3125 lines
83 KiB
Plaintext
3125 lines
83 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL4 Signal Draw Global Library
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// ---------------------------------------------------
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// saherelm useful tools and definitions ...
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//
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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#property library
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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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// Includes Logger library ...
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#include "../Libraries/x-saherelm.lib.mq4"
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//
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// Includes Models library ...
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#include "../Libraries/x-saherelm.osc.models.lib.mq4"
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//
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// Includes Drawing library ...
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#include "../Libraries/x-saherelm.draw.lib.mq4"
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//
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// START Global Requirement Functions ...
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//
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//
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static int totalSignals = 0;
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static int totalLongSignals = 0;
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static int totalShortSignals = 0;
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//
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static double initialBalance = 0;
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//
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static int countedBars = 0;
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static bool isNewBar = false;
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//
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static bool isSharpBullishHappens;
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static bool isSharpBearishHappens;
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//
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static XOSCState oscStates[];
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//
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static bool isOSCFastCrossOverSlow;
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static datetime oscFastCrossOverSlowTime;
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static datetime lastOSCFastCrossOverSlowTime;
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//
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static bool isOSCFastCrossUnderSlow;
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static datetime oscFastCrossUnderSlowTime;
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static datetime lastOSCFastCrossUnderSlowTime;
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//
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static bool isOSCTrendUp;
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static double minOSCPower;
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static double maxOSCPower;
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static bool isOSCTrendDown;
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static bool isOSCPowerTrendUp;
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static bool isOSCMarketRanging;
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static bool isOSCPowerTrendDown;
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//
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static XMAState xmaStates[];
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//
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static bool isSCFastCrossOverSlow;
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static datetime scFastCrossOverSlowTime;
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static datetime lastSCFastCrossOverSlowTime;
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static bool isSCFastCrossOverSlowValid;
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//
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static bool isSCFastCrossUnderSlow;
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static datetime scFastCrossUnderSlowTime;
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static datetime lastSCFastCrossUnderSlowTime;
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static bool isSCFastCrossUnderSlowValid;
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//
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static bool isSCTrendUp;
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static bool isSCTrendDown;
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//
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static bool isMCFastCrossOverSlow;
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static datetime mcFastCrossOverSlowTime;
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static datetime lastMCFastCrossOverSlowTime;
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static bool isMCFastCrossOverSlowValid;
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//
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static bool isMCTrendUp;
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static bool isMCTrendDown;
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//
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static double mcTrendPowers[];
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static double marketMiddles[];
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//
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static bool isMCFastCrossUnderSlow;
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static datetime mcFastCrossUnderSlowTime;
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static datetime lastMCFastCrossUnderSlowTime;
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static bool isMCFastCrossUnderSlowValid;
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//
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static bool isMarketMiddleCrossOverMCFast;
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static datetime marketMiddleCrossOverMCFastTime;
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static datetime lastMarketMiddleCrossOverMCFastTime;
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static bool isMarketMiddleCrossOverMCFastValid;
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//
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static bool isMarketMiddleCrossOverMCSlow;
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static datetime marketMiddleCrossOverMCSlowTime;
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static datetime lastMarketMiddleCrossOverMCSlowTime;
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static bool isMarketMiddleCrossOverMCSlowValid;
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//
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static bool isMarketMiddleCrossUnderMCFast;
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static datetime marketMiddleCrossUnderMCFastTime;
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static datetime lastMarketMiddleCrossUnderMCFastTime;
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static bool isMarketMiddleCrossUnderMCFastValid;
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//
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static bool isMarketMiddleCrossUnderMCSlow;
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static datetime marketMiddleCrossUnderMCSlowTime;
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static datetime lastMarketMiddleCrossUnderMCSlowTime;
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static bool isMarketMiddleCrossUnderMCSlowValid;
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//
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static bool isParabolicCrossOverMarketMiddle;
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static datetime parabolicCrossOverMarketMiddleTime;
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static datetime lastParabolicCrossOverMarketMiddleTime;
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static bool isParabolicCrossOverMarketMiddleValid;
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//
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static bool isParabolicCrossUnderMarketMiddle;
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static datetime parabolicCrossUnderMarketMiddleTime;
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static datetime lastParabolicCrossUnderMarketMiddleTime;
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static bool isParabolicCrossUnderMarketMiddleValid;
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//
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static bool isParabolicTrendUp;
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static bool isParabolicTrendDown;
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//
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static bool isLCFastCrossOverSlow;
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static datetime lcFastCrossOverSlowTime;
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static datetime lastLCFastCrossOverSlowTime;
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//
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static bool isLCFastCrossUnderSlow;
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static datetime lcFastCrossUnderSlowTime;
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static datetime lastLCFastCrossUnderSlowTime;
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//
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static bool isMarketMiddleageTrendUp;
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static bool isMarketMiddleageTrendDown;
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//
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// Retrieve State ...
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XOSCState GetOSCState(
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const int bar_index,
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const int foLen,
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const double foMul,
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const int slLen,
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const double slMul
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) {
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//
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// Define Trend Direction Related Values ...
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//
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XOSCState result = {};
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//
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// START Extract Data from Oscillator ...
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//
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//
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// Fast OSC ...
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double fastOSC = iCustom(
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_Symbol,
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_Period,
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oscIndicatorName,
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foLen,
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foMul,
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slLen,
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slMul,
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0, // Fast OSC Buffer Index ...
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bar_index
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);
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result.fastOSC = fastOSC;
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//
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// Slow OSC ...
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double slowOSC = iCustom(
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_Symbol,
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_Period,
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oscIndicatorName,
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foLen,
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foMul,
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slLen,
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slMul,
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1, // Slow OSC Buffer Index ...
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bar_index
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);
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result.slowOSC = slowOSC;
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//
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// Power OSC ...
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double powerOSC = iCustom(
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_Symbol,
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_Period,
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oscIndicatorName,
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foLen,
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foMul,
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slLen,
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slMul,
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2, // Power OSC Buffer Index ...
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bar_index
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);
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result.powerOSC = powerOSC;
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//
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// Var OSC ...
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double varOSC = iCustom(
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_Symbol,
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_Period,
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oscIndicatorName,
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foLen,
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foMul,
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slLen,
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slMul,
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3, // Var OSC Buffer Index ...
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bar_index
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);
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result.varOSC = varOSC;
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//
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// Tan FS OSC ...
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double tanFSOSC = iCustom(
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_Symbol,
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_Period,
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oscIndicatorName,
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foLen,
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foMul,
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slLen,
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slMul,
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4, // Tan F/S OSC Buffer Index ...
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bar_index
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);
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result.tanFSOSC = tanFSOSC;
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//
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// END Extract Data from Oscillator ...
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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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// Check Market Ranging or not based on OSC ...
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bool IsOSCMarketRanging(
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//
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const int bar_index, // Bar Index ...
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const int marketLen, // Market Length ...
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//
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const double rangingThreshold, // Detect Ranging based On Power OSC ...
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//
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// OSC Specifications ...
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const int foLen, // Fast OSC Length ...
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const double foMul, // Fast OSC Multiplier ...
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const int slLen, // Slow OSC Length ...
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const double slMul // Slow OSC Multiplier ...
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) {
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//
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bool result = false;
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//
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// Detect Buffer Size ...
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const int bufferSize = marketLen + bar_index;
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double powerOSCBuffer[];
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ArraySetAsSeries(
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powerOSCBuffer,
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true
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);
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ArrayResize(
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powerOSCBuffer,
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bufferSize
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);
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//
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// Loop through Market for Extract PowerOSC from OSC Indicator ...
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for (int i = bufferSize - 1; i >= 0; i--) {
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//
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// Retrieve OSC State at Specific Bar Index ...
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XOSCState state = GetOSCState(
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i,
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foLen,
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foMul,
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slLen,
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slMul
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);
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//
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powerOSCBuffer[i] = state.powerOSC;
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}
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//
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// now we have to extract min and max value of Splitted Buffer ...
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XMinMax minMax = GetBufferMinMax(powerOSCBuffer);
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//
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// now Check Min and Max Direction and Compare them with Ranging Value ...
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result = MathAbs(minMax.min) > rangingThreshold
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|| MathAbs(minMax.max) > rangingThreshold;
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//
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return result;
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}
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//
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// Retrieve and Calculate XMA State ...
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XMAState GetXMAState(
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//
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// Market Specification Inpouts ...
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const int bar_index, // Bar Index ...
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const int marketLen, // Market Length ...
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const double stp, // SAR Step ...
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const double maxm, // SAR Maximum ...
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//
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// XMA Inputs ...
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const int scFastMul, // Short Cycle Fast Multiplier ...
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const int scSlowMul, // Short Cycle Slow Multiplier ...
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const int mcFastMul, // Medium Cycle Fast Multiplier ...
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const int mcSlowMul, // Medium Cycle Slow Multiplier ...
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const int lcFastMul, // Long Cycle Fast Multiplier ...
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const int lcSlowMul, // Long Cycle Slow Multiplier ...
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//
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// Show/Hide Inputs ...
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const bool showPSr, // Show Parabolic Sar
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const bool showSC, // Show Short Cycle
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const bool showSCCrossLines, // Show Short Cycle Vertical Lines
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const bool showMC, // Show Medium Cycle
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const bool showMCCrossLines, // Show Medium Cycle Vertical Lines
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const bool showLC, // Show Long Cycle
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const bool showLCCrossLines, // Show Long Cycle Vertical Lines
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//
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// Color Inputs ...
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const color pSrColor, // Parabolic Sar Color
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const color scFastColor, // Short Cycle Fast Color ...
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const color scSlowColor, // Short Cycle Slow Color ...
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const color mcFastColor, // Medium Cycle Fast Color ...
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const color mcSlowColor, // Medium Cycle Slow Color ...
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const color lcFastColor, // Medium Cycle Fast Color ...
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const color lcSlowColor // Medium Cycle Slow Color ...
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) {
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//
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// Temp Result ...
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XMAState result = {};
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//
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// START Reading Buffers ...
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//
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//
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// Define BufferIndexes ...
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int scFastBufIndex = 0;
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int scSlowBufIndex = 1;
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int mcFastBufIndex = 2;
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int mcSlowBufIndex = 3;
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int lcFastBufIndex = 4;
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int lcSlowBufIndex = 5;
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int midBufIndex = 6;
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int pSarBufIndex = 7;
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//
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// START Short Cycle ...
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//
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//
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// Short Cycle Fast ...
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double scFast = iCustom(
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_Symbol,
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_Period,
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xmaIndicatorName,
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//
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// XMA Inputs ...
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//
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// Market Specification Inpouts ...
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marketLen, // Market Length ...
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stp, // PSAR Step ...
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maxm, // PSAR Maximum ...
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scFastMul, // Short Cycle Fast Multiplier ...
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scSlowMul, // Short Cycle Slow Multiplier ...
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mcFastMul, // Medium Cycle Fast Multiplier ...
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mcSlowMul, // Medium Cycle Slow Multiplier ...
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lcFastMul, // Long Cycle Fast Multiplier ...
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lcSlowMul, // Long Cycle Slow Multiplier ...
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//
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// Show/Hide Inputs ...
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showPSr, // Show Parabolic SAR ...
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showSC, // Show Short Cycle
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showSCCrossLines, // Show Short Cycle Vertical Lines
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showMC, // Show Medium Cycle
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showMCCrossLines, // Show Medium Cycle Vertical Lines
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showLC, // Show Long Cycle
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showLCCrossLines, // Show Long Cycle Vertical Lines
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//
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// Color Inputs ...
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pSrColor, // Parabolic Sar Color ...
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scFastColor, // Short Cycle Fast Color ...
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scSlowColor, // Short Cycle Slow Color ...
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mcFastColor, // Medium Cycle Fast Color ...
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mcSlowColor, // Medium Cycle Slow Color ...
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lcFastColor, // Medium Cycle Fast Color ...
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lcSlowColor, // Medium Cycle Slow Color ...
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//
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scFastBufIndex, // Buffer Index ...
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bar_index
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);
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result.scFast = scFast;
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//
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// Short Cycle Slow ...
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double scSlow = iCustom(
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_Symbol,
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_Period,
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xmaIndicatorName,
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//
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// XMA Inputs ...
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//
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// Market Specification Inpouts ...
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marketLen, // Market Length ...
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stp, // PSAR Step ...
