815 lines
19 KiB
Plaintext
815 lines
19 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: XSCBaseEA
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// Description: provides all Base EA requirements ...
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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 Definitions ...
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//
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//
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// END Definitions ...
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//
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//
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// START Import and Inclused requirements ...
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//
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//
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// Includes ...
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#include "../Libraries/x-saherelm.alert.lib.mq5"
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#include "../Libraries/x-saherelm.common.lib.mq5"
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#include "../Classes/x-saherelm.xtrade.class.mq5"
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#include "../Classes/x-saherelm.xaccount.class.mq5"
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#include "../Classes/x-saherelm.xprovider.class.mq5"
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#include "../Libraries/x-saherelm.seriallizer.lib.mq5"
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//
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// END Import and Inclused requirements ...
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//
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//
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// START Overrides ...
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//
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//
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// END Overrides ...
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//
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//
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// a Class for Handle base requirements ...
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// for indicators ...
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class XSCBaseEA
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{
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//
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// Public ...
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public:
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//
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// Props ...
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XSCTrade *mTrader;
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XSCAccount *mAccount;
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//
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bool isNewHour;
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bool isNewDay;
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bool isNewWeek;
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bool isNewMonth;
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bool isNewCandle;
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//
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bool isInTestMode;
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//
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bool mWaitsUntilNewCandle;
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//
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// Constructor ...
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void XSCBaseEA(
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string symbol, // Trading Symbol
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ENUM_TIMEFRAMES period, // Trading Time Frame
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ulong magic, // Magic Number
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int slippage, // Slippgae
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OnStopLoss onStopLossTriggered = NULL, // On StopLoass Triggered Event Handler
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OnTakeProfit onTakeProfitTriggered = NULL, // On TakeProfit Triggered Event Handler
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OnDealsChanged onDealsChangedHandler = NULL, // On Deals Changed Event Handler
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OnOrdersChanged onOrdersChangedHandler = NULL, // On Orders Changed Event Handler
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OnPositionsChanged onPositionsChangedHandler = NULL, // On Positions Changed Event Handler
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OnTradeStateChanged onTradeStateChangedHandler = NULL // On Trade State Changed Event Handler
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)
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{
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//
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mSymbol = symbol;
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mPeriod = period;
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//
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mMagic = magic;
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mSlippage = slippage;
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//
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mOnStopLossTriggered = onStopLossTriggered;
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mOnTakeProfitTriggered = onTakeProfitTriggered;
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mOnDealsChangedHandler = onDealsChangedHandler;
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mOnOrdersChangedHandler = onOrdersChangedHandler;
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mOnPositionsChangedHandler = onPositionsChangedHandler;
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mOnTradeStateChangedHandler = onTradeStateChangedHandler;
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//
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// Reset Timings ...
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ResetTiming();
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//
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InitRequirements();
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}
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//
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// Deconstructor ...
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void ~XSCBaseEA()
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{
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//
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delete mTrader;
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delete mAccount;
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}
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//
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// START Properties ...
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//
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//
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// Symbol ...
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string GetSymbol()
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{
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return mSymbol;
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}
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//
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// Period ...
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ENUM_TIMEFRAMES GetPeriod()
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{
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return mPeriod;
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}
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//
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// Tag ...
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string GetTag()
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{
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return mTag;
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}
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//
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ulong GetMagic()
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{
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return mMagic;
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}
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//
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int GetSlippage()
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{
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return mSlippage;
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}
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//
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// END Properties ...
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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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// Prepare Tag ...
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virtual void PrepareTag()
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{
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mTag = "XEA" + mSymbol + "," + ToString(mPeriod) + (string)mMagic;
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}
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//
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// Handle Chart Events ...
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virtual void OnChartEvent(
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const int id, // event ID
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const long &lparam, // long type event parameter
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const double &dparam, // double type event parameter
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const string &sparam // string type event parameter
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)
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{
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}
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//
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// Check any Registered Providers Signalling ...
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virtual bool SignalCheck(XSignal &signals[]) {
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return false;
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}
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//
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// Check for any Custom Guard Actions Guard Actions ...
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virtual bool CheckGuard(XGuard &guards[]) {
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return false;
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}
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//
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// NOTE: you have to call these Functions on Static Classes to Handle Works ...
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//
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// Handle StopLoss Event ...
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virtual void OnStopLossTriggered(const XDeal &deal) {}
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//
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// Handle TakeProfit Event ...
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virtual void OnTakeProfitTriggered(const XDeal &deal) {}
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//
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// Handle Deals Changed Event ...
