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saherelm
2024-07-19 08:08:26 +03:30
parent 70f2435c44
commit b038cc0b7e
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Documents/BKP/Old/x-saherelm.xobvg.strategy.mq5
+766
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@@ -0,0 +1,766 @@
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Class Library
// --------------------------------------
// Name: XSCXOBVGStrategy
// Description: provides all based classes for use ...
//
//
// 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 "../Helpers/x-saherelm.xtm.helper.mq5"
#include "../Helpers/x-saherelm.xstr.helper.mq5"
#include "../Classes/x-saherelm.xstrategy.class.mq5"
//
string XOBVGStartegyToken = "XOBVG";
//
class XSCXOBVGStrategy : public XSCBaseStrategy
{
//
// Public ...
public:
//
// Constructor(s) ...
void XSCXOBVGStrategy(
//
// Base ...
string _symbol, // Trading Symbol
ENUM_TIMEFRAMES _period, // Trading TimeFrame
ENUM_TIMEFRAMES _hindPeriod, // Hind Period
ENUM_TIMEFRAMES _mediestPeriod, // Mediest Period
double _volume, // Voluem
double _r2r, // Risk/Reward Ratio
int _slippage, // Trader Slippage
long _magicNumber, // Trader Magic Number
bool _useTPSLAsPoint = false, // Converts TP and SL by Provided Points
bool _forceMaxTPSLAsPoint = false, // Force Max TP and SL by Provided Points
double _tpPoint = 0, // TP As Point
double _slPoint = 0, // SL As Point
bool _allowLong = true,
bool _allowShort = true,
int _maxAllowedLongs = 0,
int _maxAllowedShorts = 0 //
) : XSCBaseStrategy(_symbol,
_period,
_volume,
_r2r,
_slippage,
_magicNumber,
_useTPSLAsPoint,
_forceMaxTPSLAsPoint,
_tpPoint,
_slPoint,
_allowLong,
_allowShort,
_maxAllowedLongs,
_maxAllowedShorts //
)
{
//
mHindPeriod = _hindPeriod;
mMediestPeriod = _mediestPeriod;
//
SetAlertPrefix(GetTag());
//
hindBar.Clean();
hindBullishOrderBlock.Clean();
hindBearishOrderBlock.Clean();
//
medBar.Clean();
medBullishOrderBlock.Clean();
medBearishOrderBlock.Clean();
}
//
// Deconstructor ...
void ~XSCXOBVGStrategy()
{
}
//
// Getter / Setter (s) ...
//
ENUM_TIMEFRAMES HindPeriod()
{
return mHindPeriod;
}
//
void HindPeriod(ENUM_TIMEFRAMES value)
{
mHindPeriod = value;
}
//
ENUM_TIMEFRAMES MediestPeriod()
{
return mMediestPeriod;
}
//
void MediestPeriod(ENUM_TIMEFRAMES value)
{
mMediestPeriod = value;
}
//
// Overrides ...
//
// Customize Strategy Identifier ...
string GetTag() override
{
return XOBVGStartegyToken;
}
//
// Check Conditions For Signal ...
bool HasSignal(
XSignal &signal //
) override
{
//
bool result = false;
//
signal.Clean();
//
double sl = 0;
double tp = 0;
double risk = 0;
double entry = 0;
double reward = 0;
double r2r = R2R();
ENUM_POSITION_TYPE type = POSITION_TYPE_BUY;
ENUM_X_ORDER_MODES mode = X_ORDER_MODE_MARKET;
//
bool hasLong = false;
bool hasShort = false;
//
XOHCL tmpHSW[];
XOHCL tmpLSW[];
//
bool useHammer = true;
bool useMorningStar = false;
bool useBullishEngulfing = true;
bool useBullishMaurubozu = true;
//
bool useShootingStar = true;
bool useEveningStar = false;
bool useBearishEngulfing = true;
bool useBearishMaurubozu = true;
//
XOHCL cBar;
result = cBar.Init(
mSymbol,
mPeriod,
1 //
);
if (!result)
{
return result;
}
//
double ll3 = cBar.FindLowest(
3,
MODE_LOW //
);
double hh3 = cBar.FindHighest(
3,
MODE_HIGH //
);
//
result = hindBar.IsValid();
if (!result)
{
//
result = hindBar.Init(
mSymbol,
mHindPeriod,
1 //
);
if (!result)
{
return result;
}
}
//
bool hasBullishOrderBlock = hindBullishOrderBlock.IsValid();
bool hasBearishOrderBlock = hindBearishOrderBlock.IsValid();
result =
//
hasBullishOrderBlock
//
||
//
hasBearishOrderBlock
//
;
if (!result)
{
//
hasBullishOrderBlock = hindBar.HasBullishOrderBlock(hindBullishOrderBlock);
hasBearishOrderBlock = hindBar.HasBearishOrderBlock(hindBearishOrderBlock);
//
result =
//
hasBullishOrderBlock
//
||
//
hasBearishOrderBlock
//
;
if (!result)
{
//
hindBar.Clean();
return result;
}
}
//
if (hasBullishOrderBlock)
{
//
DrawBullishOrderBlock(
hindBullishOrderBlock,
ChartID() //
);
//
// Try to Detect and Order Block Inside this ...
// in Mediest ...
result = medBar.IsValid();
if (!result)
{
//
result = medBar.Init(
mSymbol,
mMediestPeriod,
1 //
);
if (!result)
{
//
medBar.Clean();
return result;
}
}
//
result = medBar.HasBullishOrderBlock(medBullishOrderBlock);
if (!result)
{
//
medBar.Clean();
return result;
}
//
DrawBullishOrderBlock(
medBullishOrderBlock,
ChartID() //
);
//
// Check Order Block Is Inside HINDOB ...
result =
//
(medBullishOrderBlock.low >= hindBullishOrderBlock.low &&
medBullishOrderBlock.low <= hindBullishOrderBlock.high)
//
||
//
(medBullishOrderBlock.high <= hindBullishOrderBlock.high &&
medBullishOrderBlock.high >= hindBullishOrderBlock.low)
//
;
//
if (result)
{
//
// Check Price ...
result =
//
ll3 < medBullishOrderBlock.high &&
ll3 > hindBullishOrderBlock.low
//
;
if (!result)
{
//
hindBar.Clean();
hindBullishOrderBlock.Clean();
hindBearishOrderBlock.Clean();
//
medBar.Clean();
medBullishOrderBlock.Clean();
medBearishOrderBlock.Clean();
//
fvgUpper = 0;
fvgLower = 0;
//
RemoveDraws();
//
return result;
}
//
hasLong = result;
}
else
{
//
// Detect and FVG Inside ...
result = medBar.HasBullishFVG(
fvgUpper,
fvgLower //
);
if (!result)
{
//
hindBar.Clean();
hindBullishOrderBlock.Clean();
hindBearishOrderBlock.Clean();
//
medBar.Clean();
medBullishOrderBlock.Clean();
medBearishOrderBlock.Clean();
//
fvgUpper = 0;
fvgLower = 0;
//
RemoveDraws();
//
return result;
}
//
DrawBullishFVG(
medBar,
fvgUpper,
fvgLower,
ChartID() //
);
//
result =
//
(fvgLower >= hindBullishOrderBlock.low &&
fvgLower <= hindBullishOrderBlock.high)
//
||
//
(fvgUpper <= hindBullishOrderBlock.high &&
fvgUpper >= hindBullishOrderBlock.low)
//
;
//
// Check Price ...
result =
//
ll3 < fvgUpper &&
ll3 > hindBullishOrderBlock.low
//
;
if (!result)
{
//
hindBar.Clean();
hindBullishOrderBlock.Clean();
hindBearishOrderBlock.Clean();
//
medBar.Clean();
medBullishOrderBlock.Clean();
medBearishOrderBlock.Clean();
//
fvgUpper = 0;
fvgLower = 0;
//
RemoveDraws();
//
return result;
}
//
hasLong = result;
}
}
//
if (hasBearishOrderBlock)
{
//
DrawBearishOrderBlock(
hindBearishOrderBlock,
ChartID() //
);
//
// Try to Detect and Order Block Inside this ...
// in Mediest ...
result = medBar.IsValid();
if (!result)
{
//
result = medBar.Init(
mSymbol,
mMediestPeriod,
1 //
);
if (!result)
{
//
medBar.Clean();
return result;
}
}
//
result = medBar.HasBearishOrderBlock(medBearishOrderBlock);
if (!result)
{
//
medBar.Clean();
return result;
}
//
DrawBearishOrderBlock(
medBearishOrderBlock,
ChartID() //
);
//
// Check Order Block Is Inside HINDOB ...
result =
//
(medBullishOrderBlock.low >= hindBearishOrderBlock.low &&
medBearishOrderBlock.low <= hindBearishOrderBlock.high)
//
||
//
(medBearishOrderBlock.high <= hindBearishOrderBlock.high &&
medBearishOrderBlock.high >= hindBearishOrderBlock.low)
//
;
if (!result)
{
//
// Detect and FVG Inside ...
result = medBar.HasBearishFVG(
fvgUpper,
fvgLower //
);
if (!result)
{
//
hindBar.Clean();
hindBullishOrderBlock.Clean();
hindBearishOrderBlock.Clean();
//
medBar.Clean();
medBullishOrderBlock.Clean();
medBearishOrderBlock.Clean();
//
fvgUpper = 0;
fvgLower = 0;
//
RemoveDraws();
//
return result;
}
//
DrawBearishFVG(
medBar,
fvgUpper,
fvgLower,
ChartID() //
);
//
result =
//
(fvgLower >= hindBearishOrderBlock.low &&
fvgLower <= hindBearishOrderBlock.high)
//
||
//
(fvgUpper <= hindBearishOrderBlock.high &&
fvgUpper >= hindBearishOrderBlock.low)
//
;
if (!result)
{
//
hindBar.Clean();
hindBullishOrderBlock.Clean();
hindBearishOrderBlock.Clean();
//
medBar.Clean();
medBullishOrderBlock.Clean();
medBearishOrderBlock.Clean();
//
fvgUpper = 0;
fvgLower = 0;
//
RemoveDraws();
//
return result;
}
}
}
//
result = hasLong || hasShort;
if (!result)
{
return result;
}
//
if (hasLong)
{
//
// Long ...
//
bool isHammer = !useHammer
? false
: cBar.IsHammer();
bool isMorningStar = !useMorningStar
? false
: cBar.IsMorningStar();
bool isBullishMarubozu = !useBullishEngulfing
? false
: cBar.IsBullishMarubozu();
bool isBullishEngulfing = !useBullishMaurubozu
? false
: cBar.IsBullishEngulfing();
//
bool isBullishTrend = cBar.HasBullishTrend(
tmpHSW,
tmpLSW,
true //
);
//
// Find Swing Low Above of EMA ...
// Find Swing High Above of EMA ...
// Fins Swing Low Below of EMA ...
// Detect Bullish Pattern ...
hasLong =
//
true
//
&&
//
(
//
isHammer
//
||
//
isMorningStar
//
||
//
isBullishMarubozu
//
||
//
isBullishEngulfing
//
)
//
;
if (hasLong)
{
//
type = POSITION_TYPE_BUY;
//
// sl = tmpLSW[ArraySize(tmpLSW) - 1].low;
}
}
//
if (hasShort)
{
//
// Short ...
bool isShootingStar = !useShootingStar
? false
: cBar.IsShootingStar();
bool isEveningStar = !useEveningStar
? false
: cBar.IsEveningStar();
bool isBearishEngulfing = !useBearishEngulfing
? false
: cBar.IsBearishEngulfing();
bool isBearishMaurubozu = !useBearishMaurubozu
? false
: cBar.IsBearishMarubozu();
//
bool isBearishTrend = cBar.HasBearishTrend(
tmpHSW,
tmpLSW,
true //
);
//
hasShort =
//
false
//
&&
//
(
//
isShootingStar
//
||
//
isEveningStar
//
||
//
isBearishEngulfing
//
||
//
isBearishMaurubozu
//
)
//
;
if (hasShort)
{
//
type = POSITION_TYPE_SELL;
//
// sl = tmpHSW[ArraySize(tmpHSW) - 1].high;
}
}
//
result = hasLong || hasShort;
if (!result)
{
return result;
}
//
entry = GetEntry(mSymbol, type);
CalculateTPSLByPrice(
sl,
tp,
type,
entry,
r2r //
);
//
result = signal.Prepare(
mSymbol,
GetTag(),
mPeriod,
type,
mode,
entry,
mVolume,
sl,
tp //
);
//
return result;
}
//
// Protected ...
protected:
//
// Props ...
//
ENUM_TIMEFRAMES mHindPeriod; // Hind Period
ENUM_TIMEFRAMES mMediestPeriod; // Mediest Period
//
// Private ...
private:
//
// Props ...
