This commit is contained in:
2024-05-28 16:24:57 +03:30
parent 4e3cd5a351
commit 651e3d7c1e
4 changed files with 985 additions and 17 deletions
+415 -16
View File
@@ -3398,7 +3398,7 @@ public:
// //
// //
double cPeak = cMarket.pv.GetPeak(0); double cPVPeak = cMarket.pv.GetPeak(0);
double sPeak = sMarket.pv.GetPeak(0); double sPeak = sMarket.pv.GetPeak(0);
double mPeak = mMarket.pv.GetPeak(0); double mPeak = mMarket.pv.GetPeak(0);
double lPeak = lMarket.pv.GetPeak(0); double lPeak = lMarket.pv.GetPeak(0);
@@ -3406,7 +3406,7 @@ public:
// //
double mPeaks[] = { double mPeaks[] = {
cPeak, cPVPeak,
sPeak, sPeak,
mPeak, mPeak,
lPeak, lPeak,
@@ -3418,7 +3418,7 @@ public:
{ {
// //
Remove( Remove(
cPeak, cPVPeak,
mPeaks // mPeaks //
); );
} }
@@ -3440,7 +3440,7 @@ public:
Clean(vales); Clean(vales);
// //
double cVale = cMarket.pv.GetVale(0); double cPVVale = cMarket.pv.GetVale(0);
double sVale = sMarket.pv.GetVale(0); double sVale = sMarket.pv.GetVale(0);
double mVale = mMarket.pv.GetVale(0); double mVale = mMarket.pv.GetVale(0);
double lVale = lMarket.pv.GetVale(0); double lVale = lMarket.pv.GetVale(0);
@@ -3448,7 +3448,7 @@ public:
// //
double mVales[] = { double mVales[] = {
cVale, cPVVale,
sVale, sVale,
mVale, mVale,
lVale, lVale,
@@ -3460,7 +3460,7 @@ public:
{ {
// //
Remove( Remove(
cVale, cPVVale,
mVales // mVales //
); );
} }
@@ -7571,20 +7571,420 @@ private:
bool result = false; bool result = false;
// //
// XDON // XSTR
// XCHE
// XPV // XPV
// XHK // XHK
// XCHE
// XTD // XTD
// XDON
// //
// Conditions ... // Conditions ...
// - [] Candle Crossed Down XDON HL (High Lower); // - [] XPV,XDON: XPV Vale and XDON LL (Low Lower) must be same;
// - [] Candle Crossed Up XDON HL (High Lower); // - [] XDON: Candle Crossed Down XDON HL (High Lower);
// - [] Wait Until XTD Bullish Crossed Up Bearish; // - [] XDON: Candle Crossed Up XDON HL (High Lower);
// - [] When Candle Crossed Up XTD Must in Bearish Mode; // - [] XTD: When Candle Crossed Up XTD Must in Bullish Mode;
// - [] Check CHE Long Exits Exists; // - [] XCHE: Check CHE Long Exits Exists;
// - [] Check STR Trend is Bullish; // - [] XSTR: Check STR Trend is Bullish;
// - [] XPV: Not In Fibo Section Changed;
// - [] XPV: Fibo Level 5 Crossed Using Don HL Crosser Cndle;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
//
// XSTR ...
ENUM_XSTR_TREND_STATES cStrState = cMarket
.str
.GetState(cIndex);
double cStrTrend = cMarket.str.GetTrend(cIndex);
bool isCStrBullish = cStrState == X_STR_BULLISH;
bool isCStrBearish = cStrState == X_STR_BEARISH;
//
ENUM_XSTR_TREND_STATES pStrState = cMarket
.str
.GetState(pIndex);
double pStrTrend = cMarket.str.GetTrend(pIndex);
bool isPStrBullish = pStrState == X_STR_BULLISH;
bool isPStrBearish = pStrState == X_STR_BEARISH;
//
bool isTrendBullish = isCStrBullish;
bool isTrendBearish = isCStrBearish;
//
bool isTrendSwitchedToBullish =
//
isCStrBullish &&
!isPStrBullish
//
;
//
bool isTrendSwitchedToBearish =
//
isCStrBearish &&
!isPStrBearish
//
;
//
// XCHE ...
