UTE/Strategy/Strategy.mqh

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                                     Strategy.mqh |
//|           Copyright 2016, Vasiliy Sokolov, St-Petersburg, Russia |
//|                                https://www.mql5.com/ru/users/c-4 |
//+------------------------------------------------------------------+
#property copyright "Copyright 2016, Vasiliy Sokolov."
#property link      "https://www.mql5.com/ru/users/c-4"
#property strict
#define SOURCE ("ID " + (string)ExpertMagic() + "  " + __FUNCTION__) 
#include <Object.mqh>
#include "XML\XMLBase.mqh"          //  01>B0 A XML
#include "Logs.mqh"                 // >38@>20=85
#ifdef __HT__
#include "Position.mqh"
#else 
#include "PositionMT5.mqh"          // ;0AA >1K:=>25==KE ?>78F89
#endif 
#include "TradeEnvironment.mqh"     // ;0AA 4;O 45B5:B8@>20=8O 87<5=5=89 B>@3>2>3> >:@C65=8O
#include "NewBarDetector.mqh"       // ?@545;8B5;L =>2>3> 10@0
#include "NewTickDetector.mqh"      // ?@545;8B5;L =>2>3> B8:0
#include "Series.mqh"               // @54>AB02;O5B C4>1=K9 4>ABC? : OHLCV A5@88 40==KE
#include "TradeControl.mqh"         // ">@3>2K9 <>4C;L A 4>?>;=8B5;L=K<8 <5B>40<8 :>=B@>;O 70 >B:@KBK<8 ?>78F8O<8
#include "TradeState.mqh"           // ">@3>2K9 <>4C;L A 4>?>;=8B5;L=K<8 <5B>40<8 :>=B@>;O 70 >B:@KBK<8 ?>78F8O<8
#include "MoneyManagment.mqh"
#include "PendingOrders.mqh"
#include "Symbol.mqh"
//+------------------------------------------------------------------+
//| ?@545;O5B B8? @K=>G=>3> A>1KB8O.                                |
//+------------------------------------------------------------------+
enum ENUM_MARKET_EVENT_TYPE
  {
   MARKET_EVENT_TICK,               // @8E>4 =>2>3> B8:0 ?> B5:CI5<C 8=AB@C<5=BC
   MARKET_EVENT_BAR_OPEN,           // B:@KB85 =>2>3> 10@0 ?> B5:CI5<C 8=AB@C<5=BC
   MARKET_EVENT_TIMER,              // !@010BK20=85 B09<5@0
   MARKET_EVENT_BOOK_EVENT          // 7<5=5=85 AB0:0=0 (2 B.G. ?@8E>4 B8:0).
  };
//+------------------------------------------------------------------+
//| 0@0<5B@K A>1KB8O, :>B>@>5 ?>2;5:;> 2K7>2 <5B>40.                |
//+------------------------------------------------------------------+
struct MarketEvent
  {
   ENUM_MARKET_EVENT_TYPE type;     // "8? A>1KB8O.
   ENUM_TIMEFRAMES   period;        // 5@8>4 3@0D8:0, : :>B>@><C >B=>A8BAO A>1KB85 (B>;L:> 4;O MARKET_EVENT_BAR_OPEN).
   string            symbol;        // 0720=85 8=AB@C<5=B0, ?> :>B>@><C ?@>87>H;> A>1KB85. ;O 2A5E A>1KB89, :@><5
                                    // MARKET_EVENT_BOOK_EVENT, =0720=85 8=AB@C<5=B0 A>>B25BAB2C5B B5:CI5<C 8=AB@C<5=BC.
  };
//+------------------------------------------------------------------+
//| A=>2=0O AB0B8AB8:0 ?> >B:@KBK< ?>78F8O< AB@0B5388 (M:75<?;O@0)  |
//+------------------------------------------------------------------+
struct PositionsStat
  {
   int               open_buy;                  // A53> >B:@KBKE ?>78F89 AB@0B5388 =0 ?>:C?:C
   int               open_sell;                 // A53> >B:@KBKE ?>78F89 AB@0B5388 =0 ?@>406C
   int               open_total;                // 1I55 :>;8G5AB2> >B:@KBKE ?>78F89 AB@0B5388
   int               open_complex;              // A53> :><?;5:A=KE ?>78F89, :>B>@K5 ?@8=04;560B 40==>9 AB@0B5388
  };
//+------------------------------------------------------------------+
//| 07>2K9 :;0AA AB@0B5388-?@>A;>9:8.                               |
//+------------------------------------------------------------------+
class CStrategy : public CObject
  {
private:
   MarketEvent       m_event;                     // >A;54=55 8;8 B5:CI55 @K=>G=>5 A>1KB85.
   ulong             m_last_changed;              // >A;54=55 2@5<O 87<5=5=8O B>@3>2>3> >:@C65=8O 2 <8:@>A5:C=40E A <><5=B0 70?CA:0.
   uint              m_expert_magic;              // #=8:0;L=K9 845=B8D8:0B>@ M:A?5@B0.
   string            m_expert_name;               // <O M:A?5@B0.
   string            m_expert_symbol;             //  01>G89 8=AB@C<5=B M:A?5@B0 
   ENUM_TIMEFRAMES   m_timeframe;                 // "09<D@59< AB@0B5388
   ENUM_TRADE_STATE  m_trade_state;               // ">@3>2>5 A>AB>O=85 M:A?5@B0.

   CTradeEnvironment m_environment;               // ">@3>2>5 >:@C65=85 ?>@BD5;O.
   CArrayObj         m_bars_detectors;             // !>45@60B >?@545;8B5;8 =>2KE 10@>2.
   CArrayObj         m_ticks_detectors;           // !>45@68B >?@545;8B5;8 =>2KE B8:>2.