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virtual void OnDealsChangedHandler(int count) {}
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//
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// Handle Order Changed Event ...
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virtual void OnOrdersChangedHandler(int count) {}
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//
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// Handle Position Changed Event ...
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virtual void OnPositionsChangedHandler(int count) {}
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//
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// Handle Trade State Changed ...
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virtual void OnTradeStateChangedHandler(const XOnTradeHandlerState &state) {}
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//
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// Implemented Actions ...
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//
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// OnTick Handler ...
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void OnTick()
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{
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//
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// First Check Guards ....
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XGuard guards[];
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bool hasGuard = CheckGuard(guards);
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if (hasGuard) {
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DoGuards(guards);
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}
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//
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XSignal signals[];
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bool hasSignal = SignalCheck(signals);
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if (hasSignal) {
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mTrader.ExecuteSignals(signals);
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}
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}
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//
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// Handle On Trade ...
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void OnTrade()
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{
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//
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XOnTradeHandlerState state = mTrader.HandleOnTrade();
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//
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if (
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!state.hasNewDeal &&
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!state.hasNewOrder &&
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!state.hasNewPosition &&
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!state.hasNewHistoryOrder)
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{
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return;
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}
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//
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// STATE ...
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//
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// Notfy Trade State Changed Event ...
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OnTradeStateChangedHandler(state);
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//
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// DEALS ...
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if (state.hasNewDeal)
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{
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//
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// Notfy Deals Changed Event ...
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OnDealsChangedHandler(state.newDeals);
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//
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// Retrieve Last Deal ...
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XDeal deals[];
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mTrader.GetDeals(deals);
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int dealsCount = ArraySize(deals);
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if (dealsCount > 0)
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{
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//
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XDeal lastDeal = deals[0];
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//
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if (lastDeal.reason == DEAL_REASON_TP)
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{
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OnTakeProfitTriggered(lastDeal);
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}
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else if (lastDeal.reason == DEAL_REASON_SL)
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{
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OnStopLossTriggered(lastDeal);
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}
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}
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}
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//
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// ORDERS ...
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if (state.hasNewOrder || state.hasNewHistoryOrder)
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{
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//
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// Notfy Orders Changed Event ...
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OnOrdersChangedHandler(state.newOrders + state.newHistoryOrders);
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}
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//
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// POSITIONS ...
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if (state.hasNewPosition)
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{
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//
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// Notfy Positions Changed Event ...
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OnPositionsChangedHandler(state.newPositions);
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}
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}
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//
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// Retrieve Dept Of Market ...
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void OnBookEvent(const string &symbol)
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{
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//
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// TODO: Implement this ...
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}
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//
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// TOOLS ...
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//
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void GetPositions(
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XPosition &result[], // Hold Result ...
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string symbol = NULL, // Trading Symbol ...
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ENUM_POSITION_TYPE type = NULL, // Trading Type ...
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ENUM_TIMEFRAMES period = NULL // Trading Period ...
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)
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{
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//
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Clean(result);
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//
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int positionsCount = mTrader.PositionsCount();
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if (positionsCount <= 0)
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{
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return;
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}
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//
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XPosition positions[];
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mTrader.GetPositions(
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positions,
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symbol,
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period);
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positionsCount = ArraySize(positions);
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if (positionsCount <= 0)
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{
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return;
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}
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//
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if (type == NULL)
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{
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//
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ArrayResize(
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result,
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ArraySize(positions));
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//
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for (int i = 0; i < positionsCount; i++)
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{
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//
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Add(
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positions[i],
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result);
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}
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//
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return;
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}
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//
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for (int i = 0; i < positionsCount; i++)
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{
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//
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XPosition iPosition = positions[i];
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//
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if (type == NULL || iPosition.type == type)
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{
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//
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Add(
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iPosition,
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result);
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}
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}
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}
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void GetPositions(
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XPosition &result[], // Hold Result ...
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string symbol = NULL, // Trading Symbol ...
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ENUM_POSITION_TYPE type = NULL, // Trading Type ...
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ENUM_TIMEFRAMES period = NULL, // Trading Period ...
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string provider = NULL // Signal Provider ...
