164 lines
6.3 KiB
MQL5
164 lines
6.3 KiB
MQL5
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//+------------------------------------------------------------------+
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//| S0_Admissao_v1_0.mqh |
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//| DELTA |
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//| HEDGING HORN CAPITAL |
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//| https://www.hhcapital.com.br |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2023, HEDGING HORN CAPITAL"
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#property link "https://www.hhcapital.com.br"
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#property version "DELTA PRODUCAO v1.0"
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#property description "HFT MARKET MAKING. MINI INDICE."
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//+===================================================================================================================================================================================+
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//| 0 - SESSAO DE CABECALHO / ADMISSAO
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//+===================================================================================================================================================================================+
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//+------------------------------------------------------------------+
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//| 0.1 - IMPORTACOES |
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//+------------------------------------------------------------------+
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#include <Expert/Expert.mqh>
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#include <Trade/Trade.mqh>
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#include <Trade/SymbolInfo.mqh>
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#include "MarketBook.mqh"
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//+------------------------------------------------------------------+
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//| 0.2 - OBJETOS OPERACIONAIS |
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//+------------------------------------------------------------------+
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struct CustomMqlTick
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{
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int idTick;
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int vb0;
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int va0;
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int bid1;
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int ask1;
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int vb1;
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int va1;
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int flag;
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int volume;
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datetime timestamp;
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double last;
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double bid0;
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double ask0;
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string tipoEvento;
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};
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struct slot
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{
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ulong idOrdem;
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ulong idPosicao;
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int statusCambio;
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int statusMotor;
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int ponta;
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int state;
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double qtd;
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double precoEnvio;
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double precoAlvo;
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double precoStop;
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double spreadEnvio;
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double spreadAlvo;
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double spreadStop;
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MqlDateTime cronometro;
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};
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struct posicao
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{
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ulong idPosicao;
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int ponta;
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double qtd;
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double precoMedio;
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double precoAlvo;
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double precoStop;
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};
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struct fluido
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{
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int q;
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int Q;
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int t;
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int TOr;
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int TOe;
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int t0d;
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int td;
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int Td;
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int iSlot;
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int niveis;
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int rajada;
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int handlerMA;
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int periodoMA;
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int intervaloTicks;
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double c;
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double media;
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double precoMedioC;
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double precoMedioV;
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double tickMin;
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double MA[];
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ENUM_TIMEFRAMES timeframe;
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int pontosAlvo;
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double stopPercent;
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double desvioPercent;
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double spreadOffsetPercent;
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};
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struct operacao
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{
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bool chaveSaldoChumbado;
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bool chaveEscalonador;
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bool chaveRiscoSaldo;
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int magic;
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int diaAtual;
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int diaAnt;
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int posicoes_total;
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int posicoes_total_prev;
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int normalizeDoubleSize;
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int tipoPosicao;
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int expiraPosicao;
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int countSaldo;
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int countFechaDia;
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int numeroContratos;
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int numeroContratosAcumulado;
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ushort horarioShort_atual;
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ushort horarioShort_inicial;
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ushort horarioShort_final;
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ushort horarioShort_fechamento;
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double precoAlvo;
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double precoStop;
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double precoEnvio;
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string handlerNormalizeDoubleSize;
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MqlDateTime horarioMQL_inicio;
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MqlDateTime horarioMQL_final;
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MqlDateTime horarioMQL_encerramento;
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MqlDateTime horarioMQL_atual;
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MqlDateTime horarioMQL_comprado;
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MqlDateTime horarioMQL_compra;
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MqlTradeRequest request;
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MqlTradeResult result;
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MqlTradeTransaction transaction;
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MqlTradeCheckResult check_result;
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CSymbolInfo simbolo;
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CTrade negocio;
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};
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struct gerenciador
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{
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double capitalInicialDia;
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double capitalAberto;
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double capitalFechado;
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double capitalTotal;
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double capitalInvestido;
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double lucroBrutoFechado;
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double lucroBrutoAberto;
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double lucroBrutoComposto;
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double lucroLiquido;
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double lucroLiquidoAcumulado;
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double alvoFinanceiro;
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double stopFinanceiro;
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double alvoPercentual;
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double stopPercentual;
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};
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//+===================================================================================================================================================================================+
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//| FIM DO PROGRAMA
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//+===================================================================================================================================================================================+
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