
|
}
|
|
else if (action == X_SIGNAL_USE_MIN)
|
|
{
|
|
tp = GetMin(tps);
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Retrieve Entry Price ...
|
|
double GetEntry()
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = GetEntry(
|
|
symbol,
|
|
type
|
|
//
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Retrieve Exit ...
|
|
double GetExit()
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = GetExit(
|
|
symbol,
|
|
type
|
|
//
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Get Spread by Point ...
|
|
double GetSpread()
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = PriceToPoint(GetSpread(symbol));
|
|
|
|
//
|
|
return result;
|
|
}
|
|
};
|
|
|
|
//
|
|
// Model an Open Position ...
|
|
struct XPosition
|
|
{
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
// Magic Number ...
|
|
ulong magic;
|
|
|
|
//
|
|
// Ticket ID ...
|
|
ulong ticket;
|
|
|
|
//
|
|
// Tradinng Symbol ...
|
|
string symbol;
|
|
|
|
//
|
|
// Trading Period ...
|
|
ENUM_TIMEFRAMES period;
|
|
|
|
//
|
|
// Position Type ...
|
|
ENUM_POSITION_TYPE type;
|
|
|
|
//
|
|
// Take Profit ...
|
|
double tp;
|
|
|
|
//
|
|
// Stop Loss ...
|
|
double sl;
|
|
|
|
//
|
|
// Position Current Profit ...
|
|
double profit;
|
|
|
|
//
|
|
// Position Open Price ...
|
|
double entry;
|
|
|
|
//
|
|
// Current Symbol Price ...
|
|
double price;
|
|
|
|
//
|
|
// Position Swap ...
|
|
double swap;
|
|
|
|
//
|
|
// Position Commission ...
|
|
double commission;
|
|
|
|
//
|
|
// Volume ...
|
|
double volume;
|
|
|
|
//
|
|
// Position Open Time ...
|
|
datetime openAt;
|
|
|
|
//
|
|
// Sifnal Provider ...
|
|
string provider;
|
|
|
|
//
|
|
// Position Comment ...
|
|
string comment;
|
|
|
|
//
|
|
// Constructor ...
|
|
XPosition()
|
|
{
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
// Initializers ...
|
|
|
|
bool ByIndex(int index)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
static CPositionInfo mPositionInfo;
|
|
|
|
//
|
|
result = mPositionInfo.SelectByIndex(index);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
ulong mTicket = mPositionInfo.Ticket();
|
|
|
|
//
|
|
result = ByTicket(mTicket);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool ByTicket(ulong mTicket)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
static CPositionInfo mPositionInfo;
|
|
|
|
//
|
|
result = mPositionInfo.SelectByTicket(mTicket);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
swap = mPositionInfo.Swap();
|
|
magic = mPositionInfo.Magic();
|
|
openAt = mPositionInfo.Time();
|
|
sl = mPositionInfo.StopLoss();
|
|
ticket = mPositionInfo.Ticket();
|
|
symbol = mPositionInfo.Symbol();
|
|
tp = mPositionInfo.TakeProfit();
|
|
profit = mPositionInfo.Profit();
|
|
volume = mPositionInfo.Volume();
|
|
comment = mPositionInfo.Comment();
|
|
entry = mPositionInfo.PriceOpen();
|
|
type = mPositionInfo.PositionType();
|
|
price = mPositionInfo.PriceCurrent();
|
|
commission = mPositionInfo.Commission();
|
|
|
|
//
|
|
period = ExtractPeriod(comment);
|
|
provider = ExtractProvider(comment);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
// Cleanup ...
|
|
void Clean()
|
|
{
|
|
magic = 0;
|
|
ticket = 0;
|
|
tp = 0;
|
|
sl = 0;
|
|
swap = 0;
|
|
entry = 0;
|
|
price = 0;
|
|
profit = 0;
|
|
volume = 0;
|
|
openAt = 0;
|
|
commission = 0;
|
|
|
|
//
|
|
type = NULL;
|
|
period = NULL;
|
|
|
|
//
|
|
symbol = NULL;
|
|
comment = NULL;
|
|
provider = NULL;
|
|
}
|
|
|
|
//
|
|
// Validate ...
|
|
bool IsValid()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
IsValid(symbol) &&
|
|
NotEmpty(ticket)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Retrieve Entry Price ...
|
|
double GetEntry()
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = GetEntry(
|
|
symbol,
|
|
type
|
|
//
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Retrieve Exit ...
|
|
double GetExit()
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = GetExit(
|
|
symbol,
|
|
type
|
|
//
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Get Spread by Point ...
|
|
double GetSpread()
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = PriceToPoint(GetSpread(symbol));
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Calculate Age ...
|
|
int GetAge(
|
|
ENUM_TIMEFRAMES mPeriod // Calculate Age based on this period
|
|
)
|
|
{
|
|
return GetAge(this, mPeriod);
|
|
}
|
|
|
|
//
|
|
// Check this instance is Same os Given instance or not ...
|
|
bool IsSameAs(
|
|
const XPosition &value // instance for Compare
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
type == value.type &&
|
|
magic == value.magic &&
|
|
entry == value.entry &&
|
|
ticket == value.ticket &&
|
|
volume == value.volume &&
|
|
symbol == value.symbol &&
|
|
provider == value.provider
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Find index in a Collection ...
|
|
int FindIndex(
|
|
const XPosition &values[] // Collection to Find
|
|
)
|
|
{
|
|
//
|
|
return FindIndex(
|
|
this,
|
|
values
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Check Items Passed Specific Filters or not ...
|
|
bool IsFiltersPassed(
|
|
string mSymbol = NULL, // Trading Symbol
|
|
string mProvider = NULL, // Signal Provider
|
|
ENUM_TIMEFRAMES mPeriod = NULL, // Trading Timeframe
|
|
ENUM_POSITION_TYPE mType = NULL, // Long (Buy), Short (Sell)
|
|
ulong mMagic = NULL, // Magic Number
|
|
bool mFilterByMagic = true // Get Only Self Open Positions
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
// Magic Filter ...
|
|
IsMagicFilterPassed(
|
|
mMagic,
|
|
mFilterByMagic,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
// Symbol Filter ...
|
|
IsSymbolFilterPassed(
|
|
mSymbol,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
// Provider Filter ...
|
|
IsProviderFilterPassed(
|
|
mProvider,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
// Period Filter ...
|
|
IsPeriodFilterPassed(
|
|
mPeriod,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
// Type Filter ...
|
|
IsTypeFilterPassed(
|
|
mType,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
};
|
|
|
|
//
|
|
// Model an Order ...
|
|
struct XOrder
|
|
{
|
|
//
|
|
// Time of order placement ...
|
|
datetime setupAt;
|
|
|
|
//
|
|
// Time of order expiration ...
|
|
datetime expiredAt;
|
|
|
|
//
|
|
// Time of order execution or cancellation ...
|
|
datetime executedAt;
|
|
|
|
//
|
|
// Order type ...
|
|
ENUM_ORDER_TYPE type;
|
|
|
|
//
|
|
// Order state ...
|
|
ENUM_ORDER_STATE state;
|
|
|
|
//
|
|
// Type of execution by remainder ...
|
|
ENUM_ORDER_TYPE_FILLING filling;
|
|
|
|
//
|
|
// Order lifetime ...
|
|
ENUM_ORDER_TYPE_TIME lifetime;
|
|
|
|
//
|
|
// Order ticket ...
|
|
ulong ticket;
|
|
|
|
//
|
|
// Magic Number ...