   void              RebuildPositions(void);
   void              CallInit(const MarketEvent &event);
   void              CallSupport(const MarketEvent &event);
   void              SpyEnvironment(void);
   virtual void      ExitByStopRegim(CPosition *pos);
   void              NewBarsDetect(void);
   void              NewTickDetect(void);
   
   void              RecalcStatistic(PositionsStat &positions);
   int               LastWorkExpDay(MqlDateTime &dt);
protected:
   
   bool              m_multi_symbols;
   CTradeState       m_state;              // >72@0I05B B>@3>2>5 A>AB>O=85.
   CArrayObj         ActivePositions;      // !?8A>: )% 0:B82=KE :;0AA8G5A:8E ?>78F89.
   CArrayObj         ComplexPositions;     // !?8A>: )% :><?;5:A=KE ?>78F89 A>AB>OI89 87 <=>65AB20 :;0AA8G5A:8E ?>78F89
   PositionsStat     positions;            // !B0B8AB8:0 ?> ?>78F8O< AB@0B5388
   CTradeControl     Trade;                // ">@3>2K9 :;0AA (A0< CStrategy =5 >1;0405B B>@3>2>9 ;>38:>9).
   CArrayObj         Modules;              // >?>;=8B5;L=K5 <>4C;8 A>?@>2>645=8O
   static CLog*      Log;                  // >38@>20=85 M:A?5@B0
   string            GetCurrentContract(string symbol);
   bool              CheckCurrentSL(double sl,ENUM_POSITION_TYPE type);
   COrdersEnvironment PendingOrders;
/* >4?8A:0 =0 A>1KB8O ">B:@KB85 =>2>3> 10@0" 8 ">1@07>20=85 =>2>3> B8:0" */
   bool              AddBarOpenEvent(string symbol,ENUM_TIMEFRAMES timeframe);
   bool              AddTickEvent(string symbol);
   void              CheckVolumes(void);
/* -:A?5@B 4>;65= A0<>AB>OB5;L=> ?5@5AB>8BL A2>8 8=48:0B>@K ?@8 A<5=5 8=AB@C<5=B0 8 B09<D@59<0,
         4;O G53> >= 4>;65= >BA;56820BL A>>B25BAB2CNI85 A>1KB8O
      */
   virtual void      OnSymbolChanged(string symbol);
   virtual void      OnTimeframeChanged(ENUM_TIMEFRAMES tf);
/* ">@3>2K5 DC=:F88, :>B>@K5 =5>1E>48<> ?5@5>?@545;8BL */
   virtual void      InitBuy(const MarketEvent &event);
   virtual void      InitSell(const MarketEvent &event);
   virtual void      InitComplexPos(const MarketEvent &event);
   virtual void      SupportBuy(const MarketEvent &event,CPosition *pos);
   virtual void      SupportSell(const MarketEvent &event,CPosition *pos);
   virtual void      SupportPendingBuy(const MarketEvent &event, CPendingOrder* order);
   virtual void      SupportPendingSell(const MarketEvent &event, CPendingOrder* order);
   virtual void      OnEvent(const MarketEvent& event);
   virtual bool      IsTrackEvents(const MarketEvent &event);
   int               PositionsTotal(ENUM_POSITION_TYPE pos_type, string symbol="", int magic = 0);
   int               OrdersTotal(ENUM_POSITION_TYPE pos_type, string symbol="", int magic = 0);
   int               OrdersTotal(ENUM_ORDER_TYPE order_type, string symbol="", int magic = 0);
public:
   CMoneyManagment   MM;          // >4C;L C?@02;5=8O :0?8B0;><
   CTrailing*        Trailing;    // >4C;L C?@02;5=8O B@59;8=3-AB>?>< 4;O 2A5E ?>78F89
                     CStrategy(void);
                     CStrategy(string symbol,string exp_name,uint magic,ENUM_TIMEFRAMES tf);
                    ~CStrategy(void);
/*1I85 A2>9AB20*/
   static CStrategy *GetStrategy(string name);
   CSymbol           WS;
   virtual bool      ParseXmlParams(CXmlElement *params);
   uint              ExpertMagic(void);
   void              ExpertMagic(uint ExpertMagic);
   string            ExpertName(void);
   void              ExpertName(string name);
   virtual string    ExpertNameFull(void);
   string            ExpertSymbol();
   void              ExpertSymbol(string symbol);
   void              Timeframe(ENUM_TIMEFRAMES period);
   ENUM_TIMEFRAMES   Timeframe(void);
   ENUM_TRADE_STATE  TradeState(void);
   void              TradeState(ENUM_TRADE_STATE state);

/*#?@02;5=85 87 2=5*/
   void              Buy(double vol);
   void              Sell(double vol);

/*5@540G0 A>1KB89*/
   virtual bool      OnInit(void);
   void              OnTick(void);
   void              OnTimer(void);
   void              OnBookEvent(string symbol);
   virtual void OnTradeTransaction(const MqlTradeTransaction &trans,
                                   const MqlTradeRequest &request,
                                   const MqlTradeResult &result){;}
                                   virtual int  Compare(const CObject *node,const int mode=0) const;
  };
/* 07<5I5=85 AB0B8G5A:8E ?5@5<5==KE*/
CLog             *CStrategy::Log;
//+------------------------------------------------------------------+
//| 07>2K9 :;0AA AB@0B5388-?@>A;>9:8.                               |
//+------------------------------------------------------------------+
CStrategy::CStrategy(void)
  {
   m_multi_symbols = false;
   m_last_changed = 0;
   m_expert_magic = 0;
   m_timeframe=PERIOD_CURRENT;
   Log=CLog::GetLog();
   WS.Name(Symbol());
   WS.Period(Period());
  }
//+------------------------------------------------------------------+
//| 07>2K9 :;0AA A >1O70B5;L=K<8 ?0@0<5B@0<8.                       |
//+------------------------------------------------------------------+
CStrategy::CStrategy(string symbol,string exp_name,uint magic,ENUM_TIMEFRAMES tf) : WS(symbol, tf)
  {
   m_multi_symbols = false;
   m_last_changed=0;
   Log=CLog::GetLog();
   ExpertSymbol(symbol);
