759 lines
17 KiB
Plaintext
759 lines
17 KiB
Plaintext
////////////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 _XPROVIDER_ Signal Provider Library
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// --------------------------------------------------------
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// Name: _XPROVIDER_SignalProvider
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// Description: _XPROVIDER_ based signal provider ...
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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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// START Inputs ...
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//
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input group "_XPROVIDER_ Provider";
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//
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input group "_XPROVIDER_ Common";
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input bool enable_XPROVIDER_Provider = true; // Enable Provider
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input bool _xPROVIDER_EnableAlerts = true; // Enable Events Alert
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//
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input group "_XPROVIDER_ Indicator";
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//
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input group "_XPROVIDER_ Trader";
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input int _xPROVIDER_MagicNumber = 16940562; // Trader MagicNumber
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input int _xPROVIDER_Slippage = 10; // Trader Slippage
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//
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input group "_XPROVIDER_ Trade Management";
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input bool _xPROVIDER_AllowLongTrades = true; // Allow Long Trades
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input bool _xPROVIDER_AllowShortTrades = true; // Allow Short Trades
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input bool _xPROVIDER_UseGridTrades = true; // Enable Grid Trades
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input double _xPROVIDER_GridVolumeMultiplier = 2; // Grid Volume Multiplier
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input double _xPROVIDER_GridDistancePips = 10; // Grid Position Distance in Pips
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//
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input group "_XPROVIDER_ Risk Management";
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input bool _xPROVIDER_UseDynamicVolume = true; // Enable Dynamic Volume
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input double _xPROVIDER_StaticVolume = 0.01; // Static Volume
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input double _xPROVIDER_BalanceIncreased = 500; // Balance Increase
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input double _xPROVIDER_VolumeIncreased = 0.01; // Volume Increase
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//
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// END Inputs ...
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//
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//
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// Include Common Library ...
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#include "x-saherelm.common.lib.mq5"
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//
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// Include Logger Library ...
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#include "x-saherelm.log.lib.mq5"
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//
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// Include Alert Library ...
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#include "x-saherelm.alert.lib.mq5"
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//
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// Include Draw Library ...
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#include "x-saherelm.draw.lib.mq5"
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//
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// Include Class Libraries ...
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#include "x-saherelm.class.lib.mq5"
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//
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// START Global Definitions: Variables, Properties and etc ...
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//
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//
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XCTrade *_xPROVIDER_Trader;
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XCAccountInfo _xPROVIDER_AccountInfo;
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//
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double _xPROVIDER_GridLongPrice = 0;
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double _xPROVIDER_GridLongVolume = 0;
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//
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double _xPROVIDER_GridShortPrice = 0;
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double _xPROVIDER_GridShortVolume = 0;
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//
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// END Global Definitions: Variables, Properties and etc ...
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//
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//
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// START Provided Functions ...
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//
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//
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// Initial Library if required ...
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bool OnInInit_XPROVIDER_SignalProviderLibrary()
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{
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//
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bool result = false;
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//
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// Error Message ...
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string message = "";
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//
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// Check Risk Management ...
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if (_xPROVIDER_UseDynamicVolume)
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{
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//
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if (_xPROVIDER_BalanceIncreased <= 0 || _xPROVIDER_VolumeIncreased <= 0)
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{
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//
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message = "invalid volume increased factors ...";
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LogMessage(message);
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//
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return result;
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}
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}
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else
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{
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//
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double maxAvailableVolume = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);
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double minAvailableVolume = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
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//
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if (_xPROVIDER_StaticVolume > maxAvailableVolume || _xPROVIDER_StaticVolume < minAvailableVolume)
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{
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//
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message = "invalid static volume ...";
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LogMessage(message);
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//
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return result;
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}
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}
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//
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// Make XCTrader instance ...
