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saherelm
2025-05-23 22:55:28 +03:30
parent 2f865670c5
commit b13cf05d1a
6 changed files with 1202 additions and 230 deletions
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Classes/x-saherelm.x-alert.class.mq5
+3 -3
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@@ -228,7 +228,7 @@ class XCAlert : public XCBase
//
// Send an Alert by Handling all Different Specified
// type's of Alert's if they are Enabled ...
void Alert(string message)
void SendAlert(string message)
{
//
// Handle Log, if Enabled ...
@@ -1505,9 +1505,9 @@ class XCBaseAlert : public XCBase
//
// Send an Alert by Handling all Different Specified
// type's of Alert's if they are Enabled ...
void Alert(string message)
void SendAlert(string message)
{
mAlert.Alert(message);
mAlert.SendAlert(message);
}
//
Documents/BKP/catb.test.ea.tmp.mq5
+942
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@@ -0,0 +1,942 @@
///////////////////////////////////////////////////////
//
// SaherElm IT Center XCATB MQL5 Expert Advisor
// -------------------------------------------------
// Name: XCAEA
// Description: an Exper Advisor which used XCATB
//
// 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 "EA based on X121 XCATB indicator"
#property strict
//
// Include Common Library ...
#include "../Classes/x-saherelm.x-alert.class.mq5"
#include "../Classes/x-saherelm.x-trade.class.mq5"
#include "../Classes/x-saherelm.x-volume.class.mq5"
#include "../Helpers/x-saherelm.x121.xcatb.helper.mq5"
#include "../Libraries/x-saherelm.common.lib.mq5"
#include "../Libraries/x-saherelm.x121.xcatb.lib.mq5"
#include "../XCAEA/Classes/xcaea.x-trade.manager.class.mq5"
//
#define ShortName "XCATB_EA"
//
// Inputs ...
//
// Common ...
input group "Common";
input long eaMagicNumber = 78692110; // Magic Number
input int eaSlippage = 10; // Slippgae
input string eaLogSuffix = ""; // Log Suffix
//
// Detector ...
input group "Detector";
//
// Validating ...
input group "Validations";
input bool eaForceHasSwing = false; // Force Blocks to Have Swing
input bool eaForceObBarType = false; // Force Block Has Reversal Bar
input bool eaForceOBFVGBarType = false; // Force FVG Has Same Bars
input bool eaForceHasFLiquidity = false; // Force Blocks to Have Following Liquidity
input bool eaForceHasRLiquidity = false; // Force Blocks to Have Reversal Liquidity
input bool eaValidateGapSequence = false; // Validate Block's Gap Sequence
input bool eaValidateBlockEdgeBreakout = false; // Validate Block's Edge Breakout
//
// Filtering ...
input group "Filters";
input bool eaFilterBasedOnPV = false; // Filter Based on Peak and Vale
input bool eaFilterBasedOnSar = false; // Filter Based on Sar
input bool eaFilterBasedOnRSI = false; // Filter Based on RSI
input bool eaFilterBasedOnADX = false; // Filter Based on ADX
input bool eaFilterBasedOnATR = false; // Filter Based on ATR
input bool eaFilterBasedOnTrend = false; // Filter Based on Trend
input bool eaFilterBasedOnDelta = false; // Filter Based on Delta
input bool eaFilterBasedOnVolume = false; // Filter Based on Volume
input bool eaFilterBasedOnSignalBar = false; // Filter Based on Signal Bar
input bool eaFilterBasedOnHKSignalBar = false; // Filter Based on Hiken Ashi Signal Bar
//
// Signal ...
input group "Signal";
input int eaSignalR2R = 3; // Risk Reward Ratio
input double eaSLAtrMultiplier = 0.5; // ATR Multiplier for SL
//
// Volume ...
input group "Volume";
input ENUM_X_VOLUME_SELECT_TYPE eaVolumeSelect = X_VOLUME_EQUITY; // Volume Applying Type
input double eaStaticVoluem = 0.0; // Static Volume
input double eaDynamicVolumeStepBalance = 0.0; // Step of Balance for Increase Volume
input double eaDynamicVolumeStepVolume = X_MIN_VOLUME; // Step of Volume Increasing
input double eaConstantRiskBalance = 0.0; // Constant Risk Balance per Trade
input double eaConstantPercent = 0.5; // Constant Percent of Balance Per Trade
input double eaConstantBalance = 0.0; // Constant Balance for Calculations
//
// Management ...
input group "Management";
input bool eaAllowTrade = true; // Allow Trade on Signals
input bool eaAllowLongs = true; // Allow Long Trades
input bool eaAllowShorts = true; // Allow Short Trades
input ENUM_XCAEA_TRADE_RESTRICTION_PERIOD eaRestrictionsPeriod = XCAEA_TRADE_RESTRICATION_NONE; // Trade Restrictions Period
input int eaMaxAllowedTPs = 0; // Max Allowed TP(s) per Day
input int eaMaxAllowedSLs = 0; // Max Allowed SL(s) per Day
input int eaMaxAllowedTrades = 0; // Max Allowed Trades per Day
input int eaMaxAllowedPositions = 5; // Max Allowed Same Time Trades
input double eaMaxAllowedSpread = 25; // Max Allowed Spread For Trade
input double eaMaxAllowedDrawdownFactor = 0.3; // Max Allowed DrawDown for Trade
input string eaCloseAllOpenTradesAt = ""; // Close All Open Trades per Day At Specified Time
//
// Alert ...