   ExpertName(exp_name);
   Timeframe(tf);
   ExpertMagic(magic);
  }
//+------------------------------------------------------------------+
//| 8AB@C:B>@. #40;O5B <>4C;L B@59;8=3-AB>?0 2 A;CG05 8A?>;L7>20=8O |
//+------------------------------------------------------------------+
CStrategy::~CStrategy(void)
  {
   if(CheckPointer(Trailing)!=POINTER_INVALID)
      delete Trailing;
  }
//+------------------------------------------------------------------+
//| A;8 @01>G89 A8<2>; 87<5=8;AO, M:A?5@BC =5>1E>48<> A0<>AB>OB5;L=>|
//| ?5@5AB@>8BL A2>8 8=48:0B>@K 8 4@C385 2=CB@5==85 40==K5 =0 @01>BC |
//| A MB8< A8<2>;><, 4;O G53> ?5@5>?@545;8BL 40==K9 >1@01>BG8:       |
//| 87<5=5=8O A8<2>;0                                                |
//+------------------------------------------------------------------+
void CStrategy::OnSymbolChanged(string symbol)
  {
  }
//+------------------------------------------------------------------+
//| A;8 @01>G89 B09<D@59< 87<5=8;AO, M:A?5@BC =5>1E>48<>            |
//| A0<>AB>OB5;L=> ?5@5AB@>8BL A2>8 8=48:0B>@K 8 4@C385 2=CB@5==85   |
//| 40==K5 =0 @01>BC A MB8< B09<D@59<><, 4;O G53> ?5@5>?@545;8BL     |
//| 40==K9 >1@01>BG8: 87<5=5=8O B09<D@59<0                           |
//+------------------------------------------------------------------+
void CStrategy::OnTimeframeChanged(ENUM_TIMEFRAMES tf)
  {
  }
//+------------------------------------------------------------------+
//| 5@5>?@545;8B5 <5B>4 ?@028;0<8 AB@0B5388, ?@8 2K?>;=5=88 :>B>@KE |
//| =5>1E>48<> >B:@KBL #. ?>78F8N. !0<> >B:@KB85 ?>78F88 B0:65  |
//| =5>1E>48<> 2K?>;=8BL ?@O<> 2 MB>< <5B>45.                        |
//| IN:                                                              |
//|   event - AB@C:BC@0, >?8AK20NI0O A>1KB85, ?@8 ?>;CG5=88          |
//|           :>B>@>3> ?@>87>H5; 2K7>2 MB>3> <5B>40.                 |
//+------------------------------------------------------------------+
void CStrategy::InitBuy(const MarketEvent &event)
  {
  }
//+------------------------------------------------------------------+
//| 5@5>?@545;8B5 <5B>4 ?@028;0<8 AB@0B5388, ?@8 2K?>;=5=88 :>B>@KE |
//| =5>1E>48<> >B:@KBL  "#. ?>78F8N. !0<> >B:@KB85 ?>78F88 B0:65 |
//| =5>1E>48<> 2K?>;=8BL ?@O<> 2 MB>< <5B>45.                        |
//| IN:                                                              |
//|   event - AB@C:BC@0, >?8AK20NI0O A>1KB85, ?@8 ?>;CG5=88          |
//|           :>B>@>3> ?@>87>H5; 2K7>2 MB>3> <5B>40.                 |
//+------------------------------------------------------------------+
void CStrategy::InitSell(const MarketEvent &event)
  {
  }
//+------------------------------------------------------------------+
//| 5@5>?@545;8B5 <5B>4 ?@028;0<8 AB@0B5388, ?@8 2K?>;=5=88 :>B>@KE |
//| =5>1E>48<> >B:@KBL !#. (8;8 0@18B@06=CN) ?>78F8N.        |
//| !0<> >B:@KB85 ?>78F88 B0:65 =5>1E>48<> 2K?>;=8BL                 |
//| ?@O<> 2 MB>< <5B>45.                                             |              
//| IN:                                                              |
//|   event - AB@C:BC@0, >?8AK20NI0O A>1KB85, ?@8 ?>;CG5=88          |
//|           :>B>@>3> ?@>87>H5; 2K7>2 MB>3> <5B>40.                 |
//+------------------------------------------------------------------+
void CStrategy::InitComplexPos(const MarketEvent &event)
  {
  }
//+------------------------------------------------------------------+
//| 5@5>?@545;8B5 <5B>4 ?@028;0<8 AB@0B5388, ?@8 2K?>;=5=88 :>B>@KE |
//| =5>1E>48<> 70:@KBL #. ?>78F8N, ?5@540==CN 2 :0G5AB25 2B>@>3>|
//| ?0@0<5B@0. !0<> 70:@KB85 ?>78F88 B0:65 =5>1E>48<> 2K?>;=8BL      |
//| ?@O<> 2 MB>< <5B>45.                                             |
//| IN:                                                              |
//|   event - AB@C:BC@0, >?8AK20NI0O A>1KB85, ?@8 ?>;CG5=88          |
//|           :>B>@>3> ?@>87>H5; 2K7>2 MB>3> <5B>40.                 |
//|   pos - ?>78F8O, C?@02;5=85 :>B>@>9 B@51C5BAO ?@>8725AB8.        |
//+------------------------------------------------------------------+
void CStrategy::SupportBuy(const MarketEvent &event,CPosition *pos)
  {
  }
//+------------------------------------------------------------------+
//| 5@5>?@545;8B5 <5B>4 ?@028;0<8 AB@0B5388, ?@8 2K?>;=5=88 :>B>@KE |
//| =5>1E>48<> 70:@KBL  "#. ?>78F8N,?5@540==CN 2 :0G5AB25 2B>@>3>|
//| ?0@0<5B@0. !0<> 70:@KB85 ?>78F88 B0:65 =5>1E>48<> 2K?>;=8BL      |
//| ?@O<> 2 MB>< <5B>45.                                             |
//| IN:                                                              |
//|   event - AB@C:BC@0, >?8AK20NI0O A>1KB85, ?@8 ?>;CG5=88          |
//|           :>B>@>3> ?@>87>H5; 2K7>2 MB>3> <5B>40.                 |
//|   pos - ?>78F8O, C?@02;5=85 :>B>@>9 B@51C5BAO ?@>8725AB8.        |
//+------------------------------------------------------------------+
void CStrategy::SupportSell(const MarketEvent &event,CPosition *pos)
  {
  }
//+------------------------------------------------------------------+
//| 5@5>?@545;8B5 40==K9 <5B>4 4;O ?>A;54>20B5;L=>3> A>?@>2>645=8O  |
//| >B;>65==>3> >@45@0 =0 ?>:C?:C                                    |
//| IN:                                                              |
//|   event - AB@C:BC@0, >?8AK20NI0O A>1KB85, ?@8 ?>;CG5=88          |
//|           :>B>@>3> ?@>87>H5; 2K7>2 MB>3> <5B>40.                 |
