2523 lines
68 KiB
Plaintext
2523 lines
68 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.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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static bool isNewDay = false;
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//
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static XMAState xmaStates[];
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static XOSCState oscStates[];
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static XMKTState xmktStates[];
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static XSHPDState shpdStates[];
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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 showMMiddle, // Show Market Middle ...
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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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showMMiddle, // Show Market Middle ...
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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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showMMiddle, // Show Market Middle ...
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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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showMMiddle, // Show Market Middle ...
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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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showMMiddle, // Show Market Middle ...
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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 ...
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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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showMMiddle, // Show Market Middle ...
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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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lcFastBufIndex, // Buffer Index ...
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bar_index
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);
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result.lcFast = lcFast;
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//
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// Long Cycle Slow ...
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double lcSlow = 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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showMMiddle, // Show Market Middle ...
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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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lcSlowBufIndex, // Buffer Index ...
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bar_index
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);
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result.lcSlow = lcSlow;
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//
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// END Long Cycle ...
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//
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//
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// START Makret Middleage ...
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//
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//
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// Market Middleage ...
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double marketMiddleage = 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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//
|
|
// Show/Hide Inputs ...
|
|
showPSr, // Show Parabolic SAR ...
|
|
showMMiddle, // Show Market Middle ...
|
|
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 ...
|
|
showMMiddle, // Show Market Middle ...
|
|
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;
|
|
}
|
|
|
|
//
|
|
// Retrieve Market State ...
|
|
XMKTState GetMarketState(
|
|
//
|
|
const int bar_index,
|
|
//
|
|
const int marketLen,
|
|
//
|
|
const bool showHH, // Show Highest High ...
|
|
const color hhColor, // Show Highest High ...
|
|
const ENUM_LINE_STYLE hhStyle, // Show Highest High ...
|
|
//
|
|
const bool showHL, // Show Highest Low ...
|
|
const color hlColor, // Show Highest Low ...
|
|
const ENUM_LINE_STYLE hlStyle, // Show Highest Low ...
|
|
//
|
|
const bool showHO, // Show Highest Open ...
|
|
const color hoColor, // Show Highest Open ...
|
|
const ENUM_LINE_STYLE hoStyle, // Show Highest Open ...
|
|
//
|
|
const bool showHC, // Show Highest Close ...
|
|
const color hcColor, // Show Highest Close ...
|
|
const ENUM_LINE_STYLE hcStyle, // Show Highest Close ...
|
|
//
|
|
const bool showLH, // Show Lowest High ...
|
|
const color lhColor, // Show Lowest High ...
|
|
const ENUM_LINE_STYLE lhStyle, // Show Lowest High ...
|
|
//
|
|
const bool showLL, // Show Lowest Low ...
|
|
const color llColor, // Show Lowest Low ...
|
|
const ENUM_LINE_STYLE llStyle, // Show Lowest Low ...
|
|
//
|
|
const bool showLO, // Show Lowest Open ...
|
|
const color loColor, // Show Lowest Open ...
|
|
const ENUM_LINE_STYLE loStyle, // Show Lowest Open ...
|
|
//
|
|
const bool showLC, // Show Lowest Close ...
|
|
const color lcColor, // Show Lowest Close ...
|
|
const ENUM_LINE_STYLE lcStyle // Show Lowest Close ...
|
|
) {
|
|
//
|
|
XMKTState result = {};
|
|
|
|
//
|
|
int hHBufIndex = 0;
|
|
int hLBufIndex = 1;
|
|
int hOBufIndex = 2;
|
|
int hCBufIndex = 3;
|
|
int lHBufIndex = 4;
|
|
int lLBufIndex = 5;
|
|
int lOBufIndex = 6;
|
|
int lCBufIndex = 7;
|
|
|
|
//
|
|
// START Reading Buffers ...
|
|
//
|
|
//
|
|
// Highest High ...
|
|
double hhValue = iCustom(
|
|
_Symbol,
|
|
_Period,
|
|
xmarketIndicatorName,
|
|
//
|
|
// Inputs ...
|
|
marketLen, // Market Length ...
|
|
//
|
|
// Show/Hide ...
|
|
showHH, // Show Highest High ...
|
|
showHL, // Show Highest Low ...
|
|
showHO, // Show Highest Open ...
|
|
showHC, // Show Highest Close ...
|
|
showLH, // Show Lowest High ...
|
|
showLL, // Show Lowest Low ...
|
|
showLO, // Show Lowest Open ...
|
|
showLC, // Show Lowest Close ...
|
|
//
|
|
// Colors ...
|
|
hhColor, // Show Highest High ...