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maxm, // PSAR Maximum ...
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scFastMul, // Short Cycle Fast Multiplier ...
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scSlowMul, // Short Cycle Slow Multiplier ...
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mcFastMul, // Medium Cycle Fast Multiplier ...
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mcSlowMul, // Medium Cycle Slow Multiplier ...
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lcFastMul, // Long Cycle Fast Multiplier ...
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lcSlowMul, // Long Cycle Slow Multiplier ...
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//
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// Show/Hide Inputs ...
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showPSr, // Show Parabolic SAR ...
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showSC, // Show Short Cycle
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showSCCrossLines, // Show Short Cycle Vertical Lines
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showMC, // Show Medium Cycle
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showMCCrossLines, // Show Medium Cycle Vertical Lines
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showLC, // Show Long Cycle
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showLCCrossLines, // Show Long Cycle Vertical Lines
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//
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// Color Inputs ...
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pSrColor, // Parabolic Sar Color ...
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scFastColor, // Short Cycle Fast Color ...
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scSlowColor, // Short Cycle Slow Color ...
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mcFastColor, // Medium Cycle Fast Color ...
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mcSlowColor, // Medium Cycle Slow Color ...
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lcFastColor, // Medium Cycle Fast Color ...
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lcSlowColor, // Medium Cycle Slow Color ...
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//
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scSlowBufIndex, // Buffer Index ...
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bar_index
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);
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result.scSlow = scSlow;
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//
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// END Short Cycle ...
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//
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//
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// START Medium Cycle ...
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//
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//
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// Medium Cycle Fast ...
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double mcFast = iCustom(
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_Symbol,
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_Period,
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xmaIndicatorName,
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//
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// XMA Inputs ...
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//
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// Market Specification Inpouts ...
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marketLen, // Market Length ...
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stp, // PSAR Step ...
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maxm, // PSAR Maximum ...
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scFastMul, // Short Cycle Fast Multiplier ...
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scSlowMul, // Short Cycle Slow Multiplier ...
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mcFastMul, // Medium Cycle Fast Multiplier ...
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mcSlowMul, // Medium Cycle Slow Multiplier ...
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lcFastMul, // Long Cycle Fast Multiplier ...
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lcSlowMul, // Long Cycle Slow Multiplier ...
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//
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// Show/Hide Inputs ...
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showPSr, // Show Parabolic SAR ...
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showSC, // Show Short Cycle
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showSCCrossLines, // Show Short Cycle Vertical Lines
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showMC, // Show Medium Cycle
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showMCCrossLines, // Show Medium Cycle Vertical Lines
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showLC, // Show Long Cycle
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showLCCrossLines, // Show Long Cycle Vertical Lines
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//
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// Color Inputs ...
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pSrColor, // Parabolic Sar Color ...
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scFastColor, // Short Cycle Fast Color ...
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scSlowColor, // Short Cycle Slow Color ...
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mcFastColor, // Medium Cycle Fast Color ...
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mcSlowColor, // Medium Cycle Slow Color ...
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lcFastColor, // Medium Cycle Fast Color ...
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lcSlowColor, // Medium Cycle Slow Color ...
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//
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mcFastBufIndex, // Buffer Index ...
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bar_index
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);
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result.mcFast = mcFast;
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//
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// Medium Cycle Slow ...
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double mcSlow = iCustom(
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_Symbol,
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_Period,
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xmaIndicatorName,
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//
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// XMA Inputs ...
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//
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// Market Specification Inpouts ...
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marketLen, // Market Length ...
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stp, // PSAR Step ...
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maxm, // PSAR Maximum ...
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scFastMul, // Short Cycle Fast Multiplier ...
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scSlowMul, // Short Cycle Slow Multiplier ...
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mcFastMul, // Medium Cycle Fast Multiplier ...
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mcSlowMul, // Medium Cycle Slow Multiplier ...
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lcFastMul, // Long Cycle Fast Multiplier ...
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lcSlowMul, // Long Cycle Slow Multiplier ...
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//
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// Show/Hide Inputs ...
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showPSr, // Show Parabolic SAR ...
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showSC, // Show Short Cycle
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showSCCrossLines, // Show Short Cycle Vertical Lines
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showMC, // Show Medium Cycle
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showMCCrossLines, // Show Medium Cycle Vertical Lines
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showLC, // Show Long Cycle
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showLCCrossLines, // Show Long Cycle Vertical Lines
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//
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// Color Inputs ...
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pSrColor, // Parabolic Sar Color ...
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scFastColor, // Short Cycle Fast Color ...
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scSlowColor, // Short Cycle Slow Color ...
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mcFastColor, // Medium Cycle Fast Color ...
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mcSlowColor, // Medium Cycle Slow Color ...
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lcFastColor, // Medium Cycle Fast Color ...
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lcSlowColor, // Medium Cycle Slow Color ...
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//
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mcSlowBufIndex, // Buffer Index ...
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bar_index
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);
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result.mcSlow = mcSlow;
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//
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// END Medium Cycle ...
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//
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//
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// START Long Cycle ...
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//
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//
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// Long Cycle Fast ...
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double lcFast = iCustom(
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_Symbol,
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_Period,
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xmaIndicatorName,
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//
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// XMA Inputs ...
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//
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// Market Specification Inpouts ...
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marketLen, // Market Length ...
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stp, // PSAR Step ...
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maxm, // PSAR Maximum ...
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scFastMul, // Short Cycle Fast Multiplier ...
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scSlowMul, // Short Cycle Slow Multiplier ...
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mcFastMul, // Medium Cycle Fast Multiplier ...
|
|
mcSlowMul, // Medium Cycle Slow Multiplier ...
|
|
lcFastMul, // Long Cycle Fast Multiplier ...
|
|
lcSlowMul, // Long Cycle Slow Multiplier ...
|
|
//
|
|
// Show/Hide Inputs ...
|
|
showPSr, // Show Parabolic SAR ...
|
|
showSC, // Show Short Cycle
|
|
showSCCrossLines, // Show Short Cycle Vertical Lines
|
|
showMC, // Show Medium Cycle
|
|
showMCCrossLines, // Show Medium Cycle Vertical Lines
|
|
showLC, // Show Long Cycle
|
|
showLCCrossLines, // Show Long Cycle Vertical Lines
|
|
//
|
|
// Color Inputs ...
|
|
pSrColor, // Parabolic Sar Color ...
|
|
scFastColor, // Short Cycle Fast Color ...
|
|
scSlowColor, // Short Cycle Slow Color ...
|
|
mcFastColor, // Medium Cycle Fast Color ...
|
|
mcSlowColor, // Medium Cycle Slow Color ...
|
|
lcFastColor, // Medium Cycle Fast Color ...
|
|
lcSlowColor, // Medium Cycle Slow Color ...
|
|
//
|
|
lcFastBufIndex, // Buffer Index ...
|
|
bar_index
|
|
);
|
|
result.lcFast = lcFast;
|
|
|
|
//
|
|
// Long Cycle Slow ...
|
|
double lcSlow = iCustom(
|
|
_Symbol,
|
|
_Period,
|
|
xmaIndicatorName,
|
|
//
|
|
// XMA Inputs ...
|
|
//
|
|
// Market Specification Inpouts ...
|
|
marketLen, // Market Length ...
|
|
stp, // PSAR Step ...
|
|
maxm, // PSAR Maximum ...
|
|
scFastMul, // Short Cycle Fast Multiplier ...
|
|
scSlowMul, // Short Cycle Slow Multiplier ...
|
|
mcFastMul, // Medium Cycle Fast Multiplier ...
|
|
mcSlowMul, // Medium Cycle Slow Multiplier ...
|
|
lcFastMul, // Long Cycle Fast Multiplier ...
|
|
lcSlowMul, // Long Cycle Slow Multiplier ...
|
|
//
|
|
// Show/Hide Inputs ...
|
|
showPSr, // Show Parabolic SAR ...
|
|
showSC, // Show Short Cycle
|
|
showSCCrossLines, // Show Short Cycle Vertical Lines
|
|
showMC, // Show Medium Cycle
|
|
showMCCrossLines, // Show Medium Cycle Vertical Lines
|
|
showLC, // Show Long Cycle
|
|
showLCCrossLines, // Show Long Cycle Vertical Lines
|
|
//
|
|
// Color Inputs ...
|
|
pSrColor, // Parabolic Sar Color ...
|
|
scFastColor, // Short Cycle Fast Color ...
|
|
scSlowColor, // Short Cycle Slow Color ...
|
|
mcFastColor, // Medium Cycle Fast Color ...
|
|
mcSlowColor, // Medium Cycle Slow Color ...
|
|
lcFastColor, // Medium Cycle Fast Color ...
|
|
lcSlowColor, // Medium Cycle Slow Color ...
|
|
//
|
|
lcSlowBufIndex, // Buffer Index ...
|
|
bar_index
|
|
);
|
|
result.lcSlow = lcSlow;
|
|
//
|
|
// END Long Cycle ...
|
|
//
|
|
|
|
//
|
|
// START Makret Middleage ...
|
|
//
|
|
//
|
|
// Market Middleage ...
|
|
double marketMiddleage = iCustom(
|
|
_Symbol,
|
|
_Period,
|
|
xmaIndicatorName,
|
|
//
|
|
// XMA Inputs ...
|
|
//
|
|
// Market Specification Inpouts ...
|
|
marketLen, // Market Length ...
|
|
stp, // PSAR Step ...
|
|
maxm, // PSAR Maximum ...
|
|
scFastMul, // Short Cycle Fast Multiplier ...
|
|
scSlowMul, // Short Cycle Slow Multiplier ...
|
|
mcFastMul, // Medium Cycle Fast Multiplier ...
|
|
mcSlowMul, // Medium Cycle Slow Multiplier ...
|
|
lcFastMul, // Long Cycle Fast Multiplier ...
|
|
lcSlowMul, // Long Cycle Slow Multiplier ...
|
|
//
|
|
// Show/Hide Inputs ...
|
|
showPSr, // Show Parabolic SAR ...
|
|
showSC, // Show Short Cycle
|
|
showSCCrossLines, // Show Short Cycle Vertical Lines
|
|
showMC, // Show Medium Cycle
|
|
showMCCrossLines, // Show Medium Cycle Vertical Lines
|
|
showLC, // Show Long Cycle
|
|
showLCCrossLines, // Show Long Cycle Vertical Lines
|
|
//
|
|
// Color Inputs ...
|
|
pSrColor, // Parabolic Sar Color ...
|
|
scFastColor, // Short Cycle Fast Color ...
|
|
scSlowColor, // Short Cycle Slow Color ...
|
|
mcFastColor, // Medium Cycle Fast Color ...
|
|
mcSlowColor, // Medium Cycle Slow Color ...
|
|
lcFastColor, // Medium Cycle Fast Color ...
|
|
lcSlowColor, // Medium Cycle Slow Color ...
|
|
//
|
|
midBufIndex, // Buffer Index ...
|
|
bar_index
|
|
);
|
|
result.marketMiddleage = marketMiddleage;
|
|
//
|
|
// END Makret Middleage ...
|
|
//
|
|
|
|
//
|
|
// START Parabolic SAR ...
|
|
//
|
|
//
|
|
// Parabolic ...
|
|
double parabolicSAR = iCustom(
|
|
_Symbol,
|
|
_Period,
|
|
xmaIndicatorName,
|
|
//
|
|
// XMA Inputs ...
|
|
//
|
|
// Market Specification Inpouts ...
|
|
marketLen, // Market Length ...
|
|
stp, // PSAR Step ...
|
|
maxm, // PSAR Maximum ...
|
|
scFastMul, // Short Cycle Fast Multiplier ...
|
|
scSlowMul, // Short Cycle Slow Multiplier ...
|
|
mcFastMul, // Medium Cycle Fast Multiplier ...
|
|
mcSlowMul, // Medium Cycle Slow Multiplier ...
|
|
lcFastMul, // Long Cycle Fast Multiplier ...
|
|
lcSlowMul, // Long Cycle Slow Multiplier ...
|
|
//
|
|
// Show/Hide Inputs ...
|
|
showPSr, // Show Parabolic SAR ...
