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saherelm
2024-12-13 19:46:00 +03:30
parent fe54432fa2
commit 940931d78a
9 changed files with 1602 additions and 16 deletions
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X121SMCEA/Experts/x-121.poi.expert.class.mq5 → Documents/BKP/x-121.poi.expert.class copy.mq5
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Experts/x-saherelm.x-121.smc.ea.mq5
+3 -3
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@@ -38,13 +38,13 @@ input string eaLogSuffix = ""; // Log Suffix
// //
// Symbols ... // Symbols ...
input group "Symbols"; input group "Symbols";
input bool eaMultiSymbol = false; // Use Multi Symbol input bool eaMultiSymbol = false; // Use Multi Symbol
input string eaSymbols = "EURUSDb,GBPUSDb,USDJPYb,USDCHFb,DowJones30,XAUUSDb"; // Trading Symbols input string eaSymbols = "EURUSDb,GBPUSDb,USDJPYb,USDCHFb"; // Trading Symbols
// //
// Volume ... // Volume ...
input group "Volume"; input group "Volume";
input double eaR2R = 2; // Risk to Reward Ratio input double eaR2R = 3; // Risk to Reward Ratio
input bool eaUseDynamicVolume = false; // Use Dynamic Volume input bool eaUseDynamicVolume = false; // Use Dynamic Volume
input double eaDynamicVolumeStep = 0.01; // Increase Volume Step input double eaDynamicVolumeStep = 0.01; // Increase Volume Step
input double eaDynamicVolumeBalanceFactor = 200; // Balance Factor for Generate Dynamic Volume input double eaDynamicVolumeBalanceFactor = 200; // Balance Factor for Generate Dynamic Volume
Helpers/x-saherelm.x121.helper.mq5
+9
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@@ -1236,6 +1236,15 @@ class XCX121Helper : public XCBaseHelper
); );
} }
/**
* Retrieve DON Chain Length ...
*
* @return ( int )
*/
int GetDonChainLength() {
return mInputs.donchainLength;
}
// //
// Implement Value Getters ... // Implement Value Getters ...
Libraries/x-saherelm.x-trade.lib.mq5
+23
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@@ -3340,6 +3340,29 @@ struct XSymbolPositions
// //
}; };
//
struct XSymbolLastPosition {
//
string symbol;
string provider;
datetime time;
//
XSymbolLastPosition() {
Clean();
}
//
// Tools ...
void Clean() {
//
time = NULL;
symbol = NULL;
provider = NULL;
}
};
// //
// an Structure for Holding Positions Data ... // an Structure for Holding Positions Data ...
struct XTradeData struct XTradeData
X121SMCEA/Classes/x-121.smc.market.cycle.helper.class.mq5
+309
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@@ -743,6 +743,315 @@ class XC121SMCCycleHelper : public XCBase
return result; return result;
} }
/**
* Detect XPV Based POI(s) ...
*
* @param barIndex: Start Bar Index ...
* @param minRepetition: minimum Repeate of POI for Validation ...
* @param requiredPivots: Number of Min Requirement POI(s) ...
* @param pivotHelper: XC121SMCCycleHelper instance Pointer ...
* @param orderFlow: XPVPivot instance Array Reference ...
* @param orderFlowDirection: ENUM_X_DIRECTION member Reference which represents OrderFlow Direction ...
* @param maxAllowedLoopbackBars: Integer, Max Allowed Loopback Bars ...
*
* @return ( bool )
*/
bool DetectOrderFlow(
int barIndex,
XPVPivot &orderFlow[], // OrderFlows ...
ENUM_X_DIRECTION &orderFlowDirection, // Order Flow Direction ...
int minRepetition = 0,
int requiredPivots = 0,
int maxAllowedLoopbackBars = 576 //
)
{
//
bool result = false;
//
orderFlowDirection = X_DIRECTION_NONE;
//
if (maxAllowedLoopbackBars <= 0)
{
maxAllowedLoopbackBars = 1000;
}
//
if (minRepetition <= 0)
{
minRepetition = mX121Helper.GetDonChainLength();
}
//
if (requiredPivots <= 0)
{
requiredPivots = 3;
}
//
int start = barIndex;
int end = start + maxAllowedLoopbackBars;
//
Clean(orderFlow);
//
result = minRepetition > 0 &&
requiredPivots > 0;
if (!result)
{
return result;
}
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
double peak = 0;
XPVPivot peaks[];
int peakRepeate = 0;
int peakToBarIndex = 0;
int peakFromBarIndex = 0;
//
double vale = 0;
XPVPivot vales[];
int valeRepeate = 0;
int valeToBarIndex = 0;
int valeFromBarIndex = 0;
//
bool canLookupPeak = true;
bool canLookupVale = true;
bool canLookup = true;
while (canLookup)
{
//
// Check Peak ...
