854 lines
17 KiB
Plaintext
854 lines
17 KiB
Plaintext
////////////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 XTM Signal Provider Library
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// --------------------------------------------------------
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// Name: XTMSignalProvider
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// Description: XTM 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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#define XTMProviderName "XTM"
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//
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// START Inputs ...
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//
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#include "x-saherelm.xtm.provider.inputs.lib.mq5";
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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 *xTMTrader;
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XCAccountInfo xTMAccountInfo;
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//
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#include "x-saherelm.xtm.provider.indicators.lib.mq5"
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//
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double xTMDeposit = 0;
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double xTMBalance = 0;
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double xTMFreeMargin = 0;
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double xTMFreeMarginForOpenTrades = 0;
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double xTMBalanceForOpenTrades = 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 XTMInitSignalProviderLibrary()
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{
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//
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bool result = false;
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//
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// Validate Inputs ...
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result = XTMValidateInputs();
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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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// Init Indicators ...
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result = XTMInitIndicators();
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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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// Calculate Account Deposit ...
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xTMDeposit = xTMAccountInfo.GetInitialBalance();
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//
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// Calculate Min Balance for Trades ...
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if (xTMBalanceFactorForOpenTrades > 0)
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{
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xTMBalanceForOpenTrades = xTMBalanceFactorForOpenTrades * xTMDeposit;
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}
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//
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// Claculate Min Free Marging for Trades ...
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if (xTMFreeMarginFactorForOpenTrades > 0)
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{
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xTMFreeMarginForOpenTrades = xTMFreeMarginFactorForOpenTrades * xTMDeposit;
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}
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//
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// Make XCTrader instance ...
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xTMTrader = new XCTrade(
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_Symbol,
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xTMSlippage,
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xTMMagicNumber);
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//
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result = true;
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//
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// Logging State ...
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XTMIssueInitializationSucceedAlert();
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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 XTMDeinitSignalProviderLibrary(
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const int reason)
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{
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//
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// Release Handlers ...
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XTMReleaseIndicators();
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//
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// Logging State ...
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XTMIssueDeinitializationSucceedAlert();
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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 XTMSignalProviderHandleTick()
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{
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//
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// Update account Balance ...
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xTMBalance = xTMAccountInfo.GetBalance();
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xTMFreeMargin = xTMAccountInfo.GetFreeMargin();
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//
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// Reading Indicator Buffers ...
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XTMHandleReadingBuffers();
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if (xTMCalculatedBars < xTMMaxLengthOfInputs)
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{
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return;
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}
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//
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// Handle Open Trades ...
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XTMHandleOpenTrades();
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//
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// Handle Close Trades ...
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XTMHandleCloseTrades();
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}
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//
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// Handle Open Trades ...
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void XTMHandleOpenTrades()
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{
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//
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// Check Can Trade ...
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bool canTrade = xTMAllowLongTrades || xTMAllowShortTrades;
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if (!canTrade)
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{
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return;
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}
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//
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// First Check Signal Exists or NOt ...
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bool xTMHasLongSignal = XTMCanOpenLongTrade();
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bool xTMHasShortSignal = XTMCanOpenShortTrade();
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if (!xTMHasLongSignal && !xTMHasShortSignal)
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{
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return;
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}
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//
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// Count Max Open Trades ...
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if (xTMMaxAllowedTrades > 0)
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{
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//
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int count = xTMTrader.Count();
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bool canOpenTrade = count < xTMMaxAllowedTrades;
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if (!canOpenTrade)
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{
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//
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XTMIssueMaxAllowedTradesReachedAlert();
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//
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return;
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}
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}
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//
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// Check Free Margin ...
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if (xTMFreeMargin <= xTMFreeMarginForOpenTrades)
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{
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//
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XTMIssueMaxAllowedFreeMarginReachedAlert();
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//
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return;
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}
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//
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// Check Account Balance ...
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if (xTMBalance <= xTMBalanceForOpenTrades)
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{
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//
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XTMIssueMinAllowedBalanceReachedAlert();
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//
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return;
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}
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//
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// Primary Long Trade ...
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if (
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xTMHasLongSignal &&
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xTMAllowLongTrades)
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{
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//
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bool isLongSignalExecuted = XTMOpenLongPosition();
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if (isLongSignalExecuted)
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{
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}
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}
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//
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// Primary Short Trade ...
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if (
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xTMHasShortSignal &&
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xTMAllowShortTrades)
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{
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//
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bool isShortSignalExecuted = XTMOpenShortPosition();
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if (isShortSignalExecuted)
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{
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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 XTMHandleCloseTrades()
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{
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//
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// Handle Long/Buy Close ...
