679 lines
13 KiB
Plaintext
679 lines
13 KiB
Plaintext
////////////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 XTEST Signal Provider Library
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// --------------------------------------------------------
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// Name: XTESTSignalProvider
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// Description: XTEST 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 XTESTProviderName "XTEST"
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//
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// START Inputs ...
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//
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#include "x-saherelm.xtest.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 *xTESTTrader;
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XCAccountInfo xTESTAccountInfo;
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//
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#include "x-saherelm.xtest.provider.indicators.lib.mq5"
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//
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double xTESTDeposit = 0;
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double xTESTBalance = 0;
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double xTESTFreeMargin = 0;
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double xTESTMinRewardPerTrade = 0;
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double xTESTFreeMarginForOpenTrades = 0;
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double xTESTBalanceForOpenTrades = 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 XTESTInitSignalProviderLibrary()
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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 = XTESTValidateInputs();
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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 = XTESTInitIndicators();
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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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xTESTDeposit = xTESTAccountInfo.GetInitialBalance();
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//
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// Calculate xTESTMinRewardPerTrade ...
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if (xTESTMinRewardPerTradeInPips > 0)
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{
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xTESTMinRewardPerTrade = PipsToPrice(xTESTMinRewardPerTradeInPips);
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}
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//
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// Calculate Min Balance for Trades ...
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if (xTESTBalanceFactorForOpenTrades > 0)
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{
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xTESTBalanceForOpenTrades = xTESTBalanceFactorForOpenTrades * xTESTDeposit;
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}
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//
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// Claculate Min Free Marging for Trades ...
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if (xTESTFreeMarginFactorForOpenTrades > 0)
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{
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xTESTFreeMarginForOpenTrades = xTESTFreeMarginFactorForOpenTrades * xTESTDeposit;
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}
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//
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// Make XCTrader instance ...
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xTESTTrader = new XCTrade(
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XTESTProviderName,
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_Symbol,
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xTESTSlippage,
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xTESTMagicNumber,
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xTESTMaxAllowedTrades,
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xTESTMaxAllowedSupportTrades,
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xTESTMinRewardPerTradeInPips,
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xTESTSupportTradesPriceDistanceInPips,
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xTESTFreeMarginForOpenTrades,
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xTESTBalanceForOpenTrades);
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//
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result = true;
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//
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// Logging State ...
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XTESTIssueInitializationSucceedAlert();
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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 XTESTDeinitSignalProviderLibrary(
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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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XTESTReleaseIndicators();
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//
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// Logging State ...
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XTESTIssueDeinitializationSucceedAlert();
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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 XTESTSignalProviderHandleTick()
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{
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//
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// Update account Balance ...
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xTESTBalance = xTESTAccountInfo.GetBalance();
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xTESTFreeMargin = xTESTAccountInfo.GetFreeMargin();
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//
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// Check Provider is Enable or Not ...
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if (!xTESTEnableProvider)
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{
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return;
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}
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//
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// Reading Indicator Buffers ...
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XTESTHandleReadingBuffers();
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if (xTESTCalculatedBars < xTESTMaxLengthOfInputs)
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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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XTESTHandleOpenTrades();
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//
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// Handle Close Trades ...
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XTESTHandleCloseTrades();
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//
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// Handle Support Trades ...
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XTESTHandleSupportTrades();
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}
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//
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// Handle Open Trades ...
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void XTESTHandleOpenTrades()
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{
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//
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// Check Can Trade ...
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bool canTrade = xTESTAllowLongTrades || xTESTAllowShortTrades;
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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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// Check Signals Exists ...
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bool hasLongSignal = XTESTCanOpenLongTrade();
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bool hasShortSignal = XTESTCanOpenShortTrade();
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if (!hasLongSignal && !hasShortSignal)
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{
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return;
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}
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//
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// Open Long Trades ...
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if (
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//
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hasLongSignal &&
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xTESTAllowLongTrades)
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{
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//
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bool isOpened = XTESTOpenLongPosition();
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}
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//
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// Open Short Trades ...
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if (
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//
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hasShortSignal &&
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xTESTAllowShortTrades)
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{
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//
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bool isOpened = XTESTOpenShortPosition();
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}
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}
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//
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// Handle Close Trades ...
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void XTESTHandleCloseTrades()
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{
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//
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// All Close Mechanism Handles Here ...
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// - Force Close;
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// - Partial Close;
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// - Risk Free Close;
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// - Virtual TP/SL Close;
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//
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// Force Close Long Trades ...
