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This commit is contained in:
saherelm
2025-01-15 22:09:21 +03:30
parent 341992374c
commit 9b307ae6e6
12 changed files with 3448 additions and 671 deletions
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Classes/x-saherelm.x-expert.class.mq5
+8
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@@ -459,6 +459,7 @@ class XCBaseExpert : public XCBaseAlert
UpdateGUI(); UpdateGUI();
HandleReportTime(); HandleReportTime();
HandleStrategiesOnTick(); HandleStrategiesOnTick();
HandleStrategiesGuard();
} }
/** /**
@@ -786,6 +787,13 @@ class XCBaseExpert : public XCBaseAlert
{ {
} }
/**
* Check Strategies for Guards and then Apply Them ...
*/
virtual void HandleStrategiesGuard()
{
}
// //
// Time Handlers ... // Time Handlers ...
X121SMCEA/Signals/x-121.smc.xobgpv.signal.lib.mq5 → Documents/BKP/1/x-121.smc.xobgpv.signal.lib.mq5
View File
X121SMCEA/Signals/x-121.smc.xobspv.signal.lib.mq5 → Documents/BKP/1/x-121.smc.xobspv.signal.lib.mq5
View File
Experts/x-saherelm.x-121.smc.ea.mq5
+7 -7
View File
@@ -57,17 +57,17 @@ input int eaMinRequiredVerificationForSpreadPass = 20; // Minimum Spread Ver
// //
// Trade ... // Trade ...
input group "Trade"; input group "Trade";
input bool eaAllowTrade = true; // Allow Open Trade On Signals input bool eaAllowTrade = true; // Allow Open Trade On Signals
input string eaStartTradeAt = "2:00"; // Enable Trade on Signals on Time input string eaStartTradeAt = "2:00"; // Enable Trade on Signals on Time
input string eaStopTradeAt = "21:00"; // Enable Trade on Signals on Time input string eaStopTradeAt = "21:00"; // Enable Trade on Signals on Time
input string eaCloseAllTradesAt = "23:55"; // Enable Close All Trades on Signals on Time input string eaCloseAllTradesAt = ""; // Enable Close All Trades on Signals on Time
// //
// Risk Management ... // Risk Management ...
input group "Risk Management"; input group "Risk Management";
input double eaR2R = 3; // Signallers Risk to Reward Ratio input double eaR2R = 3; // Signallers Risk to Reward Ratio
input double eaVolume = 0.05; // Static Volume input double eaVolume = 0.05; // Static Volume
input double eaRiskPercentPerBalance = 1.0; // Risk Percent Per Balance in Each Trade input double eaRiskPercentPerBalance = 0; // Risk Percent Per Balance in Each Trade
input bool eaDynamicRiskManagement = false; // Dynamic Risk Management input bool eaDynamicRiskManagement = false; // Dynamic Risk Management
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
@@ -80,9 +80,9 @@ input int eaPauseSignallingAfterReachesMaxAllowedSLInSecconds = 7200; // Pause S
// Protection ... // Protection ...
input group "Protection"; input group "Protection";
input bool eaAllowHedging = true; // Allow Hedge Positions input bool eaAllowHedging = true; // Allow Hedge Positions
input int eaMinOpenTradesFroHedging = 3; // Minimum Open Positions for Hedging input int eaMinOpenTradesFroHedging = 4; // Minimum Open Positions for Hedging
input double eaHedgingMinVolumeStep = 0.01; // Minimum Volume Step for Hedging input double eaHedgingMinVolumeStep = 0.01; // Minimum Volume Step for Hedging
input double eaHedgeingMinRequiredProfitPerVolumeStep = 0.3; // Minimum Required Profit Per Volume Step for Hedging input double eaHedgeingMinRequiredProfitPerVolumeStep = 1.5; // Minimum Required Profit Per Volume Step for Hedging
// //
// Alert ... // Alert ...
X121SMCEA/Classes/x-121.smc.base.strategy.class.mq5
+83 -2
View File
@@ -382,6 +382,8 @@ class XCX121SMCBaseStrategy : public XCBaseAlert
/** /**
* Handle Tick Processing ... * Handle Tick Processing ...
*
* @param positions: XPosition instance Collection ...
*/ */
virtual void HandleTick() virtual void HandleTick()
{ {
@@ -450,6 +452,58 @@ class XCX121SMCBaseStrategy : public XCBaseAlert
); );
} }
/**
* Check for any Guards ...
*
* @param guards: X121SMCGuard instance Collection ...
* @param positions: XPosition instance Collection ...
*
* @return ( virtual bool )
*/
virtual bool HandleGuard(
X121SMCGuard &guards[],
XPosition &positions[] //
)
{
//
bool result = false;
//
// Check State ...
if (IsDisabled())
{
return result;
}
//
// Check Signalling State ...
if (!AllowLong() && !AllowShort())
{
return result;
}
//
// Check Bar Tracker State ...
if (!mGuardBarTracker.CanProcessBar())
{
return result;
}
//
// Check For Guards ...
result = CheckGuard(
guards,
positions //
);
//
// Waits Until Next Candle if Current Tick has Guard ...
mGuardBarTracker.Waits();
//
return result;
}
/** /**
* Check For Signal ... * Check For Signal ...
* *
@@ -474,6 +528,25 @@ class XCX121SMCBaseStrategy : public XCBaseAlert
return result; return result;
} }
/**
* Check for any Guard Actions ...
*
* @param guards: X121SMCGuard instance Collection ...
*
* @return ( virtual bool )
*/
virtual bool CheckGuard(
X121SMCGuard &guards[],
const XPosition &positions[] // Positions ...
)
{
//
bool result = false;
//
return result;
}
/** /**
* Detect SL Candidates based on Strategy and Conditions ... * Detect SL Candidates based on Strategy and Conditions ...
* *
@@ -518,8 +591,9 @@ class XCX121SMCBaseStrategy : public XCBaseAlert
MqlTick mLastTick; // Last Issued Tick ... MqlTick mLastTick; // Last Issued Tick ...
// //
XBarTracker mBarTracker; // Strategy Time Tracker ... XBarTracker mBarTracker; // Strategy Bar Tracker ...
XCBarAnalyser mBarAnalyser; // Bar Analyser Instance XBarTracker mGuardBarTracker; // Strategy Guard Bar Tracker ...
XCBarAnalyser mBarAnalyser; // Bar Analyser Instance
// //
// Actions ... // Actions ...
@@ -867,6 +941,13 @@ class XCX121SMCBaseStrategy : public XCBaseAlert
period // period //
); );
//
// Initialize Guard Bar Tracker ...
mGuardBarTracker.Init(
symbol,
period //
);
// //
} }
X121SMCEA/Classes/x-121.smc.x-tradehandler.class.mq5
+61 -1
View File
@@ -3276,7 +3276,7 @@ class XC121SMCTradeHandler : public XCBaseAlert
// //
// Handle Last Executed Signal ... // Handle Last Executed Signal ...
HandleSignalExecuted(signal); HandleSignalExecuted(signal);
// //
// Alert Executed Signal ... // Alert Executed Signal ...