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if (xTMTrader.CountLongs() > 0 && XTMCanCloseLongTrade())
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{
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//
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XSignal closed[];
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xTMTrader.CloseLongPositions(closed);
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bool hasClosed = ArraySize(closed) > 0;
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if (hasClosed)
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{
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XTMIssueForceCloseTradesAlert(X_SIGNAL_LONG);
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}
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}
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//
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// Handle Short/Sell Close ...
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if (xTMTrader.CountShorts() > 0 && XTMCanCloseShortTrade())
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{
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//
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XSignal closed[];
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xTMTrader.CloseShortPositions(closed);
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bool hasClosed = ArraySize(closed) > 0;
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if (hasClosed)
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{
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XTMIssueForceCloseTradesAlert(X_SIGNAL_SHORT);
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}
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}
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//
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// Handle Close In Profit Teades ...
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if (xTMMaxInProfitTradeAge > 0)
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{
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//
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XSignal closed[];
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XSignal longTimeTrades[];
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xTMTrader.GetLongTimeTrades(
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xTMMaxInProfitTradeAge,
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_Period,
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longTimeTrades);
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int count = ArraySize(longTimeTrades);
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if (count > 0)
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{
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//
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// Loop ...
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for (int i = 0; i < count; i++)
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{
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//
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XSignal trade = longTimeTrades[i];
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if (trade.profit < 0)
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{
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continue;
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}
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//
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bool isClosed = xTMTrader.Close(trade.ticket);
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if (isClosed)
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{
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Add(
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trade,
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closed);
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}
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}
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}
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//
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if (ArraySize(closed) > 0)
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{
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XTMIssueLongInProfitTradeClosed();
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}
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}
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//
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// Handle Close In DrawDown Trades ...
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if (xTMMaxInDrawDownTradeAge > 0)
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{
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//
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XSignal closed[];
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XSignal longTimeTrades[];
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xTMTrader.GetLongTimeTrades(
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xTMMaxInDrawDownTradeAge,
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_Period,
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longTimeTrades);
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int count = ArraySize(longTimeTrades);
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if (count > 0)
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{
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//
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// Loop ...
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for (int i = 0; i < count; i++)
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{
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//
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XSignal trade = longTimeTrades[i];
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if (trade.profit > 0)
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{
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continue;
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}
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//
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// Open Grid Trades ...
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XTMOpenSuppurtTrade(trade);
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// //
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// bool isClosed = xTMTrader.Close(trade.ticket);
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// if (isClosed)
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// {
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// //
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// Add(
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// trade,
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// closed);
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// }
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}
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}
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//
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if (ArraySize(closed) > 0)
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{
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XTMIssueLongInDrawdownTradeClosed();
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}
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}
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}
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//
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// Open Long Position ...
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bool XTMOpenLongPosition()
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{
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//
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bool result = false;
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//
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// Generate Position Signal and Validate it ...
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XSignal position = XTMGeneratePositionSignal(X_SIGNAL_LONG);
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if (!IsValid(
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position,
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xTMMagicNumber))
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{
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return result;
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}
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//
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// Try to Open Position ...
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result = xTMTrader.ExecuteSignal(position);
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if (result)
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{
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XTMIssueSignalExecutionAlert(position);
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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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// Open Short Position ...
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bool XTMOpenShortPosition()
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{
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//
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bool result = false;
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//
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// Generate Position Signal and Validate it ...
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XSignal position = XTMGeneratePositionSignal(X_SIGNAL_SHORT);
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if (!IsValid(
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position,
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xTMMagicNumber))
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{
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return result;
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}
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//
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// Try to Open Position ...
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result = xTMTrader.ExecuteSignal(position);
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if (result)
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{
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XTMIssueSignalExecutionAlert(position);
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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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// Open a Support Signal ...
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bool XTMOpenSuppurtTrade(
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XSignal &signal // Parent 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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if (!xTMEnableSupportTrades) {
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return result;
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}
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//
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// Validate Signal ...
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if (!IsValid(signal, xTMMagicNumber))
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{
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return result;
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}
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//
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// Market Conditions ...
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bool hasLongSignal = XTMCanOpenLongTrade();
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bool hasShortSignal = XTMCanOpenShortTrade();
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//
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ENUM_X_SIGNAL_TYPE type = X_SIGNAL_UNKNOWN;
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//
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// Detect Support Signal Direction ...
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XSignal support = {};
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switch (signal.type)
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{
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//
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case X_SIGNAL_LONG:
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//
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// First Check Long Support ...
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// Then Look for Short Support ...
