1111 lines
26 KiB
Plaintext
1111 lines
26 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Class Library
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// --------------------------------------
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// Name: XC121SMCExpert
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// Description: provides all based classes for use ...
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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 "../../Classes/x-saherelm.x-expert.class.mq5"
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#include "../Classes/x-121.smc.x-tradehandler.class.mq5"
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#include "../Libraries/x-121.smc.lib.mq5"
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#include "../Strategy/x-121.smc.test.strategy.class.mq5"
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//
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// Definitions ...
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string XC121SMCExpertToken = "XC121SMCEA";
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//
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// Implementation ...
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class XC121SMCExpert : public XCBaseExpert
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{
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//
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public:
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//
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//
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// Signal Event Listener ...
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TOnStopLoss OnPositionSLEventListener;
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TOnTakeProfit OnPositionTPEventListener;
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TOnPartialClose OnPositionPartialCloseEventListener;
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TOnModify OnPositionModifiedEventListener;
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TOnForceClose OnPositionForceCloseEventListener;
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//
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TOnX121SMCSignal OnSignalEventListener;
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//
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// Getter(s) / Setter(s) ...
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/**
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* Get Risk to Reward Ratio ...
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*
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* @return ( double )
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*/
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double R2R()
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{
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return mR2R;
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}
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/**
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* Set Risk to Reward Ratio ...
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*
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* @param value: Double ...
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*/
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void R2R(double value)
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{
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//
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if (value < 1)
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{
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value = 1;
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}
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//
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mR2R = value;
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ReConfigureAllStrategies();
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}
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/**
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* Get Use Dynamic Volume State ...
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*
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* @return ( bool )
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*/
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bool UseDynamicVolume()
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{
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return mUseDynamicVolume;
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}
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/**
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* Set Use Dynamic Volume State ...
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*
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* @param value: Boolean ...
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*/
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void UseDynamicVolume(bool value)
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{
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mUseDynamicVolume = value;
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}
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/**
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* Get Increase Volume Step ...
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*
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* @return ( double )
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*/
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double DynamicVolumeStep()
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{
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return mDynamicVolumeStep;
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}
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/**
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* Set Increase Volume Step ...
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*
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* @param value: Double ...
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*/
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void DynamicVolumeStep(double value)
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{
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//
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if (value < 0.01)
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{
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value = 0.01;
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}
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//
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mDynamicVolumeStep = value;
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}
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/**
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* Get Balance Factor for Generate Dynamic Volume ...
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*
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* @return ( double )
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*/
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double DynamicVolumeBalanceFactor()
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{
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return mDynamicVolumeBalanceFactor;
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}
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/**
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* Set Balance Factor for Generate Dynamic Volume ...
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*
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* @param value: Double ...
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*/
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void DynamicVolumeBalanceFactor(double value)
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{
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//
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if (value < 0)
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{
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value = 0;
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}
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//
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mDynamicVolumeBalanceFactor = value;
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}
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/**
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* Get Risk Percent Per Balance in Each Trade ...
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*
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* @return ( double )
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*/
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double RiskPercentPerBalance()
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{
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return mRiskPercentPerBalance;
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}
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/**
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* Set Risk Percent Per Balance in Each Trade ...
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*
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* @param value: Double
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*/
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void RiskPercentPerBalance(double value)
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{
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//
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if (value < 0)
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{
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value = 0;
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}
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//
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mRiskPercentPerBalance = value;
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}
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/**
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* Get Dynamic Risk Management State ...
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*
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* @return ( bool )
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*/
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bool DynamicRiskManagement()
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{
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return mDynamicRiskManagement;
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}
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/**
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* Set Dynamic Risk Management State ...
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*
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* @param value: Boolean ...
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*/
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void DynamicRiskManagement(bool value)
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{
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mDynamicRiskManagement = value;
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}
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/**
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* Get Static Volume ...
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*
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* @return ( double )
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*/
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double Volume()
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{
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return mVolume;
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}
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/**
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* Set Static Volume ...