// Here we Provider All Requirements for
// Configuring Alert Provider ...
input group "Alert";
input bool eaEnableAlerts = true; // Enable Alerts
input bool eaLogAlerts = true; // Log Alerts
input bool eaMailAlerts = false; // Mail Alerts
input bool eaPushAlerts = true; // Push Alerts
input bool eaTerminalAlerts = true; // Terminal Alerts
//
// Time Report ...
input group "Reports";
input bool eaReportNewMonths = false; // Report New Month
input bool eaReportNewWeeks = false; // Report New Weeks
input bool eaReportNewDays = true; // Report New Days
input bool eaReportNewHours = false; // Report New Hours
input bool eaReportTrades = true; // Report Trades
input bool eaReportSignals = true; // Report Signals
input bool eaReportProtector = true; // Report Protector Actions
input bool eaReportAfterTradesBalance = true; // Report Balance after a Trade Finished
//
// Variables ...
//
XCAlert *eaAlert;
XCTrade *eaTrade;
XSignal eaSignal;
XCVolume *eaVolume;
X121XCatbInputs eaInputs;
XCX121XCatbHelper *eaHelper;
XBarTracker eaBarTraker;
XTimeTracker eaTimeTracker;
XCXCAEATradeManager *eaTradeManager;
XCAEAStrategyConditions eaConditions;
//
XTriggerBlock eaTB;
//
CArrayObj *eaObjects;
//
string eaTag = "";
//
// Event Handlers ...
//
// Initialization ...
int OnInit()
{
//
// Validate Inputs and Required Parameters
// for EA to Works fine ...
if (!ValidateInputs())
{
return INIT_PARAMETERS_INCORRECT;
}
//
// Initial Requirements ...
InitRequirements();
//
// Initialize Volume Manger ...
if (!InitVolume())
{
return INIT_FAILED;
}
//
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
//
// eaObjects.Clear();
//
delete eaHelper;
ZeroMemory(eaHelper);
//
delete eaAlert;
ZeroMemory(eaAlert);
//
delete eaTrade;
ZeroMemory(eaTrade);
//
delete eaVolume;
ZeroMemory(eaVolume);
//
eaSignal.Clean();
eaBarTraker.Clean();
eaConditions.Clean();
eaTimeTracker.Clean();
//
DestroyTimer();
}
//
// On Tick Handler ...
void OnTick()
{
//
HandleTimeReport();
//
// Handle Position Management / Protections ...
// eaTradeManager.Manage();
// //
// eaSignal.Clean();
// eaConditions.Clean();
//
// Check Bar Processing ...
if (!eaBarTraker.CanProcessBar())
{
return;
}
//
bool has = false;
//
// Retrieve Bars ...
// XOHCL zBar;
// XOHCL cBar;
// has = zBar.Init(
// _Symbol,
// _Period,
// 0 //
// );
// has =
// has &&
// zBar.GetPreviousBar(cBar);
// if (!has)
// {
// //
// zBar.Clean();
// cBar.Clean();
// //
// return;
// }
//
// double bid = GetBid(zBar.symbol);
//
// XTriggerBlock iTB;
// has = GetNewestX121TriggerBlock(
// _Symbol,
// _Period,
// iTB //
// );
// if (has)
// {
// //
// // Check Newest TB is Newer Than Exists TB ...
// bool canPass =
// !eaTB.IsValid()
// ? true
// : iTB.ToIndex() < eaTB.ToIndex();
// if (canPass)
// {
// //
// eaTB = iTB;
// eaSignal = iTB.signal;
// //
// // Prepare eaConditions if Reuqired ...
// }
// }
//
// has = eaSignal.IsValid();
// if (has)
// {
// //
// // Here we ensure which has a New Signal and must
// // prepare and Execute it ...
// Print("new Signal Detected ...");
// }
//
// eaTB.Clean();
// zBar.Clean();
// cBar.Clean();
// eaSignal.Clean();
// eaConditions.Clean();
}
//
// Handle On Trade Event ...
void OnTrade()
{
eaTrade.HandleOnTrade();
}
//
// On Timer ...
void OnTimer()
{
}
//
// Chart Event Handler ...
void OnChartEvent(
const int id,
const long &lparam,
const double &dparam,
const string &sparam //
)
{
}
//
// Event Listeners ...
/**
* Handle StopLoss Triggered Positions ...
*
* @param deal: XDeal instance ...
