last ...

Experts/x-test-strategies.ea.mq5

@@ -33,14 +33,25 @@
 
 //
 // Inputs ...
-long mMagicNumber = 78692110; // Magic Number
+long eaMagicNumber = 78692110; // Magic Number
-int mSlippage = 10;           // Slippgae
+int eaSlippage = 10;           // Slippgae
 
 //
 double eaVolume = 0.01;
 double eaAllowLong = true;
 double eaAllowShort = true;
 
+//
+int eaMaxAllowedLongs = 0;
+int eaMaxAllowedShorts = 0;
+
+//
+double eaTPPoint = 200;
+double eaSLPoint = 100;
+
+//
+double eaR2R = 1.5;
+
 //
 // Variables ...
 XSCXCTHelper *mCTHelper;
@@ -198,7 +209,7 @@ bool InitialEA()
     {
         //
         // MAGIC NUMBER ...
-        long magicNumber = mMagicNumber + 1;
+        long magicNumber = eaMagicNumber + 1;
 
         //
         // XSRBR ...
@@ -212,13 +223,13 @@ bool InitialEA()
                 PERIOD_M5,
                 PERIOD_H1,
                 eaVolume,
-                1.5, // R2R ...
+                eaR2R, // R2R ...
-                mSlippage,
+                eaSlippage,
                 magicNumber,
-                true,  // Use TP SL Point
+                true,      // Use TP SL Point
-                false, // Use Max
+                false,     // Use Max
-                200,   // TP
+                eaTPPoint, // TP
-                100,   // SL
+                eaSLPoint, // SL
                 eaAllowLong,
                 eaAllowShort,
                 0,                           // Max Longs
@@ -237,17 +248,17 @@ bool InitialEA()
                 PERIOD_M15,
                 PERIOD_M30,
                 eaVolume,
-                1.5, // R2R ...
+                eaR2R, // R2R ...
-                mSlippage,
+                eaSlippage,
                 magicNumber,
-                true,  // Use TP SL Point
+                true,      // Use TP SL Point
-                false, // Use Max
+                false,     // Use Max
-                200,   // TP
+                eaTPPoint, // TP
-                100,   // SL
+                eaSLPoint, // SL
                 eaAllowLong,
                 eaAllowShort,
-                0,                           // Max Longs
+                eaMaxAllowedLongs,             // Max Longs
-                0,                           // Max Shorts
+                eaMaxAllowedShorts,            // Max Shorts
                 X_SIGNALLING_BOTH_DIRECTIONS // X_SIGNALIING_TREND_REVERSAL_DIRECTION // X_SIGNALLING_BOTH_DIRECTIONS //
             );
             eurusdM15SRBRStrategy.SetAlertLogAlerts(true);
@@ -265,18 +276,17 @@ bool InitialEA()
                 eurusdSymbol,
                 PERIOD_M5,
                 eaVolume,
-                1.5, // R2R ...
+                eaR2R, // R2R ...
-                mSlippage,
+                eaSlippage,
                 magicNumber,
-                true,  // Use TP SL Point
+                true,      // Use TP SL Point
-                false, // Use Max
+                false,     // Use Max
-                200,   // TP
+                eaTPPoint, // TP
-                100,   // SL
+                eaSLPoint, // SL
                 eaAllowLong,
                 eaAllowShort,
-                0,                           // Max Longs
+                eaMaxAllowedLongs, // Max Longs
-                0,                           // Max Shorts
+                eaMaxAllowedShorts // Max Shorts
-                X_SIGNALLING_BOTH_DIRECTIONS // X_SIGNALIING_TREND_REVERSAL_DIRECTION // X_SIGNALLING_BOTH_DIRECTIONS //
             );
             eurusdM5EMRNGStrategy.SetAlertLogAlerts(true);
             eurusdM5EMRNGStrategy.SetAlertEnableAlerts(true);
@@ -291,7 +301,7 @@ bool InitialEA()
     {
         //
         // MAGIC NUMBER ...
-        long magicNumber = mMagicNumber + 2;
+        long magicNumber = eaMagicNumber + 2;
 
