add support for XPV inside Market Cycles ...

Classes/x-saherelm.x121.setup.class.mq5

@@ -26,9 +26,11 @@
 //
 #include "../Libraries/x-saherelm.xtrade.lib.mq5"
 #include "../Classes/x-saherelm.xalert.class.mq5"
-#include "../Classes/x-saherelm.xczone.class.mq5"
+#include "../Classes/x-saherelm.xsczone.class.mq5"
+#include "../Classes/x-saherelm.xsctrend.class.mq5"
 
 //
+#include "../Helpers/x-saherelm.xpv.helper.mq5"
 #include "../Helpers/x-saherelm.xtd.helper.mq5"
 #include "../Helpers/x-saherelm.xhk.helper.mq5"
 #include "../Helpers/x-saherelm.xstr.helper.mq5"
@@ -204,6 +206,7 @@ struct X121SetupInputs
 
     //
     // Helpers Inputs ...
+    XPVInputs pvInputs;       // XPV Inputs
     XTDInputs tdInputs;       // XTD Inputs
     XHKInputs hkInputs;       // XHK Inputs
     XCHEInputs cheInputs;     // XCHE Inputs
@@ -240,6 +243,7 @@ struct X121SetupInputs
     bool Init(
         string _symbol,            // Symbol
         ENUM_TIMEFRAMES _period,   // Time Frame
+        XPVInputs &_pvInputs,      // XPV Inputs
         XTDInputs &_tdInputs,      // XTD Inputs
         XHKInputs &_hkInputs,      // XHK Inputs
         XCHEInputs &_cheInputs,    // XCHE Inputs
@@ -261,6 +265,7 @@ struct X121SetupInputs
 
         //
         // Helpers Inputs ...
+        this.pvInputs = _pvInputs;
         this.tdInputs = _tdInputs;
         this.hkInputs = _hkInputs;
         this.cheInputs = _cheInputs;
@@ -294,6 +299,7 @@ struct X121SetupInputs
         period = NULL;
 
         //
+        pvInputs.Clean();
         tdInputs.Clean();
         hkInputs.Clean();
         cheInputs.Clean();
@@ -314,6 +320,7 @@ struct X121SetupInputs
     void Default()
     {
         //
+        pvInputs.Default();
         tdInputs.Default();
         hkInputs.Default();
         cheInputs.Default();
@@ -355,6 +362,13 @@ struct X121SetupInputs
             return result;
         }
 
+        //
+        result = pvInputs.IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
         //
         result = hkInputs.IsValid();
         if (!result)
@@ -456,6 +470,7 @@ struct X121SetupConditions
 
     //
     // Conditions ...
+    XPVConditions pvConditions;
     XTDConditions tdConditions;
     XHKConditions hkConditions;
     XCHEConditions cheConditions;
@@ -531,6 +546,14 @@ struct X121SetupConditions
         bullishScore += tempBullishScore;
         bearishScore += tempBearishScore;
 
+        //
+        pvConditions.GenerateScore(
+            tempBullishScore,
+            tempBearishScore //
+        );
+        bullishScore += tempBullishScore;
+        bearishScore += tempBearishScore;
+
         //
         adxtdConditions.GenerateScore(
             tempBullishScore,
@@ -659,6 +682,7 @@ struct X121SetupConditions
         );
 
         //
+        string pvSummary = pvConditions.GenerateSummary(false, true, false, ignoreFalseConditions);
         string tdSummary = tdConditions.GenerateSummary(false, true, false, ignoreFalseConditions);
         string hkSummary = hkConditions.GenerateSummary(false, true, false, ignoreFalseConditions);
         string strSummary = strConditions.GenerateSummary(false, true, false, ignoreFalseConditions);
@@ -675,6 +699,7 @@ struct X121SetupConditions
         //
         string conditionsStr =
             //
+            pvSummary + separator +
             tdSummary + separator +
             hkSummary + separator +
             ichSummary + separator +
@@ -2259,7 +2284,7 @@ struct X121SignalGenerator
     //
     bool IsConditionsValidForLong(
         X121SetupConditions &conditions, // Conditions
-        int verifications = 4             // Number of Verifications
+        int verifications = 4            // Number of Verifications
     )
     {
         //
@@ -2515,7 +2540,7 @@ struct X121SignalGenerator
     //
     bool IsConditionsValidForShort(
         X121SetupConditions &conditions, // Conditions
-        int verifications = 4             // Number of Verifications
+        int verifications = 4            // Number of Verifications
     )
     {
         //
@@ -2755,6 +2780,22 @@ struct X121SignalGenerator
             signal.zones = zones;
         }
 