*/
void OnStopLossTriggered(const XDeal &deal)
{
eaTradeManager.HandleSL(deal);
}
/**
* Handle Take Profit Triggered Positions ...
*
* @param deal: XDeal instance ...
*/
void OnTakeProfitTriggered(const XDeal &deal)
{
eaTradeManager.HandleTP(deal);
}
/**
* Handle Force Close a Position ...
*
* @param ticket: ULONG ...
* @param position: XPosition instance ...
* @param comment: string ...
*/
void OnPositionForceClosed(
const ulong ticket,
const XPosition &position,
const string comment //
)
{
eaTradeManager.HandleForceClose(position);
}
/**
* Handle Position Partially Closed Event ...
*
* @param ticket: ULONG ...
* @param profit: double ...
* @param comment: string ...
*/
void OnPositionPartiallyClosed(
const ulong ticket,
const double profit,
const string comment //
)
{
eaTradeManager.HandlePartiallyClosed(
ticket,
profit,
comment //
);
}
/**
* Handle Deals Changes ...
*
* @param count: Integer, Number of Changes ...
*/
void OnDealsChanged(int count)
{
}
/**
* Handle Orders Changes ...
*
* @param count: Integer, Number of Changes ...
*/
void OnOrdersChanged(int count)
{
}
/**
* Handle Positions Changes ...
*
* @param count: Integer, Number of Changes ...
*/
void OnPositionsChanged(int count)
{
}
//
// Custom Functions ...
/**
* Validate all Inputs of Expert Adviser ...
*
* @return ( bool )
*/
bool ValidateInputs()
{
//
bool result = false;
//
string errMessage = "";
//
bool isCommonValid = (
//
eaSlippage > 0 &&
eaMagicNumber > 0
//
);
if (!isCommonValid)
{
//
errMessage += "common configurations error;" + "\n";
}
//
result =
//
// Common ...
isCommonValid &&
//
// Otere ...
true
//
;
//
if (!result)
{
//
// Since here Logger not Initiallized, we Use Raw Print Command ...
Print(ShortName + " Errors: \n", errMessage);
}
//
return result;
}
/**
* Initialize Timer ...
*
* @return ( bool )
*/
bool InitTimer()
{
//
bool result = false;
//
// TODO: Initialize Timer if necessary ...
// result = EventSetTimer(1);
// result = EventSetMillisecondTimer(100);
result = true;
//
return result;
}
/**
* Destroy Timer ...
*/
void DestroyTimer()
{
//
// TODO: Use This ...
// EventKillTimer();
}
/**
* Initial Volume Manager Class Based on Given Configuration ...
*
* @return ( bool )
*/
bool InitVolume()
{
//
bool result = false;
//
eaVolume = new XCVolume();
//
result = eaVolume.Init(
eaVolumeSelect,
eaStaticVoluem,
eaDynamicVolumeStepBalance,
eaDynamicVolumeStepVolume,
eaConstantRiskBalance,
eaConstantPercent,
eaConstantBalance //
);
//
return result;
}
/**
* Initial Requirements of EA ...
*/
void InitRequirements()
{
//
// Initial Bar Tracker ...
eaBarTraker.Init(
_Symbol,
_Period //
);
//
// Preparing Tags ...
eaTag =
(IsValid(eaLogSuffix)
? eaLogSuffix + "_"
: "") +
ShortName;
//
eaAlert = new XCAlert();
eaAlert.SetPrefix(eaLogSuffix);
eaAlert.SetLogAlerts(eaLogAlerts);
eaAlert.SetMailAlerts(eaMailAlerts);
eaAlert.SetPushAlerts(eaPushAlerts);
eaAlert.SetEnableAlerts(eaEnableAlerts);
eaAlert.SetTerminalAlerts(eaTerminalAlerts);
//
// Objects ...
eaObjects = new CArrayObj();
//
// Configure XCA ...
eaInputs.Default();
//
// Hide all Visible Buffers ...
eaInputs.Hide();
//
// we Can make Show all requirements here ...
//
eaInputs.showATRBand = true;
// //
// // Signal ...
// eaInputs.signalR2R = eaSignalR2R;
// eaInputs.slAtrMultiplier = eaSLAtrMultiplier;
// //
// // Set Validators ...
// eaInputs.forceHasSwing = eaForceHasSwing;
// eaInputs.forceObBarType = eaForceObBarType;
// eaInputs.forceOBFVGBarType = eaForceOBFVGBarType;
// eaInputs.forceHasFLiquidity = eaForceHasFLiquidity;
// eaInputs.forceHasRLiquidity = eaForceHasRLiquidity;
// eaInputs.validateGapSequence = eaValidateGapSequence;
// eaInputs.validateBlockEdgeBreakout = eaValidateBlockEdgeBreakout;
// //
// // Set Filters ...
