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This commit is contained in:
saherelm
2024-11-05 04:34:58 +03:30
parent 8928cebb97
commit 6e8768e6eb
12 changed files with 1589 additions and 202 deletions
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Classes/x-saherelm.x-chart-objects.class.mq5
+212
View File
@@ -41,6 +41,7 @@ enum ENUM_XCHARTOBJECTS
X_BAR_ARROW_OBJ = 7862,
//
X_SIGNAL_OBJ = 8860,
X_TREND_OBJ = 8861,
//
// Structured ...
X_TRADE_DAY_OBJ = 9860,
@@ -1941,3 +1942,214 @@ class XCBearishFVGObject : public XCZoneObject
};
//
//
// XTrend ...
class XCTrendObject : public XCBaseObject
{
//
public:
//
//
// Constructor ...
void XCTrendObject()
{
}
//
// Deconstructor ...
void ~XCTrendObject()
{
//
Clean(mSwingLows);
Clean(mSwingHighs);
//
mTrend.Delete();
}
bool CreateByTrend(
long chart_id,
const int window,
XTrend &trend //
)
{
//
bool result = false;
//
result = trend.IsValid();
if (!result)
{
return result;
}
//
string name = trend.GetTag();
string nameHash = ToMD5(name);
//
int swingLowsCount = ArraySize(trend.swingLows);
int swingHighsCount = ArraySize(trend.swingHighs);
//
double price1 = 0;
double price2 = 0;
datetime from = NULL;
if (trend.isBullish)
{
//
from = trend.swingLows[0].time;
price1 = trend.swingLows[0].GetDown();
price2 = trend.swingLows[swingLowsCount - 1].GetDown();
}
else
{
//
from = trend.swingHighs[0].time;
price1 = trend.swingHighs[0].GetUp();
price2 = trend.swingHighs[swingHighsCount - 1].GetUp();
}
//
string trendName = name;
result = mTrend.Create(
chart_id,
trendName,
window,
from,
price1,
trend.at,
price2 //
);
if (!result)
{
return result;
}
//
mTrend.Width(1);
color clrTrend = trend.isBullish
? clrAqua
: trend.isBearish
? clrMagenta
: clrGray;
mTrend.Color(clrTrend);
mTrend.Style(STYLE_SOLID);
//
int arrowCode = 108;
if (trend.isBullish)
{
//
for (int i = 0; i < swingLowsCount; i++)
{
//
XOHCL iBar = trend.swingLows[i];
//
string iName = "XSPL_" + nameHash;
//
XCSwingLowObject iObj;
result = iObj.CreateBySwing(
chart_id,
iName,
window,
iBar,
arrowCode //
);
if (!result)
{
break;
}
//
iObj.ArrowWidth(5);
iObj.ArrowColor(clrAqua);
iObj.ArrowAnchor(ANCHOR_TOP);
//
AddRef(
iObj,
mSwingLows //
);
}
}
else if (trend.isBearish)
{
//
for (int i = 0; i < swingHighsCount; i++)
{
//
XOHCL iBar = trend.swingHighs[i];
//
string iName = "XSPH_" + nameHash;
//
XCSwingHighObject iObj;
result = iObj.CreateBySwing(
chart_id,
iName,
window,
iBar,
arrowCode //
);
if (!result)
{
break;
}
//
iObj.ArrowWidth(5);
iObj.ArrowColor(clrMagenta);
iObj.ArrowAnchor(ANCHOR_BOTTOM);
//
AddRef(
iObj,
mSwingHighs //
);
}
}
//
if (result)
{
ObjName(name);
}
else
{
//
mTrend.Delete();
Clean(mSwingLows);
Clean(mSwingHighs);
}
//
return result;
}
/**
* Retrieve Object Type ...
*
* @return ( ENUM_XCHARTOBJECTS )
*/
virtual ENUM_XCHARTOBJECTS Type()
{
return X_TREND_OBJ;
}
//
private:
//
CChartObjectTrend mTrend;
XCSwingLowObject mSwingLows[];
XCSwingHighObject mSwingHighs[];
//
};
//
Classes/x-saherelm.xexpert.class.mq5
+51 -8
View File
@@ -731,6 +731,25 @@ class XCBaseExpert : public XSCBaseAlert
{
}
//
// Time Handlers ...
virtual void HandleOnNewMonth()
{
}
virtual void HandleOnNewWeek()
{
}
virtual void HandleOnNewDay()
{
}
virtual void HandleOnNewHour()
{
}
/**
* Generate Identifier Tag ...
