///////////////////////////////////////////////////////
//
// 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 ...
//