         //
         // XSRBR ...
@@ -305,17 +315,17 @@ bool InitialEA()
                 PERIOD_M5,
                 PERIOD_H1,
                 eaVolume,
-                1.5, // R2R ...
+                eaR2R, // R2R ...
-                mSlippage,
+                eaSlippage,
                 magicNumber,
-                true,  // Use TP SL Point
+                true,      // Use TP SL Point
-                false, // Use Max
+                false,     // Use Max
-                200,   // TP
+                eaTPPoint, // TP
-                100,   // SL
+                eaSLPoint, // SL
                 eaAllowLong,
                 eaAllowShort,
-                0,                           // Max Longs
+                eaMaxAllowedLongs,             // Max Longs
-                0,                           // Max Shorts
+                eaMaxAllowedShorts,            // Max Shorts
                 X_SIGNALLING_BOTH_DIRECTIONS // X_SIGNALIING_TREND_REVERSAL_DIRECTION // X_SIGNALLING_BOTH_DIRECTIONS //
             );
             usdchfM5SRBRStrategy.SetAlertLogAlerts(true);
@@ -333,18 +343,17 @@ bool InitialEA()
                 usdchfSymbol,
                 PERIOD_M5,
                 eaVolume,
-                1.5, // R2R ...
+                eaR2R, // R2R ...
-                mSlippage,
+                eaSlippage,
                 magicNumber,
-                true,  // Use TP SL Point
+                true,      // Use TP SL Point
-                false, // Use Max
+                false,     // Use Max
-                200,   // TP
+                eaTPPoint, // TP
-                100,   // SL
+                eaSLPoint, // SL
                 eaAllowLong,
                 eaAllowShort,
-                0,                           // Max Longs
+                eaMaxAllowedLongs, // Max Longs
-                0,                           // Max Shorts
+                eaMaxAllowedShorts // Max Shorts
-                X_SIGNALLING_BOTH_DIRECTIONS // X_SIGNALIING_TREND_REVERSAL_DIRECTION // X_SIGNALLING_BOTH_DIRECTIONS //
             );
             usdchfM5EMRNGStrategy.SetAlertLogAlerts(true);
             usdchfM5EMRNGStrategy.SetAlertEnableAlerts(true);
@@ -359,7 +368,7 @@ bool InitialEA()
     {
         //
         // MAGIC NUMBER ...
-        long magicNumber = mMagicNumber + 3;
+        long magicNumber = eaMagicNumber + 3;
 
         //
         // XSRBR ...
@@ -373,17 +382,17 @@ bool InitialEA()
                 PERIOD_M5,
                 PERIOD_M30,
                 eaVolume,
-                1.5, // R2R ...
+                eaR2R, // R2R ...
-                mSlippage,
+                eaSlippage,
                 magicNumber,
-                true,  // Use TP SL Point
+                true,      // Use TP SL Point
-                false, // Use Max
+                false,     // Use Max
-                200,   // TP
+                eaTPPoint, // TP
-                100,   // SL
+                eaSLPoint, // SL
                 eaAllowLong,
                 eaAllowShort,
-                0,                           // Max Longs
+                eaMaxAllowedLongs,             // Max Longs
-                0,                           // Max Shorts
+                eaMaxAllowedShorts,            // Max Shorts
                 X_SIGNALLING_BOTH_DIRECTIONS // X_SIGNALIING_TREND_REVERSAL_DIRECTION // X_SIGNALLING_BOTH_DIRECTIONS //
             );
             usdjpyM5SRBRStrategy.SetAlertLogAlerts(true);
@@ -401,18 +410,17 @@ bool InitialEA()
                 usdjpySymbol,
                 PERIOD_M5,
                 eaVolume,
-                1.5, // R2R ...
+                eaR2R, // R2R ...
-                mSlippage,
+                eaSlippage,
                 magicNumber,
-                true,  // Use TP SL Point
+                true,      // Use TP SL Point
-                false, // Use Max
+                false,     // Use Max
-                200,   // TP
+                eaTPPoint, // TP
-                100,   // SL
+                eaSLPoint, // SL
                 eaAllowLong,
                 eaAllowShort,
-                0,                           // Max Longs
+                eaMaxAllowedLongs, // Max Longs
-                0,                           // Max Shorts
+                eaMaxAllowedShorts // Max Shorts
-                X_SIGNALLING_BOTH_DIRECTIONS // X_SIGNALIING_TREND_REVERSAL_DIRECTION // X_SIGNALLING_BOTH_DIRECTIONS //
             );
             usdjpyM5EMRNGStrategy.SetAlertLogAlerts(true);
             usdjpyM5EMRNGStrategy.SetAlertEnableAlerts(true);
@@ -427,7 +435,7 @@ bool InitialEA()
     {
         //
         // MAGIC NUMBER ...
-        long magicNumber = mMagicNumber + 4;
+        long magicNumber = eaMagicNumber + 4;
 