|
|
hlColor, // Show Highest Low ...
|
|
hoColor, // Show Highest Open ...
|
|
hcColor, // Show Highest Close ...
|
|
lhColor, // Show Lowest High ...
|
|
llColor, // Show Lowest Low ...
|
|
loColor, // Show Lowest Open ...
|
|
lcColor, // Show Lowest Close ...
|
|
//
|
|
// Styles ...
|
|
hhStyle, // Show Highest High ...
|
|
hlStyle, // Show Highest Low ...
|
|
hoStyle, // Show Highest Open ...
|
|
hcStyle, // Show Highest Close ...
|
|
lhStyle, // Show Lowest High ...
|
|
llStyle, // Show Lowest Low ...
|
|
loStyle, // Show Lowest Open ...
|
|
lcStyle, // Show Lowest Close ...
|
|
//
|
|
hHBufIndex, // Buffer Index ...
|
|
bar_index // Bar Index ...
|
|
);
|
|
result.highestHigh = hhValue;
|
|
|
|
//
|
|
// Highest Low ...
|
|
double hlValue = iCustom(
|
|
_Symbol,
|
|
_Period,
|
|
xmarketIndicatorName,
|
|
//
|
|
// Inputs ...
|
|
marketLen, // Market Length ...
|
|
//
|
|
// Show/Hide ...
|
|
showHH, // Show Highest High ...
|
|
showHL, // Show Highest Low ...
|
|
showHO, // Show Highest Open ...
|
|
showHC, // Show Highest Close ...
|
|
showLH, // Show Lowest High ...
|
|
showLL, // Show Lowest Low ...
|
|
showLO, // Show Lowest Open ...
|
|
showLC, // Show Lowest Close ...
|
|
//
|
|
// Colors ...
|
|
hhColor, // Show Highest High ...
|
|
hlColor, // Show Highest Low ...
|
|
hoColor, // Show Highest Open ...
|
|
hcColor, // Show Highest Close ...
|
|
lhColor, // Show Lowest High ...
|
|
llColor, // Show Lowest Low ...
|
|
loColor, // Show Lowest Open ...
|
|
lcColor, // Show Lowest Close ...
|
|
//
|
|
// Styles ...
|
|
hhStyle, // Show Highest High ...
|
|
hlStyle, // Show Highest Low ...
|
|
hoStyle, // Show Highest Open ...
|
|
hcStyle, // Show Highest Close ...
|
|
lhStyle, // Show Lowest High ...
|
|
llStyle, // Show Lowest Low ...
|
|
loStyle, // Show Lowest Open ...
|
|
lcStyle, // Show Lowest Close ...
|
|
//
|
|
hLBufIndex, // Buffer Index ...
|
|
bar_index // Bar Index ...
|
|
);
|
|
result.highestLow = hlValue;
|
|
|
|
//
|
|
// Highest Open ...
|
|
double hoValue = iCustom(
|
|
_Symbol,
|
|
_Period,
|
|
xmarketIndicatorName,
|
|
//
|
|
// Inputs ...
|
|
marketLen, // Market Length ...
|
|
//
|
|
// Show/Hide ...
|
|
showHH, // Show Highest High ...
|
|
showHL, // Show Highest Low ...
|
|
showHO, // Show Highest Open ...
|
|
showHC, // Show Highest Close ...
|
|
showLH, // Show Lowest High ...
|
|
showLL, // Show Lowest Low ...
|
|
showLO, // Show Lowest Open ...
|
|
showLC, // Show Lowest Close ...
|
|
//
|
|
// Colors ...
|
|
hhColor, // Show Highest High ...
|
|
hlColor, // Show Highest Low ...
|
|
hoColor, // Show Highest Open ...
|
|
hcColor, // Show Highest Close ...
|
|
lhColor, // Show Lowest High ...
|
|
llColor, // Show Lowest Low ...
|
|
loColor, // Show Lowest Open ...
|
|
lcColor, // Show Lowest Close ...
|
|
//
|
|
// Styles ...
|
|
hhStyle, // Show Highest High ...
|
|
hlStyle, // Show Highest Low ...
|
|
hoStyle, // Show Highest Open ...
|
|
hcStyle, // Show Highest Close ...
|
|
lhStyle, // Show Lowest High ...
|
|
llStyle, // Show Lowest Low ...
|
|
loStyle, // Show Lowest Open ...
|
|
lcStyle, // Show Lowest Close ...
|
|
//
|
|
hOBufIndex, // Buffer Index ...
|
|
bar_index // Bar Index ...
|
|
);
|
|
result.highestOpen = hoValue;
|
|
|
|
//
|
|
// Highest Close ...