+        //
+        // Calculate Trend ...
+        XSCTrend *trend = new XSCTrend(
+            signal.symbol,
+            signal.period //
+        );
+
+        //
+        XSCTrendInput tInputs;
+        tInputs.Default();
+        bool canUseTrend = trend.Init(tInputs);
+        if (canUseTrend)
+        {
+            signal.trend = trend;
+        }
+
         //
         // Generate Support Signals ...
         if (_useSupport)
@@ -2787,6 +2828,27 @@ struct X121SignalGenerator
 
         //
         bool canUseZones = signal.zones != NULL;
+        bool canUseTrend = signal.trend != NULL &&
+                           signal.trend.IsValid();
+
+        //
+        XSignal rSignal; // Recovery Signal ...
+
+        //
+        double rSL = 0;                     // Recovery Stop Loss ...
+        double rTP = 0;                     // Recovery Take Profit ...
+        double rEntry = 0;                  // Recovery Entry Point ...
+        double rVolume = signal.volume * 2; // Recovery Volume ...
+        ENUM_POSITION_TYPE rType;           // Recovery Signal Type ...
+        ENUM_X_ORDER_MODES rMode;           // Recovery Signal Mode ...
+        bool isSignalPrepared = false;      // Check Signal Preparation Succeed ...
+
+        //
+        double exitPrice = GetExit(signal.symbol, signal.type);
+        double entryPrice = GetEntry(signal.symbol, signal.type);
+
+        //
+        double onePointValue = PointToPrice(1, signal.symbol);
 
         //
         // Check Signal Has TP and SL ...
@@ -2821,21 +2883,6 @@ struct X121SignalGenerator
             // Try to Find a Hot Level based on Signal Direction
             // as Resistance ...
 
-            //
-            XSignal rSignal; // Recovery Signal ...
-
-            //
-            double rSL = 0;                     // Recovery Stop Loss ...
-            double rTP = 0;                     // Recovery Take Profit ...
-            double rEntry = 0;                  // Recovery Entry Point ...
-            double rVolume = signal.volume * 2; // Recovery Volume ...
-            ENUM_POSITION_TYPE rType;           // Recovery Signal Type ...
-            ENUM_X_ORDER_MODES rMode;           // Recovery Signal Mode ...
-            bool isSignalPrepared = false;      // Check Signal Preparation Succeed ...
-
-            //
-            double onePointValue = PointToPrice(1, signal.symbol);
-
             //
             for (int i = 0; i < signal.zones.CountZones(); i++)
             {
@@ -2878,10 +2925,10 @@ struct X121SignalGenerator
                         // Opposit Support on Resistance Upper ...
 
                         //
-                        rTP = signal.sl <= 0
+                        // rTP = signal.sl <= 0
-                                  ? iZone.high - (onePointValue * 15)
+                        //           ? iZone.high - (onePointValue * 15)
-                                  : signal.sl;
+                        //           : signal.sl;
-                        rSL = signal.entry;
+                        // rSL = signal.entry;
                         rType = POSITION_TYPE_BUY;
                         rEntry = iZone.high + (onePointValue * 2);
                         rMode = X_ORDER_MODE_STOP;
@@ -2920,10 +2967,10 @@ struct X121SignalGenerator
                         // Support Directional on Resistance Lower ...
 