*
@@ -798,8 +817,13 @@ class XCBaseExpert : public XSCBaseAlert
{
//
// Monthly Report ....
if (mReportNewMonths &&
mTimeTracker.IsNewMonth())
if (mTimeTracker.IsNewMonth())
{
//
HandleOnNewMonth();
//
if (mReportNewMonths)
{
//
string msg = "New Month ...";
@@ -807,11 +831,17 @@ class XCBaseExpert : public XSCBaseAlert
//
Alert(msg);
}
}
//
// Weekly Report ....
if (mReportNewWeeks &&
mTimeTracker.IsNewWeek())
if (mTimeTracker.IsNewWeek())
{
//
HandleOnNewWeek();
//
if (mReportNewWeeks)
{
//
string msg = "New Week ...";
@@ -819,11 +849,17 @@ class XCBaseExpert : public XSCBaseAlert
//
Alert(msg);
}
}
//
// Daily Report ....
if (mReportNewDays &&
mTimeTracker.IsNewDay())
if (mTimeTracker.IsNewDay())
{
//
HandleOnNewDay();
//
if (mReportNewDays)
{
//
string msg = "New Day ...";
@@ -831,11 +867,17 @@ class XCBaseExpert : public XSCBaseAlert
//
Alert(msg);
}
}
//
// Hourly Report ....
if (mReportNewHours &&
mTimeTracker.IsNewHour())
if (mTimeTracker.IsNewHour())
{
//
HandleOnNewHour();
//
if (mReportNewHours)
{
//
string msg = "New Hour ...";
@@ -844,6 +886,7 @@ class XCBaseExpert : public XSCBaseAlert
Alert(msg);
}
}
}
//
private:
Documents/BKP/121.smc.strategy.tmp.mq5
+116
View File
@@ -1129,3 +1129,119 @@
//
result = isConditionReadyForDemand ||
isConditionReadyForSupply;
//////////////////////////////////////////////////////////////////
//
// Detect Trend ...
// //
// bool d1HasBullishTrend = HasBullishTrend(_1DState);
// bool d1HasBearishTrend = HasBearishTrend(_1DState);
// //
// bool h4HasBullishTrend = HasBullishTrend(_4HState);
// bool h4HasBearishTrend = HasBearishTrend(_4HState);
// //
// bool m15HasBullishTrend = HasBullishTrend(_15MState);
// bool m15HasBearishTrend = HasBearishTrend(_15MState);
// //
// bool m5HasBullishTrend = HasBullishTrend(_5MState);
// bool m5HasBearishTrend = HasBearishTrend(_5MState);
// //
// bool m1HasBullishTrend = HasBullishTrend(_1MState);
// bool m1HasBearishTrend = HasBearishTrend(_1MState);
// //
// bool isBullishTrendValid = m15HasBullishTrend &&
// m5HasBullishTrend;
// //
// bool isBearishTrendValid = m15HasBearishTrend &&
// m5HasBearishTrend;
// //
// if (isBullishTrendValid)
// {
// Print("isBullishTrendValid");
// }
// //
// if (isBearishTrendValid)
// {
// Print("isBearishTrendValid");
// }
// //
// XOHCL tmpSWH[];
// XOHCL tmpSWL[];
// //
// XOHCL m15Bar;
// result = m15Bar.Init(
// _symbol,
// PERIOD_M15,
// cIndex //
// );
// if (!result)
// {
// return result;
// }
// bool m15HasBullishTrend =
// m15Bar.HasBullishTrend(
// tmpSWH,
// tmpSWL,
// true //
// );
// bool m15HasBearishTrend =
// m15Bar.HasBearishTrend(
// tmpSWH,
// tmpSWL,
// true //
// );
// //
// XOHCL m5Bar;
// result = m5Bar.Init(
// _symbol,
// PERIOD_M5,
// cIndex //
// );
// if (!result)
// {
// return result;
// }
// bool m5HasBullishTrend =
// m5Bar.HasBullishTrend(
// tmpSWH,
// tmpSWL //
// );
// bool m5HasBearishTrend =
// m5Bar.HasBearishTrend(
// tmpSWH,
// tmpSWL //
// );
// //
// bool hasBullishTrend =
// m15HasBullishTrend &&
// m5HasBullishTrend;
// //
// bool hasBearishTrend =
// m15HasBearishTrend &&
// m5HasBearishTrend;
// //
// if (hasBullishTrend)
// {
// Print("hasBullishTrend");
// }
// //
// if (hasBearishTrend)
// {
// Print("hasBearishTrend");
// }
Documents/BKP/x-121.smc.test.strategy.class copy 2.mq5
BIN
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Documents/BKP/x-121.smc.test.strategy.class copy.mq5
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Libraries/x-saherelm.common.lib.mq5
+277
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@@ -36,6 +36,15 @@ enum ENUM_X_PRICE
X_PRICE_LOW
};
//
enum ENUM_X_DIRECTION
{
X_DIRECTION_ALL,
X_DIRECTION_NONE,
X_DIRECTION_BULLISH,
X_DIRECTION_BEARISH,
};
//
// Swing Types Enum ...
enum ENUM_X_SWING_TYPE
@@ -5038,6 +5047,219 @@ struct XOHCL
}
};
struct XTrend
{
//
string symbol;
ENUM_TIMEFRAMES period;
//
datetime at;
//
XOHCL swingHighs[];
XOHCL swingLows[];
//
bool isBullish;
bool isBearish;
//
void XTrend()
{
Clean();
}
//
// Tools ...
