saherelm/MQL5Data
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

update tasks and add multi asset ...

Browse Source
This commit is contained in:
saherelm
2024-07-29 15:19:57 +03:30
parent efaa6dfbbe
commit 94174ddfa5
7 changed files with 1777 additions and 305 deletions
Download Patch File Download Diff File Expand all files Collapse all files
.vscode/vscode-kanban.json
Vendored
+99 -88
View File
@@ -1,102 +1,21 @@
{
"todo": [
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
},
"creation_time": "2024-06-17T19:53:39.860Z",
"description": {
"content": "- use it for supportings",
"mime": "text/markdown"
},
"id": "82",
"references": [],
"title": "add trend line class and test it"
}
],
"todo": [],
"in-progress": [
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
},
"creation_time": "2024-06-26T18:27:39.722Z",
"description": {
"content": "- [] Linear Regression Line 9 and 18;\n- [] Linear Regression Value;\n\nadd all those into 1 Indicator for Recieveing Verification for Signals;",
"creation_time": "2024-07-28T22:48:10.644Z",
"details": {
"content": "[] Add Recovery Options when try to Synchronize Positions Using Trade Handler ...\n[] Add Do not Trail Support or Recovery Positions in Trade Handler ...\n[] Add a TP and SL to Recovery Position ...\n[] Made Multi Asset ...\n[] Add Pressure Based Trailling ...\n[] Add Support for Pressures in Recovery ...\n[] Add OB / FVG and Other things Like XPV Signalling ...\n[] Create XCHCHE Insicator and it's Helper class ...\n",
"mime": "text/markdown"
},
"id": "85",
"id": "86",
"references": [],
"title": "Converts Linear Regression Line and Value indicator"
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
},
"creation_time": "2024-06-17T19:53:56.463Z",
"id": "83",
"references": [],
"title": "run a multi currency test"
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
},
"creation_time": "2024-06-17T19:54:13.659Z",
"id": "84",
"references": [],
"title": "try to implement machine learning and neural network"
}
],
"testing": [
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
},
"creation_time": "2024-06-16T23:57:54.021Z",
"id": "78",
"references": [],
"title": "add Max Allowe Signals per Symbol"
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
},
"creation_time": "2024-06-16T23:59:52.125Z",
"description": {
"content": "- Start Time;\n- End Time;\n- Close On Specific;\n- Close On Opposite;",
"mime": "text/markdown"
},
"id": "80",
"references": [],
"title": "Complete Signalling COntrols ..."
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
},
"creation_time": "2024-06-17T00:01:04.987Z",
"description": {
"content": "- Max Number;\n- Voluem Multiplier;\n- Max Volume;\n- Support on Distance;",
"mime": "text/markdown"
},
"id": "81",
"references": [],
"title": "Fix Allow Supports ..."
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
},
"creation_time": "2024-06-16T23:58:59.163Z",
"description": {
"content": "Fix Open Signals When Support Signals only Open\nMax Allowed Trades Handler ...",
"mime": "text/markdown"
},
"id": "79",
"references": [],
"title": "Fix Max Allowed Trade on Only SUpport Signals"
"title": "TODOs"
}
],
"testing": [],
"done": [
{
"assignedTo": {
@@ -136,6 +55,15 @@
"references": [],
"title": "add handlers for TakeProfit or LoseProfit Events"
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
},
"creation_time": "2024-06-16T23:57:54.021Z",
"id": "78",
"references": [],
"title": "add Max Allowe Signals per Symbol"
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
@@ -323,6 +251,19 @@
"references": [],
"title": "add supports to plot trend arrow in tdma indicator"
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
},
"creation_time": "2024-06-17T19:53:39.860Z",
"description": {
"content": "- use it for supportings",
"mime": "text/markdown"
},
"id": "82",
"references": [],
"title": "add trend line class and test it"
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
@@ -442,6 +383,32 @@
"references": [],
"title": "Complete Remained Short Signals"
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
},
"creation_time": "2024-06-16T23:59:52.125Z",
"description": {
"content": "- Start Time;\n- End Time;\n- Close On Specific;\n- Close On Opposite;",
"mime": "text/markdown"
},
"id": "80",
"references": [],
"title": "Complete Signalling COntrols ..."
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
},
"creation_time": "2024-06-26T18:27:39.722Z",
"description": {
"content": "- [] Linear Regression Line 9 and 18;\n- [] Linear Regression Value;\n\nadd all those into 1 Indicator for Recieveing Verification for Signals;",
"mime": "text/markdown"
},
"id": "85",
"references": [],
"title": "Converts Linear Regression Line and Value indicator"
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
@@ -702,6 +669,19 @@
"references": [],
"title": "extends new section based indicators"
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
},
"creation_time": "2024-06-17T00:01:04.987Z",
"description": {
"content": "- Max Number;\n- Voluem Multiplier;\n- Max Volume;\n- Support on Distance;",
"mime": "text/markdown"
},
"id": "81",
"references": [],
"title": "Fix Allow Supports ..."
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
@@ -712,6 +692,19 @@
"references": [],
"title": "fix cc and ct indicator issues ..."
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
},
"creation_time": "2024-06-16T23:58:59.163Z",
"description": {
"content": "Fix Open Signals When Support Signals only Open\nMax Allowed Trades Handler ...",
"mime": "text/markdown"
},
"id": "79",
"references": [],
"title": "Fix Max Allowed Trade on Only SUpport Signals"
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
@@ -994,6 +987,15 @@
"references": [],
"title": "resolve InvalidStop on Partial Closing"
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
},
"creation_time": "2024-06-17T19:53:56.463Z",
"id": "83",
"references": [],
"title": "run a multi currency test"
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
@@ -1052,6 +1054,15 @@
"content": "do a refactor on all brokers, higgh priority criterias ...",
"mime": "text/markdown"
}
},
{
"assignedTo": {
"name": "Hadi Khazaee Asl"
},
"creation_time": "2024-06-17T19:54:13.659Z",
"id": "84",
"references": [],
"title": "try to implement machine learning and neural network"
}
]
}
Classes/x-saherelm.xtrade.class.mq5
+201 -94
View File
@@ -4305,6 +4305,25 @@ public:
mMaxAllowedRecover = value;
}
//
double MaxAllowedRecoveryVolume()
{
return mMaxAllowedRecoveryVolume;
}
//
void MaxAllowedRecoveryVolume(double value)
{
//
if (value < 0)
{
value = 0;
}
//
mMaxAllowedRecoveryVolume = value;
}
//
double RecoveryVolumeMultiplier()
{
@@ -4324,6 +4343,18 @@ public:
mRecoveryVolumeMultiplier = value;
}
//
bool ForcePressuresInRecovery()
{
return mForcePressuresInRecovery;
}
//
void ForcePressuresInRecovery(bool value)
{
mForcePressuresInRecovery = value;
}
//
// Hedging ...