|
|
double hcValue = iCustom(
|
|
_Symbol,
|
|
_Period,
|
|
xmarketIndicatorName,
|
|
//
|
|
// Inputs ...
|
|
marketLen, // Market Length ...
|
|
//
|
|
// Show/Hide ...
|
|
showHH, // Show Highest High ...
|
|
showHL, // Show Highest Low ...
|
|
showHO, // Show Highest Open ...
|
|
showHC, // Show Highest Close ...
|
|
showLH, // Show Lowest High ...
|
|
showLL, // Show Lowest Low ...
|
|
showLO, // Show Lowest Open ...
|
|
showLC, // Show Lowest Close ...
|
|
//
|
|
// Colors ...
|
|
hhColor, // Show Highest High ...
|
|
hlColor, // Show Highest Low ...
|
|
hoColor, // Show Highest Open ...
|
|
hcColor, // Show Highest Close ...
|
|
lhColor, // Show Lowest High ...
|
|
llColor, // Show Lowest Low ...
|
|
loColor, // Show Lowest Open ...
|
|
lcColor, // Show Lowest Close ...
|
|
//
|
|
// Styles ...
|
|
hhStyle, // Show Highest High ...
|
|
hlStyle, // Show Highest Low ...
|
|
hoStyle, // Show Highest Open ...
|
|
hcStyle, // Show Highest Close ...
|
|
lhStyle, // Show Lowest High ...
|
|
llStyle, // Show Lowest Low ...
|
|
loStyle, // Show Lowest Open ...
|
|
lcStyle, // Show Lowest Close ...
|
|
//
|
|
hCBufIndex, // Buffer Index ...
|
|
bar_index // Bar Index ...
|
|
);
|
|
result.highestClose = hcValue;
|
|
|
|
//
|
|
// Lowest High ...
|
|
double lhValue = iCustom(
|
|
_Symbol,
|
|
_Period,
|
|
xmarketIndicatorName,
|
|
//
|
|
// Inputs ...
|
|
marketLen, // Market Length ...
|
|
//
|
|
// Show/Hide ...
|
|
showHH, // Show Highest High ...
|
|
showHL, // Show Highest Low ...
|
|
showHO, // Show Highest Open ...
|
|
showHC, // Show Highest Close ...
|
|
showLH, // Show Lowest High ...
|
|
showLL, // Show Lowest Low ...
|
|
showLO, // Show Lowest Open ...
|
|
showLC, // Show Lowest Close ...
|
|
//
|
|
// Colors ...
|
|
hhColor, // Show Highest High ...
|
|
hlColor, // Show Highest Low ...
|
|
hoColor, // Show Highest Open ...
|
|
hcColor, // Show Highest Close ...
|
|
lhColor, // Show Lowest High ...
|
|
llColor, // Show Lowest Low ...
|
|
loColor, // Show Lowest Open ...
|
|
lcColor, // Show Lowest Close ...
|
|
//
|
|
// Styles ...
|
|
hhStyle, // Show Highest High ...
|
|
hlStyle, // Show Highest Low ...
|
|
hoStyle, // Show Highest Open ...
|
|
hcStyle, // Show Highest Close ...
|
|
lhStyle, // Show Lowest High ...
|
|
llStyle, // Show Lowest Low ...
|
|
loStyle, // Show Lowest Open ...
|
|
lcStyle, // Show Lowest Close ...
|
|
//
|
|
lHBufIndex, // Buffer Index ...
|
|
bar_index // Bar Index ...
|
|
);
|
|
result.lowestHigh = lhValue;
|
|
|
|
//
|
|
// Lowest Low ...
|
|
double llValue = iCustom(
|
|
_Symbol,
|
|
_Period,
|
|
xmarketIndicatorName,
|
|
//
|
|
// Inputs ...
|
|
marketLen, // Market Length ...
|
|
//
|
|
// Show/Hide ...
|
|
showHH, // Show Highest High ...
|
|
showHL, // Show Highest Low ...
|
|
showHO, // Show Highest Open ...
|
|
showHC, // Show Highest Close ...
|
|
showLH, // Show Lowest High ...
|
|
showLL, // Show Lowest Low ...
|
|
showLO, // Show Lowest Open ...
|
|
showLC, // Show Lowest Close ...
|
|
//
|
|
// Colors ...
|
|
hhColor, // Show Highest High ...
|
|
hlColor, // Show Highest Low ...
|
|
hoColor, // Show Highest Open ...
|
|
hcColor, // Show Highest Close ...
|
|
lhColor, // Show Lowest High ...
|
|
llColor, // Show Lowest Low ...
