988 lines
25 KiB
Plaintext
988 lines
25 KiB
Plaintext
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//
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// Check All Open Positions and it's Supports ...
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void HandleSupportHedgeGuard()
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{
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//
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// We Have two different Senario ...
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// 1- Hedge a Position by it's Supprots ...
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// 2- Hedge Whole Positions ...
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//
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double minSupportVolume = 0.01;
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double minRequiredProfitPerEachTradeForHedging = 0.2;
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//
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// Check Open Positions ...
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int positionsCount = mTrader.CountPositions();
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if (positionsCount <= 0)
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{
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return;
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}
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//
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// Define Profit Summary Variable ...
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double profitSummary = 0;
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//
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// Retrieve Open Positions ...
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XPosition positions[];
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mTrader.GetPositions(positions);
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//
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// Try to Detect Each Position by it's Supports ...
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for (int i = 0; i < positionsCount; i++)
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{
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//
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// Retrieve Indexed Position ...
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XPosition iPosition = positions[i];
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//
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// Define Profit Summary Variable ...
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profitSummary = iPosition.profit;
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//
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XPositionPack pack;
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bool hasPack = mTrader.GetPositionPack(
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iPosition.ticket,
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pack);
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if (!hasPack)
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{
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continue;
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}
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//
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// Check Position's Supports is Executed or Not ...
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bool isSupportOpen = pack.supportPositionsCount > 0;
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if (!isSupportOpen)
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{
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//
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// Here we must Check to Do Additional Support ...
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//
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continue;
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}
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//
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// Check Profit Summary ...
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for (int j = 0; j < pack.supportPositionsCount; j++)
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{
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//
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XPosition jPosition = pack.supportPositions[j];
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//
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profitSummary += jPosition.profit;
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}
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//
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// Now se Decide What to do based On Profit Summary ...
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if (profitSummary > 0)
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{
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//
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// Close and Hedge ...
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CancelSupport(
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pack,
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true);
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}
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else if (profitSummary < 0)
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{
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//
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// Do Additional Supports ...
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}
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}
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//
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// Check Conditions for All Hedge Senario ...
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profitSummary = 0;
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double requiredProfit = 0;
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for (int i = 0; i < positionsCount; i++)
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{
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//
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XPosition iPosition = positions[i];
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//
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requiredProfit += (minRequiredProfitPerEachTradeForHedging * (iPosition.volume / minSupportVolume)) + (-1 * iPosition.swap);
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profitSummary += iPosition.profit;
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}
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//
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// Check Closing Condition ...
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bool isProfitPassedForHedge = (profitSummary > requiredProfit);
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if (!isProfitPassedForHedge)
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{
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return;
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}
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//
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string comment = "EQM Close ...";
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int closed = mTrader.ClosePositions(
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positions,
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comment);
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//
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if (closed > 0)
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{
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//
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string message = "In Profit Hedge using Equity Manager by Profit: " + ToString(profitSummary);
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//
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LogMessage(message);
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}
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}
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//
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// When Equity is Locked but Support Positions doesn't
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// Triggered ...
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void HandleEquitySupportGuard()
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{
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//
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// Add theme on Coonfigs ...
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int reuiredAge = 35;
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//
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bool hasEquity = CheckEquityForTrade();
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if (hasEquity)
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{
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//
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// TODO:
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// Here We Can Close All Exists Support Signals if their
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// related Positions was Gone ...
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return;
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}
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//
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// Retrieve in DrawDown Positions ...
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XPosition positions[];
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GetInDrawdownPositions(
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positions);
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int positionsCount = ArraySize(positions);
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if (positionsCount <= 0)
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{
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return;
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}
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//
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for (int i = 0; i < positionsCount; i++)
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{
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//
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XPosition iPosition = positions[i];
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//
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XPositionPack iPack;
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bool hasPack = mTrader.GetPositionPack(
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iPosition.ticket,
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iPack);
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if (!hasPack || iPack.supportOrdersCount <= 0)
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{
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//
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// Here We Have to Check if Added before or not ...