@@ -3376,6 +3376,66 @@ class XC121SMCTradeHandler : public XCBaseAlert
return result; return result;
} }
/**
* Force Close Positions ...
*
* @return ( bool )
*/
bool ForceClose(
XPosition &positions[],
string comment,
string notificationMessage //
)
{
//
bool result = false;
//
int count = ArraySize(positions);
result = IsValidSize(count);
if (!result)
{
return result;
}
//
int closedPositionsCount = mTrader.Close(
positions,
comment //
);
result = IsValidSize(closedPositionsCount);
if (result)
{
//
// Finish Positions and Clear Data ...
for (int i = 0; i < ArraySize(positions); i++)
{
//
XPosition iPosition = positions[i];
Finish(
iPosition.ticket,
iPosition,
comment //
);
}
//
ResetProtections();
//
if (IsValid(notificationMessage))
{
Alert(notificationMessage);
}
}
//
return result;
//
return result;
}
// //
// Timing Actions ... // Timing Actions ...
X121SMCEA/Experts/x-121.smc.expert.class.mq5
+433
View File
@@ -1365,6 +1365,52 @@ class XC121SMCExpert : public XCBaseExpert
} }
} }
/**
* Handle Strategies Guards ...
*/
void HandleStrategiesGuard() override
{
//
int count = ArraySize(mStrategies);
if (!IsValidSize(count))
{
return;
}
//
XPosition positions[];
int positionsCount = mTrader.GetPositions(
positions, // Result ...
NULL, // Symbol ...
NULL, // Provider ...
NULL, // Period ...
X_POSITION_TYPE_ALL // All Types ...
);
if (!IsValidSize(positionsCount))
{
return;
}
//
for (int i = 0; i < count; i++)
{
//
// Call Tick Handler Function ...
X121SMCGuard iGuards[];
bool hasGuards = mStrategies[i].HandleGuard(
iGuards,
positions //
);
if (hasGuards)
{
HandleGuards(iGuards);
}
}
//
Clean(positions);
}
// //
// Event Handlers ... // Event Handlers ...
@@ -1819,6 +1865,393 @@ class XC121SMCExpert : public XCBaseExpert
return result; return result;
} }
/**
* Handle Guard Actions ...
*
* @param guards: X121SMCGuard instance Collection ...
*/
void HandleGuards(X121SMCGuard &guards[])
{
//
int count = ArraySize(guards);
if (!IsValidSize(guards))
{
return;
}
//
for (int i = 0; i < count; i++)
{
//
X121SMCGuard iGuard = guards[i];
//
if (!iGuard.IsValid())
{
continue;
}
//
// Here we Have to Handle Guard Actions ...
//
// Close ...
bool canClose =
NotEmpty(iGuard.ticket) &&
iGuard.action == X_121_SMC_GUARD_ACTION_CLOSE;
//
// Close All ...
bool canCloseAll = iGuard.action == X_121_SMC_GUARD_ACTION_CLOSE_ALL;
//
// Close Longs ...
bool canCloseLongs = iGuard.action == X_121_SMC_GUARD_ACTION_CLOSE_LONGS;
//
// Close Shorts ...
bool canCloseShorts = iGuard.action == X_121_SMC_GUARD_ACTION_CLOSE_SHORTS;
//
// Partial Close ...
bool canPartialClose =
NotEmpty(iGuard.ticket) &&
iGuard.volumeMultiplier > 0 &&
iGuard.action == X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE;
//
// Trail Stop ...
bool canTrailStop =
iGuard.sl > 0 &&
NotEmpty(iGuard.ticket) &&
iGuard.action == X_121_SMC_GUARD_ACTION_TRAIL_STOP;
//
// Trail Target ...
bool canTrailTarget =
iGuard.tp > 0 &&
NotEmpty(iGuard.ticket) &&
iGuard.action == X_121_SMC_GUARD_ACTION_TRAIL_TARGET;
//
// Hedge ...
bool canHedge = iGuard.action == X_121_SMC_GUARD_ACTION_HEDGE;
//
// Check is Guard Valid ...
bool isValidGuardAction =
canHedge ||
canClose ||
canCloseAll ||
canTrailStop ||
canCloseLongs ||
canTrailTarget ||
canCloseShorts ||
canPartialClose;
if (!isValidGuardAction)
{
continue;
}
//
// Now we Sure to Have a Valid Guard ...
// Start to o Guard Actions ...
//
// Close All ...
if (canCloseAll)
{
//
XPosition positions[];
int positionsCount =
mTrader
.GetPositions(
positions, // Result ...
iGuard.symbol,
iGuard.provider,
NULL, // Period ...
X_POSITION_TYPE_ALL, // All Types ...
true // Filter by Magic ...
);
if (IsValidSize(positionsCount))
{
//
string comment = "Guard Close All ...";
string message = "Guard Close All (" + ToString(positionsCount) + ") Positions Successfully ...";
mTradeHandler.ForceClose(
positions,
comment,
message //
);
}
}
//
// Close Longs ...
if (canCloseLongs)
{
//
XPosition longPositions[];
XPosition shortPositions[];
mTrader
.GetPositions(
longPositions, // Result ...
shortPositions, // Result ...
iGuard.symbol,
iGuard.provider,
NULL, // Period ...
true // Filter by Magic ...
);
//
int longPositionsCount = ArraySize(longPositions);
bool hasLongPositions = IsValidSize(longPositionsCount);
//
int shortPositionsCount = ArraySize(shortPositions);
bool hasShortPositions = IsValidSize(shortPositionsCount);
//
if (hasLongPositions)
{
//
string comment = "Guard Close Longs ...";
string message = "Guard Close (" + ToString(longPositionsCount) + ") Long Positions Successfully ...";
mTradeHandler.ForceClose(
longPositions,
comment,
message //
);
}
}
//
// Close Shorts ...
if (canCloseShorts)
{
//
XPosition longPositions[];
XPosition shortPositions[];
mTrader
.GetPositions(
longPositions, // Result ...
shortPositions, // Result ...
iGuard.symbol,
iGuard.provider,
NULL, // Period ...
true // Filter by Magic ...
);
//
int longPositionsCount = ArraySize(longPositions);
bool hasLongPositions = IsValidSize(longPositionsCount);
//
int shortPositionsCount = ArraySize(shortPositions);
bool hasShortPositions = IsValidSize(shortPositionsCount);
//
if (hasShortPositions)
{
//
string comment = "Guard Close Shorts ...";
string message = "Guard Close (" + ToString(shortPositionsCount) + ") Short Positions Successfully ...";
mTradeHandler.ForceClose(
shortPositions,
comment,
message //
);
}
}
//
// Close ...
if (canClose)
{
//
XPosition iPosition;
bool hasPosition = mTrader.GetPosition(
iGuard.ticket,
iPosition //
);
//
bool isLong = IsLong(iPosition.type);
//
if (hasPosition)
{
//
XPosition positions[];
AddRef(
iPosition,
positions //
);
//
string comment = "Guard Close ...";
string message = "Guard Close " + (isLong ? "Long" : "Short") + " Position: (" + ToString(iGuard.ticket) + ") Successfully ...";
mTradeHandler.ForceClose(
positions,
comment,
message //
);
}
}
//
// Partial Close ...
if (canPartialClose)
{
//
// TODO: Implement this ..