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_xPROVIDER_Trader = new XCTrade(
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_Symbol,
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_xPROVIDER_Slippage,
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_xPROVIDER_MagicNumber);
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//
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result = true;
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//
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// Logging State ...
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message = "Initializion of (" + "_XPROVIDER_ Provider" + " _ " + _Symbol + " _ " + EnumToString(_Period) + ") Succeeded ...";
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LogMessage(message);
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//
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return result;
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}
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//
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// DeInitial Library if required ...
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void OnDeinit_XPROVIDER_SignalProviderLibrary()
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{
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//
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// Logging State ...
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string message = "De Initializion of (" + "_XPROVIDER_ Provider" + ") Succeeded ...";
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LogMessage(message);
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}
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//
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// this is a Globally Function which do all of
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// checkings and positions handling ...
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void Handle_XPROVIDER_SignalProviderTick()
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{
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//
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// Handle Open Trades ...
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_XPROVIDER_HandleOpenTrades();
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//
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// Handle Close Trades ...
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_XPROVIDER_HandleCloseTrades();
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}
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//
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// Check Market Conditions to find Long Primary Signals ...
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bool _XPROVIDER_HasPrimaryLongSignal()
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{
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//
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bool result = false;
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//
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// Check Buy/Long Conditions ...
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//
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return result;
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}
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//
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// Check Market Conditions to find Short Primary Signals ...
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bool _XPROVIDER_HasPrimaryShortSignal()
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{
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//
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bool result = false;
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//
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// Check Sell/Short Conditions ...
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//
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return result;
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}
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//
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// Check Market Conditions to find Long Grid Signals ...
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bool _XPROVIDER_HasGridLongSignal()
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{
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//
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bool result = false;
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//
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// Check Buy/Long Conditions ...
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//
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return result;
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}
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//
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// Check Market Conditions to find Short Grid Signals ...
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bool _XPROVIDER_HasGridShortSignal()
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{
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//
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bool result = false;
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//
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// Check Sell/Short Conditions ...
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//
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return result;
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}
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//
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// Check Market Conditions for closing Long Trades ...
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bool _XPROVIDER_CanCloseLongTrades()
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{
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//
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bool result = false;
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//
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return result;
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}
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//
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// Check Market Conditions for closing Short Trades ...
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bool _XPROVIDER_CanCloseShortTrades()
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{
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//
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bool result = false;
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//
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return result;
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}
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//
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// Handle Long/Buy for Primary Trades...
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bool _XPROVIDER_HandlePrimaryLong(
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XSignal &signal, // return structure if signal founded
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bool doTrade = true // do trade on signal
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)
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{
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//
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bool result = false;
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//
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ResetLastError();
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//
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if (_XPROVIDER_HasPrimaryLongSignal() && _xPROVIDER_Trader.CountLongs() == 0)
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{
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//
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double entry = GetAsk();
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double volume = _XPROVIDER_CalculateVolume();
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//
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double canDoTrade = _XPROVIDER_CanDoTrade();
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//
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signal.entry = entry;
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signal.volume = volume;
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signal.symbol = _Symbol;
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signal.type = X_SIGNAL_LONG;
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signal.magicNumber = _xPROVIDER_MagicNumber;
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signal.time = iTime(_Symbol, _Period, 0);
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signal.comment = "Primary _XPROVIDER_ Long";
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//
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if (enable_XPROVIDER_Provider && _xPROVIDER_AllowLongTrades && doTrade && canDoTrade)
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{
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//
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// Execute Signal ...
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result = _xPROVIDER_Trader.ExecuteSignal(signal);
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//
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// Since this means an error happens, we have to log this error ...
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if (!result)
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{
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string errMessage = "failed to execute Long signal: " + (string)GetLastError();
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LogMessage(errMessage);
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}
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}
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else
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{
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result = false;
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}
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}
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//
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// Handle Alerts ...