|
|
loColor, // Show Lowest Open ...
|
|
lcColor, // Show Lowest Close ...
|
|
//
|
|
// Styles ...
|
|
hhStyle, // Show Highest High ...
|
|
hlStyle, // Show Highest Low ...
|
|
hoStyle, // Show Highest Open ...
|
|
hcStyle, // Show Highest Close ...
|
|
lhStyle, // Show Lowest High ...
|
|
llStyle, // Show Lowest Low ...
|
|
loStyle, // Show Lowest Open ...
|
|
lcStyle, // Show Lowest Close ...
|
|
//
|
|
lLBufIndex, // Buffer Index ...
|
|
bar_index // Bar Index ...
|
|
);
|
|
result.lowestLow = llValue;
|
|
|
|
//
|
|
// Lowest Open ...
|
|
double loValue = iCustom(
|
|
_Symbol,
|
|
_Period,
|
|
xmarketIndicatorName,
|
|
//
|
|
// Inputs ...
|
|
marketLen, // Market Length ...
|
|
//
|
|
// Show/Hide ...
|
|
showHH, // Show Highest High ...
|
|
showHL, // Show Highest Low ...
|
|
showHO, // Show Highest Open ...
|
|
showHC, // Show Highest Close ...
|
|
showLH, // Show Lowest High ...
|
|
showLL, // Show Lowest Low ...
|
|
showLO, // Show Lowest Open ...
|
|
showLC, // Show Lowest Close ...
|
|
//
|
|
// Colors ...
|
|
hhColor, // Show Highest High ...
|
|
hlColor, // Show Highest Low ...
|
|
hoColor, // Show Highest Open ...
|
|
hcColor, // Show Highest Close ...
|
|
lhColor, // Show Lowest High ...
|
|
llColor, // Show Lowest Low ...
|
|
loColor, // Show Lowest Open ...
|
|
lcColor, // Show Lowest Close ...
|
|
//
|
|
// Styles ...
|
|
hhStyle, // Show Highest High ...
|
|
hlStyle, // Show Highest Low ...
|
|
hoStyle, // Show Highest Open ...
|
|
hcStyle, // Show Highest Close ...
|
|
lhStyle, // Show Lowest High ...
|
|
llStyle, // Show Lowest Low ...
|
|
loStyle, // Show Lowest Open ...
|
|
lcStyle, // Show Lowest Close ...
|
|
//
|
|
lOBufIndex, // Buffer Index ...
|
|
bar_index // Bar Index ...
|
|
);
|
|
result.lowestOpen = loValue;
|
|
|
|
//
|
|
// Lowest Close ...
|
|
double lcValue = iCustom(
|
|
_Symbol,
|
|
_Period,
|
|
xmarketIndicatorName,
|
|
//
|
|
// Inputs ...
|
|
marketLen, // Market Length ...
|
|
//
|
|
// Show/Hide ...
|
|
showHH, // Show Highest High ...
|
|
showHL, // Show Highest Low ...
|
|
showHO, // Show Highest Open ...
|
|
showHC, // Show Highest Close ...
|
|
showLH, // Show Lowest High ...
|
|
showLL, // Show Lowest Low ...
|
|
showLO, // Show Lowest Open ...
|
|
showLC, // Show Lowest Close ...
|
|
//
|
|
// Colors ...
|
|
hhColor, // Show Highest High ...
|
|
hlColor, // Show Highest Low ...
|
|
hoColor, // Show Highest Open ...
|
|
hcColor, // Show Highest Close ...
|
|
lhColor, // Show Lowest High ...
|
|
llColor, // Show Lowest Low ...
|
|
loColor, // Show Lowest Open ...
|
|
lcColor, // Show Lowest Close ...
|
|
//
|
|
// Styles ...
|
|
hhStyle, // Show Highest High ...
|
|
hlStyle, // Show Highest Low ...
|
|
hoStyle, // Show Highest Open ...
|
|
hcStyle, // Show Highest Close ...
|
|
lhStyle, // Show Lowest High ...
|
|
llStyle, // Show Lowest Low ...
|
|
loStyle, // Show Lowest Open ...
|
|
lcStyle, // Show Lowest Close ...
|
|
//
|
|
lCBufIndex, // Buffer Index ...
|
|
bar_index // Bar Index ...
|
|
);
|
|
result.lowestClose = lcValue;
|
|
|
|
//
|
|
// END Reading Buffers ...
|
|
//
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Retrieve XSHPD State ...
|
|
XSHPDState GetXSHPDState(
|
|
//
|
|
const int bar_index,
|
|
//
|
|
const int marketLen,
|
|
//
|
|
const double shpDetectMul, // Sharp Detect Multiplier ...