@@ -4409,6 +4440,11 @@ public:
return;
}
//
// Check Signal Support or Recovery ...
bool isSupport = IsSupport(signal.comment);
bool isRecovery = ExtractRecoveredTicket(signal.comment) > 0;
//
XTradeData item;
bool isFilled = item.Fill(signal);
@@ -4429,7 +4465,10 @@ public:
if (mAllowTrailStops || forceTrail)
{
//
item.allowTrailStop = true;
if (!isSupport && !isRecovery)
{
item.allowTrailStop = true;
}
//
item.ignoreTPOnTrail = mIgnoreTPOnTrail;
@@ -4447,7 +4486,10 @@ public:
if (mAllowRecover || forceRecover)
{
//
item.allowRecover = true;
if (!isSupport && !isRecovery)
{
item.allowRecover = true;
}
//
item.recoveryTPPoint = mRecoveryTPPoint;
@@ -4800,31 +4842,50 @@ public:
);
//
double requiredProfitPoints = (mData[i].recoveryLevel + 1) * recoveryTPPoint;
//
double rSwap = mData[i].swap;
// Summary Calculations ...
double rVolume = volume;
double rProfit = profit;
bool hasMaxVolume = false;
double rSwap = mData[i].swap;
double rCommission = mData[i].commission;
for (int i = 0; i < recoveriesCount; i++)
for (int j = 0; j < recoveriesCount; j++)
{
//
rSwap += recoveries[i].swap;
rProfit += recoveries[i].profit;
rVolume += recoveries[i].volume;
rCommission += mTrader.GetPositionCommission(recoveries[i].ticket);
rSwap += recoveries[j].swap;
rProfit += recoveries[j].profit;
rVolume += recoveries[j].volume;
rCommission += mTrader.GetPositionCommission(recoveries[j].ticket);
//
if (!hasMaxVolume &&
mMaxAllowedRecoveryVolume > 0 &&
recoveries[j].volume >= mMaxAllowedRecoveryVolume)
{
hasMaxVolume = true;
}
//
AddRef(
recoveries[i],
recoveries[j],
mustClose //
);
}
//
double profitSummary =
rProfit + (-1 * rSwap) - MathAbs(rCommission);
//
double requiredProfitPoints = recoveriesCount * recoveryTPPoint;
// if (mData[i].recoveryLevel >= 2)
// {
// //
// requiredProfitPoints /= mData[i].recoveryLevel;
// if (requiredProfitPoints < recoveryTPPoint)
// {
// requiredProfitPoints = recoveryTPPoint;
// }
// }
//
if (profitSummary > 0)
{
//
@@ -4856,12 +4917,12 @@ public:
break;
}
}
//
Clean(mustClose);
Clean(positions);
Clean(recoveries);
}
//
Clean(mustClose);
Clean(positions);
Clean(recoveries);
}
}
}
@@ -4897,12 +4958,13 @@ public:
tmpLSW,
true //
);
bool isBullishSigns =
bool hasBullishSigns =
//
isBullishTrend &&
hasBullishPower &&
// isBullishTrend &&
cBar.IsBullish() &&
hasBullishPattern &&
hasBullishPressure
(hasBullishPower &&
hasBullishPressure)
//
;
@@ -4916,12 +4978,13 @@ public:
tmpLSW,
true //
);
bool isBearishSigns =
bool hasBearishSigns =
//
isBearishTrend &&
hasBearishPower &&
hasBearishPattern &&
hasBearishPressure
// isBearishTrend &&
cBar.IsBearish() &&
hasBearishPressure &&
(hasBearishPower &&
hasBearishPattern)
//
;
@@ -5103,7 +5166,35 @@ public:
// Do Recovery ...
//
// Profit Must be Negative ...
// Check Looking for Direction ...
ENUM_X_POSITION_TYPES recoveryLookingType = mData[i].recoveryLookingType;
if (recoveryLookingType == X_POSITION_TYPE_ALL ||
recoveryLookingType == X_POSITION_TYPE_NONE)
{
continue;
}
//
bool isDirectional = recoveryLookingType == mData[i].type;
//
bool hasPressure =
!mForcePressuresInRecovery
? true
: isDirectional
//
// Looking For Directional Pressure ...
? isLong
? hasBullishSigns
: hasBearishSigns
//
// Looking For InDirectional Pressure ...
: isLong
? hasBearishSigns
: hasBullishSigns;
//
// Check Required Properties Validation ...
if (
recoveryTPPoint > 0 &&
recoverySLPoint > 0 &&
@@ -5112,78 +5203,45 @@ public:
: mData[i].recoveryLevel < maxAllowedRecover))
{
//
// Current Profit ...
// Calculate requirements ...
double distanceInPoints = (MathAbs(profit) / volume);
double _volumeMultiplier = ((mData[i].recoveryLevel + 1) * recoveryVolumeMultiplier);
double _volume = volume * (_volumeMultiplier <= 0 ? 1 : _volumeMultiplier);
// double _volumeMultiplier = ((mData[i].recoveryLevel + 1) * recoveryVolumeMultiplier);
// double _volume =
// volume * (_volumeMultiplier <= 0 ? 1 : _volumeMultiplier);
double _volume =
mData[i].recoveryVolume <= 0
? volume * recoveryVolumeMultiplier
: mData[i].recoveryVolume;
if (mMaxAllowedRecoveryVolume > 0 && _volume > mMaxAllowedRecoveryVolume)
{
_volume = mMaxAllowedRecoveryVolume;
}
//
string _comment = GenerateRecoveryTag(ticket);
//
if (profit < 0)
XSignal rSignal;
bool isPrepared = false;
//
if (profit < 0 &&
hasPressure &&
!isDirectional &&
distanceInPoints >= recoverySLPoint)
{
//
bool canRecover =
distanceInPoints >= recoverySLPoint &&
(mData[i].recoveryLevel == 0 ||
(mData[i].recoveryLevel >= 2 &&
mData[i].recoveryLevel / 2 == 0));
if (canRecover)
{
//
RemovePositionTPSL(iPosition);
//
ENUM_POSITION_TYPE _type =
isLong
? POSITION_TYPE_SELL
: POSITION_TYPE_BUY;
double _entry = GetEntry(symbol, _type);
//
XSignal rSignal;
bool isPrepared = rSignal.Prepare(
symbol,
provider,
period,
_type,
X_ORDER_MODE_MARKET,
_entry,
_volume,
0,
0 //
);
if (isPrepared)
{
//
rSignal.comment = _comment;
//
bool isExecuted = ExecuteRecoverySignal(rSignal);
if (isExecuted)
{
mData[i].recoveryLevel++;
}
}
}
}
else if (profit >= 0 &&
(mData[i].recoveryLevel == 1 ||
(mData[i].recoveryLevel >= 2 &&
mData[i].recoveryLevel / 2 == 1)))
{
//
RemovePositionTPSL(iPosition);
FixRecoveredPositionTPSL(iPosition);
//
ENUM_POSITION_TYPE _type =
isLong
? POSITION_TYPE_BUY
: POSITION_TYPE_SELL;
? POSITION_TYPE_SELL
: POSITION_TYPE_BUY;
double _entry = GetEntry(symbol, _type);
//
XSignal rSignal;
bool isPrepared = rSignal.Prepare(
isPrepared = rSignal.Prepare(
symbol,
provider,
period,
@@ -5194,16 +5252,63 @@ public:
0,
0 //
);
if (isPrepared)
}
else if (profit >= 0 &&
hasPressure &&
isDirectional)
{
//
FixRecoveredPositionTPSL(iPosition);
//
ENUM_POSITION_TYPE _type =
isLong
? POSITION_TYPE_BUY
: POSITION_TYPE_SELL;
double _entry = GetEntry(symbol, _type);
//
isPrepared = rSignal.Prepare(
symbol,
provider,
period,
_type,
X_ORDER_MODE_MARKET,
_entry,
_volume,
0,
0 //
);
}
//
if (isPrepared && rSignal.IsValid())
{
//
// Attach Recovery Tag ...