/**
* Initialize ...
*
* @param _symbol: String ...
* @param _period: ENUM_TIMEFRAMES member ...
*
* @return ( bool )
*/
bool Init(
string _symbol,
ENUM_TIMEFRAMES _period = NULL //
)
{
//
bool result = false;
//
NormalizePeriod(_period);
//
result = IsValid(_symbol) &&
IsValid(_period);
if (!result)
{
return result;
}
//
symbol = _symbol;
period = _period;
//
XOHCL bar;
result = bar.Init(
symbol,
period,
0 //
);
if (!result)
{
return result;
}
//
XOHCL tmpBULLSWH[];
XOHCL tmpBULLSWL[];
bool hasBullishTrend = bar.HasBullishTrend(
tmpBULLSWH,
tmpBULLSWL,
true //
);
//
XOHCL tmpBEARSWH[];
XOHCL tmpBEARSWL[];
bool hasBearishTrend = bar.HasBearishTrend(
tmpBEARSWH,
tmpBEARSWL,
true //
);
//
if (hasBullishTrend)
{
//
Copy(
tmpBULLSWH,
swingHighs //
);
//
Copy(
tmpBULLSWL,
swingLows //
);
}
//
else if (hasBearishTrend)
{
//
Copy(
tmpBEARSWH,
swingHighs //
);
//
Copy(
tmpBEARSWL,
swingLows //
);
}
//
if (hasBullishTrend ||
hasBullishTrend)
{
at = TimeCurrent();
}
//
result = IsValid();
//
return result;
}
/**
* Clean ...
*/
void Clean()
{
//
symbol = NULL;
period = NULL;
at = NULL;
//
isBullish = false;
isBearish = false;
//
Clean(swingLows);
Clean(swingHighs);
}
/**
* Validate ...
*
* @return ( bool )
*/
bool IsValid()
{
//
bool result = false;
//
result =
IsValid(symbol) &&
IsValid(period) &&
IsValid(at) &&
(isBullish ||
isBearish) &&
(ArraySize(swingHighs) > 0 ||
ArraySize(swingLows) > 0);
//
return result;
}
/**
* Generate Unique Identifier ...
*
* @return ( string )
*/
string GetTag()
{
//
string result = NULL;
//
if (!IsValid())
{
return result;
}
//
string hash = symbol + "," + ToString(period) + "," + ToFormatString(at);
hash = ToMD5(hash);
//
result =
//
"XTrend_" +
(isBullish ? "Bullish_" : "Bearish_") +
symbol + "_" +
ToString(period) + "_" +
hash
//
;
//
return result;
}
//
};
//
// Tracking Times ...
struct XTimeTracker
@@ -8660,6 +8882,32 @@ MqlDateTime MilliSecondsToStruct(
return result;
}
//
// Converts Hours to Seconds ...
int HoursToSeconds(int value)
{
//
int result = 0;
//
if (value < 0)
{
value = 0;
}
//
if (value == 0)
{
return result;
}
//
result = value * 60 * 60;
//
return result;
}
//
// Retrieve DateTime Structure ...
MqlDateTime GetCurrentTime()
@@ -12972,3 +13220,32 @@ int GetCycleLengthOn(
}
//
// Direction ...
//
bool IsBullish(ENUM_X_DIRECTION value)
{
//
bool result = false;
//
result = value == X_DIRECTION_BULLISH;
//
return result;
}
//
bool IsBearish(ENUM_X_DIRECTION value)
{
//
bool result = false;
//
result = value == X_DIRECTION_BEARISH;
//
return result;
}
//
X121SMCEA/Classes/x-121.smc.base.strategy.class.mq5
+29
View File
@@ -535,6 +535,11 @@ class XCX121SMCBaseStrategy : public XSCBaseAlert
return result;
}
//
bool useSwings = true;
bool useMomentumBars = true;
bool useRejectionBars = true;
//
Clean(candidates);
@@ -547,27 +552,39 @@ class XCX121SMCBaseStrategy : public XSCBaseAlert
//
// Swing Lows ...
