saherelm/MQL5Data
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

last ...

Browse Source
This commit is contained in:
saherelm
2025-02-27 18:19:30 +03:30
parent c94bfb2678
commit 09069165f0
6 changed files with 3072 additions and 285 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Documents/BKP/1.mq5
+1217 -165
View File
File diff suppressed because it is too large Load Diff
Libraries/x-saherelm.x-poi.extensions.lib.mq5
+16 -8
View File
@@ -1805,10 +1805,14 @@ int GetLowest(
return result; return result;
} }
//
//
//
/** /**
* Get Oldest Box Index ... * Get Oldest Index ...
* *
* @param source: XBoxZone instance Reference Collection ... * @param source: XConsolidationZone instance Reference Collection ...
* *
* @return ( int ) * @return ( int )
*/ */
@@ -1868,9 +1872,9 @@ int GetOldest(
} }
/** /**
* Get Youngest Box Index ... * Get Youngest Index ...
* *
* @param source: XBoxZone instance Reference Collection ... * @param source: XConsolidationZone instance Reference Collection ...
* *
* @return ( int ) * @return ( int )
*/ */
@@ -1930,9 +1934,9 @@ int GetYoungest(
} }
/** /**
* Get Highest Box Index ... * Get Highest Index ...
* *
* @param source: XBoxZone instance Reference Collection ... * @param source: XConsolidationZone instance Reference Collection ...
* *
* @return ( int ) * @return ( int )
*/ */
@@ -1992,9 +1996,9 @@ int GetHighest(
} }
/** /**
* Get Lowest Box Index ... * Get Lowest Index ...
* *
* @param source: XBoxZone instance Reference Collection ... * @param source: XConsolidationZone instance Reference Collection ...
* *
* @return ( int ) * @return ( int )
*/ */
@@ -2053,6 +2057,10 @@ int GetLowest(
return result; return result;
} }
//
//
//
// //
template <typename T> template <typename T>
void SortZones( void SortZones(
Libraries/x-saherelm.x-poi.state.lib.mq5
+341
View File
@@ -3857,6 +3857,16 @@ int ExtractOBFVGs(
return result; return result;
} }
//
// Extensions Functions ...
//
/**
* Update to Time of Specifiex Collection ...
*
* @param items: XOBFVG instance Collection ...
* @param value: datetime ...
*/
void SpecifiedUpdateTo( void SpecifiedUpdateTo(
XOBFVG &items[], XOBFVG &items[],
datetime value = NULL // datetime value = NULL //
@@ -3880,4 +3890,335 @@ void SpecifiedUpdateTo(
} }
} }
/**
* Converts to XBoxZone ...
*
* @return ( bool )
*/
bool ToBox(
XBoxZone &box,
XOBFVG &item //
)
{
//
bool result = false;
//
result = ToBox(
box,
item.ob //
);
//
return result;
}
/**
* Converts to XBoxZone ...
*
* @return ( bool )
*/
int ToBox(
XOBFVG &source[],
XBoxZone &dest[] //
)
{
//
int result = 0;
//
Clean(dest);
int count = ArraySize(source);
if (!IsValidSize(count))
{
return result;
}
//
for (int i = 0; i < count; i++)
{
//
XOBFVG iZone = source[i];
//
XBoxZone iBox;
bool hasBox = ToBox(
iBox,
iZone //
);
//
if (hasBox)
{
//
AddRef(
iBox,
dest //
);
}
//
iBox.Clean();
iZone.Clean();
}
//
result = ArraySize(dest);
//
return result;
}
//
//
//
/**
* Get Oldest Index ...
*
* @param source: XOBFVG instance Reference Collection ...
*
* @return ( int )
*/
int GetOldest(
XOBFVG &source[] //
)
{
//
int result = -1;
//
int count = ArraySize(source);
if (!IsValidSize(count))
{
return result;
}
//
XBoxZone tmpBoxes[];
int boxesCount = ToBox(
source,
tmpBoxes //
);
if (!IsValidSize(boxesCount))
{
//
Clean(tmpBoxes);
return result;
}
//
XBoxZone selected;
for (int i = 0; i < boxesCount; i++)
{
//
XBoxZone iBox = tmpBoxes[i];
//
bool canSet =
!selected.IsValid()
? true
: selected.from > iBox.from;
if (canSet)
{
//
result = i;
selected = iBox;
}
}
//
Clean(tmpBoxes);
selected.Clean();
//
return result;
}
/**
* Get Youngest Index ...
*
* @param source: XOBFVG instance Reference Collection ...