|
|
long magic;
|
|
|
|
//
|
|
// Position id, that is placed on order,
|
|
// when it is executed. Each executed order invokes a
|
|
// deal, that opens new or changes existing
|
|
// position. Id of that position is placed on
|
|
// executed order in this moment.
|
|
long positionId;
|
|
|
|
//
|
|
// Initial volume on order placement ...
|
|
double initialVolume;
|
|
|
|
//
|
|
// Unfilled volume ...
|
|
double currentVolume;
|
|
|
|
//
|
|
// Price, specified in the order ...
|
|
double openPrice;
|
|
|
|
//
|
|
// Current price by order symbol ...
|
|
double currentPrice;
|
|
|
|
//
|
|
// Price of placing Limit order when StopLimit order is triggered ...
|
|
double stopLimitPrice;
|
|
|
|
//
|
|
// Take Profit level ...
|
|
double tp;
|
|
|
|
//
|
|
// Stop Loss level ...
|
|
double sl;
|
|
|
|
//
|
|
// Trading Symbol ...
|
|
string symbol;
|
|
|
|
//
|
|
// Signal Provider ...
|
|
string provider;
|
|
|
|
//
|
|
// Order Comment ...
|
|
string comment;
|
|
|
|
//
|
|
ENUM_TIMEFRAMES period;
|
|
|
|
//
|
|
// Constructor ...
|
|
XOrder()
|
|
{
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
// Initializers ...
|
|
bool ByIndex(
|
|
int index // Fill By Index ...
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
int ordersCount = OrdersTotal();
|
|
if (ordersCount <= 0)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
static COrderInfo mOrderInfo;
|
|
|
|
//
|
|
result = mOrderInfo.SelectByIndex(index);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Reading Order Info ...
|
|
magic = mOrderInfo.Magic();
|
|
sl = mOrderInfo.StopLoss();
|
|
tp = mOrderInfo.TakeProfit();
|
|
ticket = mOrderInfo.Ticket();
|
|
openPrice = mOrderInfo.PriceOpen();
|
|
positionId = mOrderInfo.PositionId();
|
|
currentPrice = mOrderInfo.PriceCurrent();
|
|
initialVolume = mOrderInfo.VolumeInitial();
|
|
currentVolume = mOrderInfo.VolumeCurrent();
|
|
stopLimitPrice = mOrderInfo.PriceStopLimit();
|
|
|
|
//
|
|
symbol = mOrderInfo.Symbol();
|
|
comment = mOrderInfo.Comment();
|
|
|
|
//
|
|
state = mOrderInfo.State();
|
|
type = mOrderInfo.OrderType();
|
|
lifetime = mOrderInfo.TypeTime();
|
|
filling = mOrderInfo.TypeFilling();
|
|
|
|
//
|
|
setupAt = mOrderInfo.TimeSetup();
|
|
executedAt = mOrderInfo.TimeDone();
|
|
expiredAt = mOrderInfo.TimeExpiration();
|
|
|
|
//
|
|
period = ExtractPeriod(comment);
|
|
provider = ExtractProvider(comment);
|
|
|
|
//
|
|
result = IsValid();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Retrieve Specific History Order ...
|
|
bool HistoryByIndex(
|
|
int index // Fill By Index ...
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
int ordersCount = HistoryOrdersTotal();
|
|
if (ordersCount <= 0)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
static CHistoryOrderInfo mOrderInfo;
|
|
|
|
//
|
|
result = mOrderInfo.SelectByIndex(index);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Reading Order Info ...
|
|
magic = mOrderInfo.Magic();
|
|
sl = mOrderInfo.StopLoss();
|
|
tp = mOrderInfo.TakeProfit();
|
|
ticket = mOrderInfo.Ticket();
|
|
openPrice = mOrderInfo.PriceOpen();
|
|
positionId = mOrderInfo.PositionId();
|
|
currentPrice = mOrderInfo.PriceCurrent();
|
|
initialVolume = mOrderInfo.VolumeInitial();
|
|
currentVolume = mOrderInfo.VolumeCurrent();
|
|
stopLimitPrice = mOrderInfo.PriceStopLimit();
|
|
|
|
//
|
|
symbol = mOrderInfo.Symbol();
|
|
comment = mOrderInfo.Comment();
|
|
|
|
//
|
|
state = mOrderInfo.State();
|
|
type = mOrderInfo.OrderType();
|
|
lifetime = mOrderInfo.TypeTime();
|
|
filling = mOrderInfo.TypeFilling();
|
|
|
|
//
|
|
setupAt = mOrderInfo.TimeSetup();
|
|
executedAt = mOrderInfo.TimeDone();
|
|
expiredAt = mOrderInfo.TimeExpiration();
|
|
|
|
//
|
|
period = ExtractPeriod(comment);
|
|
provider = ExtractProvider(comment);
|
|
|
|
//
|
|
result = IsValid();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
// Cleanup ...
|
|
void Clean()
|
|
{
|
|
//
|
|
tp = 0;
|
|
sl = 0;
|
|
magic = 0;
|
|
ticket = 0;
|
|
positionId = 0;
|
|
openPrice = 0;
|
|
currentPrice = 0;
|
|
initialVolume = 0;
|
|
currentVolume = 0;
|
|
stopLimitPrice = 0;
|
|
|
|
//
|
|
setupAt = NULL;
|
|
expiredAt = NULL;
|
|
executedAt = NULL;
|
|
|
|
//
|
|
symbol = NULL;
|
|
comment = NULL;
|
|
provider = NULL;
|
|
|
|
//
|
|
type = NULL;
|
|
state = NULL;
|
|
period = NULL;
|
|
filling = NULL;
|
|
lifetime = NULL;
|
|
}
|
|
|
|
//
|
|
// Validate ...
|
|
bool IsValid()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
IsValid(symbol) &&
|
|
NotEmpty(ticket) &&
|
|
NotEmpty(positionId)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Calculate Age ...
|
|
int GetAge(
|
|
ENUM_TIMEFRAMES mPeriod // Calculate Age based on this period
|
|
)
|
|
{
|
|
return GetAge(this, mPeriod);
|
|
}
|
|
|
|
//
|
|
// Check this instance is Same os Given instance or not ...
|
|
bool IsSameAs(
|
|
const XOrder &value // instance for Compare
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
type == value.type &&
|
|
state == value.state &&
|
|
magic == value.magic &&
|
|
ticket == value.ticket &&
|
|
symbol == value.symbol &&
|
|
provider == value.provider &&
|
|
positionId == value.positionId
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Find index in a Collection ...
|
|
int FindIndex(
|
|
const XOrder &values[] // Collection to Find
|
|
)
|
|
{
|
|
//
|
|
return FindIndex(
|
|
this,
|
|
values
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Check Items Passed Specific Filters or not ...
|
|
bool IsFiltersPassed(
|
|
string mSymbol = NULL, // Trading Symbol
|
|
string mProvider = NULL, // Signal Provider
|
|
ENUM_TIMEFRAMES mPeriod = NULL, // Trading Timeframe
|
|
ENUM_ORDER_TYPE mType = NULL, // Long (Buy), Short (Sell)
|
|
ENUM_ORDER_STATE mState = NULL, // Order State
|
|
ulong mMagic = NULL, // Magic Number
|
|
bool mFilterByMagic = true // Get Only Self Open Positions
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
// Magic Filter ...
|
|
IsMagicFilterPassed(
|
|
mMagic,
|
|
mFilterByMagic,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
// Symbol Filter ...
|
|
IsSymbolFilterPassed(
|
|
mSymbol,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
// Provider Filter ...