if (useSwings)
{
//
Copy(
conditions.swingLows,
candidateBars,
false //
);
}
//
// Bullish Momentum Bars ...
if (useMomentumBars)
{
//
Copy(
conditions.bullishMomentumBars,
candidateBars,
false //
);
}
//
// Bullish Rejection Bars ...
if (useRejectionBars)
{
//
Copy(
conditions.bullishRejectionBars,
candidateBars,
false //
);
}
//
int count = ArraySize(candidateBars);
@@ -598,27 +615,39 @@ class XCX121SMCBaseStrategy : public XSCBaseAlert
//
// Swing Highs ...
if (useSwings)
{
//
Copy(
conditions.swingHighs,
candidateBars,
false //
);
}
//
// Bearish Momentum Bars ...
if (useMomentumBars)
{
//
Copy(
conditions.bearishMomentumBars,
candidateBars,
false //
);
}
//
// Bearish Rejection Bars ...
if (useRejectionBars)
{
//
Copy(
conditions.bearishRejectionBars,
candidateBars,
false //
);
}
//
int count = ArraySize(candidateBars);
X121SMCEA/Classes/x-121.smc.xtradehandler.class.mq5
+511 -7
View File
@@ -495,6 +495,191 @@ struct X121SMCProtectedPosition
}
};
//
struct X121SMCSymbolPositionInfo
{
//
string symbol;
//
datetime enableAt;
//
int longSLs;
int longTPs;
//
int shortSLs;
int shortTPs;
//
int countedSLs;
//
void X121SMCSymbolPositionInfo()
{
Clean();
}
//
// Tools ...
/**
* Cleanup ...
*/
void Clean()
{
//
longSLs = 0;
longTPs = 0;
//
shortSLs = 0;
shortTPs = 0;
//
countedSLs = 0;
//
enableAt = NULL;
}
/**
* Check is own Symbol Info ...
*
* @param _symbol: String ...
*
* @return ( bool )
*/
bool IsOwn(string _symbol)
{
//
bool result = false;
//
result =
//
IsValid(symbol) &&
_symbol == symbol
//
;
//
return result;
}
/**
* Check Symbol Trading is Enable or not ...
*
* @param time: DateTime ...
*
* @return ( bool )
*/
bool IsEnable(datetime time = NULL)
{
//
bool result = false;
//
time = NormalizeTime(time);
//
bool isEnableAtValid = IsValid(enableAt);
//
result =
!isEnableAtValid
? true
: time > enableAt;
if (result &&
isEnableAtValid)
{
Reset();
}
//
return result;
}
/**
* Pause Symbol Trading ...
*
* @param seconds: Integer ...
*/
void Pause(int seconds)
{
//
if (seconds <= 0)
{
return;
}
//
datetime _enableAt = ((datetime)((int)TimeCurrent() + seconds));
enableAt = _enableAt;
}
/**
* Handle Stop Loss ...
*
* @param _type: ENUM_POSITION_TYPE member ...
*/
void HandleSL(ENUM_POSITION_TYPE _type)
{
//
bool isLong = IsLong(_type);
if (isLong)
{
longSLs++;
}
else
{
shortSLs++;
}
//
countedSLs++;
}
/**
* Handle Take Profit ...
*
* @param _type: ENUM_POSITION_TYPE member ...
*/
void HandleTP(ENUM_POSITION_TYPE _type)
{
//
bool isLong = IsLong(_type);
if (isLong)
{
longTPs++;
}
else
{
shortTPs++;
}
//
countedSLs--;
if (countedSLs < 0)
{
countedSLs = 0;
}
}
/**
* Reset Counter ...
*/
void Reset()
{
//
countedSLs = 0;
enableAt = NULL;
}
//
};
//
// Implementations ...
@@ -1092,6 +1277,44 @@ class XC121SMCTradeHandler : public XSCBaseAlert
mDelayBarBetweenTwoSignal = value;
}
//
int MaxAllowedSLToPause()
{
return mMaxAllowedSLToPause;
}
//
void MaxAllowedSLToPause(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mMaxAllowedSLToPause = value;
}
//
int MaxAllowedSLReachedPauseDelay()
{
return mMaxAllowedSLReachedPauseDelay;
}
//
void MaxAllowedSLReachedPauseDelay(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mMaxAllowedSLReachedPauseDelay = value;
}
//
double AcceptNextSameTypeSignalWhenLastInProfit()
{
@@ -1779,9 +2002,73 @@ class XC121SMCTradeHandler : public XSCBaseAlert
mData[idx].endTime = deal.time;
mData[idx].profit = deal.profit;
//
bool isTP = deal.reason == DEAL_REASON_TP;
bool isSL = deal.reason == DEAL_REASON_SL;
//
mData[idx].message =
deal.reason == DEAL_REASON_TP ? "TP" : "SL";
isTP
? "TP"
: isSL
? "SL"
: "";
//
if (isTP || isSL)
{
//
int symbolIDX = -1;
bool hasInfo = HasSymbol(
mData[idx].symbol,
symbolIDX //
);
//
X121SMCSymbolPositionInfo info;
if (!hasInfo)
{
//
// Add New One ...
info.symbol = mData[idx].symbol;
}
else
{
//
// Update Exists ...
info = mSymbolInfos[symbolIDX];
//
// Remove Exists ...