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if (result)
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{
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//
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if (_xPROVIDER_EnableAlerts)
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{
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SendAlert(signal, true);
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}
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else
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{
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LogExecutedSignal(signal);
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}
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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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// Handle Short/Sell for Primary Trades...
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bool _XPROVIDER_HandlePrimaryShort(
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XSignal &signal, // return structure if signal founded
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bool doTrade = true // do trade on signal
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)
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{
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//
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bool result = false;
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//
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ResetLastError();
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//
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if (_XPROVIDER_HasPrimaryShortSignal() && _xPROVIDER_Trader.CountShorts() == 0)
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{
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//
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double entry = GetBid();
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double volume = _XPROVIDER_CalculateVolume();
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//
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double canDoTrade = _XPROVIDER_CanDoTrade();
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//
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signal.entry = entry;
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signal.volume = volume;
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signal.symbol = _Symbol;
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signal.type = X_SIGNAL_SHORT;
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signal.magicNumber = _xPROVIDER_MagicNumber;
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signal.time = iTime(_Symbol, _Period, 0);
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signal.comment = "Primary _XPROVIDER_ Short";
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//
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if (enable_XPROVIDER_Provider && _xPROVIDER_AllowShortTrades && doTrade && canDoTrade)
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{
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//
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// Execute Signal ...
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result = _xPROVIDER_Trader.ExecuteSignal(signal);
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//
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// Since this means an error happens, we have to log this error ...
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if (!result)
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{
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string errMessage = "failed to execute Short signal: " + (string)GetLastError();
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LogMessage(errMessage);
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}
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}
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else
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{
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result = false;
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}
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}
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//
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// Handle Alerts ...
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if (result)
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{
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//
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if (_xPROVIDER_EnableAlerts)
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{
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SendAlert(signal, true);
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}
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else
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{
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LogExecutedSignal(signal);
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}
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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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// Handle Long/Buy for Grid Trades...
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bool _XPROVIDER_HandleGridLong(
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XSignal &signal, // return structure if signal founded
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bool doTrade = true // do trade on signal
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)
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{
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//
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bool result = false;
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//
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ResetLastError();
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//
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double ask = GetAsk();
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bool canDoGridTrade = ask <= _xPROVIDER_GridLongPrice;
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if (_XPROVIDER_HasGridLongSignal() && _xPROVIDER_Trader.CountLongs() > 0 && canDoGridTrade)
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{
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//
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double entry = ask;
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double volume = _xPROVIDER_GridLongVolume;
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//
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double canDoTrade = _XPROVIDER_CanDoTrade();
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//
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signal.entry = entry;
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signal.volume = volume;
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signal.symbol = _Symbol;
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signal.type = X_SIGNAL_LONG;
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signal.magicNumber = _xPROVIDER_MagicNumber;
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signal.time = iTime(_Symbol, _Period, 0);
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signal.comment = "Grid _XPROVIDER_ Long";
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//
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if (enable_XPROVIDER_Provider && _xPROVIDER_AllowLongTrades && _xPROVIDER_UseGridTrades && doTrade && canDoTrade)
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{
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//
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// Execute Signal ...
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result = _xPROVIDER_Trader.ExecuteSignal(signal);
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//
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// Since this means an error happens, we have to log this error ...
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if (!result)
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{
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string errMessage = "failed to execute Long signal: " + (string)GetLastError();
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LogMessage(errMessage);
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}
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}
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else
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{
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result = false;
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}
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}
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//
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// Handle Alerts ...
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if (result)
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{
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//
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if (_xPROVIDER_EnableAlerts)
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{
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SendAlert(signal, true);
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}
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else
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{
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LogExecutedSignal(signal);
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}
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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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// Handle Short/Sell for Grid Trades...