|
|
IsProviderFilterPassed(
|
|
mProvider,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
// Period Filter ...
|
|
IsPeriodFilterPassed(
|
|
mPeriod,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
// Type Filter ...
|
|
IsTypeFilterPassed(
|
|
mType,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
// State Filter ...
|
|
IsStateFilterPassed(
|
|
mState,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
};
|
|
|
|
//
|
|
// Model a Deal ...
|
|
struct XDeal
|
|
{
|
|
//
|
|
// the ID of the Expert Advisor, that executed the deal ...
|
|
ulong magic;
|
|
|
|
//
|
|
// the ID of position, in which the deal was involved ...
|
|
ulong positionId;
|
|
|
|
//
|
|
// Ticket ...
|
|
ulong ticket;
|
|
|
|
//
|
|
// the name of the deal symbol ...
|
|
string symbol;
|
|
|
|
//
|
|
// order by which the deal is executed ...
|
|
ulong order;
|
|
|
|
//
|
|
// the time of deal execution ...
|
|
datetime time;
|
|
|
|
//
|
|
// Deal price ...
|
|
double price;
|
|
|
|
//
|
|
// the financial result of the deal (in deposit currency) ...
|
|
double profit;
|
|
|
|
//
|
|
// the amount of swap when position is closed ...
|
|
double swap;
|
|
|
|
//
|
|
// the amount of commission of the deal ...
|
|
double commission;
|
|
|
|
//
|
|
// the volume of deal ...
|
|
double volume;
|
|
|
|
//
|
|
// the deal comment ...
|
|
string comment;
|
|
|
|
//
|
|
string provider;
|
|
|
|
//
|
|
ENUM_TIMEFRAMES period;
|
|
|
|
//
|
|
// the deal type ...
|
|
// ------------------------------------------------------------------
|
|
// DEAL_TYPE_BUY => Buy ...
|
|
// DEAL_TYPE_SELL => Sell ...
|
|
// DEAL_TYPE_BUY_CANCELED => Canceled buy deal ...
|
|
// There can be a situation when a previously executed buy deal is canceled. In this case,
|
|
// the type of the previously executed deal (DEAL_TYPE_BUY) is changed to DEAL_TYPE_BUY_CANCELED,
|
|
// and its profit/loss is zeroized. Previously obtained profit/loss is charged/withdrawn using a separated balance operation ...
|
|
//
|
|
// DEAL_TYPE_SELL_CANCELED => Canceled sell deal ...
|
|
// There can be a situation when a previously executed sell deal is canceled. In this case,
|
|
// the type of the previously executed deal (DEAL_TYPE_SELL) is changed to DEAL_TYPE_SELL_CANCELED,
|
|
// and its profit/loss is zeroized. Previously obtained profit/loss is charged/withdrawn using a separated balance operation
|
|
//
|
|
// DEAL_TYPE_BALANCE => Balance ...
|
|
// DEAL_TYPE_CREDIT => Credit ...
|
|
// DEAL_TYPE_CHARGE => Additional charge ...
|
|
// DEAL_TYPE_CORRECTION => Correction ...
|
|
// DEAL_TAX => Tax charges ...
|
|
// DEAL_TYPE_BONUS => Bonus ...
|
|
// DEAL_TYPE_INTEREST => Interest rate ...
|
|
// DEAL_DIVIDEND => Dividend operations...
|
|
// DEAL_DIVIDEND_FRANKED => Franked (non-taxable) dividend operations ...
|
|
// DEAL_TYPE_COMMISSION => Additional commission ...
|
|
// DEAL_TYPE_COMMISSION_DAILY => Daily commission ...
|
|
// DEAL_TYPE_COMMISSION_MONTHLY => Monthly commission ...
|
|
// DEAL_TYPE_COMMISSION_AGENT_DAILY => Daily agent commission ...
|
|
// DEAL_TYPE_COMMISSION_AGENT_MONTHLY => Monthly agent commission
|
|
ENUM_DEAL_TYPE type;
|
|
|
|
//
|
|
// the deal direction ...
|
|
// ----------------------------------
|
|
// DEAL_ENTRY_IN => Entry in ...
|
|
// DEAL_ENTRY_OUT => Entry out ...
|
|
// DEAL_ENTRY_INOUT => Reverse ...
|
|
// DEAL_ENTRY_OUT_BY => Close a position by an opposite one ...
|
|
ENUM_DEAL_ENTRY entry;
|
|
|
|
//
|
|
// deal reson ...
|
|
// ---------------------
|
|
// DEAL_REASON_SL => The deal was executed as a result of Stop Loss activation ...
|
|
// DEAL_REASON_TP => The deal was executed as a result of Take Profit activation ...
|
|
// DEAL_REASON_SO => The deal was executed as a result of the Stop Out event ...
|
|
// DEAL_REASON_WEB => The deal was executed as a result of activation of an order placed from the web platform ...
|
|
// DEAL_REASON_SPLIT => The deal was executed after the split (price reduction) of an instrument, which had an open position during split announcement ...
|
|
// DEAL_REASON_CLIENT => The deal was executed as a result of activation of an order placed from a desktop terminal ...
|
|
// DEAL_REASON_MOBILE => The deal was executed as a result of activation of an order placed from a mobile application ...
|
|
// DEAL_REASON_EXPERT => The deal was executed as a result of activation of an order placed from an MQL5 program, i.e. an Expert Advisor or a script ...
|
|
// DEAL_REASON_VMARGIN => The deal was executed after charging the variation margin ...
|
|
// DEAL_REASON_ROLLOVER => The deal was executed due to a rollover ...
|
|
ENUM_DEAL_REASON reason;
|
|
|
|
//
|
|
// Constructor ...
|
|
XDeal()
|
|
{
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
// Initializers ...
|
|
bool ByIndex(
|
|
int index // Deal Index
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
int dealsCount = HistoryDealsTotal();
|
|
result = dealsCount > 0;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
static CDealInfo mDealInfo;
|
|
|
|
//
|
|
result = mDealInfo.SelectByIndex(index);
|
|
if (!result)
|
|
{
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Reading Order Info ...
|
|
swap = mDealInfo.Swap();
|
|
magic = mDealInfo.Magic();
|
|
order = mDealInfo.Order();
|
|
ticket = mDealInfo.Ticket();
|
|
time = mDealInfo.Time();
|
|
price = mDealInfo.Price();
|
|
symbol = mDealInfo.Symbol();
|
|
profit = mDealInfo.Profit();
|
|
volume = mDealInfo.Volume();
|
|
comment = mDealInfo.Comment();
|
|
positionId = mDealInfo.PositionId();
|
|
entry = mDealInfo.Entry();
|
|
commission = mDealInfo.Commission();
|
|
type = mDealInfo.DealType();
|
|
reason = (ENUM_DEAL_REASON)HistoryDealGetInteger(
|
|
ticket,
|
|
DEAL_REASON);
|
|
|
|
//
|
|
period = ExtractPeriod(comment);
|
|
provider = ExtractProvider(comment);
|
|
|
|
//
|
|
result = IsValid();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
// Cleanup ...
|
|
void Clean()
|
|
{
|
|
//
|
|
magic = 0;
|
|
positionId = 0;
|
|
ticket = 0;
|
|
order = 0;
|
|
time = 0;
|
|
price = 0;
|
|
profit = 0;
|
|
swap = 0;
|
|
commission = 0;
|
|
volume = 0;
|
|
|
|
//
|
|
symbol = NULL;
|
|
comment = NULL;
|
|
provider = NULL;
|
|
|
|
//
|
|
type = NULL;
|
|
entry = NULL;
|
|
period = NULL;
|
|
reason = NULL;
|
|
}
|
|
|
|
//
|
|
// Validate ...
