AIS4 Trade Machine


Modification List


Modification: 40000
Release Date: 2009.04.07


History
0. AIS40000 2009.04.07


< AIS40000 Trade Machine >********************************************************************************************

First release: AIS40000
#define       A.System.Series           "AIS"                                                                 //<   6>
#define       A.System.Modification     "40000"                                                               //<   7>
#define       A.System.ReleaseDate      "2009.04.07"                                                          //<   8>

Template     : AIS30001
#define       A.System.Series           "AIS"                                                                 //<   6>
#define       A.System.Modification     "30001"                                                               //<   7>
#define       A.System.ReleaseDate      "2009.03.26"                                                          //<   8>


Content
1. Release information change
2. Constant "aei.OrderID" by extern variable "aei.OrderID" replacement
3. "Open Position" indication cluster change
4. Trading strategy entry point change
5. Function "afr.TradingStrategy" change


1. Release information change
1.1. Module: 1. Property
1.2. Lines:  7-9
" ````````````````````````````````````````````````````````````````````````````````````````````````````````````````````
< AIS40000 >
#define       A.System.Modification     "40000"                                                               //<   7>
#define       A.System.ReleaseDate      "2009.04.06"                                                          //<   8>
#define       A.System.Program          "Trade Machine"                                                       //<   9>
</AIS40000 >

< AIS30001 >
#define       A.System.Modification     "30001"                                                               //<   7>
#define       A.System.ReleaseDate      "2009.03.26"                                                          //<   8>
#define       A.System.Program          "Trading Robot Template"                                              //<   9>
</AIS30001 >
" ````````````````````````````````````````````````````````````````````````````````````````````````````````````````````

2. Constant "aei.OrderID" by extern variable "aei.OrderID" replacement
2.1. Change 1:
     2.1.1 Modules: 2. Constants, 3. Presets
     2.1.1 Lines:  14-54
" ````````````````````````````````````````````````````````````````````````````````````````````````````````````````````
< AIS40000 >
//< 2. Constants 4 >==========================================================================================//<  14>
                                                                                                              //<  15>
#define       acd.TrailStepping         1.0                                                                   //<  16>
                                                                                                              //<  17>
#define       aci.TradingPause          5                                                                     //<  18>
                                                                                                              //<  19>
string        acs.Operation     []  = { "Buy" , "Sell"                                                    } ; //<  20>
                                                                                                              //<  21>
#define       aci.SetupSeparator        1000000000                                                            //<  22>
                                                                                                              //<  23>
//</2. Constants 4 >==========================================================================================//<  24>
////////////////////////////////////////////////////////////////////////////////////////////////////////////////<  25>
//< 3. Presets 9 >============================================================================================//<  26>
                                                                                                              //<  27>
//< 3.1. Order Identification Number Preset 1 >```````````````````````````````````````````````````````````````//<  28>
                                                                                                              //<  29>
extern int    aei.OrderID             = 0                                                                   ; //<  30>
                                                                                                              //<  31>
//</3.1. Order Identification Number Preset 1 >```````````````````````````````````````````````````````````````//<  32>
                                                                                                              //<  33>
//< 3.2. Risk Management Preset 2 >```````````````````````````````````````````````````````````````````````````//<  34>
                                                                                                              //<  35>
extern double aed.AccountReserve      = 0.20                                                                ; //<  36>
extern double aed.OrderReserve        = 0.04                                                                ; //<  37>
                                                                                                              //<  38>
//</3.2. Risk Management Preset 2 >```````````````````````````````````````````````````````````````````````````//<  39>
                                                                                                              //<  40>
//< 3.3. Trading Strategy Preset 6 >``````````````````````````````````````````````````````````````````````````//<  41>
                                                                                                              //<  42>
extern string aes.Symbol              = "EURUSD"                                                            ; //<  43>
                                                                                                              //<  44>
extern int    aei.Timeframe.1         = 15                                                                  ; //<  45>
extern int    aei.Timeframe.2         = 1                                                                   ; //<  46>
                                                                                                              //<  47>
extern double aed.Parameter.1         = 1.0                                                                 ; //<  48>
extern double aed.Parameter.2         = 2.0                                                                 ; //<  49>
extern double aed.Parameter.3         = 3.0                                                                 ; //<  50>
                                                                                                              //<  51>
//</3.3. Trading Strategy Preset 9 >``````````````````````````````````````````````````````````````````````````//<  52>
                                                                                                              //<  53>
//</3. Presets 8 >============================================================================================//<  54>
</AIS40000 >