rSignal.comment = _comment;
//
// Execute Recovery Signal ...
bool isExecuted = ExecuteRecoverySignal(rSignal);
if (isExecuted)
{
//
rSignal.comment = _comment;
// Increase Recovery Level ...
mData[i].recoveryLevel++;
mData[i].recoveryVolume = _volume * recoveryVolumeMultiplier;
//
bool isExecuted = ExecuteRecoverySignal(rSignal);
if (isExecuted)
// Try to Reverse Looking for Next Recovery
// Position Type ...
ENUM_POSITION_TYPE _type;
bool isConverted = ToPositionType(
_type,
recoveryLookingType //
);
if (isConverted)
{
mData[i].recoveryLevel++;
mData[i].recoveryLookingType = GetOppositPositionType(_type);
}
}
}
@@ -5265,7 +5370,9 @@ protected:
int mMaxAllowedRecover; // Max Allowed Recovery
double mRecoveryTPPoint; // Recovery TP in Points
double mRecoverySLPoint; // Recovery SL in Points
bool mForcePressuresInRecovery; // Use Direction Pressures In Recovery
double mRecoveryVolumeMultiplier; // Recovery Volume Multiplier
double mMaxAllowedRecoveryVolume; // Max Allowed Recovery Volume
//
// Hedging ...
@@ -5533,7 +5640,7 @@ private:
}
//
bool RemovePositionTPSL(XPosition &osition)
bool FixRecoveredPositionTPSL(XPosition &osition)
{
//
bool result = false;
Documents/BKP/usefull.mq5
+122
View File
@@ -8018,3 +8018,125 @@ void HandleStrategiesOnTick()
// sl = pvConditions.fib4s[cIndex];
// }
// }
///////////////////////////////////////////////////////////////////////////
//
XSymbolParser symbolParser;
//
bool useEURUSD = false;
bool useUSDCHF = false;
bool useUSDJPY = false;
bool useGBPUSD = false;
bool useXAUUSD = false;
//
bool useXTest = false;
bool useXDTD = false;
bool useXCHKM = false;
//
// EURUSD ...
string eurusdSymbol = "EURUSDb"; // symbolParser.GetEURUSDSymbol();
if (useEURUSD && IsValid(eurusdSymbol))
{
//
// MAGIC NUMBER ...
long magicNumber = eaMagicNumber + 1;
//
// XDTD ...
if (useXDTD)
{
//
XSCXDTDStrategy *eurusdXTDTStrategy;
eurusdXTDTStrategy = new XSCXDTDStrategy(
eurusdSymbol,
PERIOD_M15,
eaVolume,
eaR2R, // R2R ...
eaSlippage,
magicNumber,
true, // Ignore Signal Execution
true, // Use TP SL Point
false, // Use Max
eaTPPoint, // TP
eaSLPoint, // SL
eaIgnoreTP,
false, // eaIgnoreSL,
eaAllowLong,
eaAllowShort,
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts // Max Shorts
);
eurusdXTDTStrategy.SetAlertLogAlerts(true);
eurusdXTDTStrategy.SetAlertEnableAlerts(true);
eurusdXTDTStrategy.AddSignalEventHandler(OnSignalRecieved);
RegisterStrategy(eurusdXTDTStrategy);
}
//
// XTest ...
if (useXTest)
{
//
XSCXTestStrategy *eurusdTestStrategy;
eurusdTestStrategy = new XSCXTestStrategy(
eurusdSymbol,
PERIOD_M15,
eaVolume,
eaR2R, // R2R ...
eaSlippage,
magicNumber,
true, // Ignore Signal Execution
true, // Use TP SL Point
false, // Use Max
eaTPPoint, // TP
eaSLPoint, // SL
eaIgnoreTP,
eaIgnoreSL,
eaAllowLong,
eaAllowShort,
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts // Max Shorts
);
eurusdTestStrategy.SetAlertLogAlerts(true);
eurusdTestStrategy.SetAlertEnableAlerts(true);
eurusdTestStrategy.AddSignalEventHandler(OnSignalRecieved);
RegisterStrategy(eurusdTestStrategy);
}
//
// XCHKM ...
if (useXCHKM)
{
//
XSCXCHKMStrategy *eurusdXCHKMStrategy;
eurusdXCHKMStrategy = new XSCXCHKMStrategy(
eurusdSymbol,
PERIOD_M5,
PERIOD_H1, // Analyzing Period
eaVolume,
eaR2R, // R2R ...
eaSlippage,
magicNumber,
true, // Ignore Signal Execution
false, // Use TP SL Point
false, // Use Max
eaTPPoint, // TP
eaSLPoint, // SL
eaIgnoreTP,
false, // eaIgnoreSL,
eaAllowLong,
eaAllowShort,
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts // Max Shorts
);
eurusdXCHKMStrategy.SetAlertLogAlerts(true);
eurusdXCHKMStrategy.SetAlertEnableAlerts(true);
eurusdXCHKMStrategy.AddSignalEventHandler(OnSignalRecieved);
RegisterStrategy(eurusdXCHKMStrategy);
}
}
Experts/x-test-strategies.ea.mq5
+65 -123
View File
@@ -60,6 +60,10 @@ bool eaIgnoreSL = false; // Ignore SL
//
double eaR2R = 1.5; // Risk to Reward Ratio
//
bool eaMultiSymbol = true; // Use Multi Symbol
string eaSymbols = "EURUSDb,USDJPYb,USDCHFb,GBPUSDb,XAUUSDb,XAGUSDb";
//
// Variables ...