//
double cCHELongExit1 = cMarket.che.GetLongExit1(cIndex);
double cCHELongExit2 = cMarket.che.GetLongExit2(cIndex);
//
double pCHELongExit1 = cMarket.che.GetLongExit1(pIndex);
double pCHELongExit2 = cMarket.che.GetLongExit2(pIndex);
//
double cCHEShortExit1 = cMarket.che.GetShortExit1(cIndex);
double cCHEShortExit2 = cMarket.che.GetShortExit2(cIndex);
//
double pCHEShortExit1 = cMarket.che.GetShortExit1(pIndex);
double pCHEShortExit2 = cMarket.che.GetShortExit2(pIndex);
//
bool CCHEHasLongExit1 = NotEmpty(cCHELongExit1);
bool CCHEHasLongExit2 = NotEmpty(cCHELongExit2);
//
bool CCHEHasShortExit1 = NotEmpty(cCHEShortExit1);
bool CCHEHasShortExit2 = NotEmpty(cCHEShortExit2);
//
bool PCHEHasLongExit1 = NotEmpty(pCHELongExit1);
bool PCHEHasLongExit2 = NotEmpty(pCHELongExit2);
//
bool PCHEHasShortExit1 = NotEmpty(pCHEShortExit1);
bool PCHEHasShortExit2 = NotEmpty(pCHEShortExit2);
//
bool isCCHEBullish =
//
CCHEHasLongExit1 &&
CCHEHasLongExit2
//
;
//
bool isCCHEBearish =
//
CCHEHasShortExit1 &&
CCHEHasShortExit2
//
;
//
bool isPCHEBullish =
//
PCHEHasLongExit1 &&
PCHEHasLongExit2
//
;
//
bool isPCHEBearish =
//
PCHEHasShortExit1 &&
PCHEHasShortExit2
//
;
//
bool isCHEBullish = isCCHEBullish;
bool isCHEBearish = isCCHEBearish;
bool isCHESwitchedToBullish =
//
isCCHEBullish &&
!isPCHEBullish
//
;
bool isCHESwitchedToBearish =
//
isCCHEBearish &&
!isPCHEBearish
//
;
//
// XPV ...
double cPVPeak = cMarket.pv.GetPeak(cIndex);
double cPVVale = cMarket.pv.GetVale(cIndex);
//
double pPVPeak = cMarket.pv.GetPeak(pIndex);
double pPVVale = cMarket.pv.GetVale(pIndex);
//
double cPVSup = cMarket.pv.GetSupport(cIndex);
double pPVSup = cMarket.pv.GetSupport(pIndex);
//
double cPVRes = cMarket.pv.GetResistance(cIndex);
double pPVRes = cMarket.pv.GetResistance(pIndex);
//
double cPVFib1 = cMarket.pv.GetFib1(cIndex);
double cPVFib2 = cMarket.pv.GetFib2(cIndex);
double cPVFib3 = cMarket.pv.GetFib3(cIndex);
double cPVFib4 = cMarket.pv.GetFib4(cIndex);
double cPVFib5 = cMarket.pv.GetFib5(cIndex);
//
double pPVFib1 = cMarket.pv.GetFib1(pIndex);
double pPVFib2 = cMarket.pv.GetFib2(pIndex);
double pPVFib3 = cMarket.pv.GetFib3(pIndex);
double pPVFib4 = cMarket.pv.GetFib4(pIndex);
double pPVFib5 = cMarket.pv.GetFib5(pIndex);
//
bool isNewPeak = cPVPeak != pPVPeak;
bool isNewPeakUnderLast =
//
isNewPeak &&
cPVPeak < pPVPeak
//
;
bool isNewPeakOverLast =
//
isNewPeak &&
cPVPeak > pPVPeak
//
;
//
bool isNewVale = cPVVale != pPVVale;
bool isNewValeUnderLast =
//
isNewVale &&
cPVVale < pPVVale
//
;
bool isNewValeOverLast =
//
isNewVale &&
cPVVale > pPVVale
//
;
//
bool isFiboIncreased =
//
cPVFib1 > pPVFib1 &&
cPVFib2 > pPVFib2 &&
cPVFib3 > pPVFib3 &&
cPVFib4 > pPVFib4 &&
cPVFib5 > pPVFib5
//
;
//
bool isFiboDecreased =
//
cPVFib1 < pPVFib1 &&
cPVFib2 < pPVFib2 &&
cPVFib3 < pPVFib3 &&
cPVFib4 < pPVFib4 &&
cPVFib5 < pPVFib5
//
;
//
bool isFiboSectionChanged =
//
(isFiboDecreased &&
isNewPeakUnderLast)
//
||
//
(isFiboIncreased &&
isNewValeOverLast)
//
;
//
// XFI ...