ArrayRemove(
mSymbolInfos,
symbolIDX,
1 //
);
}
//
ENUM_POSITION_TYPE xType = IsLong(mData[idx].type)
? POSITION_TYPE_BUY
: POSITION_TYPE_SELL;
if (isTP)
{
info.HandleTP(xType);
}
else if (isSL)
{
info.HandleSL(xType);
}
//
AddRef(
info,
mSymbolInfos //
);
//
HandlePauseSymbol(mData[idx].symbol);
}
//
Save(idx);
@@ -1814,9 +2101,74 @@ class XC121SMCTradeHandler : public XSCBaseAlert
//
mData[idx].message = comment;
//
bool handleForceClose = true;
if (handleForceClose)
{
//
bool isTP = position.profit > 0;
bool isSL = position.profit < 0;
//
if (isTP || isSL)
{
//
int symbolIDX = -1;
bool hasInfo = HasSymbol(
mData[idx].symbol,
symbolIDX //
);
//
X121SMCSymbolPositionInfo info;
if (!hasInfo)
{
//
// Add New One ...
info.symbol = mData[idx].symbol;
}
else
{
//
// Update Exists ...
info = mSymbolInfos[symbolIDX];
//
// Remove Exists ...
ArrayRemove(
mSymbolInfos,
symbolIDX,
1 //
);
}
//
ENUM_POSITION_TYPE xType = IsLong(mData[idx].type)
? POSITION_TYPE_BUY
: POSITION_TYPE_SELL;
if (isTP)
{
info.HandleTP(xType);
}
else if (isSL)
{
info.HandleSL(xType);
}
//
AddRef(
info,
mSymbolInfos //
);
//
HandlePauseSymbol(mData[idx].symbol);
}
//
Save(idx);
}
}
//
// this Method call's by a Timer,
@@ -1993,6 +2345,23 @@ class XC121SMCTradeHandler : public XSCBaseAlert
return result;
}
//
int symbolIDX = -1;
bool hasSymbolInfo = HasSymbol(
signal.symbol,
symbolIDX //
);
//
// Check rading Not Paused ...
result =
!hasSymbolInfo ||
mSymbolInfos[symbolIDX].IsEnable();
if (!result)
{
return result;
}
//
bool isLong = IsLong(signal.type);
@@ -2105,10 +2474,6 @@ class XC121SMCTradeHandler : public XSCBaseAlert
return result;
}
//
// Check Trades Count ...
if (mMaxAllowedLongs > 0 || mMaxAllowedShorts > 0)
{
//
XPosition longs[];
XPosition shorts[];
@@ -2138,6 +2503,10 @@ class XC121SMCTradeHandler : public XSCBaseAlert
int longsCount = ArraySize(longs);
int shortsCount = ArraySize(shorts);
//
// Check Trades Count ...
if (mMaxAllowedLongs > 0 || mMaxAllowedShorts > 0)
{
//
result =
//
@@ -2159,6 +2528,7 @@ class XC121SMCTradeHandler : public XSCBaseAlert
state = X_SIGNAL_EXECUTION_FAILED_MAX_REACHED;
return result;
}
}
//
// Check Position Delays ...
@@ -2203,7 +2573,6 @@ class XC121SMCTradeHandler : public XSCBaseAlert
}
}
}
}
//
// Check Drawdown ...
@@ -2346,6 +2715,30 @@ class XC121SMCTradeHandler : public XSCBaseAlert
}
}
/**
* Reset All Paused Symbols ...
*/
void ResumePausedSymbols()
{
//
int count = ArraySize(mSymbolInfos);
if (!IsValidSize(count))
{
return;
}
//
for (int i = 0; i < count; i++)
{
//
mSymbolInfos[i].Reset();
}
//
string message = "Force Resume Paused Symbols ...";
Alert(message);
}
//
// Protected ...
protected:
@@ -3286,6 +3679,57 @@ class XC121SMCTradeHandler : public XSCBaseAlert
// Trailling ...
}
/**
* Pause Specified Symbol Trading ...
*
* @param symbol: String ...