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*
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* @param value: Double ...
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*/
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void Volume(double value)
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{
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//
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if (value < 0.01)
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{
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value = 0.01;
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}
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//
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mVolume = value;
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}
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//
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// Actions ...
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/**
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* Handle OnSignalRecieved Event ...
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*
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* @param signal: XSignal instance ...
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* @param conditions: X121SMCStrategyConditions instance ...
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*/
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void HandleOnSignalRecieved(
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XSignal &signal,
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X121SMCStrategyConditions &conditions //
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)
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{
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//
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// Check Signal and Conditions Validations ...
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//
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if (!signal.IsValid())
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{
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return;
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}
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//
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if (!conditions.IsValid())
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{
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return;
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}
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//
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bool isLong = IsLong(signal.type);
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//
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// Notify When a Raw (Unfiltered) Signal Recieved
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// if it's Provided ...
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bool mAlertRawSignals = false;
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if (mAlertRawSignals)
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{
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//
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string msg = "Raw " + (IsLong(signal.type) ? "Long" : "Short") + " Signal Recieved: (" + signal.provider + "," + signal.symbol + "," + ToString(signal.period) + ") ...";
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Alert(msg);
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}
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//
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// Apply Volume On Signal ...
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ApplyVolumeOnSignal(signal);
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//
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// Chekc Signalling Enable or not ...
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bool canContinue =
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isLong
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? AllowLong()
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: AllowShort();
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if (!canContinue)
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{
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return;
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}
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//
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// TODO: Apply Filtering On Signal ...
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bool isFiltered = false;
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if (isFiltered)
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{
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//
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mTradeHandler.RemoveSignal(signal);
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return;
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}
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//
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// Attach Conditions Summary to Signal ...
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string conditionsSummary = conditions.GenerateSummary(
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false,
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false,
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true,
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false //
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);
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//
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// TODO: Retrieve Conditions Summary based on Filter ...
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signal.conditions = conditionsSummary;
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//
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datetime currentTime = TimeCurrent();
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//
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// Check Signal Protections ...
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bool canTrail = false;
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ENUM_X_121_SMC_PROVIDERS signalProvider = ParseProvider(signal.provider);
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if (IsValid(signalProvider))
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{
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//
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// Complete this in Force States ...
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// canTrail = true;
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}
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//
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// Execute Signal Using Trade Handler ...
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ENUM_X_SIGNAL_EXECUTION_RESULT state;
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bool isExecuted = mTradeHandler.ExecuteSignal(
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signal,
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state,
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false, // ignore Policies ...
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//
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// Force Protections ...
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canTrail //
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);
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//
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if (isExecuted)
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{
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mLastSignalOn = currentTime;
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}
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}
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//
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// Override Actions ...
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/**
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* Apply Default Configurations ...
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*/
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void DefaultConfigure() override
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{
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//
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// Commons ...
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Slippage(10);
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TagPrefix("");
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MagicNumber(1694056);
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//
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// Symbol ...
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SetSymbol(_Symbol);
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SetPeriod(_Period);
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MultiSymbol(false);
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Symbols("EURUSDb,GBPUSDb,USDJPYb,USDCHFb,DowJones30,XAUUSDb");
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//
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// Signalling ...
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Disabled(false);
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AllowLong(true);
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AllowShort(true);
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//
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string tag = GetTag();
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//
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// Alert ...
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SetAlertPrefix(tag);
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SetAlertLogAlerts(true);
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SetAlertPushAlerts(true);
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SetAlertMailAlerts(false);
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SetAlertEnableAlerts(true);
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SetAlertTerminalAlerts(false);
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//
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// Reports ...
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ReportNewDays(true);
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ReportNewWeeks(false);
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ReportNewHours(false);
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ReportNewMonths(false);
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//
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R2R(1);
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//
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// Volume Default Configurations ...