//|   order - ?>78F8O, C?@02;5=85 :>B>@>9 B@51C5BAO ?@>8725AB8.      |
//+------------------------------------------------------------------+
void CStrategy::SupportPendingBuy(const MarketEvent &event, CPendingOrder *order)
  {
  }
//+------------------------------------------------------------------+
//| 5@5>?@545;8B5 40==K9 <5B>4 4;O ?>A;54>20B5;L=>3> A>?@>2>645=8O  |
//| >B;>65==>3> >@45@0 =0 ?@>406C                                    |
//| IN:                                                              |
//|   event - AB@C:BC@0, >?8AK20NI0O A>1KB85, ?@8 ?>;CG5=88          |
//|           :>B>@>3> ?@>87>H5; 2K7>2 MB>3> <5B>40.                 |
//|   order - ?>78F8O, C?@02;5=85 :>B>@>9 B@51C5BAO ?@>8725AB8.      |
//+------------------------------------------------------------------+
void CStrategy::SupportPendingSell(const MarketEvent &event, CPendingOrder *order)
  {
  }
//+------------------------------------------------------------------+
//| 1I55 A>1KB85 OnEvent. K7K205BAO ?@8 ?>;CG5=88 ;N1>3> A>1KB8O   |
//| =57028A8<> >B B>@3>2>3> @568<0 8 =0AB@>5: M:A?5@B0.              |
//+------------------------------------------------------------------+  
void CStrategy::OnEvent(const MarketEvent &event)
  {
  }
//+------------------------------------------------------------------+
//| BD8;LB@>2K205B ?>ABC?0NI85 A>1KB8O. A;8 ?5@540==>5 A>1KB85     |
//| =5 >1@010BK205BAO AB@0B53859, 2>72@0I05B ;>6L, 5A;8 >1@010BK20-  |
//| 5BAO - 2>72@0I05B 8AB8=C.                                        |
//+------------------------------------------------------------------+
bool CStrategy::IsTrackEvents(const MarketEvent &event)
  {
//1@010BK205< B>;L:> >B:@KB85 =>2>3> 10@0 =0 @01>G5< 8=AB@C<5=B5 8 B09<D@59<5
   if(event.type != MARKET_EVENT_BAR_OPEN)return false;
   if(event.period != Timeframe())return false;
   if(event.symbol != ExpertSymbol())return false;
   return true;
  }
//+------------------------------------------------------------------+
//| 5;538@C5B 4>G5@=59 AB@0B5388 ?0@A8=3 55 A?5F8D8G5A:8E           |
//| ?0@0<5B@>2, >1=0@C65==KE 2 A5:F88 <Params>                       |
//+------------------------------------------------------------------+
bool CStrategy::ParseXmlParams(CXmlElement *xmlParams)
  {
   string text="Found specific xml-settings, but "+ExpertName()+" strategy does not handle them. Override the method ParseXmlParams";
   CMessage *msg=new CMessage(MESSAGE_WARNING,SOURCE,text);
   Log.AddMessage(msg);
   return false;
  }
//+------------------------------------------------------------------+
//| #AB0=02;8205B C=8:0;L=K9 845=BD8:0B>@ M:A?5@B0.                  |
//+------------------------------------------------------------------+
void CStrategy::ExpertMagic(uint ExpertMagic)
  {
   m_expert_magic=ExpertMagic;
   Trade.SetExpertMagicNumber(m_expert_magic);
  }
//+------------------------------------------------------------------+
//| >72@0I05B C=8:0;L=K9 845=B8D8:0B>@ M:A?5@B0.                    |
//+------------------------------------------------------------------+
uint CStrategy::ExpertMagic(void)
  {
   return m_expert_magic;
  }
//+------------------------------------------------------------------+
//| >72@0I05B <O M:A?5@B0 (8<O M:A?5@B0 4>;6=> 1KBL ?@5420@8B5;L=> |
//| CAB0=>2;5==> A0<8< M:A?5@B>< A ?><>ILN >4=>8<5==>3> <5B>40).     |
//+------------------------------------------------------------------+
string CStrategy::ExpertName(void)
  {
   return m_expert_name;
  }
//+------------------------------------------------------------------+
//| ! ?><>ILN MB>3> <5B>40 M:A?5@B CAB0=02;8205B A2>5 8<O.           |
//+------------------------------------------------------------------+
void CStrategy::ExpertName(string name)
  {
   m_expert_name=name;
  }
//+------------------------------------------------------------------+
//| >72@0I05B ?>;=>5 (C=8:0;L=>5 8<O M:A?5@B0).                     |
//| (-B>B <5B>4 =5>1E>48<> ?5@5>?@545;8BL 2 ?@>872>4=>< :;0AA5)      |
//+------------------------------------------------------------------+
string CStrategy::ExpertNameFull(void)
  {
   return ExpertName();
  }
//+------------------------------------------------------------------+
//| >72@0I05B @01>G89 8=AB@C<5=B M:A?5@B0.                          |
//+------------------------------------------------------------------+
string CStrategy::ExpertSymbol(void)
  {
   if(m_expert_symbol==NULL || m_expert_symbol=="")
      return _Symbol;
   return m_expert_symbol;
  }
//+------------------------------------------------------------------+
//| #AB0=02;8205B @01>G89 8=AB@C<5=B M:A?5@B0.                       |
//+------------------------------------------------------------------+
void CStrategy::ExpertSymbol(string symbol)
  {
   m_expert_symbol=GetCurrentContract(symbol);
   OnSymbolChanged(m_expert_symbol);
   WS.Name(symbol);
  }
//+------------------------------------------------------------------+
//| K7K205BAO <5=5465@>< AB@0B5389 ?@8 =0ABC?;5=88 A8AB5<=>3>       |
//| A>1KB8O '=>2K9 B8:'.                                             |
//+------------------------------------------------------------------+
void CStrategy::OnTick(void)
  {
   NewTickDetect();
   NewBarsDetect();
  }
//+------------------------------------------------------------------+