*
* @return ( int )
*/
int GetYoungest(
XOBFVG &source[] //
)
{
//
int result = -1;
//
int count = ArraySize(source);
if (!IsValidSize(count))
{
return result;
}
//
XBoxZone tmpBoxes[];
int boxesCount = ToBox(
source,
tmpBoxes //
);
if (!IsValidSize(boxesCount))
{
//
Clean(tmpBoxes);
return result;
}
//
XBoxZone selected;
for (int i = 0; i < boxesCount; i++)
{
//
XBoxZone iBox = tmpBoxes[i];
//
bool canSet =
!selected.IsValid()
? true
: selected.from < iBox.from;
if (canSet)
{
//
result = i;
selected = iBox;
}
}
//
Clean(tmpBoxes);
selected.Clean();
//
return result;
}
/**
* Get Highest Index ...
*
* @param source: XOBFVG instance Reference Collection ...
*
* @return ( int )
*/
int GetHighest(
XOBFVG &source[] //
)
{
//
int result = -1;
//
int count = ArraySize(source);
if (!IsValidSize(count))
{
return result;
}
//
XBoxZone tmpBoxes[];
int boxesCount = ToBox(
source,
tmpBoxes //
);
if (!IsValidSize(boxesCount))
{
//
Clean(tmpBoxes);
return result;
}
//
XBoxZone selected;
for (int i = 0; i < boxesCount; i++)
{
//
XBoxZone iBox = tmpBoxes[i];
//
bool canSet =
!selected.IsValid()
? true
: selected.upper < iBox.upper;
if (canSet)
{
//
result = i;
selected = iBox;
}
}
//
Clean(tmpBoxes);
selected.Clean();
//
return result;
}
/**
* Get Lowest Index ...
*
* @param source: XOBFVG instance Reference Collection ...
*
* @return ( int )
*/
int GetLowest(
XOBFVG &source[] //
)
{
//
int result = -1;
//
int count = ArraySize(source);
if (!IsValidSize(count))
{
return result;
}
//
XBoxZone tmpBoxes[];
int boxesCount = ToBox(
source,
tmpBoxes //
);
if (!IsValidSize(boxesCount))
{
//
Clean(tmpBoxes);
return result;
}
//
XBoxZone selected;
for (int i = 0; i < boxesCount; i++)
{
//
XBoxZone iBox = tmpBoxes[i];
//
bool canSet =
!selected.IsValid()
? true
: selected.lower > iBox.lower;
if (canSet)
{
//
result = i;
selected = iBox;
}
}
//
Clean(tmpBoxes);
selected.Clean();
//
return result;
}
// //
X121SMCEA/Signals/x-121.smc.xwz.signal.class.mq5
+205 -94
View File
@@ -69,7 +69,9 @@ class XCX121SMCXWZSignalDetector : public XCBase
XC121SMCCycleHelper *decisionCycleHelper, XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper, XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper, XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper XC121SMCCycleHelper *visionCycleHelper,
//
double maxAllowedSLDistanceInPoint = 300
// //
) )
{ {
@@ -118,14 +120,6 @@ class XCX121SMCXWZSignalDetector : public XCBase
datetime cTime = TimeCurrent(); datetime cTime = TimeCurrent();
double points = GetPoints(symbol); double points = GetPoints(symbol);
//
double pivot = 0;
double point = 0;
double target = 0;
double reward = 0;
double amountPercent = 0;
ENUM_X121SMC_XWZ_PRIORITY priority = X121SMC_XWZ_PRIORITY_NONE;
// //
// Cycles Conditions ... // Cycles Conditions ...
@@ -312,9 +306,22 @@ class XCX121SMCXWZSignalDetector : public XCBase
// //
// Setup Conditions ... // Setup Conditions ...
double sls[];
double pivot = 0;
double point = 0;
double targets[];
double reward = 0;
XOBFVG selectedZone; XOBFVG selectedZone;
double amountPercent = 0;
bool hasPriority = false;
bool hasRewardAmount = false;
bool hasSelectedZone = false; bool hasSelectedZone = false;
bool isSelectedZoneReversal = false; bool isSelectedZoneReversal = false;
bool hasSelectedConsolidationZone = false;
XConsolidationZone selectedConsolidationZone;
ENUM_X_DIRECTION selectedZoneDir = X_DIRECTION_NONE;
ENUM_X121SMC_XWZ_PRIORITY priority = X121SMC_XWZ_PRIORITY_NONE;
ENUM_X121SMC_XWZ_PROVIDERS provider = X121SMC_XWZ_PROVIDER_NONE;
// //
// First We Have to Has Working Zone ... // First We Have to Has Working Zone ...