|
|
showSC, // Show Short Cycle
|
|
showSCCrossLines, // Show Short Cycle Vertical Lines
|
|
showMC, // Show Medium Cycle
|
|
showMCCrossLines, // Show Medium Cycle Vertical Lines
|
|
showLC, // Show Long Cycle
|
|
showLCCrossLines, // Show Long Cycle Vertical Lines
|
|
//
|
|
// Color Inputs ...
|
|
pSrColor, // Parabolic Sar Color ...
|
|
scFastColor, // Short Cycle Fast Color ...
|
|
scSlowColor, // Short Cycle Slow Color ...
|
|
mcFastColor, // Medium Cycle Fast Color ...
|
|
mcSlowColor, // Medium Cycle Slow Color ...
|
|
lcFastColor, // Medium Cycle Fast Color ...
|
|
lcSlowColor, // Medium Cycle Slow Color ...
|
|
//
|
|
pSarBufIndex, // Buffer Index ...
|
|
bar_index
|
|
);
|
|
result.parabolicSAR = parabolicSAR;
|
|
//
|
|
// END Makret Middleage ...
|
|
//
|
|
//
|
|
// END Reading Buffers ...
|
|
//
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Calculate Fib Level ...
|
|
double GetFibonacciLevel(
|
|
double upPrice,
|
|
double downPrice,
|
|
double level,
|
|
X_DIRECTION direction
|
|
) {
|
|
//
|
|
double ling = upPrice - downPrice;
|
|
double pLevel = (ling / 100) * (level * 100);
|
|
|
|
//
|
|
double result = direction == X_UP ?
|
|
upPrice - pLevel :
|
|
downPrice + pLevel;
|
|
result = NormalizeDouble(result, _Digits);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
//
|
|
// END Global Requirement Functions ...
|
|
//
|
|
|
|
//
|
|
// START Signal Related Functions ...
|
|
//
|
|
//
|
|
// Calculate Signal ...
|
|
// in this function we calculate a signal exists in
|
|
// specific bar or not ...
|
|
XSignalRequest CalculateSignal(
|
|
//
|
|
const int bar_index, // Bar Index ...
|
|
//
|
|
// MARKET Specifications ...
|
|
const int marketLen, // Market Length ...
|
|
const int reverseLookupInMarket,//Revrse Lookup In Marketfor TP, SL, ...
|
|
const double r2r, // Risk To Reward Ratio ...
|
|
//
|
|
// TODO: here we can add different Signalling Strategies
|
|
// usages variables to handle On/Off them in where we want ...
|
|
//
|
|
// XMA Inputs ...
|
|
//
|
|
const double stp, // SAR Step ...
|
|
const double maxm, // SAR Maximum ...
|
|
const int scFastMul, // Short Cycle Fast Multiplier ...
|
|
const int scSlowMul, // Short Cycle Slow Multiplier ...
|
|
const int mcFastMul, // Medium Cycle Fast Multiplier ...
|
|
const int mcSlowMul, // Medium Cycle Slow Multiplier ...
|
|
const int lcFastMul, // Long Cycle Fast Multiplier ...
|
|
const int lcSlowMul, // Long Cycle Slow Multiplier ...
|
|
//
|
|
// Show/Hide Inputs ...
|
|
const bool showPSr, // Show Parabolic Sar
|
|
const bool showSC, // Show Short Cycle
|
|
const bool showSCCrossLines, // Show Short Cycle Vertical Lines
|
|
const bool showMC, // Show Medium Cycle
|
|
const bool showMCCrossLines, // Show Medium Cycle Vertical Lines
|
|
const bool showLC, // Show Long Cycle
|
|
const bool showLCCrossLines, // Show Long Cycle Vertical Lines
|
|
//
|
|
// Color Inputs ...
|
|
const color pSrColor, // Parabolic Sar Color ...
|
|
const color scFastColor, // Short Cycle Fast Color ...
|
|
const color scSlowColor, // Short Cycle Slow Color ...
|
|
const color mcFastColor, // Medium Cycle Fast Color ...
|
|
const color mcSlowColor, // Medium Cycle Slow Color ...
|
|
const color lcFastColor, // Medium Cycle Fast Color ...
|
|
const color lcSlowColor, // Medium Cycle Slow Color ...
|
|
//
|
|
// OSC Inputs ...
|
|
const int fastOSCLen, // FastOSC Length ...
|
|
const double fastOSCMul, // FastOSC Multiplier ...
|
|
const int slowOSCLen, // SlowOSC Length ...
|
|
const double slowOSCMul, // SlowOSC Multiplier ...
|
|
const double minPowOSC, // Minimum Signal Power ...
|
|
const double minVarOSC, // Minimum Var Power ...
|
|
//
|
|
// ZIGZAG Inputs ...
|
|
const int zDev, // ZigZag Deviation ...
|
|
const int zBkStep // ZigZag Back Step ...
|
|
) {
|
|
//
|
|
// create temp result ...
|
|
XSignalRequest result = {};
|
|
result.hasSignal = false;
|
|
result.type = X_NONE;
|
|
|
|
//
|
|
XSignal signal = {};
|
|
|
|
//
|
|
XOSCState emptyOscState = {};
|
|
ArrayFree(oscStates);
|
|
ArrayResize(
|
|
oscStates,
|
|
marketLen
|
|
);
|
|
for (int i = 0; i < marketLen; i++) {
|
|
oscStates[i] = emptyOscState;
|
|
}
|
|
|
|
//
|
|
XMAState emptyXmaState = {};
|
|
ArrayFree(xmaStates);
|
|
ArrayResize(
|
|
xmaStates,
|
|
marketLen
|
|
);
|
|
for (int i = 0; i < marketLen; i++) {
|
|
xmaStates[i] = emptyXmaState;
|
|
}
|
|
|
|
//
|
|
// Retrieve Bar Index Time ...
|
|
datetime barTime = iTime(
|
|
_Symbol,
|
|
_Period,
|
|
bar_index + 1
|
|
);
|
|
|
|
//
|
|
minOSCPower = 0;
|
|
maxOSCPower = 0;
|
|
|
|
//
|
|
// START Retrieve Statets ...
|
|
//
|
|
//
|
|
// Loop through Market Length ...
|
|
int index = 0;
|
|
for (int i = bar_index; i < bar_index + marketLen; i++) {
|
|
//
|
|
// Retrieve Index OSC State ...
|
|
XOSCState oscState = GetOSCState(
|
|
index, // Bar Index ...
|
|
fastOSCLen,
|
|
fastOSCMul,
|
|
slowOSCLen,
|
|
slowOSCMul
|
|
);
|
|
|
|
//
|
|
// Retrieve XMA State ...
|
|
XMAState xmaState = GetXMAState(
|
|
index, // Bar Index ...
|
|
marketLen, // Market Length ...
|
|
stp, // SAR Step ...
|
|
maxm, // SAR Maximum ...
|
|
scFastMul, // Short Cycle Fast Multiplier ...
|
|
scSlowMul, // Short Cycle Slow Multiplier ...
|
|
mcFastMul, // Medium Cycle Fast Multiplier ...
|
|
mcSlowMul, // Medium Cycle Slow Multiplier ...
|
|
lcFastMul, // Long Cycle Fast Multiplier ...
|
|
lcSlowMul, // Long Cycle Slow Multiplier ...
|
|
showPSr, // Show Parabolic Sar
|
|
showSC, // Show Short Cycle
|
|
showSCCrossLines, // Show Short Cycle Vertical Lines
|
|
showMC, // Show Medium Cycle
|
|
showMCCrossLines, // Show Medium Cycle Vertical Lines
|
|
showLC, // Show Long Cycle
|
|
showLCCrossLines, // Show Long Cycle Vertical Lines
|
|
pSrColor, // Parabolic Sar Color
|
|
scFastColor, // Short Cycle Fast Color ...
|
|
scSlowColor, // Short Cycle Slow Color ...
|
|
mcFastColor, // Medium Cycle Fast Color ...
|
|
mcSlowColor, // Medium Cycle Slow Color ...
|
|
lcFastColor, // Medium Cycle Fast Color ...
|
|
lcSlowColor // Medium Cycle Slow Color ...
|
|
);
|
|
|
|
//
|
|
// Set Retrieved Index States ...
|
|
oscStates[index] = oscState;
|
|
xmaStates[index] = xmaState;
|
|
|
|
//
|
|
index++;
|
|
}
|
|
//
|
|
// END Retrieve Statets ...
|
|
//
|
|
|
|
//
|
|
// START States Calculations ...
|
|
//
|
|
|
|
//
|
|
// START OSC Calculations ...
|
|
//
|
|
//
|
|
// Check OSC Fast Cross Over Slow ...
|
|
isOSCFastCrossOverSlow =
|
|
oscStates[1].fastOSC > oscStates[1].fastOSC
|
|
&& !(oscStates[2].fastOSC >= oscStates[2].fastOSC)
|
|
&& !(oscStates[3].fastOSC >= oscStates[3].fastOSC)
|
|
;
|
|
|
|
//
|
|
// Setting Date Time ...
|
|
if (isOSCFastCrossOverSlow) {
|
|
//
|
|
lastOSCFastCrossOverSlowTime = oscFastCrossOverSlowTime;
|
|
oscFastCrossOverSlowTime = barTime;
|
|
}
|
|
|
|
//
|
|
// Check OSC Fast Cross Under Slow ...
|
|
isOSCFastCrossUnderSlow =
|
|
oscStates[1].fastOSC < oscStates[1].fastOSC
|
|
&& !(oscStates[2].fastOSC <= oscStates[2].fastOSC)
|
|
&& !(oscStates[3].fastOSC <= oscStates[3].fastOSC)
|
|
;
|
|
|
|
//
|
|
// Setting Date Time ...
|
|
if (isOSCFastCrossUnderSlow) {
|
|
//
|
|
lastOSCFastCrossUnderSlowTime = oscFastCrossUnderSlowTime;
|
|
oscFastCrossUnderSlowTime = barTime;
|
|
}
|
|
|
|
//
|
|
// Check OSC Trending Up ...
|
|
isOSCTrendUp =
|
|
oscStates[1].fastOSC > oscStates[2].fastOSC
|
|
&& oscStates[1].fastOSC > oscStates[3].fastOSC
|
|
&& (
|
|
oscStates[1].fastOSC > oscStates[3].fastOSC
|
|
|| oscStates[1].fastOSC > oscStates[4].fastOSC
|
|
);
|
|
|
|
//
|
|
// Check OSC Trending Down ...
|
|
isOSCTrendDown =
|
|
oscStates[1].fastOSC < oscStates[2].fastOSC
|
|
&& oscStates[1].fastOSC < oscStates[3].fastOSC
|
|
&& (
|
|
oscStates[1].fastOSC < oscStates[3].fastOSC
|
|
|| oscStates[1].fastOSC < oscStates[4].fastOSC
|
|
);
|
|
|
|
//
|
|
isOSCPowerTrendUp =
|
|
oscStates[1].powerOSC > oscStates[2].powerOSC
|
|
&& oscStates[1].powerOSC > oscStates[3].powerOSC;
|
|
|
|
//
|
|
isOSCPowerTrendDown =
|
|
oscStates[1].powerOSC < oscStates[2].powerOSC
|
|
&& oscStates[1].powerOSC < oscStates[3].powerOSC;
|
|
|
|
//
|
|
for (int i = 0; i < marketLen; i++) {
|
|
//
|
|
minOSCPower =
|
|
minOSCPower == 0
|
|
|| oscStates[i].powerOSC < minOSCPower
|
|
?
|
|
oscStates[i].powerOSC
|
|
:
|
|
minOSCPower
|
|
;
|
|
|
|
//
|
|
maxOSCPower =
|
|
maxOSCPower == 0
|
|
|| oscStates[i].powerOSC > maxOSCPower
|
|
?
|
|
oscStates[i].powerOSC
|
|
:
|
|
maxOSCPower
|
|
;
|
|
}
|
|
|
|
//
|
|
// now Check Min and Max Direction and Compare them with Ranging Value ...
|
|
isOSCMarketRanging =
|
|
MathAbs(minOSCPower) <= minPowOSC
|
|
|| MathAbs(maxOSCPower) <= minOSCPower;
|
|
//
|
|
// END OSC Calculations ...
|
|
//
|
|
|
|
//
|
|
// START XMA Calculations ...
|
|
//
|
|
//
|
|
// Check SC Fast Cross Over Slow ...