@@ -281,161 +285,99 @@ bool InitialEA()
//
// Configure Recovery ...
eaTradeHandler.AllowRecover(true);
eaTradeHandler.MaxAllowedRecover(0);
eaTradeHandler.AllowRecover(false);
eaTradeHandler.RecoveryTPPoint(50);
eaTradeHandler.RecoverySLPoint(eaSLPoint);
eaTradeHandler.MaxAllowedRecover(3);
eaTradeHandler.MaxAllowedRecoveryVolume(0.1);
eaTradeHandler.RecoverySLPoint(200);
eaTradeHandler.RecoveryVolumeMultiplier(2);
eaTradeHandler.ForcePressuresInRecovery(false);
//
XSymbolParser symbolParser;
//
bool drawAreas = false;
//
bool useEURUSD = false;
bool useUSDCHF = false;
bool useUSDJPY = false;
bool useGBPUSD = false;
bool useXAUUSD = false;
//
bool useXTest = false;
bool useXDTD = false;
bool useXCHKM = false;
//
// EURUSD ...
string eurusdSymbol = "EURUSDb"; // symbolParser.GetEURUSDSymbol();
if (useEURUSD && IsValid(eurusdSymbol))
// Single Symbol ...
if (!eaMultiSymbol)
{
//
// MAGIC NUMBER ...
long magicNumber = eaMagicNumber + 1;
XSCXCHKMStrategy *xchmStrategy;
xchmStrategy = new XSCXCHKMStrategy(
_Symbol,
_Period,
PERIOD_H1, // Analyzing Period
eaVolume,
eaR2R, // R2R ...
eaSlippage,
eaMagicNumber,
true, // Ignore Signal Execution
true, // Use TP SL Point
false, // Use Max
eaTPPoint, // TP
eaSLPoint, // SL
eaIgnoreTP,
true, // eaIgnoreSL,
eaAllowLong,
eaAllowShort,
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts // Max Shorts
);
xchmStrategy.SetAlertLogAlerts(true);
xchmStrategy.SetAlertEnableAlerts(true);
xchmStrategy.AddSignalEventHandler(OnSignalRecieved);
RegisterStrategy(xchmStrategy);
}
//
// Multi Symbol ...
else
{
//
// XDTD ...
if (useXDTD)
// Parse Symbols ...
string symbols[];
int symbolsCount = SplitContent(
symbols,
eaSymbols //
);
result = IsValidSize(symbolsCount);
if (!result)
{
//
XSCXDTDStrategy *eurusdXTDTStrategy;
eurusdXTDTStrategy = new XSCXDTDStrategy(
eurusdSymbol,
PERIOD_M15,
eaVolume,
eaR2R, // R2R ...
eaSlippage,
magicNumber,
true, // Ignore Signal Execution
true, // Use TP SL Point
false, // Use Max
eaTPPoint, // TP
eaSLPoint, // SL
eaIgnoreTP,
false, // eaIgnoreSL,
eaAllowLong,
eaAllowShort,
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts // Max Shorts
);
eurusdXTDTStrategy.SetAlertLogAlerts(true);
eurusdXTDTStrategy.SetAlertEnableAlerts(true);
eurusdXTDTStrategy.AddSignalEventHandler(OnSignalRecieved);
RegisterStrategy(eurusdXTDTStrategy);
return result;
}
//
// XTest ...
if (useXTest)
for (int i = 0; i < symbolsCount; i++)
{
//
XSCXTestStrategy *eurusdTestStrategy;
eurusdTestStrategy = new XSCXTestStrategy(
eurusdSymbol,
PERIOD_M15,
eaVolume,
eaR2R, // R2R ...
eaSlippage,
magicNumber,
true, // Ignore Signal Execution
true, // Use TP SL Point
false, // Use Max
eaTPPoint, // TP
eaSLPoint, // SL
eaIgnoreTP,
eaIgnoreSL,
eaAllowLong,
eaAllowShort,
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts // Max Shorts
);
eurusdTestStrategy.SetAlertLogAlerts(true);
eurusdTestStrategy.SetAlertEnableAlerts(true);
eurusdTestStrategy.AddSignalEventHandler(OnSignalRecieved);
RegisterStrategy(eurusdTestStrategy);
}
string iSymbol = symbols[i];
//
// XCHKM ...
if (useXCHKM)
{
//
XSCXCHKMStrategy *eurusdXCHKMStrategy;
eurusdXCHKMStrategy = new XSCXCHKMStrategy(
eurusdSymbol,
PERIOD_M5,
XSCXCHKMStrategy *iStrategy;
iStrategy = new XSCXCHKMStrategy(
iSymbol,
_Period,
PERIOD_H1, // Analyzing Period
eaVolume,
eaR2R, // R2R ...
eaSlippage,
magicNumber,
eaMagicNumber,
true, // Ignore Signal Execution
false, // Use TP SL Point
true, // Use TP SL Point
false, // Use Max
eaTPPoint, // TP
eaSLPoint, // SL
eaIgnoreTP,
false, // eaIgnoreSL,
true, // eaIgnoreSL,
eaAllowLong,
eaAllowShort,
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts // Max Shorts
);
eurusdXCHKMStrategy.SetAlertLogAlerts(true);
eurusdXCHKMStrategy.SetAlertEnableAlerts(true);
eurusdXCHKMStrategy.AddSignalEventHandler(OnSignalRecieved);
RegisterStrategy(eurusdXCHKMStrategy);
iStrategy.SetAlertLogAlerts(true);
iStrategy.SetAlertEnableAlerts(true);
iStrategy.AddSignalEventHandler(OnSignalRecieved);
//
RegisterStrategy(iStrategy);
}
}
//
XSCXCHKMStrategy *xchmStrategy;
xchmStrategy = new XSCXCHKMStrategy(
_Symbol,
_Period,
PERIOD_H1, // Analyzing Period
eaVolume,
eaR2R, // R2R ...
eaSlippage,
eaMagicNumber,
true, // Ignore Signal Execution
true, // Use TP SL Point
false, // Use Max
eaTPPoint, // TP
eaSLPoint, // SL
eaIgnoreTP,
true, // eaIgnoreSL,
eaAllowLong,
eaAllowShort,
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts // Max Shorts
);
xchmStrategy.SetAlertLogAlerts(true);
xchmStrategy.SetAlertEnableAlerts(true);
xchmStrategy.AddSignalEventHandler(OnSignalRecieved);
RegisterStrategy(xchmStrategy);
//
return result;
}
Indicators/x-saherelm.xchche.mq5
+956
View File
@@ -0,0 +1,956 @@
///////////////////////////////////////////////////////
// SaherElm IT Center MQL5 Indicator
// -------------------------------------------
// Name: XCHCHE
// Description: XCHE Cycles ...
//
// 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 XCHCHE Indicator"
#property strict
//
#define ShortName "XCHCHE"
//
// Includes Common Library ...
#include <MovingAverages.mqh>
#include "../Libraries/x-saherelm.common.lib.mq5"
//
// Inputs ...