                         //
-                        rTP = signal.entry;
+                        // rTP = signal.entry;
-                        rSL = signal.sl <= 0
+                        // rSL = signal.sl <= 0
-                                  ? signal.entry - (onePointValue * 15)
+                        //           ? signal.entry - (onePointValue * 15)
-                                  : signal.sl;
+                        //           : signal.sl;
                         rEntry = iZone.low - (onePointValue * 2);
                         rVolume = signal.volume * 3;
                         rType = POSITION_TYPE_SELL;
@@ -2969,6 +3016,355 @@ struct X121SignalGenerator
                 }
             }
         }
+
+        //
+        if (canUseTrend)
+        {
+            //
+            // Check Ask and Bid Price ...
+
+            //
+            XOHCL fHighBar = signal.trend.GetFirstSwingHighBar();
+            XOHCL sHighBar = signal.trend.GetSecondSwingHighBar();
+
+            //
+            XOHCL fLowBar = signal.trend.GetFirstSwingLowBar();
+            XOHCL sLowBar = signal.trend.GetSecondSwingLowBar();
+
+            //
+            double twoPoint = onePointValue * 2;
+            double fiftyPoint = onePointValue * 15;
+
+            //
+            // add resistance ...
+            bool canAdd =
+                isLong &&
+                entryPrice < (sHighBar.high - fiftyPoint);
+            if (canAdd)
+            {
+                //
+                rSignal.Clean();
+
+                //
+                rEntry = sHighBar.high - fiftyPoint;
+                rType = POSITION_TYPE_BUY;
+                rMode = X_ORDER_MODE_STOP;
+                rVolume = signal.volume * 2;
+
+                //
+                isSignalPrepared = rSignal.Prepare(
+                    signal.symbol,
+                    signal.provider,
+                    signal.period,
+                    rType,
+                    rMode,
+                    rEntry,
+                    rVolume,
+                    rSL,
+                    rTP //
+                );
+                if (isSignalPrepared)
+                {
+                    //
+                    AddRef(
+                        rSignal,
+                        signal.supports //
+                    );
+
+                    //
+                    rSignal.Clean();
+
+                    //
+                    rSL = 0;
+                    rTP = 0;
+                    rEntry = 0;
+                    isSignalPrepared = false;
+                }
+
+                //
+                rEntry = sHighBar.high - fiftyPoint;
+                rType = POSITION_TYPE_SELL;
+                rMode = X_ORDER_MODE_LIMIT;
+                rVolume = signal.volume * 3;
+
+                //
+                isSignalPrepared = rSignal.Prepare(
+                    signal.symbol,
+                    signal.provider,
+                    signal.period,
+                    rType,
+                    rMode,
+                    rEntry,
+                    rVolume,
+                    rSL,
+                    rTP //
+                );
+                if (isSignalPrepared)
+                {
+                    //
+                    AddRef(
+                        rSignal,
+                        signal.supports //
+                    );
+
+                    //
+                    rSignal.Clean();
+
+                    //
+                    rSL = 0;
+                    rTP = 0;
+                    rEntry = 0;
+                    isSignalPrepared = false;
+                }
+            }
+
+            //
+            canAdd =
+                isLong &&
+                entryPrice > (sLowBar.low + fiftyPoint);
+            if (canAdd)
+            {
+                //
+                rSignal.Clean();
+
+                //
+                rEntry = (sLowBar.low + fiftyPoint);
+                rType = POSITION_TYPE_SELL;
+                rMode = X_ORDER_MODE_STOP;
+                rVolume = signal.volume * 2;
+
+                //
+                isSignalPrepared = rSignal.Prepare(
+                    signal.symbol,
+                    signal.provider,
+                    signal.period,
+                    rType,
+                    rMode,
+                    rEntry,
+                    rVolume,
+                    rSL,
+                    rTP //
+                );
+                if (isSignalPrepared)
+                {
+                    //
+                    AddRef(
+                        rSignal,
+                        signal.supports //
+                    );
+
+                    //
+                    rSignal.Clean();
+
+                    //
+                    rSL = 0;
+                    rTP = 0;
+                    rEntry = 0;
+                    isSignalPrepared = false;
+                }
+
+                //
+                rEntry = (sLowBar.low - fiftyPoint);
+                rType = POSITION_TYPE_BUY;
+                rMode = X_ORDER_MODE_LIMIT;
+                rVolume = signal.volume * 3;
+
+                //
+                isSignalPrepared = rSignal.Prepare(
+                    signal.symbol,
+                    signal.provider,
+                    signal.period,
+                    rType,