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Volume(0.01);
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UseDynamicVolume(false);
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DynamicVolumeStep(0.01);
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DynamicVolumeBalanceFactor(200);
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//
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RiskPercentPerBalance(0);
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DynamicRiskManagement(false);
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}
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/**
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* Vaslidate Inputs ...
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*
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* @return ( bool )
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*/
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bool ValidateInputs() override
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{
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//
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bool result = false;
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//
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string errMessage = "";
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//
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bool isCommonValid = (
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//
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Slippage() > 0 &&
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MagicNumber() > 0
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//
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);
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if (!isCommonValid)
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{
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//
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errMessage += "common configurations error;" + "\n";
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}
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//
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// Checking Volume ...
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bool isVolumeValid = true;
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if (UseDynamicVolume())
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{
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//
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isVolumeValid =
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DynamicVolumeStep() > 0 &&
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DynamicVolumeBalanceFactor() > 0;
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if (!isVolumeValid)
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{
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errMessage += "Dynamic Volume configurations error;" + "\n";
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}
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}
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isVolumeValid = isVolumeValid &&
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Volume() > 0;
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if (!isVolumeValid)
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{
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errMessage += "Static Volume configurations error;" + "\n";
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}
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//
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result =
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//
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// Common ...
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isCommonValid &&
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//
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// Volume Coniguration ...
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isVolumeValid &&
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//
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// Otere ...
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true
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//
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;
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//
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if (!result)
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{
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//
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// Since here Logger not Initiallized, we Use Raw Print Command ...
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errMessage = " Errors: \n" + errMessage;
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Alert(errMessage);
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}
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//
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return result;
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}
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//
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// Initializers and DeInitializers ...
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/**
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* Initial EA Requirements ...
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*
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* @return ( bool )
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*/
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bool InitEA() override
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{
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//
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bool result = false;
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//
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// Initialize Indicator Helpers ...
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//
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// Bar Timer ...
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XCTInputs ctInputs;
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ctInputs.Default(); // Default Configurations ...
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mCTHelper = new XCXCTHelper();
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result = mCTHelper.Init(
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GetSymbol(),
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GetPeriod(),
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ctInputs //
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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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// Bar Styles ...
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XCCInputs ccInputs;
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ccInputs.Default(); // Default Configurations ...
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mCCHelper = new XCXCCHelper();
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result = mCCHelper.Init(
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GetSymbol(),
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GetPeriod(),
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ccInputs //
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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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// Configure Alerts ...
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SetAlertPrefix(GetTag());
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SetAlertEnableAlerts(GetAlertEnableAlerts());
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SetAlertLogAlerts(GetAlertLogAlerts());
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SetAlertMailAlerts(GetAlertMailAlerts());
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SetAlertPushAlerts(GetAlertPushAlerts());
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SetAlertTerminalAlerts(GetAlertTerminalAlerts());
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//
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// Create Trader Instance and Configure it ...
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mTrader = new XCTrade(
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Slippage(),
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MagicNumber() //
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);
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mTrader.AddOnStopLossEventHandler(OnPositionSLEventListener);
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mTrader.AddOnTakeProfitEventHandler(OnPositionTPEventListener);
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mTrader.AddOnModifyPositionEventHandler(OnPositionModifiedEventListener);
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mTrader.AddOnForceClosePositionEventHandler(OnPositionForceCloseEventListener);
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mTrader.AddOnPartialClosePositionEventHandler(OnPositionPartialCloseEventListener);
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//
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// Initialize Trade Handler ...
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mTradeHandler = new XC121SMCTradeHandler(mTrader);
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mTradeHandler.SaveTrades(true);
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mTradeHandler.SaveSignals(true);
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mTradeHandler.SaveConditions(true);
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//
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// Configure Alerts ...