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int supIdx = GetSupportsIndex(iPosition.ticket);
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if (supIdx < 0)
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{
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//
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XSupport support;
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//
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support.position = iPosition;
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support.lastSupportVolume = iPosition.volume;
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support.lastSupport = TimeToMilliSeconds(iPosition.openAt);
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//
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AddSupports(support);
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//
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supIdx = GetSupportsIndex(iPosition.ticket);
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}
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//
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int supportAge = GetSupportAge(supIdx);
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bool isSupportAgePassed = supportAge > reuiredAge;
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if (!isSupportAgePassed)
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{
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continue;
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}
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//
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XSignal supports[];
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bool isGenerated = GenerateSupportSignals(
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iPosition,
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supports,
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mSupports[supIdx].lastSupportVolume * 2);
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if (!isGenerated)
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{
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continue;
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}
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//
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// Try to Execute New Support Signals ...
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bool isExecuted = ExecuteSupportSignals(
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iPosition,
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supports);
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if (isExecuted)
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{
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//
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// Update Support ...
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datetime barTime = iTime(
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iPosition.symbol,
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iPosition.period,
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0);
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mSupports[supIdx].position = iPosition;
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mSupports[supIdx].lastSupportVolume *= 2;
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mSupports[supIdx].lastSupport = TimeToMilliSeconds(barTime);
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//
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// string message = "Position (" + ToString(iPosition.ticket) + ") Close Due Equity Manager ...";
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string message = "Cancel Position (" + ToString(iPosition.ticket) + ") Supports and Provide New Supports for Equity Management ...";
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//
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LogMessage(message);
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}
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//
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continue;
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}
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//
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// Calculate Support Order Age ...
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int longAge = 0;
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for (int j = 0; j < iPack.supportOrdersCount; j++)
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{
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//
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XOrder jOrder = iPack.supportOrders[j];
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//
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int jAge = GetOrderAge(
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jOrder,
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iPosition.period);
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//
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if (longAge == 0 || longAge < jAge)
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{
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longAge = jAge;
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}
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}
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//
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// Check Longest Oreder Age is Passed Required Age or not ...
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bool hasLongAgeSupport = longAge >= reuiredAge;
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if (!hasLongAgeSupport)
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{
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continue;
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}
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//
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// now we Have to Cancel all Supports ...
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bool isCancelSupports = CancelSupport(
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iPack);
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if (!isCancelSupports)
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{
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continue;
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}
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//
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XSignal supports[];
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bool isGenerated = GenerateSupportSignals(
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iPack.position,
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supports);
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if (!isGenerated)
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{
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continue;
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}
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//
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// Try to Execute New Support Signals ...
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bool isExecuted = ExecuteSupportSignals(
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iPack.position,
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supports);
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if (isExecuted)
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{
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//
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string message = "Cancel Position (" + ToString(iPack.ticket) + ") Supports and Provide New Supports for Equity Management ...";
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//
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LogMessage(message);
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}
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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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// bool hasEquity = CheckEquityForTrade();
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// if (!hasEquity)
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// {
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// //
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// // TODO:
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// // Here we can check MaxIn Drawdown Position Type and
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// // ignore Indirection Positions if it's Only One Trade Open ...
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// // since Base EA Class ignore this Case and doesn't do anything, since
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// // it's a Custom Senario ...
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// // We have to implement it manually ...
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// // PickEquityManagerSignal(signals);
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// }
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// }
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//
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void PickEquityManagerSignal(XSignal &signals[])
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{
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//
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// Check Equity ...
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bool hasEquity = CheckEquityForTrade();
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if (hasEquity)
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{
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return;
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}
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//
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// Check Singals Count ...
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int signalsCount = ArraySize(signals);
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if (signalsCount <= 0)
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{
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return;
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}
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//
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// Retrieve Provider Count ...
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int providersCount = ArraySize(mProviders);
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if (providersCount <= 0)
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{
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return;
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}
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//
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// Loop Through Registered Provider Instances ...
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for (int i = 0; i < providersCount; i++)
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{
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//
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X121SignalProvider iSProvider = mProviders[i];
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//
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string symbol = iSProvider.symbol;
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ENUM_TIMEFRAMES period = iSProvider.period;
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//
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// Now we Have to Retrieve In Darwdown Position ...
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XPosition inDrawDownPositions[];
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GetInDrawdownPositions(
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inDrawDownPositions,
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symbol,
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NULL, // All Types Of Positions ...