//
XOHCL hindBar;
XOHCL hindBullishOrderBlock;
XOHCL hindBearishOrderBlock;
//
XOHCL medBar;
XOHCL medBullishOrderBlock;
XOHCL medBearishOrderBlock;
//
double fvgUpper;
double fvgLower;
};
//
Documents/BKP/usefull.mq5
+437
View File
@@ -5409,3 +5409,440 @@ int pivotsCount = ArraySize(pivots);
// ;
/////////////////////////////////////////////////////////////////////
//
// Try to Detect and Order Block Inside this ...
// in Mediest ...
result = medBar.IsValid();
if (!result)
{
//
result = medBar.Init(
mSymbol,
mMediestPeriod,
1 //
);
if (!result)
{
//
medBar.Clean();
return result;
}
}
//
result = medBar.HasBullishOrderBlock(medBullishOrderBlock);
if (!result)
{
//
medBar.Clean();
return result;
}
//
DrawBullishOrderBlock(
medBullishOrderBlock,
ChartID() //
);
//
// Check Order Block Is Inside HINDOB ...
result =
//
(medBullishOrderBlock.low >= hindBullishOrderBlock.low &&
medBullishOrderBlock.low <= hindBullishOrderBlock.high)
//
||
//
(medBullishOrderBlock.high <= hindBullishOrderBlock.high &&
medBullishOrderBlock.high >= hindBullishOrderBlock.low)
//
;
//
if (result)
{
//
// Check Price ...
result =
//
ll3 < medBullishOrderBlock.high &&
ll3 > hindBullishOrderBlock.low
//
;
if (!result)
{
//
hindBar.Clean();
hindBullishOrderBlock.Clean();
hindBearishOrderBlock.Clean();
//
medBar.Clean();
medBullishOrderBlock.Clean();
medBearishOrderBlock.Clean();
//
fvgUpper = 0;
fvgLower = 0;
//
RemoveDraws();
//
return result;
}
//
hasLong = result;
}
else
{
//
// Detect and FVG Inside ...
result = medBar.HasBullishFVG(
fvgUpper,
fvgLower //
);
if (!result)
{
//
hindBar.Clean();
hindBullishOrderBlock.Clean();
hindBearishOrderBlock.Clean();
//
medBar.Clean();
medBullishOrderBlock.Clean();
medBearishOrderBlock.Clean();
//
fvgUpper = 0;
fvgLower = 0;
//
RemoveDraws();
//
return result;
}
//
DrawBullishFVG(
medBar,
fvgUpper,
fvgLower,
ChartID() //
);
//
result =
//
(fvgLower >= hindBullishOrderBlock.low &&
fvgLower <= hindBullishOrderBlock.high)
//
||
//
(fvgUpper <= hindBullishOrderBlock.high &&
fvgUpper >= hindBullishOrderBlock.low)
//
;
//
// Check Price ...
result =
//
ll3 < fvgUpper &&
ll3 > hindBullishOrderBlock.low
//
;
if (!result)
{
//
hindBar.Clean();
hindBullishOrderBlock.Clean();
hindBearishOrderBlock.Clean();
//
medBar.Clean();
medBullishOrderBlock.Clean();
medBearishOrderBlock.Clean();
//
fvgUpper = 0;
fvgLower = 0;
//
RemoveDraws();
//
return result;
}
//
hasLong = result;
}
////////////////////////////////////////////////////////////////////////////
//
// Try to Detect and Order Block Inside this ...
// in Mediest ...
result = medBar.IsValid();
if (!result)
{
//
result = medBar.Init(
mSymbol,
mMediestPeriod,
1 //
);
if (!result)
{
//
medBar.Clean();
return result;
}
}
//
result = medBar.HasBearishOrderBlock(medBearishOrderBlock);
if (!result)
{
//
medBar.Clean();
return result;
}
//
DrawBearishOrderBlock(
medBearishOrderBlock,
ChartID() //
);
//
// Check Order Block Is Inside HINDOB ...
result =
//
(medBullishOrderBlock.low >= hindBearishOrderBlock.low &&
medBearishOrderBlock.low <= hindBearishOrderBlock.high)
//
||
//
(medBearishOrderBlock.high <= hindBearishOrderBlock.high &&
medBearishOrderBlock.high >= hindBearishOrderBlock.low)
//
;
if (!result)
{
//
// Detect and FVG Inside ...
result = medBar.HasBearishFVG(
fvgUpper,
fvgLower //
);
if (!result)
{
//
hindBar.Clean();
hindBullishOrderBlock.Clean();
hindBearishOrderBlock.Clean();
//
medBar.Clean();
medBullishOrderBlock.Clean();
medBearishOrderBlock.Clean();
//
fvgUpper = 0;
fvgLower = 0;
//
RemoveDraws();
//
return result;
}
//
DrawBearishFVG(
medBar,
fvgUpper,
fvgLower,
ChartID() //
);
//
result =
//
(fvgLower >= hindBearishOrderBlock.low &&
fvgLower <= hindBearishOrderBlock.high)
//
||
//
(fvgUpper <= hindBearishOrderBlock.high &&
fvgUpper >= hindBearishOrderBlock.low)
//
;
if (!result)
{
//
hindBar.Clean();
hindBullishOrderBlock.Clean();
hindBearishOrderBlock.Clean();
//
medBar.Clean();
medBullishOrderBlock.Clean();
medBearishOrderBlock.Clean();
//
fvgUpper = 0;
fvgLower = 0;
//
RemoveDraws();
//
return result;
}
}
//////////////////////////////////////////////////////////////////////////////////
//
result = hasLong || hasShort;
if (!result)
{
return result;
}
//
if (hasLong)
{
//
// Long ...
//
bool isHammer = !useHammer
? false
: cBar.IsHammer();
bool isMorningStar = !useMorningStar
? false
: cBar.IsMorningStar();
bool isBullishMarubozu = !useBullishEngulfing
? false
: cBar.IsBullishMarubozu();
bool isBullishEngulfing = !useBullishMaurubozu
? false
: cBar.IsBullishEngulfing();
//
bool isBullishTrend = cBar.HasBullishTrend(
tmpHSW,
tmpLSW,
true //
);
//
// Find Swing Low Above of EMA ...
// Find Swing High Above of EMA ...
// Fins Swing Low Below of EMA ...
// Detect Bullish Pattern ...
hasLong =
//
true
//
&&
//
(
//
isHammer
//
||
//
isMorningStar
//
||
//
isBullishMarubozu
//
||
//
isBullishEngulfing
//
)
//
;
if (hasLong)
{
//
type = POSITION_TYPE_BUY;
//
// sl = tmpLSW[ArraySize(tmpLSW) - 1].low;
}
}
//
if (hasShort)
{
//
// Short ...
bool isShootingStar = !useShootingStar
? false
: cBar.IsShootingStar();
bool isEveningStar = !useEveningStar
? false
: cBar.IsEveningStar();
bool isBearishEngulfing = !useBearishEngulfing
? false
: cBar.IsBearishEngulfing();
bool isBearishMaurubozu = !useBearishMaurubozu
? false
: cBar.IsBearishMarubozu();
//
bool isBearishTrend = cBar.HasBearishTrend(
tmpHSW,
tmpLSW,
true //
);
//
hasShort =
//
false
//
&&
//
(
//
isShootingStar
//
||
//
isEveningStar
//
||
//
isBearishEngulfing
//
||
//
isBearishMaurubozu
//
)
//
;
if (hasShort)
{
//
type = POSITION_TYPE_SELL;
//
// sl = tmpHSW[ArraySize(tmpHSW) - 1].high;
}
}
Experts/x-simple-test.ea.mq5
+32 -216
View File
@@ -814,11 +814,9 @@ void FindSupport()
//
datetime at = NULL;
double support = 0;
XOHCL support;
bool hasSupport = cBar.HasSupport(
support,
at //
);
support);
if (!hasSupport)
{
return;
@@ -828,21 +826,7 @@ void FindSupport()
eaBarTracker.Waits();
//
DrawTrendLine(
ChartID(),
"Support-" + ToString((int)at),
0,
at,
support,
TimeCurrent(),
support,
clrAqua,
STYLE_DOT,
1,
false,
false,
true //
);
DrawSupport(support, ChartID());
//
Print("Support Detected ...");
@@ -866,11 +850,9 @@ void FindResistance()
//
datetime at = NULL;
double resistance = 0;
XOHCL resistance;
bool hasResistance = cBar.HasResistance(
resistance,
at //
);
resistance);
if (!hasResistance)
{
return;
@@ -880,21 +862,7 @@ void FindResistance()
eaBarTracker.Waits();
//
DrawTrendLine(
ChartID(),
"Resistance-" + ToString((int)at),
0,
at,
resistance,
TimeCurrent(),
resistance,
clrMagenta,
STYLE_DOT,
1,
false,
false,
true //
);
DrawResistance(resistance, ChartID());
//
Print("Resistance Detected ...");
@@ -917,19 +885,13 @@ void FindBullishTrend()
}
//
double hSwings[];
datetime hSwingTimes[];
//
double lSwings[];
datetime lSwingTimes[];
XOHCL hSwings[];
XOHCL lSwings[];
//
bool isBullishTrend = cBar.HasBullishTrend(
hSwings,
hSwingTimes,
lSwings,
lSwingTimes,
false // Method 2 ...
);
if (!isBullishTrend)
@@ -941,85 +903,13 @@ void FindBullishTrend()
eaBarTracker.Waits();
//
DrawTrendLine(
ChartID(),
"HSING-BULLTrend-" + ToString((int)hSwingTimes[ArraySize(hSwingTimes) - 1]) + "," + ToString((int)hSwingTimes[0]),
0,
hSwingTimes[ArraySize(hSwingTimes) - 1],
hSwings[ArraySize(hSwings) - 1],
hSwingTimes[0],
hSwings[0],
clrAqua,
STYLE_DOT,
1,
false,
false,
true //
DrawBullishTrend(
cBar,
hSwings,
lSwings,
ChartID() //
);
//
DrawTrendLine(
ChartID(),
"LSING-BULLTrend-" + ToString((int)lSwingTimes[ArraySize(lSwingTimes) - 1]) + "," + ToString((int)lSwingTimes[0]),
0,
lSwingTimes[ArraySize(lSwingTimes) - 1],
lSwings[ArraySize(lSwings) - 1],
lSwingTimes[0],
lSwings[0],
clrMagenta,
STYLE_DOT,
1,
false,
false,
true //
);
//
// Draw Arrow On Swing Highs ...
for (int i = 0; i < ArraySize(hSwings); i++)
{
//
double iPrice = hSwings[i];
datetime iTime = hSwingTimes[i];
//
DrawArrow(
ChartID(),
"HSIGN-BULLTrend-Arrow-" + ToString((int)iTime),
0,
iTime,
iPrice,
234,
ANCHOR_BOTTOM,
clrAqua,
STYLE_SOLID,
2 //
);
}
//
// Draw Arrow On Swing Highs ...
for (int i = 0; i < ArraySize(lSwings); i++)
{
//
double iPrice = lSwings[i];
datetime iTime = lSwingTimes[i];
//
DrawArrow(
ChartID(),
"LSIGN-BULLTrend-Arrow-" + ToString((int)iTime),
0,
iTime,
iPrice,
233,
ANCHOR_TOP,
clrMagenta,
STYLE_SOLID,
2 //
);
}
//
Print("Bullish Trend Detected ...");
}
@@ -1041,19 +931,13 @@ void FindBearishTrend()
}
//
double hSwings[];
datetime hSwingTimes[];
//
double lSwings[];
datetime lSwingTimes[];
XOHCL hSwings[];
XOHCL lSwings[];
//
bool isBearishTrend = cBar.HasBearishTrend(
hSwings,
hSwingTimes,
lSwings,
lSwingTimes,
false // Method 2 ...