}
//
// Hedge ...
if (canHedge)
{
//
XPosition positions[];
int positionsCount =
mTrader
.GetPositions(
positions, // Result ...
iGuard.symbol,
iGuard.provider,
NULL, // Period ...
X_POSITION_TYPE_ALL, // All Types ...
true // Filter by Magic ...
);
if (IsValidSize(positionsCount))
{
//
int longs = 0;
double longProfits = 0;
double longVolumes = 0;
//
int shorts = 0;
double shortProfits = 0;
double shortVolumes = 0;
CountPositions(
positions,
longs,
longProfits,
longVolumes,
shorts,
shortProfits,
shortVolumes //
);
//
int count = longs + shorts;
double profits = longProfits + shortProfits;
double volumes = longVolumes + shortVolumes;
//
bool canDoHedge =
count > 0 &&
profits > 0 &&
volumes > 0;
if (canDoHedge)
{
//
string comment = "Guard Hedge ...";
string message = "Guard Hedge (" + ToString(count) + ") Positions by: (" + ToString(profits) + ") Successfully ...";
mTradeHandler.ForceClose(
positions,
comment,
message //
);
}
}
}
//
// Trail Stop ...
if (canTrailStop)
{
//
XPosition iPosition;
bool hasPosition = mTrader.GetPosition(
iGuard.ticket,
iPosition //
);
//
bool isLong = IsLong(iPosition.type);
//
bool canDoTrail =
hasPosition &&
iPosition.profit > 0 &&
isLong
? iPosition.price > iGuard.sl &&
(iPosition.sl == 0 ||
iPosition.sl < iGuard.sl)
: iPosition.price < iGuard.sl &&
(iPosition.sl == 0 ||
iPosition.sl > iGuard.sl);
if (canDoTrail)
{
//
string comment = "Guard Trail Stop ...";
string message = "Guard Trail " + (isLong ? "Long" : "Short") + " Position: (" + ToString(iGuard.ticket) + ") Stop Successfully ...";
bool isModified = mTrader.Modify(
iPosition.ticket,
iGuard.sl,
iPosition.tp,
comment //
);
if (isModified)
{
mTradeHandler.Alert(message);
}
}
}
//
// Trail Target ...
if (canTrailTarget)
{
//
XPosition iPosition;
bool hasPosition = mTrader.GetPosition(
iGuard.ticket,
iPosition //
);
//
bool isLong = IsLong(iPosition.type);
//
bool canDoTrail =
hasPosition &&
iGuard.tp != iPosition.tp &&
isLong
? iGuard.tp > iPosition.price
: iGuard.tp < iPosition.price;
if (canDoTrail)
{
//
string comment = "Guard Trail Target ...";
string message = "Guard Trail " + (isLong ? "Long" : "Short") + " Position: (" + ToString(iGuard.ticket) + ") Target Successfully ...";
bool isModified = mTrader.Modify(
iPosition.ticket,
iPosition.sl,
iGuard.tp,
comment //
);
if (isModified)
{
mTradeHandler.Alert(message);
}
}
}
}
}
// //
}; };
X121SMCEA/Libraries/x-121.smc.guard.lib.mq5
+703
View File
@@ -0,0 +1,703 @@
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 X121 SMC Signal Class
// -------------------------------------------------
// Name:
// Description: provide all Global Guarding functions ...
//
//
// 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-121.smc.market.cycle.helper.class.mq5"
#include "../Libraries/x-121.smc.lib.mq5"
//
//
XConsolidationZone x121SMCConsolidationZone;
bool DetectX121SMCGuards(
X121SMCGuard &guards[],
const XPosition &positions[],
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper //
)
{
//
bool result = false;
//
int count = ArraySize(positions);
result = IsValidSize(count);
if (!result)
{
return result;
}
//
string symbol = triggerCycleHelper.GetSymbol();
string provider = ToString(X_121_SMC_PROVIDER_XSTRPV);
ENUM_TIMEFRAMES period = triggerCycleHelper.GetPeriod();
//
XPosition ownPositions[];
XPosition ownLongPositions[];
XPosition ownShortPositions[];
for (int i = 0; i < count; i++)
{
//
XPosition iPosition = positions[i];
bool isOwn = iPosition
.IsFiltersPassed(
symbol,
provider,
NULL,
X_POSITION_TYPE_ALL,
iPosition.magic //
);
if (isOwn)
{
//
AddRef(
iPosition,
ownPositions //
);
//
bool isLong = IsLong(positions[i].type);
if (isLong)
{
//
AddRef(
iPosition,
ownLongPositions //
);
}
else
{
//
AddRef(
iPosition,
ownShortPositions //
);
}
}
}
//
count = ArraySize(ownPositions);
//
int longsCount = ArraySize(ownLongPositions);
bool hasLongs = IsValidSize(longsCount);
//
int shortsCount = ArraySize(ownShortPositions);
bool hasShorts = IsValidSize(shortsCount);
//
result = IsValidSize(count);
if (!result)
{
return result;
}
//
// Here we Are Sure there is Positions to Guard ...
// based on Current Provider ...
//
// Detect Required Data for Analyse Market to Guard Positions ...
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
XOHCL zBar;
result = zBar.Init(
symbol,
period,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
symbol,
period,
cIndex //
);
if (!result)
{
return result;
}
//
XOHCL pBar;
result = pBar.Init(
symbol,
period,
pIndex //
);
if (!result)
{
return result;
}
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
double points = GetPoints(symbol);
//
int swingLoopback = 3;
double ll = cBar.FindLowest(swingLoopback, MODE_LOW);
double hh = cBar.FindHighest(swingLoopback, MODE_HIGH);
double llDown = cBar.FindLowesttDown(swingLoopback);
double hhUp = cBar.FindHighestUp(swingLoopback);
//
// Cycles Conditions ...
//
// Trigger ...
ENUM_XPOI_EVENTS triggerPoiEvents[];
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
X121SMCCycleConditions triggerConditions;
result = triggerCycleHelper.GetConditions(
triggerCycleEvents,
triggerPoiEvents,
triggerConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Decision ...
ENUM_XPOI_EVENTS decisionPoiEvents[];
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
X121SMCCycleConditions decisionConditions;
result = decisionCycleHelper.GetConditions(
decisionCycleEvents,
decisionPoiEvents,
decisionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Analyse ...
ENUM_XPOI_EVENTS analysePoiEvents[];
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
X121SMCCycleConditions analyseConditions;
result = analyseCycleHelper.GetConditions(
analyseCycleEvents,
analysePoiEvents,
analyseConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Verification ...
ENUM_XPOI_EVENTS verificationPoiEvents[];
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
X121SMCCycleConditions verificationConditions;
result = verificationCycleHelper.GetConditions(
verificationCycleEvents,
verificationPoiEvents,
verificationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Consolidation ...
ENUM_XPOI_EVENTS consolidationPoiEvents[];
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
X121SMCCycleConditions consolidationConditions;
result = consolidationCycleHelper.GetConditions(
consolidationCycleEvents,
consolidationPoiEvents,
consolidationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Vision ...