//
input group "Market";
input int length = 35; // Length
input int loopback = 26; // Loopback
input double multiplier1 = 3.0; // 1st Multiplier
input double multiplier2 = 3.5; // 2nd Multiplier
//
input group "Calculation";
input ENUM_APPLIED_PRICE upAppliedTo = PRICE_HIGH; // Up Zone Applied to
input ENUM_APPLIED_PRICE downAppliedTo = PRICE_LOW; // Down Zone Applied to
//
input group "Cycles";
//
input group "Short";
input ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // How to Find Period
input ENUM_TIMEFRAMES scPeriod = NULL; // Time Period
//
input group "Medium";
input ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // How to Find Period
input ENUM_TIMEFRAMES mcPeriod = NULL; // Time Period
//
input group "Long";
input ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // How to Find Period
input ENUM_TIMEFRAMES lcPeriod = NULL; // Time Period
//
input group "Hind";
input ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // How to Find Period
input ENUM_TIMEFRAMES hcPeriod = NULL; // Time Period
//
// Presentation ...
input group "Presentation";
//
// Current ...
input bool showCurrentLE1 = true; // Show Current Cycle Long Exit 1
input bool showCurrentLE2 = true; // Show Current Cycle Long Exit 2
input bool showCurrentSE1 = true; // Show Current Cycle Short Exit 1
input bool showCurrentSE2 = true; // Show Current Cycle Short Exit 2
//
// Short ...
input bool showShortLE1 = true; // Show Short Cycle Long Exit 1
input bool showShortLE2 = true; // Show Short Cycle Long Exit 2
input bool showShortSE1 = true; // Show Short Cycle Short Exit 1
input bool showShortSE2 = true; // Show Short Cycle Short Exit 2
//
// Medium ...
input bool showMediumLE1 = true; // Show Medium Cycle Long Exit 1
input bool showMediumLE2 = true; // Show Medium Cycle Long Exit 2
input bool showMediumSE1 = true; // Show Medium Cycle Short Exit 1
input bool showMediumSE2 = true; // Show Medium Cycle Short Exit 2
//
// Long ...
input bool showLongLE1 = true; // Show Long Cycle Long Exit 1
input bool showLongLE2 = true; // Show Long Cycle Long Exit 2
input bool showLongSE1 = true; // Show Long Cycle Short Exit 1
input bool showLongSE2 = true; // Show Long Cycle Short Exit 2
//
// Hind ...
input bool showHindLE1 = true; // Show Hind Cycle Long Exit 1
input bool showHindLE2 = true; // Show Hind Cycle Long Exit 2
input bool showHindSE1 = true; // Show Hind Cycle Short Exit 1
input bool showHindSE2 = true; // Show Hind Cycle Short Exit 2
//
// Buffers ...
//
#define hideColorIDX 0
#define bullishColorIDX 1
#define bearishColorIDX 2
//
#property indicator_chart_window
//
#property indicator_buffers 40
#property indicator_plots 40
//
// Current ...
//
// Short ...
//
// Medium ...
//
// Long ...
//
// Hind ...
//
// Variables, Properties and etc ...
//
int maxLength;
//
// Current ...
int mCSMLength = cSmoothingLength;
//
// Short ...
int mSCLength = 0;
int mSSMLength = 0;
ENUM_TIMEFRAMES mSCPeriod = NULL;
//
// Medium ...
int mMCLength = 0;
int mMSMLength = 0;
ENUM_TIMEFRAMES mMCPeriod = NULL;
//
// Long ...
int mLCLength = 0;
int mLSMLength = 0;
ENUM_TIMEFRAMES mLCPeriod = NULL;
//
// Hind ...
int mHCLength = 0;
int mHSMLength = 0;
ENUM_TIMEFRAMES mHCPeriod = NULL;
//
// Event Handlers ...
//
// Initialization ...
int OnInit()
{
//
// Validate Inputs ...
if (!ValidateInputs())
{
return INIT_PARAMETERS_INCORRECT;
}
//
if (!InitMarketCycles())
{
return INIT_PARAMETERS_INCORRECT;
}
//
// 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 ...
maxLength = ExtractMaxLengthOfInputs();
//
// 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
}
//
// Calculating what we want ...
int OnCalculate(
const int rates_total, // Total Bars on Chart ...
const int prev_calculated, // Total Calculated Bars on Charts ...
const datetime &time[], // History of Open Time ...
const double &open[], // History of Open Price ...
const double &high[], // History of High Price ...
const double &low[], // History of Low Price ...
const double &close[], // History of Close Price ...
const long &tick_volume[], // History of Tick Volumes on Bar ...
const long &volume[], // History of Trade Volumes ...
const int &spread[] // History of Spread Price ...
)
{
//
// 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;
//
limit = (prev_calculated > rates_total || prev_calculated <= 0) ? rates_total : (rates_total - prev_calculated) + 1;
//
// Main Loop ...
for (int i = limit - 1; i >= 0 && !IsStopped(); i--)
{
CalculateHK(i, prev_calculated, rates_total, open, high, close, low);
}
//
CalculateCycles(rates_total, prev_calculated);
//
return rates_total;
}
//
// Functions ...
//
// Validate Input Args for Initialization ...
bool ValidateInputs()
{
//
bool result = false;
//
result =
//
cSmoothingLength > 2 &&
//
(IsValid(scMethod, scPeriod) &&
IsValid(mcMethod, mcPeriod) &&
IsValid(lcMethod, lcPeriod) &&
IsValid(hcMethod, hcPeriod))
//
;
//
return result;
}
//
// Initialize Market Cycles ...
bool InitMarketCycles()
{
//
bool result = false;
//
// Current Cycle Initialization ...
//
int cPeriodSeconds = PeriodSeconds(_Period);
//
// Short Cycle Initialization ...
//
// Find Cycle Period ...
if (scMethod == X_PERIOD_AUTO)
{
//
// Select Period ...
mSCPeriod = GetCyclePeriod(
X_MARKET_CYCLE_SHORT,
_Period //
);
}
else
{
mSCPeriod = scPeriod;
}
//
result = IsValid(mSCPeriod);
if (!result)
{
return result;
}
//
mSCLength = PeriodSeconds(mSCPeriod) / cPeriodSeconds;
mSSMLength = mSCLength * mCSMLength;
result = mSCLength > 0;
if (!result)
{
return result;
}
//
// Medium Cycle Initialization ...
//
// Find Cycle Period ...
if (mcMethod == X_PERIOD_AUTO)
{
//
// Select Period ...
mMCPeriod = GetCyclePeriod(
X_MARKET_CYCLE_MEDIUM,
_Period //
);
}
else
{
mMCPeriod = mcPeriod;
}
//
result = IsValid(mMCPeriod);
if (!result)
{
return result;
}
//
mMCLength = PeriodSeconds(mMCPeriod) / cPeriodSeconds;
mMSMLength = mMCLength * mCSMLength;
result = mMCLength > 0;
if (!result)
{
return result;
}
//
// Long Cycle Initialization ...
//
// Find Cycle Period ...
if (lcMethod == X_PERIOD_AUTO)
{
//
// Select Period ...
mLCPeriod = GetCyclePeriod(
X_MARKET_CYCLE_LONG,
_Period //
);
}
else
{
mLCPeriod = lcPeriod;
}
//
result = IsValid(mLCPeriod);
if (!result)
{
return result;
}
//
mLCLength = PeriodSeconds(mLCPeriod) / cPeriodSeconds;
mLSMLength = mLCLength * mCSMLength;
result = mLCLength > 0;
if (!result)
{
return result;
}
//
// Hind Cycle Initialization ...