);
if (!isBearishTrend)
@@ -1065,92 +949,21 @@ void FindBearishTrend()
eaBarTracker.Waits();
//
DrawTrendLine(
ChartID(),
"HSING-BEARTrend-" + ToString((int)hSwingTimes[ArraySize(hSwingTimes) - 1]) + "," + ToString((int)hSwingTimes[0]),
0,
hSwingTimes[ArraySize(hSwingTimes) - 1],
hSwings[ArraySize(hSwings) - 1],
hSwingTimes[0],
hSwings[0],
clrAqua,
STYLE_DOT,
1,
false,
false,
true //
DrawBearishTrend(
cBar,
hSwings,
lSwings,
ChartID() //
);
//
DrawTrendLine(
ChartID(),
"LSING-BEARTrend-" + ToString((int)lSwingTimes[ArraySize(lSwingTimes) - 1]) + "," + ToString((int)lSwingTimes[0]),
0,
lSwingTimes[ArraySize(lSwingTimes) - 1],
lSwings[ArraySize(lSwings) - 1],
lSwingTimes[0],
lSwings[0],
clrMagenta,
STYLE_DOT,
1,
false,
false,
true //
);
//
// Draw Arrow On Swing Highs ...
for (int i = 0; i < ArraySize(hSwings); i++)
{
//
double iPrice = hSwings[i];
datetime iTime = hSwingTimes[i];
//
DrawArrow(
ChartID(),
"HSIGN-BEARTrend-Arrow-" + ToString((int)iTime),
0,
iTime,
iPrice,
234,
ANCHOR_BOTTOM,
clrAqua,
STYLE_SOLID,
2 //
);
}
//
// Draw Arrow On Swing Highs ...
for (int i = 0; i < ArraySize(lSwings); i++)
{
//
double iPrice = lSwings[i];
datetime iTime = lSwingTimes[i];
//
DrawArrow(
ChartID(),
"LSIGN-BEARTrend-Arrow-" + ToString((int)iTime),
0,
iTime,
iPrice,
233,
ANCHOR_TOP,
clrMagenta,
STYLE_SOLID,
2 //
);
}
//
Print("Bearish Trend Detected ...");
}
//
// Find Bullish Order Block ...
void FindBullishOrderBlock() {
void FindBullishOrderBlock()
{
//
XOHCL cBar;
bool isInited = cBar.Init(
@@ -1168,7 +981,8 @@ void FindBullishOrderBlock() {
bool hasOB = cBar.HasBullishOrderBlock(
obBar //
);
if (!hasOB) {
if (!hasOB)
{
return;
}
@@ -1178,7 +992,7 @@ void FindBullishOrderBlock() {
//
DrawTrendLine(
ChartID(),
"BULLOB-H-" + ToString((int) obBar.time),
"BULLOB-H-" + ToString((int)obBar.time),
0,
obBar.time,
obBar.high,
@@ -1195,7 +1009,7 @@ void FindBullishOrderBlock() {
//
DrawTrendLine(
ChartID(),
"BULLOB-L-" + ToString((int) obBar.time),
"BULLOB-L-" + ToString((int)obBar.time),
0,
obBar.time,
obBar.low,
@@ -1215,7 +1029,8 @@ void FindBullishOrderBlock() {
//
// Find Bearish Order Block ...
void FindBearishOrderBlock() {
void FindBearishOrderBlock()
{
//
XOHCL cBar;
bool isInited = cBar.Init(
@@ -1233,7 +1048,8 @@ void FindBearishOrderBlock() {
bool hasOB = cBar.HasBearishOrderBlock(
obBar //
);
if (!hasOB) {
if (!hasOB)
{
return;
}
@@ -1243,7 +1059,7 @@ void FindBearishOrderBlock() {
//
DrawTrendLine(
ChartID(),
"BEAROB-H-" + ToString((int) obBar.time),
"BEAROB-H-" + ToString((int)obBar.time),
0,
obBar.time,
obBar.high,
@@ -1260,7 +1076,7 @@ void FindBearishOrderBlock() {
//
DrawTrendLine(
ChartID(),
"BEAROB-L-" + ToString((int) obBar.time),
"BEAROB-L-" + ToString((int)obBar.time),
0,
obBar.time,
obBar.low,
Experts/x-test-strategies.ea.mq5
+48 -15
View File
@@ -2,7 +2,7 @@
//
// SaherElm IT Center XTest MQL5 Expert Advisor
// -------------------------------------------------
// Name: XTestPivotsEA
// Name: XSTestEA
// Description: an Exper Advisor which used XTestSetup
// to Analyse Market ...
//
@@ -16,11 +16,11 @@
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://saherelm.ir"
#property version "1.00"
#property description "SaherElm XTestPivotsEA"
#property description "SaherElm XSTestEA"
#property strict
//
#define ShortName "XTestPivotsEA"
#define ShortName "XSTestEA"
//
// Imports ...
@@ -28,6 +28,7 @@
#include "../Helpers/x-saherelm.xcc.helper.mq5"
//
#include "../Strategies/x-saherelm.xobvg.strategy.mq5"
#include "../Strategies/x-saherelm.xsrbr.strategy.mq5"
#include "../Strategies/x-saherelm.xemrng.strategy.mq5"
@@ -50,7 +51,7 @@ double eaTPPoint = 200;
double eaSLPoint = 100;
//
double eaR2R = 1.5;
double eaR2R = 2;
//
// Variables ...
@@ -79,6 +80,9 @@ int OnInit()
return INIT_FAILED;
}
//
drawPrefix = ShortName;
//
// EventSetTimer(1);
// EventSetMillisecondTimer(100);
@@ -200,7 +204,8 @@ bool InitialEA()
//
bool useXSRBR = false;
bool useXEMRNG = true;
bool useXEMRNG = false;
bool useXOBVG = true;
//
// EURUSD ...
@@ -257,8 +262,8 @@ bool InitialEA()
eaSLPoint, // SL
eaAllowLong,
eaAllowShort,
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts, // Max Shorts
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts, // Max Shorts
X_SIGNALLING_BOTH_DIRECTIONS // X_SIGNALIING_TREND_REVERSAL_DIRECTION // X_SIGNALLING_BOTH_DIRECTIONS //
);
eurusdM15SRBRStrategy.SetAlertLogAlerts(true);
@@ -292,6 +297,34 @@ bool InitialEA()
eurusdM5EMRNGStrategy.SetAlertEnableAlerts(true);
RegisterStrategy(eurusdM5EMRNGStrategy);
}
//
// XOBVG ...
if (useXOBVG)
{
//
XSCXOBVGStrategy *eurusdM5OBVGStrategy;
eurusdM5OBVGStrategy = new XSCXOBVGStrategy(
eurusdSymbol,
PERIOD_M5,
PERIOD_H2, // Analyzing Period
eaVolume,
eaR2R, // R2R ...
eaSlippage,
magicNumber,
false, // Use TP SL Point
false, // Use Max
eaTPPoint, // TP
eaSLPoint, // SL
eaAllowLong,
eaAllowShort,
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts // Max Shorts
);
eurusdM5OBVGStrategy.SetAlertLogAlerts(true);
eurusdM5OBVGStrategy.SetAlertEnableAlerts(true);
RegisterStrategy(eurusdM5OBVGStrategy);
}
}
//
@@ -324,8 +357,8 @@ bool InitialEA()
eaSLPoint, // SL
eaAllowLong,
eaAllowShort,
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts, // Max Shorts
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts, // Max Shorts
X_SIGNALLING_BOTH_DIRECTIONS // X_SIGNALIING_TREND_REVERSAL_DIRECTION // X_SIGNALLING_BOTH_DIRECTIONS //
);
usdchfM5SRBRStrategy.SetAlertLogAlerts(true);
@@ -391,8 +424,8 @@ bool InitialEA()
eaSLPoint, // SL
eaAllowLong,
eaAllowShort,
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts, // Max Shorts
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts, // Max Shorts
X_SIGNALLING_BOTH_DIRECTIONS // X_SIGNALIING_TREND_REVERSAL_DIRECTION // X_SIGNALLING_BOTH_DIRECTIONS //
);
usdjpyM5SRBRStrategy.SetAlertLogAlerts(true);
@@ -458,8 +491,8 @@ bool InitialEA()
eaSLPoint, // SL
eaAllowLong,
eaAllowShort,
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts, // Max Shorts
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts, // Max Shorts
X_SIGNALLING_BOTH_DIRECTIONS // X_SIGNALIING_TREND_REVERSAL_DIRECTION // X_SIGNALLING_BOTH_DIRECTIONS //
);
gbpusdM5SRBRStrategy.SetAlertLogAlerts(true);
@@ -525,8 +558,8 @@ bool InitialEA()
eaSLPoint, // SL
eaAllowLong,
eaAllowShort,
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts, // Max Shorts
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts, // Max Shorts
X_SIGNALLING_BOTH_DIRECTIONS // X_SIGNALIING_TREND_REVERSAL_DIRECTION // X_SIGNALLING_BOTH_DIRECTIONS //
);
xauusdM5SRBRStrategy.SetAlertLogAlerts(true);
Indicators/vwap.mq5
+552
View File
@@ -0,0 +1,552 @@
//+------------------------------------------------------------------+
//| VWAP.mq5 |
//| Copyright 2015, SOL Digital Consultoria LTDA |
//| http://www.soldigitalconsultoria.com.br |
//+------------------------------------------------------------------+
#property copyright "Copyright 2015, SOL Digital Consultoria LTDA"
#property link "http://www.soldigitalconsultoria.com.br"
#property version "1.47"
#property indicator_chart_window
#property indicator_buffers 8
#property indicator_plots 8
//--- plot VWAP
#property indicator_label1 "VWAP Daily"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrRed
#property indicator_style1 STYLE_DASH
#property indicator_width1 2
#property indicator_label2 "VWAP Weekly"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrBlue
#property indicator_style2 STYLE_DASH
#property indicator_width2 2
#property indicator_label3 "VWAP Monthly"
#property indicator_type3 DRAW_LINE
#property indicator_color3 clrGreen
#property indicator_style3 STYLE_DASH
#property indicator_width3 2
#property indicator_label4 "VWAP Level 01"
#property indicator_type4 DRAW_LINE
#property indicator_color4 clrGray
#property indicator_style4 STYLE_DASH
#property indicator_width4 2
#property indicator_label5 "VWAP Level 02"
#property indicator_type5 DRAW_LINE
#property indicator_color5 clrYellow
#property indicator_style5 STYLE_DASH
#property indicator_width5 2
#property indicator_label6 "VWAP Level 03"
#property indicator_type6 DRAW_LINE
#property indicator_color6 clrGreen
#property indicator_style6 STYLE_DASH
#property indicator_width6 2
#property indicator_label7 "VWAP Level 04"
#property indicator_type7 DRAW_LINE
#property indicator_color7 clrBlack
#property indicator_style7 STYLE_DASH
#property indicator_width7 2
#property indicator_label8 "VWAP Level 05"
#property indicator_type8 DRAW_LINE
#property indicator_color8 clrBlue
#property indicator_style8 STYLE_DASH
#property indicator_width8 2
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
enum DATE_TYPE
{
DAILY,
WEEKLY,
MONTHLY
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
enum PRICE_TYPE
{
OPEN,
CLOSE,
HIGH,
LOW,
OPEN_CLOSE,
HIGH_LOW,
CLOSE_HIGH_LOW,
OPEN_CLOSE_HIGH_LOW
};
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
datetime CreateDateTime(DATE_TYPE nReturnType=DAILY,datetime dtDay=D'2000.01.01 00:00:00',int pHour=0,int pMinute=0,int pSecond=0)
{
datetime dtReturnDate;
MqlDateTime timeStruct;
TimeToStruct(dtDay,timeStruct);
timeStruct.hour = pHour;
timeStruct.min = pMinute;
timeStruct.sec = pSecond;