// eaInputs.filterBasedOnPV = eaFilterBasedOnPV;
// eaInputs.filterBasedOnSar = eaFilterBasedOnSar;
// eaInputs.filterBasedOnRSI = eaFilterBasedOnRSI;
// eaInputs.filterBasedOnADX = eaFilterBasedOnADX;
// eaInputs.filterBasedOnATR = eaFilterBasedOnATR;
// eaInputs.filterBasedOnTrend = eaFilterBasedOnTrend;
// eaInputs.filterBasedOnDelta = eaFilterBasedOnDelta;
// eaInputs.filterBasedOnVolume = eaFilterBasedOnVolume;
// eaInputs.filterBasedOnSignalBar = eaFilterBasedOnSignalBar;
// eaInputs.filterBasedOnHKSignalBar = eaFilterBasedOnHKSignalBar;
// //
// // Alerts ...
// // eaInputs.alertPrefix = eaTag;
// // eaInputs.logAlerts = eaLogAlerts;
// // eaInputs.pushAlerts = eaMailAlerts;
// // eaInputs.mailAlerts = eaPushAlerts;
// // eaInputs.terminalAlerts = eaTerminalAlerts;
//
// eaHelper = new XCX121XCatbHelper();
// bool isInited = eaHelper.Init(
// _Symbol,
// _Period,
// eaInputs //
// );
// //
// // EA Trade ...
// eaTrade = new XCTrade(
// eaSlippage,
// eaMagicNumber,
// eaMaxAllowedSpread,
// eaMaxAllowedPositions,
// eaMaxAllowedDrawdownFactor //
// );
// eaTrade.AddOnStopLossEventHandler(OnStopLossTriggered);
// eaTrade.AddOnTakeProfitEventHandler(OnTakeProfitTriggered);
// eaTrade.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
// eaTrade.AddOnPartialClosePositionEventHandler(OnPositionPartiallyClosed);
// //
// // EA Trae Manager ...
// eaTradeManager = new XCXCAEATradeManager(
// eaTrade //
// );
// eaTradeManager.SaveTrades(true);
// eaTradeManager.SetAlertEnableAlerts(eaEnableAlerts);
// eaTradeManager.SetAlertPrefix(eaTag);
// eaTradeManager.SetAlertLogAlerts(eaLogAlerts);
// eaTradeManager.SetAlertMailAlerts(eaMailAlerts);
// eaTradeManager.SetAlertPushAlerts(eaPushAlerts);
// eaTradeManager.SetAlertTerminalAlerts(eaTerminalAlerts);
// //
// // Setting Trade Reports ...
// eaTradeManager
// .SetTradeReports(
// eaReportTrades,
// eaReportSignals,
// eaReportProtector,
// eaReportAfterTradesBalance //
// );
// //
// // Setting Trade Permissions ...
// eaTradeManager
// .SetTradePermissions(
// eaAllowTrade,
// eaAllowLongs,
// eaAllowShorts //
// );
// //
// // Setting Trade Restrictions ...
// eaTradeManager
// .SetTradeRestrictions(
// eaRestrictionsPeriod,
// eaMaxAllowedTPs,
// eaMaxAllowedSLs,
// eaMaxAllowedTrades //
// );
}
/**
* Handling Time Reporting ...
*/
void HandleTimeReport()
{
//
if (eaAlert == NULL)
{
return;
}
//
// Monthly Report ....
if (eaReportNewMonths &&
eaTimeTracker.IsNewMonth())
{
//
string msg = "New Month ...";
//
eaAlert.Alert(msg);
}
//
// Weekly Report ....
if (eaReportNewWeeks &&
eaTimeTracker.IsNewWeek())
{
//
string msg = "New Week ...";
//
eaAlert.Alert(msg);
}
//
// Daily Report ....
if (eaReportNewDays &&
eaTimeTracker.IsNewDay())
{
//
string msg = "New Day ...";
//
eaAlert.Alert(msg);
}
//
// Hourly Report ....
if (eaReportNewHours &&
eaTimeTracker.IsNewHour())
{
//
string msg = "New Hour ...";
//
eaAlert.Alert(msg);
}
}
//
// Apply Signal Targets ...
// void ApplySignalTargets(XSignal &signal)
// {
// //
// bool has = signal.IsValid();
// if (!has)
// {
// return;
// }
// //
// // Clean Signal Targets ...
// Clean(signal.targets);
// //
// // Calculate Requirements ...
// double r2r = 1;
// // maxAllowedR2R > 0
// // ? maxAllowedR2R
// // : 1;
// double risk = signal.GetRisk();
// double reward = risk * r2r;
// //
// double isLong = IsLong(signal.type);
// //
// // Handling Signal TP ...
// signal.tp =
// isLong
// ? signal.entry + reward
// : signal.entry - reward;
// //
// // Try to Apply Money Management ...
// //
// if (r2r <= 1)
// {
// return;
// }
// //
// // XTarget iTarget;
// // //
// // // Partial Close 0.5 of Position on Reward 1 ...
// // reward = risk * 1;
// // iTarget.target =
// // isLong
// // ? signal.entry + reward
// // : signal.entry - reward;
// // iTarget.volumeMultiplier = 0.5;
// // //
// // AddRef(iTarget, signal.targets);
// // iTarget.Clean();
// // //
// // if (r2r <= 2)
// // {
// // return;
// // }
// //
// // Making Loop ...