//
// Find Cycle Period ...
if (hcMethod == X_PERIOD_AUTO)
{
//
// Select Period ...
mHCPeriod = GetCyclePeriod(
X_MARKET_CYCLE_HIND,
_Period //
);
}
else
{
mHCPeriod = hcPeriod;
}
//
result = IsValid(mHCPeriod);
if (!result)
{
return result;
}
//
mHCLength = PeriodSeconds(mHCPeriod) / cPeriodSeconds;
mHSMLength = mHCLength * mCSMLength;
result = mHCLength > 0;
if (!result)
{
return result;
}
//
return result;
}
//
// Retrieve all Exists Input Max Length ...
// use for Start Of Drawing ...
int ExtractMaxLengthOfInputs()
{
//
int result = 0;
//
result = MathMax(mCSMLength, mSSMLength);
result = MathMax(result, mMSMLength);
result = MathMax(result, mLSMLength);
result = MathMax(result, mHSMLength);
//
return result;
}
//
// Define Indexes and Styles ...
void DefineBuffers()
{
//
// Data Buffers ...
//
// Open ...
ArraySetAsSeries(openBuffer, true);
SetIndexBuffer(openBufferIndex, openBuffer, INDICATOR_CALCULATIONS);
//
// High ...
ArraySetAsSeries(highBuffer, true);
SetIndexBuffer(highBufferIndex, highBuffer, INDICATOR_CALCULATIONS);
//
// Low ...
ArraySetAsSeries(lowBuffer, true);
SetIndexBuffer(lowBufferIndex, lowBuffer, INDICATOR_CALCULATIONS);
//
// Close ...
ArraySetAsSeries(closeBuffer, true);
SetIndexBuffer(closeBufferIndex, closeBuffer, INDICATOR_CALCULATIONS);
//
// Current ...
//
// Color ...
ArraySetAsSeries(cColorBuffer, true);
SetIndexBuffer(cColorBufferIndex, cColorBuffer, INDICATOR_COLOR_INDEX);
//
// Set EMPTY_VALUE on Bar Buffer ...
PlotIndexSetDouble(cBufferIndex, PLOT_EMPTY_VALUE, 0.0);
//
PlotIndexSetInteger(cBufferIndex, PLOT_SHOW_DATA, false);
PlotIndexSetInteger(cColorBufferIndex, PLOT_SHOW_DATA, false);
//
// Open ...
ArraySetAsSeries(cOpenBuffer, true);
PlotIndexSetInteger(cOpenBufferIndex, PLOT_SHOW_DATA, false);
SetIndexBuffer(cOpenBufferIndex, cOpenBuffer, INDICATOR_DATA);
//
// High ...
ArraySetAsSeries(cHighBuffer, true);
PlotIndexSetInteger(cHighBufferIndex, PLOT_SHOW_DATA, false);
SetIndexBuffer(cHighBufferIndex, cHighBuffer, INDICATOR_DATA);
//
// Close ...
ArraySetAsSeries(cCloseBuffer, true);
PlotIndexSetInteger(cCloseBufferIndex, PLOT_SHOW_DATA, false);
SetIndexBuffer(cCloseBufferIndex, cCloseBuffer, INDICATOR_DATA);
//
// Low ...
ArraySetAsSeries(cLowBuffer, true);
PlotIndexSetInteger(cLowBufferIndex, PLOT_SHOW_DATA, false);
SetIndexBuffer(cLowBufferIndex, cLowBuffer, INDICATOR_DATA);
//
// Short ...
//
// Color ...
ArraySetAsSeries(sColorBuffer, true);
SetIndexBuffer(sColorBufferIndex, sColorBuffer, INDICATOR_COLOR_INDEX);
//
// Set EMPTY_VALUE on Bar Buffer ...
PlotIndexSetDouble(sBufferIndex, PLOT_EMPTY_VALUE, 0.0);
//
PlotIndexSetInteger(sBufferIndex, PLOT_SHOW_DATA, false);
PlotIndexSetInteger(sColorBufferIndex, PLOT_SHOW_DATA, false);
//
// Open ...
ArraySetAsSeries(sOpenBuffer, true);
PlotIndexSetInteger(sOpenBufferIndex, PLOT_SHOW_DATA, false);
SetIndexBuffer(sOpenBufferIndex, sOpenBuffer, INDICATOR_DATA);
//
// High ...
ArraySetAsSeries(sHighBuffer, true);
PlotIndexSetInteger(sHighBufferIndex, PLOT_SHOW_DATA, false);
SetIndexBuffer(sHighBufferIndex, sHighBuffer, INDICATOR_DATA);
//
// Close ...
ArraySetAsSeries(sCloseBuffer, true);
PlotIndexSetInteger(sCloseBufferIndex, PLOT_SHOW_DATA, false);
SetIndexBuffer(sCloseBufferIndex, sCloseBuffer, INDICATOR_DATA);
//
// Low ...
ArraySetAsSeries(sLowBuffer, true);
PlotIndexSetInteger(sLowBufferIndex, PLOT_SHOW_DATA, false);
SetIndexBuffer(sLowBufferIndex, sLowBuffer, INDICATOR_DATA);
//
// Medium ...
//
// Color ...
ArraySetAsSeries(mColorBuffer, true);
SetIndexBuffer(mColorBufferIndex, mColorBuffer, INDICATOR_COLOR_INDEX);
//
// Set EMPTY_VALUE on Bar Buffer ...
PlotIndexSetDouble(mBufferIndex, PLOT_EMPTY_VALUE, 0.0);
//
PlotIndexSetInteger(mBufferIndex, PLOT_SHOW_DATA, false);
PlotIndexSetInteger(mColorBufferIndex, PLOT_SHOW_DATA, false);
//
// Open ...
ArraySetAsSeries(mOpenBuffer, true);
PlotIndexSetInteger(mOpenBufferIndex, PLOT_SHOW_DATA, false);
SetIndexBuffer(mOpenBufferIndex, mOpenBuffer, INDICATOR_DATA);
//
// High ...
ArraySetAsSeries(mHighBuffer, true);
PlotIndexSetInteger(mHighBufferIndex, PLOT_SHOW_DATA, false);
SetIndexBuffer(mHighBufferIndex, mHighBuffer, INDICATOR_DATA);
//
// Close ...
ArraySetAsSeries(mCloseBuffer, true);
PlotIndexSetInteger(mCloseBufferIndex, PLOT_SHOW_DATA, false);
SetIndexBuffer(mCloseBufferIndex, mCloseBuffer, INDICATOR_DATA);
//
// Low ...
ArraySetAsSeries(mLowBuffer, true);
PlotIndexSetInteger(mLowBufferIndex, PLOT_SHOW_DATA, false);
SetIndexBuffer(mLowBufferIndex, mLowBuffer, INDICATOR_DATA);
//
// Long ...
//
// Color ...
ArraySetAsSeries(lColorBuffer, true);
SetIndexBuffer(lColorBufferIndex, lColorBuffer, INDICATOR_COLOR_INDEX);
//
// Set EMPTY_VALUE on Bar Buffer ...