dtReturnDate=(StructToTime(timeStruct));
if(nReturnType==WEEKLY)
{
while(timeStruct.day_of_week!=0)
{
dtReturnDate=(dtReturnDate-86400);
TimeToStruct(dtReturnDate,timeStruct);
}
}
if(nReturnType==MONTHLY)
{
timeStruct.day=1;
dtReturnDate=(StructToTime(timeStruct));
}
return dtReturnDate;
}
sinput string Indicator_Name="Volume Weighted Average Price (VWAP)";
input PRICE_TYPE Price_Type = CLOSE_HIGH_LOW;
input bool Enable_Daily = true;
input bool Enable_Weekly = true;
input bool Enable_Monthly = true;
input bool Enable_Level_01 = false;
input int VWAP_Level_01_Period = 5;
input bool Enable_Level_02 = false;
input int VWAP_Level_02_Period = 13;
input bool Enable_Level_03 = false;
input int VWAP_Level_03_Period = 20;
input bool Enable_Level_04 = false;
input int VWAP_Level_04_Period = 30;
input bool Enable_Level_05 = false;
input int VWAP_Level_05_Period = 40;
bool Show_Daily_Value = true;
bool Show_Weekly_Value = true;
bool Show_Monthly_Value = true;
double VWAP_Buffer_Daily[];
double VWAP_Buffer_Weekly[];
double VWAP_Buffer_Monthly[];
double VWAP_Buffer_01[];
double VWAP_Buffer_02[];
double VWAP_Buffer_03[];
double VWAP_Buffer_04[];
double VWAP_Buffer_05[];
double nPriceArr[];
double nTotalTPV[];
double nTotalVol[];
double nSumDailyTPV = 0, nSumWeeklyTPV = 0, nSumMonthlyTPV = 0;
double nSumDailyVol = 0, nSumWeeklyVol = 0, nSumMonthlyVol = 0;
int nIdxDaily=0,nIdxWeekly=0,nIdxMonthly=0,nIdx=0;
bool bIsFirstRun=true;
ENUM_TIMEFRAMES LastTimePeriod=PERIOD_MN1;
string sDailyStr = "";
string sWeeklyStr = "";
string sMonthlyStr = "";
string sLevel01Str = "";
string sLevel02Str = "";
string sLevel03Str = "";
string sLevel04Str = "";
string sLevel05Str = "";
datetime dtLastDay=CreateDateTime(DAILY),dtLastWeek=CreateDateTime(WEEKLY),dtLastMonth=CreateDateTime(MONTHLY);
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int OnInit()
{
IndicatorSetInteger(INDICATOR_DIGITS,_Digits);
SetIndexBuffer(0,VWAP_Buffer_Daily,INDICATOR_DATA);
SetIndexBuffer(1,VWAP_Buffer_Weekly,INDICATOR_DATA);
SetIndexBuffer(2,VWAP_Buffer_Monthly,INDICATOR_DATA);
SetIndexBuffer(3,VWAP_Buffer_01,INDICATOR_DATA);
SetIndexBuffer(4,VWAP_Buffer_02,INDICATOR_DATA);
SetIndexBuffer(5,VWAP_Buffer_03,INDICATOR_DATA);
SetIndexBuffer(6,VWAP_Buffer_04,INDICATOR_DATA);
SetIndexBuffer(7,VWAP_Buffer_05,INDICATOR_DATA);
ObjectCreate(0,"VWAP_Daily",OBJ_LABEL,0,0,0);
ObjectSetInteger(0,"VWAP_Daily",OBJPROP_CORNER,3);
ObjectSetInteger(0,"VWAP_Daily",OBJPROP_XDISTANCE,180);
ObjectSetInteger(0,"VWAP_Daily",OBJPROP_YDISTANCE,40);
ObjectSetInteger(0,"VWAP_Daily",OBJPROP_COLOR,indicator_color1);
ObjectSetInteger(0,"VWAP_Daily",OBJPROP_FONTSIZE,7);
ObjectSetString(0,"VWAP_Daily",OBJPROP_FONT,"Verdana");
ObjectSetString(0,"VWAP_Daily",OBJPROP_TEXT," ");
ObjectCreate(0,"VWAP_Weekly",OBJ_LABEL,0,0,0);
ObjectSetInteger(0,"VWAP_Weekly",OBJPROP_CORNER,3);
ObjectSetInteger(0,"VWAP_Weekly",OBJPROP_XDISTANCE,180);
ObjectSetInteger(0,"VWAP_Weekly",OBJPROP_YDISTANCE,60);
ObjectSetInteger(0,"VWAP_Weekly",OBJPROP_COLOR,indicator_color2);
ObjectSetInteger(0,"VWAP_Weekly",OBJPROP_FONTSIZE,7);
ObjectSetString(0,"VWAP_Weekly",OBJPROP_FONT,"Verdana");
ObjectSetString(0,"VWAP_Weekly",OBJPROP_TEXT," ");
ObjectCreate(0,"VWAP_Monthly",OBJ_LABEL,0,0,0);
ObjectSetInteger(0,"VWAP_Monthly",OBJPROP_CORNER,3);
ObjectSetInteger(0,"VWAP_Monthly",OBJPROP_XDISTANCE,180);
ObjectSetInteger(0,"VWAP_Monthly",OBJPROP_YDISTANCE,80);
ObjectSetInteger(0,"VWAP_Monthly",OBJPROP_COLOR,indicator_color3);
ObjectSetInteger(0,"VWAP_Monthly",OBJPROP_FONTSIZE,7);
ObjectSetString(0,"VWAP_Monthly",OBJPROP_FONT,"Verdana");
ObjectSetString(0,"VWAP_Monthly",OBJPROP_TEXT," ");
ObjectCreate(0,"VWAP_Level_01",OBJ_LABEL,0,0,0);
ObjectSetInteger(0,"VWAP_Level_01",OBJPROP_CORNER,3);
ObjectSetInteger(0,"VWAP_Level_01",OBJPROP_XDISTANCE,180);
ObjectSetInteger(0,"VWAP_Level_01",OBJPROP_YDISTANCE,100);
ObjectSetInteger(0,"VWAP_Level_01",OBJPROP_COLOR,indicator_color4);
ObjectSetInteger(0,"VWAP_Level_01",OBJPROP_FONTSIZE,7);
ObjectSetString(0,"VWAP_Level_01",OBJPROP_FONT,"Verdana");
ObjectSetString(0,"VWAP_Level_01",OBJPROP_TEXT," ");
ObjectCreate(0,"VWAP_Level_02",OBJ_LABEL,0,0,0);
ObjectSetInteger(0,"VWAP_Level_02",OBJPROP_CORNER,3);
ObjectSetInteger(0,"VWAP_Level_02",OBJPROP_XDISTANCE,180);
ObjectSetInteger(0,"VWAP_Level_02",OBJPROP_YDISTANCE,120);
ObjectSetInteger(0,"VWAP_Level_02",OBJPROP_COLOR,indicator_color5);
ObjectSetInteger(0,"VWAP_Level_02",OBJPROP_FONTSIZE,7);
ObjectSetString(0,"VWAP_Level_02",OBJPROP_FONT,"Verdana");
ObjectSetString(0,"VWAP_Level_02",OBJPROP_TEXT," ");
ObjectCreate(0,"VWAP_Level_03",OBJ_LABEL,0,0,0);
ObjectSetInteger(0,"VWAP_Level_03",OBJPROP_CORNER,3);
ObjectSetInteger(0,"VWAP_Level_03",OBJPROP_XDISTANCE,180);
ObjectSetInteger(0,"VWAP_Level_03",OBJPROP_YDISTANCE,140);
ObjectSetInteger(0,"VWAP_Level_03",OBJPROP_COLOR,indicator_color6);
ObjectSetInteger(0,"VWAP_Level_03",OBJPROP_FONTSIZE,7);
ObjectSetString(0,"VWAP_Level_03",OBJPROP_FONT,"Verdana");
ObjectSetString(0,"VWAP_Level_03",OBJPROP_TEXT," ");
ObjectCreate(0,"VWAP_Level_04",OBJ_LABEL,0,0,0);
ObjectSetInteger(0,"VWAP_Level_04",OBJPROP_CORNER,3);
ObjectSetInteger(0,"VWAP_Level_04",OBJPROP_XDISTANCE,180);
ObjectSetInteger(0,"VWAP_Level_04",OBJPROP_YDISTANCE,160);
ObjectSetInteger(0,"VWAP_Level_04",OBJPROP_COLOR,indicator_color7);
ObjectSetInteger(0,"VWAP_Level_04",OBJPROP_FONTSIZE,7);
ObjectSetString(0,"VWAP_Level_04",OBJPROP_FONT,"Verdana");
ObjectSetString(0,"VWAP_Level_04",OBJPROP_TEXT," ");
ObjectCreate(0,"VWAP_Level_05",OBJ_LABEL,0,0,0);
ObjectSetInteger(0,"VWAP_Level_05",OBJPROP_CORNER,3);
ObjectSetInteger(0,"VWAP_Level_05",OBJPROP_XDISTANCE,180);
ObjectSetInteger(0,"VWAP_Level_05",OBJPROP_YDISTANCE,180);
ObjectSetInteger(0,"VWAP_Level_05",OBJPROP_COLOR,indicator_color8);
ObjectSetInteger(0,"VWAP_Level_05",OBJPROP_FONTSIZE,7);
ObjectSetString(0,"VWAP_Level_05",OBJPROP_FONT,"Verdana");
ObjectSetString(0,"VWAP_Level_05",OBJPROP_TEXT," ");
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
void OnDeinit(const int pReason)
{
ObjectDelete(0,"VWAP_Daily");
ObjectDelete(0,"VWAP_Weekly");
ObjectDelete(0,"VWAP_Monthly");
ObjectDelete(0,"VWAP_Level_01");
ObjectDelete(0,"VWAP_Level_02");
ObjectDelete(0,"VWAP_Level_03");
ObjectDelete(0,"VWAP_Level_04");
ObjectDelete(0,"VWAP_Level_05");
}
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
const datetime &time[],
const double &open[],
const double &high[],
const double &low[],
const double &close[],
const long &tick_volume[],
const long &volume[],
const int &spread[])
{
if(PERIOD_CURRENT!=LastTimePeriod)
{
bIsFirstRun=true;
LastTimePeriod=PERIOD_CURRENT;
}
if(rates_total>prev_calculated || bIsFirstRun)
{
ArrayResize(nPriceArr,rates_total);
ArrayResize(nTotalTPV,rates_total);
ArrayResize(nTotalVol,rates_total);
if(Enable_Daily) {nIdx = nIdxDaily; nSumDailyTPV = 0; nSumDailyVol = 0;}
if(Enable_Weekly) {nIdx = nIdxWeekly; nSumWeeklyTPV = 0; nSumWeeklyVol = 0;}
if(Enable_Monthly) {nIdx = nIdxMonthly; nSumMonthlyTPV = 0; nSumMonthlyVol = 0;}
for(; nIdx<rates_total; nIdx++)
{
if(CreateDateTime(DAILY,time[nIdx])!=dtLastDay)
{
nIdxDaily=nIdx;
nSumDailyTPV = 0;
nSumDailyVol = 0;
}
if(CreateDateTime(WEEKLY,time[nIdx])!=dtLastWeek)
{
nIdxWeekly=nIdx;
nSumWeeklyTPV = 0;
nSumWeeklyVol = 0;
}
if(CreateDateTime(MONTHLY,time[nIdx])!=dtLastMonth)
{
nIdxMonthly=nIdx;
nSumMonthlyTPV = 0;
nSumMonthlyVol = 0;
}
nPriceArr[nIdx] = 0;
nTotalTPV[nIdx] = 0;
nTotalVol[nIdx] = 0;
switch(Price_Type)
{
case OPEN:
nPriceArr[nIdx]=open[nIdx];
break;
case CLOSE:
nPriceArr[nIdx]=close[nIdx];
break;
case HIGH:
nPriceArr[nIdx]=high[nIdx];
break;
case LOW:
nPriceArr[nIdx]=low[nIdx];
break;
case HIGH_LOW:
nPriceArr[nIdx]=(high[nIdx]+low[nIdx])/2;
break;
case OPEN_CLOSE:
nPriceArr[nIdx]=(open[nIdx]+close[nIdx])/2;
break;
case CLOSE_HIGH_LOW:
nPriceArr[nIdx]=(close[nIdx]+high[nIdx]+low[nIdx])/3;
break;
case OPEN_CLOSE_HIGH_LOW:
nPriceArr[nIdx]=(open[nIdx]+close[nIdx]+high[nIdx]+low[nIdx])/4;
break;
default:
nPriceArr[nIdx]=(close[nIdx]+high[nIdx]+low[nIdx])/3;
break;
}
if(tick_volume[nIdx])
{
nTotalTPV[nIdx] = (nPriceArr[nIdx] * tick_volume[nIdx]);
nTotalVol[nIdx] = (double)tick_volume[nIdx];
} else if(volume[nIdx]) {
nTotalTPV[nIdx] = (nPriceArr[nIdx] * volume[nIdx]);
nTotalVol[nIdx] = (double)volume[nIdx];
}
if(Enable_Daily && (nIdx>=nIdxDaily))
{
nSumDailyTPV += nTotalTPV[nIdx];
nSumDailyVol += nTotalVol[nIdx];
if(nSumDailyVol)
VWAP_Buffer_Daily[nIdx]=(nSumDailyTPV/nSumDailyVol);
if((sDailyStr!="VWAP Daily: "+(string)NormalizeDouble(VWAP_Buffer_Daily[nIdx],_Digits)) && Show_Daily_Value)
{
sDailyStr="VWAP Daily: "+(string)NormalizeDouble(VWAP_Buffer_Daily[nIdx],_Digits);
ObjectSetString(0,"VWAP_Daily",OBJPROP_TEXT,sDailyStr);
}
}
if(Enable_Weekly && (nIdx>=nIdxWeekly))
{
nSumWeeklyTPV += nTotalTPV[nIdx];
nSumWeeklyVol += nTotalVol[nIdx];
if(nSumWeeklyVol)
VWAP_Buffer_Weekly[nIdx]=(nSumWeeklyTPV/nSumWeeklyVol);
if((sWeeklyStr!="VWAP Weekly: "+(string)NormalizeDouble(VWAP_Buffer_Weekly[nIdx],_Digits)) && Show_Weekly_Value)
{
sWeeklyStr="VWAP Weekly: "+(string)NormalizeDouble(VWAP_Buffer_Weekly[nIdx],_Digits);
ObjectSetString(0,"VWAP_Weekly",OBJPROP_TEXT,sWeeklyStr);
}
}
