Puga/PugaFiles/Strategy.mqh

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                                      ProjectName |
//|                                      Copyright 2020, CompanyName |
//|                                       http://www.companyname.net |
//+------------------------------------------------------------------+
#include <Trade\Trade.mqh>

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
class Strategy
  {
protected:
   CTrade            trade;

   int               pos;

   string            symbol, comm;

   ENUM_POSITION_TYPE type;

   double            position_price, border, lastPrice, position_size, TakeProfit, StopLoss, DrawDown, PNL, Start;

   datetime          timeLast;

public:
   ulong              ID[];

   void               Updater(string INDEX, string comment, int arrSize)
     {
      if(PositionsTotal() != pos || PositionsTotal() > 0)
        {
         ulong copyID[];
         for(int i=PositionsTotal() ; i>=0; i--)
           {
            ulong marker = PositionGetTicket(i);
            PositionSelectByTicket(marker);
            string var = PositionGetString(POSITION_COMMENT);
            string sym = PositionGetString(POSITION_SYMBOL);
            int conditionComment = StringCompare(var, comment, false);
            int conditionSymbol = StringCompare(sym, INDEX, false);
            if(conditionComment == 0 && conditionSymbol == 0)
              {
               if(arrSize == 0)
                 {
                  arrSize = arrSize + 1;
                  ArrayResize(ID, arrSize, 0);
                  ID[arrSize-1] = marker;
                 }
               else
                 {
                  ArraySort(ID);
                  int search = ArrayBsearch(ID, marker);
                  if(ID[search] != marker)
                    {
                     arrSize = arrSize + 1;
                     ArrayResize(ID, arrSize, 0);
                     ID[arrSize-1] = marker;
                    }
                 }
              }
           }

         ArrayCopy(copyID, ID, 0, 0, WHOLE_ARRAY);
         for(int i=0; i<ArraySize(ID); i++)
           {
            ulong ticket = ID[i];
            for(int y=PositionsTotal() ; y>=0; y--)
              {
               ulong tickettmp = PositionGetTicket(y);
               if(ticket == tickettmp)
                 {
                  copyID[i] = 0;
                 }
              }
           }
         ArraySort(copyID);
         ArrayReverse(copyID, 0, WHOLE_ARRAY);

         for(int i=0; i<ArraySize(copyID); i++)
           {
            if(copyID[i] == 0)
              {
               ArrayRemove(copyID, i, WHOLE_ARRAY);
              }
           }

         if(ArraySize(copyID) > 0)
           {
            ArraySort(copyID);
            for(int i=0; i<ArraySize(copyID); i++)
              {
               for(int y=0; y<ArraySize(ID); y++)
                 {
                  if(copyID[i] == ID[y])
                    {
                     ID[y] = 0;
                    }
                 }
              }
            ArraySort(ID);
            ArrayReverse(ID);
            for(int i=0; i<ArraySize(ID); i++)
              {
               if(ID[i] == 0)
                 {
                  ArrayRemove(ID, i, WHOLE_ARRAY);
                 }
              }
            ArrayFree(copyID);
           }

         ArraySort(ID);
         for(int i=0; i<ArraySize(ID); i++)
           {
            PositionSelectByTicket(ID[i]);
            if(i == 0)
              {
               timeLast = (datetime)PositionGetInteger(POSITION_TIME);
               symbol = INDEX;
               comm = comment;
               type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
               position_price = PositionGetDouble(POSITION_PRICE_OPEN)*PositionGetDouble(POSITION_VOLUME);
               position_size = PositionGetDouble(POSITION_VOLUME);
               PNL = PositionGetDouble(POSITION_PROFIT);
               lastPrice = PositionGetDouble(POSITION_PRICE_OPEN);
               if(type == POSITION_TYPE_BUY)
                 {
                  //770 #0 ?@8 0 ?>78F89, <>65B 1KBL 103 A ?5@2K< 2E>4><, 5A;8 ?@>2>48BAO ?@>25@:0 ?> 1>@45@C
                  border = PositionGetDouble(POSITION_PRICE_OPEN)*(1 - 0.005);//trend "+"
                 }
               else
                 {
                  border = PositionGetDouble(POSITION_PRICE_OPEN)*(1 + 0.005);//trend "-"
                 }
              }
            if(i > 0)
              {
               timeLast = (datetime)PositionGetInteger(POSITION_TIME);
               position_price = position_price + PositionGetDouble(POSITION_PRICE_OPEN)*PositionGetDouble(POSITION_VOLUME);
               position_size = TotalSize() + PositionGetDouble(POSITION_VOLUME);
               PNL = getPNL() + PositionGetDouble(POSITION_PROFIT);
               border = 2*PositionGetDouble(POSITION_PRICE_OPEN) - lastPrice;
               lastPrice = PositionGetDouble(POSITION_PRICE_OPEN);
              }
           }
         if(TotalSize() > 0)
           {
            position_price = NormalizeDouble(position_price/TotalSize(), _Digits);
           }