+                    rMode,
+                    rEntry,
+                    rVolume,
+                    rSL,
+                    rTP //
+                );
+                if (isSignalPrepared)
+                {
+                    //
+                    AddRef(
+                        rSignal,
+                        signal.supports //
+                    );
+
+                    //
+                    rSignal.Clean();
+
+                    //
+                    rSL = 0;
+                    rTP = 0;
+                    rEntry = 0;
+                    isSignalPrepared = false;
+                }
+            }
+
+            //
+            // add support ...
+            canAdd =
+                !isLong &&
+                entryPrice > (sLowBar.low + fiftyPoint);
+            if (canAdd)
+            {
+                //
+                rSignal.Clean();
+
+                //
+                rEntry = sLowBar.low + fiftyPoint;
+                rType = POSITION_TYPE_SELL;
+                rMode = X_ORDER_MODE_STOP;
+                rVolume = signal.volume * 2;
+
+                //
+                isSignalPrepared = rSignal.Prepare(
+                    signal.symbol,
+                    signal.provider,
+                    signal.period,
+                    rType,
+                    rMode,
+                    rEntry,
+                    rVolume,
+                    rSL,
+                    rTP //
+                );
+                if (isSignalPrepared)
+                {
+                    //
+                    AddRef(
+                        rSignal,
+                        signal.supports //
+                    );
+
+                    //
+                    rSignal.Clean();
+
+                    //
+                    rSL = 0;
+                    rTP = 0;
+                    rEntry = 0;
+                    isSignalPrepared = false;
+                }
+
+                //
+                rEntry = sLowBar.low + fiftyPoint;
+                rType = POSITION_TYPE_BUY;
+                rMode = X_ORDER_MODE_LIMIT;
+                rVolume = signal.volume * 3;
+
+                //
+                isSignalPrepared = rSignal.Prepare(
+                    signal.symbol,
+                    signal.provider,
+                    signal.period,
+                    rType,
+                    rMode,
+                    rEntry,
+                    rVolume,
+                    rSL,
+                    rTP //
+                );
+                if (isSignalPrepared)
+                {
+                    //
+                    AddRef(
+                        rSignal,
+                        signal.supports //
+                    );
+
+                    //
+                    rSignal.Clean();
+
+                    //
+                    rSL = 0;
+                    rTP = 0;
+                    rEntry = 0;
+                    isSignalPrepared = false;
+                }
+            }
+
+            //
+            canAdd =
+                !isLong &&
+                entryPrice < (sHighBar.high - fiftyPoint);
+            if (canAdd)
+            {
+                //
+                rSignal.Clean();
+
+                //
+                rEntry = (sHighBar.high - fiftyPoint);
+                rType = POSITION_TYPE_BUY;
+                rMode = X_ORDER_MODE_STOP;
+                rVolume = signal.volume * 2;
+
+                //
+                isSignalPrepared = rSignal.Prepare(
+                    signal.symbol,
+                    signal.provider,
+                    signal.period,
+                    rType,
+                    rMode,
+                    rEntry,
+                    rVolume,
+                    rSL,
+                    rTP //
+                );
+                if (isSignalPrepared)
+                {
+                    //
+                    AddRef(
+                        rSignal,
+                        signal.supports //
+                    );
+
+                    //
+                    rSignal.Clean();
+
+                    //
+                    rSL = 0;
+                    rTP = 0;
+                    rEntry = 0;
+                    isSignalPrepared = false;
+                }
+
+                //
+                rEntry = (sHighBar.high - fiftyPoint);
+                rType = POSITION_TYPE_SELL;
+                rMode = X_ORDER_MODE_LIMIT;
+                rVolume = signal.volume * 3;
+
+                //
+                isSignalPrepared = rSignal.Prepare(
+                    signal.symbol,
+                    signal.provider,
+                    signal.period,
+                    rType,
+                    rMode,
+                    rEntry,
+                    rVolume,
+                    rSL,
+                    rTP //
+                );
+                if (isSignalPrepared)
+                {
+                    //
+                    AddRef(
+                        rSignal,
+                        signal.supports //
+                    );
+
+                    //
+                    rSignal.Clean();
+
+                    //
+                    rSL = 0;
+                    rTP = 0;
+                    rEntry = 0;
+                    isSignalPrepared = false;
+                }
+            }
+        }
     }
 