if(Enable_Monthly && (nIdx>=nIdxMonthly))
{
nSumMonthlyTPV += nTotalTPV[nIdx];
nSumMonthlyVol += nTotalVol[nIdx];
if(nSumMonthlyVol)
VWAP_Buffer_Monthly[nIdx]=(nSumMonthlyTPV/nSumMonthlyVol);
if((sMonthlyStr!="VWAP Monthly: "+(string)NormalizeDouble(VWAP_Buffer_Monthly[nIdx],_Digits)) && Show_Monthly_Value)
{
sMonthlyStr="VWAP Monthly: "+(string)NormalizeDouble(VWAP_Buffer_Monthly[nIdx],_Digits);
ObjectSetString(0,"VWAP_Monthly",OBJPROP_TEXT,sMonthlyStr);
}
}
dtLastDay=CreateDateTime(DAILY,time[nIdx]);
dtLastWeek=CreateDateTime(WEEKLY,time[nIdx]);
dtLastMonth=CreateDateTime(MONTHLY,time[nIdx]);
}
if(Enable_Level_01)
{
int nStartPos=(prev_calculated>VWAP_Level_01_Period) ?(prev_calculated-VWAP_Level_01_Period) : VWAP_Level_01_Period;
for(nIdx=nStartPos; nIdx<rates_total; nIdx++)
{
double nSumTotalTPV = 0;
double nSumTotalVol = 0;
VWAP_Buffer_01[nIdx] = EMPTY_VALUE;
for(int nSubIdx=1; nSubIdx<VWAP_Level_01_Period; nSubIdx++)
{
nSumTotalTPV += nTotalTPV[nIdx - nSubIdx];
nSumTotalVol += nTotalVol[nIdx - nSubIdx];
}
if(nSumTotalVol)
VWAP_Buffer_01[nIdx]=(nSumTotalTPV/nSumTotalVol);
else
VWAP_Buffer_01[nIdx]=0;
if(sLevel01Str!="VWAP Level 01 ("+(string)VWAP_Level_01_Period+"): "+(string)NormalizeDouble(VWAP_Buffer_01[nIdx],_Digits))
{
sLevel01Str = "VWAP Level 01 (" + (string)VWAP_Level_01_Period + "): " + (string)NormalizeDouble(VWAP_Buffer_01[nIdx], _Digits);
ObjectSetString(0,"VWAP_Level_01",OBJPROP_TEXT,sLevel01Str);
}
}
}
if(Enable_Level_02)
{
int nStartPos=(prev_calculated>VWAP_Level_02_Period) ?(prev_calculated-VWAP_Level_02_Period) : VWAP_Level_02_Period;
for(nIdx=nStartPos; nIdx<rates_total; nIdx++)
{
double nSumTotalTPV = 0;
double nSumTotalVol = 0;
VWAP_Buffer_02[nIdx] = EMPTY_VALUE;
for(int nSubIdx=1; nSubIdx<VWAP_Level_02_Period; nSubIdx++)
{
nSumTotalTPV += nTotalTPV[nIdx - nSubIdx];
nSumTotalVol += nTotalVol[nIdx - nSubIdx];
}
if(nSumTotalVol)
VWAP_Buffer_02[nIdx]=(nSumTotalTPV/nSumTotalVol);
else
VWAP_Buffer_02[nIdx]=0;
if(sLevel02Str!="VWAP Level 02 ("+(string)VWAP_Level_02_Period+"): "+(string)NormalizeDouble(VWAP_Buffer_02[nIdx],_Digits))
{
sLevel02Str = "VWAP Level 02 (" + (string)VWAP_Level_02_Period + "): " + (string)NormalizeDouble(VWAP_Buffer_02[nIdx], _Digits);
ObjectSetString(0,"VWAP_Level_02",OBJPROP_TEXT,sLevel02Str);
}
}
}
if(Enable_Level_03)
{
int nStartPos=(prev_calculated>VWAP_Level_03_Period) ?(prev_calculated-VWAP_Level_03_Period) : VWAP_Level_03_Period;
for(nIdx=nStartPos; nIdx<rates_total; nIdx++)
{
double nSumTotalTPV = 0;
double nSumTotalVol = 0;
VWAP_Buffer_03[nIdx] = EMPTY_VALUE;
for(int nSubIdx=1; nSubIdx<VWAP_Level_03_Period; nSubIdx++)
{
nSumTotalTPV += nTotalTPV[nIdx - nSubIdx];
nSumTotalVol += nTotalVol[nIdx - nSubIdx];
}
if(nSumTotalVol)
VWAP_Buffer_03[nIdx]=(nSumTotalTPV/nSumTotalVol);
else
VWAP_Buffer_03[nIdx]=0;
if(sLevel03Str!="VWAP Level 03 ("+(string)VWAP_Level_03_Period+"): "+(string)NormalizeDouble(VWAP_Buffer_03[nIdx],_Digits))
{
sLevel03Str = "VWAP Level 03 (" + (string)VWAP_Level_03_Period + "): " + (string)NormalizeDouble(VWAP_Buffer_03[nIdx], _Digits);
ObjectSetString(0,"VWAP_Level_03",OBJPROP_TEXT,sLevel03Str);
}
}
}
if(Enable_Level_04)
{
int nStartPos=(prev_calculated>VWAP_Level_04_Period) ?(prev_calculated-VWAP_Level_04_Period) : VWAP_Level_04_Period;
for(nIdx=nStartPos; nIdx<rates_total; nIdx++)
{
double nSumTotalTPV = 0;
double nSumTotalVol = 0;
VWAP_Buffer_04[nIdx] = EMPTY_VALUE;
for(int nSubIdx=1; nSubIdx<VWAP_Level_04_Period; nSubIdx++)
{
nSumTotalTPV += nTotalTPV[nIdx - nSubIdx];
nSumTotalVol += nTotalVol[nIdx - nSubIdx];
}
if(nSumTotalVol)
VWAP_Buffer_04[nIdx]=(nSumTotalTPV/nSumTotalVol);
else
VWAP_Buffer_04[nIdx]=0;
if(sLevel04Str!="VWAP Level 04 ("+(string)VWAP_Level_04_Period+"): "+(string)NormalizeDouble(VWAP_Buffer_04[nIdx],_Digits))
{
sLevel04Str = "VWAP Level 04 (" + (string)VWAP_Level_04_Period + "): " + (string)NormalizeDouble(VWAP_Buffer_04[nIdx], _Digits);
ObjectSetString(0,"VWAP_Level_04",OBJPROP_TEXT,sLevel04Str);
}
}
}
if(Enable_Level_05)
{
int nStartPos=(prev_calculated>VWAP_Level_05_Period) ?(prev_calculated-VWAP_Level_05_Period) : VWAP_Level_05_Period;
for(nIdx=nStartPos; nIdx<rates_total; nIdx++)
{
double nSumTotalTPV = 0;
double nSumTotalVol = 0;
VWAP_Buffer_05[nIdx] = EMPTY_VALUE;
for(int nSubIdx=1; nSubIdx<VWAP_Level_05_Period; nSubIdx++)
{
nSumTotalTPV += nTotalTPV[nIdx - nSubIdx];
nSumTotalVol += nTotalVol[nIdx - nSubIdx];
}
if(nSumTotalVol)
VWAP_Buffer_05[nIdx]=(nSumTotalTPV/nSumTotalVol);
else
VWAP_Buffer_05[nIdx]=0;
if(sLevel05Str!="VWAP Level 05 ("+(string)VWAP_Level_05_Period+"): "+(string)NormalizeDouble(VWAP_Buffer_05[nIdx],_Digits))
{
sLevel05Str = "VWAP Level 05 (" + (string)VWAP_Level_05_Period + "): " + (string)NormalizeDouble(VWAP_Buffer_05[nIdx], _Digits);
ObjectSetString(0,"VWAP_Level_05",OBJPROP_TEXT,sLevel05Str);
}
}
}
bIsFirstRun=false;
}
return(rates_total);
}
//+------------------------------------------------------------------+
Indicators/x-saherelm.xvwap.mq5
+165
View File
@@ -0,0 +1,165 @@
///////////////////////////////////////////////////////
// SaherElm IT Center MQL5 Indicator
// -------------------------------------------
// Name: XVWAP
// Description: VWap Implementation ...
//
// 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 XVWAP Indicator"
#property strict
//
#define ShortName "XVWAP"
//
// Imports ...
#include "../Libraries/x-saherelm.common.lib.mq5"
//
// Inputs ...
//
// Buffers ...
//
#property indicator_chart_window
//
#property indicator_buffers 0
#property indicator_plots 0
//
// #define hideColorIDX 0
// #define bullColorIDX 1
// #define bearColorIDX 2
// //
// #define bullpBufferIndex 1
// double bullpBuffer[];
// //
// #property indicator_label1 ""
// #property indicator_type1 DRAW_COLOR_LINE
// #property indicator_color1 CLR_NONE, clrGreen, clrDarkRed
// #property indicator_style1 STYLE_DOT
// #property indicator_width1 1
//
// Variables ...
//
// Event Handlers ...
//
// Initialization ...
int OnInit()
{
//
// Validate Inputs ...
if (!ValidateInputs())
{
return INIT_PARAMETERS_INCORRECT;
}
//
// 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 ...
)
{
//
return rates_total;
}
//
// Custom Functions ...
//
// Validate Input Args for Initialization ...
bool ValidateInputs()
{
//
bool result = false;
//
result =
//
true
//
;
//
return result;
}
//
// Set Indicator Short Name and also we can define Buffers Labels ...
void SetIndicatorName()
{
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
}
//
// Define Indexes and Styles ...
void DefineBuffers()
{
//
// Main ...
// ENUM_DRAW_TYPE mainDrawType = show ? DRAW_COLOR_LINE : DRAW_NONE;
// ArraySetAsSeries(mainBuffer, true);
// ArraySetAsSeries(mainBufferColor, true);
// PlotIndexSetInteger(mainBufferIndex, PLOT_SHOW_DATA, true);
// SetIndexBuffer(mainBufferIndex, mainBuffer, INDICATOR_DATA);
// PlotIndexSetInteger(mainBufferIndex, PLOT_DRAW_TYPE, mainDrawType);
// SetIndexBuffer(mainBufferColorIndex, mainBufferColor, INDICATOR_COLOR_INDEX);
}
//
Libraries/x-saherelm.common.lib.mq5
+4 -1
View File
@@ -3474,11 +3474,14 @@ struct XOHCL
while (!isEnough)
{
//
bool isInited = cBar.Init(
result = cBar.Init(
symbol,
period,
cIDX //
);
if (!result) {
break;
}
//
result = cBar.IsBullish();
Libraries/x-saherelm.draw.lib.mq5
+208 -76
View File
@@ -626,6 +626,10 @@ bool MoveArrow(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// if point position is not set, move it to the current bar having Bid price ...
@@ -642,7 +646,7 @@ bool MoveArrow(
//
// move the anchor point ...
result = ObjectMove(chartID, name, 0, time, price);
result = ObjectMove(chartID, objName, 0, time, price);
//
return result;
@@ -657,10 +661,14 @@ bool DeleteArrow(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// delete an arrow ...
result = !ObjectDelete(chartID, name);
result = !ObjectDelete(chartID, objName);
//
return result;
@@ -676,10 +684,14 @@ bool ArrowCodeChange(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// change the arrow code ...
result = ObjectSetInteger(chartID, name, OBJPROP_ARROWCODE, code);
result = ObjectSetInteger(chartID, objName, OBJPROP_ARROWCODE, code);
//
return result;
@@ -695,10 +707,14 @@ bool ArrowAnchorChange(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// change anchor type ...
result = !ObjectSetInteger(chartID, name, OBJPROP_ANCHOR, anchor);
result = !ObjectSetInteger(chartID, objName, OBJPROP_ANCHOR, anchor);
//
return result;
@@ -815,6 +831,10 @@ bool MoveHorizontalLine(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// if the line price is not set, move it to the current Bid price level ...
@@ -825,7 +845,7 @@ bool MoveHorizontalLine(
//
// move a horizontal line ...
result = ObjectMove(chartID, name, 0, 0, price);
result = ObjectMove(chartID, objName, 0, 0, price);
//
return result;
@@ -840,10 +860,14 @@ bool DeleteHorizontalLine(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// delete a horizontal line ...
result = ObjectDelete(chartID, name);
result = ObjectDelete(chartID, objName);
//
return result;
@@ -937,6 +961,10 @@ bool MoveVerticalLine(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// if line time is not set, move the line to the last bar ...