ENUM_XPOI_EVENTS visionPoiEvents[];
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
X121SMCCycleConditions visionConditions;
result = visionCycleHelper.GetConditions(
visionCycleEvents,
visionPoiEvents,
visionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Cycles POI States ...
XPOIState triggerState = triggerConditions.state;
XPOIState decisionState = decisionConditions.state;
XPOIState analyseState = analyseConditions.state;
XPOIState verificationState = verificationConditions.state;
XPOIState consolidationState = consolidationConditions.state;
XPOIState visionState = visionConditions.state;
//
// Cycle X121Conditions ...
X121Conditions triggerXConditions = triggerConditions.x121Conditions;
X121Conditions decisionXConditions = decisionConditions.x121Conditions;
X121Conditions analyseXConditions = analyseConditions.x121Conditions;
X121Conditions verificationXConditions = verificationConditions.x121Conditions;
X121Conditions consolidationXConditions = consolidationConditions.x121Conditions;
X121Conditions visionXConditions = visionConditions.x121Conditions;
//
// Trigger ...
ENUM_X_DIRECTION triggerMarketDir;
bool hasTriggerMarketDir = triggerCycleHelper
.DetectMarketStructure(triggerMarketDir);
//
bool hasTriggerBullishTrend =
hasTriggerMarketDir &&
IsBullish(triggerMarketDir);
//
bool hasTriggerBearishTrend =
hasTriggerMarketDir &&
IsBearish(triggerMarketDir);
//
// Decision ...
ENUM_X_DIRECTION decisionMarketDir;
bool hasDecisionMarketDir = decisionCycleHelper
.DetectMarketStructure(decisionMarketDir);
//
bool hasDecisionBullishTrend =
hasDecisionMarketDir &&
IsBullish(decisionMarketDir);
//
bool hasDecisionBearishTrend =
hasDecisionMarketDir &&
IsBearish(decisionMarketDir);
//
// Consolidation Zone ...
int consolidationLoopback = 7;
double consolidationZoneLower = 0;
double consolidationZoneUpper = 0;
bool isConsolidationZoneBreaked = false;
bool isConsolidationZoneBreakedUp = false;
bool isConsolidationZoneBreakedDown = false;
bool hasConsolidationZone = x121SMCConsolidationZone.IsValid();
if (!hasConsolidationZone)
{
//
double upper = 0;
double lower = 0;
hasConsolidationZone =
triggerCycleHelper
.mBarAnalyser
.IsConsolidate(
cBar,
upper,
lower,
consolidationLoopback //
);
//
if (hasConsolidationZone)
{
//
hasConsolidationZone = x121SMCConsolidationZone.Init(
cBar.symbol,
cBar.period,
upper,
lower,
consolidationLoopback //
);
}
}
//
if (hasConsolidationZone)
{
//
x121SMCConsolidationZone.Update();
//
consolidationZoneUpper = x121SMCConsolidationZone.upper;
consolidationZoneLower = x121SMCConsolidationZone.lower;
//
isConsolidationZoneBreaked = x121SMCConsolidationZone.IsBreaked();
isConsolidationZoneBreakedUp =
isConsolidationZoneBreaked &&
IsBullish(x121SMCConsolidationZone.breakDirection);
isConsolidationZoneBreakedDown =
isConsolidationZoneBreaked &&
IsBearish(x121SMCConsolidationZone.breakDirection);
//
consolidationZoneUpper = triggerXConditions.peaksBuffer[1];
consolidationZoneLower = triggerXConditions.valesBuffer[1];
//
if (isConsolidationZoneBreaked)
{
x121SMCConsolidationZone.Clean();
}
}
//
// Here We Have all Requirements for Guarding Positions ...
//
// Close ...
//
// Close All ...
//
// Close Longs ...
if (hasLongs)
{
//
bool hasGuard =
//
hasDecisionBearishTrend
//
;
//
if (hasGuard)
{
//
X121SMCGuard guard;
//
guard.time = cTime;
guard.symbol = symbol;
guard.provider = provider;
guard.action = X_121_SMC_GUARD_ACTION_CLOSE_LONGS;
//
AddGuard(
guard,
guards //
);
}
}
//
// Close Shorts ...
if (hasShorts)
{
//
bool hasGuard =
//
hasDecisionBullishTrend
//
;
//
if (hasGuard)
{
//
X121SMCGuard guard;
//
guard.time = cTime;
guard.symbol = symbol;
guard.provider = provider;
guard.action = X_121_SMC_GUARD_ACTION_CLOSE_SHORTS;
//
AddGuard(
guard,
guards //
);
}
}
//
// Partial Close ...
//
if (hasLongs)
{
//
bool hasGuard =
//
hasTriggerBearishTrend
//
;
//
if (hasGuard)
{
//
for (int i = 0; i < longsCount; i++)
{
//
XPosition iPosition = ownLongPositions[i];
//
X121SMCGuard iGuard;
//
iGuard.time = cTime;
iGuard.symbol = symbol;
iGuard.provider = provider;
iGuard.action = X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE;
//
iGuard.ticket = iPosition.ticket;
iGuard.volumeMultiplier = 0.5;
//
AddGuard(
iGuard,
guards //
);
}
}
}
//
if (hasShorts)
{
//
bool hasGuard =
//
hasTriggerBullishTrend
//
;
//
if (hasGuard)
{
//
for (int i = 0; i < shortsCount; i++)
{
//
XPosition iPosition = ownShortPositions[i];
//
X121SMCGuard iGuard;
//
iGuard.time = cTime;
iGuard.symbol = symbol;
iGuard.provider = provider;
iGuard.action = X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE;
//
iGuard.ticket = iPosition.ticket;
iGuard.volumeMultiplier = 0.5;
//
AddGuard(
iGuard,
guards //
);
}
}
}
//
// Trail Stop ...
//
if (hasLongs)
{
//
bool hasGuard =
//
(hasConsolidationZone &&
isConsolidationZoneBreaked &&
isConsolidationZoneBreakedUp)
//
;
//
if (hasGuard)
{
//
for (int i = 0; i < longsCount; i++)
{
//
XPosition iPosition = ownLongPositions[i];
//
if (iPosition.profit <= 0)
{
continue;
}
//
if (iPosition.price < consolidationZoneLower)
{
continue;
}
//
X121SMCGuard iGuard;
//
iGuard.time = cTime;
iGuard.symbol = symbol;
iGuard.provider = provider;
iGuard.action = X_121_SMC_GUARD_ACTION_TRAIL_STOP;
//
iGuard.ticket = iPosition.ticket;
//
iGuard.sl = consolidationZoneLower;
//
AddGuard(
iGuard,
guards //
);
}
}
}
//
if (hasShorts)
{
//
bool hasGuard =
//
(hasConsolidationZone &&
isConsolidationZoneBreaked &&
isConsolidationZoneBreakedDown)
//
;
//
if (hasGuard)
{
//
for (int i = 0; i < shortsCount; i++)
{
//
XPosition iPosition = ownShortPositions[i];
//
if (iPosition.profit <= 0)
{
continue;
}
//
if (iPosition.price > consolidationZoneUpper)
{
continue;
}
//
X121SMCGuard iGuard;
//
iGuard.time = cTime;
iGuard.symbol = symbol;
iGuard.provider = provider;
iGuard.action = X_121_SMC_GUARD_ACTION_TRAIL_STOP;
//
iGuard.ticket = iPosition.ticket;
//
iGuard.sl = consolidationZoneUpper;
//
AddGuard(
iGuard,
guards //
);
}
}
}
//
// Trail Target ...