         //
         // XSRBR ...
@@ -441,17 +449,17 @@ bool InitialEA()
                 PERIOD_M5,
                 PERIOD_H1,
                 eaVolume,
-                1.5, // R2R ...
+                eaR2R, // R2R ...
-                mSlippage,
+                eaSlippage,
                 magicNumber,
-                true,  // Use TP SL Point
+                true,      // Use TP SL Point
-                false, // Use Max
+                false,     // Use Max
-                200,   // TP
+                eaTPPoint, // TP
-                100,   // SL
+                eaSLPoint, // SL
                 eaAllowLong,
                 eaAllowShort,
-                0,                           // Max Longs
+                eaMaxAllowedLongs,             // Max Longs
-                0,                           // Max Shorts
+                eaMaxAllowedShorts,            // Max Shorts
                 X_SIGNALLING_BOTH_DIRECTIONS // X_SIGNALIING_TREND_REVERSAL_DIRECTION // X_SIGNALLING_BOTH_DIRECTIONS //
             );
             gbpusdM5SRBRStrategy.SetAlertLogAlerts(true);
@@ -469,18 +477,17 @@ bool InitialEA()
                 gbpusdSymbol,
                 PERIOD_M5,
                 eaVolume,
-                1.5, // R2R ...
+                eaR2R, // R2R ...
-                mSlippage,
+                eaSlippage,
                 magicNumber,
-                true,  // Use TP SL Point
+                true,      // Use TP SL Point
-                false, // Use Max
+                false,     // Use Max
-                200,   // TP
+                eaTPPoint, // TP
-                100,   // SL
+                eaSLPoint, // SL
                 eaAllowLong,
                 eaAllowShort,
-                0,                           // Max Longs
+                eaMaxAllowedLongs, // Max Longs
-                0,                           // Max Shorts
+                eaMaxAllowedShorts // Max Shorts
-                X_SIGNALLING_BOTH_DIRECTIONS // X_SIGNALIING_TREND_REVERSAL_DIRECTION // X_SIGNALLING_BOTH_DIRECTIONS //
             );
             gbpusdM5EMRNGStrategy.SetAlertLogAlerts(true);
             gbpusdM5EMRNGStrategy.SetAlertEnableAlerts(true);
@@ -495,7 +502,7 @@ bool InitialEA()
     {
         //
         // MAGIC NUMBER ...
-        long magicNumber = mMagicNumber + 5;
+        long magicNumber = eaMagicNumber + 5;
 
         //
         // XSRBR ...
@@ -509,17 +516,17 @@ bool InitialEA()
                 PERIOD_M15,
                 PERIOD_M30,
                 eaVolume,
-                1.5, // R2R ...
+                eaR2R, // R2R ...
-                mSlippage,
+                eaSlippage,
                 magicNumber,
-                true,  // Use TP SL Point
+                true,      // Use TP SL Point
-                false, // Use Max
+                false,     // Use Max
-                200,   // TP
+                eaTPPoint, // TP
-                100,   // SL
+                eaSLPoint, // SL
                 eaAllowLong,
                 eaAllowShort,
-                0,                           // Max Longs
+                eaMaxAllowedLongs,             // Max Longs
-                0,                           // Max Shorts
+                eaMaxAllowedShorts,            // Max Shorts
                 X_SIGNALLING_BOTH_DIRECTIONS // X_SIGNALIING_TREND_REVERSAL_DIRECTION // X_SIGNALLING_BOTH_DIRECTIONS //
             );
             xauusdM5SRBRStrategy.SetAlertLogAlerts(true);
@@ -537,18 +544,17 @@ bool InitialEA()
                 xauusdSymbol,
                 PERIOD_M5,
                 eaVolume,
-                1.5, // R2R ...
+                eaR2R, // R2R ...
-                mSlippage,
+                eaSlippage,
                 magicNumber,
-                true,  // Use TP SL Point
+                true,      // Use TP SL Point
-                false, // Use Max
+                false,     // Use Max
-                200,   // TP
+                eaTPPoint, // TP
-                100,   // SL
+                eaSLPoint, // SL
                 eaAllowLong,
                 eaAllowShort,
-                0,                           // Max Longs
+                eaMaxAllowedLongs, // Max Longs
-                0,                           // Max Shorts
+                eaMaxAllowedShorts // Max Shorts
-                X_SIGNALLING_BOTH_DIRECTIONS // X_SIGNALIING_TREND_REVERSAL_DIRECTION // X_SIGNALLING_BOTH_DIRECTIONS //
             );
             xauusdM5EMRNGStrategy.SetAlertLogAlerts(true);
             xauusdM5EMRNGStrategy.SetAlertEnableAlerts(true);