@@ -947,7 +975,7 @@ bool MoveVerticalLine(
//
// move the vertical line ...
result = ObjectMove(chartID, name, 0, time, 0);
result = ObjectMove(chartID, objName, 0, time, 0);
//
return result;
@@ -962,10 +990,14 @@ bool DeleteVerticalLine(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// delete the vertical line ...
result = ObjectDelete(chartID, name);
result = ObjectDelete(chartID, objName);
//
return result;
@@ -1001,11 +1033,15 @@ bool DrawRectangle(
// Set anchor points' coordinates if they are not set ...
ChangeRectangleEmptyPoints(time1, price1, time2, price2);
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// Create a rectangle by the given coordinates ...
result = ObjectCreate(
chartID,
name,
objName,
OBJ_RECTANGLE,
subWindow,
time1,
@@ -1020,41 +1056,41 @@ bool DrawRectangle(
//
// Set rectangle color ...
ObjectSetInteger(chartID, name, OBJPROP_COLOR, clr);
ObjectSetInteger(chartID, objName, OBJPROP_COLOR, clr);
//
// Set the style of rectangle lines
ObjectSetInteger(chartID, name, OBJPROP_STYLE, style);
ObjectSetInteger(chartID, objName, OBJPROP_STYLE, style);
//
// Set width of the rectangle lines ...
ObjectSetInteger(chartID, name, OBJPROP_WIDTH, width);
ObjectSetInteger(chartID, objName, OBJPROP_WIDTH, width);
//
// Enable (true) or disable (false) the mode of filling the rectangle ...
ObjectSetInteger(chartID, name, OBJPROP_FILL, fill);
ObjectSetInteger(chartID, objName, OBJPROP_FILL, fill);
//
// Display in the foreground (false) or background (true) ...
ObjectSetInteger(chartID, name, OBJPROP_BACK, back);
ObjectSetInteger(chartID, objName, OBJPROP_BACK, back);
//
// Enable (true) or disable (false) the mode of highlighting the rectangle for moving
// when creating a graphical object using ObjectCreate function, the object cannot be
// highlighted and moved by default. Inside this method, selection parameter
// is true by default making it possible to highlight and move the object
ObjectSetInteger(chartID, name, OBJPROP_SELECTABLE, selection);
ObjectSetInteger(chartID, objName, OBJPROP_SELECTABLE, selection);
//
ObjectSetInteger(chartID, name, OBJPROP_SELECTED, selection);
ObjectSetInteger(chartID, objName, OBJPROP_SELECTED, selection);
//
// Hide (true) or display (false) graphical object name in the object list ...
ObjectSetInteger(chartID, name, OBJPROP_HIDDEN, hidden);
ObjectSetInteger(chartID, objName, OBJPROP_HIDDEN, hidden);
//
// Set the priority for receiving the event of a mouse click in the chart ...
ObjectSetInteger(chartID, name, OBJPROP_ZORDER, zOrder);
ObjectSetInteger(chartID, objName, OBJPROP_ZORDER, zOrder);
//
// Successful execution
@@ -1073,6 +1109,10 @@ bool RectanglePointChange(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// if point position is not set, move it to the current bar having Bid price ...
@@ -1089,7 +1129,7 @@ bool RectanglePointChange(
//
// Move the anchor point ...
result = ObjectMove(chartID, name, pointIndex, time, price);
result = ObjectMove(chartID, objName, pointIndex, time, price);
//
return result;
@@ -1104,9 +1144,13 @@ bool DeleteRectangle(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
result = ObjectDelete(chartID, name);
result = ObjectDelete(chartID, objName);
//
return result;
@@ -1263,17 +1307,21 @@ bool MoveRectangleLabel(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// move the rectangle label ...
result = ObjectSetInteger(chartID, name, OBJPROP_XDISTANCE, x);
result = ObjectSetInteger(chartID, objName, OBJPROP_XDISTANCE, x);
if (!result)
{
return result;
}
//
result = ObjectSetInteger(chartID, name, OBJPROP_YDISTANCE, y);
result = ObjectSetInteger(chartID, objName, OBJPROP_YDISTANCE, y);
//
return result;
@@ -1288,10 +1336,14 @@ bool DeleteRectangleLabel(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// delete the label ...
result = ObjectDelete(chartID, name);
result = ObjectDelete(chartID, objName);
//
return result;
@@ -1308,17 +1360,21 @@ bool ChangeSizeRectangleLabel(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// change label size ...
result = ObjectSetInteger(chartID, name, OBJPROP_XSIZE, width);
result = ObjectSetInteger(chartID, objName, OBJPROP_XSIZE, width);
if (!result)
{
return result;
}
//
result = ObjectSetInteger(chartID, name, OBJPROP_YSIZE, height);
result = ObjectSetInteger(chartID, objName, OBJPROP_YSIZE, height);
//
return result;
@@ -1334,10 +1390,14 @@ bool RectLabelChangeBorderType(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// change border type ...
result = ObjectSetInteger(chartID, name, OBJPROP_BORDER_TYPE, border);
result = ObjectSetInteger(chartID, objName, OBJPROP_BORDER_TYPE, border);
//
return result;
@@ -1442,6 +1502,10 @@ bool ChangeTrendLinePoint(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// if point position is not set, move it to the current bar having Bid price ...
@@ -1458,7 +1522,7 @@ bool ChangeTrendLinePoint(
//
// move trend line's anchor point ...
result = ObjectMove(chartID, name, pointindex, time, price);
result = ObjectMove(chartID, objName, pointindex, time, price);
//
return result;
@@ -1473,10 +1537,14 @@ bool DeleteTrendLine(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// delete a trend line ...
result = ObjectDelete(chartID, name);
result = ObjectDelete(chartID, objName);
//
return result;
@@ -1628,6 +1696,10 @@ bool MoveText(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
//
@@ -1645,7 +1717,7 @@ bool MoveText(
//
// move the anchor point ...
result = ObjectMove(chartID, name, 0, time, price);
result = ObjectMove(chartID, objName, 0, time, price);
//
return result;
@@ -1661,10 +1733,14 @@ bool ChangeText(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// change object text ...
result = ObjectSetString(chartID, name, OBJPROP_TEXT, text);
result = ObjectSetString(chartID, objName, OBJPROP_TEXT, text);
//
return result;
@@ -1679,10 +1755,14 @@ bool DeleteText(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// delete the object ...
result = ObjectDelete(chartID, name);
result = ObjectDelete(chartID, objName);
//
return result;
@@ -1920,10 +2000,14 @@ bool FibonacciLevelsSet(
{
return result;
}
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// set the number of levels ...
ObjectSetInteger(chartID, name, OBJPROP_LEVELS, levels);
ObjectSetInteger(chartID, objName, OBJPROP_LEVELS, levels);
//
// set the properties of levels in the loop ...
@@ -1931,24 +2015,24 @@ bool FibonacciLevelsSet(
{
//
// level value ...
ObjectSetDouble(chartID, name, OBJPROP_LEVELVALUE, i, values[i]);
ObjectSetDouble(chartID, objName, OBJPROP_LEVELVALUE, i, values[i]);
//
// level color ...
ObjectSetInteger(chartID, name, OBJPROP_LEVELCOLOR, i, colors[i]);
ObjectSetInteger(chartID, objName, OBJPROP_LEVELCOLOR, i, colors[i]);
//
// level style ...
ObjectSetInteger(chartID, name, OBJPROP_LEVELSTYLE, i, styles[i]);
ObjectSetInteger(chartID, objName, OBJPROP_LEVELSTYLE, i, styles[i]);
//
// level width ...
ObjectSetInteger(chartID, name, OBJPROP_LEVELWIDTH, i, widths[i]);
ObjectSetInteger(chartID, objName, OBJPROP_LEVELWIDTH, i, widths[i]);
//
// level description ...
// ObjectSetString(chartID, name, OBJPROP_LEVELTEXT, i, DoubleToString(100 * values[i], 1));
ObjectSetString(chartID, name, OBJPROP_LEVELTEXT, i, descriptions[i]);
ObjectSetString(chartID, objName, OBJPROP_LEVELTEXT, i, descriptions[i]);
}
//
@@ -1968,6 +2052,10 @@ bool FibonacciPointChange(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// if point position is not set, move it to the current bar having Bid price ...
@@ -1984,7 +2072,7 @@ bool FibonacciPointChange(
//
// move the anchor point ...
result = ObjectMove(chartID, name, pointIndex, time, price);
result = ObjectMove(chartID, objName, pointIndex, time, price);
//
return result;
@@ -1999,10 +2087,14 @@ bool DeleteFibonachi(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// delete the object ...
result = ObjectDelete(chartID, name);
result = ObjectDelete(chartID, objName);
//
return result;
@@ -2081,9 +2173,13 @@ bool EventCreate(
{
time = TimeCurrent();
}
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
result = ObjectCreate(chartID, name, OBJ_EVENT, subWindow, time, 0);
result = ObjectCreate(chartID, objName, OBJ_EVENT, subWindow, time, 0);
if (!result)
{
return result;
@@ -2091,32 +2187,32 @@ bool EventCreate(
//
// set event text
ObjectSetString(chartID, name, OBJPROP_TEXT, text);
ObjectSetString(chartID, objName, OBJPROP_TEXT, text);
//
// set color
ObjectSetInteger(chartID, name, OBJPROP_COLOR, clr);
ObjectSetInteger(chartID, objName, OBJPROP_COLOR, clr);
//
// set anchor point width if the object is highlighted
ObjectSetInteger(chartID, name, OBJPROP_WIDTH, width);
ObjectSetInteger(chartID, objName, OBJPROP_WIDTH, width);
//
// display in the foreground false or background true
ObjectSetInteger(chartID, name, OBJPROP_BACK, back);
ObjectSetInteger(chartID, objName, OBJPROP_BACK, back);
//
// enable true or disable false the mode of moving event by mouse
ObjectSetInteger(chartID, name, OBJPROP_SELECTABLE, selection);
ObjectSetInteger(chartID, name, OBJPROP_SELECTED, selection);
ObjectSetInteger(chartID, objName, OBJPROP_SELECTABLE, selection);
ObjectSetInteger(chartID, objName, OBJPROP_SELECTED, selection);
//
// hide true or display false graphical object name in the object list
ObjectSetInteger(chartID, name, OBJPROP_HIDDEN, hidden);
ObjectSetInteger(chartID, objName, OBJPROP_HIDDEN, hidden);
//
// set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chartID, name, OBJPROP_ZORDER, zOrder);
ObjectSetInteger(chartID, objName, OBJPROP_ZORDER, zOrder);
//
// successful execution
@@ -2133,10 +2229,14 @@ bool EventTextChange(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// change object text
result = ObjectSetString(chartID, name, OBJPROP_TEXT, text);
result = ObjectSetString(chartID, objName, OBJPROP_TEXT, text);
//
return result;
@@ -2152,6 +2252,10 @@ bool EventMove(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// if time is not set, move event to the last bar
@@ -2162,7 +2266,7 @@ bool EventMove(
//
// move the object
result = ObjectMove(chartID, name, 0, time, 0);
result = ObjectMove(chartID, objName, 0, time, 0);
//
return result;
@@ -2177,10 +2281,14 @@ bool EventDelete(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// delete the object
result = ObjectDelete(chartID, name);
result = ObjectDelete(chartID, objName);
//
return result;
@@ -2215,10 +2323,14 @@ bool ButtonCreate(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// create the button
result = ObjectCreate(chartID, name, OBJ_BUTTON, subWindow, 0, 0);
result = ObjectCreate(chartID, objName, OBJ_BUTTON, subWindow, 0, 0);
if (!result)
{
return result;
@@ -2226,62 +2338,62 @@ bool ButtonCreate(
//
// set button coordinates
ObjectSetInteger(chartID, name, OBJPROP_XDISTANCE, x);
ObjectSetInteger(chartID, name, OBJPROP_YDISTANCE, y);
ObjectSetInteger(chartID, objName, OBJPROP_XDISTANCE, x);
ObjectSetInteger(chartID, objName, OBJPROP_YDISTANCE, y);
//
// set button size
ObjectSetInteger(chartID, name, OBJPROP_XSIZE, width);
ObjectSetInteger(chartID, name, OBJPROP_YSIZE, height);
ObjectSetInteger(chartID, objName, OBJPROP_XSIZE, width);
ObjectSetInteger(chartID, objName, OBJPROP_YSIZE, height);
//
// set the chart's corner, relative to which point coordinates are defined
ObjectSetInteger(chartID, name, OBJPROP_CORNER, corner);
ObjectSetInteger(chartID, objName, OBJPROP_CORNER, corner);
//
// set the text
ObjectSetString(chartID, name, OBJPROP_TEXT, text);
ObjectSetString(chartID, objName, OBJPROP_TEXT, text);
//
// set text font
ObjectSetString(chartID, name, OBJPROP_FONT, font);
ObjectSetString(chartID, objName, OBJPROP_FONT, font);
//
// set font size
ObjectSetInteger(chartID, name, OBJPROP_FONTSIZE, fontSize);
ObjectSetInteger(chartID, objName, OBJPROP_FONTSIZE, fontSize);
//
// set text color
ObjectSetInteger(chartID, name, OBJPROP_COLOR, clr);
ObjectSetInteger(chartID, objName, OBJPROP_COLOR, clr);
//
// set background color
ObjectSetInteger(chartID, name, OBJPROP_BGCOLOR, bgColor);
ObjectSetInteger(chartID, objName, OBJPROP_BGCOLOR, bgColor);
//
// set border color
ObjectSetInteger(chartID, name, OBJPROP_BORDER_COLOR, borderColor);
ObjectSetInteger(chartID, objName, OBJPROP_BORDER_COLOR, borderColor);
//
// display in the foreground false or background true
ObjectSetInteger(chartID, name, OBJPROP_BACK, back);
ObjectSetInteger(chartID, objName, OBJPROP_BACK, back);
//
// set button state
ObjectSetInteger(chartID, name, OBJPROP_STATE, state);
ObjectSetInteger(chartID, objName, OBJPROP_STATE, state);
//
// enable true or disable false the mode of moving the button by mouse
ObjectSetInteger(chartID, name, OBJPROP_SELECTABLE, selection);
ObjectSetInteger(chartID, name, OBJPROP_SELECTED, selection);
ObjectSetInteger(chartID, objName, OBJPROP_SELECTABLE, selection);
ObjectSetInteger(chartID, objName, OBJPROP_SELECTED, selection);
//
// hide true or display false graphical object name in the object list
ObjectSetInteger(chartID, name, OBJPROP_HIDDEN, hidden);
ObjectSetInteger(chartID, objName, OBJPROP_HIDDEN, hidden);
//
// set the priority for receiving the event of a mouse click in the chart
ObjectSetInteger(chartID, name, OBJPROP_ZORDER, zOrder);
ObjectSetInteger(chartID, objName, OBJPROP_ZORDER, zOrder);
//
return result;
@@ -2301,16 +2413,20 @@ bool ButtonMove(
//
// move the button
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
result = ObjectSetInteger(chartID, name, OBJPROP_XDISTANCE, x);
result = ObjectSetInteger(chartID, objName, OBJPROP_XDISTANCE, x);
if (!result)
{
return result;
}
//
result = ObjectSetInteger(chartID, name, OBJPROP_YDISTANCE, y);
result = ObjectSetInteger(chartID, objName, OBJPROP_YDISTANCE, y);
//
return result;
@@ -2330,16 +2446,20 @@ bool ButtonChangeSize(
//
// change the button size
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
result = ObjectSetInteger(chartID, name, OBJPROP_XSIZE, width);
result = ObjectSetInteger(chartID, objName, OBJPROP_XSIZE, width);
if (!result)
{
return result;
}
//
result = ObjectSetInteger(chartID, name, OBJPROP_YSIZE, height);
result = ObjectSetInteger(chartID, objName, OBJPROP_YSIZE, height);
//
return result;
@@ -2355,10 +2475,14 @@ bool ButtonChangeCorner(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// change anchor corner
result = ObjectSetInteger(chartID, name, OBJPROP_CORNER, corner);
result = ObjectSetInteger(chartID, objName, OBJPROP_CORNER, corner);
//
return result;
@@ -2374,10 +2498,14 @@ bool ButtonTextChange(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// change object text
result = ObjectSetString(chartID, name, OBJPROP_TEXT, text);
result = ObjectSetString(chartID, objName, OBJPROP_TEXT, text);
//
return result;
@@ -2392,10 +2520,14 @@ bool ButtonDelete(
{
//
bool result = false;
//
// Normalize Name ...