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mTradeHandler.SetAlertPrefix(GetTag());
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mTradeHandler.SetAlertEnableAlerts(GetAlertEnableAlerts());
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mTradeHandler.SetAlertLogAlerts(GetAlertLogAlerts());
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mTradeHandler.SetAlertMailAlerts(GetAlertMailAlerts());
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mTradeHandler.SetAlertPushAlerts(GetAlertPushAlerts());
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mTradeHandler.SetAlertTerminalAlerts(GetAlertTerminalAlerts());
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//
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mTradeHandler.MaxAllowedSLToPause(0);
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mTradeHandler.DelayBarBetweenTwoSignal(7);
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mTradeHandler.MaxAllowedSLReachedPauseDelay(HoursToSeconds(24));
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//
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// Configure Trade Management ...
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mTradeHandler.AllowLong(AllowLong());
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mTradeHandler.AllowShort(AllowShort());
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mTradeHandler.MaxAllowedLongs(0);
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mTradeHandler.MaxAllowedShorts(0);
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mTradeHandler.UseMaxAllowedTradesPerSymbol(true);
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mTradeHandler.MaxDrawdownPercentForOpenTrades(5);
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//
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// Configure Position Protector ...
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//
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mTradeHandler.UseForceMomentumsInProtection(true);
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//
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// Configure Hedging ...
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mTradeHandler.AllowHedge(false);
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mTradeHandler.HedgeMinVolumeStep(0.01);
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mTradeHandler.MinimumOpenPositionsForHEHedge(2);
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mTradeHandler.HedgeHEMinProfitPerVolumeStep(0.2);
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mTradeHandler.HedgeBEMinProfitPerVolumeStep(0.06);
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//
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// In Profit Position Protecting ...
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//
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// Trail ...
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mTradeHandler.AllowTrail(false);
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mTradeHandler.TrailStep(15);
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mTradeHandler.TrailStartDistance(30);
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mTradeHandler.OnlyTrailUnprotected(true);
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mTradeHandler.RemoveTPAfterTrailedLevel(3);
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//
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// Partial Close (In Profit) ...
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mTradeHandler.PartialCloseInProfitDistance(0);
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mTradeHandler.PartialCloseInProfitVolume(0);
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//
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// In Drawdown Positions Protecting ...
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//
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// Protect ...
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mTradeHandler.AllowProtect(false);
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mTradeHandler.ProtectionDelay(20);
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mTradeHandler.MaxAllowedProtection(0);
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mTradeHandler.UseEntryAsProtectionSL(true);
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mTradeHandler.ProtectOnConditions(true);
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mTradeHandler.AllowDirectionProtct(false);
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mTradeHandler.ProtectionStartDistance(50);
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mTradeHandler.ProtectionVolumeMultiplier(2);
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//
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// Partial Close (In Profit) ...
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mTradeHandler.PartialCloseInDrawdownDistance(0);
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mTradeHandler.PartialCloseInDrawdownVolume(0);
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//
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// Parsers ...
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XSymbolParser _symbolParser;
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//
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// Single Symbol ...
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if (!MultiSymbol())
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{
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//
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// Register Strategy ...
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//
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// Create Class Instance ...
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XCX121SMCBaseStrategy *iX121SMCStrategy;
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iX121SMCStrategy = new XCX121SMCTestStrategy(
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_Symbol,
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_Period //
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);
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//
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iX121SMCStrategy.AddXSignalEventHandler(OnSignalEventListener);
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//
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ConfigureStrategy(iX121SMCStrategy);
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RegisterStrategy(iX121SMCStrategy);
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}
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//
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// Multi Symbol ...
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else
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{
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//
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// Parse Symbols ...
|
|
string symbols[];
|
|
int symbolsCount = SplitContent(
|
|
symbols,
|
|
Symbols() //
|
|
);
|
|
result = IsValidSize(symbolsCount);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
for (int i = 0; i < symbolsCount; i++)
|
|
{
|
|
//
|
|
// Select Symbol ...
|
|
string iSymbol = symbols[i];
|
|
|
|
//
|
|
// Register Strategy Based On Symbol ...
|
|
|
|
//
|
|
// Parse Symbol ...