// // for (int i = 2; i < ((int)r2r - 1); i++)
// // {
// // //
// // iTarget.Clean();
// // //
// // reward = i * risk;
// // iTarget.target =
// // isLong
// // ? signal.entry + reward
// // : signal.entry - reward;
// // iTarget.volumeMultiplier = 1 / (r2r - 2);
// // //
// // AddRef(iTarget, signal.targets);
// // }
// //
// // Sort Targets ...
// ENUM_X_DIRECTION sortingDir =
// isLong
// ? X_DIRECTION_BULLISH
// : X_DIRECTION_BEARISH;
// ApplySortOnTargets(
// sortingDir,
// signal.targets //
// );
// }
/////////////////////////////////////////////////////
//
static XTriggerBlock mX121TriggerBlocks[];
//
int HasX121TriggerBlocks()
{
return HasChild(mX121TriggerBlocks);
}
//
int CountX121TriggerBlocks()
{
return ArraySize(mX121TriggerBlocks);
}
//
void CleanX121TriggerBlocks(int maxAllowed = 0)
{
//
if (maxAllowed <= 0)
{
Clean(mX121TriggerBlocks);
}
else if (maxAllowed > 0)
{
//
CleanupArray(
mX121TriggerBlocks,
maxAllowed //
);
}
}
//
bool GetNewestX121TriggerBlock(
string forSymbol,
ENUM_TIMEFRAMES forPeriod,
XTriggerBlock &tb //
)
{
//
bool result = false;
//
tb.Clean();
//
result =
IsValid(forSymbol) &&
IsValid(forPeriod) &&
HasX121TriggerBlocks();
if (!result)
{
return result;
}
//
// Loop Through Trigger Blocks to Find Filtered Newest ...
int count = CountX121TriggerBlocks();
for (int i = 0; i < count; i++)
{
//
bool canSet = !tb.IsValid()
? true
: tb.ToIndex() < mX121TriggerBlocks[i].ToIndex();
if (canSet)
{
tb = mX121TriggerBlocks[i];
}
}
//
result = tb.IsValid();
if (!result)
{
tb.Clean();
}
//
return result;
}
///////////////////////////////////////////////////
//
// Add Trigger Block to Collection
// and Cleanup Unuseds ...
AddRef(
tb,
mX121TriggerBlocks //
);
CleanX121TriggerBlocks(20);
Experts/xcatb.test.ea.mq5
+184 -83
View File
@@ -21,6 +21,8 @@
//
// Include Common Library ...
#include "../Classes/x-saherelm.x-alert.class.mq5"
#include "../Classes/x-saherelm.x-bar.analyser.class.mq5"
#include "../Classes/x-saherelm.x-poi.drawer.class.mq5"
#include "../Classes/x-saherelm.x-trade.class.mq5"
#include "../Classes/x-saherelm.x-volume.class.mq5"
#include "../Helpers/x-saherelm.x121.xcatb.helper.mq5"
@@ -107,11 +109,11 @@ input string eaCloseAllOpenTradesAt = "";
// Here we Provider All Requirements for
// Configuring Alert Provider ...
input group "Alert";
input bool eaEnableAlerts = true; // Enable Alerts
input bool eaLogAlerts = true; // Log Alerts
input bool eaMailAlerts = false; // Mail Alerts
input bool eaPushAlerts = true; // Push Alerts
input bool eaTerminalAlerts = true; // Terminal Alerts
input bool eaEnableAlerts = true; // Enable Alerts
input bool eaLogAlerts = true; // Log Alerts
input bool eaMailAlerts = false; // Mail Alerts
input bool eaPushAlerts = true; // Push Alerts
input bool eaTerminalAlerts = false; // Terminal Alerts
//
// Time Report ...
@@ -132,23 +134,18 @@ input bool eaReportAfterTradesBalance = true; // Report Balance after a Trade Fi
XCAlert *eaAlert;
XCTrade *eaTrade;
XSignal eaSignal;
string eaTag = "";
XCVolume *eaVolume;
X121XCatbInputs eaInputs;
XCX121XCatbHelper *eaHelper;
CArrayObj *eaObjects;
XCPOIDrawer *eaDrawer;
XBarTracker eaBarTraker;
X121XCatbInputs eaInputs;
XTimeTracker eaTimeTracker;
XCX121XCatbHelper *eaHelper;
XCBarAnalyser *eaBarAnalyser;
XCXCAEATradeManager *eaTradeManager;
XCAEAStrategyConditions eaConditions;
//
XTriggerBlock eaTB;
//
CArrayObj *eaObjects;
//
string eaTag = "";
//
// Event Handlers ...
