//+------------------------------------------------------------------+ //| S0_Admissao1_v4_2.mqh | //| DESENVOLVIMENTO | //| OXFORD | //| HEDGING HORN CAPITAL | //| https://www.hhcapital.com.br | //+------------------------------------------------------------------+ #property copyright "Copyright 2022, HEDGING HORN CAPITAL" #property link "https://www.hhcapital.com.br" #property version "DESENV_v4_2" #property description "HFT MARKET MAKING BASED ON OXFORD'S STUDIES. MINI INDICE." #include #include #include #include "MarketBook.mqh" //TESTE ALTERACAO //+------------------------------------------------------------------+ //| 0.1 - OBJETOS OPERACIONAIS | //+------------------------------------------------------------------+ struct CustomMqlTick { int idTick; int vb0; int va0; int bid1; int ask1; int vb1; int va1; int flag; int volume; datetime timestamp; double last; double bid0; double ask0; string tipoEvento; }; struct slot { ulong idOrdem; ulong idPosicao; int statusCambio; int statusMotor; int ponta; int state; double qtd; double precoEnvio; double precoAlvo; double precoStop; MqlDateTime cronometro; }; struct posicao { ulong idPosicao; int ponta; double qtd; double precoMedio; double precoAlvo; double precoStop; }; struct fluido { int q; int Q; int t; int T; int t0d; int td; int Td; int nBook; int iBid0; int iAsk0; int iSlot; int niveis; int rajada; int lifetimeOrdem; int lifetimePosicao; int handlerMA; int handlerSTDDEV; int periodoMA; int periodoSTDDEV; int intervaloTicks; int lC; int lV; double media; double midPrice; double sigmaHFT; double sigmaLFT; double assimetria; double curtose; double driftHFTTend; double driftHFTVol; double driftLFTTend; double driftLFTVol; double aceleracao; double spreadHFTC; double spreadHFTV; double spreadLFTC; double spreadLFTV; double KC; double KV; double lambdaC; double lambdaV; double lobC; double lobV; double fi; double fiInicial; double passoFi; double c; double precoMedioC; double precoMedioV; double tickMin; double precoAbertura; double desvioDiario; double MA[]; double STDDEV[]; double limiteInfTend; double limiteSupTend; double limiteInfDesvio; double limiteSupDesvio; double a; double eC; double eV; double eta; double dzeta; }; struct operacao { bool chaveLambda; bool chaveBook; bool chaveSpreadDesvio; bool chaveSpreadTend; bool chaveFiAutomatico; bool chaveTempoOrdemAuto; bool chaveTempoPosicaoAuto; bool chaveEscalonador; bool chaveRiscoSaldo; bool chaveRiscoTend; bool chaveDeinitOrdens; bool chaveDeinitPosicoes; int magic; int diaAtual; int posicoes_total; int posicoes_total_prev; int normalizeDoubleSize; int tipoPosicao; int lifetimePosicao; int travaSaldo; int travaFechaDia; int diaPrev; ushort horarioShort_atual; ushort horarioShort_inicial; ushort horarioShort_final; ushort horarioShort_fechamento; double saldoInicialDia; double saldoAtualDia; double diferencaSaldo; double alvoFinanceiro; double stopFinanceiro; double alvoPercentual; double stopPercentual; double precoAlvo; double precoStop; double precoEnvio; double numeroContratos; MqlDateTime horarioMQL_inicio; MqlDateTime horarioMQL_final; MqlDateTime horarioMQL_encerramento; MqlDateTime horarioMQL_atual; MqlDateTime horarioMQL_comprado; MqlDateTime horarioMQL_compra; MqlDateTime cronometroPosicao; MqlDateTime cronometroRefreshPosicao; MqlTradeRequest request; MqlTradeResult result; MqlTradeTransaction transaction; MqlTradeCheckResult check_result; CSymbolInfo simbolo; CTrade negocio; }; //+===================================================================================================================================================================================+ //| FIM DO PROGRAMA //+===================================================================================================================================================================================+