Huthayfa
291 lines
10 KiB
Plaintext
291 lines
10 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Execution/TradeManager.mqh |
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//| Trade Lifecycle: Partial Close, BE, Trailing Stop, Time Exit |
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//| MODIFIED: Added TP2 Full Close support |
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//+------------------------------------------------------------------+
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#ifndef __TRADE_MANAGER_MQH__
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#define __TRADE_MANAGER_MQH__
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#include <Trade\Trade.mqh>
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#include "../Core/Config.mqh"
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#include "../Core/State.mqh"
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#include "../Core/Logger.mqh"
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#include "../Data/Volatility.mqh"
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#include "OrderManager.mqh"
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extern CLogger g_logger;
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extern CVolatility g_volatility;
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extern EAState g_state;
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class CTradeManager
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{
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private:
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CTrade m_trade;
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AssetProfile m_profile;
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COrderManager *m_orderMgr;
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struct TradeTracking
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{
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ulong ticket;
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datetime openTime;
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double entryPrice;
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double tp1Price;
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double tp2Price;
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double initialSL;
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double partialLot;
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bool tp1Hit;
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bool tp2Hit;
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bool beSet;
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bool trailingActive;
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ENUM_REGIME openRegime;
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};
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TradeTracking m_trades[];
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int m_tradeCount;
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public:
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bool Init(const AssetProfile &profile, COrderManager &orderMgr)
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{
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m_profile = profile;
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m_orderMgr = GetPointer(orderMgr);
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m_tradeCount = 0;
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ArrayResize(m_trades, 10);
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Print("[TradeManager] Lifecycle manager initialized (v2.0 with TP2)");
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return true;
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}
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void ManageOpenPositions(EAState &state, CVolatility &vol)
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{
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int posTotal = PositionsTotal();
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if(posTotal == 0) { state.openPositions = 0; return; }
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double atr = vol.GetATR();
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if(atr <= 0) atr = SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE) * 10;
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for(int i = posTotal - 1; i >= 0; i--)
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{
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if(PositionGetSymbol(i) != _Symbol) continue;
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if(PositionGetInteger(POSITION_MAGIC) != InpMagicNumber) continue;
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ulong ticket = PositionGetInteger(POSITION_TICKET);
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double entry = PositionGetDouble(POSITION_PRICE_OPEN);
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double sl = PositionGetDouble(POSITION_SL);
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double tp = PositionGetDouble(POSITION_TP);
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double lots = PositionGetDouble(POSITION_VOLUME);
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datetime openTime = (datetime)PositionGetInteger(POSITION_TIME);
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int type = (int)PositionGetInteger(POSITION_TYPE);
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int idx = FindTradeIndex(ticket);
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if(idx < 0) idx = RegisterTrade(ticket, entry, tp, sl, openTime);
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double currentPrice = (type == POSITION_TYPE_BUY) ? SymbolInfoDouble(_Symbol, SYMBOL_BID) : SymbolInfoDouble(_Symbol, SYMBOL_ASK);
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if(!m_trades[idx].tp1Hit && m_trades[idx].tp1Price > 0)
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{
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bool hitTP1 = (type == POSITION_TYPE_BUY && currentPrice >= m_trades[idx].tp1Price) ||
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(type == POSITION_TYPE_SELL && currentPrice <= m_trades[idx].tp1Price);
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if(hitTP1) { m_trades[idx].tp1Hit = true; PartialClose(idx, lots, ticket); }
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}
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if(m_trades[idx].tp1Hit && !m_trades[idx].tp2Hit && m_trades[idx].tp2Price > 0)
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{
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bool hitTP2 = (type == POSITION_TYPE_BUY && currentPrice >= m_trades[idx].tp2Price) ||
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(type == POSITION_TYPE_SELL && currentPrice <= m_trades[idx].tp2Price);
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if(hitTP2)
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{
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m_trades[idx].tp2Hit = true;
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ClosePosition(ticket, EXIT_TP2);
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g_logger.LogEvent("TRADE", StringFormat("TP2 Full Close ticket %llu at %.5f", ticket, currentPrice));
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RemoveTrade(idx);
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continue;
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}