@@ -210,10 +207,18 @@ void OnDeinit(const int reason)
delete eaTrade;
ZeroMemory(eaTrade);
//
delete eaDrawer;
ZeroMemory(eaDrawer);
//
delete eaVolume;
ZeroMemory(eaVolume);
//
delete eaBarAnalyser;
ZeroMemory(eaBarAnalyser);
//
eaSignal.Clean();
eaBarTraker.Clean();
@@ -239,6 +244,11 @@ void OnTick()
eaSignal.Clean();
eaConditions.Clean();
//
bool has = false;
int barIndex = 0;
int cBarIndex = 0;
//
// Check Bar Processing ...
if (!eaBarTraker.CanProcessBar())
@@ -247,16 +257,13 @@ void OnTick()
}
//
bool has = false;
//
// Retrieve Bars ...
// Reading Required Bars ...
XOHCL zBar;
XOHCL cBar;
has = zBar.Init(
_Symbol,
_Period,
0 //
barIndex //
);
has =
has &&
@@ -272,50 +279,131 @@ void OnTick()
}
//
double bid = GetBid(zBar.symbol);
cBarIndex = barIndex + 1;
//
// Update All Required Buffers ...
eaHelper.Update(cBarIndex);
//
// Check Trigger Block Detected or Not ...
XTriggerBlock iTB;
has = GetNewestX121TriggerBlock(
has = DetectTriggerBlock(
//
_Symbol,
_Period,
iTB //
//
iTB,
//
eaBarAnalyser,
//
// Required Buffers ...
eaHelper.atrBuffer,
eaHelper.rsiBuffer,
eaHelper.adxBuffer,
eaHelper.adxpBuffer,
eaHelper.adxnBuffer,
eaHelper.peakBuffer,
eaHelper.valeBuffer,
eaHelper.deltaBuffer,
eaHelper.sarBuffer,
eaHelper.sarStateBuffer,
eaHelper.trendBuffer,
eaHelper.trendStateBuffer,
eaHelper.atrUpperBuffer,
eaHelper.atrLowerBuffer,
eaHelper.sBarOpenBuffer,
eaHelper.sBarCloseBuffer,
eaHelper.hkSBarOpenBuffer,
eaHelper.hkSBarCloseBuffer,
eaHelper.peakGoldenBuffer,
eaHelper.valeGoldenBuffer,
eaHelper.deltaSignalBuffer,
eaHelper.bullishVolumeSignalBuffer,
eaHelper.bearishVolumeSignalBuffer,
//
cBarIndex,
//
// Signalling ...
eaInputs.signalR2R,
eaInputs.slAtrMultiplier,
//
// Configs ...
eaInputs.rsiOBLevel,
eaInputs.rsiOSLevel,
eaInputs.adxThreshold,
//
// Validators ...
eaInputs.forceObBarType,
eaInputs.forceOBFVGBarType,
eaInputs.forceHasSwing,
eaInputs.forceHasFLiquidity,
eaInputs.forceHasRLiquidity,
eaInputs.validateGapSequence,
eaInputs.validateBlockEdgeBreakout,
//
// Filters ...
eaInputs.filterBasedOnPV,
eaInputs.filterBasedOnSar,
eaInputs.filterBasedOnRSI,
eaInputs.filterBasedOnADX,
eaInputs.filterBasedOnATR,
eaInputs.filterBasedOnTrend,
eaInputs.filterBasedOnDelta,
eaInputs.filterBasedOnVolume,
eaInputs.filterBasedOnSignalBar,
eaInputs.filterBasedOnHKSignalBar //
);
if (has)
{
//
// Check Newest TB is Newer Than Exists TB ...
bool canPass =
!eaTB.IsValid()
? true
: iTB.ToIndex() < eaTB.ToIndex();
if (canPass)
{
//
eaTB = iTB;
eaSignal = iTB.signal;
eaBarTraker.Waits();
//
// Prepare eaConditions if Reuqired ...
}
}
//
has = eaSignal.IsValid();
if (has)
{
//
// Here we ensure which has a New Signal and must
// prepare and Execute it ...
Print("new Signal Detected ...");
eaSignal = iTB.signal;
//
// Here we Can Fill eaConditions ...
//
// Check Signal Type ...
bool isLong = IsLong(eaSignal.type);
//
// Update Entry ...
eaSignal.entry = GetEntry(
eaSignal.symbol,
eaSignal.type //
);
//
// Update Signal Targets ...
UpdateSignalTargets(eaSignal);
//
// Handle Volume Management ...
double iVolume = eaVolume.CalculateVolume(eaSignal);
if (iVolume > X_MIN_VOLUME &&
iVolume != eaSignal.volume)
{
eaSignal.volume = iVolume;
}
//
// Execute Signal ...
has = eaTradeManager.Execute(
eaSignal,
eaConditions //
);
}
//
// eaTB.Clean();
// Cleanup Resources ...