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bool _XPROVIDER_HandleGridShort(
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XSignal &signal, // return structure if signal founded
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bool doTrade = true // do trade on signal
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)
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{
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//
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bool result = false;
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//
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ResetLastError();
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//
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double bid = GetBid();
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bool canDoGridTrade = bid >= _xPROVIDER_GridShortPrice;
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if (_XPROVIDER_HasGridShortSignal() && _xPROVIDER_Trader.CountShorts() > 0 && canDoGridTrade)
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{
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//
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double entry = bid;
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double volume = _xPROVIDER_GridShortVolume;
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//
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double canDoTrade = _XPROVIDER_CanDoTrade();
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//
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signal.entry = entry;
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signal.volume = volume;
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signal.symbol = _Symbol;
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signal.type = X_SIGNAL_SHORT;
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signal.magicNumber = _xPROVIDER_MagicNumber;
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signal.time = iTime(_Symbol, _Period, 0);
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signal.comment = "Grid _XPROVIDER_ Short";
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//
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if (enable_XPROVIDER_Provider && _xPROVIDER_AllowShortTrades && _xPROVIDER_UseGridTrades && doTrade && canDoTrade)
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{
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//
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// Execute Signal ...
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result = _xPROVIDER_Trader.ExecuteSignal(signal);
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//
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// Since this means an error happens, we have to log this error ...
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if (!result)
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{
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string errMessage = "failed to execute Short signal: " + (string)GetLastError();
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LogMessage(errMessage);
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}
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}
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else
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{
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result = false;
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}
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}
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//
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// Handle Alerts ...
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if (result)
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{
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//
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if (_xPROVIDER_EnableAlerts)
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{
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SendAlert(signal, true);
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}
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else
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{
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LogExecutedSignal(signal);
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}
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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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// Handle Open Trades ...
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void _XPROVIDER_HandleOpenTrades()
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{
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//
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// Primary Long Trade ...
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XSignal primaryLongSignal = {};
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bool isPrimaryLongSignalExecuted = _XPROVIDER_HandlePrimaryLong(primaryLongSignal);
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if (isPrimaryLongSignalExecuted)
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{
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//
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// Calculate Grid Long Conditions ...
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_XPROVIDER_CalculateGridLongConditions(primaryLongSignal);
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}
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//
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// Primary Short Trade ...
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XSignal primaryShortSignal = {};
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bool isPrimaryShortSignalExecuted = _XPROVIDER_HandlePrimaryShort(primaryShortSignal);
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if (isPrimaryShortSignalExecuted)
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{
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//
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// Calculate Grid Short Conditions ...
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_XPROVIDER_CalculateGridShortConditions(primaryShortSignal);
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}
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//
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// Check Grid Trades ...
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if (_xPROVIDER_UseGridTrades)
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{
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//
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// Grid Long Trade ...
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XSignal gridLongSignal = {};
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bool isGridLongSignalExecuted = _XPROVIDER_HandleGridLong(gridLongSignal);
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if (isGridLongSignalExecuted)
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{
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//
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// Calculate Grid Long Conditions ...
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_XPROVIDER_CalculateGridLongConditions(gridLongSignal);
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}
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//
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// Grid Short Trade ...
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XSignal gridShortSignal = {};
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bool isGridShortSignalExecuted = _XPROVIDER_HandleGridShort(gridShortSignal);
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if (isGridShortSignalExecuted)
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{
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//
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// Calculate Grid Short Conditions ...
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_XPROVIDER_CalculateGridShortConditions(gridShortSignal);
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}
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}
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}
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//
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// Handle Close Trades ...
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void _XPROVIDER_HandleCloseTrades()
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{
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//
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// Handle Long/Buy Close ...
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if (_xPROVIDER_Trader.CountLongs() > 0 && _XPROVIDER_CanCloseLongTrades())
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{
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//
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_xPROVIDER_Trader.CloseLongPositions();
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//
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// Reset Grid Long Conditions ...