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if (hasLongSignal)
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{
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type = X_SIGNAL_LONG;
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}
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else if (hasShortSignal)
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{
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type = X_SIGNAL_SHORT;
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}
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else
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{
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type = signal.type;
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}
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break;
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//
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case X_SIGNAL_SHORT:
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// First Check Short Support ...
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// Then Look for Long Support ...
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if (hasShortSignal)
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{
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type = X_SIGNAL_SHORT;
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}
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else if (hasLongSignal)
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{
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type = X_SIGNAL_LONG;
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}
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else
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{
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type = signal.type;
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}
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break;
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}
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//
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if (type == X_SIGNAL_UNKNOWN)
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{
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return result;
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}
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bool isLong = type == X_SIGNAL_LONG;
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//
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// Find Common Used ...
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double entry = GetEntry(type);
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double volumeMultiplier = 2;
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if (xTMVolumeMultiplier > 2)
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{
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volumeMultiplier = xTMVolumeMultiplier;
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}
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//
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// Check Signal is Support ot nor ...
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int titlePosition = StringFind(
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signal.comment,
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"Support");
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bool isSupport = titlePosition >= 0;
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double priceDistance = MathAbs(signal.entry - entry);
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//
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if (isSupport || priceDistance < PipsToPrice(5)) {
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return result;
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}
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//
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datetime time = iTime(
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_Symbol,
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_Period,
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0);
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double volume = NormalizeVolume(isSupport ? signal.volume : signal.volume * volumeMultiplier);
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string comment = "Support_" + GetSignalType(type) + "_For_" + (string)signal.ticket + "_" + (string)volume + "_" + (string)time;
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//
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XTPSL tpSL = XTMCalculateTPSL(type);
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if (!IsValid(tpSL))
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{
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return result;
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}
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//
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// Calculate reward of signal ...
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double reward = MathAbs(signal.entry - signal.tp) / 2;
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double tp = tpSL.sl; // isLong ? entry + reward : entry - reward;
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double sl = tpSL.sl;
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//
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// Filling Support Signal ...
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support.tp = tp;
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support.sl = sl;
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support.type = type;
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support.time = time;
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support.entry = entry;
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support.volume = volume;
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support.symbol = _Symbol;
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support.comment = comment;
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support.magicNumber = xTMMagicNumber;
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//
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// Validate Generated Support ...
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if (!IsValid(support, xTMMagicNumber))
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{
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return result;
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}
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//
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result = xTMTrader.ExecuteSignal(support);
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if (result)
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{
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XTMIssueSignalExecutionAlert(support);
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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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// Generate Specific type of Signals for Trading ...
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XSignal XTMGeneratePositionSignal(
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ENUM_X_SIGNAL_TYPE type // direction of position
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)
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{
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//
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XSignal result = {};
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//
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if (type != X_SIGNAL_LONG &&
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type != X_SIGNAL_SHORT)
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{
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return result;
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}
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//
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double ask = GetAsk();
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double bid = GetBid();
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double entry = GetEntry(type);
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//
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double volume = XTMCalculateVolume();
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//
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datetime time = iTime(
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_Symbol,
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_Period,
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0);
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//
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string typeString = GetSignalType(type);
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string comment = XTMProviderName + "_" + typeString + "_" + (string)volume + "_" + (string)time;
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//
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XTPSL tpSL = XTMCalculateTPSL(type);
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if (IsValid(tpSL))
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{
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//
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// Apply TP ...
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if (tpSL.tp > 0)
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{
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result.tp = tpSL.tp;
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}
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//
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// Apply SL ...
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if (tpSL.sl > 0)
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{
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result.sl = tpSL.sl;
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}
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}
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//
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result.type = type;
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result.time = time;
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result.entry = entry;
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result.volume = volume;
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result.symbol = _Symbol;
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result.comment = comment;
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result.magicNumber = xTMMagicNumber;
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|
//
|
|
return result;
|
|
}
|
|
//
|
|
// END Provided Functions ...
|
|
//
|
|
|
|
//
|
|
// START Private Functions ...
|
|
//
|
|
|
|
//
|
|
// Calculating Volume for Tradings ...
|
|
double XTMCalculateVolume()
|
|
{
|
|
//
|
|
// Assign default Value ...
|
|
double result = xTMStaticVolume;
|
|
|
|
//
|
|
// we can count open trades and in draw down trades
|
|
// then do check volume based on it for gridding ...
|
|
int openTrades = xTMTrader.Count();
|
|
if (openTrades == 0)
|
|
{
|
|
openTrades = 1;
|
|
}
|
|
|
|
//
|
|
// Calculate Normalized Multiplier ...