//
iTB.Clean();
zBar.Clean();
cBar.Clean();
eaSignal.Clean();
eaConditions.Clean();
}
//
@@ -543,6 +631,13 @@ bool InitVolume()
*/
void InitRequirements()
{
//
// Initial Bar Tracker ...
eaBarTraker.Init(
_Symbol,
_Period //
);
//
// Preparing Tags ...
eaTag =
@@ -552,11 +647,13 @@ void InitRequirements()
ShortName;
//
// Initial Bar Tracker ...
eaBarTraker.Init(
_Symbol,
_Period //
);
eaAlert = new XCAlert();
eaAlert.SetPrefix(eaLogSuffix);
eaAlert.SetLogAlerts(eaLogAlerts);
eaAlert.SetMailAlerts(eaMailAlerts);
eaAlert.SetPushAlerts(eaPushAlerts);
eaAlert.SetEnableAlerts(eaEnableAlerts);
eaAlert.SetTerminalAlerts(eaTerminalAlerts);
//
// Objects ...
@@ -573,6 +670,9 @@ void InitRequirements()
//
// we Can make Show all requirements here ...
//
eaInputs.showATRBand = false;
//
// Signal ...
eaInputs.signalR2R = eaSignalR2R;
@@ -604,10 +704,10 @@ void InitRequirements()
//
// Alerts ...
eaInputs.alertPrefix = eaTag;
eaInputs.logAlerts = eaLogAlerts;
eaInputs.pushAlerts = eaMailAlerts;
eaInputs.mailAlerts = eaPushAlerts;
eaInputs.terminalAlerts = eaTerminalAlerts;
eaInputs.logAlerts = false; // eaLogAlerts;
eaInputs.pushAlerts = false; // eaMailAlerts;
eaInputs.mailAlerts = false; // eaPushAlerts;
eaInputs.terminalAlerts = false; // eaTerminalAlerts;
//
eaHelper = new XCX121XCatbHelper();
@@ -618,15 +718,8 @@ void InitRequirements()
);
//
// EA Alert ...
eaAlert = new XCAlert(
eaTag,
eaEnableAlerts,
eaLogAlerts,
eaTerminalAlerts,
eaMailAlerts,
eaPushAlerts //
);
eaDrawer = new XCPOIDrawer();
eaBarAnalyser = new XCBarAnalyser();
//
// EA Trade ...
@@ -648,11 +741,11 @@ void InitRequirements()
eaTrade //
);
eaTradeManager.SaveTrades(true);
eaTradeManager.SetAlertEnableAlerts(eaEnableAlerts);
eaTradeManager.SetAlertPrefix(eaTag);
eaTradeManager.SetAlertLogAlerts(eaLogAlerts);
eaTradeManager.SetAlertMailAlerts(eaMailAlerts);
eaTradeManager.SetAlertPushAlerts(eaPushAlerts);
eaTradeManager.SetAlertEnableAlerts(eaEnableAlerts);
eaTradeManager.SetAlertTerminalAlerts(eaTerminalAlerts);
//
@@ -690,6 +783,12 @@ void InitRequirements()
*/
void HandleTimeReport()
{
//
if (eaAlert == NULL)
{
return;
}
//
// Monthly Report ....
if (eaReportNewMonths &&
@@ -699,7 +798,7 @@ void HandleTimeReport()
string msg = "New Month ...";
//
eaAlert.Alert(msg);
eaAlert.SendAlert(msg);
}
//
@@ -711,7 +810,7 @@ void HandleTimeReport()
string msg = "New Week ...";
//
eaAlert.Alert(msg);
eaAlert.SendAlert(msg);
}
//
@@ -723,7 +822,7 @@ void HandleTimeReport()
string msg = "New Day ...";
//
eaAlert.Alert(msg);
eaAlert.SendAlert(msg);
}
//
@@ -735,13 +834,14 @@ void HandleTimeReport()
string msg = "New Hour ...";
//
eaAlert.Alert(msg);
eaAlert.SendAlert(msg);
}
}
//
// Apply Signal Targets ...
void ApplySignalTargets(XSignal &signal)
/**
* Update Signal Targets ...
*/
void UpdateSignalTargets(XSignal &signal)
{
//
bool has = signal.IsValid();
@@ -756,10 +856,9 @@ void ApplySignalTargets(XSignal &signal)
//
// Calculate Requirements ...
double r2r = 1;
// maxAllowedR2R > 0
// ? maxAllowedR2R
// : 1;
double r2r = eaSignalR2R > 0
? eaSignalR2R
: 1;
double risk = signal.GetRisk();
double reward = risk * r2r;
@@ -777,10 +876,10 @@ void ApplySignalTargets(XSignal &signal)
// Try to Apply Money Management ...