|
|
isSCFastCrossOverSlow =
|
|
xmaStates[1].scFast > xmaStates[1].scSlow
|
|
&& !(xmaStates[2].scFast >= xmaStates[2].scSlow);
|
|
|
|
//
|
|
// Setting Date Time ...
|
|
if (isSCFastCrossOverSlow) {
|
|
//
|
|
lastSCFastCrossOverSlowTime = scFastCrossOverSlowTime;
|
|
scFastCrossOverSlowTime = barTime;
|
|
}
|
|
int scFastCrossOverSlowBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
scFastCrossOverSlowTime,
|
|
false
|
|
);
|
|
int lastSCFastCrossOverSlowTimeBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
lastSCFastCrossOverSlowTime,
|
|
false
|
|
);
|
|
isSCFastCrossOverSlowValid =
|
|
lastSCFastCrossOverSlowTimeBarIndex - scFastCrossOverSlowBarIndex > (scFastMul * marketLen);
|
|
|
|
//
|
|
// Check SC Fast Cross Under Slow ...
|
|
isSCFastCrossUnderSlow =
|
|
xmaStates[1].scFast < xmaStates[1].scSlow
|
|
&& !(xmaStates[2].scFast <= xmaStates[2].scSlow);
|
|
|
|
//
|
|
// Setting Date Time ...
|
|
if (isSCFastCrossUnderSlow) {
|
|
//
|
|
lastSCFastCrossUnderSlowTime = scFastCrossUnderSlowTime;
|
|
scFastCrossUnderSlowTime = barTime;
|
|
}
|
|
int scFastCrossUnderSlowBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
scFastCrossUnderSlowTime,
|
|
false
|
|
);
|
|
int lastSCFastCrossUnderSlowBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
lastSCFastCrossUnderSlowTime,
|
|
false
|
|
);
|
|
isSCFastCrossUnderSlowValid =
|
|
lastSCFastCrossUnderSlowBarIndex - scFastCrossUnderSlowBarIndex > (scFastMul * marketLen);
|
|
|
|
//
|
|
isSCTrendUp =
|
|
xmaStates[1].scFast > xmaStates[1].scSlow
|
|
&& xmaStates[2].scFast > xmaStates[2].scSlow
|
|
&& xmaStates[3].scFast > xmaStates[3].scSlow;
|
|
|
|
//
|
|
isSCTrendDown =
|
|
xmaStates[1].scFast < xmaStates[1].scSlow
|
|
&& xmaStates[2].scFast < xmaStates[2].scSlow
|
|
&& xmaStates[3].scFast < xmaStates[3].scSlow;
|
|
|
|
//
|
|
// Check MC Fast Cross Over Slow ...
|
|
isMCFastCrossOverSlow =
|
|
xmaStates[1].mcFast > xmaStates[1].mcSlow
|
|
&& !(xmaStates[2].mcFast >= xmaStates[2].mcSlow);
|
|
|
|
//
|
|
// Setting Date Time ...
|
|
if (isMCFastCrossOverSlow) {
|
|
//
|
|
lastMCFastCrossOverSlowTime = mcFastCrossOverSlowTime;
|
|
mcFastCrossOverSlowTime = barTime;
|
|
}
|
|
int mcFastCrossOverSlowBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
mcFastCrossOverSlowTime,
|
|
false
|
|
);
|
|
int lastMCFastCrossOverSlowBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
lastMCFastCrossOverSlowTime,
|
|
false
|
|
);
|
|
isMCFastCrossOverSlowValid =
|
|
lastMCFastCrossOverSlowBarIndex - mcFastCrossOverSlowBarIndex > (mcFastMul * marketLen);
|
|
|
|
//
|
|
// Check MC Fast Cross Under Slow ...
|
|
isMCFastCrossUnderSlow =
|
|
xmaStates[1].mcFast < xmaStates[1].mcSlow
|
|
&& !(xmaStates[2].mcFast <= xmaStates[2].mcSlow);
|
|
|
|
//
|
|
// Setting Date Time ...
|
|
if (isMCFastCrossUnderSlow) {
|
|
//
|
|
lastMCFastCrossUnderSlowTime = mcFastCrossUnderSlowTime;
|
|
mcFastCrossUnderSlowTime = barTime;
|
|
}
|
|
int mcFastCrossUnderSlowBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
mcFastCrossUnderSlowTime,
|
|
false
|
|
);
|
|
int lastMCFastCrossUnderSlowBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
lastMCFastCrossUnderSlowTime,
|
|
false
|
|
);
|
|
isMCFastCrossUnderSlowValid =
|
|
lastMCFastCrossUnderSlowBarIndex - mcFastCrossUnderSlowBarIndex > (mcFastMul * marketLen);
|
|
|
|
//
|
|
// Reset Arrays if Cross Over Happens ...
|
|
if (
|
|
isMCFastCrossOverSlow
|
|
// || isMCFastCrossUnderSlow
|
|
) {
|
|
//
|
|
ArrayFree(mcTrendPowers);
|
|
ArrayFree(marketMiddles);
|
|
}
|
|
|
|
//
|
|
double tempMCTrendPowers[];
|
|
if (
|
|
isNewBar
|
|
|| ArraySize(mcTrendPowers) == 0
|
|
) {
|
|
//
|
|
ArrayResize(
|
|
tempMCTrendPowers,
|
|
ArraySize(mcTrendPowers)
|
|
);
|
|
ArrayCopy(
|
|
tempMCTrendPowers,
|
|
mcTrendPowers,
|
|
0,
|
|
0
|
|
);
|
|
|
|
//
|
|
ArrayResize(
|
|
mcTrendPowers,
|
|
ArraySize(mcTrendPowers) + 1
|
|
);
|
|
}
|
|
|
|
//
|
|
double tempMarketMiddles[];
|
|
if (
|
|
isNewBar
|
|
|| ArraySize(marketMiddles) == 0
|
|
) {
|
|
//
|
|
ArrayResize(
|
|
tempMarketMiddles,
|
|
ArraySize(marketMiddles)
|
|
);
|
|
ArrayCopy(
|
|
tempMarketMiddles,
|
|
marketMiddles,
|
|
0,
|
|
0
|
|
);
|
|
|
|
//
|
|
ArrayResize(
|
|
marketMiddles,
|
|
ArraySize(marketMiddles) + 1
|
|
);
|
|
}
|
|
|
|
//
|
|
double mcPow = MathAbs(
|
|
xmaStates[1].mcFast - xmaStates[1].mcSlow
|
|
);
|
|
mcTrendPowers[bar_index] = mcPow;
|
|
ArrayCopy(
|
|
mcTrendPowers,
|
|
tempMCTrendPowers,
|
|
bar_index + 1,
|
|
bar_index
|
|
);
|
|
ArrayFree(tempMCTrendPowers);
|
|
|
|
//
|
|
double marketMiddleage = xmaStates[0].marketMiddleage;
|
|
marketMiddles[bar_index] = marketMiddleage;
|
|
ArrayCopy(
|
|
marketMiddles,
|
|
tempMarketMiddles,
|
|
bar_index + 1,
|
|
bar_index
|
|
);
|
|
ArrayFree(tempMCTrendPowers);
|
|
|
|
//
|
|
XMinMax mcTrendMinMax = GetBufferMinMax(mcTrendPowers);
|
|
XMinMax marketMiddlesMinMax = GetBufferMinMax(marketMiddles);
|
|
|
|
//
|
|
isMCTrendUp =
|
|
xmaStates[1].mcFast > xmaStates[1].mcSlow
|
|
&& xmaStates[2].mcFast > xmaStates[2].mcSlow
|
|
&& xmaStates[3].mcFast > xmaStates[3].mcSlow;
|
|
|
|
//
|
|
isMCTrendDown =
|
|
xmaStates[1].mcFast < xmaStates[1].mcSlow
|
|
&& xmaStates[2].mcFast < xmaStates[2].mcSlow
|
|
&& xmaStates[3].mcFast < xmaStates[3].mcSlow;
|
|
|
|
//
|
|
// Market Middleage Length ...
|
|
int marketMiddleageLength = (int)(marketLen * 1.5);
|
|
|
|
//
|
|
// Check Market Middleage Cross Over MC Fast ...
|
|
isMarketMiddleCrossOverMCFast =
|
|
xmaStates[1].marketMiddleage > xmaStates[1].mcFast
|
|
&& !(xmaStates[2].marketMiddleage >= xmaStates[2].mcFast)
|
|
&& !(xmaStates[3].marketMiddleage >= xmaStates[3].mcFast)
|
|
;
|
|
|
|
//
|
|
// Setting Date Time ...
|
|
if (isMarketMiddleCrossOverMCFast) {
|
|
//
|
|
lastMarketMiddleCrossOverMCFastTime = marketMiddleCrossOverMCFastTime;
|
|
marketMiddleCrossOverMCFastTime = barTime;
|
|
}
|
|
int marketMiddleCrossOverMCFastBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
marketMiddleCrossOverMCFastTime,
|
|
false
|
|
);
|
|
int lastMarketMiddleCrossOverMCFastBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
lastMarketMiddleCrossOverMCFastTime,
|
|
false
|
|
);
|
|
isMarketMiddleCrossOverMCFastValid =
|
|
lastMarketMiddleCrossOverMCFastBarIndex - marketMiddleCrossOverMCFastBarIndex > (marketMiddleageLength);
|
|
|
|
//
|
|
// Check Market Middleage Cross Over MC Slow ...
|
|
isMarketMiddleCrossOverMCSlow =
|
|
xmaStates[1].marketMiddleage > xmaStates[1].mcSlow
|
|
&& !(xmaStates[2].marketMiddleage >= xmaStates[2].mcSlow)
|
|
&& !(xmaStates[3].marketMiddleage >= xmaStates[3].mcSlow)
|
|
;
|
|
|
|
//
|
|
// Setting Date Time ...
|
|
if (isMarketMiddleCrossOverMCSlow) {
|
|
//
|
|
lastMarketMiddleCrossOverMCSlowTime = marketMiddleCrossOverMCSlowTime;
|
|
marketMiddleCrossOverMCSlowTime = barTime;
|
|
}
|
|
int marketMiddleCrossOverMCSlowBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
marketMiddleCrossOverMCSlowTime,
|
|
false
|
|
);
|
|
int lastMarketMiddleCrossOverMCSlowBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
lastMarketMiddleCrossOverMCSlowTime,
|
|
false
|
|
);
|
|
isMarketMiddleCrossOverMCSlowValid =
|
|
lastMarketMiddleCrossOverMCSlowBarIndex - marketMiddleCrossOverMCSlowBarIndex > (marketMiddleageLength);
|
|
|
|
//
|
|
// Check Market Middleage Cross Under MC Fast ...
|
|
isMarketMiddleCrossUnderMCFast =
|
|
xmaStates[1].marketMiddleage < xmaStates[1].mcFast
|
|
&& !(xmaStates[2].marketMiddleage <= xmaStates[2].mcFast)
|
|
&& !(xmaStates[3].marketMiddleage <= xmaStates[3].mcFast)
|
|
;
|
|
|
|
//
|
|
// Setting Date Time ...
|
|
if (isMarketMiddleCrossUnderMCFast) {
|
|
//
|
|
lastMarketMiddleCrossUnderMCFastTime = marketMiddleCrossUnderMCFastTime;
|
|
marketMiddleCrossUnderMCFastTime = barTime;
|
|
}
|
|
int marketMiddleCrossUnderMCFastBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
marketMiddleCrossUnderMCFastTime,
|
|
false
|
|
);
|
|
int lastMarketMiddleCrossUnderMCFastBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
lastMarketMiddleCrossUnderMCFastTime,
|
|
false
|
|
);
|
|
isMarketMiddleCrossUnderMCFastValid =
|
|
lastMarketMiddleCrossUnderMCFastBarIndex - marketMiddleCrossUnderMCFastBarIndex > (marketMiddleageLength);
|
|
|
|
//
|
|
// Check Market Middleage Cross Under MC Slow ...
|
|
isMarketMiddleCrossUnderMCSlow =
|
|
xmaStates[1].marketMiddleage < xmaStates[1].mcSlow
|
|
&& !(xmaStates[2].marketMiddleage <= xmaStates[2].mcSlow)
|
|
&& !(xmaStates[3].marketMiddleage <= xmaStates[3].mcSlow)
|
|
;
|
|
|
|
//
|
|
// Setting Date Time ...