*/
void HandlePauseSymbol(string symbol)
{
//
if (!IsValid(symbol))
{
return;
}
//
int idx = -1;
bool hasItem = HasSymbol(
symbol,
idx //
);
if (!hasItem)
{
return;
}
//
int maxAllowedSLToPause = MaxAllowedSLToPause();
int pauseDelay = MaxAllowedSLReachedPauseDelay();
if (maxAllowedSLToPause <= 0 || pauseDelay <= 0)
{
return;
}
//
bool canPauseSymbol =
mSymbolInfos[idx].IsEnable() &&
mSymbolInfos[idx].countedSLs >= maxAllowedSLToPause;
if (!canPauseSymbol)
{
return;
}
//
mSymbolInfos[idx].Pause(pauseDelay);
//
string message = "Pause (" + symbol + ") until: (" + ToString(mSymbolInfos[idx].enableAt) + ") ...";
Alert(message);
//
}
//
// Private ...
private:
@@ -3317,8 +3761,10 @@ class XC121SMCTradeHandler : public XSCBaseAlert
// Protector ...
//
bool mUseForceMomentumsInProtection; // Use Force Momentums In Protection;
int mDelayBarBetweenTwoSignal; // Delay Bars Between Two Signal
int mMaxAllowedSLToPause; // Max Allowed SL Per Symbol
int mMaxAllowedSLReachedPauseDelay; // Pause Symbol Trading After Mx Allowed SL Reached
bool mUseForceMomentumsInProtection; // Use Force Momentums In Protection
double mAcceptNextSameTypeSignalWhenLastInProfit; // Accept Next Same Type Signal When Last in Profit in Point
//
@@ -3364,6 +3810,64 @@ class XC121SMCTradeHandler : public XSCBaseAlert
double mHedgeHEMinProfitPerVolumeStep; // Minimum Required Profit For HE Hedge Per Volume Step
double mHedgeBEMinProfitPerVolumeStep; // Minimum Required Profit For BE Hedge Per Volume Step
//
X121SMCSymbolPositionInfo mSymbolInfos[];
/**
* Find Specific Symbo Indo Item index ...
*
* @param symbol: String ...
* @param index: Integer ...
*
* @return ( bool )
*/
bool HasSymbol(
string symbol,
int &index //
)
{
//
bool result = false;
//
index = -1;
//
result = IsValid(symbol);
if (!result)
{
return result;
}
//
int count = ArraySize(mSymbolInfos);
result = IsValidSize(count);
if (!result)
{
return result;
}
//
for (int i = 0; i < count; i++)
{
//
bool isOwn = mSymbolInfos[i]
.IsOwn(symbol);
if (isOwn)
{
//
index = i;
break;
}
}
//
result = IsValidIndex(index);
//
return result;
}
//
// Common Functions ...
X121SMCEA/Experts/x-121.smc.expert.class.mq5
+18 -14
View File
@@ -237,18 +237,8 @@ class XC121SMCExpert : public XCBaseExpert
signal.conditions = conditionsSummary;
//
// TODO: Check Signal Delay ...
// datetime currentTime = TimeCurrent();
// int delay = mDelayBarBetweenTwoSignal;
// bool isDelayPassed = delay <= 0
// ? true
// : !IsValid(lastSignalOn)
// ? true
// : MathAbs(TimeToSeconds(currentTime)) - MathAbs(TimeToSeconds(lastSignalOn)) >= ulong(delay * PeriodSeconds(_Period));
// if (!isDelayPassed)
// {
// return;
// }
datetime currentTime = TimeCurrent();
//
// Execute Signal Using Trade Handler ...
ENUM_X_SIGNAL_EXECUTION_RESULT state;
@@ -260,7 +250,7 @@ class XC121SMCExpert : public XCBaseExpert
//
if (isExecuted)
{
// lastSignalOn = currentTime;
mLastSignalOn = currentTime;
}
}
@@ -469,6 +459,11 @@ class XC121SMCExpert : public XCBaseExpert
//
// TODO: Make This Configurable Later ...
//
mTradeHandler.DelayBarBetweenTwoSignal(3);
mTradeHandler.MaxAllowedSLToPause(0);
mTradeHandler.MaxAllowedSLReachedPauseDelay(HoursToSeconds(24));
//
// Configure Trade Management ...
mTradeHandler.AllowLong(AllowLong());
@@ -720,7 +715,13 @@ class XC121SMCExpert : public XCBaseExpert
HandleReportBalance();
}
//
/**
* Reset All Paused Symbols on Each New Days ...
*/
void HandleOnNewDay() override
{
mTradeHandler.ResumePausedSymbols();
}
/**
* Generate Identifier Tag ...
