361 lines
7.6 KiB
Plaintext
361 lines
7.6 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL4 XMA Signal 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 library ...
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#include "../Libraries/x-saherelm.lib.mq4"
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//
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// Includes Indicator library ...
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#include "../Libraries/x-saherelm.indicator.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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// START Global Requirement Functions ...
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//
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//
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// XMA Based Signal Conditions ...
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struct XMASCLongSignalConditions {
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//
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datetime scFastCrossUnderSlowTime;
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double crossUnderSCFast;
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double crossUnderSCSlow;
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//
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datetime scFastCrossOverSlowTime;
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double crossOverSCFast;
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double crossOverSCSlow;
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//
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datetime scFastBiggerThanCrossUnderSlowTime;
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};
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//
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static XMASCLongSignalConditions xmaSCLongConds;
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//
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// END Global Requirement Functions ...
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//
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//
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// START Functions ...
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//
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//
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// Check and Fill CC Signal Conditions ...
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void CheckXMASCLongSignalConditions(
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const int bar_index,
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const int marketLen,
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//
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double stp,
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double mxm,
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//
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int scFMult,
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int scSMult,
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//
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int mcFMult,
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int mcSMult
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) {
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//
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XCycleState scs[];
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int positionsMarketLen = bar_index + marketLen;
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//
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// Retrieve Bar Time ...
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datetime barTime = iTime(
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_Symbol,
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_Period,
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bar_index
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);
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//
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// Resize Arrays ...
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ArrayResize(
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scs,
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marketLen
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);
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//
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int index = 0;
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for (int i = bar_index; i < positionsMarketLen; i++) {
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//
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XCycleState sc = GetXMASC(
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i,
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marketLen,
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scFMult,
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scSMult
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);
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scs[index] = sc;
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//
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index++;
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}
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//
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bool isSCFastCrossUnderSlow =
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scs[0].fast < scs[0].slow
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&& !(scs[1].fast <= scs[1].slow)
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;
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bool isSCFastCrossOverSlow =
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scs[0].fast > scs[0].slow
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&& !(scs[1].fast >= scs[1].slow)
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;
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//
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if (
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isSCFastCrossUnderSlow
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&& xmaSCLongConds.scFastCrossUnderSlowTime == 0
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) {
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//
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xmaSCLongConds.crossUnderSCFast = scs[0].fast;
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xmaSCLongConds.crossUnderSCSlow = scs[0].slow;
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xmaSCLongConds.scFastCrossUnderSlowTime = barTime;
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return;
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}
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//
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if (
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isSCFastCrossOverSlow
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&& xmaSCLongConds.scFastCrossUnderSlowTime > 0
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&& xmaSCLongConds.scFastCrossOverSlowTime == 0
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) {
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//
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xmaSCLongConds.crossOverSCFast = scs[0].fast;
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xmaSCLongConds.crossOverSCSlow = scs[0].slow;
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xmaSCLongConds.scFastCrossOverSlowTime = barTime;
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return;
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}
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//
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if (
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xmaSCLongConds.scFastCrossUnderSlowTime > 0
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&& xmaSCLongConds.scFastCrossOverSlowTime > 0
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&& scs[0].fast > xmaSCLongConds.crossUnderSCSlow
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&& xmaSCLongConds.scFastBiggerThanCrossUnderSlowTime == 0
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) {
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//
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xmaSCLongConds.scFastBiggerThanCrossUnderSlowTime = barTime;
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return;
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}
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//
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if (
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isSCFastCrossUnderSlow
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&& xmaSCLongConds.scFastCrossUnderSlowTime > 0
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&& xmaSCLongConds.scFastCrossOverSlowTime > 0
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) {
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//
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ClearXMASCLongSignalConditions();
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return;
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}
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}
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//
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// Convert XMA Long Signal Conditions to XSignal ...
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XSignalRequest GenerateXMASCLongSignal(
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const int bar_index, // Bar Index ...
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const int marketLen, // MarketLength for TP and SL ...
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const double r2r // Risk to Reward ratio ...