|
|
bool isEURUSD = _symbolParser.IsEURUSD(_Symbol);
|
|
bool isGBPUSD = _symbolParser.IsGBPUSD(_Symbol);
|
|
bool isEURGBP = _symbolParser.IsEURGBP(_Symbol);
|
|
bool isUSDCHF = _symbolParser.IsUSDCHF(_Symbol);
|
|
bool isEURCHF = _symbolParser.IsEURCHF(_Symbol);
|
|
bool isUSDJPY = _symbolParser.IsUSDJPY(_Symbol);
|
|
bool isEURJPY = _symbolParser.IsEURJPY(_Symbol);
|
|
bool isUSDCAD = _symbolParser.IsUSDCAD(_Symbol);
|
|
bool isEURCAD = _symbolParser.IsEURCAD(_Symbol);
|
|
bool isAUDUSD = _symbolParser.IsAUDUSD(_Symbol);
|
|
bool isEURAUD = _symbolParser.IsEURAUD(_Symbol);
|
|
bool isNZDUSD = _symbolParser.IsNZDUSD(_Symbol);
|
|
bool isEURNZD = _symbolParser.IsEURNZD(_Symbol);
|
|
|
|
//
|
|
// Check Symbol Can Register or not ...
|
|
bool canRegisterStrategy = true;
|
|
|
|
//
|
|
if (canRegisterStrategy)
|
|
{
|
|
//
|
|
// Create Class Instance ...
|
|
XCX121SMCBaseStrategy *iX121SMCStrategy;
|
|
iX121SMCStrategy = new XCX121SMCTestStrategy(
|
|
iSymbol,
|
|
_Period //
|
|
);
|
|
|
|
//
|
|
iX121SMCStrategy.AddXSignalEventHandler(OnSignalEventListener);
|
|
|
|
//
|
|
// Register Strategy ...
|
|
ConfigureStrategy(iX121SMCStrategy);
|
|
RegisterStrategy(iX121SMCStrategy);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Destroy all Initialized EA Requirements ...
|
|
*/
|
|
void DestroyEA() override
|
|
{
|
|
//
|
|
delete mCTHelper;
|
|
delete mCCHelper;
|
|
delete mTradeHandler;
|
|
|
|
//
|
|
Clean(mStrategies);
|
|
}
|
|
|
|
/**
|
|
* Call all Registered Strategies On Tick ...
|
|
*/
|
|
void HandleStrategiesOnTick() override
|
|
{
|
|
//
|
|
// Calling Protection Handler of TradeHandler ...
|
|
mTradeHandler.HandleProtection();
|
|
|
|
//
|
|
int count = ArraySize(mStrategies);
|
|
if (!IsValidSize(count))
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
// Call Tick Handler Function ...
|
|
mStrategies[i].HandleTick();
|
|
}
|
|
}
|
|
|
|
//
|
|
// Event Handlers ...
|
|
|
|
/**
|
|
* Calls When a Position's SL Triggered ...
|
|
*
|
|
* @param deal: XDeal instance ...
|
|
*/
|
|
void HandleOnStopLossTriggered(const XDeal &deal) override
|
|
{
|
|
//
|
|
// Finish ...
|
|
mTradeHandler.Finish(deal);
|
|
|
|
//
|
|
HandleReportBalance();
|
|
}
|
|
|
|
/**
|
|
* Calls When a Position's TP Triggered ...
|
|
*
|
|
* @param deal: XDeal instance ...
|
|
*/
|
|
void HandleOnTakeProfitTriggered(const XDeal &deal) override
|
|
{
|
|
//
|
|
// Finish ...
|
|
mTradeHandler.Finish(deal);
|
|
|
|
//
|
|
bool useDynamicRiskManagement = DynamicRiskManagement();
|
|
if (useDynamicRiskManagement)
|
|
{
|
|
mTradeHandler.ResetSymbolInfo(deal.symbol);
|
|
}
|
|
|
|
//
|
|
HandleReportBalance();
|
|
}
|
|
|
|
/**
|
|
* Handle Force Close a Position ...