@@ -758,6 +759,9 @@ class XC121SMCExpert : public XCBaseExpert
//
// Props ...
//
datetime mLastSignalOn;
//
XC121SMCTradeHandler *mTradeHandler; // Trade Handler ...
XCX121SMCBaseStrategy *mStrategies[]; // Registere Strategies in EA ...
X121SMCEA/Handler/x-saherelm.x121.smc.trade.handler.mq5
-1
View File
@@ -1 +0,0 @@
// Complete this ...
X121SMCEA/Libraries/x-121.smc.lib.mq5
+273 -70
View File
@@ -54,30 +54,36 @@ struct X121SMCStrategyConditions
// Conditions ...
//
XOHCL swingHigh;
XZone supplyZone;
XZone bearishOrderBlock;
XZone bearishFVG;
XOHCL resistance;
XZone bearishOrderBlock;
XOHCL bullishMomentumBar;
XOHCL bullishRejectionBar;
//
XZone bearishOrderBlocks[];
XZone demandZones[];
XZone bearishFVGs[];
//
XZone bearishOrderBlocks[];
XOHCL swingHighs[];
XOHCL resistances[];
XOHCL bearishMomentumBars[];
XOHCL bearishRejectionBars[];
//
XOHCL support;
XOHCL swingLow;
XZone demandZone;
XZone bullishOrderBlock;
XZone bullishFVG;
XZone bullishOrderBlock;
XOHCL bearishMomentumBar;
XOHCL bearishRejectionBar;
//
XZone bullishOrderBlocks[];
XZone supplyZones[];
XZone bullishFVGs[];
//
XZone bullishOrderBlocks[];
XOHCL supports[];
XOHCL swingLows[];
XOHCL bullishMomentumBars[];
@@ -93,8 +99,9 @@ struct X121SMCStrategyConditions
//
// Tools ...
//
// Cleanup ...
/**
* Cleanup ...
*/
void Clean()
{
//
@@ -103,99 +110,63 @@ struct X121SMCStrategyConditions
time = NULL;
//
supplyZone.Clean();
bearishFVG.Clean();
bearishOrderBlock.Clean();
//
Clean(bearishFVGs);
Clean(bearishOrderBlocks);
//
demandZone.Clean();
bullishFVG.Clean();
bullishOrderBlock.Clean();
//
Clean(bullishFVGs);
Clean(bullishOrderBlocks);
//
Clean(swingHighs);
Clean(resistances);
Clean(bearishMomentumBars);
Clean(bearishRejectionBars);
//
Clean(swingLows);
Clean(supports);
Clean(bullishMomentumBars);
Clean(bullishRejectionBars);
CleanDemand();
CleanSupply();
}
/**
* Cleanup Demand Related ...
*/
void CleanDemand()
{
//
support.Clean();
swingLow.Clean();
demandZone.Clean();
bullishFVG.Clean();
bullishOrderBlock.Clean();
bullishMomentumBar.Clean();
bullishRejectionBar.Clean();
//
Clean(supports);
Clean(swingLows);
Clean(supplyZones);
Clean(bullishFVGs);
Clean(bullishOrderBlocks);
Clean(bullishMomentumBars);
Clean(bullishRejectionBars);
}
/**
* Cleanup Supply Related ...
*/
void CleanSupply()
{
//
swingHigh.Clean();
supplyZone.Clean();
bearishFVG.Clean();
resistance.Clean();
bearishOrderBlock.Clean();
bearishMomentumBar.Clean();
bearishRejectionBar.Clean();
//
Clean(swingHighs);
Clean(resistances);
Clean(demandZones);
Clean(bearishFVGs);
Clean(resistances);
Clean(bearishOrderBlocks);
Clean(bearishMomentumBars);
Clean(bearishRejectionBars);
}
bool ValidateSupply()
{
//
bool result = false;
//
result = IsValid();
if (!result)
{
return result;
}
//
result =
//
supplyZone.IsValid() &&
bearishFVG.IsValid() &&
bearishOrderBlock.IsValid() &&
(ArraySize(swingHighs) > 0 ||
ArraySize(bearishFVGs) > 0 ||
ArraySize(resistances) > 0 ||
ArraySize(bearishOrderBlocks) > 0 ||
ArraySize(bearishMomentumBars) > 0 ||
ArraySize(bearishRejectionBars) > 0)
//
;
//
return result;
}
/**
* Validate Demand ...