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period,
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NULL, // All Types Of Signal Providers ...
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X_POSITION_SELECT_MAX // Max Positions Select ...
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);
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int inDrawDownPositionsCount = ArraySize(inDrawDownPositions);
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if (inDrawDownPositionsCount <= 0)
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{
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continue;
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}
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//
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// Since we Select Max Method and then Validate count, there was at least one it ...
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// which is the max ...
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ENUM_POSITION_TYPE type = inDrawDownPositions[0].type;
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//
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// Now we have to Loop Through Provided Signals which
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// relate to Indirection type of in drawdown position,
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// then simplely we can Execute it ...
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for (int j = 0; j < signalsCount; j++)
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{
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//
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XSignal jSignal = signals[j];
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//
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// Check Signal is belong to this provider ...
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if (jSignal.symbol != iSProvider.symbol ||
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jSignal.period != iSProvider.period)
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{
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continue;
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}
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//
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// we have sure the signal is belongs to current provider ...
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// Check signal direction ...
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// also we Check Signal Execution mode is MARKET mode ...
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if (jSignal.type == type || jSignal.mode != X_ORDER_MODE_MARKET)
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{
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continue;
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}
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//
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// Do Signal Preparation ...
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PrepareSignal(jSignal);
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//
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// Now we can Execute Signal ...
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bool isExecuted = mTrader.ExecuteSignal(jSignal);
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if (isExecuted)
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{
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break;
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}
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}
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}
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}
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//
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//
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void HandleEquityManagement()
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{
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//
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// TODO: add this to Configurations ...
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int longAgeDetection = 35;
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double supportVolumeMultiplier = 2;
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//
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// Check Equity ...
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bool hasEquity = CheckEquityForTrade();
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if (hasEquity)
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{
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return;
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}
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//
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// Retrieve Provider Count ...
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int providersCount = ArraySize(mProviders);
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if (providersCount <= 0)
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{
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return;
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}
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//
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// Loop Through Registered Provider Instances ...
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for (int i = 0; i < providersCount; i++)
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{
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//
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X121SignalProvider iSProvider = mProviders[i];
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//
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string symbol = iSProvider.symbol;
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ENUM_TIMEFRAMES period = iSProvider.period;
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XSCX121Provider *analyzer = iSProvider.provider;
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//
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// Now we Have to Retrieve In Darwdown Position ...
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XPosition inDrawDownPositions[];
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GetInDrawdownPositions(
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inDrawDownPositions,
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symbol,
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NULL, // All Types Of Positions ...
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period,
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NULL, // All Types Of Signal Providers ...
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NULL // All Positions Select ...
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);
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int inDrawDownPositionsCount = ArraySize(inDrawDownPositions);
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if (inDrawDownPositionsCount <= 0)
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{
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continue;
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}
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//
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// Loop throuigh Positions ...
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for (int j = 0; j < inDrawDownPositionsCount; j++)
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{
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//
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// Select Index Model ...
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XPosition jPosition = inDrawDownPositions[j];
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//
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// Check Position is Signal Type or Support Position ...
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string jParams[];
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bool isSupport = ExtractSupportParams(
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jPosition.comment,
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jParams);
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if (!isSupport)
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{
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//
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// there was some case which a Position still Open in Drawdown
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// and it's supports close due take profit ...
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// in this case we can simply make sure there isn't any ...
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XPositionPack jPack;
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bool hasPack = mTrader.GetPositionPack(
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jPosition.ticket,
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jPack);
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if (hasPack && jPack.supportOrdersCount > 0)
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{
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//
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// Check Support Order Age ...
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continue;
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}
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}
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//
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// at the moment we are sure the jPosition is Open Support Position ...
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//
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// First Sure there isn't any other Positions Open ...
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// Ignore Support for Support Trades which their related Positions Exists Open ...
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// TODO: Check and use this if required ...
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int positionsCount = mTrader.CountPositions();
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if (positionsCount > 1)
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{
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//
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// Close Max In Profit Trade if it is long age ...
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// Detect Positions ...
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// TODO: here ...