//| -B> A>1KB85 2K7K205BAO ?@8 4>102;5=88 AB@0B5388 2 A?8A>:         |
//| AB@0B5389. >4@07C<5205BAO, GB> 2 <><5=B 2K7>20 MB>9 DC=:F88,    |
//| 2A5 107>2K5 ?0@0<5B@K M:A?5@B0, B0:85 :0: =0720=85 A8<>2>;0,     |
//| <038G5A:89 =><5@ 8 B09D@5< 1C4CB CAB0=>2;5=K.  M:A?5@B A<>65B   |
//| A:>=D83C@8@>20BL 2 MB>< <5B>45 A2>8 2=CB@5==85 40==K5.           |
//|  A;CG05, 5A;8 OnInit AB@0B5388 25@=5B false, AB@0B538O =5 1C45B |
//| 4>102;5=0 2 A?8A>:.                                              |
//+------------------------------------------------------------------+
bool CStrategy::OnInit(void)
  {
   return true;
  }
//+------------------------------------------------------------------+
//| K7K205BAO <5=5465@>< AB@0B5389 ?@8 =0ABC?;5=88  A8AB5<=>3>      |
//| A>1KB8O 'OnTimer'.                                               |
//+------------------------------------------------------------------+
void CStrategy::OnTimer(void)
  {
   m_event.symbol=Symbol();
   m_event.type=MARKET_EVENT_TIMER;
   m_event.period=(ENUM_TIMEFRAMES)Period();
   OnEvent(m_event);
   CallSupport(m_event);
   CallInit(m_event);
   NewTickDetect();
   NewBarsDetect();
  }
//+------------------------------------------------------------------+
//| K7K205BAO <5=5465@>< AB@0B5389 ?@8 =0ABC?;5=88  A8AB5<=>3>      |
//| A>1KB8O 'OnBookEvent'.                                           |
//+------------------------------------------------------------------+
void CStrategy::OnBookEvent(string symbol)
  {
   m_event.symbol=symbol;
   m_event.type=MARKET_EVENT_BOOK_EVENT;
   m_event.period=PERIOD_CURRENT;
   OnEvent(m_event);
   CallSupport(m_event);
   CallInit(m_event);
   NewTickDetect();
   NewBarsDetect();
  }
//+------------------------------------------------------------------+
//| >:C?05B >B 8<5=8 M:A?5@B0 >1J5< vol                             |
//+------------------------------------------------------------------+
void CStrategy::Buy(double vol)
  {
   Trade.Buy(vol,ExpertSymbol(),"hand buy");
  }
//+------------------------------------------------------------------+
//| @>405< >B 8<5=8 M:A?5@B0 >1J5< vol                              |
//+------------------------------------------------------------------+
void CStrategy::Sell(double vol)
  {
   Trade.Sell(vol,ExpertSymbol(),"hand sell");
  }
//+------------------------------------------------------------------+
//| >72@0I05B B5:CI55 B>@3>2>5 A>AB>O=85 M:A?5@B0.                  |
//+------------------------------------------------------------------+
ENUM_TRADE_STATE CStrategy::TradeState(void)
  {
   return m_trade_state;
  }
//+------------------------------------------------------------------+
//| #AB0=02;8205B B5:CI55 B>@3>2>5 A>AB>O=85 M:A?5@B0.               |
//+------------------------------------------------------------------+
void CStrategy::TradeState(ENUM_TRADE_STATE state)
  {
   if(state!=m_state.GetTradeState())
     {
      m_state.SetTradeState(D'00:00', D'23:59', ALL_DAYS_OF_WEEK, state);
      string text="The mode of the current strategy has been changed to "+EnumToString(m_state.GetTradeState())+
                  ". The changes will come into force at receipt of new events";
      CMessage *msg=new CMessage(MESSAGE_INFO,SOURCE,text);
      Log.AddMessage(msg);
     }
  }
//+------------------------------------------------------------------+
//| K7K205B ;>38:C >B:@KB8O ?>78F88 ?@8 CA;>288, GB> B>@3>2>5       |
//| A>AB>O=85 O2=> =5 70?@5I05B MB>3> 45;0BL.                        |
//+------------------------------------------------------------------+
void CStrategy::CallInit(const MarketEvent &event)
  {
   m_trade_state=m_state.GetTradeState();
   if(m_trade_state == TRADE_STOP)return;
   if(m_trade_state == TRADE_WAIT)return;
   if(m_trade_state == TRADE_NO_NEW_ENTRY)return;
   SpyEnvironment();
   InitComplexPos(event);
   if(m_trade_state==TRADE_BUY_AND_SELL || m_trade_state==TRADE_BUY_ONLY)
      InitBuy(event);
   if(m_trade_state==TRADE_BUY_AND_SELL || m_trade_state==TRADE_SELL_ONLY)
      InitSell(event);
  }
//+------------------------------------------------------------------+
//| K7K205B ;>38:C A>?@>2>645=8O ?>78F89 ?@8 CA;>288, GB> B>@3>2>5  |
//| A>AB>O=85 =5 @02=> TRADE_WAIT.                                   |
//+------------------------------------------------------------------+
void CStrategy::CallSupport(const MarketEvent &event)
  {
   m_trade_state=m_state.GetTradeState();
   if(m_trade_state == TRADE_WAIT)return;
   SpyEnvironment();
   // #?@02;5=85 0:B82=K<8 ?>78F8O<8
   for(int i=ActivePositions.Total()-1; i>=0; i--)
     {
      CPosition *pos=ActivePositions.At(i);
      if(pos.ExpertMagic()!=m_expert_magic)continue;
      if(!m_multi_symbols && pos.Symbol()!=ExpertSymbol())continue;
      if(CheckPointer(Trailing)!=POINTER_INVALID)
        {
         if(CheckPointer(pos.Trailing)==POINTER_INVALID)
           { 
            pos.Trailing = Trailing.Copy();
            pos.Trailing.SetPosition(pos);
           }
         pos.Trailing.Modify();
         if(!pos.IsActive())
            continue;
        }
      if(pos.Direction()==POSITION_TYPE_BUY)
         SupportBuy(event,pos);
      else
         SupportSell(event,pos);
      if(m_trade_state==TRADE_STOP && pos.IsActive()) 
         ExitByStopRegim(pos);  
   }