         pos = PositionsTotal();
         if(ArraySize(ID) > 0)
           {
            Print(INDEX, " ==> ", (PosType() == 0 ? "BUY ==> " : "SELL ==> "), comment, " ==> ", TotalSize(), " ==> ", getPNL(), " (((Average Price: ", AvgPrice(), " Last Price: ", LastPrice(), " Border: ", Border(), " SL: ", (getSL() > 0 ? DoubleToString(getSL()) : ""),")))");
            ArrayPrint(ID);
           }
        }
     }

   void              StrategyClear()
     {
      Print("Closing ", symbol, " side ", comm, " profit ", PNL);
      while(ArraySize(ID) > 0)
        {
         for(int i=PositionsTotal() ; i>=0; i--)
           {
            ulong marker = PositionGetTicket(i);
            PositionSelectByTicket(marker);
            string var = PositionGetString(POSITION_COMMENT);
            string sym = PositionGetString(POSITION_SYMBOL);
            int conditionComment = StringCompare(var, comm, false);
            int conditionSymbol = StringCompare(sym, symbol, false);
            if(conditionComment == 0 && conditionSymbol == 0)
              {
               trade.PositionClose(marker);
              }
           }
         timeLast =        NULL;
         symbol =          NULL;
         comm =            NULL;
         type =            NULL;
         position_price =  NULL;
         position_size =   0;
         border =          NULL;
         lastPrice =       NULL;
         TakeProfit=       NULL;
         StopLoss=         NULL;
         Start=            NULL;
         PNL=              NULL;
         ArrayFree(ID);
        }

      if(ArraySize(ID) == 0)
        {
         Print("Success");
        }
      else
        {
         Print("Failed to Close ", symbol, " Position ", comm);
         StrategyClear();
        }
     }

   void              StrategyClosePosition()
     {
      if(ArraySize(ID) > 0)
        {
         Print("Closing ", symbol, " Position ", comm);
         int posNumber = ArraySize(ID) - 1;
         ulong marker = ID[posNumber];
         trade.PositionClose(marker);
        }

      if(ArraySize(ID) == 0)
        {
         Print("Array Is Clear");
        }
     }


   void              StrategyReset()
     {
      timeLast =        NULL;
      pos =             NULL;
      symbol =          NULL;
      comm =            NULL;
      type =            NULL;
      position_price =  NULL;
      position_size =   0;
      border =          NULL;
      lastPrice =       NULL;
      TakeProfit=       NULL;
      StopLoss=         NULL;
      Start=            NULL;
      PNL=              NULL;
      ArrayFree(ID);
     }

   void              setStart(double price)
     {
      Start = price;
     }

   //void              setPNL(double price)
   //  {
   //   if(getPNL() > 0)
   //     {
   //      PNL = getPNL() + price;
   //     }
   //   else
   //     {
   //      PNL = price;
   //     }
   //  }

   void              setTP(double price)
     {
      if(PosType() == POSITION_TYPE_BUY)
        {
         TakeProfit = 1 + price;
        }
      if(PosType() == POSITION_TYPE_SELL)
        {
         TakeProfit = 1 - price;
        }

     }

   void               setSL(double price)
     {
      StopLoss = price;
     }

   void              Drawdown(double price)
     {
      if(PosType() == POSITION_TYPE_BUY && price < AvgPrice())
        {
         DrawDown = (AvgPrice() - price)*TotalSize();
        }
      else
         if(PosType() == POSITION_TYPE_SELL && price > AvgPrice())
           {
            DrawDown = (price - AvgPrice())*TotalSize();
           }
         else
           {
            DrawDown = 0;
           }
     }

   datetime          getTime() {return(timeLast);}
   double            getTP() {return(TakeProfit);}
   double            getSL() {return(StopLoss);}
   double            getStart() {return(Start);}
   double            getDrawDown() {return(DrawDown);}
   double            getPNL() {return(PNL);}
   ENUM_POSITION_TYPE PosType() {return(type);}
   string            Pair() {return(symbol);}
   double            AvgPrice() {return(position_price);}
   double            TotalSize() {return(position_size);}
   double            Border() {return(border);}
   double            LastPrice() {return(lastPrice);}
  };
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+