|
|
*
|
|
* @param ticket: Position Ticket ...
|
|
* @param position: XPosition ...
|
|
* @param comment: Closing Comment ...
|
|
*/
|
|
void HandleOnPositionForceClosed(
|
|
const ulong ticket,
|
|
const XPosition &position,
|
|
const string comment //
|
|
) override
|
|
{
|
|
//
|
|
// Finish ...
|
|
mTradeHandler.Finish(
|
|
ticket,
|
|
position,
|
|
comment //
|
|
);
|
|
|
|
//
|
|
HandleReportBalance();
|
|
}
|
|
|
|
/**
|
|
* Reset All Paused Symbols on Each New Days ...
|
|
*/
|
|
void HandleOnNewDay() override
|
|
{
|
|
mTradeHandler.ResumePausedSymbols();
|
|
}
|
|
|
|
/**
|
|
* Generate Identifier Tag ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string GetTag() override
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
string tagPrefix = TagPrefix();
|
|
if (IsValid(tagPrefix))
|
|
{
|
|
result = tagPrefix;
|
|
}
|
|
else
|
|
{
|
|
result = "";
|
|
}
|
|
|
|
//
|
|
result =
|
|
XC121SMCExpertToken + result;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
protected:
|
|
//
|
|
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
datetime mLastSignalOn;
|
|
|
|
//
|
|
XC121SMCTradeHandler *mTradeHandler; // Trade Handler ...
|
|
XCX121SMCBaseStrategy *mStrategies[]; // Registere Strategies in EA ...
|
|
|
|
//
|
|
// Actions ...
|
|
|
|
/**
|
|
* Apply Volume Based On Configurations on Signal ...
|
|
*
|
|
* @param signal: XSignal instance
|
|
*/
|
|
void ApplyVolumeOnSignal(XSignal &signal)
|
|
{
|
|
//
|
|
// Prepare Signal Dynamic Volume
|
|
// if Provided ...
|
|
if (UseDynamicVolume() &&
|
|
DynamicVolumeStep() > 0 &&
|
|
DynamicVolumeBalanceFactor() > 0)
|
|
{
|
|
//
|
|
double dVolume = mTrader.GetDynamicVolume(
|
|
signal.symbol,
|
|
DynamicVolumeBalanceFactor(),
|
|
DynamicVolumeStep() //
|
|
);
|
|
|
|
//
|
|
if (dVolume > 0)
|
|
{
|
|
signal.volume = dVolume;
|
|
}
|
|
else
|
|
{
|
|
signal.volume = Volume();
|
|
}
|
|
}
|
|
else if (RiskPercentPerBalance() > 0)
|
|
{
|
|
//
|
|
double riskPercent = RiskPercentPerBalance();
|
|
|
|
//
|
|
double balance = mTrader.mAccount.GetBalance();
|
|
double riskAmountPerBalance = (riskPercent * balance) / 100;
|
|
|
|
//
|
|
double risk = signal.GetRisk();
|
|
double points = GetPoints(signal.symbol);
|
|
double riskInPoints = risk / points;
|
|
|
|
//
|
|
double volume = mTrader.mAccount.CalculateVolume(
|
|
signal.symbol,
|
|
riskAmountPerBalance,
|
|
riskInPoints //
|
|
);
|
|
|
|
//
|
|
// Check Dynamic Risk Management ...
|
|
bool allowDynamicRiskManagement = DynamicRiskManagement();
|
|
if (allowDynamicRiskManagement)
|
|
{
|
|
//
|
|
// Calculate Dynamic Additional Risk Management Volume Multiplier ...