     //
@@ -2987,6 +3383,7 @@ class XSCX121Setup : public XSCBaseAlert
 public:
     //
     // Props ...
+    XSCXPVHelper *pvHelper;
     XSCXTDHelper *tdHelper;
     XSCXHKHelper *hkHelper;
     XSCXCHEHelper *cheHelper;
@@ -3010,6 +3407,7 @@ public:
     void ~XSCX121Setup()
     {
         //
+        delete pvHelper;
         delete tdHelper;
         delete hkHelper;
         delete cheHelper;
@@ -3064,6 +3462,19 @@ public:
         //
         // Initialize Helpers ...
 
+        //
+        // XPV ...
+        pvHelper = new XSCXPVHelper();
+        result = pvHelper.Init(
+            inputs.symbol,
+            inputs.period,
+            inputs.pvInputs //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
         //
         // XTD ...
         tdHelper = new XSCXTDHelper();
@@ -3271,6 +3682,17 @@ public:
         conditions.period = GetPeriod();
         conditions.time = TimeCurrent();
 
+        //
+        result = pvHelper.GetConditions(
+            conditions.pvConditions,
+            barIndex,
+            loopback //
+        );
+        if (!result)
+        {
+            return result;
+        }
+
         //
         result = tdHelper.GetConditions(
             conditions.tdConditions,

Classes/x-saherelm.xrange.class.mq5

@@ -0,0 +1,55 @@
+///////////////////////////////////////////////////////
+//
+// SaherElm IT Center MQL5 Class Library
+// ----------------------------------------------
+// Name: XSCRange
+// Description: provides all Range requirements ...
+//
+//
+// Maintainer:
+// ------------
+// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
+//
+//////////////////////////////////////////////////////
+//
+// Global Properties ...
+#property library
+#property copyright "Copyright 2023, SaherElm IT Center"
+#property link "https://www.saherelm.ir"
+#property version "1.00"
+#property strict
+
+//
+// Imports ...
+#include "../Classes/x-saherelm.base.class.mq5"
+#include "../Libraries/x-saherelm.xtrade.lib.mq5"
+#include "../Classes/x-saherelm.xaccount.class.mq5"
+
+//
+// Definitions ...
+
+//
+enum ENUM_XSCRANGE_CALCULATION_MODE {
+    //
+    XSCRANGE_CALCULATE_MANUALLY = 0,
+    XSCRANGE_CALCULATE_DAILY = 1,
+    XSCRANGE_CALCULATE_HALFDAY = 2,
+    XSCRANGE_CALCULATE_4H = 3,
+};
+
+//
+struct XSCRangeInput
+{
+    //
+    // Props ...
+
+    //
+    datetime startTime; // Range Start Time
+    datetime endTime;   // Range End Time
+
+    //
+    int lifetime; // Range Live Time (Secconds)
+
+    //
+
+};

Classes/x-saherelm.xsctrend.class.mq5

@@ -321,7 +321,7 @@ public:
 
         //
         result = mSymbol + "_" +
-                 ToString(mPeriod) +
+                 ToString(mPeriod) + "_" +
                  ToFormatString(zBar.time);
 
         //
@@ -422,7 +422,10 @@ public:
 
         //
         double support = secondSwingLowBar.low;
-        datetime supportTime = secondSwingLowBar.time;
+        datetime supportTime =
+            secondSwingLowBar.time > secondSwingHighBar.time
+                ? secondSwingHighBar.time
+                : secondSwingLowBar.time;
         string supportName =
             //
             identifier +
@@ -436,7 +439,11 @@ public:
 
         //
         double resistance = secondSwingHighBar.high;
-        datetime resistanceTime = secondSwingLowBar.time;
+        datetime resistanceTime =
+            secondSwingLowBar.time > secondSwingHighBar.time
+                ? secondSwingHighBar.time
+                : secondSwingLowBar.time;
+
         string resistanceName =
             //
             identifier +
@@ -479,7 +486,7 @@ public:
             (IsSpecifiedValid(prefix)
                  ? "_" + prefix + "_"
                  : "") +
-            "_" + lowsPrefix + "_" +
+            "_" + highsPrefix + "_" +
             ""
             //
             ;
@@ -528,6 +535,50 @@ public:
             return result;
         }
 
+        //
+        // Draw Highs ...
+        result = DrawTrendLine(
+            chartId,
+            highsName,
+            subWindow,
+            oldHighTime,
+            oldHigh,
+            newHighTime,
+            newHigh,
+            mInputs.clrHighs,
+            STYLE_SOLID,
+            2,
+            false,
+            false,
+            true // Ray Right ...
+        );
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        // Draw Lows ...
+        result = DrawTrendLine(
+            chartId,
+            lowsName,
+            subWindow,
+            oldLowTime,
+            oldLow,
+            newLowTime,
+            newLow,
+            mInputs.clrLows,
+            STYLE_SOLID,
+            2,
+            false,
+            false,
+            true // Ray Right ...
+        );
+        if (!result)
+        {
+            return result;
+        }
+
         //
         return result;
     }

Libraries/x-saherelm.xtrade.lib.mq5

@@ -23,8 +23,9 @@
 // Imports ...
 #include <Trade/Trade.mqh>
 #include "../Libraries/x-saherelm.draw.lib.mq5"
-#include "../Classes/x-saherelm.xczone.class.mq5"
 #include "../Libraries/x-saherelm.common.lib.mq5"
+#include "../Classes/x-saherelm.xsczone.class.mq5"
+#include "../Classes/x-saherelm.xsctrend.class.mq5"
 
 //
 // Definitions ...
@@ -731,6 +732,7 @@ struct XSignal
     //
     // Zones for Signal ...
     XSCZones *zones;
+    XSCTrend *trend;
 
     //
     // Constructor ...