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2024-01-25 04:05:58 +03:30
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+///////////////////////////////////////////////////////
+//
+// SaherElm IT Center MQL4 XMA Signal Global Library
+// ---------------------------------------------------
+// saherelm useful tools and definitions ...
+//
+//
+// Maintainer:
+// ------------
+// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
+//
+//////////////////////////////////////////////////////
+#property library
+#property copyright "Copyright 2023, SaherElm IT Center"
+#property link      "https://www.saherelm.ir"
+#property version   "1.00"
+#property strict
+
+//
+// Includes library ...
+#include "../Libraries/x-saherelm.lib.mq4"
+
+//
+// Includes Indicator library ...
+#include "../Libraries/x-saherelm.indicator.lib.mq4"
+
+//
+// Includes Models library ...
+#include "../Libraries/x-saherelm.models.lib.mq4"
+
+//
+// START Global Requirement Functions ...
+//
+//
+// XMA Based Signal Conditions ...
+struct XMAMMLongSignalConditions {
+    //
+    datetime crossUnderTime;
+    
+    //
+    datetime crossOverTime;
+};
+
+//
+static XMAMMLongSignalConditions xmaMMLongConds;
+//
+// END Global Requirement Functions ...
+//
+
+//
+// START Functions ...
+//
+//
+// Check and Fill CC Signal Conditions ...
+void CheckXMAMMLongSignalConditions(
+    const int bar_index,
+    const int marketLen,
+    //
+    double stp,
+    double mxm,
+    //
+    int scFMult,
+    int scSMult,
+    //
+    int mcFMult,
+    int mcSMult,
+    //
+    int lcFMult,
+    int lcSMult,
+    //
+    const double smoother = 5
+) {
+    //
+    datetime barTime = iTime(
+        _Symbol,
+        _Period,
+        bar_index
+    );
+
+    //
+    XState states[];
+    ArrayResize(
+        states,
+        marketLen
+    );
+
+    //
+    int index = 0;
+    for (int i = bar_index; i < marketLen; i++) {
+        //
+        XState state = GetXState(
+            i,
+            marketLen,
+            //
+            stp,
+            mxm,
+            scFMult,
+            scSMult,
+            mcFMult,
+            mcSMult,
+            lcFMult,
+            lcSMult
+        );
+
+        //
+        states[index] = state;
+
+        //
+        index++;
+    }
+
+    //
+    bool isCrossUnder = 
+        states[1].marketMiddleage < states[1].sc.fast
+        && !(states[2].marketMiddleage < states[2].sc.fast)
+        ;
+
+    //
+    bool isCrossOver = 
+        states[1].marketMiddleage > states[1].sc.fast
+        && !(states[2].marketMiddleage > states[2].sc.fast)
+        ;
+
+    //
+    if (
+        isCrossUnder
+        && xmaMMLongConds.crossUnderTime == 0
+    ) {
+        //
+        xmaMMLongConds.crossUnderTime = barTime;
+        return;
+    }
+
+    //
+    if (
+        isCrossOver
+        && xmaMMLongConds.crossUnderTime > 0
+        && xmaMMLongConds.crossOverTime == 0
+    ) {
+        //
+        xmaMMLongConds.crossOverTime = barTime;
+        return;
+    }
+}
+
+//
+// Convert XMA Long Signal Conditions to XSignal ...
+XSignalRequest GenerateXMAMMLongSignal(
+    const int bar_index, // Bar Index ...
+    const int marketLen, // MarketLength for TP and SL ...
+    const double r2r // Risk to Reward ratio ...
+) {
+    //
+    XSignalRequest result = {};
+    
+    //
+    result.hasSignal = false;
+    result.type = X_SIGNAL_NONE;
+    result.provider = X_UNKNOWN_PROVIDER;
+    
+    //
+    if (!ValidateXMAMMLongConditions()) {
+        return result;
+    }
+
+    //
+    // Price Calculations ...