   // #40;5=85 >B;>65==KE >@45@>2 ?@8 A<5=5 @568<0
   if(PendingOrders.Total() > 0 && (m_trade_state == TRADE_STOP ||
      m_trade_state == TRADE_BUY_ONLY || m_trade_state == TRADE_SELL_ONLY))
   {
      for(int p = PendingOrders.Total()-1; p >= 0; p--)
      {
         CPendingOrder* pend = PendingOrders.GetOrder(p);
         if(!pend.IsMain(ExpertSymbol(), ExpertMagic()))continue;
         bool needDelete = m_trade_state == TRADE_STOP;
         // SELL_ONLY - C40;O5< >B;>65==K5 >@45@0 =0 ?>:C?:C
         if(!needDelete)
         {
            needDelete = m_trade_state == TRADE_SELL_ONLY &&
                         (pend.Type() == ORDER_TYPE_BUY_STOP ||
                          pend.Type() == ORDER_TYPE_BUY_LIMIT);
         }
         // BUY_ONLY - C40;O5< >B;>65==K5 >@45@0 =0 ?@>406C
         if(!needDelete)
         {
            needDelete = m_trade_state == TRADE_BUY_ONLY &&
                         (pend.Type() == ORDER_TYPE_SELL_STOP ||
                          pend.Type() == ORDER_TYPE_SELL_LIMIT);
         }
         if(needDelete)
            pend.Delete();
      }
   }
   for(int i = PendingOrders.Total()-1; i >= 0; i--)
   {
      CPendingOrder* order = PendingOrders.GetOrder(i);
      if(order.ExpertMagic()!=m_expert_magic)continue;
      if(order.Direction() == POSITION_TYPE_BUY)
         SupportPendingBuy(event, order);
      else
         SupportPendingSell(event, order);
   }
}
//+------------------------------------------------------------------+
//| BA;568205B 87<5=5=85 B>@3>2>3> >:@C65=8O.                       |
//+------------------------------------------------------------------+
void CStrategy::SpyEnvironment(void)
  {
   if(m_environment.ChangeEnvironment())
     {
      //printf(ExpertNameFull()+". Trading environment has changed. Rebuild the environment");
      RebuildPositions();
      RecalcStatistic(positions);
      m_environment.RememberEnvironment();
     }
  }
//+------------------------------------------------------------------+
//| 5@5AG8BK205B AB0B8AB8:C ?>78F89 8 70?>;=O5B A>>B25BAB2CNICN     |
//| AB@C:BC@C.                                                       |
//+------------------------------------------------------------------+
void CStrategy::RecalcStatistic(PositionsStat &pos)
  {
   pos.open_buy=0;
   pos.open_sell=0;
   pos.open_total=0;
   pos.open_complex=0;
   for(int i=0; i<ActivePositions.Total(); i++)
     {
      CPosition *cpos=ActivePositions.At(i);
      if(cpos.ExpertMagic()!=ExpertMagic())continue;
      if(cpos.Symbol() != ExpertSymbol())continue;
      pos.open_total+=1;
      if(cpos.Direction()==POSITION_TYPE_BUY)
         pos.open_buy++;
      else
         pos.open_sell++;
     }
  }
//+------------------------------------------------------------------+
//| 5@5AB@08205B A?8A:8 ?>78F89.                                    |
//+------------------------------------------------------------------+
#ifdef __HT__
void CStrategy::RebuildPositions(void)
{
   ActivePositions.Clear();
   for(int i = 0; i < TransactionsTotal(); i++)
   {
      if(!TransactionSelect(i))continue;
      if(TransactionType() != TRANS_HEDGE_POSITION)continue;
      CPosition* pos = new CPosition();
      ActivePositions.Add(pos);
   }
}
#else
void CStrategy::RebuildPositions(void)
  {
   ActivePositions.Clear();
   ENUM_ACCOUNT_MARGIN_MODE mode=(ENUM_ACCOUNT_MARGIN_MODE)AccountInfoInteger(ACCOUNT_MARGIN_MODE);
   if(mode!=ACCOUNT_MARGIN_MODE_RETAIL_HEDGING)
     {
      for(int i=0; i<PositionsTotal(); i++)
        {
         string symbol=PositionGetSymbol(i);
         PositionSelect(symbol);
         CPosition *pos=new CPosition();
         ActivePositions.Add(pos);
        }
     }
   else
     {
      for(int i=0; i<PositionsTotal(); i++)
        {
         ulong ticket=PositionGetTicket(i);
         PositionSelectByTicket(ticket);
         CPosition *pos=new CPosition();
         ActivePositions.Add(pos);
        }
     }
  }
#endif
//+------------------------------------------------------------------+
//| #AB0=02;8205B @01>G89 B09<D@5< AB@0B5388.                        |
//+------------------------------------------------------------------+
void CStrategy::Timeframe(ENUM_TIMEFRAMES period)
  {
   m_timeframe=period;
   OnTimeframeChanged(m_timeframe);
   WS.Period(period);
  }
//+------------------------------------------------------------------+
//| >72@0I05B @01>G89 B09<D@59< AB@0B5388.                          |
//+------------------------------------------------------------------+
ENUM_TIMEFRAMES CStrategy::Timeframe(void)
  {
   return m_timeframe;
  }
//+------------------------------------------------------------------+
//| 0:@K205B ?>78F8N ?> @568<C Stop.                                |
//+------------------------------------------------------------------+
void CStrategy::ExitByStopRegim(CPosition *pos)
  {
   ResetLastError();
   CMessage *msg_info=new CMessage(MESSAGE_INFO,ExpertName(),"Try close position #"+(string)pos.ID()+" by stop regim...");
   Log.AddMessage(msg_info);
   bool res=pos.CloseAtMarket("Exit by StopRegim");
   if(res)
      CMessage *msg=new CMessage(MESSAGE_INFO,ExpertName(),"Out of position #"+(string)pos.ID()+" successfully completed.");
//A;8 70:@KB85 ?>78F88 =5 C40;>AL, B> >1 MB>< =0?8H5B A0< <5B>4 pos.CloseAtMarket.