//
double cFI = fiHelper.GetMain(cIndex);
double pFI = fiHelper.GetMain(pIndex);
//
bool isCFIOverZero = cFI > 0;
bool isCFIUnderZero = cFI > 0;
//
bool isPFIOverZero = pFI > 0;
bool isPFIUnderZero = pFI > 0;
//
bool isFICrossedOverZero =
//
isCFIOverZero &&
!isPFIOverZero
//
;
//
bool isFICrossedUnderZero =
//
isCFIUnderZero &&
!isPFIUnderZero
//
;
//
// XHK ...
//
XOHCL cSMHKBar;
cMarket.hk.SMAsOHCL(
cSMHKBar,
cIndex //
);
//
XOHCL pSMHKBar;
cMarket.hk.SMAsOHCL(
pSMHKBar,
pIndex //
);
//
bool isCSMHKBullish = cSMHKBar.IsBullish();
bool isCSMHKBearish = cSMHKBar.IsBearish();
//
bool isPSMHKBullish = pSMHKBar.IsBullish();
bool isPSMHKBearish = pSMHKBar.IsBearish();
//
bool isSMHKSwitchedToBullish =
//
isCSMHKBullish &&
isPSMHKBearish
//
;
//
bool isSMHKSwitchedToBearish =
//
isCSMHKBearish &&
isPSMHKBullish
//
;
//
// XTD ...
//
double cTDBullish = tdHelper.GetBullish(cIndex);
double pTDBullish = tdHelper.GetBullish(pIndex);
//
double cTDBearish = tdHelper.GetBearish(cIndex);
double pTDBearish = tdHelper.GetBearish(pIndex);
//
bool isCTDBullish =
//
cTDBullish > cTDBearish
//
;
//
bool isCTDBearish =
//
cTDBearish > cTDBullish
//
;
//
bool isPTDBullish =
//
pTDBullish > pTDBearish
//
;
//
bool isPTDBearish =
//
pTDBearish > pTDBullish
//
;
//
bool isTDBullish = isCTDBullish;
bool isTDBearish = isCTDBearish;
bool isTDSwitchedToBullish =
//
isCTDBullish &&
!isPTDBullish
//
;
bool isTDSwitchedToBearsih =
//
isCTDBearish &&
!isPTDBearish
//
;
//
// XDON ...
//
XOHCL cBar = cMarket.GetBar(cIndex);
XOHCL pBar = cMarket.GetBar(pIndex);
//
double cDONUpperOpen = cMarket.don.GetUpperO(cIndex);
double cDONUpperClose = cMarket.don.GetUpperC(cIndex);
double cDONUpperHigh = cMarket.don.GetUpperH(cIndex);
double cDONUpperLow = cMarket.don.GetUpperL(cIndex);
//
double cDONLowerOpen = cMarket.don.GetLowerO(cIndex);
double cDONLowerClose = cMarket.don.GetLowerC(cIndex);
double cDONLowerHigh = cMarket.don.GetLowerH(cIndex);
double cDONLowerLow = cMarket.don.GetLowerL(cIndex);
//
double pDONUpperOpen = cMarket.don.GetUpperO(pIndex);
double pDONUpperClose = cMarket.don.GetUpperC(pIndex);
double pDONUpperHigh = cMarket.don.GetUpperH(pIndex);
double pDONUpperLow = cMarket.don.GetUpperL(pIndex);
//
double pDONLowerOpen = cMarket.don.GetLowerO(pIndex);
double pDONLowerClose = cMarket.don.GetLowerC(pIndex);
double pDONLowerHigh = cMarket.don.GetLowerH(pIndex);
double pDONLowerLow = cMarket.don.GetLowerL(pIndex);
//
bool isBarCrossedDownDONLowerHigh =
//
cBar.IsBreakDown(pDONLowerHigh)
//
;
//
result =
//
isTrendSwitchedToBullish
//
;
if (result) {
Print("Salam");
}
// //
return result; return result;
@@ -7819,7 +8219,6 @@ private:
// //
; ;
// //
result = result =
// //
@@ -8701,7 +9100,7 @@ private:
bullScore, bullScore,
bearScore // bearScore //
); );
// //
double bearScoreAVG3 = GetBearishScoreAverage(1, 3); double bearScoreAVG3 = GetBearishScoreAverage(1, 3);
double bullScoreAVG100 = GetBullishScoreAverage(1, 100); double bullScoreAVG100 = GetBullishScoreAverage(1, 100);