+    //
+    RefreshRates();
+    
+    //
+    double entryPrice = SymbolInfoDouble(
+        _Symbol,
+        SYMBOL_ASK
+    );
+    
+    //
+    double exitPrice = SymbolInfoDouble(
+        _Symbol,
+        SYMBOL_BID
+    );
+    
+    //
+    double priceGap = MathAbs(entryPrice - exitPrice); 
+    
+    //
+    double ll = 
+        GetMarketLowestLow(
+            bar_index,
+            marketLen
+        );
+
+    //
+    double openPrice = iOpen(
+        _Symbol,
+        _Period,
+        bar_index
+    );
+    
+    //
+    double closePrice = iClose(
+        _Symbol,
+        _Period,
+        bar_index
+    );
+
+    //
+    double risk = MathMin(openPrice, closePrice) - ll;
+    double reward = 300 * _Point; // risk * r2r;
+    
+    //
+    double sl = 0; // entryPrice - (300 * _Point); // ll;
+    double tp = entryPrice + reward;
+    
+    //
+    datetime barTime = iTime(
+        _Symbol,
+        _Period,
+        bar_index
+    );
+
+    //
+    result.signal.tp = tp;
+    result.signal.sl = sl;
+    result.signal.symbol = _Symbol;
+    result.signal.type = X_SIGNAL_LONG;
+    result.signal.id = totalSignals + 1;
+    result.signal.entry = entryPrice;
+    result.signal.provider = X_XMA_PROVIDER;
+    result.signal.time = barTime;
+
+    //
+    result.hasSignal = true;
+    result.type = X_SIGNAL_LONG;
+    result.provider = X_XMA_PROVIDER;
+
+    //
+    return result;
+}
+
+//
+// Validate XMA Signal Conditions ...
+bool ValidateXMAMMLongConditions() {
+    //
+    bool isConditionsFilled = 
+        true
+        && xmaMMLongConds.crossOverTime > 0
+        && xmaMMLongConds.crossUnderTime > 0
+        ;
+
+    //
+    bool isBLFilled = false;
+    if (isConditionsFilled) {
+        //
+        int crossOverBarIndex = iBarShift(
+            _Symbol,
+            _Period,
+            xmaMMLongConds.crossOverTime
+        );
+
+        //
+        int crossUnderBarIndex = iBarShift(
+            _Symbol,
+            _Period,
+            xmaMMLongConds.crossUnderTime
+        );
+
+        //
+        isBLFilled =
+            true
+            //
+            && (crossUnderBarIndex - crossOverBarIndex) > 5
+            //
+            && xmaMMLongConds.crossOverTime > xmaMMLongConds.crossUnderTime
+            ;
+    }
+
+    //
+    bool result = 
+        isBLFilled
+        && isConditionsFilled
+        ;
+
+    //
+    // Since maybe Conditions Filled but 
+    // Slope is Negative, for Handling Next Signals and
+    // Prevent from infinity loop, here we Clear Signal Conditions ...
+    if (
+        !result
+        && isConditionsFilled
+    ) {
+        ClearXMAMMLongSignalConditions();
+    }
+        
+    //
+    return result;    
+}
+
+//
+// Clear Long Signal Conditions for New One ...
+void ClearXMAMMLongSignalConditions() {
+    //
+    xmaMMLongConds.crossOverTime = 0;
+    xmaMMLongConds.crossUnderTime = 0;
+}
+
+//
+// Check XMA State for Long Signals ...
+bool IsReadyForXMAMMLongSignals(
+    const XSignal &signal,
+    const XState &states[],
+    const int marketLen
+) {
+    //
+    bool result = false;
+
+    //
+    result = 
+        //
+        true
+        //
+        // && states[0].parabolicSAR < states[0].marketMiddleage
+        // && !(
+        //     states[0].parabolicSAR < states[0].mc.fast
+        //     && states[0].parabolicSAR < states[0].mc.slow
+        // )
+        //
+        // && states[0].mc.fast > states[0].mc.slow
+        //
+        // && MathAbs(states[0].mc.fast - states[0].mc.slow) > (150 * _Point)
+        ;
+
+    //
+    return result;
+}
+//
+// END Functions ...
+//