|
|
bool IsValid()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
IsValid(symbol) &&
|
|
NotEmpty(ticket) &&
|
|
NotEmpty(positionId)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Calculate Age ...
|
|
int GetAge(
|
|
ENUM_TIMEFRAMES mPeriod // Calculate Age based on this period
|
|
)
|
|
{
|
|
return GetAge(this, mPeriod);
|
|
}
|
|
|
|
//
|
|
// Check this instance is Same os Given instance or not ...
|
|
bool IsSameAs(
|
|
const XDeal &value // instance for Compare
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
type == value.type &&
|
|
magic == value.magic &&
|
|
entry == value.entry &&
|
|
reason == value.reason &&
|
|
ticket == value.ticket &&
|
|
volume == value.volume &&
|
|
symbol == value.symbol &&
|
|
provider == value.provider &&
|
|
positionId == value.positionId
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Find index in a Collection ...
|
|
int FindIndex(
|
|
const XDeal &values[] // Collection to Find
|
|
)
|
|
{
|
|
//
|
|
return FindIndex(
|
|
this,
|
|
values
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Check Items Passed Specific Filters or not ...
|
|
bool IsFiltersPassed(
|
|
string mSymbol = NULL, // Trading Symbol
|
|
string mProvider = NULL, // Signal Provider
|
|
ENUM_TIMEFRAMES mPeriod = NULL, // Trading Timeframe
|
|
ENUM_DEAL_TYPE mType = NULL, // Deal Type
|
|
ENUM_DEAL_ENTRY mEntry = NULL, // Deal Entry
|
|
ENUM_DEAL_REASON mReason = NULL, // Deal Reason
|
|
ulong mMagic = NULL, // Magic Number
|
|
bool mFilterByMagic = true // Get Only Self Open Positions
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
// Magic Filter ...
|
|
IsMagicFilterPassed(
|
|
mMagic,
|
|
mFilterByMagic,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
// Symbol Filter ...
|
|
IsSymbolFilterPassed(
|
|
mSymbol,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
// Provider Filter ...
|
|
IsProviderFilterPassed(
|
|
mProvider,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
// Period Filter ...
|
|
IsPeriodFilterPassed(
|
|
mPeriod,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
// Type Filter ...
|
|
IsTypeFilterPassed(
|
|
mType,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
// Entry Filter ...
|
|
IsEntryFilterPassed(
|
|
mEntry,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
// Reason Filter ...
|
|
IsReasonFilterPassed(
|
|
mReason,
|
|
this
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
};
|
|
|
|
//
|
|
// Model OnTrade Event Handler Result on XCTrade Class ...
|
|
struct XOnTradeHandlerState
|
|
{
|
|
//
|
|
bool hasNewDeal;
|
|
int newDeals;
|
|
|
|
//
|
|
bool hasNewOrder;
|
|
int newOrders;
|
|
|
|
//
|
|
bool hasNewPosition;
|
|
int newPositions;
|
|
|
|
//
|
|
bool hasNewHistoryOrder;
|
|
int newHistoryOrders;
|
|
|
|
//
|
|
// Constructor ...
|
|
XOnTradeHandlerState()
|
|
{
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
// Cleanup ...
|
|
void Clean()
|
|
{
|
|
//
|
|
hasNewDeal = false;
|
|
hasNewOrder = false;
|
|
hasNewPosition = false;
|
|
hasNewHistoryOrder = false;
|
|
|
|
//
|
|
newDeals = 0;
|
|
newOrders = 0;
|
|
newPositions = 0;
|
|
newHistoryOrders = 0;
|
|
}
|
|
|
|
//
|
|
// Validate ...
|
|
bool IsValid()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
(
|
|
//
|
|
hasNewDeal
|
|
? newDeals > 0
|
|
: true
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
(
|
|
//
|
|
hasNewOrder
|
|
? newOrders > 0
|
|
: true
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
(
|
|
//
|
|
hasNewPosition
|
|
? newPositions > 0
|
|
: true
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
(
|
|
//
|
|
hasNewHistoryOrder
|
|
? newHistoryOrders > 0
|
|
: true
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
};
|
|
|
|
//
|
|
// Model Guard Info ...
|
|
struct XGuard
|
|
{
|
|
//
|
|
string symbol; // Trading Symbol ...
|
|
string provider; // Signal Provider ...
|
|
ENUM_TIMEFRAMES period; // Trading Timeframe ...
|
|
ENUM_POSITION_TYPE type; // Position Type ...
|
|
ENUM_X_GUARD_ACTIONS action; // Which Action to Do ...
|
|
|
|
//
|
|
double dblPayLoad;
|
|
string strPayload;
|
|
|
|
//
|
|
// Constructor ...
|
|
XGuard()
|
|
{
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
// Initialize ...
|
|
|
|
//
|
|
// Global Initializer ...
|
|
bool Init(
|
|
string mSymbol, // Trading Symbol ...
|
|
ENUM_TIMEFRAMES mPeriod, // Trading Timeframe ...
|
|
ENUM_X_GUARD_ACTIONS mAction, // Which Action to Do ...
|
|
ENUM_POSITION_TYPE mType = NULL, // Position Type ...
|
|
string mProvider = NULL, // Signal Provider ...
|
|
double mDblPayLoad = NULL,
|
|
string mStrPayload = NULL //
|
|
)
|
|
{
|
|
//
|
|
type = mType;
|
|
symbol = mSymbol;
|
|
period = mPeriod;
|
|
action = mAction;
|
|
provider = mProvider;
|
|
dblPayLoad = mDblPayLoad;
|
|
strPayload = mStrPayload;
|
|
|
|
//
|
|
bool result = IsValid();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
// Cleanup ...
|
|
void Clean()
|
|
{
|
|
//
|
|
symbol = NULL;
|
|
provider = NULL;
|
|
period = NULL;
|
|
action = X_GUARD_ACTION_NOTHING;
|
|
|
|
//
|
|
strPayload = NULL;
|
|
dblPayLoad = EMPTY_VALUE;
|
|
}
|
|
|
|
//
|
|
// Validate ...
|
|
bool IsValid()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
action != X_GUARD_ACTION_NOTHING
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
};
|
|
|
|
//
|
|
// Model a Position with all of it's Supports ...
|
|
struct XPositionPack
|
|
{
|
|
//
|
|
ulong ticket; // Main Position's Ticket
|
|
|
|
//
|
|
XPosition position; // Main Position (if Exists)
|
|
|
|
//
|
|
int supportOrdersCount; // Supported Orders (Untriggered)
|
|
int supportPositionsCount; // Supported Positions
|
|
|
|
//
|
|
XOrder supportOrders[]; // Supported Orders (Untriggered)
|
|
XPosition supportPositions[]; // Supported Positions
|
|
|
|
//
|
|
// Constructor ...
|
|
XPositionPack()
|
|
{
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
// Cleanup ...
|
|
void Clean()
|
|
{
|
|
//
|
|
ticket = 0;
|
|
|
|
//
|
|
position.Clean();
|
|
|
|
//
|
|
supportOrdersCount = 0;
|
|
supportPositionsCount = 0;
|
|
|
|
//
|
|
Clean(supportOrders);
|
|
Clean(supportPositions);
|
|
}
|
|
|
|
//
|
|
// Validate ...