+1 -1
View File
@@ -40,7 +40,7 @@ bool x121EAAllowShort = true; // Allow Short Trades
int x121EAManageInterval = 0; // Manager Check Intervals Seconds int x121EAManageInterval = 0; // Manager Check Intervals Seconds
int x121EAMaxAllowedPositions = 5; // Max Allowed Positions int x121EAMaxAllowedPositions = 5; // Max Allowed Positions
double x121EAMaxAllowedSpread = 0; // Max Allowed Spred for Opening Trades double x121EAMaxAllowedSpread = 0; // Max Allowed Spred for Opening Trades
double x121EAMinProfitPerTrade = 1; // Min Profit Per Trade based On Volume Factor (Hedge) double x121EAMinProfitPerTrade = 3; // Min Profit Per Trade based On Volume Factor (Hedge)
double x121EAMinProfitPerVolumeFactor = 0.01; // Min Volume Factor for Calculating Profit (Hedge) double x121EAMinProfitPerVolumeFactor = 0.01; // Min Volume Factor for Calculating Profit (Hedge)
double x121EAMaxAllowedDrawdownFactor = 0.002; // Max Allowed Drawdown Factor double x121EAMaxAllowedDrawdownFactor = 0.002; // Max Allowed Drawdown Factor
// //
+309
View File
@@ -0,0 +1,309 @@
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 XFI Oscillator
// ---------------------------------------------
// Name: XFI
// Description: Price Momentum Power Detection
// Market Analysor ...
//
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////
//
// Global Properties ...
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://saherelm.ir"
#property version "1.00"
#property description "SaherElm XFI Oscillator"
#property strict
//
// START Constants ...
//
#define ShortName "XFI"
//
// END Constants ...
//
//
// START Inputs ...
//
input int length = 18; // Length
input ENUM_MA_METHOD method = MODE_SMA; // MA Method
input ENUM_APPLIED_VOLUME appliedTo = VOLUME_TICK; // Applied To
//
// END Inputs ...
//
//
// Includes Common Library ...
#include "../Libraries/x-saherelm.common.lib.mq5"
//
// START Buffers ...
//
#property indicator_separate_window
// #property indicator_chart_window
//
#property indicator_buffers 2
#property indicator_plots 1
// #property indicator_plots 0
//
// FI Buffer ...
#define fiBufferIndex 0
#define fiColorBufferIndex 1
//
double fiBuffer[];
double fiColorBuffer[];
//
#property indicator_label1 "XFI"
#property indicator_type1 DRAW_COLOR_LINE
#property indicator_color1 clrAqua, clrGray, clrFuchsia
#property indicator_style1 STYLE_DOT
#property indicator_width1 1
//
// END Buffers ...
//
//
// START Global Definitions: Variables, Properties and etc ...
//
int fiHandler = INVALID_HANDLE;
//
// END Global Definitions: Variables, Properties and etc ...
//
//
// START Event Handlers ...
//
//
// Initialization ...
int OnInit()
{
//
// Validate Inputs ...
if (!ValidateInputs())
{
return INIT_PARAMETERS_INCORRECT;
}
//
fiHandler = iForce(
_Symbol,
_Period,
length,
method,
appliedTo);
if (fiHandler == INVALID_HANDLE)
{
return INIT_FAILED;
}
//
// Define Index Buffers ...
DefineBuffers();
//
// Set Indicator ShortName ...