< AIS30001 >
//< 2. Constants 5 >==========================================================================================//<  14>
                                                                                                              //<  15>
#define       aci.OrderID               30001                                                                 //<  16>
                                                                                                              //<  17>
#define       acd.TrailStepping         1.0                                                                   //<  18>
                                                                                                              //<  19>
#define       aci.TradingPause          5                                                                     //<  20>
                                                                                                              //<  21>
string        acs.Operation     []  = { "Buy" , "Sell"                                                    } ; //<  22>
                                                                                                              //<  23>
#define       aci.SetupSeparator        1000000000                                                            //<  24>
                                                                                                              //<  25>
//</2. Constants 5 >==========================================================================================//<  26>
////////////////////////////////////////////////////////////////////////////////////////////////////////////////<  27>
//< 3. Presets 8 >============================================================================================//<  28>
                                                                                                              //<  29>
//< 3.1. Risk Management Preset 2 >```````````````````````````````````````````````````````````````````````````//<  30>
                                                                                                              //<  31>
extern double aed.AccountReserve      = 0.20                                                                ; //<  32>
extern double aed.OrderReserve        = 0.04                                                                ; //<  33>
                                                                                                              //<  34>
//</3.1. Risk Management Preset 2 >```````````````````````````````````````````````````````````````````````````//<  35>
                                                                                                              //<  36>
//< 3.2. Trading Strategy Preset 6 >``````````````````````````````````````````````````````````````````````````//<  37>
                                                                                                              //<  38>
extern string aes.Symbol              = "EURUSD"                                                            ; //<  39>
                                                                                                              //<  40>
extern int    aei.Timeframe.1         = 15                                                                  ; //<  41>
extern int    aei.Timeframe.2         = 1                                                                   ; //<  42>
                                                                                                              //<  43>
extern double aed.Parameter.1         = 1.0                                                                 ; //<  44>
extern double aed.Parameter.2         = 2.0                                                                 ; //<  45>
extern double aed.Parameter.3         = 3.0                                                                 ; //<  46>
                                                                                                              //<  47>
//</3.2. Trading Strategy Preset 6 >``````````````````````````````````````````````````````````````````````````//<  48>
                                                                                                              //<  49>
//</3. Presets 8 >============================================================================================//<  50>
</AIS30001 >
" ````````````````````````````````````````````````````````````````````````````````````````````````````````````````````

2.2. Change 2:
     2.2.1 Module: 7.6.1. Position Management Module Entry Point
     2.2.1 Line:   421
" ````````````````````````````````````````````````````````````````````````````````````````````````````````````````````
< AIS40000 >
         if ( OrderMagicNumber    () != aei.OrderID                        )                       continue ; //< 421>
</AIS40000 >

< AIS30001 >
         if ( OrderMagicNumber    () != aci.OrderID                        )                       continue ; //< 417>
</AIS30001 >
" ````````````````````````````````````````````````````````````````````````````````````````````````````````````````````

2.3. Change 2:
     2.3.1 Module: 7.8.4. Order Send Trading Function
     2.3.1 Lines:  563-565
" ````````````````````````````````````````````````````````````````````````````````````````````````````````````````````
< AIS40000 >
              int ali.Ticket          = OrderSend          ( aes.Symbol    , avi.Command  , ald.Size      ,   //< 563>
                                        avd.Price   ,  0   , avd.Stop      , avd.Take     , ""            ,   //< 564>
                                        aei.OrderID ,  0   , 0                                            ) ; //< 565>
</AIS40000 >