|
|
bool IsValid()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
NotEmpty(ticket) &&
|
|
(
|
|
//
|
|
supportOrdersCount > 0
|
|
? ArraySize(supportOrders) == supportOrdersCount
|
|
: true
|
|
//
|
|
)
|
|
//
|
|
&&
|
|
//
|
|
(
|
|
//
|
|
supportPositionsCount > 0
|
|
? ArraySize(supportPositions) == supportPositionsCount
|
|
: true
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
};
|
|
|
|
//
|
|
// Check Position SL Trails Structure ...
|
|
struct XTrail
|
|
{
|
|
//
|
|
ulong ticket; // Position Ticket ...
|
|
ENUM_POSITION_TYPE type; // Type ...
|
|
datetime time; // Trail Time ...
|
|
double before; // SL Value Before Trailing ...
|
|
double after; // SL Value After Trailing ...
|
|
int level; // Number of Trails SL ...
|
|
double profit; // Profit in SL Time ...
|
|
|
|
//
|
|
// Constructor ...
|
|
XTrail()
|
|
{
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
bool Init(
|
|
ulong mTicket, // Ticket
|
|
ENUM_POSITION_TYPE mType, // Type
|
|
double mProfit, // Profit
|
|
double mBefore, // Before
|
|
double mAfter // After
|
|
)
|
|
{
|
|
//
|
|
Clean();
|
|
|
|
//
|
|
type = mType;
|
|
after = mAfter;
|
|
ticket = mTicket;
|
|
before = mBefore;
|
|
profit = mProfit;
|
|
|
|
//
|
|
level++;
|
|
|
|
//
|
|
time = TimeCurrent();
|
|
|
|
//
|
|
return IsValid();
|
|
}
|
|
|
|
//
|
|
bool Update(
|
|
double mSl, // new SL ...
|
|
double mProfit // Profit
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
time = TimeCurrent();
|
|
|
|
//
|
|
double cAfter = after;
|
|
after = mSl;
|
|
before = cAfter;
|
|
profit = mProfit;
|
|
|
|
//
|
|
level++;
|
|
|
|
//
|
|
result = IsValid();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string GenerateTag()
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
string ticketLevelStr = ToString(ticket) + "," + ToString(level);
|
|
|
|
//
|
|
result = Surround(
|
|
XSLTrailToken,
|
|
ticketLevelStr //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Cleanup ...
|
|
void Clean()
|
|
{
|
|
//
|
|
ticket = 0;
|
|
time = 0;
|
|
before = 0;
|
|
after = 0;
|
|
level = 0;
|
|
}
|
|
|
|
//
|
|
// Validate ...
|
|
bool IsValid()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
//
|
|
ticket > 0 &&
|
|
time > 0 &&
|
|
level > 0
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
};
|
|
|
|
//
|
|
// TypeDefs ...
|
|
|
|
//
|
|
typedef void (*TOnDealsChanged)(int count);
|
|
|
|
//
|
|
typedef void (*TOnOrdersChanged)(int count);
|
|
|
|
//
|
|
typedef void (*TOnPositionsChanged)(int count);
|
|
|
|
//
|
|
typedef void (*TOnStopLoss)(const XDeal &deal);
|
|
typedef void (*TOnTakeProfit)(const XDeal &deal);
|
|
|
|
//
|
|
typedef void (*TOnTradeStateChanged)(const XOnTradeHandlerState &state);
|
|
|
|
//
|
|
// Classes ...
|
|
|
|
//
|
|
// Create a Signal Specfic Data Collector ...
|
|
class XSCSignalCollector
|
|
{
|
|
//
|
|
// Public ...
|
|
public:
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
// Constructor ...
|
|
void XSCSignalCollector()
|
|
{
|
|
//
|
|
XSCDataCollector<XSignal> mBase;
|
|
mBase.Clear();
|
|
}
|
|
|
|
//
|
|
// Deconstructor ...
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
// Inheritanced Functions ...
|
|
|
|
//
|
|
// Cleaning Store ...
|
|
void Clear()
|
|
{
|
|
//
|
|
XSCDataCollector<XSignal> mBase;
|
|
|
|
//
|
|
mBase.Clear();
|
|
}
|
|
|
|
//
|
|
// Collect All Store ...
|
|
int Collect(XSignal &result[])
|
|
{
|
|
//
|
|
int mResult = 0;
|
|
|
|
//
|
|
XSCDataCollector<XSignal> mBase;
|
|
|
|
//
|
|
mResult = mBase.Collect(result);
|
|
|
|
//
|
|
return mResult;
|
|
}
|
|
|
|
//
|
|
// Add Item To Store ...
|
|
bool Add(XSignal &item)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
XSCDataCollector<XSignal> mBase;
|
|
|
|
//
|
|
result = mBase.Add(item);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Add Item(s) To Store ...
|
|
int Add(XSignal &items[])
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
XSCDataCollector<XSignal> mBase;
|
|
|
|
//
|
|
result = mBase.Add(items);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Remove an Item from Store ...
|
|
bool Remove(XSignal &item)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
XSCDataCollector<XSignal> mBase;
|
|
|
|
//
|
|
result = mBase.Remove(item);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Custom Functions ...
|
|
|
|
//
|
|
int CollectSignals(
|
|
XSignal &result[], // Hold Result
|
|
string symbol = NULL, // Trading Symbol
|
|
string provider = NULL, // Signal Provider
|
|
ENUM_TIMEFRAMES period = NULL, // Trading Timeframe
|
|
ENUM_POSITION_TYPE type = NULL, // Long (Buy), Short (Sell)
|
|
ENUM_X_ORDER_MODES mode = NULL // Execution Mode
|
|
)
|
|
{
|
|
//
|
|
int mResult = 0;
|
|
|
|
//
|
|
XSignal signals[];
|
|
int signalsCount = Collect(signals);
|
|
if (signalsCount <= 0)
|
|
{
|
|
return mResult;
|
|
}
|
|
|
|
//
|
|
mResult = ArraySize(result);
|
|
|
|
//
|
|
// Now we Have to Apply Filters ...
|
|
for (int i = 0; i < signalsCount; i++)
|
|
{
|
|
//
|
|
XSignal iSignal = signals[i];
|
|
|
|
//
|
|
bool isFiltersPassed =
|
|
iSignal.IsFiltersPassed(
|
|
symbol,
|
|
provider,
|
|
period,
|
|
type,
|
|
mode
|
|
//
|
|
);
|
|
if (!isFiltersPassed)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
AddRef(
|
|
iSignal,
|
|
result
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
return mResult;
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
// Tools ...
|
|
};
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
//
|
|
bool IsValid(ENUM_X_ORDER_MODES value)
|
|
{
|
|
return value != X_ORDER_MODE_NOTHING;
|
|
}
|
|
|
|
//
|
|
// Ages ...
|
|
|
|
//
|
|
// Retrieve a Position Age ...
|
|
int GetAge(
|
|
XPosition &position, // Selected Position ...
|
|
ENUM_TIMEFRAMES period = NULL // Dest Time Frame ...
|
|
)
|
|
{
|
|
//
|
|
int result = -1;
|
|
|
|
//
|
|
if (period == NULL)
|
|
{
|
|
period = _Period;
|
|
}
|
|
|
|
//
|
|
result = iBarShift(
|
|
position.symbol,
|
|
period,
|
|
position.openAt);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Retrieve an Order Age ...
|
|
int GetAge(
|
|
XOrder &order, // Selected Order ...
|
|
ENUM_TIMEFRAMES period = NULL // Dest Time Frame ...