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bool canCloseLongTrades = XTESTCanCloseLongTrade();
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if (xTESTAllowLongTrades && canCloseLongTrades)
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{
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//
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ENUM_X_SIGNAL_TYPE type = X_SIGNAL_LONG;
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//
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XSignal closed[];
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xTESTTrader.ClosePositionsByType(
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type,
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closed);
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//
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bool isClosed = ArraySize(closed) > 0;
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if (isClosed)
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{
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XTESTIssueForceCloseTradesAlert(type);
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}
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}
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//
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// Force Close Short Trades ...
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bool canCloseShortTrades = XTESTCanCloseShortTrade();
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if (xTESTAllowShortTrades && canCloseShortTrades)
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{
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//
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ENUM_X_SIGNAL_TYPE type = X_SIGNAL_SHORT;
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//
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XSignal closed[];
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xTESTTrader.ClosePositionsByType(
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type,
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closed);
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//
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bool isClosed = ArraySize(closed) > 0;
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if (isClosed)
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{
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XTESTIssueForceCloseTradesAlert(type);
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}
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}
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//
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// Close Risk Free Trades ...
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// XSignal riskFrees[];
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// xTESTTrader.RiskFreeSignals(riskFrees);
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// bool isRiskFree = ArraySize(riskFrees) > 0;
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// if (isRiskFree)
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// {
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// XTESTIssueRiskFreeTradesAlert();
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// }
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//
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// Close Virtual TP / SL Trades ...
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// if (xTESTUseVirtualTPSL)
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// {
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//
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XSignal takeProfits[];
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XSignal stopLosses[];
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//
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xTESTTrader.HandleVirtualTPSL(
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takeProfits,
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stopLosses);
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//
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// Take Profits ...
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int takeProfitsCount = ArraySize(takeProfits);
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if (takeProfitsCount > 0)
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{
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//
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// Do What we Want in Profits Trades ...
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}
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//
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// Stop Losses ...
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int stopLossesCount = ArraySize(stopLosses);
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if (stopLossesCount > 0)
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{
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//
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// Do What we Want in Stop Losses Trades ...
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}
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// }
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//
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// Close Max DrawDown Trades ...
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//
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// Close Long Time Trades ...
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}
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//
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// Handle Support Trades ...
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void XTESTHandleSupportTrades()
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{
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}
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//
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// Open Long Position ...
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bool XTESTOpenLongPosition()
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{
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//
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bool result = false;
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//
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double riskFreeRate = 0; // 0.75;
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double volume = XTESTCalculateVolume();
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double tp = PipsToPrice(xTESTMinRewardPerTradeInPips);
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double sl = PipsToPrice(xTESTMinRewardPerTradeInPips);
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double riskFree = 0; // PipsToPrice(xTESTMinRewardPerTradeInPips);
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//
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bool useVirtalTPSL = true; // xTESTUseVirtualTPSL;
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//
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XSignal signal = {};
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signal = xTESTTrader.GenerateTradeSignal(
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X_SIGNAL_LONG,
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tp,
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sl,
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volume,
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riskFree,
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riskFreeRate,
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useVirtalTPSL);
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bool isValidSignal = IsValid(
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signal,
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xTESTMagicNumber);
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if (!isValidSignal)
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{
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return result;
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}
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//
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int error = -1;
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result = xTESTTrader.ExecuteSignal(signal, error);
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if (result)
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{
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XTESTIssueSignalExecutionAlert(signal);
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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 XTESTOpenShortPosition()
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{
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//
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bool result = false;
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// //
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// double riskFreeRate = 0; // 0.75;
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// double volume = XTESTCalculateVolume();
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// double tp = PipsToPrice(xTESTMinRewardPerTradeInPips * 3);
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// double riskFree = 0; // PipsToPrice(xTESTMinRewardPerTradeInPips);
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// //
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// XSignal signal = {};
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// signal = xTESTTrader.GenerateTradeSignal(
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// X_SIGNAL_SHORT,
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// tp,
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// 0,
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// volume,
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// riskFree,
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// riskFreeRate,
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// false);
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// bool isValidSignal = IsValid(
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// signal,
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// xTESTMagicNumber);
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// if (!isValidSignal)
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// {
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// return result;
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// }
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// //
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// int error = -1;
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// result = xTESTTrader.ExecuteSignal(signal, error);
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// if (result)
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// {
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// XTESTIssueSignalExecutionAlert(signal);
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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 XTESTOpenSupportTrade(
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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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return result;
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}
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//
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// END Provided Functions ...
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//
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//
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// START Private Functions ...
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//
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//
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// Calculating Volume for Tradings ...
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double XTESTCalculateVolume()
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{
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//
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// Assign default Value ...
