Adwizard/Experts/Expert.mqh

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                                       Expert.mq5 |
//|                                      Copyright 2024, Yuriy Bykov |
//|                            https://www.mql5.com/ru/users/antekov |
//+------------------------------------------------------------------+
#property copyright "Copyright 2024, Yuriy Bykov"
#property link      "https://www.mql5.com/ru/articles/17608"
#property version "1.24"

#include "../Virtual/VirtualAdvisor.mqh"
#include "../Utils/ExpertHistory.mqh"
#include "../Utils/ConsoleDialog.mqh"

// A;8 =5 7040=0 :>=AB0=B0 A 8<5=5< 8B>3>2>3> A>25B=8:0, B>
#ifndef __NAME__
// 040Q< 5Q @02=>9 =0720=8N D09;0 A>25B=8:0
#define  __NAME__ MQLInfoString(MQL_PROGRAM_NAME)

//+------------------------------------------------------------------+
//| $C=:F8O D>@<8@>20=8O AB@>:8 8=8F80;870F88 AB@0B5388              |
//| 87 2E>4=KE ?0@0<5B@>2 ?> C<>;G0=8N (5A;8 =5 1K;> 7040=> 8<O).    |
//| <?>@B8@C5B AB@>:C 8=8F80;870F88 87 107K 40==KE A>25B=8:0        |
//| ?> 845=B8D8:0B>@C 3@C??K AB@0B5389                               |
//+------------------------------------------------------------------+
string GetStrategyParams() {
// 5@Q< AB@>:C 8=8F80;870F88 87 =>2>9 181;8>B5:8 4;O 2K1@0==>9 3@C??K
// (87 107K 40==KE M:A?5@B0)
   string strategiesParams = CVirtualAdvisor::Import(
                                CVirtualAdvisor::FileName(__NAME__, magic_),
                                groupId_
                             );

// A;8 3@C??0 AB@0B5389 87 181;8>B5:8 =5 7040=0, B> ?@5@K205< @01>BC
   if(strategiesParams == NULL && useAutoUpdate_) {
      strategiesParams = "";
   }

   return strategiesParams;
}
#endif

//+------------------------------------------------------------------+
//| E>4=K5 ?0@0<5B@K                                                |
//+------------------------------------------------------------------+
input group "::: A?>;L7>20BL 3@C??C AB@0B5389"
sinput int        groupId_       = 0;     // - ID 3@C??K 87 =>2>9 181;8>B5:8 (0 - ?>A;54=OO)
sinput bool       useAutoUpdate_ = true;  // - A?>;L7>20BL 02B>>1=>2;5=85?

input group "::: #?@02;5=85 :0?8B0;><"
sinput double expectedDrawdown_  = 10;    // - 0:A8<0;L=K9 @8A: (%)
sinput double fixedBalance_      = 10000; // - A?>;L7C5<K9 45?>78B (0 - 8A?>;L7>20BL 25AL) 2 20;NB5 AG5B0
input  double scale_             = 1.00;  // - 0AHB018@CNI89 <=>68B5;L 4;O 3@C??K

input group ":::  5=5465@ 70:@KB8O"
input bool        cmIsActive_                = true;  // - :B825=?
input double      cmStartBaseBalance_        = 0;     // - 07>2K9 10;0=A
input ENUM_CM_CALC_LOSS
cmCalcLossLimit_           = CM_CALC_LOSS_MONEY_BB;   // - !?>A>1 @0AGQB0 C1KB:0
input double      cmLossLimit_       = 100;           // - =0G5=85 C1KB:0 4;O D8:A0F88
input ENUM_CM_CALC_PROFIT
cmCalcProfitLimit_                    = CM_CALC_PROFIT_MONEY_BB;  // - !?>A>1 @0AGQB0 >1I59 ?@81K;8
input double      cmProfitLimit_   = 1000000;                     // - =0G5=85 >1I59 ?@81K;8 4;O D8:A0F88