|
|
double mAdditionalRiskMultiplier = CalculateAdditionalVolumeMultiplier(signal);
|
|
if (mAdditionalRiskMultiplier < 1)
|
|
{
|
|
mAdditionalRiskMultiplier = 1;
|
|
}
|
|
|
|
//
|
|
volume *= mAdditionalRiskMultiplier;
|
|
}
|
|
|
|
//
|
|
if (volume > 0)
|
|
{
|
|
volume = NormalizeVolume(volume, signal.symbol);
|
|
}
|
|
|
|
//
|
|
signal.volume = volume;
|
|
}
|
|
else
|
|
{
|
|
signal.volume = Volume();
|
|
}
|
|
|
|
//
|
|
mTradeHandler.UpdateSignal(signal);
|
|
}
|
|
|
|
/**
|
|
* Configure Startegy ...
|
|
*/
|
|
void ConfigureStrategy(XCX121SMCBaseStrategy *&strategy)
|
|
{
|
|
//
|
|
if (strategy == NULL)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Configure Alerts ...
|
|
strategy.SetAlertPrefix(GetTag());
|
|
strategy.SetAlertLogAlerts(GetAlertLogAlerts());
|
|
strategy.SetAlertMailAlerts(GetAlertMailAlerts());
|
|
strategy.SetAlertPushAlerts(GetAlertPushAlerts());
|
|
strategy.SetAlertEnableAlerts(GetAlertEnableAlerts());
|
|
strategy.SetAlertTerminalAlerts(GetAlertTerminalAlerts());
|
|
|
|
//
|
|
// Confiugre Signalling ...
|
|
|
|
//
|
|
strategy.R2R(R2R());
|
|
strategy.AllowLong(AllowLong());
|
|
strategy.AllowShort(AllowShort());
|
|
strategy.MaxAllowedSpread(20);
|
|
strategy.MaxAllowedSaveTicks(150);
|
|
strategy.MinRequiredTicksForSpreadPass(100);
|
|
|
|
//
|
|
if (Disabled())
|
|
{
|
|
strategy.Disable();
|
|
}
|
|
else
|
|
{
|
|
strategy.Enable();
|
|
}
|
|
|
|
//
|
|
}
|
|
|
|
/**
|
|
* Register an Strategy in EA ...
|
|
*
|
|
* @param strategy: XCX121SMCBaseStrategy instance ...
|
|
*/
|
|
void RegisterStrategy(XCX121SMCBaseStrategy *strategy)
|
|
{
|
|
//
|
|
if (strategy == NULL)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
ArrayResize(
|
|
mStrategies,
|
|
ArraySize(mStrategies) + 1 //
|
|
);
|
|
|
|
//
|
|
mStrategies[ArraySize(mStrategies) - 1] = strategy;
|
|
}
|
|
|
|
/**
|
|
* Re Configure All Registered Strategies ...
|
|
*/
|
|
void ReConfigureAllStrategies()
|
|
{
|
|
//
|
|
int count = ArraySize(mStrategies);
|
|
if (!IsValidSize(count))
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
ConfigureStrategy(mStrategies[i]);
|
|
}
|
|
}
|
|
|
|
//
|
|
private:
|
|
//
|
|
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
// Volume Management ...
|
|
double mR2R; // Signallers Risk to Reward Ratio ...
|
|
bool mUseDynamicVolume; // Use Dynamic Volume ...
|
|
double mDynamicVolumeStep; // Increase Volume Step ...
|
|
double mDynamicVolumeBalanceFactor; // Balance Factor for Generate Dynamic Volume ...
|
|
double mVolume; // Static Volume ...
|
|
bool mDynamicRiskManagement; // Dynamic Risk Management ...
|
|
double mRiskPercentPerBalance; // Risk Percent Per Balance in Each Trade ...
|
|
|
|
//
|
|
double CalculateAdditionalVolumeMultiplier(XSignal &signal)
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
if (!signal.IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
X121SMCSymbolPositionInfo info;
|
|
bool hasInfo = mTradeHandler.GetSymbolInfo(
|
|
signal.symbol,
|
|
info //
|
|
);
|
|
if (!hasInfo)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
if (info.countedSLs >= 2)
|
|
{
|
|
result = (info.countedSLs / 2) + 1;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
// |