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//
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// const double shpDetectMultiplier
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) {
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//
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XSignalRequest result = {};
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//
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result.hasSignal = false;
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result.type = X_SIGNAL_NONE;
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result.provider = X_UNKNOWN_PROVIDER;
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//
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if (!ValidateXMASCLongConditions()) {
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return result;
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}
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//
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// Price Calculations ...
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//
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RefreshRates();
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//
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double entryPrice = SymbolInfoDouble(
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_Symbol,
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SYMBOL_ASK
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);
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//
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double exitPrice = SymbolInfoDouble(
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_Symbol,
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SYMBOL_BID
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);
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//
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double priceGap = MathAbs(entryPrice - exitPrice);
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//
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double ll =
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GetMarketLowestLow(
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bar_index,
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marketLen
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);
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//
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double openPrice = iOpen(
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_Symbol,
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_Period,
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bar_index + 1
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);
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//
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double closePrice = iClose(
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_Symbol,
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_Period,
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bar_index + 1
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);
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// //
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// double sharpDetectValue = shpDetectMultiplier * _Point;
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// double lowPrice = iLow(
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// _Symbol,
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// _Period,
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// bar_index + 1
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// );
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//
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double risk = MathMin(openPrice, closePrice) - ll;
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double reward = risk * r2r;
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//
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double sl = 0;
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double tp = entryPrice + reward;
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//
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datetime barTime = iTime(
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_Symbol,
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_Period,
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bar_index
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);
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//
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result.signal.tp = tp;
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result.signal.sl = sl;
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result.signal.symbol = _Symbol;
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result.signal.type = X_SIGNAL_LONG;
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result.signal.id = totalSignals + 1;
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result.signal.entry = entryPrice;
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result.signal.provider = X_XMA_PROVIDER;
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result.signal.time = barTime;
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//
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result.hasSignal = true;
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result.type = X_SIGNAL_LONG;
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result.provider = X_XMA_PROVIDER;
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//
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return result;
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}
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//
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// Validate XMA Signal Conditions ...
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bool ValidateXMASCLongConditions() {
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//
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bool isConditionsFilled =
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xmaSCLongConds.crossOverSCSlow > 0
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&& xmaSCLongConds.crossOverSCFast > 0
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&& xmaSCLongConds.crossUnderSCFast > 0
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&& xmaSCLongConds.crossUnderSCSlow > 0
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&& xmaSCLongConds.scFastCrossOverSlowTime != 0
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&& xmaSCLongConds.scFastCrossUnderSlowTime != 0
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&& xmaSCLongConds.scFastBiggerThanCrossUnderSlowTime !=0
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;
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//
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bool isBLFilled = false;
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if (isConditionsFilled) {
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//
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isBLFilled =
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xmaSCLongConds.crossOverSCFast > xmaSCLongConds.crossUnderSCSlow
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&& xmaSCLongConds.scFastCrossUnderSlowTime < xmaSCLongConds.scFastCrossOverSlowTime
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;
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}
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//
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bool result =
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isBLFilled
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&& isConditionsFilled
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;
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//
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// Since maybe Conditions Filled but
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// Slope is Negative, for Handling Next Signals and
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// Prevent from infinity loop, here we Clear Signal Conditions ...
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if (
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!result
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&& isConditionsFilled
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) {
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ClearXMASCLongSignalConditions();
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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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// Clear Long Signal Conditions for New One ...
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void ClearXMASCLongSignalConditions() {
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//
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xmaSCLongConds.crossUnderSCFast = 0;
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xmaSCLongConds.crossUnderSCSlow = 0;
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xmaSCLongConds.scFastCrossUnderSlowTime = 0;
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//
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xmaSCLongConds.crossOverSCFast = 0;
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xmaSCLongConds.crossOverSCSlow = 0;
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xmaSCLongConds.scFastCrossOverSlowTime = 0;
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//
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xmaSCLongConds.scFastBiggerThanCrossUnderSlowTime = 0;
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}
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//
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// Check XMA State for Long Signals ...
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bool IsReadyForXMASCLongSignals(
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const XSignal &signal,
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const XState &states[],
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const int marketLen
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) {
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//
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bool result = false;
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//
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result =
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//
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true
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//
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&& states[0].sc.fast > states[0].sc.slow
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&& states[1].sc.fast > states[1].sc.slow
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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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// END Functions ...
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//
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