|
|
if (isMarketMiddleCrossUnderMCSlow) {
|
|
//
|
|
lastMarketMiddleCrossUnderMCSlowTime = marketMiddleCrossUnderMCSlowTime;
|
|
marketMiddleCrossUnderMCSlowTime = barTime;
|
|
}
|
|
int marketMiddleCrossUnderMCSlowBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
marketMiddleCrossUnderMCSlowTime,
|
|
false
|
|
);
|
|
int lastMarketMiddleCrossUnderMCSlowBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
lastMarketMiddleCrossUnderMCSlowTime,
|
|
false
|
|
);
|
|
isMarketMiddleCrossUnderMCSlowValid =
|
|
lastMarketMiddleCrossUnderMCSlowBarIndex - marketMiddleCrossUnderMCSlowBarIndex > (marketMiddleageLength);
|
|
|
|
//
|
|
isParabolicCrossOverMarketMiddle =
|
|
xmaStates[1].parabolicSAR > xmaStates[1].marketMiddleage
|
|
&& !(xmaStates[2].parabolicSAR >= xmaStates[2].marketMiddleage);
|
|
|
|
//
|
|
if (isParabolicCrossOverMarketMiddle) {
|
|
//
|
|
lastParabolicCrossOverMarketMiddleTime = parabolicCrossOverMarketMiddleTime;
|
|
parabolicCrossOverMarketMiddleTime = barTime;
|
|
}
|
|
|
|
//
|
|
// Find Distance between two Parabolic Cross ...
|
|
int parabolicCrossOverMarketMiddleBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
parabolicCrossOverMarketMiddleTime,
|
|
false
|
|
);
|
|
int lastParabolicCrossOverMarketMiddleBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
lastParabolicCrossOverMarketMiddleTime,
|
|
false
|
|
);
|
|
isParabolicCrossOverMarketMiddleValid =
|
|
lastParabolicCrossOverMarketMiddleBarIndex - parabolicCrossOverMarketMiddleBarIndex > marketLen;
|
|
|
|
//
|
|
isParabolicCrossUnderMarketMiddle =
|
|
xmaStates[1].parabolicSAR < xmaStates[1].marketMiddleage
|
|
&& !(xmaStates[2].parabolicSAR <= xmaStates[2].marketMiddleage);
|
|
|
|
//
|
|
if (isParabolicCrossUnderMarketMiddle) {
|
|
//
|
|
lastParabolicCrossUnderMarketMiddleTime = parabolicCrossUnderMarketMiddleTime;
|
|
parabolicCrossUnderMarketMiddleTime = barTime;
|
|
}
|
|
|
|
//
|
|
// Find Distance between two Parabolic Cross ...
|
|
int parabolicCrossUnderMarketMiddleBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
parabolicCrossUnderMarketMiddleTime,
|
|
false
|
|
);
|
|
int lastParabolicCrossUnderMarketMiddleBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
lastParabolicCrossUnderMarketMiddleTime,
|
|
false
|
|
);
|
|
isParabolicCrossUnderMarketMiddleValid =
|
|
lastParabolicCrossUnderMarketMiddleTime - parabolicCrossUnderMarketMiddleTime > marketLen;
|
|
|
|
//
|
|
isParabolicTrendUp =
|
|
xmaStates[1].parabolicSAR > xmaStates[1].marketMiddleage
|
|
&& xmaStates[2].parabolicSAR > xmaStates[2].marketMiddleage;
|
|
|
|
//
|
|
isParabolicTrendDown =
|
|
xmaStates[1].parabolicSAR < xmaStates[1].marketMiddleage
|
|
&& xmaStates[2].parabolicSAR < xmaStates[2].marketMiddleage;
|
|
|
|
//
|
|
// Check LC Fast Cross Over Slow ...
|
|
isLCFastCrossOverSlow =
|
|
xmaStates[1].lcFast > xmaStates[1].lcSlow
|
|
&& !(xmaStates[2].lcFast >= xmaStates[2].lcSlow);
|
|
|
|
//
|
|
// Setting Date Time ...
|
|
if (isLCFastCrossOverSlow) {
|
|
//
|
|
lastLCFastCrossOverSlowTime = lcFastCrossOverSlowTime;
|
|
lcFastCrossOverSlowTime = barTime;
|
|
}
|
|
|
|
//
|
|
// Check LC Fast Cross Under Slow ...
|
|
isLCFastCrossUnderSlow =
|
|
xmaStates[1].lcFast < xmaStates[1].lcSlow
|
|
&& !(xmaStates[2].lcFast <= xmaStates[2].lcSlow);
|
|
|
|
//
|
|
// Setting Date Time ...
|
|
if (isLCFastCrossUnderSlow) {
|
|
//
|
|
lastLCFastCrossUnderSlowTime = lcFastCrossUnderSlowTime;
|
|
lcFastCrossUnderSlowTime = barTime;
|
|
}
|
|
|
|
//
|
|
// Check Market Middleage Trends Up ...
|
|
isMarketMiddleageTrendUp =
|
|
xmaStates[0].marketMiddleage > xmaStates[1].marketMiddleage
|
|
&& xmaStates[0].marketMiddleage > xmaStates[2].marketMiddleage
|
|
&& xmaStates[0].marketMiddleage > xmaStates[3].marketMiddleage
|
|
&& xmaStates[1].marketMiddleage > xmaStates[2].marketMiddleage
|
|
&& xmaStates[1].marketMiddleage > xmaStates[3].marketMiddleage
|
|
&& xmaStates[2].marketMiddleage > xmaStates[3].marketMiddleage;
|
|
|
|
//
|
|
// Check Market Middleage Trends Down ...
|
|
isMarketMiddleageTrendDown =
|
|
xmaStates[0].marketMiddleage < xmaStates[1].marketMiddleage
|
|
&& xmaStates[0].marketMiddleage < xmaStates[2].marketMiddleage
|
|
&& xmaStates[0].marketMiddleage < xmaStates[3].marketMiddleage
|
|
&& xmaStates[1].marketMiddleage < xmaStates[2].marketMiddleage
|
|
&& xmaStates[1].marketMiddleage < xmaStates[3].marketMiddleage
|
|
&& xmaStates[2].marketMiddleage < xmaStates[3].marketMiddleage;
|
|
//
|
|
// END XMA Calculations ...
|
|
//
|
|
|
|
//
|
|
// START PRICE Calculations ...
|
|
//
|
|
RefreshRates();
|
|
|
|
//
|
|
// double candleOpen = iOpen(
|
|
// _Symbol,
|
|
// _Period,
|
|
// bar_index
|
|
// );
|
|
|
|
//
|
|
double marketLow[];
|
|
double marketOpen[];
|
|
double marketHigh[];
|
|
double marketClose[];
|
|
ArrayResize(
|
|
marketLow,
|
|
marketLen
|
|
);
|
|
ArrayResize(
|
|
marketOpen,
|
|
marketLen
|
|
);
|
|
ArrayResize(
|
|
marketHigh,
|
|
marketLen
|
|
);
|
|
ArrayResize(
|
|
marketClose,
|
|
marketLen
|
|
);
|
|
for (int i = bar_index; i < marketLen + bar_index - 1; i++) {
|
|
//
|
|
marketLow[i] = iLow(
|
|
_Symbol,
|
|
_Period,
|
|
i
|
|
);
|
|
|
|
//
|
|
marketOpen[i] = iOpen(
|
|
_Symbol,
|
|
_Period,
|
|
i
|
|
);
|
|
|
|
//
|
|
marketHigh[i] = iHigh(
|
|
_Symbol,
|
|
_Period,
|
|
i
|
|
);
|
|
|
|
//
|
|
marketClose[i] = iClose(
|
|
_Symbol,
|
|
_Period,
|
|
i
|
|
);
|
|
}
|
|
|
|
//
|
|
// Retrieve Market Price Actions Min/Max ...
|
|
XMinMax marketLowMinMax = GetBufferMinMax(marketLow);
|
|
XMinMax marketHighMinMax = GetBufferMinMax(marketHigh);
|
|
XMinMax marketOpenMinMax = GetBufferMinMax(marketOpen);
|
|
XMinMax marketCloseMinMax = GetBufferMinMax(marketClose);
|
|
|
|
//
|
|
isSharpBullishHappens = IsSharpBullishHappens(
|
|
bar_index,
|
|
marketLen
|
|
);
|
|
|
|
//
|
|
isSharpBearishHappens = IsSharpBearishHappens(
|
|
bar_index,
|
|
marketLen
|
|
);
|
|
|
|
//
|
|
// LONG Prices ...
|
|
double longEntryPrice = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
|
double longClosePrice = SymbolInfoDouble(_Symbol, SYMBOL_BID);
|
|
double longPriceGap = longClosePrice - longEntryPrice;
|
|
|
|
//
|
|
// SHORT Prices ...
|
|
double shortEntryPrice = SymbolInfoDouble(_Symbol, SYMBOL_BID);
|
|
double shortClosePrice = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
|
double shortPriceGap = shortEntryPrice - shortClosePrice;
|
|
//
|
|
// END PRICE Calculations ...
|
|
//
|
|
|
|
//
|
|
// START Capturing Signal ...
|
|
//
|
|
|
|
//
|
|
// START LONG Signals ...
|
|
//
|
|
//
|
|
// OSC ...
|
|
bool oscHasLongSignal =
|
|
//
|
|
// Check Power OSC Cross Over 0 ...
|
|
oscStates[1].powerOSC > 0
|
|
&& oscStates[2].powerOSC < 0
|
|
&& MathAbs(oscStates[1].powerOSC) > minPowOSC
|
|
&& MathAbs(oscStates[2].powerOSC) > minPowOSC
|
|
//
|
|
// Check MC Market Trending Up ...
|
|
&& xmaStates[1].mcFast > xmaStates[1].mcSlow
|
|
//
|
|
// Check Parabolic below market miidleage ...
|
|
&& xmaStates[1].parabolicSAR < xmaStates[1].marketMiddleage
|
|
&& xmaStates[2].parabolicSAR < xmaStates[2].marketMiddleage
|
|
//
|
|
// Check Parabolic Value bigger than MC Slow ...
|
|
&& xmaStates[1].parabolicSAR > xmaStates[1].mcSlow
|
|
//
|
|
// Check Distance between two Parabolic Cross Under
|
|
// Market Middleage or current barIndex and current Cross is Valid or not ...
|
|
&& (
|
|
isParabolicCrossUnderMarketMiddleValid
|
|
|| parabolicCrossUnderMarketMiddleBarIndex - bar_index > marketLen
|
|
)
|
|
//
|
|
// Check Market Middleage not Max ...
|
|
&& xmaStates[1].marketMiddleage < marketMiddlesMinMax.max
|
|
//
|
|
// Check Entry Price Lower than Market Highest High ...
|
|
&& longEntryPrice < marketHighMinMax.max
|
|
&& MathAbs(longEntryPrice - marketHighMinMax.max) > (5 * _Point)
|
|
//
|
|
// We Have to prevent signaling when a Bullish Sharp occured ...
|
|
&& !isSharpBullishHappens;
|
|
|
|
//
|
|
bool hasLongSignal =
|
|
//
|
|
// OSC Signals ...
|
|
oscHasLongSignal
|
|
;
|
|
//
|
|
// END LONG Signals ...
|
|
//
|
|
|
|
//
|
|
// START SHORT Signals ...
|
|
//
|
|
bool hasShortSignal = false;
|
|
//
|
|
// END SHORT Signals ...
|
|
//
|
|
|
|
//
|
|
// Check Signal Exists regardless of Long or Short ...
|
|
bool hasSignal = hasLongSignal || hasShortSignal;
|
|
|
|
//
|
|
// Prevent from Going forward if there is not a Signal ...
|
|
if (!hasSignal) {
|
|
//
|
|
result.signal = signal;
|
|
return result;
|
|
}
|
|
|
|
//
|
|
totalSignals++;
|
|
|
|
//
|
|
// Define Price Related Variables ...
|
|
//
|
|
double price = 0;
|
|
double priceGap;
|
|
double sl = 0;
|
|
double risk;
|
|
double reward;
|
|
double tp = 0;
|
|
double r2rRatio = r2r;
|
|
|
|
//
|
|
datetime time = iTime(
|
|
_Symbol,
|
|
_Period,
|
|
bar_index
|
|
);
|
|
|
|
//
|
|
// Fill Signal Related Variables ...