SetIndicatorName();
//
// Init Succeed ...
return INIT_SUCCEEDED;
}
//
// DeInitialization ...
void OnDeinit(const int reason)
{
//
// REASON_PROGRAM 0 The EA has stopped working calling the ExpertRemove() function
// REASON_REMOVE 1 Program removed from a chart
// REASON_RECOMPILE 2 Program recompiled
// REASON_CHARTCHANGE 3 A symbol or a chart period is changed
// REASON_CHARTCLOSE 4 Chart closed
// REASON_PARAMETERS 5 Inputs changed by a user
// REASON_ACCOUNT 6 Another account has been activated or reconnection to the trade server has occurred due to changes in the account settings
// REASON_TEMPLATE 7 Another chart template applied
// REASON_INITFAILED 8 The OnInit() handler returned a non-zero value
// REASON_CLOSE 9 Terminal closed
//
// Here we can handle De Initialization Reasons ...
IndicatorRelease(fiHandler);
}
//
// Calculations ...
//
// Calculating what we want ...
int OnCalculate(
//
// total Candles on chart ...
const int rates_total,
//
// total calculated Candles on charts ...
const int prev_calculated,
//
// history of Candles Open Time ...
const datetime &time[],
//
// history of Candles Open Price ...
const double &open[],
//
// history of Candles High Price ...
const double &high[],
//
// history of Candles Low Price ...
const double &low[],
//
// history of Candles Close Price ...
const double &close[],
//
// history of Tick Volumes on Candle ...
const long &tick_volume[],
//
// history of Trade Volumes ...
const long &volume[],
//
// history of Candles Spread Price ...
const int &spread[])
{
//
// Prepare Buffers ...
ArraySetAsSeries(time, true);
ArraySetAsSeries(open, true);
ArraySetAsSeries(high, true);
ArraySetAsSeries(low, true);
ArraySetAsSeries(close, true);
ArraySetAsSeries(tick_volume, true);
ArraySetAsSeries(volume, true);
ArraySetAsSeries(spread, true);
//
// this counts Available Bars ...
int limit;
//
// because in some cases we may have more than one input for
// calculation and we must prevent any calculation
// untill we pass the biggest input length, here we get max Input length
// and then wait until pass it ...
int maxLength = MathMax(0, length);
//
// Check Calculated Bars ...
int fiCalculatedBars = BarsCalculated(fiHandler);
if (fiCalculatedBars < maxLength)
{
return prev_calculated;
}
//
limit = (prev_calculated > rates_total || prev_calculated <= 0) ? rates_total : (rates_total - prev_calculated) + 1;
//
// Buffers Copy ...
int copiedFis = CopyBuffer(fiHandler, 0, 0, limit, fiBuffer);
if (copiedFis <= 0)
{
return prev_calculated;
}
//
// Main Loop ...
for (int i = 0; i < limit && !IsStopped(); i++)
{
//
CalculateBuffers(i);
}
//
return rates_total;
}
//
// END Event Handlers ...
//
//
// START Functions ...
//
//
// Validate Input Args for Initialization ...
bool ValidateInputs()
{
//
bool result = false;
//
// Validate Args ...
if (length >= 2)
{
result = true;
}
//
return result;
}
//
// Define Indexes and Styles ...
void DefineBuffers()
{
//
string fiBufferLabel = "XFI " + "(" + (string)length + ")";
//
// FI Buffer ...
ArraySetAsSeries(fiBuffer, true);
// SetIndexBuffer(fiBufferIndex, fiBuffer, INDICATOR_CALCULATIONS);
SetIndexBuffer(fiBufferIndex, fiBuffer, INDICATOR_DATA);
PlotIndexSetString(fiBufferIndex, PLOT_LABEL, fiBufferLabel);
//
// FI Color Buffer ...
ArraySetAsSeries(fiColorBuffer, true);
SetIndexBuffer(fiColorBufferIndex, fiColorBuffer, INDICATOR_COLOR_INDEX);
// SetIndexBuffer(fiColorBufferIndex, fiColorBuffer, INDICATOR_CALCULATIONS);
}
//
// Set Indicator Short Name and also we can define Buffers Labels ...
void SetIndicatorName()
{
//
string indicatorShortName = "";
StringConcatenate(indicatorShortName, ShortName, "");
//
IndicatorSetString(INDICATOR_SHORTNAME, indicatorShortName);
}
//
// Calculate Buffers ...
void CalculateBuffers(
int bar_index // Selected Bar Index
)
{
//
double iValue = fiBuffer[bar_index];
//
double iColorIndex =
iValue > 0 ? 0 : iValue < 0 ? 2
: 1;
//
// Set Buffer Color Index ...
fiColorBuffer[bar_index] = iColorIndex;
}
//
// END Functions ...