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)
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{
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//
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Clean(result);
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//
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bool hasSymbol = !(symbol == NULL || StringLen(symbol) == 0);
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bool hasProvider = !(provider == NULL || StringLen(provider) == 0);
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//
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int positionsCount = mTrader.PositionsCount();
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if (positionsCount <= 0)
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{
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return;
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}
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//
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XPosition positions[];
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mTrader.GetPositions(
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positions,
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symbol,
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period);
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positionsCount = ArraySize(positions);
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if (positionsCount <= 0)
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{
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return;
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}
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//
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if (!hasProvider && type == NULL)
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{
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//
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ArrayResize(
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result,
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ArraySize(positions));
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//
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for (int i = 0; i < positionsCount; i++)
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{
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//
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Add(
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positions[i],
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result);
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}
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//
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return;
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}
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//
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if (type == NULL)
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{
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//
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ArrayResize(
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result,
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ArraySize(positions));
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//
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for (int i = 0; i < positionsCount; i++)
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{
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//
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Add(
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positions[i],
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result);
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}
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//
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return;
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}
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//
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for (int i = 0; i < positionsCount; i++)
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{
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//
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XPosition iPosition = positions[i];
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//
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string iProvider = ExtractProvider(iPosition.comment);
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if (hasProvider && iProvider != provider)
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{
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continue;
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}
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//
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if (type == NULL || iPosition.type == type)
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{
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//
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Add(
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iPosition,
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result);
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}
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}
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}
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//
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// GUARD Handlers ...
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//
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// Parse Recievd Guards and Do them ...
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void DoGuards(XGuard &guards[])
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{
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int guardsCount = ArraySize(guards);
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if (guardsCount <= 0)
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{
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return;
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}
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//
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for (int i = 0; i < guardsCount; i++)
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{
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//
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XGuard iGuard = guards[i];
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//
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switch (iGuard.action)
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{
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//
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// Hedge In Profit Specified Positions ...
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case X_GUARD_ACTION_HEDGE:
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HandleGuardHedgeAction(
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iGuard.provider,
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iGuard.symbol,
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iGuard.type,
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iGuard.period);
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break;
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//
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// Trail Stop Loss in Specified Positions ...
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case X_GUARD_ACTION_TRAIL_STOP:
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HandleGuardTrailingStopAction(
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iGuard.provider,
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iGuard.symbol,
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iGuard.type,
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iGuard.period,
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iGuard.dblPayLoad);
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break;
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//
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// Force Close Specified Positions ...
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case X_GUARD_ACTION_FORCE_CLOSE:
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HandleGuardForceCloseAction(
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iGuard.provider,
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iGuard.symbol,
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iGuard.type,
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iGuard.period);
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break;
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//
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// Generate and Place Support Signals ...
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case X_GUARD_ACTION_ADD_SUPPORT_SIGNAL:
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HandleGuardAddSupportPositionAction(
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iGuard.provider,
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iGuard.symbol,
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iGuard.type,
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iGuard.period);
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break;
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//
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// Delete All Placed Pending Orders ...
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case X_GUARD_ACTION_CANCEL_PENDING_ORDERS:
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HandleGuardCancelPendingOrdersAction(
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iGuard.provider,
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iGuard.symbol,
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iGuard.type,
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iGuard.period);
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break;
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}
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}
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}
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//
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// Close All Specified Provider's Positions in Profit Summary ...
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void HandleGuardHedgeAction(
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string provider, // Positions Provided by Specific Provider
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string symbol, // Trading Symbol
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ENUM_POSITION_TYPE type, // Trading Type
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ENUM_TIMEFRAMES period, // Specified Time Frame
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double minProfitForHedging = 1 // Specified Profit for Hedge ...
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)
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{
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//
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}
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//
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// Force Close Specified Set Of Position ...
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void HandleGuardForceCloseAction(
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string provider, // Positions Provided by Specific Provider
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string symbol, // Trading Symbol
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ENUM_POSITION_TYPE type, // Trading Type
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ENUM_TIMEFRAMES period, // Specified Time Frame
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ulong ticket = 0 // Specific Ticket
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)
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{
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//
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string comment = "";
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//
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// Close All Positions ...
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if (ticket == 0)
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{
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//
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XPosition positions[];
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GetPositions(
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positions,
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symbol,
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type,
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period,
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provider);
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if (ArraySize(positions) <= 0)
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{
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return;
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}
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//
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comment = provider + " Force Close Guard ...";
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//
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mTrader.ClosePositions(
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positions,
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comment);
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}
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//
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// Close Specific Position ...
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else
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{
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//
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XPosition position;
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bool hasPosition = mTrader.GetPosition(
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position,
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ticket);
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//
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if (hasPosition)
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{
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//
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comment = provider + "(" + ToString(ticket) + ")" + " Force Close Guard ...";
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//
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mTrader.Close(
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ticket,
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comment);
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}
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}
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//
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if (StringLen(comment) > 0)
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{
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LogMessage(comment);
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}
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}
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//
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// Trailing Specified Set Of Positions Stop Losses ...
