270 lines
8.2 KiB
MQL5
270 lines
8.2 KiB
MQL5
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#ifndef LOT_CALC_MQH
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#define LOT_CALC_MQH
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#include "../setting.mqh"
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#define RIGAL_MOD_3
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//#define RIGAL_MOD_4
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class calc_lot {
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private:
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static bool is_lvl1 ( setting_t *settings, int order_count ) {
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return settings.multi_lots_level1 != 0
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&& order_count >= settings.multi_lots_level1;
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}
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static bool is_lvl2 ( setting_t *settings, int order_count ) {
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return settings.multi_lots_level2 != 0
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&& is_lvl1 ( settings, order_count )
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&& order_count >= settings.multi_lots_level2;
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}
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static bool is_lvl3 ( setting_t *settings, int order_count ) {
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return settings.multi_lots_level3 != 0
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&& is_lvl2 ( settings, order_count )
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&& order_count >= settings.multi_lots_level3;
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}
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static bool is_lvl4 ( setting_t *settings, int order_count ) {
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return settings.mult4 != 0
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&& is_lvl3 ( settings, order_count )
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&& order_count >= settings.mult4;
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}
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static double get_factor ( setting_t *settings,
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int lvl ) {
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double result = 1.0;
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if ( settings.mult_stop != 0
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&& settings.mult_stop < lvl ) {
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lvl = settings.mult_stop;
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}
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if ( is_lvl4 ( settings, lvl ) ) {
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result = get_factor ( settings, lvl - ( lvl - settings.mult4 + 1 ) );
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int count = lvl + 1 - settings.mult4;
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for ( int i = 0; i < count; i++ ) {
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result += settings.mult4_add;
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}
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} else if ( is_lvl3 ( settings, lvl ) ) {
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result = get_factor ( settings, lvl - ( lvl - settings.multi_lots_level3 + 1 ) );
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int count = lvl + 1 - settings.multi_lots_level3;
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for ( int i = 0; i < count; i++ ) {
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result += settings.multi_lots_level3_corr;
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}
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} else if ( is_lvl2 ( settings, lvl ) ) {
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result = get_factor ( settings, lvl - ( lvl - settings.multi_lots_level2 + 1 ) );
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int count = lvl + 1 - settings.multi_lots_level2;
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for ( int i = 0; i < count; i++ ) {
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result += settings.multi_lots_level2_corr;
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}
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} else if ( is_lvl1 ( settings, lvl ) ) {
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result = settings.multi_lots_factor;
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}
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return result;
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}
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static double get_for_gap_control ( setting_t *settings,
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enum_order_operation_type order_type,
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int lvl,
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double last_lot,
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double last_price,
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double price ) {
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double step_p = layer_market::to_points ( calc_grid_step::get ( settings, lvl ) );
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double distance_p = tool_order::get_distance ( order_type, price, last_price );
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double lot_factor = get_factor ( settings, lvl );
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if ( !calc_gap::is_gap ( settings, order_type, order_type, distance_p, step_p ) ) {
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return last_lot * lot_factor;
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}
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// TODO: print on every calc lot
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//log_info_k ( _msg_key, StringFormat ( SRC_HANDLER_BASE_DETECT_GAP, dtos ( last_price ), dtos ( price ), dtos ( c_order::get_distance ( _order_type, price, last_price ) ) ) );
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double gap_factor = lot_factor * ( ( distance_p - step_p ) / step_p ) * settings.gap_lot_koef;
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double tripple_last_lot = last_lot * settings.gap_last_order_koef;
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double result = last_lot * ( lot_factor + gap_factor );
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return tripple_last_lot < result ? tripple_last_lot : result;
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}
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static double calc_lot_by_balance ( double min_lot, double currency_by_001_lot, double currency, int truncate_count, double market_lot_min, bool warning )
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{
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double sum=(currency - ((NotUsedCurrency>currency)?0:NotUsedCurrency) )*(UsedCurrencyPercent/100.0);
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double koaf = sum / currency_by_001_lot;
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double result = MathFloor(koaf)*0.01;
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if ( CP(result,0.01) < market_lot_min)
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{
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if (warning)
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{
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log_warning( StringFormat(SRC_HANDLER_BASE_NOT_GOOD_LOT_OPEN_MIN, sum, layer_account::currency() , koaf*0.01, market_lot_min, market_lot_min));
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}
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return market_lot_min;
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}
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return result;
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}
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static double get_base_lot ( setting_t *settings, layer_order_setting *settings_ptr, int lvl, bool warning )
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{
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if ( !settings.is_testing && lvl != 1 )
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{
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if (layer_order::get_min ( settings_ptr)!=NULL)
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return layer_order::get_min ( settings_ptr ).lot;
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}
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return settings.currency_for_001_lot == 0 ?