//
if (hasLongs)
{
}
//
if (hasShorts)
{
}
//
// Hedge ...
//
count = ArraySize(guards);
result = IsValidSize(count);
//
return result;
}
X121SMCEA/Libraries/x-121.smc.lib.mq5
+151 -17
View File
@@ -36,8 +36,7 @@ const string X121SMCStrategyToken = "X121SMC";
// //
const string X121SMCXTestToken = "X121XTest"; const string X121SMCXTestToken = "X121XTest";
const string X121SMCXOBGPVToken = "X121XOBGPV"; const string X121SMCXPZToken = "X121XPZ";
const string X121SMCXOBSPVToken = "X121XOBSPV";
const string X121SMCXSTRPVToken = "X121XSTRPV"; const string X121SMCXSTRPVToken = "X121XSTRPV";
// //
@@ -47,11 +46,25 @@ enum ENUM_X_121_SMC_PROVIDERS
// //
X_121_SMC_PROVIDER_NONE, X_121_SMC_PROVIDER_NONE,
X_121_SMC_PROVIDER_XTEST, X_121_SMC_PROVIDER_XTEST,
X_121_SMC_PROVIDER_XOBGPV, X_121_SMC_PROVIDER_XPZ,
X_121_SMC_PROVIDER_XOBSPV,
X_121_SMC_PROVIDER_XSTRPV, X_121_SMC_PROVIDER_XSTRPV,
}; };
//
// Guard Actions ...
enum ENUM_X_121_SMC_GUARD_ACTIONS
{
X_121_SMC_GUARD_ACTION_NONE, // Nothing to Do
X_121_SMC_GUARD_ACTION_CLOSE, // Close Specified Position
X_121_SMC_GUARD_ACTION_CLOSE_ALL, // Close All Positions
X_121_SMC_GUARD_ACTION_CLOSE_LONGS, // Close All Long Positions
X_121_SMC_GUARD_ACTION_CLOSE_SHORTS, // Close All Short Position
X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE, // Partial Close Specified Position
X_121_SMC_GUARD_ACTION_TRAIL_STOP, // Trail Stop of Specified Position
X_121_SMC_GUARD_ACTION_TRAIL_TARGET, // Trail Target of Specified Position
X_121_SMC_GUARD_ACTION_HEDGE, // Hedge Specified Positions
};
// //
// Each Market Cycle (Time Frame) Conditions // Each Market Cycle (Time Frame) Conditions
// Model as this Structure ... // Model as this Structure ...
@@ -506,6 +519,136 @@ struct X121SMCStrategyConditions
// //
}; };
//
// Model a Guard Action ...
struct X121SMCGuard
{
//
// Props ...
ENUM_X_121_SMC_GUARD_ACTIONS action;
datetime time;
//
string symbol;
string provider;
//
// Specified Position ...
ulong ticket;
//
// Partial Close ...
double volumeMultiplier;
//
// SL Trial ...
double sl;
//
// TP Trial ...
double tp;
//
// Constructor ...
X121SMCGuard()
{
Clean();
}
//
// Tools ...
/**
* Cleanup ...
*/
void Clean()
{
//
time = NULL;
action = X_121_SMC_GUARD_ACTION_NONE;
//
symbol = NULL;
provider = NULL;
//
ticket = 0;
//
volumeMultiplier = 0;
//
sl = 0;
tp = 0;
}
/**
* Validate ...
*
* @return ( bool )
*/
bool IsValid()
{
//
bool result = false;
//
result =
//
IsValid(time) &&
IsValid(symbol) &&
IsValid(provider) &&
action != X_121_SMC_GUARD_ACTION_NONE
//
;
if (!result)
{
return result;
}
//
// Validate Model Based On Specified Guard Actions ...
//
return result;
}
};
/**
* Add Guard to Collection ...
*
* @param guard: X121SMCGuard instance ...
* @param guards: X121SMCGuard instance Collection ...
*
* @return ( int )
*/
int AddGuard(
X121SMCGuard &guard,
X121SMCGuard &guards[] //
)
{
//
int result = 0;
//
if (!guard.IsValid())
{
return result;
}
//
AddRef(
guard,
guards //
);
//
result = ArraySize(guards);
//
return result;
}
/** /**
* Draw X121 SMC Conditions ... * Draw X121 SMC Conditions ...
* *
@@ -678,13 +821,8 @@ string ToString(ENUM_X_121_SMC_PROVIDERS value)
break; break;
// //
case X_121_SMC_PROVIDER_XOBGPV: case X_121_SMC_PROVIDER_XPZ:
result = X121SMCXOBGPVToken; result = X121SMCXPZToken;
break;
//
case X_121_SMC_PROVIDER_XOBSPV:
result = X121SMCXOBSPVToken;
break; break;
// //
@@ -720,13 +858,9 @@ ENUM_X_121_SMC_PROVIDERS ParseProvider(string value)
{ {
result = X_121_SMC_PROVIDER_XTEST; result = X_121_SMC_PROVIDER_XTEST;
} }
else if (Contains(X121SMCXOBGPVToken, value)) else if (Contains(X121SMCXPZToken, value))
{ {
result = X_121_SMC_PROVIDER_XOBGPV; result = X_121_SMC_PROVIDER_XPZ;
}
else if (Contains(X121SMCXOBSPVToken, value))
{
result = X_121_SMC_PROVIDER_XOBSPV;
} }
else if (Contains(X121SMCXSTRPVToken, value)) else if (Contains(X121SMCXSTRPVToken, value))
{ {
X121SMCEA/Signals/x-121.smc.xpz.signal.lib.mq5
+1649
View File
File diff suppressed because it is too large Load Diff
X121SMCEA/Signals/x-121.smc.xstrpv.signal.lib.mq5
+34 -136
View File
@@ -21,8 +21,7 @@
// //
// Imports ... // Imports ...
#include "../Classes/x-121.smc.market.cycle.helper.class.mq5" #include "../Libraries/x-121.smc.guard.lib.mq5"
#include "../Libraries/x-121.smc.lib.mq5"
// //
// Definitions ... // Definitions ...