|
|
if (hasLongSignal) {
|
|
//
|
|
totalLongSignals++;
|
|
|
|
//
|
|
price = longEntryPrice;
|
|
priceGap = longPriceGap;
|
|
|
|
// //
|
|
// // Setting Up SL Based on Prev Candle ...
|
|
// sl = prevCandleLow;
|
|
|
|
//
|
|
// Setting Up SL Based on Last Market Lowest ...
|
|
sl = GetMarketLowestLow(
|
|
bar_index,
|
|
marketLen
|
|
);
|
|
|
|
// //
|
|
// // Setting Up SL Based on Prev Candle Less Low Price ...
|
|
// sl = GetLowLessCandlePrice(
|
|
// bar_index,
|
|
// price
|
|
// );
|
|
|
|
//
|
|
// if (isSharpBearishHappens) {
|
|
// sl = marketLow[1];
|
|
// }
|
|
|
|
//
|
|
risk = price - sl;
|
|
|
|
// //
|
|
// // here we calculate risk based on candle open ...
|
|
risk = marketOpen[0] - sl;
|
|
|
|
//
|
|
reward = risk * r2rRatio;
|
|
tp = price + reward;
|
|
|
|
//
|
|
// Check TP Touches before add in Market length
|
|
// based on Passed Candles ...
|
|
double passCandleReverseHighestHigh = GetMarketHighestHigh(0, reverseLookupInMarket);
|
|
if (tp > passCandleReverseHighestHigh) {
|
|
tp = passCandleReverseHighestHigh + (5 * _Point);
|
|
}
|
|
|
|
//
|
|
// if (oscHasLongSignal) {
|
|
// tp = price + PipsToPrice(1);
|
|
// }
|
|
|
|
//
|
|
// Check TP based on Spread ...
|
|
if (tp < price + priceGap) {
|
|
tp = tp + priceGap;
|
|
}
|
|
} else if (hasShortSignal) {
|
|
//
|
|
totalShortSignals++;
|
|
|
|
//
|
|
price = shortEntryPrice;
|
|
priceGap = shortPriceGap;
|
|
|
|
// //
|
|
// // Setting Up SL Based On Prev Candle ...
|
|
// sl = prevCandleHigh;
|
|
|
|
// //
|
|
// // Setting Up SL Based on Last Market Highest ...
|
|
// sl = GetMarketHighestHigh(
|
|
// bar_index,
|
|
// marketLen
|
|
// );
|
|
|
|
//
|
|
// Setting Up SL Based on Prev Candle Great High Price ...
|
|
// sl = GetHighGreatCandlePrice(
|
|
// bar_index,
|
|
// price
|
|
// );
|
|
|
|
//
|
|
// Settup SL based On Parabolic SAR ...
|
|
//sl = xmaStates[0].parabolicSAR;
|
|
|
|
//
|
|
risk = sl - price;
|
|
reward = risk * r2r;
|
|
tp = price - reward;
|
|
}
|
|
|
|
//
|
|
// Normalize Prices ...
|
|
price = NormalizeDouble(price, _Digits);
|
|
sl = NormalizeDouble(sl, _Digits);
|
|
tp = NormalizeDouble(tp, _Digits);
|
|
|
|
//
|
|
// Generate Signal Structure ...
|
|
signal.type = hasLongSignal ?
|
|
X_LONG :
|
|
X_SHORT;
|
|
signal.tp = tp;
|
|
signal.sl = 0; // sl;
|
|
signal.time = time;
|
|
signal.symbol = _Symbol;
|
|
signal.entryPrice = price;
|
|
signal.id = totalLongSignals;
|
|
//
|
|
// END Capturing Signal ...
|
|
//
|
|
|
|
//
|
|
// Fill Result ...
|
|
result.hasSignal = hasSignal;
|
|
result.signal = signal;
|
|
result.type = signal.type;
|
|
|
|
//
|
|
// Return Result ...
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// START Signal Verification Functions ...
|
|
//
|
|
//
|
|
// END Signal Verification Functions ...
|
|
//
|
|
|
|
//
|
|
// START Market State Functions ...
|
|
//
|
|
//
|
|
// END Market State Functions ...
|
|
//
|
|
|
|
//
|
|
// Retrieve Signal Bar Index ...
|
|
int GetSignalBarIndex(XSignal &signal) {
|
|
//
|
|
// Temp Result ...
|
|
int result = -1;
|
|
|
|
//
|
|
// Retriev Signal Bar Index ...
|
|
result = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
signal.time
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Generate a Unique ID for Signal ...
|
|
string GenerateSignalTAG(
|
|
const XSignal &signal,
|
|
const string tag,
|
|
const string longSignalLabel,
|
|
const string shortSignalLabel
|
|
) {
|
|
//
|
|
// Generate Propper Label for Signal ...
|
|
string label = signal.type == X_LONG ? longSignalLabel : signal.type == X_SHORT ? shortSignalLabel : "UN_KNOWN";
|
|
|
|
//
|
|
// Generate Unique String Identifier for Signal ...
|
|
string result = tag +
|
|
"_[ID:" + IntegerToString(signal.id) + "]" +
|
|
"_[" + label + "]" +
|
|
"_[" + signal.symbol + "]" +
|
|
"_[Time:" + TimeToStr(signal.time) + "]" +
|
|
"_[TP:" + DoubleToString(signal.tp) + "]" +
|
|
"_[SL:" + DoubleToString(signal.sl) + "]";
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Draw Signal Shapes on Chart ...
|
|
bool DrawSignal(
|
|
const XSignal &signal,
|
|
long chartID = 0,
|
|
int subWindowID = 0,
|
|
const double positionThresholdFactor = 10,
|
|
string signalTag = "X-Signal",
|
|
string longSignalLabel = "X-Long",
|
|
color longSignalColor = clrAqua,
|
|
string shortSignalLabel = "X-Short",
|
|
color shortSignalColor = clrFuchsia
|
|
) {
|
|
//
|
|
// Generate isLongSignal Var ...
|
|
bool isLongSignal = signal.type == X_LONG;
|
|
|
|
//
|
|
// Signal Bar Index ...
|
|
int bar_index = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
signal.time
|
|
);
|
|
|
|
//
|
|
// START Draw Signal Arrow ...
|
|
//
|
|
//
|
|
// Arrow Shape Name ...
|
|
string arrowName = StringConcatenate(signalTag, "_Arrow_", signal.id);
|
|
|
|
//
|
|
// Arrow Price ...
|
|
double arrowPrice = 0;
|
|
if (isLongSignal) {
|
|
//
|
|
arrowPrice = iLow(
|
|
_Symbol,
|
|
_Period,
|
|
bar_index
|
|
);
|
|
|
|
//
|
|
arrowPrice = arrowPrice - (positionThresholdFactor * _Point);
|
|
} else {
|
|
//
|
|
arrowPrice = iHigh(
|
|
_Symbol,
|
|
_Period,
|
|
bar_index
|
|
);
|
|
|
|
//
|
|
arrowPrice = arrowPrice + (positionThresholdFactor * _Point);
|
|
}
|
|
|
|
//
|
|
// Arrow Code ...
|
|
uchar arrowCode = isLongSignal ? SYMBOL_ARROWUP : SYMBOL_ARROWDOWN;
|
|
|
|
//
|
|
// Arrow Anchor Point ...
|
|
ENUM_ARROW_ANCHOR arrowAnchorPoint = isLongSignal ? ANCHOR_BOTTOM : ANCHOR_TOP;
|
|
|
|
//
|
|
// Arrow Color ...
|
|
color arrowColor = isLongSignal ? longSignalColor : shortSignalColor;
|
|
|
|
//
|
|
// Draw Signal Arrow Shape ...
|
|
bool result = DrawArrow(
|
|
chartID,
|
|
arrowName,
|
|
subWindowID,
|
|
signal.time,
|
|
arrowPrice,
|
|
arrowCode,
|
|
arrowAnchorPoint,
|
|
arrowColor,
|
|
STYLE_SOLID,
|
|
3,
|
|
false,
|
|
false,
|
|
false,
|
|
0
|
|
);
|
|
//
|
|
// END Draw Signal Arrow ...
|
|
//
|
|
|
|
//
|
|
// START Draw Signal SL/TP ...
|
|
//
|
|
string slLineName = StringConcatenate(signalTag, "_SL_", signal.id);
|
|
string tpLineName = StringConcatenate(signalTag, "_TP_", signal.id);
|
|
string entryLineName = StringConcatenate(signalTag, "_ENTRY_", signal.id);
|
|
|
|
//
|
|
color slColor = shortSignalColor; // isLongSignal ? shortSignalColor : longSignalColor;
|
|
color tpColor = longSignalColor; // isLongSignal ? shortSignalColor : longSignalColor;
|
|
color entryColor = clrGreen;
|
|
|
|
//
|
|
datetime time1 = iTime(
|
|
_Symbol,
|
|
_Period,
|
|
bar_index + 1
|
|
);
|
|
|
|
//
|
|
// Draw Enrty Price ...
|
|
result = DrawTrendLine(
|
|
chartID,
|
|
entryLineName,
|
|
subWindowID,
|
|
time1,
|
|
signal.entryPrice,
|
|
signal.time,
|
|
signal.entryPrice,
|
|
entryColor,
|
|
STYLE_SOLID,
|
|
2
|
|
);
|
|
|
|
//
|
|
// Draw Signal SL ...
|
|
if (signal.sl > 0) {
|
|
//
|
|
result = DrawTrendLine(
|
|
chartID,
|
|
slLineName,
|
|
subWindowID,
|
|
time1,
|
|
signal.sl,
|
|
signal.time,
|
|
signal.sl,
|
|
slColor,
|
|
STYLE_SOLID,
|
|
2
|
|
);
|
|
}
|
|
|
|
//
|
|
// Draw Signal TP ...
|
|
if (signal.tp > 0) {
|
|
//
|
|
result = DrawTrendLine(
|
|
chartID,
|
|
tpLineName,
|
|
subWindowID,
|
|
time1,
|
|
signal.tp,
|
|
signal.time,
|
|
signal.tp,
|
|
tpColor,
|
|
STYLE_SOLID,
|
|
2
|
|
);
|
|
}
|
|
//
|
|
// END Draw Signal SL/TP ...
|
|
//
|
|
|
|
//
|
|
// Start Draw Signal Label ...
|
|
//
|
|
//
|
|
string labelName = StringConcatenate(signalTag, "_Label_", signal.id);
|
|
|
|
//
|
|
double labelPrice = isLongSignal ? arrowPrice - (positionThresholdFactor * _Point) : arrowPrice + (positionThresholdFactor * _Point);
|
|
|
|
//
|
|
string labelText = isLongSignal ? longSignalLabel : shortSignalLabel;
|
|
|
|
//
|
|
result = DrawText(
|
|
chartID,
|
|
labelName,
|
|
subWindowID,
|
|
signal.time,
|
|
labelPrice,
|
|
labelText,
|
|
"Arial",
|
|
10,
|
|
arrowColor,
|
|
0,
|
|
ANCHOR_CENTER
|
|
);
|
|
//
|
|
// End Draw Signal Label ...
|
|
//
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Trade on Specific Signal ...
|
|
bool TradeSignal(
|
|
XSignal &signal,
|
|
//
|
|
string prefix,
|
|
//
|
|
double volumePercent,
|
|
//
|
|
// Long ...
|
|
const string longSignalLabel,
|
|
const color longSignalColor,
|
|
//
|
|
// Short ...
|
|
const string shortSignalLabel,
|
|
const color shortSignalColor
|
|
) {
|
|
//
|
|
// Temp Result ...
|
|
bool result = false;
|
|
|
|
//
|
|
if (initialBalance == 0) {
|
|
initialBalance = AccountInfoDouble(ACCOUNT_BALANCE);
|
|
}
|
|
|
|
//
|
|
double balance = AccountInfoDouble(ACCOUNT_BALANCE);
|
|
int openPositions = CountOpenTrades();
|
|
double volume = (volumePercent * initialBalance);
|
|
|
|
//
|
|
if (
|
|
signal.type != X_LONG &&
|
|
signal.type != X_SHORT
|
|
) {
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool hasLongSignal = signal.type == X_LONG;
|
|
|
|
//
|
|
// Check TP and Entry Price ...
