532 lines
9.7 KiB
Plaintext
532 lines
9.7 KiB
Plaintext
//+------------------------------------------------------------------+
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//| x-saherelm.ea |
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//| Copyright 2023, SaherElm IT Center |
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//| https://www.saherelm.ir |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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// Inputs ...
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input double riskToReward = 1.5; // Risk To Reward Ratio
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//
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// Define Models ...
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//
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// Signal Providers ...
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enum ENUM_XSIGNAL_PROVIDER {
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X_UNKNOWN_PROVIDER = 0,
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X_CCI_PROVIDER = 1
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};
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//
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// Signal Type ...
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enum ENUM_XSIGNAL_TYPE {
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X_NONE = 0,
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X_BUY = 1,
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X_SELL = 2
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};
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//
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// Signal ...
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struct XSignal {
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//
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// Signal Type ...
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ENUM_XSIGNAL_TYPE type;
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//
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// Signal ID ...
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int id;
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//
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// Signal Ticket Number, when Opening Trade ...
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int ticket;
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//
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// Signal Provider ...
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ENUM_XSIGNAL_PROVIDER provider;
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//
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// Target Point ...
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double tp;
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//
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// Stop Loss ...
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double sl;
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//
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// Signal Entry Price ...
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double price;
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//
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// Signalling Time ...
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datetime time;
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};
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//
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// CCI Based Signal Conditions ...
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struct XCCILongSignalConditions {
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//
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datetime start;
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//
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datetime crossOverMinusHundredTime;
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datetime crossUnderMinusHundredTime;
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//
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double crossOverSlope;
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};
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//
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bool isNewBar = false;
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//
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int countedBars = 0;
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int totalSignals = 0;
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int lastSignalledBar = 0;
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//
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XCCILongSignalConditions cciLongConds = {};
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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Expert tick function |
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//+------------------------------------------------------------------+
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void OnTick()
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{
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//
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isNewBar = IsNewBar();
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//
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if (isNewBar) {
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//
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countedBars++;
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}
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//
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datetime barTime = iTime(
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_Symbol,
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_Period,
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0
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);
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//
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bool hasSignal = false;
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bool hasLongSignal = false;
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bool hasShortSignal = false;
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//
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// Generate Signals Based On iCCI ...
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CheckCCILongSignalConditions(0);
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//
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// Long Signal ...
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hasLongSignal =
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//
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// Check CCI Long Signal is Valid ...
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ValidateCCILongConditions();
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//
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// Signal ...
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hasSignal = hasLongSignal || hasShortSignal;
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//
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// Prevent Going Forward when there is no Signal ...
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if (!hasSignal) {
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return;
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}
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//
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if (lastSignalledBar == countedBars) {
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return;
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}
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//
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totalSignals++;
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lastSignalledBar = countedBars;
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//
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// Get CCI Long Signal ...
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XSignal signal = {};
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//
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if (hasLongSignal) {
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signal = GenerateCCILongSignal();
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}
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//
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TradeOnSignal(signal);
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//
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Print("CCI Long Signal ...");
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//
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ClearCCILongSignalConditions();
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}
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//
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// Trade Based On Signal ...
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void TradeOnSignal(
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XSignal &signal
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) {
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//
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if (signal.type == X_NONE) {
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return;
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}
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//
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bool isLongSignal = signal.type == X_BUY;
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//
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// Order Operation ...
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int operation = isLongSignal ?
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OP_BUY :
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OP_SELL;
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//
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// Detect Trade Color ...
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color clr = isLongSignal ?
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clrAqua :
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clrFuchsia;
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//
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// Generate Signal Comment ...
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string label = isLongSignal ?
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"BUY" :
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"SELL";
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//
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// Generate Signal Comment ...
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string comment = StringConcatenate(
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"XCCI",
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"_", signal.id,
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"_", label
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);
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//
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// Placing Order ...
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int orderTicket = OrderSend(
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_Symbol,
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operation,
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0.01,
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signal.price,
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3,
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signal.sl,
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signal.tp,
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comment,
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signal.id,
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0,
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clr
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);
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//
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// Draw Signal Shape if Order Opened Successfully ...
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if (orderTicket >= 0) {
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//
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signal.ticket = orderTicket;
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Print("Order: ", orderTicket, " ...");
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}
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}
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//
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// Convert CCI Long Signal Conditions to XSignal ...
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XSignal GenerateCCILongSignal() {
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//
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XSignal result = {};
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//
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// Price Calculations ...
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//
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RefreshRates();
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//
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double entryPrice = SymbolInfoDouble(
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_Symbol,
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SYMBOL_ASK
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);
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//
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double exitPrice = SymbolInfoDouble(
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_Symbol,
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SYMBOL_BID
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);
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//
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double priceGap = MathAbs(entryPrice - exitPrice);
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//
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double ll = GetLowestLow();
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double hh = GetHighestHigh();
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double pSar = iSAR(
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_Symbol,
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_Period,
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0.002,
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0.02,
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0
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);
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//
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double sl = ll;
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//
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double risk = entryPrice - ll;
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double reward = risk * riskToReward;
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//
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double tp = entryPrice + reward;
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//
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if (tp > hh) {
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tp = hh;
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}
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//
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if (tp < entryPrice + priceGap) {
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tp = entryPrice + priceGap;
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}
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//
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datetime barTime = iTime(
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_Symbol,
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_Period,
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0
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);
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//
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result.tp = tp;
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result.sl = 0; // sl;
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result.type = X_BUY;
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result.id = totalSignals;
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result.price = entryPrice;
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result.provider = X_CCI_PROVIDER;
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result.time = barTime;
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//
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return result;
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}
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//
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// Validate CCI Signal Conditions ...