input group ":::   8A:-<5=5465@"
input bool        rmIsActive_                = true;     // - :B825=?
input double      rmStartBaseBalance_        = 10000;    // - 07>2K9 10;0=A
input ENUM_RM_CALC_DAILY_LOSS
rmCalcDailyLossLimit_                        = RM_CALC_DAILY_LOSS_MONEY_BB;      // - !?>A>1 @0AGQB0 4=52=>3> C1KB:0
input double      rmMaxDailyLossLimit_       = 500;                              // - =0G5=85 4=52=>3> C1KB:0
input double      rmCloseDailyPart_          = 1.0;                              // - =0G5=85 ?>@>3>2>9 G0AB8 4=52=>3> C1KB:0
input ENUM_RM_CALC_OVERALL_LOSS
rmCalcOverallLossLimit_                      = RM_CALC_OVERALL_LOSS_MONEY_BB;    // - !?>A>1 @0AGQB0 >1I53> C1KB:0
input double      rmMaxOverallLossLimit_     = 1000;                             // - =0G5=85 >1I53> C1KB:0
input double      rmCloseOverallPart_        = 1.0;                              // - =0G5=85 ?>@>3>2>9 G0AB8 >1I53> C1KB:0
input ENUM_RM_CALC_OVERALL_PROFIT
rmCalcOverallProfitLimit_                    = RM_CALC_OVERALL_PROFIT_MONEY_BB;  // - !?>A>1 @0AGQB0 >1I59 ?@81K;8
input double      rmMaxOverallProfitLimit_   = 1000000;                          // - =0G5=85 >1I59 ?@81K;8
input int         rmMaxOverallProfitDate_    = 0;                                // - @545;L=>5 2@5<O >6840=8O >1I59 ?@81K;8 (4=59)

input double      rmMaxRestoreTime_           = 0;                                // - @5<O >6840=8O ;CGH53> 2E>40 =0 ?@>A04:5
input double      rmLastVirtualProfitFactor_  = 1;                                // - =>68B5;L =0G0;L=>9 ;CGH59 ?@>A04:8

input group "::: @>G85 ?0@0<5B@K"
input ulong    magic_            = 27183;    // - Magic
input bool     useOnlyNewBars_   = true;     // -  01>B0BL B>;L:> =0 >B:@KB88 10@0
input bool     usePrevState_     = true;     // - 03@C60BL ?@54K4CI55 A>AB>O=85

input string   symbolsReplace_   = "";       // - @028;0 70<5=K A8<2>;>2

CVirtualAdvisor     *expert;             // 1J5:B M:A?5@B0

CConsoleDialog      *dialog;             // 80;>3 4;O 2K2>40 B5:AB0 A @57C;LB0B0<8

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit() {
// #AB0=02;8205< ?0@0<5B@K 2 :;0AA5 C?@02;5=8O :0?8B0;><
   CMoney::DepoPart(expectedDrawdown_ / 10.0);
   CMoney::FixedBalance(fixedBalance_);

// !B@>:0 8=8F80;870F88 A =01>@0<8 ?0@0<5B@>2 AB@0B5389
   string strategiesParams = NULL;

// 5@Q< AB@>:C 8=8F80;870F88 87 =>2>9 181;8>B5:8 4;O 2K1@0==>9 3@C??K
// (87 107K 40==KE M:A?5@B0)
   strategiesParams = GetStrategyParams();

// A;8 3@C??0 AB@0B5389 87 181;8>B5:8 =5 7040=0, B> ?@5@K205< @01>BC
   if(strategiesParams == NULL) {
      return INIT_FAILED;
   }