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// XPosition positions[];
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// GetPositions();
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// int ordersCount = CountPlacedSupports(symbol, period);
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// double profit = mTrader.GetPositionsProfit(symbol);
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// if (profit > 1 ||
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// profit < -1 ||
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// (profit < 0 &&
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// ordersCount == 0))
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// {
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// continue;
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// }
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}
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//
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// then We Have to Check the Open Positions age ...
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// ignore recently opesitions ...
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int positionAge = GetPositionAge(
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jPosition,
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period);
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bool isAgeTooOld = positionAge >= longAgeDetection;
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if (!isAgeTooOld)
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{
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continue;
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}
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//
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// Now Check Supported Before Or Not ...
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int supportIndex = GetSupportsIndex(jPosition.ticket);
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if (supportIndex < 0)
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{
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//
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// This means we don't support it bere ...
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//
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XSupport jSupport;
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//
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jSupport.position = jPosition;
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jSupport.lastSupportVolume = jPosition.volume;
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jSupport.lastSupport = TimeToMilliSeconds(jPosition.openAt);
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//
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// Add Support ...
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AddSupports(jSupport);
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//
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// Update Support Index ...
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supportIndex = GetSupportsIndex(jPosition.ticket);
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}
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//
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// Now we Have to Check Last Support Age ...
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int supportAge = GetSupportAge(supportIndex);
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isAgeTooOld = supportAge >= longAgeDetection;
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if (!isAgeTooOld)
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{
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continue;
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}
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//
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// Remove all Previously Executed Support Signals which not triggered ...
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XOrder orders[];
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GetOrders(
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orders,
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mSupports[supportIndex].position.symbol,
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NULL, // All Type of Orders ...
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NULL, // All State Of Orders ...
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mSupports[supportIndex].position.period,
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NULL // All Signallers type Orders ...
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);
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int ordersCount = ArraySize(orders);
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if (ordersCount > 0)
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{
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//
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for (int u = 0; u < ordersCount; u++)
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{
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//
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XOrder uOrder = orders[u];
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//
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// Now we have to Make sure this Orders is Support Order ...
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string uParams[];
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bool isSupportOrder = ExtractSupportParams(
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uOrder.comment,
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uParams);
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if (!isSupportOrder)
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{
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continue;
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}
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//
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bool isCancelled = mTrader.CancelOrder(uOrder.ticket);
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}
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}
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//
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double lastSupportVolume = mSupports[supportIndex].lastSupportVolume * supportVolumeMultiplier;
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|
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//
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// Here we Make Sure that we Have a Long Position which added in our Supports ...
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// now we have to Eneable Equity Manager Support Signals for this Specific Signal ...
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XSignal jSupportSignals[];
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bool isSupportSignalsGenerated = GenerateSupportSignals(
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mSupports[supportIndex].position,
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jSupportSignals,
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lastSupportVolume);
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if (!isSupportSignalsGenerated)
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{
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continue;
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}
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//
|
|
// Execute Support Signals ...
|
|
bool isExecuted = ExecuteSupportSignals(
|
|
mSupports[supportIndex].position,
|
|
jSupportSignals);
|
|
if (isExecuted)
|
|
{
|
|
//
|
|
// Now we Have to Update Support Info to Prevent Multiple Supporting ...
|
|
|
|
//
|
|
datetime barTime = iTime(
|
|
mSupports[supportIndex].position.symbol,
|
|
mSupports[supportIndex].position.period,
|
|
0);
|
|
|
|
//
|
|
mSupports[supportIndex].lastSupportVolume = lastSupportVolume;
|
|
mSupports[supportIndex].lastSupport = TimeToMilliSeconds(barTime);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
void HandleEquitySupportGuard()
|
|
{
|
|
//
|
|
double minVolumeFactor = 0.01;
|
|
double minProfitForEachTrade = 0.3;
|
|
|
|
//
|
|
int positionsCount = mTrader.CountPositions();
|
|
if (positionsCount < 2)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Retrieve Provider Count ...
|
|
int providersCount = ArraySize(mProviders);
|
|
if (providersCount <= 0)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Loop Through Registered Provider Instances ...