double iPeak = mX121Helper.GetPeak(barIndex);
if (iPeak != peak)
{
//
if (peak != 0 &&
peakRepeate >= minRepetition)
{
//
bool isExists = false;
int count = ArraySize(peaks);
if (IsValidSize(count))
{
//
for (int i = 0; i < count; i++)
{
//
XPVPivot iPivot = peaks[i];
//
if (iPivot.upper == iPeak)
{
//
isExists = true;
break;
}
}
}
if (!isExists)
{
//
XPVPivot iPivot;
//
iPivot.lower = 0;
iPivot.upper = peak;
iPivot.symbol = symbol;
iPivot.period = period;
iPivot.type = XPV_PEAK;
iPivot.repetition = peakRepeate;
iPivot.to = iTime(
symbol,
period,
peakToBarIndex //
);
iPivot.from = iTime(
symbol,
period,
peakFromBarIndex //
);
//
iPivot.lower = iPivot.CalculateLower();
//
bool isValid = iPivot.IsValid();
if (isValid)
{
//
AddRef(
iPivot,
peaks //
);
}
}
}
//
peak = iPeak;
peakRepeate = 0;
peakFromBarIndex = 0;
peakToBarIndex = barIndex;
}
else if (iPeak == peak)
{
//
peakRepeate++;
peakFromBarIndex = barIndex;
}
//
// Check Vale ...
double iVale = mX121Helper.GetVale(barIndex);
if (iVale != vale)
{
//
if (vale != 0 &&
valeRepeate >= minRepetition)
{
//
bool isExists = false;
int count = ArraySize(vales);
if (IsValidSize(count))
{
//
for (int i = 0; i < count; i++)
{
//
XPVPivot iPivot = vales[i];
//
if (iPivot.lower == iVale)
{
//
isExists = true;
break;
}
}
}
if (!isExists)
{
//
XPVPivot iPivot;
//
iPivot.upper = 0;
iPivot.lower = vale;
iPivot.symbol = symbol;
iPivot.period = period;
iPivot.type = XPV_VALE;
iPivot.repetition = valeRepeate;
iPivot.to = iTime(
symbol,
period,
valeToBarIndex //
);
iPivot.from = iTime(
symbol,
period,
valeFromBarIndex //
);
//
iPivot.upper = iPivot.CalculateUpper();
//
bool isValid = iPivot.IsValid();
if (isValid)
{
//
AddRef(
iPivot,
vales //
);
}
}
}
//
vale = iVale;
valeRepeate = 0;
valeFromBarIndex = 0;
valeToBarIndex = barIndex;
}
else if (iVale == vale)
{
//
valeRepeate++;
valeFromBarIndex = barIndex;
}
//
canLookupPeak = ArraySize(peaks) < requiredPivots;
canLookupVale = ArraySize(vales) < requiredPivots;
canLookup = barIndex < end &&
(canLookupPeak ||
canLookupVale);
if (canLookup)
{
barIndex++;
}
}
//
result = IsValidSize(ArraySize(peaks)) ||
IsValidSize(ArraySize(vales));
if (!result)
{
return result;
}
//
// Detect Order Flow ...
Copy(
peaks,
orderFlow,
false //
);
Copy(
vales,
orderFlow,
false //
);
int count = ArraySize(orderFlow);
result = IsValidSize(orderFlow);
if (!result)
{
return result;
}
//
// Sort Pivots ...
SortPivots(orderFlow);
//
// Filter Broken Order Flows ...
FilterBrokenPivots(orderFlow);
//
// Detect Order Flow Direction ...
result = DetectPivotDirection(
orderFlow,
orderFlowDirection //
);
if (!result)
{
return result;
}
//
return result;
}
// //
// Change Values Actions ... // Change Values Actions ...
X121SMCEA/Classes/x-121.smc.x-tradehandler.class.mq5
+100 -1
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@@ -2666,6 +2666,29 @@ class XC121SMCTradeHandler : public XCBaseAlert
return result; return result;
} }
} }
//
if (!youngestPosition.IsValid())
{
//
int symbolIDX = FindLastExecutedSignalItem(signal);
if (IsValidIndex(symbolIDX))
{
//
datetime cTime = TimeCurrent();
int signalPeriodSeconds = PeriodSeconds(signal.period);
datetime lastExecutedTime = mLastExecutedSignals[symbolIDX].time;
datetime passedTime = ((datetime)lastExecutedTime +
((mDelayBarBetweenTwoSignal * signalPeriodSeconds)));
//
result = cTime >= passedTime;
if (!result)
{
return result;
}
}
}
} }
// //
@@ -2712,6 +2735,9 @@ class XC121SMCTradeHandler : public XCBaseAlert
forceTrail // forceTrail //
); );
//
HandleSignalExecuted(signal);
// //
string msg = (signal.type == POSITION_TYPE_BUY ? "Long" : "Short") + string msg = (signal.type == POSITION_TYPE_BUY ? "Long" : "Short") +
" Signal Provided by: " + signal.provider + " Signal Provided by: " + signal.provider +
@@ -3789,7 +3815,8 @@ class XC121SMCTradeHandler : public XCBaseAlert
private: private:
// //
// Props ... // Props ...
double mAdditionalVolume; // Volume Additional double mAdditionalVolume; // Volume Additional
XSymbolLastPosition mLastExecutedSignals[]; // Last Executed Signals
// //
// Read Only ... // Read Only ...