  }
//+------------------------------------------------------------------+
//| ?@545;O5B =0ABC?;5=85 =>2KE 10@>2 8 35=5@8@C5B A>>B25BAB2CNI55  |
//| A>1KB85 4;O M:A?5@B0.                                            |
//+------------------------------------------------------------------+
void CStrategy::NewBarsDetect(void)
  {
   if(m_bars_detectors.Total()==0)
      AddBarOpenEvent(ExpertSymbol(),Timeframe());
   for(int i=0; i<m_bars_detectors.Total(); i++)
     {
      CBarDetector *bar=m_bars_detectors.At(i);
      if(bar.IsNewBar())
        {
         m_event.period = bar.Timeframe();
         m_event.symbol = bar.Symbol();
         m_event.type=MARKET_EVENT_BAR_OPEN;
         SpyEnvironment();
         OnEvent(m_event);
         CallSupport(m_event);
         CallInit(m_event);
        }
     }
  }
//+------------------------------------------------------------------+
//| 5B5:B8@C5B ?>O2;5=85 =>2KE B8:>2 =0 <C;LB88=AB@C<5=B0E.         |
//+------------------------------------------------------------------+
void CStrategy::NewTickDetect(void)
  {
   if(m_ticks_detectors.Total()==0)
      AddTickEvent(ExpertSymbol());
   for(int i=0; i<m_ticks_detectors.Total(); i++)
     {
      CTickDetector *tick=m_ticks_detectors.At(i);
      if(tick.IsNewTick())
        {
         m_event.period=PERIOD_CURRENT;
         m_event.type=MARKET_EVENT_TICK;
         m_event.symbol=tick.Symbol();
         SpyEnvironment();
         OnEvent(m_event);
         CallSupport(m_event);
         CallInit(m_event);
        }
     }
  }
//+------------------------------------------------------------------+
//| >4?8AK205B M:A?5@B0 =0 ?>;CG5=85 A>1KB8O >B:@KB8O =>2>3> 10@0   |
//| ?> 8=AB@C<5=BC symbol 8 B09<D@59<C timframe. A;8 M:A?5@B C65    |
//| ?>4?8A0= =0 40==>5 A>1KB85, <5B>4 25@=5B ;>6L. A;8 ?>4?8A:0     |
//| ?@>H;0 CA?5H=>, 2>72@0I05BAO 8AB8=0.                             |
//+------------------------------------------------------------------+
bool CStrategy::AddBarOpenEvent(string symbol,ENUM_TIMEFRAMES timeframe)
  {
   for(int i=0; i<m_bars_detectors.Total(); i++)
     {
      CBarDetector *d=m_bars_detectors.At(i);
      if(d.Symbol()==symbol && d.Timeframe()==timeframe)
        {
         string text="You are already subscribed to the opening bars of said symbol and timeframe.";
         CMessage *message=new CMessage(MESSAGE_INFO,__FUNCTION__,text);
         return false;
        }
     }
   datetime time[];
   if(CopyTime(symbol,timeframe,0,3,time)==0)
     {
      string text="A symbol "+symbol+" that you want to monitor is not available in the terminal."+
                  " Make sure that the name of the instrument and its timeframe"+EnumToString(timeframe)+" are correct.";
      CMessage *message=new CMessage(MESSAGE_WARNING,__FUNCTION__,text);
      return false;
     }
   CBarDetector *bar=new CBarDetector(symbol,timeframe);
   return m_bars_detectors.Add(bar);
  }
//+------------------------------------------------------------------+
//| >4?8AK205B M:A?5@B0 =0 ?>;CG5=85 A>1KB8O "=>2K9 B8:",           |
//| ?> 8=AB@C<5=BC symbol. A;8 M:A?5@B C65 ?>4?8A0= =0 40==>5       |
//| A>1KB85, <5B>4 25@=5B ;>6L. A;8 ?>4?8A:0                        |
//| ?@>H;0 CA?5H=>, 2>72@0I05BAO 8AB8=0.                             |
//+------------------------------------------------------------------+
bool CStrategy::AddTickEvent(string symbol)
  {
   for(int i=0; i<m_ticks_detectors.Total(); i++)
     {
      CTickDetector *d=m_ticks_detectors.At(i);
      if(d.Symbol()==symbol)
        {
         string text="You are already subscribed to new tick event of said symbol.";
         CMessage *message=new CMessage(MESSAGE_WARNING,__FUNCTION__,text);
         return false;
        }
     }
   datetime time[];
   if(CopyTime(symbol,PERIOD_D1,0,3,time)==0)
     {
      string text="A symbol "+symbol+" that you want to monitor is not available in the terminal."+
                  " Make sure that the name of the instrument are correct.";
      CMessage *message=new CMessage(MESSAGE_WARNING,__FUNCTION__,text);
      return false;
     }
   CTickDetector *tick=new CTickDetector(symbol);
   return m_ticks_detectors.Add(tick);
  }
//+------------------------------------------------------------------+
//| >72@0I05B ?>;=>5 8<O B5:CI53> :>=B@0:B0 4;O FORTS, :>B>@>5      |
//| A>>B25BAB2C5B ?5@540==><C A8<2>;C. 0?@8<5@, 5A;8 B5:CI0O 40B0   |