string objName = drawPrefix + "_" + name;
//
// delete the button
result = ObjectDelete(chartID, name);
result = ObjectDelete(chartID, objName);
//
return result;
Strategies/x-saherelm.xemrng.strategy.mq5
+1
View File
@@ -81,6 +81,7 @@ public:
void ~XSCXEMRNGStrategy()
{
delete mTMHelper;
delete mSTRHelper;
}
//
Strategies/x-saherelm.xobvg.strategy.mq5
+823
View File
@@ -0,0 +1,823 @@
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Class Library
// --------------------------------------
// Name: XSCXOBVGStrategy
// Description: provides all based classes for use ...
//
//
// 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 "../Helpers/x-saherelm.xosc.helper.mq5"
#include "../Classes/x-saherelm.xstrategy.class.mq5"
//
string XOBVGStartegyToken = "XOBVG";
//
class XSCXOBVGStrategy : public XSCBaseStrategy
{
//
// Public ...
public:
//
// Constructor(s) ...
void XSCXOBVGStrategy(
//
// Base ...
string _symbol, // Trading Symbol
ENUM_TIMEFRAMES _period, // Trading TimeFrame
ENUM_TIMEFRAMES _analyzingPeriod, // Analyzing Period
double _volume, // Voluem
double _r2r, // Risk/Reward Ratio
int _slippage, // Trader Slippage
long _magicNumber, // Trader Magic Number
bool _useTPSLAsPoint = false, // Converts TP and SL by Provided Points
bool _forceMaxTPSLAsPoint = false, // Force Max TP and SL by Provided Points
double _tpPoint = 0, // TP As Point
double _slPoint = 0, // SL As Point
bool _allowLong = true,
bool _allowShort = true,
int _maxAllowedLongs = 0,
int _maxAllowedShorts = 0 //
) : XSCBaseStrategy(_symbol,
_period,
_volume,
_r2r,
_slippage,
_magicNumber,
_useTPSLAsPoint,
_forceMaxTPSLAsPoint,
_tpPoint,
_slPoint,
_allowLong,
_allowShort,
_maxAllowedLongs,
_maxAllowedShorts //
)
{
//
mAnalyzingPeriod = _analyzingPeriod;
//
SetAlertPrefix(GetTag());
//
PrepareRequirements();
//
fvgUpper = 0;
fvgLower = 0;
isFVGTouched = false;
//
oBar.Clean();
oBullishOrderBlock.Clean();
oBearishOrderBlock.Clean();
}
//
// Deconstructor ...
void ~XSCXOBVGStrategy()
{
delete oscHelper;
}
//
// Getter / Setter (s) ...
//
ENUM_TIMEFRAMES AnalyzingPeriod()
{
return mAnalyzingPeriod;
}
//
void AnalyzingPeriod(ENUM_TIMEFRAMES value)
{
mAnalyzingPeriod = value;
}
//
// Overrides ...
//
// Customize Strategy Identifier ...
string GetTag() override
{
return XOBVGStartegyToken;
}
//
// Check Conditions For Signal ...
bool HasSignal(
XSignal &signal //
) override
{
//
bool result = false;
//
signal.Clean();
//
double sl = 0;
double tp = 0;
double risk = 0;
double entry = 0;
double reward = 0;
double r2r = R2R();
ENUM_POSITION_TYPE type = POSITION_TYPE_BUY;
ENUM_X_ORDER_MODES mode = X_ORDER_MODE_MARKET;
//
bool hasLong = false;
bool hasShort = false;
//
// For Trend ...
XOHCL tmpHSW[];
XOHCL tmpLSW[];
//
// For Verifications ...
//
bool useHammer = true;
bool useMorningStar = false;
bool useBullishEngulfing = true;
bool useBullishMaurubozu = true;
//
bool useShootingStar = true;
bool useEveningStar = false;
bool useBearishEngulfing = true;
bool useBearishMaurubozu = true;
//
// Bar On Trading Period ...
XOHCL cBar;
result = cBar.Init(
mSymbol,
mPeriod,
1 //
);
if (!result)
{
return result;
}
//
// 3 Bar LL and HH ...
double ll3 = cBar.FindLowest(
3,
MODE_LOW //
);
double hh3 = cBar.FindHighest(
3,
MODE_HIGH //
);
//
double atr = oscHelper.GetATR(1);
//
// Check OB Finder Bar ...
result = oBar.IsValid();
if (!result)
{
//
// Init OB Finder Bar ...
result = oBar.Init(
mSymbol,
mAnalyzingPeriod,
1 //
);
if (!result)
{
return result;
}
}
//
bool hasBullishOrderBlock = oBullishOrderBlock.IsValid();
bool hasBearishOrderBlock = oBearishOrderBlock.IsValid();
//
// Here we Have to Check Order Block Age ...
//
if (hasBullishOrderBlock)
{
//
int age = oBullishOrderBlock.Index();
result = age <= 26;
if (!result)
{
//
oBar.Clean();
oBullishOrderBlock.Clean();
fvgUpper = 0;
fvgLower = 0;
fvgTouchDate = NULL;
isFVGTouched = false;
//
RemoveDraws();
//
return result;
}
}
//
if (hasBearishOrderBlock)
{
//
int age = oBearishOrderBlock.Index();
result = age <= 26;
if (!result)
{
//
oBar.Clean();
oBearishOrderBlock.Clean();
fvgUpper = 0;
fvgLower = 0;
fvgTouchDate = NULL;
isFVGTouched = false;
//
RemoveDraws();
//
return result;
}
}
//
hasBullishOrderBlock = oBullishOrderBlock.IsValid();
hasBearishOrderBlock = oBearishOrderBlock.IsValid();
result =
//
hasBullishOrderBlock
//
||
//
hasBearishOrderBlock
//
;
if (!result)
{
//
// Detect Order Blocks ...
hasBullishOrderBlock = oBar.HasBullishOrderBlock(oBullishOrderBlock);
hasBearishOrderBlock = oBar.HasBearishOrderBlock(oBearishOrderBlock);
//
// Check OB Detected ...
result =
//
hasBullishOrderBlock
//
||
//
hasBearishOrderBlock
//
;
if (!result)
{
//
oBar.Clean();
oBullishOrderBlock.Clean();
oBearishOrderBlock.Clean();
//
fvgUpper = 0;
fvgLower = 0;
fvgTouchDate = NULL;
isFVGTouched = false;
//
return result;
}
}
//
// Long ...
if (hasBullishOrderBlock)
{
//
DrawBullishOrderBlock(
oBullishOrderBlock,
ChartID() //
);
//
// Detect an FVG Inside Order Block in Trading Period ...
result = FindBullishFVGInsideOrderBlock();
if (!result)
{
//
oBar.Clean();
oBullishOrderBlock.Clean();
fvgUpper = 0;
fvgLower = 0;
fvgTouchDate = NULL;
isFVGTouched = false;
//
RemoveDraws();
//
return result;
}
//
// Now We Have to Waits Until Price reached the FVG ...
if (!isFVGTouched)
{
//
isFVGTouched = ll3 < fvgUpper;
fvgTouchDate = TimeCurrent();
}
//
result = isFVGTouched;
if (!result)
{
return result;
}
//
// Now we Have to Wait for Pressure ...
//
bool isHammer = !useHammer
? false
: cBar.IsHammer();
bool isMorningStar = !useMorningStar
? false
: cBar.IsMorningStar();
bool isBullishMarubozu = !useBullishEngulfing
? false
: cBar.IsBullishMarubozu();
bool isBullishEngulfing = !useBullishMaurubozu
? false
: cBar.IsBullishEngulfing();
//
bool isBullishTrend = cBar.HasBullishTrend(
tmpHSW,
tmpLSW,
true //
);
//
hasLong =
//
true
//
&&
//
(
//
isHammer
//
||
//
isMorningStar
//
||
//
isBullishMarubozu
//
||
//
isBullishEngulfing
//
)
//
;
result = hasLong;
if (!result)
{
//
// Check FVG Touch Date ...
int cTimeSec = (int)TimeCurrent();
int tTimeSec = (int)fvgTouchDate;
int periodSec = PeriodSeconds(mPeriod);
int touchAge = (cTimeSec - tTimeSec) / periodSec;
if (touchAge >= 10)
{
//
oBar.Clean();
oBullishOrderBlock.Clean();
fvgUpper = 0;
fvgLower = 0;
fvgTouchDate = NULL;
isFVGTouched = false;
//
RemoveDraws();
}
//
return result;
}
//
type = POSITION_TYPE_BUY;
sl = cBar.low - atr;
}
//
// Short ...
if (hasBearishOrderBlock)
{
//
DrawBearishOrderBlock(
oBearishOrderBlock,
ChartID() //
);
//
// Detect an FVG Inside Order Block in Trading Period ...
result = FindBearishFVGInsideOrderBlock();
if (!result)
{
//
oBar.Clean();
oBearishOrderBlock.Clean();
fvgUpper = 0;
fvgLower = 0;
fvgTouchDate = NULL;
isFVGTouched = false;
//
RemoveDraws();
//
return result;
}
//
// Now We Have to Waits Until Price reached the FVG ...
if (!isFVGTouched)
{
//
isFVGTouched = hh3 > fvgLower;
fvgTouchDate = TimeCurrent();
}
//
result = isFVGTouched;
if (!result)
{
return result;
}
//
// Now we Have to Wait for Pressure ...