|
|
for (int i = 0; i < providersCount; i++)
|
|
{
|
|
//
|
|
X121SignalProvider iSProvider = mProviders[i];
|
|
|
|
//
|
|
string symbol = iSProvider.symbol;
|
|
ENUM_TIMEFRAMES period = iSProvider.period;
|
|
|
|
//
|
|
XPosition positions[];
|
|
GetPositions(
|
|
positions,
|
|
symbol,
|
|
NULL, // All Position Types ...
|
|
period);
|
|
positionsCount = ArraySize(positions);
|
|
if (positionsCount < 2)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
double profit = 0;
|
|
double requiredProfit = 0;
|
|
|
|
//
|
|
for (int j = 0; j < positionsCount; j++)
|
|
{
|
|
//
|
|
XPosition jPosition = positions[j];
|
|
|
|
//
|
|
profit += jPosition.profit;
|
|
requiredProfit += ((jPosition.volume / minVolumeFactor) * minProfitForEachTrade) + (-1 * jPosition.swap);
|
|
}
|
|
|
|
//
|
|
bool isProfitPassed = profit >= requiredProfit;
|
|
if (!isProfitPassed)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
string comment = "EQM Close ...";
|
|
int closed = mTrader.ClosePositions(
|
|
positions,
|
|
comment);
|
|
|
|
//
|
|
bool isClosed = closed == positionsCount;
|
|
if (isClosed)
|
|
{
|
|
//
|
|
Clean(mSupports);
|
|
|
|
//
|
|
string message = "Equity Management Close (" + ToString(positionsCount) + ") due Hedging by: " + ToString(profit);
|
|
|
|
//
|
|
LogMessage(message);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
//
|
|
//
|
|
|
|
//
|
|
void HandleEquityManagement()
|
|
{
|
|
//
|
|
// TODO: add this to Configurations ...
|
|
int longAgeDetection = 35;
|
|
double supportVolumeMultiplier = 2;
|
|
|
|
//
|
|
// Check Equity ...
|
|
bool hasEquity = CheckEquityForTrade();
|
|
if (hasEquity)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Retrieve Provider Count ...
|
|
int providersCount = ArraySize(mProviders);
|
|
if (providersCount <= 0)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Loop Through Registered Provider Instances ...
|
|
for (int i = 0; i < providersCount; i++)
|
|
{
|
|
//
|
|
X121SignalProvider iSProvider = mProviders[i];
|
|
|
|
//
|
|
string symbol = iSProvider.symbol;
|
|
ENUM_TIMEFRAMES period = iSProvider.period;
|
|
XSCX121Provider *analyzer = iSProvider.provider;
|
|
|
|
//
|
|
// TODO: Complete this here ...
|
|
}
|
|
}
|
|
|
|
//
|
|
void HandleEquitySupportGuard()
|
|
{
|
|
//
|
|
double minVolumeFactor = 0.01;
|
|
double minProfitForEachTrade = 0.3;
|
|
|
|
//
|
|
int positionsCount = mTrader.CountPositions();
|
|
if (positionsCount < 2)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Retrieve Provider Count ...
|
|
int providersCount = ArraySize(mProviders);
|
|
if (providersCount <= 0)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Loop Through Registered Provider Instances ...
|
|
for (int i = 0; i < providersCount; i++)
|
|
{
|
|
//
|
|
X121SignalProvider iSProvider = mProviders[i];
|
|
|
|
//
|
|
string symbol = iSProvider.symbol;
|
|
ENUM_TIMEFRAMES period = iSProvider.period;
|
|
|
|
//
|
|
XPosition positions[];
|
|
GetPositions(
|
|
positions,
|
|
symbol,
|
|
NULL, // All Position Types ...