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}
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if(m_trades[idx].tp1Hit && !m_trades[idx].beSet)
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SetBreakEven(idx, entry, sl, type, atr);
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if(m_trades[idx].beSet && m_trades[idx].trailingActive)
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UpdateTrailingStop(idx, currentPrice, type, atr, sl);
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if(m_trades[idx].openRegime == REGIME_RANGE)
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{
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int elapsed = (int)(TimeCurrent() - openTime);
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if(elapsed >= m_profile.maxTradeDuration * 60)
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{
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g_logger.LogEvent("TRADE", StringFormat("Time exit ticket %llu after %d min", ticket, elapsed/60));
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ClosePosition(ticket, EXIT_TIME);
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RemoveTrade(idx);
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continue;
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}
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}
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}
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state.openPositions = CountOurPositions();
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}
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void CheckClosedTrades(EAState &state)
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{
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for(int i = m_tradeCount - 1; i >= 0; i--)
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{
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if(!PositionSelectByTicket(m_trades[i].ticket))
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{
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state.lastTradeClose = TimeCurrent();
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state.totalTradesToday++;
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state.totalTradesWeek++;
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RemoveTrade(i);
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}
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}
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}
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void CloseAllPositions(EAState &state, ENUM_EXIT_REASON reason)
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{
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int posTotal = PositionsTotal();
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for(int i = posTotal - 1; i >= 0; i--)
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{
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if(PositionGetSymbol(i) != _Symbol) continue;
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if(PositionGetInteger(POSITION_MAGIC) != InpMagicNumber) continue;
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ulong ticket = PositionGetInteger(POSITION_TICKET);
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ClosePosition(ticket, reason);
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}
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ArrayResize(m_trades, 10);
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m_tradeCount = 0;
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state.openPositions = 0;
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}
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void CloseRangeTrades(EAState &state)
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{
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for(int i = m_tradeCount - 1; i >= 0; i--)
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{
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if(m_trades[i].openRegime == REGIME_RANGE)
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{
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if(PositionSelectByTicket(m_trades[i].ticket))
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ClosePosition(m_trades[i].ticket, EXIT_REGIME_CHANGE);
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RemoveTrade(i);
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}
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}
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}
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void TightenStops(EAState &state)
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{
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double atr = g_volatility.GetATR();
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for(int i = 0; i < m_tradeCount; i++)
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{
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if(!PositionSelectByTicket(m_trades[i].ticket)) continue;
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double entry = PositionGetDouble(POSITION_PRICE_OPEN);
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double currentSL = PositionGetDouble(POSITION_SL);
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int type = (int)PositionGetInteger(POSITION_TYPE);
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double newSL;
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double buffer = atr * 0.5;
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if(type == POSITION_TYPE_BUY)
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{
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newSL = entry + buffer;
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if(newSL > currentSL || currentSL == 0)
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m_trade.PositionModify(m_trades[i].ticket, newSL, PositionGetDouble(POSITION_TP));
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}
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else
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{
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newSL = entry - buffer;
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if(newSL < currentSL || currentSL == 0)
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m_trade.PositionModify(m_trades[i].ticket, newSL, PositionGetDouble(POSITION_TP));
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}
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}
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}
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private:
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int FindTradeIndex(ulong ticket) const
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{
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for(int i = 0; i < m_tradeCount; i++)
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if(m_trades[i].ticket == ticket) return i;
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return -1;
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}
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int RegisterTrade(ulong ticket, double entry, double tp1, double sl, datetime time)
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{
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if(m_tradeCount >= ArraySize(m_trades)) ArrayResize(m_trades, ArraySize(m_trades) + 10);
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int idx = m_tradeCount++;
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m_trades[idx].ticket = ticket;