//| @02=0 02.10.2015, 0 ?5@540==K9 A8<2>; @025= "Si", <5B>4 25@=5B   |
//| =0720=85 1;8609H53> :>=B@0:B0: Si-12.15.                         |
//| 5@54 2>7@0B>< 8<5=8 8=AB@C<5=B0 ?@>25@O5BAO 53> D0:B8G5A:0O     |
//| 4>ABC?=>ABL 4;O B>@3>2;8, 8 5A;8 >= =54>ABC?5=, 2>72@0I05BAO     |
//| NULL.  ?@>B82=>< A;CG05 2>72@0I05BAO ?>;=>5 =0720=85 :>=B@0:B0. |
//+------------------------------------------------------------------+
string CStrategy::GetCurrentContract(string symbol)
  {
   datetime time[];
   if(SymbolInfoInteger(symbol,SYMBOL_SELECT))
      return symbol;
   MqlDateTime dt={0};
   TimeCurrent(dt);
   int mon=0;
   int year=0;
   if((dt.mon==12 && dt.day>=14) || dt.mon==1 || dt.mon==2 || (dt.mon==3 && dt.day<14))
     {
      mon=3;
      year=dt.year+1;
     }
   if((dt.mon==3 && dt.day>=14) || dt.mon==4 || dt.mon==5 || (dt.mon==6 && dt.day<14))
     {
      mon=6;
      year=dt.year;
     }
   if((dt.mon==6 && dt.day>=14) || dt.mon==7 || dt.mon==8 || (dt.mon==9 && dt.day<14))
     {
      mon=9;
      year=dt.year;
     }
   if((dt.mon==9 && dt.day>=14) || dt.mon==10 || dt.mon==11 || (dt.mon==12 && dt.day<14))
     {
      mon=12;
      year=dt.year;
     }
   if(mon==0 || year==0)
     {
      string text="The current date is outside the execution of futures";
      CMessage *msg=new CMessage(MESSAGE_ERROR,__FUNCTION__,text);
      return NULL;
     }
//@>1C5< A35=5@8@>20BL 8=AB@C<5=B 8 ?>;CG8BL ?> =5<C 40==K5
   string full_symbol=symbol+"-"+(string)mon+"."+StringSubstr((string)year,2);
   if(!SymbolInfoInteger(full_symbol,SYMBOL_SELECT))
     {
      string text="Symbol "+symbol+" is not not selected in market watch. Check the name of the instrument";
      CMessage *msg=new CMessage(MESSAGE_ERROR,__FUNCTION__,text);
      Log.AddMessage(msg);
      return NULL;
     }
   return full_symbol;
  }
//+------------------------------------------------------------------+
//| 5@5>?@545;O5B A@02=5=85 ?> <0468:C                              |
//+------------------------------------------------------------------+
int CStrategy::Compare(const CObject *obj,const int mode=0)const
  {
   const CStrategy *str=obj;
   if(m_expert_magic > str.m_expert_magic)return 1;
   if(m_expert_magic < str.m_expert_magic)return -1;
   return 0;
  }

//+------------------------------------------------------------------+
//| >72@0I05B >1I55 :>;8G5AB2> ?>78F89 ?> 7040==><C :@8B5@8N        |
//+------------------------------------------------------------------+
int CStrategy::PositionsTotal(ENUM_POSITION_TYPE pos_type, string symbol="", int magic = 0)
{
   int total = 0;
   for(int i = 0; i < ActivePositions.Total(); i++)
   {
      CPosition* pos = ActivePositions.At(i);
      if(magic != 0 && magic != pos.ExpertMagic())continue;
      if(symbol != "" && symbol != pos.Symbol())continue;
      if(pos.Direction() != pos_type)continue;
      total++;
   }
   return total;
}
//+------------------------------------------------------------------+
//| >72@0I05B >1I55 :>;8G5AB2> >B;>65==KE >@45@>2, GL5 =0?@02;5=85  |
//| @02=> 7040==><C                                                  |
//+------------------------------------------------------------------+
int CStrategy::OrdersTotal(ENUM_POSITION_TYPE pos_type, string symbol="", int magic = 0)
{
   int total = 0;
   for(int i = 0; i < PendingOrders.Total(); i++)
   {
      CPendingOrder* order = PendingOrders.GetOrder(i);
      if(magic != 0 && magic != order.ExpertMagic())continue;
      if(symbol != "" && symbol != order.Symbol())continue;
      if(order.Direction() != pos_type)continue;
      total++;
   }
   return total;
}
//+------------------------------------------------------------------+
//| >72@0I05B >1I55 :>;8G5AB2> >B;>65==KE >@45@>2, G59 B8?          |
//| @025= 7040==><C                                                  |
//+------------------------------------------------------------------+
int CStrategy::OrdersTotal(ENUM_ORDER_TYPE order_type, string symbol="", int magic = 0)
{
   int total = 0;
   for(int i = 0; i < PendingOrders.Total(); i++)
   {
      CPendingOrder* order = PendingOrders.GetOrder(i);
      if(magic != 0 && magic != order.ExpertMagic())continue;
      if(symbol != "" && symbol != order.Symbol())continue;
      if(order.Type() != order_type)continue;
      total++;
   }
   return total;
}
#include "StrategiesList.mqh"
//+------------------------------------------------------------------+