@@ -869,147 +868,15 @@ bool DetectX121SMCXSTRPVSiganlSetup(
// //
// //
//
double decisionPVMiddle = decisionXConditions.valesBuffer[1] +
(decisionXConditions.peaksBuffer[1] - decisionXConditions.valesBuffer[1]) / 2;
bool isInDecisionPremium =
//
ask > decisionPVMiddle &&
bid > decisionPVMiddle &&
//
ask < decisionXConditions.peaksBuffer[1] &&
bid < decisionXConditions.peaksBuffer[1]
//
;
bool isInDecisionDiscount =
//
ask < decisionPVMiddle &&
bid < decisionPVMiddle &&
//
ask < decisionXConditions.valesBuffer[1] &&
bid < decisionXConditions.valesBuffer[1]
//
;
//
bool isPriceZoneBullish =
//
!hasDecisionCondition &&
!hasAnalyseCondition &&
//
hasVerificationBullishTrend &&
hasAnalyseBullishTrend &&
hasDecisionBullishTrend &&
//
hasAnalysePriceZone &&
analysePriceZone.IsBullish() &&
isAnalysePriceZoneValidForVale &&
//
isCBarBullishFormed &&
isInDecisionDiscount &&
decisionXConditions.isAtrLowerUnderVale &&
decisionXConditions.isAtrLowerSlopeBullish &&
true
//
;
//
bool isPriceZoneBearish =
//
!hasDecisionCondition &&
!hasAnalyseCondition &&
//
hasVerificationBearishTrend &&
hasAnalyseBearishTrend &&
hasDecisionBearishTrend &&
//
hasAnalysePriceZone &&
analysePriceZone.IsBearish() &&
isAnalysePriceZoneValidForPeak &&
//
isInDecisionPremium &&
isCBarBearishFormed &&
decisionXConditions.isAtrUpperOverPeak &&
decisionXConditions.isAtrUpperSlopeBearish &&
true
//
;
//
bool hasPriceZoneCondition = isPriceZoneBullish ||
isPriceZoneBearish;
if (hasPriceZoneCondition)
{
//
ENUM_X_DIRECTION pzDir =
isPriceZoneBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
// XCBaseObject *drawnObjects[];
// int drawnObjectsCount = triggerCycleHelper
// .mPOIDetector
// .mDrawer
// .DrawPriceZone(
// analysePriceZone,
// drawnObjects,
// pzDir //
// );
// if (IsValidSize(drawnObjectsCount))
// {
// Print("DIR: " + EnumToString(pzDir));
// }
//
conditions.priceZone = analysePriceZone;
conditions.isPriceZoneValidForPeak = isAnalysePriceZoneValidForPeak;
conditions.isPriceZoneValidForVale = isAnalysePriceZoneValidForVale;
//
pzPeak = analysePriceZoneUpper;
pzVale = analysePriceZoneLower;
//
double point = GetEntry(
conditions.symbol,
conditions.dir //
);
//
// Manipulate Conditions Point ...
//
// point =
// isPriceZoneBullish ? pzPeak
// : pzVale;
conditions.point = point;
//
// Manipulate Conditions Pivot ...
//
conditions.pivot =
isPriceZoneBullish
? pzVale
: pzPeak;
}
//
//
//
// //
isBullish = isBullish =
isAnalyseBullish || isAnalyseBullish ||
isDecisionBullish || isDecisionBullish;
isPriceZoneBullish;
// //
isBearish = isBearish =
isAnalyseBearish || isAnalyseBearish ||
isDecisionBearish || isDecisionBearish;
isPriceZoneBearish;
// //
result = isBullish || result = isBullish ||
@@ -1685,6 +1552,37 @@ bool DetectX121SMCXSTRPVSiganlTrigger(
return result; return result;
} }
//
bool DetectX121SMCXSTRPVGuards(
X121SMCGuard &guards[],
const XPosition &positions[],
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper //
)
{
//
bool result = false;
//
result = DetectX121SMCGuards(
guards,
positions,
triggerCycleHelper,
decisionCycleHelper,
analyseCycleHelper,
verificationCycleHelper,
consolidationCycleHelper,
visionCycleHelper //
);
//
return result;
}
// //
int AddX121SMCXSTRPVConditionsIfNotExists( int AddX121SMCXSTRPVConditionsIfNotExists(
X121SMCStrategyXSTRPVSignalConditions &item, X121SMCStrategyXSTRPVSignalConditions &item,
X121SMCEA/Strategy/x-121.smc.strategy.class.mq5
+319 -508
View File
@@ -28,8 +28,7 @@
// //
#include "../Signals/x-121.smc.test.signal.lib.mq5" #include "../Signals/x-121.smc.test.signal.lib.mq5"
#include "../Signals/x-121.smc.xobgpv.signal.lib.mq5" #include "../Signals/x-121.smc.xpz.signal.lib.mq5"
#include "../Signals/x-121.smc.xobspv.signal.lib.mq5"
#include "../Signals/x-121.smc.xstrpv.signal.lib.mq5" #include "../Signals/x-121.smc.xstrpv.signal.lib.mq5"
// //
@@ -43,6 +42,10 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
// Public ... // Public ...
public: public:
// //
// Props ...
bool useTestSignal;
bool useXPZSignal;
bool useXSTRPVSignal;
// //
// Constructor(s) ... // Constructor(s) ...
@@ -184,16 +187,9 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
// Detect Signal Conditions ... // Detect Signal Conditions ...
bool hasSignal = false; bool hasSignal = false;
//
bool useTestSignal = false;
bool useXOBGPVSignal = false;
bool useXOBSPVSignal = false;
bool useXSTRPVSignal = true;
// //
bool hasTestSignal = false; bool hasTestSignal = false;
bool hasXOBGPVSignal = false; bool hasXPZSignal = false;
bool hasXOBSPVSignal = false;
bool hasXSTRPVSignal = false; bool hasXSTRPVSignal = false;
// //
@@ -207,20 +203,11 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
// //
// XOBGPV Signal ... // XOBGPV Signal ...
if (useXOBGPVSignal && !hasSignal) if (useXPZSignal && !hasSignal)
{ {
// //
hasXOBGPVSignal = DetectXOBGPVSignal(conditions); hasXPZSignal = DetectXPZSignal(conditions);
hasSignal = hasXOBGPVSignal; hasSignal = hasXPZSignal;
}
//
// XOBSPV Signal ...
if (useXOBSPVSignal && !hasSignal)
{
//
hasXOBSPVSignal = DetectXOBSPVSignal(conditions);
hasSignal = hasXOBSPVSignal;
} }
// //
@@ -339,15 +326,15 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
{ {
// //
// Configure Signal Protector ... // Configure Signal Protector ...
if (useXSTRPVSignal) // if (useXSTRPVSignal)
{ // {
// // //
signal.trailSL = false; // signal.trailSL = false;
signal.fullTPLevel = r2r; // signal.fullTPLevel = r2r;
signal.partialCloseOnTPLevel = 2; // signal.partialCloseOnTPLevel = 2;
signal.partialCloseMultiplier = 0.5; // signal.partialCloseMultiplier = 0.5;
signal.trailSLStartOnReachTPLevel = 2; // signal.trailSLStartOnReachTPLevel = 2;
} // }
// //
// TODO: Remove this ... // TODO: Remove this ...
@@ -365,6 +352,76 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
return result; return result;
} }
/**
* Check for any Guard Actions ...