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bool ValidateCCILongConditions() {
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//
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bool result =
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cciLongConds.start != 0
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&& cciLongConds.crossUnderMinusHundredTime != 0
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&& cciLongConds.crossOverMinusHundredTime != 0
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&& cciLongConds.crossUnderMinusHundredTime >= cciLongConds.start
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&& cciLongConds.crossOverMinusHundredTime > cciLongConds.crossUnderMinusHundredTime
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&& cciLongConds.crossOverSlope > 0;
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//
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return result;
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}
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//
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// Clear CCI Long Signal Conditions for New One ...
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void ClearCCILongSignalConditions() {
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//
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cciLongConds.start = 0;
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cciLongConds.crossOverSlope = 0;
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cciLongConds.crossOverMinusHundredTime = 0;
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cciLongConds.crossUnderMinusHundredTime = 0;
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}
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//
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// Check and Fill CC Signal Conditions ...
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void CheckCCILongSignalConditions(
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const int bar_index
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) {
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//
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// Retrieve Bar Time ...
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datetime barTime = iTime(
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_Symbol,
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_Period,
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bar_index
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);
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//
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// LONG:
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// wait for cci cross under -100
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// then wait for cross over -100
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// slope of crossing over ??? ...
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if (cciLongConds.start == 0) {
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cciLongConds.start = barTime;
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}
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//
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// Check Start Time ...
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if (cciLongConds.start == 0) {
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return;
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}
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//
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// Read current, prev, and prevPrev CCI ...
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double cci = GetCCI(bar_index);
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double cci1 = GetCCI(bar_index + 1);
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double cci2 = GetCCI(bar_index + 2);
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//
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// Find Cross Under -100 ...
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bool isCrossUnderMinusHundred =
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cci < -100 && !(cci1 < -100);
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//
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// Fill Conditions ...
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if (
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isCrossUnderMinusHundred
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&& cciLongConds.crossUnderMinusHundredTime == 0
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) {
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//
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cciLongConds.crossUnderMinusHundredTime = barTime;
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}
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//
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// Prevent Going forward untill Cross Under Happens ...
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if (cciLongConds.crossUnderMinusHundredTime == 0) {
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return;
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}
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//
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// Find Cross Over -100 ...
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bool isCrossOverMinusHundred =
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cci > -100 && !(cci1 > -100);
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//
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// Fill Conditions ...
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if (
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isCrossOverMinusHundred
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&& cciLongConds.crossOverMinusHundredTime == 0
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) {
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//
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cciLongConds.crossOverMinusHundredTime = barTime;
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}
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//
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// Prevent from Going forward untill Cross Over Happens ...
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if (cciLongConds.crossOverMinusHundredTime == 0) {
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return;
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}
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//
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// Calculate Slope ...
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double x1 = 0;
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double y1 = cci1;
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double x2 = 1;
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double y2 = cci;
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//
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// Calculat Line Slope ...
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double tSlope = GetSlope(
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x1, y1, x2, y2
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);
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//
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cciLongConds.crossOverSlope = tSlope;
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}
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//
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// Retrieve CCI Value ...
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double GetCCI(
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const int bar_index,
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const int marketLength = 504,
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const ENUM_APPLIED_PRICE source = PRICE_TYPICAL
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) {
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//
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double result = iCCI(
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_Symbol,
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_Period,
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marketLength,
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source,
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bar_index
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);
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//
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return result;
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}
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//
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// Determines current working is New Bar or not ...
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bool IsNewBar() {
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//
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static datetime lastbar;
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datetime curbar = (datetime)SeriesInfoInteger(_Symbol, _Period, SERIES_LASTBAR_DATE);
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//
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if(lastbar != curbar) {
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//
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lastbar = curbar;
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return true;
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}
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//
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return false;
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}
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//
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// Get Slope of a Line by it's two Point ...
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double GetSlope(
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double x1,
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double y1,
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double x2,
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double y2
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) {
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//
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double result = (y2 - y1)/(x2 - x1);
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return result;
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}
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//
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// Market Related Functions ...
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//
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double GetLowestLow() {
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//
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int index = iLowest(
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_Symbol,
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_Period,
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MODE_LOW,
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14,
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0
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);
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//
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double result = iLow(
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_Symbol,
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_Period,
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index
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);
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//
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return result;
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}
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//
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double GetHighestHigh() {
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//
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int index = iHighest(
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_Symbol,
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_Period,
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MODE_HIGH,
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14,
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0
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);
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//
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double result = iHigh(
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_Symbol,
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_Period,
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index
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);
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//
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return result;
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} |