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m_trades[idx].entryPrice = entry;
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m_trades[idx].tp1Price = tp1;
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m_trades[idx].initialSL = sl;
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m_trades[idx].openTime = time;
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m_trades[idx].tp1Hit = false;
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m_trades[idx].tp2Hit = false;
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m_trades[idx].beSet = false;
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m_trades[idx].trailingActive = true;
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m_trades[idx].openRegime = g_state.currentRegime;
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m_trades[idx].partialLot = 0;
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return idx;
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}
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void RemoveTrade(int idx)
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{
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if(idx < 0 || idx >= m_tradeCount) return;
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for(int i = idx; i < m_tradeCount - 1; i++)
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m_trades[i] = m_trades[i + 1];
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m_tradeCount--;
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}
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void PartialClose(int idx, double totalLots, ulong ticket)
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{
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double closeLots = NormalizeDouble(totalLots * m_profile.partialCloseRatio, 2);
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double minLot = SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN);
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if(closeLots < minLot) closeLots = minLot;
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if(closeLots >= totalLots) closeLots = totalLots * 0.5;
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m_trades[idx].partialLot = closeLots;
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if(m_trade.PositionClosePartial(ticket, closeLots))
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g_logger.LogEvent("TRADE", StringFormat("Partial close %.2f lots ticket %llu", closeLots, ticket));
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else
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g_logger.LogEvent("TRADE", StringFormat("Partial close FAILED ticket %llu", ticket));
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}
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void SetBreakEven(int idx, double entry, double currentSL, int type, double atr)
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{
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double buffer = atr * BE_BUFFER_ATR_MULT;
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double newSL;
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if(type == POSITION_TYPE_BUY) newSL = entry + buffer;
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else newSL = entry - buffer;
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bool shouldMove = (type == POSITION_TYPE_BUY && (newSL > currentSL || currentSL == 0)) ||
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(type == POSITION_TYPE_SELL && (newSL < currentSL || currentSL == 0));
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if(shouldMove)
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{
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double currentTP = PositionGetDouble(POSITION_TP);
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if(m_trade.PositionModify(m_trades[idx].ticket, newSL, currentTP))
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{
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m_trades[idx].beSet = true;
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g_logger.LogEvent("TRADE", StringFormat("BE set ticket %llu at %.5f", m_trades[idx].ticket, newSL));
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}
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}
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}
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void UpdateTrailingStop(int idx, double currentPrice, int type, double atr, double currentSL)
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{
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double trailDist = atr * m_profile.trailingATRMult;
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double newSL;
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if(type == POSITION_TYPE_BUY)
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{
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newSL = currentPrice - trailDist;
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if(newSL > currentSL)
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{
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double currentTP = PositionGetDouble(POSITION_TP);
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m_trade.PositionModify(m_trades[idx].ticket, newSL, currentTP);
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}
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}
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else
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{
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newSL = currentPrice + trailDist;
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if(newSL < currentSL || currentSL == 0)
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{
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double currentTP = PositionGetDouble(POSITION_TP);
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m_trade.PositionModify(m_trades[idx].ticket, newSL, currentTP);
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}
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}
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}
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void ClosePosition(ulong ticket, ENUM_EXIT_REASON reason)
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{
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if(m_trade.PositionClose(ticket))
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g_logger.LogEvent("TRADE", StringFormat("Closed ticket %llu. Reason: %s", ticket, EnumToString(reason)));
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}
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int CountOurPositions() const
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{
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int count = 0;
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int total = PositionsTotal();
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for(int i = 0; i < total; i++)
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if(PositionGetSymbol(i) == _Symbol && PositionGetInteger(POSITION_MAGIC) == InpMagicNumber)
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count++;
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return count;
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}
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};
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#endif // __TRADE_MANAGER_MQH__
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