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_xPROVIDER_GridLongPrice = 0;
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_xPROVIDER_GridLongVolume = 0;
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//
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|
string message = "_XPROVIDER_ Closing Long Trades ...";
|
|
|
|
//
|
|
if (_xPROVIDER_EnableAlerts)
|
|
{
|
|
SendAlert(message);
|
|
}
|
|
else
|
|
{
|
|
LogMessage(message);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Handle Short/Sell Close ...
|
|
if (_xPROVIDER_Trader.CountShorts() > 0 && _XPROVIDER_CanCloseShortTrades())
|
|
{
|
|
//
|
|
_xPROVIDER_Trader.CloseShortPositions();
|
|
|
|
//
|
|
// Reset Grid Short Conditions ...
|
|
_xPROVIDER_GridShortPrice = 0;
|
|
_xPROVIDER_GridShortVolume = 0;
|
|
|
|
//
|
|
string message = "_XPROVIDER_ Closing Short Trades ...";
|
|
|
|
//
|
|
if (_xPROVIDER_EnableAlerts)
|
|
{
|
|
SendAlert(message);
|
|
}
|
|
else
|
|
{
|
|
LogMessage(message);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Calculating Volume for Tradings ...
|
|
double _XPROVIDER_CalculateVolume()
|
|
{
|
|
//
|
|
double result = _xPROVIDER_StaticVolume;
|
|
if (!_xPROVIDER_UseDynamicVolume)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double accountBalance = _xPROVIDER_AccountInfo.GetBalance();
|
|
double balanceIncreased = _xPROVIDER_BalanceIncreased;
|
|
double volumeIncreased = _xPROVIDER_VolumeIncreased;
|
|
|
|
//
|
|
result = (volumeIncreased * accountBalance) / balanceIncreased;
|
|
|
|
//
|
|
// Normalize Volume ...
|
|
result = NormalizeDouble(result, 2);
|
|
|
|
//
|
|
double maxAvailableVolume = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MAX);
|
|
double minAvailableVolume = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
|
|
|
|
//
|
|
// Validate Result ...
|
|
if (result > maxAvailableVolume)
|
|
{
|
|
result = maxAvailableVolume;
|
|
}
|
|
else if (result < minAvailableVolume)
|
|
{
|
|
result = minAvailableVolume;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Calculate Grid Long Trades Price and Volume ...
|
|
void _XPROVIDER_CalculateGridLongConditions(XSignal &signal)
|
|
{
|
|
//
|
|
// Check Grid Trades Enable ...
|
|
if (!_xPROVIDER_UseGridTrades)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Calculate GridLongPrice and GridLongVolume ...
|
|
_xPROVIDER_GridLongVolume = NormalizeDouble(signal.volume * _xPROVIDER_GridVolumeMultiplier, 2);
|
|
_xPROVIDER_GridLongPrice = NormalizeDouble(signal.entry - (_xPROVIDER_GridDistancePips * 10 * _Point), _Digits);
|
|
}
|
|
|
|
//
|
|
// Calculate Grid Short Trades Price and Volume ...
|
|
void _XPROVIDER_CalculateGridShortConditions(XSignal &signal)
|
|
{
|
|
//
|
|
// Check Grid Trades Enable ...
|
|
if (!_xPROVIDER_UseGridTrades)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Calculate GridShortPrice and GridShortVolume ...
|
|
_xPROVIDER_GridShortVolume = NormalizeDouble(signal.volume * _xPROVIDER_GridVolumeMultiplier, 2);
|
|
_xPROVIDER_GridShortPrice = NormalizeDouble(signal.entry + (_xPROVIDER_GridDistancePips * 10 * _Point), _Digits);
|
|
}
|
|
|
|
//
|
|
// Determine based on current account state
|
|
bool _XPROVIDER_CanDoTrade()
|
|
{
|
|
//
|
|
bool result = true;
|
|
|
|
//
|
|
// TODO: Complete this ...
|
|
|
|
//
|
|
return true;
|
|
}
|
|
//
|
|
// END Provided Functions ...
|
|
//
|