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settings.lots :
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calc_lot_by_balance ( settings.lots,
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settings.currency_for_001_lot,
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settings.is_testing ? settings.testing_balance : (UseBalanceForMM?kernel_account::balance():kernel_account::equity()),
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settings.lot_exp,
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settings.is_testing ? settings.testing_layer_market_lot_min : layer_market::lot_min(), warning);
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}
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static double get_by_min_order ( setting_t *settings,
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layer_order_setting *order_layer_settings_ptr,
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int lvl,
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enum_gap_control_type control_type,
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double price,
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double first_lot ) {
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#ifdef RIGAL_MOD_3
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////--- Rigal
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double result = settings.test_min_lot > DBL_EPSILON ? settings.test_min_lot : first_lot;
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////---
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#else //RIGAL_MOD_3
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double result = first_lot;
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#endif //RIGAL_MOD_3
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switch ( control_type ) {
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case no_gap:
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case op_stop:
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result *= get_factor ( settings, lvl );
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break;
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case inc_lot:
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//result = get_for_gap_control ( settings, settings_ptr.order_type, count + 1, result, open_prices[count - 1], price );
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break;
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}
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#ifdef RIGAL_MOD_3
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////--- Rigal
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if(settings.test_min_lot > DBL_EPSILON)
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result = first_lot / settings.test_min_lot * NormalizeDouble(result, settings.lot_exp);
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////---
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#endif //RIGAL_MOD_3
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return result;
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}
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static double get_by_last_order ( setting_t *settings,
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layer_order_setting *settings_ptr,
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int lvl,
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enum_gap_control_type control_type,
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double price,
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double first_lot ) {
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#ifdef RIGAL_MOD_3
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////--- Rigal
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double result = settings.test_min_lot > DBL_EPSILON ? settings.test_min_lot : first_lot;
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////---
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#else //RIGAL_MOD_3
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double result = first_lot;
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#endif //RIGAL_MOD_3
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switch ( control_type ) {
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case no_gap:
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case op_stop:
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for ( int i = 1; i < lvl; i++ ) {
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result *= get_factor ( settings, i + 1 );
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}
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break;
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case inc_lot: {
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int count = 0;
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double open_prices[];
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list<c_order *> *orders = layer_order::get ( settings_ptr );
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ArrayResize ( open_prices, orders.count );
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LIST_FOREACH ( orders, c_order *, item, {
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count += 1;
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open_prices[count - 1] = item.open_price;
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} );
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if ( count == 0 ) {
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break;
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}
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for ( int i = 1; i < count; i++ ) {
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result = get_for_gap_control ( settings, settings_ptr.order_type, i + 1, result, open_prices[i - 1], open_prices[i] );
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}
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result = get_for_gap_control ( settings, settings_ptr.order_type, count + 1, result, open_prices[count - 1], price );
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break;
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}
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}
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#ifdef RIGAL_MOD_3
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////--- Rigal
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if(settings.test_min_lot > DBL_EPSILON)
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result = first_lot / settings.test_min_lot * NormalizeDouble(result, settings.lot_exp);
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////---
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#endif //RIGAL_MOD_3
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return result;
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}
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public:
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static double get ( setting_t *settings,
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layer_order_setting *settings_ptr,
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int lvl,
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enum_gap_control_type control_type,
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double price , bool warning) {
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double base_lot = get_base_lot ( settings,
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settings_ptr,
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lvl, warning );
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#ifdef RIGAL_MOD_4
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//--- Rigal
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double result = settings.test_min_lot > DBL_EPSILON ? settings.test_min_lot : base_lot;
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//---
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#else //RIGAL_MOD_4
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double result = base_lot;
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#endif //RIGAL_MOD_4
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if ( lvl != 1 ) {
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result = settings.mult_type == calc_lot_type_last_order ?
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get_by_last_order ( settings,
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settings_ptr,
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lvl,
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control_type,
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price,
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result ) :
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get_by_min_order ( settings,
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settings_ptr,
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lvl,
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control_type,
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price,
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result );
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}
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#ifdef RIGAL_MOD_4
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//--- Rigal
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if(settings.test_min_lot > DBL_EPSILON)
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//--- Capteen
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//result = first_lot / settings.test_min_lot * NormalizeDouble(result, settings.lot_exp);
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result = base_lot / settings.test_min_lot * NormalizeDouble(result, settings.lot_exp);
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//---
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#endif //RIGAL_MOD_4
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if ( settings.max_lot != 0.00 ) {
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double max_lot = settings.max_lot * base_lot;
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if ( max_lot < result ) {
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result = max_lot;
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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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#endif
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