*
* @return ( bool )
*/
bool ValidateDemand()
{
//
@@ -211,11 +182,17 @@ struct X121SMCStrategyConditions
//
result =
//
support.IsValid() &&
swingLow.IsValid() &&
demandZone.IsValid() &&
bullishFVG.IsValid() &&
bullishOrderBlock.IsValid() &&
bullishMomentumBar.IsValid() &&
bullishRejectionBar.IsValid() &&
//
(ArraySize(supports) > 0 ||
ArraySize(swingLows) > 0 ||
ArraySize(supplyZones) > 0 ||
ArraySize(bullishFVGs) > 0 ||
ArraySize(bullishOrderBlocks) > 0 ||
ArraySize(bullishMomentumBars) > 0 ||
@@ -227,6 +204,48 @@ struct X121SMCStrategyConditions
return result;
}
/**
* Validate Supply ...
*
* @return ( bool )
*/
bool ValidateSupply()
{
//
bool result = false;
//
result = IsValid();
if (!result)
{
return result;
}
//
result =
//
swingHigh.IsValid() &&
supplyZone.IsValid() &&
bearishFVG.IsValid() &&
resistance.IsValid() &&
bearishOrderBlock.IsValid() &&
bearishMomentumBar.IsValid() &&
bearishRejectionBar.IsValid() &&
//
(ArraySize(swingHighs) > 0 ||
ArraySize(demandZones) > 0 ||
ArraySize(bearishFVGs) > 0 ||
ArraySize(resistances) > 0 ||
ArraySize(bearishOrderBlocks) > 0 ||
ArraySize(bearishMomentumBars) > 0 ||
ArraySize(bearishRejectionBars) > 0)
//
;
//
return result;
}
//
// Validate ...
bool IsValid()
@@ -651,3 +670,187 @@ struct XRange
};
//
struct XRangeStructure
{
//
XRange range;
//
XZone demandZones[];
XZone supplyZones[];
//
XZone bearishOrderBlocks[];
XZone bearishFVGs[];
//
XOHCL swingHighs[];
XOHCL resistances[];
XOHCL bearishMomentumBars[];
XOHCL bearishRejectionBars[];
//
XZone bullishOrderBlocks[];
XZone bullishFVGs[];
//
XOHCL supports[];
XOHCL swingLows[];
XOHCL bullishMomentumBars[];
XOHCL bullishRejectionBars[];
//
// Constructor ...
void XRangeStructure()
{
Clean();
}
//
// Tools ...
/**
* Cleanup ...
*/
void Clean()
{
//
range.Clean();
//
Clean(supports);
Clean(swingLows);
Clean(swingHighs);
Clean(demandZones);
Clean(supplyZones);
Clean(bearishFVGs);
Clean(resistances);
Clean(bullishFVGs);
Clean(bearishOrderBlocks);
Clean(bullishOrderBlocks);
Clean(bearishMomentumBars);
Clean(bearishRejectionBars);
Clean(bullishMomentumBars);
Clean(bullishRejectionBars);
}
/**
* Validate ...
*
* @return ( bool )
*/
bool IsValid()
{
//
bool result = false;
//
result = range.IsValid();
if (!result)
{
return result;
}
//
result =
//
ArraySize(supports) > 0 ||
ArraySize(swingLows) > 0 ||
ArraySize(swingHighs) > 0 ||
ArraySize(demandZones) > 0 ||
ArraySize(supplyZones) > 0 ||
ArraySize(bearishFVGs) > 0 ||
ArraySize(resistances) > 0 ||
ArraySize(bullishFVGs) > 0 ||
ArraySize(bearishOrderBlocks) > 0 ||
ArraySize(bullishOrderBlocks) > 0 ||
ArraySize(bearishMomentumBars) > 0 ||
ArraySize(bearishRejectionBars) > 0 ||
ArraySize(bullishMomentumBars) > 0 ||
ArraySize(bullishRejectionBars) > 0
//
;
//
return result;
}
/**
* Generate Tag ...
*
* @return ( string )
*/
string GetTag()
{
//
string result = NULL;
//
string hash = range.GetTag();
hash = ToMD5(hash);
//
result = X121SMCMarketStructureToken + "_" + hash;
//
return result;
}
};
/**
* Check a Zone is Between to other Zones ...
*
* @param source: XZone instance ...
* @param upper: XZone instance ...
* @param lower: XZone instance ...
*
* @return ( bool )
*/
bool IsBetween(
XZone &source,
XRange &range //
)
{
//
bool result = false;
//
result = source.IsValid() &&
range.IsValid();
if (!result)
{
return result;
}
//
result = source.upper <= range.upper &&
source.lower >= range.lower;
//
return result;
}
bool IsBetween(
XOHCL &source,
XRange &range //
)
{
//
bool result = false;
//
result = source.IsValid() &&
range.IsValid();
if (!result)
{
return result;
}
//
result = source.high <= range.upper &&
source.low >= range.lower;
//
return result;
}
//
X121SMCEA/Strategy/x-121.smc.test.strategy.class.mq5
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