@@ -328,7 +335,8 @@ class XCX121SMCXWZSignalDetector : public XCBase
zIndex, zIndex,
visionState, visionState,
consolidationState, consolidationState,
analyseState // analyseState,
decisionState //
); );
} }
@@ -352,11 +360,17 @@ class XCX121SMCXWZSignalDetector : public XCBase
zIndex, zIndex,
visionState, visionState,
consolidationState, consolidationState,
analyseState // analyseState,
decisionState //
); );
} }
// //
bool hasWaitingZones = hasWorkingZone &&
workingZone.HasWaitingZones();
//
// Check Conditions if Has Inside Zones ...
bool hasInsideZones = hasWorkingZone && bool hasInsideZones = hasWorkingZone &&
workingZone.HasInsideZones(); workingZone.HasInsideZones();
if (hasInsideZones) if (hasInsideZones)
@@ -398,10 +412,12 @@ class XCX121SMCXWZSignalDetector : public XCBase
// //
hasSelectedZone = selectedZone.IsValid(); hasSelectedZone = selectedZone.IsValid();
provider = X121SMC_XWZ_PROVIDER_PRICE_INSIDE_ZONE;
} }
} }
// //
// Check Conditions if Has Breaked Zones ...
bool hasBreakedZones = hasWorkingZone && bool hasBreakedZones = hasWorkingZone &&
workingZone.HasBreakedZones(); workingZone.HasBreakedZones();
if (hasBreakedZones) if (hasBreakedZones)
@@ -446,21 +462,164 @@ class XCX121SMCXWZSignalDetector : public XCBase
// //
hasSelectedZone = selectedZone.IsValid(); hasSelectedZone = selectedZone.IsValid();
provider = X121SMC_XWZ_PROVIDER_ACTIVATED_ZONE;
} }
} }
} }
// //
// Double Check and Prepare Signal Conditions ...
// including Targets and SLs ...
if (hasSelectedZone) if (hasSelectedZone)
{ {
// //
Print("Has Selected Zone ..."); int idx = -1;
bool has = false;
//
// Check Consolidation Zones for SL Handling ...
selectedZoneDir =
!isSelectedZoneReversal
? selectedZone.GetDirection()
: Opposit(selectedZone.GetDirection());
bool isSelectedZonDirBullish = IsBullish(selectedZoneDir);
//
if (isSelectedZoneReversal)
{
provider = X121SMC_XWZ_PROVIDER_ACTIVATED_CHOCH;
}
//
// Calculate Priority ...
hasPriority =
hasWorkingZone &&
workingZone
.DetectPriority(
priority,
selectedZoneDir,
zIndex,
period //
);
//
// Calculate Risk Reward Ration based on Priority ...
hasRewardAmount = CalculateRiskReward(
priority,
reward,
amountPercent //
);
//
// Calculate Pivot and Point ...
//
pivot =
isSelectedZonDirBullish
? selectedZone.ob.Lower()
: selectedZone.ob.Upper();
//
point =
isSelectedZonDirBullish
? selectedZone.ob.Upper()
: selectedZone.ob.Lower();
//
// Detect Targets ...
DetectSelectedZonesTargets(
targets,
selectedZone,
selectedZoneDir,
priority,
workingZone,
zIndex //
);
//
// Detect SLs ...
double iAtr = decisionXConditions.atrBuffer[0];
iAtr *= 1.5;
//
// Default SL is Pivot ...
if (pivot > 0)
{
//
Add(
pivot,
sls //
);
//
double iSL = iAtr * pivot;
Add(
iSL,
sls //
);
}
//
DetectSelectedZoneSLCandidates(
sls,
selectedZone,
selectedZoneDir,
workingZone,
zIndex,
maxAllowedSLDistanceInPoint //
);
//
// Summaries Conditions ...
result =
pivot > 0 &&
point > 0 &&
hasPriority &&
hasRewardAmount &&
HasDirection(selectedZoneDir);
if (result)
{
//
isBullish = IsBullish(selectedZoneDir);
isBearish = IsBearish(selectedZoneDir);
//
Copy(
sls,
mConditions.sls //
);
Copy(
targets,
mConditions.targets //
);
//
mConditions.pivot = pivot;
mConditions.point = point;
mConditions.reward = reward;
mConditions.setupTime = cTime;
mConditions.priority = priority;
mConditions.provider = provider;
mConditions.dir = selectedZoneDir;
mConditions.signalZone = selectedZone;
mConditions.amountPercent = amountPercent;
}
//
// Cleanup Resources ...
//
Clean(sls);
Clean(targets);
selectedZone.Clean();
selectedConsolidationZone.Clean();
} }
// //
UpdateTo(cTime); UpdateTo(cTime);
// //
// Draw Working Zone ...
if (hasWorkingZone) if (hasWorkingZone)
{ {
// //
@@ -478,9 +637,6 @@ class XCX121SMCXWZSignalDetector : public XCBase
); );
} }
//
return false;
// //
// Cleanup Resources ... // Cleanup Resources ...