Strategies/x-saherelm.xemrng.strategy.mq5

@@ -22,6 +22,7 @@
 //
 /// Imports ...
 #include "../Helpers/x-saherelm.xtm.helper.mq5"
+#include "../Helpers/x-saherelm.xstr.helper.mq5"
 #include "../Classes/x-saherelm.xstrategy.class.mq5"
 
 //
@@ -51,8 +52,7 @@ public:
         bool _allowLong = true,
         bool _allowShort = true,
         int _maxAllowedLongs = 0,
-        int _maxAllowedShorts = 0,
+        int _maxAllowedShorts = 0 //
-        ENUM_X_SIGNALLING_DIRECTION _signallingDirection = X_SIGNALLING_TREND_DIRECTION // Signalling in Which Direction
         ) : XSCBaseStrategy(_symbol,
                             _period,
                             _volume,
@@ -70,10 +70,7 @@ public:
             )
     {
         //
-        mSignallingDirection = _signallingDirection;
+        ConfigureRequirements();
-
-        //
-        ConfigureTMInputs();
 
         //
         SetAlertPrefix(GetTag());
@@ -89,18 +86,6 @@ public:
     //
     // Getter / Setter (s) ...
 
-    //
-    ENUM_X_SIGNALLING_DIRECTION SignallingDirection()
-    {
-        return mSignallingDirection;
-    }
-
-    //
-    void SignallingDirection(ENUM_X_SIGNALLING_DIRECTION value)
-    {
-        mSignallingDirection = value;
-    }
-
     //
     // Overrides ...
 
@@ -120,6 +105,276 @@ public:
         //
         bool result = false;
 