|
|
)
|
|
{
|
|
//
|
|
int result = -1;
|
|
|
|
//
|
|
if (period == NULL)
|
|
{
|
|
period = _Period;
|
|
}
|
|
|
|
//
|
|
result = iBarShift(
|
|
order.symbol,
|
|
period,
|
|
order.setupAt);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Retrieve a Deal Age ...
|
|
int GetAge(
|
|
XDeal &deal, // Selected Deal ...
|
|
ENUM_TIMEFRAMES period = NULL // Dest Time Frame ...
|
|
)
|
|
{
|
|
//
|
|
int result = -1;
|
|
|
|
//
|
|
if (period == NULL)
|
|
{
|
|
period = _Period;
|
|
}
|
|
|
|
//
|
|
result = iBarShift(
|
|
deal.symbol,
|
|
period,
|
|
deal.time);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Get Oldest Deal ...
|
|
int GetOldest(
|
|
XDeal &item, // Hold Result ...
|
|
XDeal &items[] // Source Array ...
|
|
)
|
|
{
|
|
//
|
|
int result = -1;
|
|
|
|
//
|
|
int itemsCount = ArraySize(items);
|
|
if (itemsCount <= 0)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int tmpAge = 0;
|
|
XDeal tmpItem;
|
|
for (int i = 0; i < itemsCount; i++)
|
|
{
|
|
//
|
|
XDeal iItem = items[i];
|
|
|
|
//
|
|
int iAge = GetAge(iItem);
|
|
if (iAge > 0 &&
|
|
(tmpAge == 0 || tmpAge < iAge))
|
|
{
|
|
//
|
|
tmpAge = iAge;
|
|
tmpItem = iItem;
|
|
}
|
|
}
|
|
|
|
//
|
|
if (tmpAge > 0)
|
|
{
|
|
//
|
|
result = tmpAge;
|
|
item = tmpItem;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Get Youngest Deal ...
|
|
int GetYoungest(
|
|
XDeal &item, // Hold Result ...
|
|
XDeal &items[] // Source Array ...
|
|
)
|
|
{
|
|
//
|
|
int result = -1;
|
|
|
|
//
|
|
int itemsCount = ArraySize(items);
|
|
if (itemsCount <= 0)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int tmpAge = 0;
|
|
XDeal tmpItem;
|
|
for (int i = 0; i < itemsCount; i++)
|
|
{
|
|
//
|
|
XDeal iItem = items[i];
|
|
|
|
//
|
|
int iAge = GetAge(iItem);
|
|
if (iAge > 0 &&
|
|
(tmpAge == 0 || tmpAge > iAge))
|
|
{
|
|
//
|
|
tmpAge = iAge;
|
|
tmpItem = iItem;
|
|
}
|
|
}
|
|
|
|
//
|
|
if (tmpAge > 0)
|
|
{
|
|
//
|
|
result = tmpAge;
|
|
item = tmpItem;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Get Oldest Order ...
|
|
int GetOldest(
|
|
XOrder &item, // Hold Result ...
|
|
XOrder &items[] // Source Array ...
|
|
)
|
|
{
|
|
//
|
|
int result = -1;
|
|
|
|
//
|
|
int itemsCount = ArraySize(items);
|
|
if (itemsCount <= 0)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int tmpAge = 0;
|
|
XOrder tmpItem;
|
|
for (int i = 0; i < itemsCount; i++)
|
|
{
|
|
//
|
|
XOrder iItem = items[i];
|
|
|
|
//
|
|
int iAge = GetAge(iItem);
|
|
if (iAge > 0 &&
|
|
(tmpAge == 0 || tmpAge < iAge))
|
|
{
|
|
//
|
|
tmpAge = iAge;
|
|
tmpItem = iItem;
|
|
}
|
|
}
|
|
|
|
//
|
|
if (tmpAge > 0)
|
|
{
|
|
//
|
|
result = tmpAge;
|
|
item = tmpItem;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Get Youngest Order ...
|
|
int GetYoungest(
|
|
XOrder &item, // Hold Result ...
|
|
XOrder &items[] // Source Array ...
|
|
)
|
|
{
|
|
//
|
|
int result = -1;
|
|
|
|
//
|
|
int itemsCount = ArraySize(items);
|
|
if (itemsCount <= 0)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int tmpAge = 0;
|
|
XOrder tmpItem;
|
|
for (int i = 0; i < itemsCount; i++)
|
|
{
|
|
//
|
|
XOrder iItem = items[i];
|
|
|
|
//
|
|
int iAge = GetAge(iItem);
|
|
if (iAge > 0 &&
|
|
(tmpAge == 0 || tmpAge > iAge))
|
|
{
|
|
//
|
|
tmpAge = iAge;
|
|
tmpItem = iItem;
|
|
}
|
|
}
|
|
|
|
//
|
|
if (tmpAge > 0)
|
|
{
|
|
//
|
|
result = tmpAge;
|
|
item = tmpItem;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Get Oldes Position ...
|
|
int GetOldest(
|
|
XPosition &item, // Hold Result ...
|
|
XPosition &items[] // Source Array ...
|
|
)
|
|
{
|
|
//
|
|
int result = -1;
|
|
|
|
//
|
|
int itemsCount = ArraySize(items);
|
|
if (itemsCount <= 0)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int tmpAge = 0;
|
|
XPosition tmpItem;
|
|
for (int i = 0; i < itemsCount; i++)
|
|
{
|
|
//
|
|
XPosition iItem = items[i];
|
|
|
|
//
|
|
int iAge = GetAge(iItem);
|
|
if (iAge > 0 &&
|
|
(tmpAge == 0 || tmpAge < iAge))
|
|
{
|
|
//
|
|
tmpAge = iAge;
|
|
tmpItem = iItem;
|
|
}
|
|
}
|
|
|
|
//
|
|
if (tmpAge > 0)
|
|
{
|
|
//
|
|
result = tmpAge;
|
|
item = tmpItem;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Get Youngest Position ...
|
|
int GetYoungest(
|
|
XPosition &item, // Hold Result ...
|
|
XPosition &items[] // Source Array ...
|
|
)
|
|
{
|
|
//
|
|
int result = -1;
|
|
|
|
//
|
|
int itemsCount = ArraySize(items);
|
|
if (itemsCount <= 0)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int tmpAge = 0;
|
|
XPosition tmpItem;
|
|
for (int i = 0; i < itemsCount; i++)
|
|
{
|
|
//
|
|
XPosition iItem = items[i];
|
|
|
|
//
|
|
int iAge = GetAge(iItem);
|
|
if (iAge > 0 &&
|
|
(tmpAge == 0 || tmpAge > iAge))
|
|
{
|
|
//
|
|
tmpAge = iAge;
|
|
tmpItem = iItem;
|
|
}
|
|
}
|
|
|
|
//
|
|
if (tmpAge > 0)
|
|
{
|
|
//
|
|
result = tmpAge;
|
|
item = tmpItem;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check Filters ...
|
|
|
|
//
|
|
// Magic Filter ...
|
|
template <typename T>
|
|
bool IsMagicFilterPassed(
|
|
ulong magic,
|
|
bool filterByMagic,
|
|
T &item
|
|
//
|
|
)
|
|
{
|
|
//
|
|
return !filterByMagic
|
|
? true
|
|
: !NotEmpty(magic)
|
|
? false
|
|
: magic == item.magic;
|
|
}
|
|
|
|
//
|
|
// Symbol Filter ...