@@ -515,7 +671,6 @@ class XCX121SMCXWZSignalDetector : public XCBase
consolidationXConditions.Clean(); consolidationXConditions.Clean();
// //
// mConditions.Clean();
consolidationZBar.Clean(); consolidationZBar.Clean();
// //
@@ -528,9 +683,6 @@ class XCX121SMCXWZSignalDetector : public XCBase
// //
X121SMCStrategyXWZSignalConditions &conditions, X121SMCStrategyXWZSignalConditions &conditions,
// //
string _symbol,
ENUM_TIMEFRAMES _period,
//
XC121SMCCycleHelper *decisionCycleHelper, XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper, XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper, XC121SMCCycleHelper *consolidationCycleHelper,
@@ -587,9 +739,6 @@ class XCX121SMCXWZSignalDetector : public XCBase
datetime cTime = TimeCurrent(); datetime cTime = TimeCurrent();
double points = GetPoints(symbol); double points = GetPoints(symbol);
//
double sls[];
// //
// Cycles Conditions ... // Cycles Conditions ...
@@ -662,95 +811,57 @@ class XCX121SMCXWZSignalDetector : public XCBase
X121Conditions analyseXConditions = analyseConditions.x121Conditions; X121Conditions analyseXConditions = analyseConditions.x121Conditions;
// //
// Check Signal Validation ... double iAtr = decisionXConditions.atrBuffer[1];
iAtr *= 1.5;
// //
XOHCL cBar; // Check Signal Validation ...
bool isInited = cBar.Init( // IMPORTANT: since all Validations done in SetUp Process ...
conditions.symbol, // here we only Execute Signal ...
conditions.period,
cIndex // //
); result = isBullish ||
XOHCL pBar; isBearish;
isInited =
isInited && //
cBar.GetPreviousBar(pBar); if (result)
bool isLowerBreaked =
//
isInited &&
cBar.high < conditions.point &&
pBar.high >= conditions.point
//
;
bool isUpperBreaked =
//
isInited &&
cBar.low > conditions.point &&
pBar.low <= conditions.point
//
;
bool isZoneBreaked =
(isBullish &&
isLowerBreaked) ||
(isBearish &&
isUpperBreaked);
result = !isZoneBreaked;
if (!result)
{ {
// //
cBar.Clean(); // Retrieve Entry Price ...
pBar.Clean(); double entry = GetEntry(
conditions.Clean(); conditions.symbol,
setupDir //
);
// //
Clean(decisionPoiEvents); // Select and Apply SL ...
Clean(decisionCycleEvents);
// //
decisionState.Clean(); double slsMin = GetMin(conditions.sls);
decisionConditions.Clean(); double slsMax = GetMax(conditions.sls);
decisionXConditions.Clean();
// //
Clean(analysePoiEvents); double longSL = slsMin;
Clean(analyseCycleEvents); double shortSL = slsMax;
//
double sl = isBullish
? longSL
: shortSL;
//
conditions.sl = sl;
conditions.triggerTime = cTime;
conditions.type = isBullish
? X_POSITION_TYPE_LONG
: X_POSITION_TYPE_SHORT;
// //
analyseState.Clean();
analyseConditions.Clean();
analyseXConditions.Clean();
} }
//
cBar.Clean();
pBar.Clean();
//
double bullishScore = 0;
double bearishScore = 0;
decisionXConditions.GenerateScore(
bullishScore,
bearishScore //
);
bool isBullishScorePassed =
isBullish &&
bullishScore > (bearishScore * 1.5);
bool isBearishScorePassed =
isBearish &&
bearishScore > (bullishScore * 1.5);
bool isScorePassed = isBullishScorePassed ||
isBearishScorePassed;
//
// Base SL Used Pivot of Conditions ...
// //
// Cleanup ... // Cleanup ...
//
cBar.Clean();
pBar.Clean();
// //
Clean(decisionPoiEvents); Clean(decisionPoiEvents);
Clean(decisionCycleEvents); Clean(decisionCycleEvents);
X121SMCEA/Signals/x-121.smc.xwz.signal.lib.mq5
+1291 -14
View File
File diff suppressed because it is too large Load Diff
X121SMCEA/Strategy/x-121.smc.strategy.class.mq5
-2
View File
@@ -592,8 +592,6 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
canTrigger = mXWZSignalDetector canTrigger = mXWZSignalDetector
.DetectSignalTrigger( .DetectSignalTrigger(
mTmpConditions[i], mTmpConditions[i],
symbol,
period,
mDecisionCycleHelper, mDecisionCycleHelper,
mAnalyseCycleHelper, mAnalyseCycleHelper,
mConsolidationCycleHelper, mConsolidationCycleHelper,