PlotIndexSetDouble(lBufferIndex, PLOT_EMPTY_VALUE, 0.0);
//
PlotIndexSetInteger(lBufferIndex, PLOT_SHOW_DATA, false);
PlotIndexSetInteger(lColorBufferIndex, PLOT_SHOW_DATA, false);
//
// Open ...
ArraySetAsSeries(lOpenBuffer, true);
PlotIndexSetInteger(lOpenBufferIndex, PLOT_SHOW_DATA, false);
SetIndexBuffer(lOpenBufferIndex, lOpenBuffer, INDICATOR_DATA);
//
// High ...
ArraySetAsSeries(lHighBuffer, true);
PlotIndexSetInteger(lHighBufferIndex, PLOT_SHOW_DATA, false);
SetIndexBuffer(lHighBufferIndex, lHighBuffer, INDICATOR_DATA);
//
// Close ...
ArraySetAsSeries(lCloseBuffer, true);
PlotIndexSetInteger(lCloseBufferIndex, PLOT_SHOW_DATA, false);
SetIndexBuffer(lCloseBufferIndex, lCloseBuffer, INDICATOR_DATA);
//
// Low ...
ArraySetAsSeries(lLowBuffer, true);
PlotIndexSetInteger(lLowBufferIndex, PLOT_SHOW_DATA, false);
SetIndexBuffer(lLowBufferIndex, lLowBuffer, INDICATOR_DATA);
//
// Hind ...
//
// Color ...
ArraySetAsSeries(hColorBuffer, true);
SetIndexBuffer(hColorBufferIndex, hColorBuffer, INDICATOR_COLOR_INDEX);
//
// Set EMPTY_VALUE on Bar Buffer ...
PlotIndexSetDouble(hBufferIndex, PLOT_EMPTY_VALUE, 0.0);
//
PlotIndexSetInteger(hBufferIndex, PLOT_SHOW_DATA, false);
PlotIndexSetInteger(hColorBufferIndex, PLOT_SHOW_DATA, false);
//
// Open ...
ArraySetAsSeries(hOpenBuffer, true);
PlotIndexSetInteger(hOpenBufferIndex, PLOT_SHOW_DATA, false);
SetIndexBuffer(hOpenBufferIndex, hOpenBuffer, INDICATOR_DATA);
//
// High ...
ArraySetAsSeries(hHighBuffer, true);
PlotIndexSetInteger(hHighBufferIndex, PLOT_SHOW_DATA, false);
SetIndexBuffer(hHighBufferIndex, hHighBuffer, INDICATOR_DATA);
//
// Close ...
ArraySetAsSeries(hCloseBuffer, true);
PlotIndexSetInteger(hCloseBufferIndex, PLOT_SHOW_DATA, false);
SetIndexBuffer(hCloseBufferIndex, hCloseBuffer, INDICATOR_DATA);
//
// Low ...
ArraySetAsSeries(hLowBuffer, true);
PlotIndexSetInteger(hLowBufferIndex, PLOT_SHOW_DATA, false);
SetIndexBuffer(hLowBufferIndex, hLowBuffer, INDICATOR_DATA);
}
//
// Set Indicator Short Name and also we can define Buffers Labels ...
void SetIndicatorName()
{
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
}
//
// Calculations ...
//
// Calculate Hiken Ashi ...
void CalculateHK(
int bar_index, // Selected Bar Index
const int prevCalculated,
const int ratesTotal,
const double &open[],
const double &high[],
const double &close[],
const double &low[] //
)
{
//
double mPrevHKOpenValue;
double mPrevHKCloseValue;
//
if (ArraySize(open) <= bar_index + 1)
{
//
mPrevHKOpenValue = 0;
mPrevHKCloseValue = 0;
}
else
{
//
mPrevHKOpenValue = openBuffer[bar_index + 1];
mPrevHKCloseValue = closeBuffer[bar_index + 1];
}
//
double mHKOpenValue = (mPrevHKOpenValue + mPrevHKCloseValue) / 2;
double mHKCloseValue = (open[bar_index] + high[bar_index] + close[bar_index] + low[bar_index]) / 4;
double mHKHighValue = MathMax(high[bar_index], MathMax(mHKOpenValue, mHKCloseValue));
double mHKLowValue = MathMin(low[bar_index], MathMin(mHKOpenValue, mHKCloseValue));
//
openBuffer[bar_index] = mHKOpenValue;
highBuffer[bar_index] = mHKHighValue;
lowBuffer[bar_index] = mHKLowValue;
closeBuffer[bar_index] = mHKCloseValue;
}
//
void CalculateCycles(
int ratesTotal, // Total Bars
int prevCalculated // Calculated Bars
)
{
//
// Current ...
CalculateCycle(
cOpenBuffer,
cHighBuffer,
cLowBuffer,
cCloseBuffer,
cColorBuffer,
mCSMLength,
showCurrent,
ratesTotal,
prevCalculated //
);
//
// Short ...
CalculateCycle(
sOpenBuffer,
sHighBuffer,
sLowBuffer,
sCloseBuffer,
sColorBuffer,
mSSMLength,
showShort,
ratesTotal,
prevCalculated //
);
//
// Medium ...
CalculateCycle(
mOpenBuffer,
mHighBuffer,
mLowBuffer,
mCloseBuffer,
mColorBuffer,
mMSMLength,
showMedium,
ratesTotal,
prevCalculated //
);
//
// Long ...
CalculateCycle(
lOpenBuffer,
lHighBuffer,
lLowBuffer,
lCloseBuffer,
lColorBuffer,
mLSMLength,
showLong,
ratesTotal,
prevCalculated //
);
//
// Hind ...
CalculateCycle(
hOpenBuffer,
hHighBuffer,
hLowBuffer,
hCloseBuffer,
hColorBuffer,
mHSMLength,
showHind,
ratesTotal,
prevCalculated //
);
}
//
void CalculateCycle(
double &open[],
double &high[],
double &low[],
double &close[],
double &clr[], // Color Index Buffer
int length, // Calculation Length
bool show, // Show or not
int ratesTotal, // Total Bars
int prevCalculated // Calculated Bars
)
{
//
// Open ...
int calculatedSMOpens = ExponentialMAOnBuffer(
ratesTotal,
prevCalculated,
0,
length,
openBuffer,
open //
);
//
// Close ...
int calculatedSMCloses = ExponentialMAOnBuffer(
ratesTotal,
prevCalculated,
0,
length,
closeBuffer,
close //
);
//
int calculatedSMLows = 0;
int calculatedSMHighs = 0;
if (!ignoreShadows)
{
//
// High ...
calculatedSMHighs = ExponentialMAOnBuffer(
ratesTotal,
prevCalculated,
0,
length,
highBuffer,
high //
);
//
// Low ...
calculatedSMLows = ExponentialMAOnBuffer(
ratesTotal,
prevCalculated,
0,
length,
lowBuffer,
low //
);
}
else
{
//
// High ...