//
+260
View File
@@ -853,6 +853,33 @@ struct XOHCL
return result; return result;
} }
//
bool GetPreviousBar(XOHCL &bar)
{
//
bool result = false;
//
result = IsValid();
if (!result)
{
return result;
}
//
int idx = Index();
//
result = bar.Init(
this.symbol,
this.period,
idx + 1 //
);
//
return result;
}
// //
// Check Bar has Strong Body or Not ... // Check Bar has Strong Body or Not ...
bool HasStrongBody() bool HasStrongBody()
@@ -877,6 +904,239 @@ struct XOHCL
return result; return result;
} }
//
// Bar Must Open Below Prce
// and Close Above it ...
bool IsBreakUp(
double price // a Price to Check Breake
)
{
//
bool result = false;
//
result = HasStrongBody();
if (!result || price <= 0)
{
return result;
}
//
// Select required Prices ...
//
result =
//
close > price &&
open < price;
//
return result;
}
//
// Bar Must Open Above Prce
// and Close Below it ...
bool IsBreakDown(
double price // a Price to Check Breake
)
{
//
bool result = false;
//
result = HasStrongBody();
if (!result || price <= 0)
{
return result;
}
//
// Select required Prices ...
//
result =
//
open > price &&
close < price;
//
return result;
}
//
bool IsBreakOut(
double price, // a Price to Check Breake
bool useHighLow = true // if true using High and Low price for Breakeouts, if not use Open Close
)
{
//
bool result = false;
//
result = HasStrongBody();
if (!result || price <= 0)
{
return result;
}
//
// Select required Prices ...
//
double selectedUp =
useHighLow
? high
: GetUp();
double selectedDown =
useHighLow
? low
: GetDown();
//
result =
//
selectedUp > price &&
selectedDown < price;
//
return result;
}
//
// Check Bar is Inside Previus Bar ...
bool IsInsideBar(
double threshold = 5 // Points Distance between Up and Down
)
{
//
bool result = false;
//
if (threshold < 0)
{
threshold = 0;
}
//
XOHCL pBar;
result = GetPreviousBar(pBar);
if (!result)
{
return result;
}
//
double offset = PointToPrice(threshold, this.symbol);
//
result =
//
pBar.high > this.high &&
pBar.low < this.low &&
MathAbs(pBar.low - this.low) > offset &&
MathAbs(pBar.high - this.high) > offset
//
;
//
return result;
}
//
// Check Bar has Strongest Body in a Range ...
bool HasStrongestBody(
int loopback = 3 // loopback candles to compare it ...
)
{
//
bool result = false;
//
result = IsValid();
if (!result)
{
return result;
}
//
double body = GetBody();
XOHCL prev = this;
for (int i = 0; i < loopback; i++)
{
//
bool isValid = prev.GetPreviousBar(prev);
if (!isValid)
{
//
result = false;
break;
}
//
result =
//
result &&
body > prev.GetBody()
//
;
if (!result)
{
break;
}
}
//
return result;
}
//
// Check Bar has Weakest Body in a Range ...
bool HasWeakestBody(
int loopback = 3 // loopback candles to compare it ...
)
{
//
bool result = false;
//
result = IsValid();
if (!result)
{
return result;
}
//
double body = GetBody();
XOHCL prev = this;
for (int i = 0; i < loopback; i++)
{
//
bool isValid = prev.GetPreviousBar(prev);
if (!isValid)
{
//
result = false;
break;
}
//
result =
//
result &&
body < prev.GetBody()
//
;
if (!result)
{
break;
}
}
//
return result;
}
// //
// Determines Swings based On this Bar ... // Determines Swings based On this Bar ...
// Calculates Based on atleast 3 Bars Prev ... // Calculates Based on atleast 3 Bars Prev ...