|
|
if (
|
|
(
|
|
hasLongSignal
|
|
&& signal.entryPrice > signal.tp
|
|
) ||
|
|
(
|
|
!hasLongSignal
|
|
&& signal.entryPrice < signal.tp
|
|
)
|
|
) {
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Order Operation ...
|
|
int operation = hasLongSignal ?
|
|
OP_BUY :
|
|
OP_SELL;
|
|
|
|
//
|
|
// Detect Trade Color ...
|
|
color clr = hasLongSignal ?
|
|
longSignalColor :
|
|
shortSignalColor;
|
|
|
|
//
|
|
// Generate Signal Comment ...
|
|
string label = hasLongSignal ?
|
|
longSignalLabel :
|
|
shortSignalLabel;
|
|
|
|
//
|
|
// Generate Signal Comment ...
|
|
string comment = StringConcatenate(
|
|
prefix,
|
|
"_", signal.id, "_",
|
|
label
|
|
);
|
|
|
|
//
|
|
// Placing Order ...
|
|
int orderTicket = OrderSend(
|
|
_Symbol,
|
|
operation,
|
|
volume,
|
|
signal.entryPrice,
|
|
3,
|
|
signal.sl,
|
|
signal.tp,
|
|
comment,
|
|
signal.id,
|
|
0,
|
|
clr
|
|
);
|
|
|
|
//
|
|
// Draw Signal Shape if Order Opened Successfully ...
|
|
if (orderTicket >= 0) {
|
|
//
|
|
// Here i must to Draw Signal Shapes ...
|
|
DrawSignal(
|
|
signal,
|
|
0,
|
|
0,
|
|
50,
|
|
prefix, // Signal Tag ...
|
|
longSignalLabel, // Long Signal Label ...
|
|
longSignalColor,
|
|
shortSignalLabel, // Short Signal Label ...
|
|
shortSignalColor
|
|
);
|
|
|
|
//
|
|
// TODO: here we have to check if there are another
|
|
// open positions which their entry price is bigger
|
|
// than current signal entry price, for long trades and
|
|
// their tp is high than current tp, ...
|
|
// close in profit trades or modify orders tp to current ...
|
|
//
|
|
if (CountOpenTrades() > 0) {
|
|
//
|
|
// Here we have to
|
|
// ModifyOpenTradesBasedOnCurrentTrade(signal);
|
|
}
|
|
|
|
//
|
|
result = true;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
//
|
|
// END Signal Related Functions ...
|
|
//
|
|
|
|
//
|
|
// START Orders Functions ...
|
|
//
|
|
//
|
|
// Convert To XSignal Model ...
|
|
XSignal OrderToSignal() {
|
|
//
|
|
// Temp Result ...
|
|
XSignal result = {};
|
|
result.type = X_NONE;
|
|
|
|
//
|
|
// Here we can get some usefull info based on selected order ...
|
|
double swap = OrderSwap();
|
|
double lots = OrderLots();
|
|
int ticket = OrderTicket();
|
|
double profit = OrderProfit();
|
|
double stopLoss = OrderStopLoss();
|
|
double openPrice = OrderOpenPrice();
|
|
datetime openTime = OrderOpenTime();
|
|
int magicNumber = OrderMagicNumber();
|
|
double takeProfit = OrderTakeProfit();
|
|
|
|
//
|
|
// find order type ...
|
|
bool isLongOrder = OrderType() == OP_BUY;
|
|
|
|
//
|
|
// Conver Position to Signal ...
|
|
result.sl = stopLoss;
|
|
result.tp = takeProfit;
|
|
result.time = openTime;
|
|
result.symbol = _Symbol;
|
|
result.id = magicNumber;
|
|
result.entryPrice = openPrice;
|
|
result.type = isLongOrder ? X_LONG : X_SHORT;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// START Count Orders ...
|
|
//
|
|
//
|
|
// Count Open Positions ...
|
|
int CountOpenTrades() {
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
// Loop through Orders ...
|
|
for (int i = 0; i < OrdersTotal(); i++) {
|
|
//
|
|
// Select indexed Order ...
|
|
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
|
|
//
|
|
// Check Order ...
|
|
if (OrderSymbol() == _Symbol) {
|
|
result++;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Return Result ...
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Count Open Long Positions ...
|
|
int CountOpenLongTrades() {
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
// Loop through Orders ...
|
|
for (int i = 0; i < OrdersTotal(); i++) {
|
|
//
|
|
// Select indexed Order ...
|
|
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
|
|
//
|
|
// Check Order ...
|
|
if (
|
|
OrderSymbol() == _Symbol
|
|
&& OrderType() == OP_BUY
|
|
) {
|
|
result++;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Return Result ...
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Count Open Short Positions ...
|
|
int CountOpenShortTrades() {
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
// Loop through Orders ...
|
|
for (int i = 0; i < OrdersTotal(); i++) {
|
|
//
|
|
// Select indexed Order ...
|
|
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
|
|
//
|
|
// Check Order ...
|
|
if (
|
|
OrderSymbol() == _Symbol
|
|
&& OrderType() == OP_SELL
|
|
) {
|
|
result++;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Return Result ...
|
|
return result;
|
|
}
|
|
//
|
|
// END Count Orders ...
|
|
//
|
|
|
|
//
|
|
// START Close Orders ...
|
|
//
|
|
//
|
|
// Close All Open Trades ...
|
|
bool CloseAllTrades() {
|
|
//
|
|
// Loop through all Positions ...
|
|
bool result = false;
|
|
for (int i = OrdersTotal(); i >= 0; i--) {
|
|
//
|
|
// Check Order Selected or not ...
|
|
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
|
|
//
|
|
// Check Order Symbol is same as Current Symbol ...
|
|
if (OrderSymbol() == _Symbol) {
|
|
//
|
|
double lots = OrderLots();
|
|
int ticket = OrderTicket();
|
|
|
|
//
|
|
// find order type ...
|
|
bool isLongOrder = OrderType() == OP_BUY;
|
|
|
|
//
|
|
// find close price ...
|
|
double closePrice = isLongOrder ?
|
|
SymbolInfoDouble(_Symbol, SYMBOL_BID) :
|
|
SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
|
|
|
//
|
|
// Since because of equity ...
|
|
// we have to ckose allpositions ...
|
|
bool isOrderClosed = OrderClose(
|
|
ticket,
|
|
lots,
|
|
closePrice,
|
|
clrYellow
|
|
);
|
|
|
|
//
|
|
if (isOrderClosed) {
|
|
//
|
|
LogMessage(
|
|
StringConcatenate(
|
|
"Order [", ticket, "] Closed because of All Trade Closing issue ..."
|
|
)
|
|
);
|
|
}
|
|
|
|
//
|
|
result =
|
|
result
|
|
|| isOrderClosed;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Close All Open Long Trades ...
|
|
bool CloseAllLongTrades() {
|
|
//
|
|
// Loop through all Positions ...
|
|
bool result = false;
|
|
for (int i = OrdersTotal(); i >= 0; i--) {
|
|
//
|
|
// Check Order Selected or not ...
|
|
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
|
|
//
|
|
// Check Order Symbol is same as Current Symbol ...
|
|
if (OrderSymbol() == _Symbol) {
|
|
//
|
|
double lots = OrderLots();
|
|
int ticket = OrderTicket();
|
|
|
|
//
|
|
// find order type ...
|
|
bool isLongOrder = OrderType() == OP_BUY;
|
|
if (isLongOrder) {
|
|
//
|
|
// find close price ...
|
|
double closePrice = isLongOrder ?
|
|
SymbolInfoDouble(_Symbol, SYMBOL_BID) :
|
|
SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
|
|
|
//
|
|
// Since because of equity ...
|
|
// we have to ckose allpositions ...
|
|
bool isOrderClosed = OrderClose(
|
|
ticket,
|
|
lots,
|
|
closePrice,
|
|
clrYellow
|
|
);
|
|
|
|
//
|
|
if (isOrderClosed) {
|
|
//
|
|
LogMessage(
|
|
StringConcatenate(
|
|
"Order [", ticket, "] Closed because of All Long Trade Closing issue ..."
|
|
)
|
|
);
|
|
}
|
|
|
|
//
|
|
result =
|
|
result
|
|
|| isOrderClosed;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Close All Open Short Trades ...
|
|
bool CloseAllShortTrades() {
|
|
//
|
|
// Loop through all Positions ...
|
|
bool result = false;
|
|
for (int i = OrdersTotal(); i >= 0; i--) {
|
|
//
|
|
// Check Order Selected or not ...
|
|
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
|
|
//
|
|
// Check Order Symbol is same as Current Symbol ...
|
|
if (OrderSymbol() == _Symbol) {
|
|
//
|
|
double lots = OrderLots();
|
|
int ticket = OrderTicket();
|
|
|
|
//
|
|
// find order type ...
|
|
bool isLongOrder = OrderType() == OP_BUY;
|
|
if (!isLongOrder) {
|
|
//
|
|
// find close price ...
|
|
double closePrice = isLongOrder ?
|
|
SymbolInfoDouble(_Symbol, SYMBOL_BID) :
|
|
SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
|
|
|
//
|
|
// Since because of equity ...
|
|
// we have to ckose allpositions ...
|
|
bool isOrderClosed = OrderClose(
|
|
ticket,
|
|
lots,
|
|
closePrice,
|
|
clrYellow
|
|
);
|
|
|
|
//
|
|
if (isOrderClosed) {
|
|
//
|
|
LogMessage(
|
|
StringConcatenate(
|
|
"Order [", ticket, "] Closed because of All Short Trade Closing issue ..."
|
|
)
|
|
);
|
|
}
|
|
|
|
//
|
|
result =
|
|
result
|
|
|| isOrderClosed;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Close All In Profit Trades ...
|
|
bool CloseAllInProfitTrades() {
|
|
//
|
|
// Loop through all Positions ...
|
|
bool result = false;
|
|
for (int i = OrdersTotal(); i >= 0; i--) {
|
|
//
|
|
// Check Order Selected or not ...
|
|
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
|
|
//
|
|
// Check Order Symbol is same as Current Symbol ...
|
|
if (OrderSymbol() == _Symbol) {
|
|
//
|
|
double lots = OrderLots();
|
|
int ticket = OrderTicket();
|
|
double profit = OrderProfit();
|
|
|
|
//
|
|
// find order type ...
|
|
bool isLongOrder = OrderType() == OP_BUY;
|
|
|
|
//
|
|
// find close price ...
|
|
double closePrice = isLongOrder ?
|
|
SymbolInfoDouble(_Symbol, SYMBOL_BID) :
|
|
SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
|
|
|
//
|
|
if (profit > 0) {
|
|
//
|
|
// Since because of equity ...
|
|
// we have to ckose allpositions ...
|
|
bool isOrderClosed = OrderClose(
|
|
ticket,
|
|
lots,
|
|
closePrice,
|
|
clrYellow
|
|
);
|
|
|
|
//
|
|
if (isOrderClosed) {
|
|
//
|
|
LogMessage(
|
|
StringConcatenate(
|
|
"Order [", ticket, "] Closed because of InProfit Trade Closing issue ..."
|
|
)
|
|
);
|
|
}
|
|
|
|
//
|
|
result =
|
|
result
|
|
|| isOrderClosed;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Close All In DrawDown Trades ...
|
|
bool CloseAllInDrawDownTrades() {
|
|
//
|
|
// Loop through all Positions ...
|
|
bool result = false;
|
|
for (int i = OrdersTotal(); i >= 0; i--) {
|
|
//
|
|
// Check Order Selected or not ...
|
|
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
|
|
//
|
|
// Check Order Symbol is same as Current Symbol ...
|
|
if (OrderSymbol() == _Symbol) {
|
|
//
|
|
double lots = OrderLots();
|
|
int ticket = OrderTicket();
|
|
double profit = OrderProfit();
|
|
|
|
//
|
|
// find order type ...
|
|
bool isLongOrder = OrderType() == OP_BUY;
|
|
|
|
//
|
|
// find close price ...
|
|
double closePrice = isLongOrder ?
|
|
SymbolInfoDouble(_Symbol, SYMBOL_BID) :
|
|
SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
|
|
|
//
|
|
if (profit < 0) {
|
|
//
|
|
// Since because of equity ...
|
|
// we have to ckose allpositions ...