|
|
double multiplier = xTMVolumeMultiplier <= 0 ? 1 : xTMVolumeMultiplier;
|
|
|
|
//
|
|
result = multiplier * openTrades * xTMStaticVolume;
|
|
|
|
//
|
|
// Normalize Volume ...
|
|
result = NormalizeVolume(result);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Calculate Signal TP and SL ...
|
|
XTPSL XTMCalculateTPSL(
|
|
ENUM_X_SIGNAL_TYPE type // Position Type
|
|
)
|
|
{
|
|
//
|
|
XTPSL result = {};
|
|
|
|
//
|
|
// Validate Args ...
|
|
if (
|
|
type != X_SIGNAL_LONG &&
|
|
type != X_SIGNAL_SHORT)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool isLong = type == X_SIGNAL_LONG;
|
|
|
|
//
|
|
double ask = GetAsk();
|
|
double bid = GetBid();
|
|
double spread = GetSpread();
|
|
double entry = isLong ? ask : bid;
|
|
|
|
//
|
|
// TODO: Find Risk ..
|
|
double risk = 0;
|
|
|
|
//
|
|
// Calculate Reward ...
|
|
double reward = PipsToPrice(xTMMinRewardPerTradeInPips) + spread;
|
|
|
|
//
|
|
// Calculate TP and SL ...
|
|
double tp = isLong ? entry + reward : entry - reward;
|
|
double sl = 0;
|
|
|
|
//
|
|
result.type = type;
|
|
result.tp = tp;
|
|
result.sl = sl;
|
|
result.entry = entry;
|
|
//
|
|
// TODO: Calculate R2R ...
|
|
result.r2r = 0;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
void XTMIssueInitializationSucceedAlert()
|
|
{
|
|
//
|
|
string message = "Initializion of (" + XTMProviderName + " Provider" + " _ " + _Symbol + " _ " + EnumToString(_Period) + ") Succeeded ...";
|
|
XTMIssueAlert(message);
|
|
}
|
|
|
|
void XTMIssueDeinitializationSucceedAlert()
|
|
{
|
|
//
|
|
string message = "De Initializion of (" + XTMProviderName + " Provider" + ") Succeeded ...";
|
|
XTMIssueAlert(message);
|
|
}
|
|
|
|
void XTMIssueForceCloseTradesAlert(ENUM_X_SIGNAL_TYPE type) {
|
|
//
|
|
string typeStr = GetSignalType(type);
|
|
if (StringLen(typeStr) == 0) {
|
|
return;
|
|
}
|
|
|
|
//
|
|
string message = "Force Close " + typeStr + " Trades ...";
|
|
XTMIssueAlert(message);
|
|
}
|
|
|
|
void XTMIssueMaxAllowedTradesReachedAlert()
|
|
{
|
|
//
|
|
string message = "reached Max Allowed Same Time Trades ...";
|
|
XTMIssueAlert(message);
|
|
}
|
|
|
|
void XTMIssueMaxAllowedFreeMarginReachedAlert()
|
|
{
|
|
//
|
|
string message = "reached FreeMarigin For Open Trades ...";
|
|
XTMIssueAlert(message);
|
|
}
|
|
|
|
void XTMIssueMinAllowedBalanceReachedAlert()
|
|
{
|
|
//
|
|
string message = "doesn't have Minimum Balance For Open Trades ...";
|
|
XTMIssueAlert(message);
|
|
}
|
|
|
|
void XTMIssueSignalExecutionAlert(
|
|
XSignal &signal // Executed Signal
|
|
)
|
|
{
|
|
//
|
|
XTMIssueAlert(signal);
|
|
}
|
|
|
|
void XTMIssueLongInProfitTradeClosed()
|
|
{
|
|
//
|
|
string message = "Closed Long Time in Profit Trades ...";
|
|
XTMIssueAlert(message);
|
|
}
|
|
|
|
void XTMIssueLongInDrawdownTradeClosed()
|
|
{
|
|
//
|
|
string message = "Closed Long Time in Profit Trades ...";
|
|
XTMIssueAlert(message);
|
|
}
|
|
|
|
void XTMIssueAlert(string message)
|
|
{
|
|
//
|
|
if (xTMEnableAlerts)
|
|
{
|
|
SendAlert(message);
|
|
}
|
|
else
|
|
{
|
|
LogMessage(message);
|
|
}
|
|
}
|
|
void XTMIssueAlert(XSignal &signal)
|
|
{
|
|
//
|
|
if (xTMEnableAlerts)
|
|
{
|
|
SendAlert(signal);
|
|
}
|
|
else
|
|
{
|
|
LogSignal(signal);
|
|
}
|
|
}
|
|
|
|
//
|
|
// END Private Functions ...
|
|
//
|