calculatedSMHighs = ExponentialMAOnBuffer(
ratesTotal,
prevCalculated,
0,
length,
openBuffer,
high //
);
//
// Low ...
calculatedSMLows = ExponentialMAOnBuffer(
ratesTotal,
prevCalculated,
0,
length,
closeBuffer,
low //
);
}
//
// Find Calculated Items for Colors Calculations ...
int mNumberOfItems = MathMin(calculatedSMOpens, calculatedSMHighs);
mNumberOfItems = MathMin(mNumberOfItems, calculatedSMLows);
mNumberOfItems = MathMin(mNumberOfItems, calculatedSMCloses);
//
// Create a Loop for Color of Candles ...
for (int i = 0; i < mNumberOfItems; i++)
{
//
bool isBearish =
//
open[i] > close[i]
//
;
//
if (show)
{
//
clr[i] = isBearish
? bearishColorIDX
: bullishColorIDX;
}
else
{
//
clr[i] = hideColorIDX;
}
}
}
//
Libraries/x-saherelm.xtrade.lib.mq5
+2
View File
@@ -3791,6 +3791,7 @@ struct XTradeData
int maxAllowedRecover; // Max Allowed Recovery
int recoveryLevel; // Number of Recovery Signals
double recoveryVolumeMultiplier; // Recovery Volume Multiplier
double recoveryVolume; // Next Recovery Positioin Volume
ENUM_X_POSITION_TYPES recoveryLookingType; // Looking for Next Recovery Type
//
@@ -3799,6 +3800,7 @@ struct XTradeData
//
allowRecover = false;
recoveryLevel = 0;
recoveryVolume = 0;
recoveryTPPoint = 0;
recoverySLPoint = 0;
recoveryVolumeMultiplier = 0;
Strategies/x-saherelm.xchkm.strategy.mq5
+332
View File
@@ -186,6 +186,229 @@ public:
mEnableXCHSTR = value;
}
//
// Important Areas Getters ...
//
bool GetSupport(
XOHCL &bar //
)
{
//
bool result = false;
//
bar.Clean();
//
result = support.IsValid();
if (result)
{
bar = support;
}
//
return result;
}
//
bool GetResistance(
XOHCL &bar //
)
{
//
bool result = false;
//
bar.Clean();
//
result = resistance.IsValid();
if (result)
{
bar = resistance;
}
//
return result;
}
//
bool GetBullishOB(
XOHCL &bar //
)
{
//
bool result = false;
//
bar.Clean();
//
result = bullishOB.IsValid();
if (result)
{
bar = bullishOB;
}
//
return result;
}
//
bool GetBearishOB(
XOHCL &bar //
)
{
//
bool result = false;
//
bar.Clean();
//
result = bearishOB.IsValid();
if (result)
{
bar = bearishOB;
}
//
return result;
}
//
bool GetBullishFVG(
XOHCL &bar,
double upper,
double lower //
)
{
//
bool result = false;
//
upper = 0;
lower = 0;
bar.Clean();
//
result = bullishFVG.IsValid();
if (result)
{
//
bar = bullishFVG;
upper = bullishFVGUpper;
lower = bullishFVGLower;
}
//
return result;
}
//
bool GetBearishFVG(
XOHCL &bar,
double upper,
double lower //
)
{
//
bool result = false;
//
upper = 0;
lower = 0;
bar.Clean();
//
result = bearishFVG.IsValid();
if (result)
{
//
bar = bearishFVG;
upper = bearishFVGUpper;
lower = bearishFVGLower;
}
//
return result;
}
//
bool GetBullishTrend(
XOHCL &bar,
XOHCL &swingHighs[],
XOHCL &swingLows[] //
)
{
//
bool result = false;
//
bar.Clean();
Clean(swingHighs);
Clean(swingLows);
//
result = bullishTrend.IsValid();
if (result)
{
//
bar = bullishTrend;
//
Copy(
bullishTrendSwingHighs,
swingHighs //
);
Copy(
bullishTrendSwingLows,
swingLows //
);
}
//
return result;
}
//
bool GetBearishTrend(
XOHCL &bar,
XOHCL &swingHighs[],
XOHCL &swingLows[] //
)
{
//
bool result = false;
//
bar.Clean();
Clean(swingHighs);
Clean(swingLows);
//
result = bearishTrend.IsValid();
if (result)
{
//
bar = bearishTrend;
//
Copy(
bearishTrendSwingHighs,
swingHighs //
);
Copy(
bearishTrendSwingLows,
swingLows //
);
}
//
return result;
}
//
// Overrides ...
@@ -566,6 +789,71 @@ public:
}
}
//
// TREND ...
//
bool hasBullishTrend = bullishTrend.IsValid();
if (!hasBullishTrend)
{
//
hasBullishTrend = aBar.HasBullishTrend(
bullishTrendSwingHighs,
bullishTrendSwingLows,
false //
);
//
if (hasBullishTrend)
{
//
bullishTrend = aBar;
//
if (mDrawImportantAreas)
{
//
DrawBullishTrend(
bullishTrend,
bullishTrendSwingHighs,
bullishTrendSwingLows,
ChartID() //
);
}
}
}
//
bool hasBearishTrend = bearishTrend.IsValid();
if (!hasBearishTrend)
{
//
hasBearishTrend = aBar.HasBearishTrend(
bearishTrendSwingHighs,
bearishTrendSwingLows,
false //
);
//
if (hasBearishTrend)
{
//
bearishTrend = aBar;
//
if (mDrawImportantAreas)
{
//
DrawBearishTrend(
bearishTrend,
bearishTrendSwingHighs,
bearishTrendSwingLows,
ChartID() //
);
}
}
}
//
// For Trend ...
XOHCL tmpHSW[];
@@ -1007,6 +1295,10 @@ public:
CheckBullishFVGValidation();
CheckBearishFVgValidation();
//
CheckBullishTrendValidation();
CheckBearishTrendValidation();
//
return result;
}
@@ -1071,6 +1363,22 @@ public:
bearishFVG.Clean();
}
//
if (hasBullishTrend)
{
//
RemoveBullishTrend(bullishTrend);
bullishTrend.Clean();
}
//
if (hasBearishTrend)
{
//
RemoveBearishTrend(bearishTrend);
bearishTrend.Clean();
}
//
// Retrieve Entry Price based on Position Type ...
entry = GetEntry(mSymbol, type);
@@ -1159,6 +1467,16 @@ protected:
double bearishFVGLower;
XOHCL bearishFVG;
//
XOHCL bullishTrendSwingHighs[];
XOHCL bullishTrendSwingLows[];
XOHCL bullishTrend;
//
XOHCL bearishTrendSwingHighs[];
XOHCL bearishTrendSwingLows[];
XOHCL bearishTrend;
//
// XPV ...
XPVInputs pvInputs;
@@ -1594,6 +1912,20 @@ private:
}
}
//
void CheckBullishTrendValidation()
{
//
// TODO: Complete this ...
}
//
void CheckBearishTrendValidation()
{
//
// TODO: Complete this ...
}
//
// XCHE Custom Data ...