< AIS30001 >
              int ali.Ticket          = OrderSend          ( aes.Symbol    , avi.Command  , ald.Size      ,   //< 559>
                                        avd.Price   ,  0   , avd.Stop      , avd.Take     , ""            ,   //< 560>
                                        aci.OrderID ,  0   , 0                                            ) ; //< 561>
</AIS30001 >
" ````````````````````````````````````````````````````````````````````````````````````````````````````````````````````

2.4. Change 4:
     2.4.1 Module: 11.5. Third Cluster: Position Management Report
     2.4.1 Line:   1028
" ````````````````````````````````````````````````````````````````````````````````````````````````````````````````````
< AIS40000 >
                { if ( OrderMagicNumber ()  != aei.OrderID )                                     continue ; } //<1028>
</AIS40000 >

< AIS30001 >
                { if ( OrderMagicNumber ()  != aci.OrderID )                                     continue ; } //<1024>
</AIS30001 >
" ````````````````````````````````````````````````````````````````````````````````````````````````````````````````````


3. "Open Position" indication cluster change
3.1 Module: 11.5. Third Cluster: Position Management Report 
3.1 Lines:  985-1113
" ````````````````````````````````````````````````````````````````````````````````````````````````````````````````````
< AIS40000 >
...
</AIS40000 >

< AIS30001 >
...
</AIS30001 >
" ````````````````````````````````````````````````````````````````````````````````````````````````````````````````````


4. Trading strategy entry point change
4.1 Module: 7.7.1. Trading Strategy Entry Point
4.1 Lines:  487-490
" ````````````````````````````````````````````````````````````````````````````````````````````````````````````````````
< AIS40000 >
//< 7.7.1. Trading Strategy Entry Point 2 >                                                                   //< 487>
if ( avi.SystemFlag == avi.SystemFlag )                                                                       //< 488>
   {                                                                                                          //< 489>
//</7.7.1. Trading Strategy Entry Point 2 >                                                                   //< 490>
</AIS40000 >

< AIS30001 >
//< 7.7.1. Trading Strategy Entry Point 2 >                                                                   //< 483>
if ( avi.SystemFlag  == 1             )                                                                       //< 484>
   {                                                                                                          //< 485>
//</7.7.1. Trading Strategy Entry Point 2 >                                                                   //< 486>
</AIS30001 >
" ````````````````````````````````````````````````````````````````````````````````````````````````````````````````````


5. Function "afr.TradingStrategy" change
5.1 Module: Function 17
5.1 Lines:  1197-1783
" ````````````````````````````````````````````````````````````````````````````````````````````````````````````````````
< AIS40000 >
//< A.System.Extra: Function 17 >-----------------------------------------------------------------------------//<1206>
int    afr.TradingStrategy           ()                                                               //  422 //<1207>
{                                                                                                             //<1208>
...
}                                                                                                             //<1832>
//</A.System.Extra: Function 17 >-----------------------------------------------------------------------------//<1833>
</AIS40000 >

< AIS30001 >
//< A.System.Extra: Function 17 >`````````````````````````````````````````````````````````````````````````````//<1221>
int    afr.TradingStrategy           ()                                                               //    4 //<1222>
{                                                                                                             //<1223>
avi.Command  = EMPTY                                                                                        ; //<1224>
avd.Price    = EMPTY                                                                                        ; //<1225>
avd.Stop     = EMPTY                                                                                        ; //<1226>
avd.Take     = EMPTY                                                                                        ; //<1227>
}                                                                                                             //<1228>
//</A.System.Extra: Function 17 >`````````````````````````````````````````````````````````````````````````````//<1229>
</AIS30001 >
" ````````````````````````````````````````````````````````````````````````````````````````````````````````````````````

</AIS40000 Trade Machine >********************************************************************************************