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double result = xTESTStaticVolume;
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//
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// we can count open trades and in draw down trades
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// then do check volume based on it for gridding ...
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int openTrades = xTESTTrader.Count();
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if (openTrades == 0)
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{
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openTrades = 1;
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}
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//
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// Calculate Normalized Multiplier ...
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double multiplier = xTESTVolumeMultiplier <= 0 ? 1 : xTESTVolumeMultiplier;
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//
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result = multiplier * openTrades * xTESTStaticVolume;
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//
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// Normalize Volume ...
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result = NormalizeVolume(result);
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//
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return result;
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}
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//
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// Calculate Signal TP and SL ...
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XTPSL XTESTCalculateTPSL(
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ENUM_X_SIGNAL_TYPE type // Position Type
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)
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{
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//
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XTPSL result = {};
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//
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// Validate Args ...
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if (
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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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bool isLong = type == X_SIGNAL_LONG;
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//
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double ask = GetAsk();
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double bid = GetBid();
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double spread = GetSpread();
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double entry = isLong ? ask : bid;
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//
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// TODO: Find Risk ..
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double risk = 0;
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//
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// Calculate Reward ...
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double reward = PipsToPrice(xTESTMinRewardPerTradeInPips) + spread;
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//
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// Calculate TP and SL ...
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double tp = isLong ? entry + reward : entry - reward;
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double sl = 0;
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//
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result.type = type;
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result.tp = tp;
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result.sl = sl;
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result.entry = entry;
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//
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// TODO: Calculate R2R ...
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result.r2r = 0;
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//
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return result;
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}
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void XTESTIssueInitializationSucceedAlert()
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{
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//
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string message = "Initializion of (" + XTESTProviderName + " Provider" + " _ " + _Symbol + " _ " + EnumToString(_Period) + ") Succeeded ...";
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XTESTIssueAlert(message);
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}
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void XTESTIssueDeinitializationSucceedAlert()
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{
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//
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string message = "De Initializion of (" + XTESTProviderName + " Provider" + ") Succeeded ...";
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XTESTIssueAlert(message);
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}
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void XTESTIssueForceCloseTradesAlert(ENUM_X_SIGNAL_TYPE type)
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{
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//
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string typeStr = GetSignalType(type);
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if (StringLen(typeStr) == 0)
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{
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return;
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}
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//
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string message = "Force Close " + typeStr + " Trades ...";
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XTESTIssueAlert(message);
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}
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void XTESTIssueMaxAllowedTradesReachedAlert()
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{
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//
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string message = "reached Max Allowed Same Time Trades ...";
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XTESTIssueAlert(message);
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}
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void XTESTIssueMaxAllowedFreeMarginReachedAlert()
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{
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//
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string message = "reached FreeMarigin For Open Trades ...";
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XTESTIssueAlert(message);
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}
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void XTESTIssueMinAllowedBalanceReachedAlert()
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{
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//
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string message = "doesn't have Minimum Balance For Open Trades ...";
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XTESTIssueAlert(message);
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}
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void XTESTIssueSignalExecutionAlert(
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XSignal &signal // Executed Signal
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)
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{
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//
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XTESTIssueAlert(signal);
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}
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void XTESTIssueSignalExecutionError(int error)
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{
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//
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string message = GetSignalExecutionError(error);
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if (StringLen(message) == 0)
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{
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return;
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}
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//
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XTESTIssueAlert(message);
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}
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void XTESTIssueRiskFreeTradesAlert()
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{
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//
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string message = "Make Some Trades Risk Free ...";
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XTESTIssueAlert(message);
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}
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void XTESTIssueLongInProfitTradeClosed()
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{
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//
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string message = "Closed Long Time in Profit Trades ...";
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XTESTIssueAlert(message);
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}
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void XTESTIssueLongInDrawdownTradeClosed()
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{
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//
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string message = "Closed Long Time in Profit Trades ...";
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XTESTIssueAlert(message);
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}
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void XTESTIssueAlert(string message)
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{
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//
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if (xTESTEnableAlerts)
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{
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SendAlert(message);
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}
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else
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{
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LogMessage(message);
|
|
}
|
|
}
|
|
void XTESTIssueAlert(XSignal &signal)
|
|
{
|
|
//
|
|
string signalStr = xTESTTrader.ToString(signal);
|
|
XTESTIssueAlert(signalStr);
|
|
|
|
// //
|
|
// if (xTESTEnableAlerts)
|
|
// {
|
|
// SendAlert(signal);
|
|
// }
|
|
// else
|
|
// {
|
|
// LogSignal(signal);
|
|
// }
|
|
}
|
|
|
|
//
|
|
// END Private Functions ...
|
|
//
|