|
|
template <typename T>
|
|
bool IsSymbolFilterPassed(
|
|
string symbol,
|
|
T &item
|
|
//
|
|
)
|
|
{
|
|
//
|
|
return !IsValid(symbol)
|
|
? true
|
|
: symbol == item.symbol;
|
|
}
|
|
|
|
//
|
|
// Provider Filter ...
|
|
template <typename T>
|
|
bool IsProviderFilterPassed(
|
|
string provider,
|
|
T &item
|
|
//
|
|
)
|
|
{
|
|
//
|
|
return !IsValid(provider)
|
|
? true
|
|
: provider == item.provider;
|
|
}
|
|
|
|
//
|
|
// Period Filter ...
|
|
template <typename T>
|
|
bool IsPeriodFilterPassed(
|
|
ENUM_TIMEFRAMES period,
|
|
T &item
|
|
//
|
|
)
|
|
{
|
|
//
|
|
return !IsValid(period)
|
|
? true
|
|
: period == item.period;
|
|
}
|
|
|
|
//
|
|
// Type Filter ...
|
|
template <typename T>
|
|
bool IsTypeFilterPassed(
|
|
ENUM_POSITION_TYPE type,
|
|
T &item
|
|
//
|
|
)
|
|
{
|
|
//
|
|
return type == NULL
|
|
? true
|
|
: type == item.type;
|
|
}
|
|
template <typename T>
|
|
bool IsTypeFilterPassed(
|
|
ENUM_ORDER_TYPE type,
|
|
T &item
|
|
//
|
|
)
|
|
{
|
|
//
|
|
return type == NULL
|
|
? true
|
|
: type == item.type;
|
|
}
|
|
template <typename T>
|
|
bool IsTypeFilterPassed(
|
|
ENUM_DEAL_TYPE type,
|
|
T &item
|
|
//
|
|
)
|
|
{
|
|
//
|
|
return type == NULL
|
|
? true
|
|
: type == item.type;
|
|
}
|
|
|
|
//
|
|
// Mode Filter ...
|
|
template <typename T>
|
|
bool IsModeFilterPassed(
|
|
ENUM_X_ORDER_MODES mode,
|
|
T &item
|
|
//
|
|
)
|
|
{
|
|
//
|
|
return mode == NULL
|
|
? true
|
|
: mode == item.mode;
|
|
}
|
|
|
|
//
|
|
// Entry Filter ...
|
|
template <typename T>
|
|
bool IsEntryFilterPassed(
|
|
ENUM_DEAL_ENTRY entry,
|
|
T &item
|
|
//
|
|
)
|
|
{
|
|
//
|
|
return entry == NULL
|
|
? true
|
|
: entry == item.entry;
|
|
}
|
|
|
|
//
|
|
// Reason Filter ...
|
|
template <typename T>
|
|
bool IsReasonFilterPassed(
|
|
ENUM_DEAL_REASON reason,
|
|
T &item
|
|
//
|
|
)
|
|
{
|
|
//
|
|
return reason == NULL
|
|
? true
|
|
: reason == item.reason;
|
|
}
|
|
|
|
//
|
|
// State Filter ...
|
|
template <typename T>
|
|
bool IsStateFilterPassed(
|
|
ENUM_ORDER_STATE state,
|
|
T &item
|
|
//
|
|
)
|
|
{
|
|
//
|
|
return state == NULL
|
|
? true
|
|
: state == item.state;
|
|
}
|
|
|
|
//
|
|
|
|
//
|
|
// Find Specific Item Index inside a Collection ...
|
|
template <typename T>
|
|
int FindIndex(
|
|
T &item, // Item to Find
|
|
const T &items[] // Items for Search
|
|
)
|
|
{
|
|
//
|
|
int result = -1;
|
|
|
|
//
|
|
// Check Item Validation ...
|
|
if (!item.IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int itemsCount = ArraySize(items);
|
|
if (itemsCount <= 0)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
for (int i = 0; i < itemsCount; i++)
|
|
{
|
|
//
|
|
T iItem = items[i];
|
|
|
|
//
|
|
// Validate Item ...
|
|
if (!iItem.IsValid())
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isSame = item.IsSameAs(iItem);
|
|
if (isSame && result <= -1)
|
|
{
|
|
//
|
|
result = i;
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
//
|
|
// Calculate Positions Profit Summary ...
|
|
double SpecifiedCalculatePositionsProfit(
|
|
XPosition &positions[] // Source
|
|
)
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
int positionsCount = ArraySize(positions);
|
|
if (positionsCount <= 0)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
for (int i = 0; i < positionsCount; i++)
|
|
{
|
|
//
|
|
XPosition iPosition = positions[i];
|
|
|
|
//
|
|
result += iPosition.profit;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Calculate Required Profit for Hedging ...
|
|
double SpecifiedCalculateRequiredProfitForHedge(
|
|
XPosition &positions[], // Source
|
|
double mMinProfitPerTrade,
|
|
double mMinProfitPerVolumeFactor //
|
|
)
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
int positionsCount = ArraySize(positions);
|
|
if (positionsCount <= 0)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool isHedgingEnable = mMinProfitPerTrade > 0 && mMinProfitPerVolumeFactor > 0;
|
|
if (!isHedgingEnable)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
for (int i = 0; i < positionsCount; i++)
|
|
{
|
|
//
|
|
XPosition iPosition = positions[i];
|
|
|
|
//
|
|
if (mMinProfitPerTrade > 0 && mMinProfitPerVolumeFactor > 0)
|
|
{
|
|
//
|
|
result +=
|
|
((iPosition.volume / mMinProfitPerVolumeFactor) *
|
|
mMinProfitPerTrade) +
|
|
(-1 * iPosition.swap);
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool SpecifiedIsPositionsReadyForHedge(
|
|
XPosition &positions[], // Source
|
|
double mMinProfitPerTrade,
|
|
double mMinProfitPerVolumeFactor //
|
|
)
|
|
{
|
|
//
|
|
double profit = SpecifiedCalculatePositionsProfit(positions);
|
|
double requiredProfit = SpecifiedCalculateRequiredProfitForHedge(
|
|
positions,
|
|
mMinProfitPerTrade,
|
|
mMinProfitPerVolumeFactor //
|
|
);
|
|
|
|
//
|
|
bool result = requiredProfit > 0
|
|
? profit >= requiredProfit
|
|
: profit > requiredProfit;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Retrieve String Representation ...
|
|
string ToString(ENUM_X_SIGNAL_EXECUTION_RESULT value)
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
switch (value)
|
|
{
|
|
//
|
|
case X_SIGNAL_EXECUTION_UNKNOWN:
|
|
result = "Unknown";
|
|
break;
|
|
|
|
//
|
|
case X_SIGNAL_EXECUTION_SUCCEED:
|
|
result = "Succed";
|
|
break;
|
|
|
|
//
|
|
case X_SIGNAL_EXECUTION_FAILED_SPREAD:
|
|
result = "Spread more than Max Allowed";
|
|
break;
|
|
|
|
//
|
|
case X_SIGNAL_EXECUTION_FAILED_NO_EQUITY:
|
|
result = "No Equity for Trade";
|
|
break;
|
|
|
|
//
|
|
case X_SIGNAL_EXECUTION_FAILED_PRICE_ERROR:
|
|
result = "Price Error";
|
|
break;
|
|
|
|
//
|
|
case X_SIGNAL_EXECUTION_FAILED_MAX_REACHED:
|
|
result = "Max Allowed Positions Reached";
|
|
break;
|
|
|
|
//
|
|
case X_SIGNAL_EXECUTION_FAILED_INVALID_PARAMS:
|
|
result = "Invalid Params";
|
|
break;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Converts Position Type to Order Type ...