|
|
const bool drwLbls, // Draw Labels on Founded Sharps ...
|
|
//
|
|
const string shpBullLabel, // Sharp Bullish Label ...
|
|
const color shpBullColor, // Sharp Bullish color ...
|
|
//
|
|
const string shpBearLabel, // Sharp Bearish Label ...
|
|
const color shpBearColor // Sharp Bearish color ...
|
|
) {
|
|
//
|
|
// Temp result ...
|
|
XSHPDState result = {};
|
|
|
|
//
|
|
int sharpBullishBufIndex = 2;
|
|
int sharpBearishBufIndex = 3;
|
|
|
|
//
|
|
double sharpBullishValue = iCustom(
|
|
_Symbol,
|
|
_Period,
|
|
shpdIndicatorName,
|
|
//
|
|
// Inputs ...
|
|
marketLen,
|
|
shpDetectMul,
|
|
drwLbls,
|
|
shpBullLabel,
|
|
shpBullColor,
|
|
shpBearLabel,
|
|
shpBearColor,
|
|
//
|
|
sharpBullishBufIndex, // Buffer Index ...
|
|
bar_index // Bar Index ...
|
|
);
|
|
result.isSharpBullishDetected =
|
|
(int) sharpBullishValue == 1
|
|
? true
|
|
: false;
|
|
|
|
//
|
|
double sharpBearishValue = iCustom(
|
|
_Symbol,
|
|
_Period,
|
|
shpdIndicatorName,
|
|
//
|
|
// Inputs ...
|
|
marketLen,
|
|
shpDetectMul,
|
|
drwLbls,
|
|
shpBullLabel,
|
|
shpBullColor,
|
|
shpBearLabel,
|
|
shpBearColor,
|
|
//
|
|
sharpBearishBufIndex, // Buffer Index ...
|
|
bar_index // Bar Index ...
|
|
);
|
|
result.isSharpBearishDetected =
|
|
(int) sharpBearishValue == 1
|
|
? true
|
|
: false;
|
|
|
|
//
|
|
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 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) + "]" +
|
|
"_[SG:" + signal.comment + "]" +
|
|
"_[" + 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;
|
|
labelText = StringConcatenate(
|
|
labelText,
|
|
"\n",
|
|
signal.comment
|
|
);
|
|
|
|
//
|
|
result = DrawText(
|
|
chartID,
|
|
labelName,
|
|
subWindowID,
|
|
signal.time,
|
|
labelPrice,
|
|
labelText,
|
|
"Arial",
|
|
8,
|
|
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,
|
|
//
|
|
// Define Signal Identifiers ...
|
|
const string oscSignalId, // Signal Identifier ...
|
|
const string xmaSignalId, // Signal Identifier ...
|
|
const string xshpSignalId, // Signal Identifier ...
|
|
const string xmntmSignalId, // Signal Identifier ...
|
|
const string xrsiSignalId // Signal Identifier ...
|
|
) {
|
|
//
|
|
// 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,
|
|
"_", signal.comment
|
|
);
|
|
|
|
//
|
|
// 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) {
|
|
//
|
|
signal.ticket = orderTicket;
|
|
|
|
//
|
|
// 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
|
|
);
|
|
|
|
//
|
|
// Logging Signal Provider ...
|
|
LogMessage(
|
|
StringConcatenate(
|
|
"Order [", orderTicket ,"]: Provided by: ", signal.comment
|
|
)
|
|
);
|
|
|
|
//
|
|
// TODO: Add Exit Strategy ...
|
|
// //
|
|
// if (signal.comment == oscSignalId) {
|
|
// //
|
|
// ArrayResize(
|
|
// oscSignals,
|
|
// ArraySize(oscSignals) + 1
|
|
// );
|
|
|
|
// //
|
|
// oscSignals[ArraySize(oscSignals) - 1] = signal;
|
|
// } else if (signal.comment == xmaSignalId) {
|
|
// //
|
|
// ArrayResize(
|
|
// xmaSignals,
|
|
// ArraySize(xmaSignals) + 1
|
|
// );
|
|
|
|
// //
|
|
// xmaSignals[ArraySize(xmaSignals) - 1] = signal;
|
|
// } else if (signal.comment == xshpSignalId) {
|
|
// //
|
|
// ArrayResize(
|
|
// xshpSignals,
|
|
// ArraySize(xshpSignals) + 1
|
|
// );
|
|
|
|
// //
|
|
// xshpSignals[ArraySize(xshpSignals) - 1] = signal;
|
|
// }
|
|
|
|
//
|
|
// 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 ...
|
|
//
|