*/
bool CheckGuard(
X121SMCGuard &guards[],
const XPosition &positions[] //
) override
{
//
bool result = false;
//
Clean(guards);
//
int count = ArraySize(positions);
result = IsValidSize(count);
if (!result)
{
return result;
}
//
// XTEST Guard Detection ...
if (useTestSignal)
{
}
//
// XSTRPV Guard Detection ...
if (useXSTRPVSignal)
{
//
bool hasGuard = DetectX121SMCXSTRPVGuards(
guards,
positions,
mTriggerCycleHelper,
mDecisionCycleHelper,
mAnalyseCycleHelper,
mVerificationCycleHelper,
mConsolidationCycleHelper,
mVisionCycleHelper //
);
}
//
// XPZ Guard Detection ...
if (useXPZSignal)
{
//
bool hasGuard = DetectX121SMCXPZGuards(
guards,
positions,
mTriggerCycleHelper,
mDecisionCycleHelper,
mAnalyseCycleHelper,
mVerificationCycleHelper,
mConsolidationCycleHelper,
mVisionCycleHelper //
);
}
//
count = ArraySize(guards);
result = IsValidSize(count);
//
return result;
}
/** /**
* Customize Strategy Identifier ... * Customize Strategy Identifier ...
*/ */
@@ -511,483 +568,6 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
return result; return result;
} }
//
// XOBGPV Signal ...
bool DetectXOBGPVSignal(
X121SMCStrategyConditions &conditions //
)
{
//
bool result = false;
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
XOHCL zBar;
result = zBar.Init(
symbol,
period,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
symbol,
period,
cIndex //
);
if (!result)
{
return result;
}
//
XOHCL pBar;
result = pBar.Init(
symbol,
period,
pIndex //
);
if (!result)
{
return result;
}
//
double cLL = cBar.FindLowest(7, MODE_LOW);
double cHH = cBar.FindHighest(7, MODE_HIGH);
//
datetime cTime = TimeCurrent();
//
ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_XOBGPV;
string providerStr = ToString(provider);
//
// Detect Setup Conditions ...
datetime setupTime = mXOBGPVConditions.setupTime;
bool isSetuped = mXOBGPVConditions.IsSetuped();
ENUM_X_DIRECTION setupDir = mXOBGPVConditions.dir;
if (!isSetuped)
{
//
// Detect Signal Setup ...
isSetuped = DetectX121SMCXOBGPVSiganlSetup(
symbol,
period,
mXOBGPVConditions,
mTriggerCycleHelper,
mDecisionCycleHelper,
mAnalyseCycleHelper,
mVerificationCycleHelper,
mConsolidationCycleHelper,
mVisionCycleHelper //
);
//
setupDir = mXOBGPVConditions.dir;
setupTime = mXOBGPVConditions.setupTime;
//
if (isSetuped)
{
//
int items = AddX121SMCXOBGPVConditionsIfNotExists(
mXOBGPVConditions,
mXOBGPVConditionsCollection //
);
//
mXOBGPVConditions.Clean();
}
}
//
int conditionsCount = ArraySize(mXOBGPVConditionsCollection);
result = IsValidSize(conditionsCount);
if (!result)
{
return result;
}
//
// Looking For Conditions ...
int selectedIndex = 0;
X121SMCStrategyXOBGPVSignalConditions mTmpConditions[];
Copy(
mXOBGPVConditionsCollection,
mTmpConditions //
);
X121SMCStrategyXOBGPVSignalConditions mConditions;
for (int i = 0; i < conditionsCount; i++)
{
//
// Update Conditions ...
mTmpConditions[i].UpdateOrderBlocks();
//
// Retrieve Required Data ...
ENUM_X_DIRECTION iDir = mTmpConditions[i].dir;
bool isIBullish = IsBullish(iDir);
double iUpper = 0;
double iLower = 0;
bool iHasBoundary = mTmpConditions[i].fvgOB.GetBoundary(
iUpper,
iLower //
);
if (!iHasBoundary)
{
continue;
}
//
// Draw Conditions ...
//
XFVGOrderBlock iFVGOB = mTmpConditions[i].fvgOB;
XCBaseObject *drawnObjects[];
mPOIDrawer.DrawFVGOrderBlock(
iFVGOB,
drawnObjects //
);
AddObjectsIfNotExists(drawnObjects);
//
// Check Broken Order Blocks and Remove them ...
bool isBreaked =
isBullish
? (cBar.high < iLower ||
pBar.high < iLower)
: (cBar.low > iUpper ||
cBar.low > iUpper);
if (isBreaked)
{
//
ArrayRemove(
mXOBGPVConditionsCollection,
i,
1 //
);
//
continue;
}
//
// Check Triggers ...
bool canTrigger = mTmpConditions[i].CanTrigger();
datetime triggerTime = mTmpConditions[i].triggerTime;
if (!canTrigger)
{
//
// Detect Signal Trigger ...
canTrigger = DetectX121SMCXOBGPVSiganlTrigger(
mTmpConditions[i],
symbol,
period,
mTriggerCycleHelper,
mDecisionCycleHelper,
mAnalyseCycleHelper,
mVerificationCycleHelper,
mConsolidationCycleHelper,
mVisionCycleHelper //
);
//
result = canTrigger;
if (!result)
{
continue;
}
//
triggerTime = mTmpConditions[i].triggerTime;
}
//
if (canTrigger)
{
//
selectedIndex = i;
mConditions = mTmpConditions[i];
break;
}
}
//
result = IsValid(mConditions.setupTime) &&
HasDirection(mConditions.dir);
if (!result)
{
return result;
}
//
// Remove Selected Index from Main Collection ...
ArrayRemove(
mXOBGPVConditionsCollection,
selectedIndex,
1 //
);
//
// Check Signal Direction ...
isBullish = IsBullish(mConditions.dir);
isBearish = IsBearish(mConditions.dir);
result = isBullish ||
isBearish;
if (!result)
{
return result;
}
//
// Issues Signal on Conditions ...
conditions.sl = mConditions.sl;
conditions.provider = providerStr;
conditions.signalDir = mConditions.dir;
conditions.target = mConditions.target;
//
return result;
}
//
// XOBSPV Signal ...
bool DetectXOBSPVSignal(
X121SMCStrategyConditions &conditions //
)
{
//
bool result = false;
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
XOHCL zBar;
result = zBar.Init(
symbol,
period,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
symbol,
period,
cIndex //
);
if (!result)
{
return result;
}
//
XOHCL pBar;
result = pBar.Init(
symbol,
period,
pIndex //
);
if (!result)
{
return result;
}
//
double cLL = cBar.FindLowest(7, MODE_LOW);
double cHH = cBar.FindHighest(7, MODE_HIGH);
//
datetime cTime = TimeCurrent();
//
ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_XOBSPV;
string providerStr = ToString(provider);
//
// Detect Setup Conditions ...
datetime setupTime = mXOBSPVConditions.setupTime;
bool isSetuped = mXOBSPVConditions.IsSetuped();
ENUM_X_DIRECTION setupDir = mXOBSPVConditions.dir;
if (!isSetuped)
{
//
// Detect Signal Setup ...