|
|
ENUM_ORDER_TYPE ToOrderType(ENUM_POSITION_TYPE value)
|
|
{
|
|
//
|
|
bool isLong = IsLong(value);
|
|
|
|
//
|
|
ENUM_ORDER_TYPE result =
|
|
isLong
|
|
? ORDER_TYPE_BUY
|
|
: ORDER_TYPE_SELL;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Tagging ...
|
|
|
|
//
|
|
// Generate Specified Tag for Using in Comments ...
|
|
string GeneratePeriodTag(ENUM_TIMEFRAMES period)
|
|
{
|
|
//
|
|
string strPeriod = ToString(period);
|
|
return Surround(
|
|
XPeriodToken,
|
|
strPeriod
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Extract Period from a Tagged string ...
|
|
ENUM_TIMEFRAMES ExtractPeriod(string value)
|
|
{
|
|
//
|
|
ENUM_TIMEFRAMES result = NULL;
|
|
|
|
//
|
|
string pStr = ParseStringSurrounded(
|
|
value,
|
|
XPeriodToken
|
|
//
|
|
);
|
|
if (!IsValid(pStr))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = ToPeriod(pStr);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
// Generate Specified Tag for Using in Comments ...
|
|
string GenerateProviderTag(string provider)
|
|
{
|
|
//
|
|
return Surround(
|
|
XProviderToken,
|
|
provider
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Extract Provider from a Tagged string ...
|
|
string ExtractProvider(string value)
|
|
{
|
|
//
|
|
return ParseStringSurrounded(
|
|
value,
|
|
XProviderToken
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Generate Support Comment Tag ...
|
|
string GenerateSupportTag(ulong ticket)
|
|
{
|
|
//
|
|
return Surround(
|
|
XSupportToken,
|
|
ticket
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Extract Support Positions from a Tagged string ...
|
|
ulong ExtractSupportedTicket(string value)
|
|
{
|
|
//
|
|
return ParseLongSurrounded(
|
|
value,
|
|
XSupportToken
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Generate EQM Support Comment Tag ...
|
|
string GenerateEQMSupportTag(ulong ticket)
|
|
{
|
|
//
|
|
return Surround(
|
|
XEQMSupportToken,
|
|
ticket
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Extract EQM Support Positions from a Tagged string ...
|
|
ulong ExtractEQMSupportedTicket(string value)
|
|
{
|
|
//
|
|
return ParseLongSurrounded(
|
|
value,
|
|
XEQMSupportToken
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// SL Trails ...
|
|
|
|
//
|
|
// Extract SL Trail Level ...
|
|
int ExtractSLTrailLevel(string comment)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
if (!IsValid(comment))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = ParseIntSurrounded(
|
|
comment,
|
|
XSLTrailToken
|
|
//
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Generate SL Trail Comment Tag ...
|
|
string GenerateSLTrailTag(int level)
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
if (level <= 0)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = Surround(
|
|
XSLTrailToken,
|
|
level
|
|
//
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Prepare SL Trail Comment ...
|
|
string PrepareSLTrailTag(
|
|
const string comment // Original Position Comment ...
|
|
)
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
int level = 0;
|
|
result = comment;
|
|
|
|
//
|
|
// Check Comment Contains SL Trailing or not ...
|
|
int lastTrailLevel = ExtractSLTrailLevel(comment);
|
|
if (lastTrailLevel <= 0)
|
|
{
|
|
level++;
|
|
}
|
|
else
|
|
{
|
|
//
|
|
level = lastTrailLevel + 1;
|
|
string lastLevelStr = GenerateSLTrailTag(lastTrailLevel);
|
|
StringReplace(
|
|
result,
|
|
lastLevelStr,
|
|
""
|
|
//
|
|
);
|
|
}
|
|
|
|
//
|
|
// Generate level Comment ...
|
|
string levelStr = GenerateSLTrailTag(level);
|
|
result += levelStr;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// EQM Support Orders ...
|
|
|
|
//
|
|
int GenerateEQMOrders(
|
|
XSignal &orders[], // Result
|
|
XPosition &position, // Supported Position
|
|
XOHCLSupRes &supRes, // Data Source
|
|
bool longs = true,
|
|
bool shorts = true //
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
Clean(orders);
|
|
|
|
//
|
|
if (!supRes.IsValid() ||
|
|
!position.IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
if (longs)
|
|
{
|
|
//
|
|
double longLevels[];
|
|
|
|
//
|
|
Copy(
|
|
supRes.res,
|
|
longLevels //
|
|
);
|
|
|
|
//
|
|
double minSup = GetMin(
|
|
supRes.sup //
|
|
);
|
|
if (minSup > 0)
|
|
{
|
|
//
|
|
Add(
|
|
minSup,
|
|
longLevels //
|
|
);
|
|
}
|
|
|
|
//
|
|
ArraySort(longLevels);
|
|
|
|
//
|
|
if (ArraySize(longLevels) > 2)
|
|
{
|
|
//
|
|
for (int i = 0; i < ArraySize(longLevels) - 2; i++)
|
|
{
|
|
//
|
|
double iSL = longLevels[i];
|
|
double iEntry = longLevels[i + 1];
|
|
double iTP = longLevels[i + 2];
|
|
|
|
//
|
|
XSignal iSignal;
|
|
bool isPrepared = iSignal.PrepareStopLong(
|
|
position.symbol,
|
|
XEQMSupportToken,
|
|
position.period,
|
|
iEntry,
|
|
position.volume,
|
|
X_SIGNAL_USE_NOTHING,
|
|
iSL,
|
|
iTP //
|
|
);
|
|
if (isPrepared)
|
|
{
|
|
//
|
|
string comment = GenerateSupportTag(position.ticket);
|
|
iSignal.comment = comment;
|
|
|
|
//
|
|
AddRef(
|
|
iSignal,
|
|
orders //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
if (shorts)
|
|
{
|
|
//
|
|
double shortLevels[];
|
|
|
|
//
|
|
Copy(
|
|
supRes.sup,
|
|
shortLevels //
|
|
);
|
|
|
|
//
|
|
double maxRes = GetMax(
|
|
supRes.res //
|
|
);
|
|
if (maxRes > 0)
|
|
{
|
|
//
|
|
Add(
|
|
maxRes,
|
|
shortLevels //
|
|
);
|
|
}
|
|
|
|
//
|
|
ArraySort(shortLevels);
|
|
ArrayReverse(shortLevels);
|
|
|
|
//
|
|
if (ArraySize(shortLevels) > 2)
|
|
{
|
|
//
|
|
for (int i = 0; i < ArraySize(shortLevels) - 2; i++)
|
|
{
|
|
//
|
|
double iSL = shortLevels[i];
|
|
double iEntry = shortLevels[i + 1];
|
|
double iTP = shortLevels[i + 2];
|
|
|
|
//
|
|
XSignal iSignal;
|
|
bool isPrepared = iSignal.PrepareStopShort(
|
|
position.symbol,
|
|
XEQMSupportToken,
|
|
position.period,
|
|
iEntry,
|
|
position.volume,
|
|
X_SIGNAL_USE_NOTHING,
|
|
iSL,
|
|
iTP //
|
|
);
|
|
if (isPrepared)
|
|
{
|
|
//
|
|
string comment = GenerateSupportTag(position.ticket);
|
|
iSignal.comment = comment;
|
|
|
|
//
|
|
AddRef(
|
|
iSignal,
|
|
orders //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
result = ArraySize(orders);
|
|
|
|
//
|
|
return result;
|
|
}
|