+        //
+        signal.Clean();
+
+        //
+        double sl = 0;
+        double tp = 0;
+        double risk = 0;
+        double entry = 0;
+        double reward = 0;
+        double r2r = R2R();
+        ENUM_POSITION_TYPE type = POSITION_TYPE_BUY;
+        ENUM_X_ORDER_MODES mode = X_ORDER_MODE_MARKET;
+
+        //
+        int start = 0;
+        int count = 5;
+
+        //
+        double tms[];
+        ArraySetAsSeries(tms, true);
+        mTMHelper.CopyMain(
+            start,
+            count,
+            tms //
+        );
+
+        //
+        XSTRConditions strConditions;
+        result = mSTRHelper.GetConditions(
+            strConditions,
+            start,
+            count //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        XOHCL cBar;
+        result = cBar.Init(
+            mSymbol,
+            mPeriod,
+            1 //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        double hh5 = cBar.FindHighest(
+            5,
+            MODE_HIGH //
+        );
+        double ll5 = cBar.FindLowest(
+            5,
+            MODE_LOW //
+        );
+
+        //
+        XOHCL pBar;
+        result = cBar.GetPreviousBar(pBar);
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        bool hasLong = false;
+        bool hasShort = false;
+
+        //
+        XOHCL tmpHSW[];
+        XOHCL tmpLSW[];
+
+        //
+        bool useHammer = true;
+        bool useMorningStar = false;
+        bool useBullishEngulfing = true;
+        bool useBullishMaurubozu = true;
+
+        //
+        bool useShootingStar = true;
+        bool useEveningStar = false;
+        bool useBearishEngulfing = true;
+        bool useBearishMaurubozu = true;
+
+        //
+        // Long ...
+
+        //
+        bool isHammer = !useHammer
+                            ? false
+                            : cBar.IsHammer();
+        bool isMorningStar = !useMorningStar
+                                 ? false
+                                 : cBar.IsMorningStar();
+        bool isBullishMarubozu = !useBullishEngulfing
+                                     ? false
+                                     : cBar.IsBullishMarubozu();
+        bool isBullishEngulfing = !useBullishMaurubozu
+                                      ? false
+                                      : cBar.IsBullishEngulfing();
+
+        //
+        bool isBullishTrend = cBar.HasBullishTrend(
+            tmpHSW,
+            tmpLSW,
+            true //
+        );
+
+        //
+        // Find Swing Low Above of EMA ...
+        // Find Swing High Above of EMA ...
+        // Fins Swing Low Below of EMA ...
+        // Detect Bullish Pattern ...
+        hasLong =
+            //
+            cBar.IsBullish()
+            //
+            &&
+            //
+            isBullishTrend
+            //
+            &&
+            //
+            cBar.close > tms[1]
+            //
+            &&
+            //
+            ll5 < tms[1]
+            //
+            &&
+            //
+            strConditions.isTrendSwitchedToBullish
+            //
+            &&
+            //
+            (
+                //
+                isHammer
+                //
+                ||
+                //
+                isMorningStar
+                //
+                ||
+                //
+                isBullishMarubozu
+                //
+                ||
+                //
+                isBullishEngulfing
+                //
+                )
+            //
+            ;
+        if (hasLong)
+        {
+            //
+            type = POSITION_TYPE_BUY;
+
+            //
+            sl = tmpLSW[ArraySize(tmpLSW) - 1].low;
+        }
+
+        //
+        // Short ...
+        bool isShootingStar = !useShootingStar
+                                  ? false
+                                  : cBar.IsShootingStar();
+        bool isEveningStar = !useEveningStar
+                                 ? false
+                                 : cBar.IsEveningStar();
+        bool isBearishEngulfing = !useBearishEngulfing
+                                      ? false
+                                      : cBar.IsBearishEngulfing();
+        bool isBearishMaurubozu = !useBearishMaurubozu
+                                      ? false
+                                      : cBar.IsBearishMarubozu();
+
+        //
+        bool isBearishTrend = cBar.HasBearishTrend(
+            tmpHSW,
+            tmpLSW,
+            true //
+        );
+
+        //
+        hasShort =
+            //
+            cBar.IsBearish()
+            //
+            &&
+            //
+            isBearishTrend
+            //
+            &&
+            //
+            cBar.close < tms[1]
+            //
+            &&
+            //
+            hh5 > tms[1]
+            //
+            &&
+            //
+            strConditions.isTrendSwitchedToBearish
+            //
+            &&
+            //
+            (
+                //
+                isShootingStar
+                //
+                ||
+                //
+                isEveningStar
+                //
+                ||
+                //
+                isBearishEngulfing
+                //
+                ||
+                //
+                isBearishMaurubozu
+                //
+                )
+            //
+            ;
+        if (hasShort)
+        {
+            //
+            type = POSITION_TYPE_SELL;
+
+            //
+            sl = tmpHSW[ArraySize(tmpHSW) - 1].high;
+        }
+
+        //
+        result = hasLong || hasShort;
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        entry = GetEntry(mSymbol, type);
+        CalculateTPSLByPrice(
+            sl,
+            tp,
+            type,
+            entry,
+            r2r //
+        );
+
+        //
+        result = signal.Prepare(
+            mSymbol,
+            GetTag(),
+            mPeriod,
+            type,
+            mode,
+            entry,
+            mVolume,
+            sl,
+            tp //
+        );
+
         //
         return result;
     }
@@ -130,13 +385,14 @@ protected:
     //
     // Props ...
 
-    //
-    ENUM_X_SIGNALLING_DIRECTION mSignallingDirection; // Signalling Direction
-
     //
     XTMInputs mTMInputs;     // Tren Magic Inputs ...
     XSCXTMHelper *mTMHelper; // Trend Magic Helper Class ...
 
+    //
+    XSTRInputs mSTRInputs;     // Super Trend Inputs ...
+    XSCXSTRHelper *mSTRHelper; // Super Trend Helper Class ...
+
     //
     // Private ...
 private:
@@ -144,7 +400,7 @@ private:
 
     //
     // Set Default TM Inputs ...
-    void ConfigureTMInputs()
+    void ConfigureRequirements()
     {
         //
         mTMInputs.maShift = 0;
@@ -164,6 +420,23 @@ private:
             mPeriod,
             mTMInputs //
         );
+
+        //
+        mSTRInputs.length = 14;
+        mSTRInputs.multiplier = 3.5;
+        mSTRInputs.appliedTo = PRICE_CLOSE;
+
+        //
+        mSTRInputs.showTrends = true;
+        mSTRInputs.fillTrends = false;
+
+        //
+        mSTRHelper = new XSCXSTRHelper();
+        mSTRHelper.Init(
+            mSymbol,
+            mPeriod,
+            mSTRInputs //
+        );
     }
 };