isSetuped = DetectX121SMCXOBSPVSiganlSetup(
symbol,
period,
mXOBSPVConditions,
mTriggerCycleHelper,
mDecisionCycleHelper,
mAnalyseCycleHelper,
mVerificationCycleHelper,
mConsolidationCycleHelper,
mVisionCycleHelper //
);
//
setupDir = mXOBSPVConditions.dir;
setupTime = mXOBSPVConditions.setupTime;
//
if (isSetuped)
{
//
int items = AddX121SMCXOBSPVConditionsIfNotExists(
mXOBSPVConditions,
mXOBSPVConditionsCollection //
);
//
mXOBSPVConditions.Clean();
}
}
//
int conditionsCount = ArraySize(mXOBSPVConditionsCollection);
result = IsValidSize(conditionsCount);
if (!result)
{
return result;
}
//
// Looking For Conditions ...
int selectedIndex = 0;
X121SMCStrategyXOBSPVSignalConditions mTmpConditions[];
Copy(
mXOBSPVConditionsCollection,
mTmpConditions //
);
X121SMCStrategyXOBSPVSignalConditions mConditions;
for (int i = 0; i < conditionsCount; i++)
{
//
// Check Triggers ...
bool canTrigger = mTmpConditions[i].CanTrigger();
datetime triggerTime = mTmpConditions[i].triggerTime;
if (!canTrigger)
{
//
// Detect Signal Trigger ...
canTrigger = DetectX121SMCXOBSPVSiganlTrigger(
mTmpConditions[i],
symbol,
period,
mTriggerCycleHelper,
mDecisionCycleHelper,
mAnalyseCycleHelper,
mVerificationCycleHelper,
mConsolidationCycleHelper,
mVisionCycleHelper //
);
//
result = canTrigger;
if (!result)
{
//
bool isISetuped = mTmpConditions[i].IsSetuped();
if (!isISetuped)
{
//
ArrayRemove(
mXOBSPVConditionsCollection,
i,
1 //
);
}
continue;
}
//
triggerTime = mTmpConditions[i].triggerTime;
}
//
if (canTrigger)
{
//
selectedIndex = i;
mConditions = mTmpConditions[i];
break;
}
}
//
result = IsValid(mConditions.setupTime) &&
HasDirection(mConditions.dir);
if (!result)
{
return result;
}
//
// Remove Selected Index from Main Collection ...
ArrayRemove(
mXOBSPVConditionsCollection,
selectedIndex,
1 //
);
//
// Check Signal Direction ...
isBullish = IsBullish(mConditions.dir);
isBearish = IsBearish(mConditions.dir);
result = isBullish ||
isBearish;
if (!result)
{
return result;
}
//
// Issues Signal on Conditions ...
conditions.sl = mConditions.sl;
conditions.provider = providerStr;
conditions.signalDir = mConditions.dir;
conditions.target = mConditions.target;
//
return result;
}
// //
// XSTRPV Signal ... // XSTRPV Signal ...
bool DetectXSTRPVSignal( bool DetectXSTRPVSignal(
@@ -1214,6 +794,232 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
return result; return result;
} }
//
// XPZ Signal ...
bool DetectXPZSignal(
X121SMCStrategyConditions &conditions //
)
{
//
bool result = false;
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
XOHCL zBar;
result = zBar.Init(
symbol,
period,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
symbol,
period,
cIndex //
);
if (!result)
{
return result;
}
//
XOHCL pBar;
result = pBar.Init(
symbol,
period,
pIndex //
);
if (!result)
{
return result;
}
//
double cLL = cBar.FindLowest(7, MODE_LOW);
double cHH = cBar.FindHighest(7, MODE_HIGH);
//
datetime cTime = TimeCurrent();
//
ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_XPZ;
string providerStr = ToString(provider);
//
// Detect Setup Conditions ...
datetime setupTime = mXPZConditions.setupTime;
bool isSetuped = mXPZConditions.IsSetuped();
ENUM_X_DIRECTION setupDir = mXPZConditions.dir;
if (!isSetuped)
{
//
// Detect Signal Setup ...
isSetuped = DetectX121SMCXPZSiganlSetup(
symbol,
period,
mXPZConditions,
mTriggerCycleHelper,
mDecisionCycleHelper,
mAnalyseCycleHelper,
mVerificationCycleHelper,
mConsolidationCycleHelper,
mVisionCycleHelper //
);
//
setupDir = mXPZConditions.dir;
setupTime = mXPZConditions.setupTime;
//
if (isSetuped)
{
//
int items = AddX121SMCXPZConditionsIfNotExists(
mXPZConditions,
mXPZConditionsCollection //
);
//
mXPZConditions.Clean();
}
}
//
int conditionsCount = ArraySize(mXPZConditionsCollection);
result = IsValidSize(conditionsCount);
if (!result)
{
return result;
}
//
// Looking For Conditions ...
int selectedIndex = 0;
X121SMCStrategyXPZSignalConditions mTmpConditions[];
Copy(
mXPZConditionsCollection,
mTmpConditions //
);
X121SMCStrategyXPZSignalConditions mConditions;
for (int i = 0; i < conditionsCount; i++)
{
//
// Check Triggers ...
bool canTrigger = mTmpConditions[i].CanTrigger();
datetime triggerTime = mTmpConditions[i].triggerTime;
if (!canTrigger)
{
//
// Detect Signal Trigger ...
canTrigger = DetectX121SMCXPZSiganlTrigger(
mTmpConditions[i],
symbol,
period,
mTriggerCycleHelper,
mDecisionCycleHelper,
mAnalyseCycleHelper,
mVerificationCycleHelper,
mConsolidationCycleHelper,
mVisionCycleHelper //
);
//
result = canTrigger;
if (!result)
{
//
bool isISetuped = mTmpConditions[i].IsSetuped();
if (!isISetuped)
{
//
ArrayRemove(
mXPZConditionsCollection,
i,
1 //
);
}
continue;
}
//
triggerTime = mTmpConditions[i].triggerTime;
}
//
if (canTrigger)
{
//
selectedIndex = i;
mConditions = mTmpConditions[i];
break;
}
}
//
result = IsValid(mConditions.setupTime) &&
HasDirection(mConditions.dir);
if (!result)
{
return result;
}
//
// Remove Selected Index from Main Collection ...
ArrayRemove(
mXPZConditionsCollection,
selectedIndex,
1 //
);
//
XCBaseObject *objects[];
DrawX121SMCXPZConditions(
mConditions,
objects,
mPOIDrawer //
);
//
// Check Signal Direction ...
isBullish = IsBullish(mConditions.dir);
isBearish = IsBearish(mConditions.dir);
result = isBullish ||
isBearish;
if (!result)
{
return result;
}
//
// Issues Signal on Conditions ...
conditions.sl = mConditions.sl;
conditions.provider = providerStr;
conditions.signalDir = mConditions.dir;
conditions.target = mConditions.target;
//
return result;
}
// //
// Private ... // Private ...
private: private:
@@ -1228,6 +1034,11 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
*/ */
void InitialHelpers() void InitialHelpers()
{ {
//
useTestSignal = false;
useXPZSignal = true;
useXSTRPVSignal = true;
// //
string symbol = GetSymbol(); string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod(); ENUM_TIMEFRAMES period = GetPeriod();