|
|
period);
|
|
positionsCount = ArraySize(positions);
|
|
if (positionsCount < 2)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
double profit = 0;
|
|
double requiredProfit = 0;
|
|
|
|
//
|
|
for (int j = 0; j < positionsCount; j++)
|
|
{
|
|
//
|
|
XPosition jPosition = positions[j];
|
|
|
|
//
|
|
profit += jPosition.profit;
|
|
requiredProfit += ((jPosition.volume / minVolumeFactor) * minProfitForEachTrade) + (-1 * jPosition.swap);
|
|
}
|
|
|
|
//
|
|
bool isProfitPassed = profit >= requiredProfit;
|
|
if (!isProfitPassed)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
string comment = "EQM Close ...";
|
|
int closed = mTrader.ClosePositions(
|
|
positions,
|
|
comment);
|
|
|
|
//
|
|
bool isClosed = closed == positionsCount;
|
|
if (isClosed)
|
|
{
|
|
//
|
|
Clean(mSupports);
|
|
|
|
//
|
|
string message = "Equity Management Close (" + ToString(positionsCount) + ") due Hedging by: " + ToString(profit);
|
|
|
|
//
|
|
LogMessage(message);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Since we Have to Add Some Sorts of Support Signals for
|
|
// All Issued Signals ...
|
|
// here we Implement Support Signals to Attached all Signallers ...
|
|
|
|
// //
|
|
// // Peaks Break Out Signal ...
|
|
// XSignal pBreakoutSignal;
|
|
|
|
// //
|
|
// // Vales BreakOut Signal ...
|
|
// // XSignal vBreakoutSignal;
|
|
|
|
// //
|
|
// pBreakoutSignal.symbol = conditions.symbol;
|
|
// pBreakoutSignal.period = conditions.period;
|
|
// pBreakoutSignal.type = POSITION_TYPE_BUY;
|
|
|
|
// //
|
|
// // Since Price above Current Entry ...
|
|
// // we SEt Sell Stop ...
|
|
// pBreakoutSignal.mode = X_ORDER_MODE_STOP;
|
|
|
|
// //
|
|
// double entry = NormalizePrice(
|
|
// conditions.xpvInfo.peak,
|
|
// conditions.symbol);
|
|
// pBreakoutSignal.entry = entry;
|
|
|
|
// //
|
|
// double tpPoint = 30;
|
|
// double tpPrice = PointToPrice(
|
|
// mConditions.symbol,
|
|
// tpPoint);
|
|
// double tp = entry + tpPrice;
|
|
// pBreakoutSignal.tp = tp;
|
|
// pBreakoutSignal.sl = 0;
|
|
|
|
// //
|
|
// pBreakoutSignal.volume = 0.02;
|
|
|
|
// //
|
|
// Copy(
|
|
// conditions.signal.providers,
|
|
// pBreakoutSignal.providers);
|
|
|
|
// //
|
|
// Add(
|
|
// pBreakoutSignal,
|
|
// conditions.signal.supports);
|
|
|
|
//
|
|
// Since we Have to Add Some Sorts of Support Signals for
|
|
// All Issued Signals ...
|
|
// here we Implement Support Signals to Attached all Signallers ...
|
|
|
|
// //
|
|
// // Peaks Break Out Signal ...
|
|
// XSignal pBreakoutSignal;
|
|
|
|
// //
|
|
// // Vales BreakOut Signal ...
|
|
// XSignal vBreakoutSignal;
|
|
|
|
// //
|
|
// vBreakoutSignal.symbol = conditions.symbol;
|
|
// vBreakoutSignal.period = conditions.period;
|
|
// vBreakoutSignal.type = POSITION_TYPE_SELL;
|
|
|
|
// //
|
|
// // Since Price above Current Entry ...
|
|
// // we SEt Sell Stop ...
|
|
// vBreakoutSignal.mode = X_ORDER_MODE_LIMIT;
|
|
|
|
// //
|
|
// double entry = NormalizePrice(
|
|
// conditions.xpvInfo.peak,
|
|
// conditions.symbol);
|
|
// vBreakoutSignal.entry = entry;
|
|
|
|
// //
|
|
// double tpPoint = 30;
|
|
// double tpPrice = PointToPrice(
|
|
// mConditions.symbol,
|
|
// tpPoint);
|
|
// double tp = entry - tpPrice;
|
|
// vBreakoutSignal.tp = tp;
|
|
// vBreakoutSignal.sl = 0;
|
|
|
|
// //
|
|
// vBreakoutSignal.volume = 0.02;
|
|
|
|
// //
|
|
// Copy(
|
|
// conditions.signal.providers,
|
|
// vBreakoutSignal.providers);
|
|
|
|
// //
|
|
// Add(
|
|
// vBreakoutSignal,
|
|
// conditions.signal.supports);
|