Central dialog, and framework for multiple child EAs and asynchronous webrequest to get positions. First step of a larger project.

This is the first job in a bigger project, firstly I need to put a framework together that can trade multiple tickers at the same time: (FXpairs) with a central dialog to control it. 

I will want to be able to have multiple versions of this running with different risk ratios, so each dialog would control a number of EAs running. There is also a central store of direction positions 

which are taken from an external server using webrequest

Control Dialog

Need a dialog to enter and control:

• Strategy name : textbox (e.g strategy ABC, low risk)

• A grid containing: List of tickers to trade ,for each row:

1. tickername
2. a checkbox to trade or not
3. sizing per ticker: an integer
4. Risk per ticker: an integer (number of pips)
5. Target per tick : number of pips
6. signal threshold: a floating point number
7. Dropdown to choose trading threshold logic: (majority, all)

• Checkbox to move stops (yes, not)
• Checkbox to switch immediately (yes, not)
• Global Stop/Start

Background Task

Have a background task to connect to a website in an asycnhronoius manner using similar process to this

https://www.mql5.com/en/articles/5337

To  receive strategy JSON positions for each ticker.  

Each ticker will have multiple strategy positions, example:

EUR :  [“EUR_strategy1”, “EUR_strategy2], 

And call the server with these names

https://{url.....}?strategy=EUR_inverse_5D

Each request will return JSON data that looks like this: 

{

  "datetime": "2020-06-05",

  "long_short": -1.0,

  "ticker": "ARS=",

  "contract_size": 1.0,

  "size": 1.0,

  "price": 68.753,

  "target": 66.00288,

  "stop": 69.44053,

  "target_pct": 0.04000000000000001,

  "stop_pct": 0.010000000000000002,

  "barrier_type": "actual",

  "conviction": 0.538047

}

It will query every 5 minutes for updated positions and store them centrally.

Trading Logic

Initial logic to decide how to trade the positions,

Two types of trading logic:

Threshold Logic

a) If dropdown for ticker is Majority:

Total_ticker_conviction = 0

For each signal for the ticker:

Total_ticker_conviction +=  float(conviction)*float(sign)

Total_ticker_conviction /= number of signals for ticker

Total_ticker_conviction = abs(Total_ticker_conviction)

If Total_ticker_conviction > threashold for this ticker. Make trade

b) If all signals for a ticker are the same (long_short is the same) then take the trade

If conviction > threshold then trade the direction

Target and Stops Logic

If not in a trade then take the trade. :

  Set stop as RISK PIPs away (use data from the dialog). 

  Size is (from the dialog)

  Internally remember the target per ticker.

Else If in position :

  If new position is the same as current position:

    if move stops is true :

      move the stop and set the target to the new target

      Set stop as RISK PIPs away (from the dialog). 

      Internally remember the target per ticker. Current price +-(target pips from dialog)

      Size is from the dialog

  If new position is opposite:

    If switch immediately is true:

      Exit the previous position and enter new position

PnL charts

Need a live PnL per ticker

Need a Combined PnL chart