//
// Short ...
bool isShootingStar = !useShootingStar
? false
: cBar.IsShootingStar();
bool isEveningStar = !useEveningStar
? false
: cBar.IsEveningStar();
bool isBearishEngulfing = !useBearishEngulfing
? false
: cBar.IsBearishEngulfing();
bool isBearishMaurubozu = !useBearishMaurubozu
? false
: cBar.IsBearishMarubozu();
//
bool isBearishTrend = cBar.HasBearishTrend(
tmpHSW,
tmpLSW,
true //
);
//
hasShort =
//
true
//
&&
//
(
//
isShootingStar
//
||
//
isEveningStar
//
||
//
isBearishEngulfing
//
||
//
isBearishMaurubozu
//
)
//
;
result = hasShort;
if (!result)
{
//
// Check FVG Touch Date ...
int cTimeSec = (int)TimeCurrent();
int tTimeSec = (int)fvgTouchDate;
int periodSec = PeriodSeconds(mPeriod);
int touchAge = (cTimeSec - tTimeSec) / periodSec;
if (touchAge >= 10)
{
//
oBar.Clean();
oBearishOrderBlock.Clean();
fvgUpper = 0;
fvgLower = 0;
fvgTouchDate = NULL;
isFVGTouched = false;
//
RemoveDraws();
}
//
return result;
}
//
type = POSITION_TYPE_SELL;
sl = cBar.high + atr;
}
//
result = hasLong || hasShort;
if (!result)
{
return result;
}
//
entry = GetEntry(mSymbol, type);
CalculateTPSLByPrice(
sl,
tp,
type,
entry,
r2r //
);
//
result = signal.Prepare(
mSymbol,
GetTag(),
mPeriod,
type,
mode,
entry,
mVolume,
sl,
tp //
);
//
return result;
}
//
// Protected ...
protected:
//
// Props ...
//
ENUM_TIMEFRAMES mAnalyzingPeriod; // Analyzing Period
//
XOSCInputs oscInputs;
XSCXOSCHelper *oscHelper;
//
// Private ...
private:
//
// Props ...
//
XOHCL oBar;
XOHCL oBullishOrderBlock;
XOHCL oBearishOrderBlock;
//
double fvgUpper;
double fvgLower;
bool isFVGTouched;
datetime fvgTouchDate;
//
void PrepareRequirements()
{
//
oscInputs.Default();
oscHelper = new XSCXOSCHelper();
oscHelper.Init(
mSymbol,
mPeriod,
oscInputs //
);
}
//
bool FindBullishFVGInsideOrderBlock()
{
//
bool result = false;
//
result = oBullishOrderBlock.IsValid();
if (!result)
{
return result;
}
//
int totalBars = iBars(
mSymbol,
mPeriod //
);
int maxAllowed = totalBars / 10;
//
for (int i = 0; i < maxAllowed; i++)
{
//
XOHCL iBar;
result = iBar.Init(
mSymbol,
mPeriod,
i //
);
if (!result)
{
break;
}
//
result = iBar.HasBullishFVG(
fvgUpper,
fvgLower //
);
if (!result)
{
continue;
}
//
// Check FVG has Correlation by OB ...
result =
//
// Full Inside ...
(fvgUpper <= oBullishOrderBlock.high &&
fvgLower >= oBullishOrderBlock.low)
//
||
//
(fvgUpper > oBullishOrderBlock.high &&
fvgLower >= oBullishOrderBlock.low &&
fvgLower <= oBullishOrderBlock.high)
//
||
//
(fvgUpper > oBullishOrderBlock.low &&
fvgUpper <= oBullishOrderBlock.high &&
fvgLower < oBullishOrderBlock.low)
//
;
if (result)
{
//
DrawBullishFVG(
iBar,
fvgUpper,
fvgLower,
ChartID() //
);
//
break;
}
}
//
return result;
}
//
bool FindBearishFVGInsideOrderBlock()
{
//
bool result = false;
//
result = oBearishOrderBlock.IsValid();
if (!result)
{
return result;
}
//
int totalBars = iBars(
mSymbol,
mPeriod //
);
int maxAllowed = totalBars / 10;
//
for (int i = 0; i < maxAllowed; i++)
{
//
XOHCL iBar;
result = iBar.Init(
mSymbol,
mPeriod,
i //
);
if (!result)
{
break;
}
//
result = iBar.HasBearishFVG(
fvgUpper,
fvgLower //
);
if (!result)
{
continue;
}
//
// Check FVG has Correlation by OB ...
result =
//
// Full Inside ...
(fvgUpper <= oBearishOrderBlock.high &&
fvgLower >= oBearishOrderBlock.low)
//
||
//
(fvgUpper > oBearishOrderBlock.high &&
fvgLower >= oBearishOrderBlock.low &&
fvgLower <= oBearishOrderBlock.high)
//
||
//
(fvgUpper > oBearishOrderBlock.low &&
fvgUpper <= oBearishOrderBlock.high &&
fvgLower < oBearishOrderBlock.low)
//
;
if (result)
{
//
DrawBearishFVG(
iBar,
fvgUpper,
fvgLower,
ChartID() //
);
//
break;
}
}
//
return result;
}
};
//
Strategies/x-saherelm.xtdpvlmtrtm.strategy.mq5
+446
View File
@@ -0,0 +1,446 @@
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Class Library
// --------------------------------------
// Name: XSCXEMRNGStrategy
// Description: provides all based classes for use ...
//
//
// 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
//
// TODO: Complete this ...
//
/// Imports ...
#include "../Helpers/x-saherelm.xtm.helper.mq5"
#include "../Helpers/x-saherelm.xstr.helper.mq5"
#include "../Classes/x-saherelm.xstrategy.class.mq5"
//
string XEMRNGStartegyToken = "XEMRNG";
//
class XSCXEMRNGStrategy : public XSCBaseStrategy
{
//
// Public ...
public:
//
// Constructor(s) ...
void XSCXEMRNGStrategy(
//
// Base ...
string _symbol, // Trading Symbol
ENUM_TIMEFRAMES _period, // Trading TimeFrame
double _volume, // Voluem
double _r2r, // Risk/Reward Ratio
int _slippage, // Trader Slippage
long _magicNumber, // Trader Magic Number
bool _useTPSLAsPoint = false, // Converts TP and SL by Provided Points
bool _forceMaxTPSLAsPoint = false, // Force Max TP and SL by Provided Points
double _tpPoint = 0, // TP As Point
double _slPoint = 0, // SL As Point
bool _allowLong = true,
bool _allowShort = true,
int _maxAllowedLongs = 0,
int _maxAllowedShorts = 0 //
) : XSCBaseStrategy(_symbol,
_period,
_volume,
_r2r,
_slippage,
_magicNumber,
_useTPSLAsPoint,
_forceMaxTPSLAsPoint,
_tpPoint,
_slPoint,
_allowLong,
_allowShort,
_maxAllowedLongs,
_maxAllowedShorts //
)
{
//
ConfigureRequirements();
//
SetAlertPrefix(GetTag());
}
//
// Deconstructor ...
void ~XSCXEMRNGStrategy()
{
delete mTMHelper;
}
//
// Getter / Setter (s) ...
//
// Overrides ...
//
// Customize Strategy Identifier ...
string GetTag() override
{
return XEMRNGStartegyToken;
}
//
// Check Conditions For Signal ...
bool HasSignal(
XSignal &signal //
) override
{
//
bool result = false;
//
signal.Clean();
//
double sl = 0;
double tp = 0;
double risk = 0;
double entry = 0;
double reward = 0;
double r2r = R2R();
ENUM_POSITION_TYPE type = POSITION_TYPE_BUY;
ENUM_X_ORDER_MODES mode = X_ORDER_MODE_MARKET;
//
int start = 0;
int count = 5;
//
double tms[];
ArraySetAsSeries(tms, true);
mTMHelper.CopyMain(
start,
count,
tms //
);
//
XSTRConditions strConditions;
result = mSTRHelper.GetConditions(
strConditions,
start,
count //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
mSymbol,
mPeriod,
1 //
);
if (!result)
{
return result;
}
//
double hh5 = cBar.FindHighest(
5,
MODE_HIGH //
);
double ll5 = cBar.FindLowest(
5,
MODE_LOW //
);
//
XOHCL pBar;
result = cBar.GetPreviousBar(pBar);
if (!result)
{
return result;
}
//
bool hasLong = false;
bool hasShort = false;
//
XOHCL tmpHSW[];
XOHCL tmpLSW[];
//
bool useHammer = true;
bool useMorningStar = false;
bool useBullishEngulfing = true;
bool useBullishMaurubozu = true;
//
bool useShootingStar = true;
bool useEveningStar = false;
bool useBearishEngulfing = true;
bool useBearishMaurubozu = true;
//
// Long ...
//
bool isHammer = !useHammer
? false
: cBar.IsHammer();
bool isMorningStar = !useMorningStar
? false
: cBar.IsMorningStar();
bool isBullishMarubozu = !useBullishEngulfing
? false
: cBar.IsBullishMarubozu();
bool isBullishEngulfing = !useBullishMaurubozu
? false
: cBar.IsBullishEngulfing();
//
bool isBullishTrend = cBar.HasBullishTrend(
tmpHSW,
tmpLSW,
true //
);
//
// Find Swing Low Above of EMA ...
// Find Swing High Above of EMA ...
// Fins Swing Low Below of EMA ...
// Detect Bullish Pattern ...
hasLong =
//
cBar.IsBullish()
//
&&
//
isBullishTrend
//
&&
//
cBar.close > tms[1]
//
&&
//
ll5 < tms[1]
//
&&
//
strConditions.isTrendSwitchedToBullish
//
&&
//
(
//
isHammer
//
||
//
isMorningStar
//
||
//
isBullishMarubozu
//
||
//
isBullishEngulfing
//
)
//
;
if (hasLong)
{
//
type = POSITION_TYPE_BUY;
//
sl = tmpLSW[ArraySize(tmpLSW) - 1].low;
}
//
// Short ...
bool isShootingStar = !useShootingStar
? false
: cBar.IsShootingStar();
bool isEveningStar = !useEveningStar
? false
: cBar.IsEveningStar();
bool isBearishEngulfing = !useBearishEngulfing
? false
: cBar.IsBearishEngulfing();
bool isBearishMaurubozu = !useBearishMaurubozu
? false
: cBar.IsBearishMarubozu();
//
bool isBearishTrend = cBar.HasBearishTrend(
tmpHSW,
tmpLSW,
true //
);
//
hasShort =
//
cBar.IsBearish()
//
&&
//
isBearishTrend
//
&&
//
cBar.close < tms[1]
//
&&
//
hh5 > tms[1]
//
&&
//
strConditions.isTrendSwitchedToBearish
//
&&
//
(
//
isShootingStar
//
||
//
isEveningStar
//
||
//
isBearishEngulfing
//
||
//
isBearishMaurubozu
//
)
//
;
if (hasShort)
{
//
type = POSITION_TYPE_SELL;
//
sl = tmpHSW[ArraySize(tmpHSW) - 1].high;
}
//
result = hasLong || hasShort;
if (!result)
{
return result;
}
//
entry = GetEntry(mSymbol, type);
CalculateTPSLByPrice(
sl,
tp,
type,
entry,
r2r //
);
//
result = signal.Prepare(
mSymbol,
GetTag(),
mPeriod,
type,
mode,
entry,
mVolume,
sl,
tp //
);
//
return result;
}
//
// Protected ...
protected:
//
// Props ...
//
XTMInputs mTMInputs; // Tren Magic Inputs ...
XSCXTMHelper *mTMHelper; // Trend Magic Helper Class ...
//
XSTRInputs mSTRInputs; // Super Trend Inputs ...
XSCXSTRHelper *mSTRHelper; // Super Trend Helper Class ...
//
// Private ...
private:
//
//
// Set Default TM Inputs ...
void ConfigureRequirements()
{
//
mTMInputs.maShift = 0;
mTMInputs.maPeriod = 100;
mTMInputs.maMethod = MODE_EMA;
mTMInputs.maAppliedTo = PRICE_CLOSE;
//
mTMInputs.showLine = true;
//
mTMHelper = new XSCXTMHelper();
//
mTMHelper.Init(
mSymbol,
mPeriod,
mTMInputs //
);
//
mSTRInputs.length = 14;
mSTRInputs.multiplier = 3.5;
mSTRInputs.appliedTo = PRICE_CLOSE;
//
mSTRInputs.showTrends = true;
mSTRInputs.fillTrends = false;
//
mSTRHelper = new XSCXSTRHelper();
mSTRHelper.Init(
mSymbol,
mPeriod,
mSTRInputs //
);
}
};
//