|
|
bool isOrderClosed = OrderClose(
|
|
ticket,
|
|
lots,
|
|
closePrice,
|
|
clrYellow
|
|
);
|
|
|
|
//
|
|
if (isOrderClosed) {
|
|
//
|
|
LogMessage(
|
|
StringConcatenate(
|
|
"Order [", ticket, "] Closed because of InDrawDown Trade Closing issue ..."
|
|
)
|
|
);
|
|
}
|
|
|
|
//
|
|
result =
|
|
result
|
|
|| isOrderClosed;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Close Biggest In DrawDown Trades ...
|
|
bool CloseBiggestDrawDownTrade() {
|
|
//
|
|
// Loop through all Positions ...
|
|
bool result = false;
|
|
double drawDown = 0;
|
|
|
|
//
|
|
// Find Biggest In DrawDown ...
|
|
for (int i = OrdersTotal(); i >= 0; i--) {
|
|
//
|
|
// Check Order Selected or not ...
|
|
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
|
|
//
|
|
// Check Order Symbol is same as Current Symbol ...
|
|
if (OrderSymbol() == _Symbol) {
|
|
//
|
|
double lots = OrderLots();
|
|
int ticket = OrderTicket();
|
|
double profit = OrderProfit();
|
|
|
|
//
|
|
// find order type ...
|
|
bool isLongOrder = OrderType() == OP_BUY;
|
|
|
|
//
|
|
// find close price ...
|
|
double closePrice = isLongOrder ?
|
|
SymbolInfoDouble(_Symbol, SYMBOL_BID) :
|
|
SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
|
|
|
//
|
|
if (
|
|
profit < 0
|
|
&& MathAbs(profit) > drawDown
|
|
) {
|
|
drawDown = profit;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Close Biggest In DrawDown ...
|
|
for (int i = OrdersTotal(); i >= 0; i--) {
|
|
//
|
|
// Check Order Selected or not ...
|
|
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
|
|
//
|
|
// Check Order Symbol is same as Current Symbol ...
|
|
if (OrderSymbol() == _Symbol) {
|
|
//
|
|
double lots = OrderLots();
|
|
int ticket = OrderTicket();
|
|
double profit = OrderProfit();
|
|
|
|
//
|
|
// find order type ...
|
|
bool isLongOrder = OrderType() == OP_BUY;
|
|
|
|
//
|
|
// find close price ...
|
|
double closePrice = isLongOrder ?
|
|
SymbolInfoDouble(_Symbol, SYMBOL_BID) :
|
|
SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
|
|
|
//
|
|
if (
|
|
profit < 0
|
|
&& MathAbs(profit) >= drawDown
|
|
) {
|
|
//
|
|
// Since because of equity ...
|
|
// we have to ckose allpositions ...
|
|
bool isOrderClosed = OrderClose(
|
|
ticket,
|
|
lots,
|
|
closePrice,
|
|
clrYellow
|
|
);
|
|
|
|
//
|
|
if (isOrderClosed) {
|
|
//
|
|
LogMessage(
|
|
StringConcatenate(
|
|
"Order [", ticket, "] Closed because of Max InDrawDown Trade Closing issue ..."
|
|
)
|
|
);
|
|
}
|
|
|
|
//
|
|
result =
|
|
result
|
|
|| isOrderClosed;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Close All Long Time Trades ...
|
|
bool CloseAllLongTimeTrades(
|
|
const int passedCandles
|
|
) {
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (passedCandles <= 0) {
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int currentBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
TimeCurrent()
|
|
);
|
|
|
|
//
|
|
int openTrades = CountOpenTrades();
|
|
|
|
//
|
|
// Loop through all Positions ...
|
|
for (int i = OrdersTotal(); i >= 0; i--) {
|
|
//
|
|
// Check Order Selected or not ...
|
|
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
|
|
//
|
|
// Check Order Symbol is same as Current Symbol ...
|
|
if (OrderSymbol() == _Symbol) {
|
|
//
|
|
double lots = OrderLots();
|
|
int ticket = OrderTicket();
|
|
double profit = OrderProfit();
|
|
datetime openTime = OrderOpenTime();
|
|
int openBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
openTime
|
|
);
|
|
|
|
//
|
|
if (
|
|
openBarIndex - currentBarIndex >= passedCandles
|
|
|| (
|
|
profit > 0.5
|
|
&& openBarIndex - currentBarIndex >= passedCandles - (passedCandles / 3)
|
|
)
|
|
) {
|
|
//
|
|
// find order type ...
|
|
bool isLongOrder = OrderType() == OP_BUY;
|
|
|
|
//
|
|
// find close price ...
|
|
double closePrice = isLongOrder ?
|
|
SymbolInfoDouble(_Symbol, SYMBOL_BID) :
|
|
SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
|
|
|
//
|
|
// Since because of equity ...
|
|
// we have to ckose allpositions ...
|
|
bool isOrderClosed = OrderClose(
|
|
ticket,
|
|
lots,
|
|
closePrice,
|
|
clrYellow
|
|
);
|
|
|
|
//
|
|
if (isOrderClosed) {
|
|
//
|
|
LogMessage(
|
|
StringConcatenate(
|
|
"Order [", ticket, "] Closed because of Long Time issue ..."
|
|
)
|
|
);
|
|
}
|
|
|
|
//
|
|
result =
|
|
result
|
|
|| isOrderClosed;
|
|
} else if (
|
|
openTrades > 0
|
|
&& openBarIndex - currentBarIndex >= passedCandles - (passedCandles / 2)
|
|
) {
|
|
result = CloseAllInProfitTrades()
|
|
&& CloseBiggestDrawDownTrade();
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Close all trades which passed Maximum Drawdown ...
|
|
bool CloseAllMaximumDrawDownPassedTrades(
|
|
const double maxDrDownPercentPerPTrade
|
|
) {
|
|
//
|
|
if (
|
|
initialBalance <= 0
|
|
|| maxDrDownPercentPerPTrade <= 0
|
|
) {
|
|
return false;
|
|
}
|
|
|
|
//
|
|
// Retrieve Account Balance ...
|
|
double balance = AccountInfoDouble(ACCOUNT_BALANCE);
|
|
double maxAllowedDrawDown = -1 * (initialBalance * maxDrDownPercentPerPTrade);
|
|
|
|
//
|
|
// Loop through all Positions ...
|
|
bool result = false;
|
|
for (int i = OrdersTotal(); i >= 0; i--) {
|
|
//
|
|
// Check Order Selected or not ...
|
|
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
|
|
//
|
|
// Check Order Symbol is same as Current Symbol ...
|
|
if (OrderSymbol() == _Symbol) {
|
|
//
|
|
double lots = OrderLots();
|
|
int ticket = OrderTicket();
|
|
double profit = OrderProfit();
|
|
|
|
//
|
|
if (
|
|
profit < 0
|
|
&& MathAbs(profit) >= MathAbs(maxAllowedDrawDown)
|
|
) {
|
|
//
|
|
// find order type ...
|
|
bool isLongOrder = OrderType() == OP_BUY;
|
|
|
|
//
|
|
// find close price ...
|
|
double closePrice = isLongOrder ?
|
|
SymbolInfoDouble(_Symbol, SYMBOL_BID) :
|
|
SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
|
|
|
//
|
|
// Since because of equity ...
|
|
// we have to ckose allpositions ...
|
|
bool isOrderClosed = OrderClose(
|
|
ticket,
|
|
lots,
|
|
closePrice,
|
|
clrYellow
|
|
);
|
|
|
|
//
|
|
if (isOrderClosed) {
|
|
//
|
|
LogMessage(
|
|
StringConcatenate(
|
|
"Order [", ticket, "] Closed because of Maximum DarwDown issue ..."
|
|
)
|
|
);
|
|
}
|
|
|
|
//
|
|
result =
|
|
result
|
|
|| isOrderClosed;
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Close All Trades Which Opens before Specified Length ...
|
|
bool CloseAllTradesWhichOpenInPastMarketLength(
|
|
const int marketLen
|
|
) {
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
if (marketLen <= 0) {
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int currentBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
TimeCurrent()
|
|
);
|
|
|
|
//
|
|
int openTrades = CountOpenTrades();
|
|
|
|
//
|
|
// Loop through all Positions ...
|
|
for (int i = OrdersTotal(); i >= 0; i--) {
|
|
//
|
|
// Check Order Selected or not ...
|
|
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
|
|
//
|
|
// Check Order Symbol is same as Current Symbol ...
|
|
if (OrderSymbol() == _Symbol) {
|
|
//
|
|
double lots = OrderLots();
|
|
int ticket = OrderTicket();
|
|
double profit = OrderProfit();
|
|
datetime openTime = OrderOpenTime();
|
|
int openBarIndex = iBarShift(
|
|
_Symbol,
|
|
_Period,
|
|
openTime
|
|
);
|
|
|
|
//
|
|
if (openBarIndex <= currentBarIndex + marketLen) {
|
|
//
|
|
// find order type ...
|
|
bool isLongOrder = OrderType() == OP_BUY;
|
|
|
|
//
|
|
// find close price ...
|
|
double closePrice = isLongOrder ?
|
|
SymbolInfoDouble(_Symbol, SYMBOL_BID) :
|
|
SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
|
|
|
//
|
|
// Since because of equity ...
|
|
// we have to ckose allpositions ...
|
|
bool isOrderClosed = OrderClose(
|
|
ticket,
|
|
lots,
|
|
closePrice,
|
|
clrYellow
|
|
);
|
|
|
|
//
|
|
if (isOrderClosed) {
|
|
//
|
|
LogMessage(
|
|
StringConcatenate(
|
|
"Order [", ticket, "] Closed because of Market Reverse issue ..."
|
|
)
|
|
);
|
|
}
|
|
|
|
//
|
|
result =
|
|
result
|
|
|| isOrderClosed;
|
|
} else if (openTrades > 0) {
|
|
//
|
|
// Close all InProfit Trdes and Biggest InDrawDown Trades ...
|
|
result = CloseAllInProfitTrades()
|
|
&& CloseBiggestDrawDownTrade();
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
//
|
|
// END Close Orders ...
|
|
//
|
|
|
|
//
|
|
// START Modify Orders ...
|
|
//
|
|
//
|
|
void ModifyAllPriceLesserOpenTrades(
|
|
const XSignal &signal
|
|
) {
|
|
//
|
|
// Loop through all Open Trades ...
|
|
for (int i = OrdersTotal(); i >= 0; i--) {
|
|
//
|
|
// Check Order Selected or not ...
|
|
if (OrderSelect(i, SELECT_BY_POS, MODE_TRADES)) {
|
|
//
|
|
// Check Order Symbol is same as Current Symbol ...
|
|
if (OrderSymbol() == _Symbol) {
|
|
//
|
|
double lots = OrderLots();
|
|
int ticket = OrderTicket();
|
|
double profit = OrderProfit();
|
|
double stopLoss = OrderStopLoss();
|
|
double openPrice = OrderOpenPrice();
|
|
datetime openTime = OrderOpenTime();
|
|
double takeProfit = OrderTakeProfit();
|
|
|
|
//
|
|
// find order type ...
|
|
bool isLongOrder = OrderType() == OP_BUY;
|
|
|
|
//
|
|
// find close price ...
|
|
double closePrice = isLongOrder ?
|
|
SymbolInfoDouble(_Symbol, SYMBOL_BID) :
|
|
SymbolInfoDouble(_Symbol, SYMBOL_ASK);
|
|
|
|
//
|
|
// When new Signal Comming with price less than
|
|
// currently open trade and tp less than currently
|
|
// open trade, this means a market change happens ...
|
|
// here we can Close InProfit Trades or Modify Trades TP ...
|
|
if (
|
|
openPrice < signal.entryPrice
|
|
&& takeProfit > signal.tp
|
|
) {
|
|
bool result = OrderModify(
|
|
ticket,
|
|
openPrice,
|
|
signal.sl,
|
|
signal.tp,
|
|
clrYellow
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
void ModifyOpenTradesBasedOnCurrentTrade(
|
|
const XSignal &signal
|
|
) {
|
|
//
|
|
ModifyAllPriceLesserOpenTrades(signal);
|
|
}
|
|
//
|
|
// END Modify Orders ...
|
|
//
|
|
//
|
|
// END Orders Functions ...
|
|
//
|