// >43>B02;8205< AB@>:C 8=8F80;870F88 4;O M:A?5@B0 A 3@C??>9 87 =5A:>;L:8E AB@0B5389
   string expertParams = StringFormat(
                            "class CVirtualAdvisor(\n"
                            "    class CVirtualStrategyGroup(\n"
                            "       [\n"
                            "        %s\n"
                            "       ],%f\n"
                            "    ),\n"
                            "    class CVirtualRiskManager(\n"
                            "       %d,%.2f,%d,%.2f,%.2f,%d,%.2f,%.2f,%d,%.2f,%d,%.2f,%.2f"
                            "    ),\n"
                            "    class CVirtualCloseManager(\n"
                            "       %d,%.2f,%d,%.2f,%d,%.2f"
                            "    )\n"
                            "    ,%d,%s,%d\n"
                            ")",
                            strategiesParams, scale_,

                            rmIsActive_, rmStartBaseBalance_,
                            rmCalcDailyLossLimit_, rmMaxDailyLossLimit_, rmCloseDailyPart_,
                            rmCalcOverallLossLimit_, rmMaxOverallLossLimit_, rmCloseOverallPart_,
                            rmCalcOverallProfitLimit_, rmMaxOverallProfitLimit_, rmMaxOverallProfitDate_,
                            rmMaxRestoreTime_, rmLastVirtualProfitFactor_,

                            cmIsActive_, cmStartBaseBalance_,
                            cmCalcLossLimit_, cmLossLimit_, 
                            cmCalcProfitLimit_, cmProfitLimit_,

                            magic_, __NAME__, useOnlyNewBars_
                         );

   PrintFormat(__FUNCTION__" | Expert Params:\n%s", expertParams);

// !>7405< M:A?5@B0, @01>B0NI53> A 28@BC0;L=K<8 ?>78F8O<8
   expert = NEW(expertParams);

// A;8 M:A?5@B =5 A>740=, B> 2>72@0I05< >H81:C
   if(!expert) return INIT_FAILED;

// A;8 ?@8 70<5=5 A8<2>;>2 2>7=8:;0 >H81:0, B> 2>72@0I05< >H81:C
   if(!expert.SymbolsReplace(symbolsReplace_)) return INIT_FAILED;


// A;8 B@51C5BAO 2>AAB0=02;820BL A>AB>O=85, B>
   if(usePrevState_) {
      // 03@C605< ?@>H;>5 A>AB>O=85 ?@8 =0;8G88
      if(!expert.Load()) return INIT_FAILED;
      //expert.Tick();
   }

// !>740Q< 8 70?CA:05< 480;>3 4;O 2K2>40 @57C;LB0B>2
   dialog = new CConsoleDialog();
   dialog.Create(__NAME__ + ":" + (string) magic_);
   dialog.Run();

// #A?5H=0O 8=8F80;870F8O
   return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick() {
   expert.Tick();

// A;8 >4=>2@5<5==> 2K?>;=5=>:
   if(groupId_ == 0                       // - =5 7040= :>=:@5B=K9 845=B8D8:0B>@ 3@C??K
         && useAutoUpdate_                // - @07@5H5=> 02B>>1=>2;5=85
         && IsNewBar(Symbol(), PERIOD_D1) // - =0ABC?8; =>2K9 45=L
         && expert.CheckUpdate()          // - >1=0@C65=0 =>20O 3@C??0 AB@0B5389
     ) {
      // !>E@0=O5< B5:CI55 A>AB>O=85 M:A?5@B0
      expert.Save();

      // #40;O5< >1J5:B M:A?5@B0
      delete expert;

      // K7K205< DC=:F8N 8=8F80;870F88 A>25B=8:0 4;O 703@C7:8 =>2>9 3@C??K AB@0B5389
      OnInit();
   }

   if (IsNewBar(Symbol(), PERIOD_M1)) {
      dialog.Text(expert.Text());
   }

}

//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason) {
   if(!!expert) delete expert;
}

//+------------------------------------------------------------------+
//|  57C;LB0B B5AB8@>20=8O                                           |
//+------------------------------------------------------------------+
double OnTester(void) {
   CExpertHistory::Export();
   return expert.Tester();
}
//+------------------------------------------------------------------+