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void HandleGuardTrailingStopAction(
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string provider, // Positions Provided by Specific Provider
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string symbol, // Trading Symbol
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ENUM_POSITION_TYPE type, // Trading Type
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ENUM_TIMEFRAMES period, // Specified Time Frame
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double sl // Desired SL Value ...
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)
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{
|
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//
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// TODO: Implement this ...
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}
|
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|
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//
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// Add Support Signal for Specified Positions ...
|
|
void HandleGuardAddSupportPositionAction(
|
|
string provider, // Positions Provided by Specific Provider
|
|
string symbol, // Trading Symbol
|
|
ENUM_POSITION_TYPE type, // Trading Type
|
|
ENUM_TIMEFRAMES period // Specified Time Frame
|
|
)
|
|
{
|
|
//
|
|
// TODO: Implement this ...
|
|
}
|
|
|
|
//
|
|
// Cancel all Placed Orders ...
|
|
void HandleGuardCancelPendingOrdersAction(
|
|
string provider, // Positions Provided by Specific Provider
|
|
string symbol, // Trading Symbol
|
|
ENUM_POSITION_TYPE type, // Trading Type
|
|
ENUM_TIMEFRAMES period // Specified Time Frame
|
|
)
|
|
{
|
|
//
|
|
// TODO: Implement this ...
|
|
}
|
|
|
|
//
|
|
// END Provided Functions ...
|
|
//
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
string GetTagPrefix()
|
|
{
|
|
//
|
|
string result = "(" + mSymbol + ")(" + ToString(mPeriod) + ")";
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Symbol ...
|
|
string mSymbol;
|
|
|
|
//
|
|
// Period ...
|
|
ENUM_TIMEFRAMES mPeriod;
|
|
|
|
//
|
|
// ExpertAdviser MAgic Number ...
|
|
ulong mMagic;
|
|
|
|
//
|
|
// Slipppage ...
|
|
int mSlippage;
|
|
|
|
//
|
|
// Tag Identifier ...
|
|
string mTag;
|
|
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Define Requirements ...
|
|
|
|
//
|
|
// XSCTrade Event Handlers ...
|
|
OnStopLoss mOnStopLossTriggered;
|
|
OnTakeProfit mOnTakeProfitTriggered;
|
|
OnDealsChanged mOnDealsChangedHandler;
|
|
OnOrdersChanged mOnOrdersChangedHandler;
|
|
OnPositionsChanged mOnPositionsChangedHandler;
|
|
OnTradeStateChanged mOnTradeStateChangedHandler;
|
|
|
|
//
|
|
// Initi Requirements ...
|
|
void InitRequirements()
|
|
{
|
|
//
|
|
// Account Manager ...
|
|
mAccount = new XSCAccount();
|
|
|
|
//
|
|
// Trader ...
|
|
mTrader = new XSCTrade(
|
|
mSlippage,
|
|
mMagic);
|
|
|
|
//
|
|
// Attach Event Handlers ...
|
|
|
|
//
|
|
if (mOnStopLossTriggered != NULL)
|
|
{
|
|
mTrader.AddOnStopLossEventHandler(mOnStopLossTriggered);
|
|
}
|
|
|
|
//
|
|
if (mOnTakeProfitTriggered != NULL)
|
|
{
|
|
mTrader.AddOnTakeProfitEventHandler(mOnTakeProfitTriggered);
|
|
}
|
|
|
|
//
|
|
if (mOnDealsChangedHandler != NULL)
|
|
{
|
|
mTrader.AddOnDealsChangedEventHandler(mOnDealsChangedHandler);
|
|
}
|
|
|
|
//
|
|
if (mOnOrdersChangedHandler != NULL)
|
|
{
|
|
mTrader.AddOnOrdersChangedEventHandler(mOnOrdersChangedHandler);
|
|
}
|
|
|
|
//
|
|
if (mOnPositionsChangedHandler != NULL)
|
|
{
|
|
mTrader.AddOnPositionsChangedEventHandler(mOnPositionsChangedHandler);
|
|
}
|
|
|
|
//
|
|
if (mOnTradeStateChangedHandler != NULL)
|
|
{
|
|
mTrader.AddOnTradeStateChangedEventHandler(mOnTradeStateChangedHandler);
|
|
}
|
|
}
|
|
};
|
|
|
|
//
|
|
// START Usefull Functions ...
|
|
//
|
|
|
|
//
|
|
// END Usefull Functions ...
|
|
//
|