@@ -4131,6 +4158,78 @@ class XC121SMCTradeHandler : public XCBaseAlert
mCollector.SaveSignal(item); mCollector.SaveSignal(item);
} }
//
int FindLastExecutedSignalItem(XSignal &signal)
{
//
int result = -1;
//
if (!signal.IsValid())
{
return result;
}
//
int count = ArraySize(mLastExecutedSignals);
if (!IsValidSize(count))
{
return result;
}
//
for (int i = 0; i < count; i++)
{
//
XSymbolLastPosition iLast = mLastExecutedSignals[i];
if (iLast.symbol == signal.symbol &&
iLast.provider == signal.provider)
{
//
result = i;
break;
}
}
//
return result;
}
//
void HandleSignalExecuted(XSignal &signal)
{
//
if (!signal.IsValid())
{
return;
}
//
datetime cTime = TimeCurrent();
int symbolIDX = FindLastExecutedSignalItem(signal);
bool hasItem = IsValidIndex(symbolIDX);
if (hasItem)
{
mLastExecutedSignals[symbolIDX].time = cTime;
}
else
{
//
XSymbolLastPosition item;
//
item.time = cTime;
item.symbol = signal.symbol;
item.provider = signal.provider;
//
AddRef(
item,
mLastExecutedSignals //
);
}
}
// //
}; };
X121SMCEA/Experts/x-121.smc.expert.class.mq5
+1 -1
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@@ -563,7 +563,7 @@ class XC121SMCExpert : public XCBaseExpert
// //
mTradeHandler.MaxAllowedSLToPause(0); mTradeHandler.MaxAllowedSLToPause(0);
mTradeHandler.DelayBarBetweenTwoSignal(240); mTradeHandler.DelayBarBetweenTwoSignal(60);
mTradeHandler.MaxAllowedSLReachedPauseDelay(HoursToSeconds(24)); mTradeHandler.MaxAllowedSLReachedPauseDelay(HoursToSeconds(24));
// //
X121SMCEA/Libraries/x-121.smc.lib.mq5
+14
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@@ -35,6 +35,7 @@ const string X121SMCStrategyToken = "X121SMC";
// //
const string X121SMCSMPVToken = "X121SMCSMPV"; const string X121SMCSMPVToken = "X121SMCSMPV";
const string X121SMCRJBPVToken = "X121SMCRJBPV";
const string X121SMCVWAPCToken = "X121SMCVWAPC"; const string X121SMCVWAPCToken = "X121SMCVWAPC";
// //
@@ -44,6 +45,7 @@ enum ENUM_X_121_SMC_PROVIDERS
// //
X_121_SMC_PROVIDER_NONE, X_121_SMC_PROVIDER_NONE,
X_121_SMC_PROVIDER_SMPV, X_121_SMC_PROVIDER_SMPV,
X_121_SMC_PROVIDER_RJBPV,
X_121_SMC_PROVIDER_VWAPC, X_121_SMC_PROVIDER_VWAPC,
}; };
@@ -1856,6 +1858,11 @@ string ToString(ENUM_X_121_SMC_PROVIDERS value)
result = X121SMCSMPVToken; result = X121SMCSMPVToken;
break; break;
//
case X_121_SMC_PROVIDER_RJBPV:
result = X121SMCRJBPVToken;
break;
// //
case X_121_SMC_PROVIDER_VWAPC: case X_121_SMC_PROVIDER_VWAPC:
result = X121SMCVWAPCToken; result = X121SMCVWAPCToken;
@@ -1889,6 +1896,10 @@ ENUM_X_121_SMC_PROVIDERS ParseProvider(string value)
{ {
result = X_121_SMC_PROVIDER_SMPV; result = X_121_SMC_PROVIDER_SMPV;
} }
else if (Contains(X121SMCRJBPVToken, value))
{
result = X_121_SMC_PROVIDER_RJBPV;
}
else if (Contains(X121SMCVWAPCToken, value)) else if (Contains(X121SMCVWAPCToken, value))
{ {
result = X_121_SMC_PROVIDER_VWAPC; result = X_121_SMC_PROVIDER_VWAPC;
@@ -1899,3 +1910,6 @@ ENUM_X_121_SMC_PROVIDERS ParseProvider(string value)
} }
// //
// Custom Providers Conditions ...
//
X121SMCEA/Strategy/x-121.smc.test.strategy.class.mq5
+1143 -11
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