47a5ef338b
- Replaced standard library signal modules with custom implementations to allow for named patterns and improved voting. - Added new input parameters for module weights, allowing for optimization of individual signal contributions. - Enhanced the management of trades with new options for breakeven and management cut. - Introduced a mechanism for dynamic ranking of signal weights based on historical performance. - Improved initialization logic to ensure proper registration of filters and handling of trading conditions. - Added detailed logging for trading permissions and account status during initialization.
94 lines
4.5 KiB
MQL5
94 lines
4.5 KiB
MQL5
//+------------------------------------------------------------------+
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//| WarriorExpert.mqh |
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//| AnimateDread |
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//| |
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//| CExpert WITH A SESSION-AWARE BAR CLOCK. One override, Refresh(). |
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//| |
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//| WHAT THE STDLIB DOES. With EveryTick = false, CExpert::Refresh() |
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//| lets Processing() run only on ticks TimeframesFlags() marks as a |
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//| new bar of the chart period, and for D1 that is the first tick of |
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//| each calendar day - whatever hour it arrives at. The tick is then |
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//| CONSUMED: m_last_tick_time moves to it, and every later tick that |
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//| day compares against it and reads as "same day, no new bar". |
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//| |
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//| WHY THAT FAILS ON A CFD. An index CFD quotes a tick at 00:00 (or |
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//| 01:00 across the DST seam) while its trading session is still |
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//| shut, so the one evaluation the day gets lands on a tick the |
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//| broker will not fill. Measured on SP500 D1 2012-2026: 1,647 of |
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//| 3,887 daily entries declined at the gate - "SP500 has no open |
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//| trading session at 2012.01.04 00:00" - and every exit attempted at |
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//| 01:00 failed with [Market closed] and was retried a day later. |
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//| NAS100 lost 189 the same way. The signal was right; the clock was |
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//| reading it during the maintenance hour. |
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//| |
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//| THE FIX. A new-bar tick that arrives while the session is shut is |
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//| NOT consumed: m_last_tick_time stays where it was, so the next |
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//| tick still compares as a new bar, and the first tick INSIDE a |
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//| session is the one that gets processed. The signals read bar 1 - |
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//| the closed bar - through StartIndex() either way, so what is |
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//| evaluated is identical; only the minute it is acted on moves, |
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//| from the maintenance hour to the open. Every-tick mode is left |
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//| exactly as the stdlib has it. |
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//+------------------------------------------------------------------+
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#ifndef WARRIOR_EXPERT_MQH
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#define WARRIOR_EXPERT_MQH
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#include <Expert\Expert.mqh>
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#include "..\System\TradeChecks.mqh"
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class CWarriorExpert : public CExpert
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{
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protected:
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int m_deferred; // new-bar ticks held back because the session was shut
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int m_deferredBars; // ...and how many distinct bars that was
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datetime m_deferredBar; // the bar being held back, so it is counted once
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public:
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CWarriorExpert(void) : m_deferred(0), m_deferredBars(0), m_deferredBar(0) {}
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~CWarriorExpert(void) {}
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virtual void Deinit(void) override;
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protected:
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virtual bool Refresh(void) override;
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};
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//+------------------------------------------------------------------+
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bool CWarriorExpert::Refresh(void)
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{
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//--- Every-tick mode: nothing to defer, the stdlib is right as it is.
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if(m_period_flags == WRONG_VALUE || m_period_flags == 0)
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return CExpert::Refresh();
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if(!m_symbol.RefreshRates())
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return false;
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MqlDateTime time;
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TimeToStruct(m_symbol.Time(), time);
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if((m_period_flags & TimeframesFlags(time)) == 0)
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return false; // same bar as the last one processed
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//--- A new bar - but is the market open to act on it? If not, leave m_last_tick_time alone so
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//--- this bar is still "new" on the next tick, and say nothing per tick: the count is reported
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//--- once at deinit, the way the vote reports its gates.
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string why = "";
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if(!TCMarketIsOpen(m_symbol.Name(), m_symbol.Time(), why))
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{
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m_deferred++;
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const datetime bar = iTime(m_symbol.Name(), m_period, 0);
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if(bar != m_deferredBar)
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{
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m_deferredBar = bar;
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m_deferredBars++;
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}
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return false;
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}
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m_last_tick_time = time;
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m_indicators.Refresh();
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return true;
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}
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//+------------------------------------------------------------------+
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void CWarriorExpert::Deinit(void)
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{
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if(m_deferredBars > 0)
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PrintFormat("CWarriorExpert: BAR CLOCK - %d bar(s) opened with the session shut and were"
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" processed at the first tick inside a session instead (%d closed ticks skipped).",
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m_deferredBars, m_deferred);
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CExpert::Deinit();
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}
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#endif // WARRIOR_EXPERT_MQH
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