//
if (r2r <= 1)
{
return;
}
// if (r2r <= 1)
// {
// return;
// }
//
// XTarget iTarget;
@@ -834,3 +933,5 @@ void ApplySignalTargets(XSignal &signal)
signal.targets //
);
}
//
Helpers/x-saherelm.x121.xcatb.helper.mq5
+31 -12
View File
@@ -140,10 +140,14 @@ struct X121XCatbInputs
bool showSar; // Show Sar
bool showTrend; // Show Trend
bool showATRBand; // Show ATR Band
bool showTrendBars; // Show Trend Bars
bool showSignalBars; // Show Signal Bars
bool showHKSignalBars; // Show Hiken Ashi Signal Bars
//
double rsiOBLevel; // RSI OB Level
double rsiOSLevel; // RSI OS Level
double adxThreshold; // ADX Threshold
//
int startCalculationForLastBars; // Calculate Last n Bars
@@ -204,7 +208,7 @@ struct X121XCatbInputs
//
// Alert ...
alertPrefix = NULL; // Alert Prefix
alertPrefix = ""; // Alert Prefix
logAlerts = false; // Log Alerts
pushAlerts = false; // Push Alerts
mailAlerts = false; // Mail Alerts
@@ -218,13 +222,17 @@ struct X121XCatbInputs
showSar = false; // Show Sar
showTrend = false; // Show Trend
showATRBand = false; // Show ATR Band
showTrendBars = false; // Show Trend Bars
showSignalBars = false; // Show Signal Bars
showHKSignalBars = false; // Show Hiken Ashi Signal Bars
//
startCalculationForLastBars = 0; // Calculate Last n Bars
//
rsiOBLevel = 70.0; // RSI OB Level
rsiOSLevel = 30.0; // RSI OS Level
adxThreshold = 25.0; // ADX Threshold
//
ZeroMemory(this);
}
@@ -276,11 +284,11 @@ struct X121XCatbInputs
//
// Alert ...
alertPrefix = NULL; // Alert Prefix
logAlerts = true; // Log Alerts
pushAlerts = false; // Push Alerts
mailAlerts = false; // Mail Alerts
terminalAlerts = true; // Terminal Alerts
alertPrefix = ""; // Alert Prefix
logAlerts = false; // Log Alerts
pushAlerts = false; // Push Alerts
mailAlerts = false; // Mail Alerts
terminalAlerts = false; // Terminal Alerts
//
// Presentation ...
@@ -290,12 +298,16 @@ struct X121XCatbInputs
showSar = false; // Show Sar
showTrend = false; // Show Trend
showATRBand = false; // Show ATR Band
showTrendBars = false; // Show Trend Bars
showSignalBars = false; // Show Signal Bars
showHKSignalBars = false; // Show Hiken Ashi Signal Bars
//
startCalculationForLastBars = 1500; // Calculate Last n Bars
//
rsiOBLevel = 70.0; // RSI OB Level
rsiOSLevel = 30.0; // RSI OS Level
adxThreshold = 25.0; // ADX Threshold
}
//
@@ -308,7 +320,6 @@ struct X121XCatbInputs
showSar = false;
showTrend = false;
showATRBand = false;
showTrendBars = false;
showSignalBars = false;
showHKSignalBars = false;
}
@@ -843,7 +854,6 @@ class XCX121XCatbHelper : public XCBaseHelper
mInputs.showSar,
mInputs.showTrend,
mInputs.showATRBand,
mInputs.showTrendBars,
mInputs.showSignalBars,
mInputs.showHKSignalBars,
mInputs.startCalculationForLastBars
@@ -2842,6 +2852,15 @@ class XCX121XCatbHelper : public XCBaseHelper
//
// Tools ...
//
void Update(
int barIndex // Bar Index
)
{
//
Calculate(barIndex);
}
//
void Free() override
{
@@ -2897,7 +2916,7 @@ class XCX121XCatbHelper : public XCBaseHelper
//
return result;
}
//
int zIndex = barIndex;
Indicators/x-saherelm.x121.xcatb.mq5
+14 -15
View File
@@ -115,11 +115,11 @@ input bool filterBasedOnHKSignalBar = false; // Filter Based on Hiken Ashi Signa
//
// Alert ...
input group "Alerts";
input string mAlertPrefix = ""; // Alert Prefix
input bool _logAlerts = true; // Log Alerts
input bool _pushAlerts = false; // Push Alerts
input bool _mailAlerts = false; // Mail Alerts
input bool _terminalAlerts = true; // Terminal Alerts
input string mAlertPrefix = ""; // Alert Prefix
input bool _logAlerts = false; // Log Alerts
input bool _pushAlerts = false; // Push Alerts
input bool _mailAlerts = false; // Mail Alerts
input bool _terminalAlerts = false; // Terminal Alerts
//
// Presentation ...
@@ -130,7 +130,6 @@ input bool showPVGolden = false; // Show PV Golden
input bool showSar = false; // Show Sar
input bool showTrend = false; // Show Trend
input bool showATRBand = false; // Show ATR Band
input bool showTrendBars = false; // Show Trend Bars
input bool showSignalBars = false; // Show Signal Bars
input bool showHKSignalBars = false; // Show Hiken Ashi Signal Bars
@@ -329,7 +328,7 @@ double trendColorBuffer[];
//
#define sBarOpenBufferIndex 10
double sBarOpenSBuffer[];
double sBarOpenBuffer[];
//
#define sBarHighBufferIndex 11
@@ -1182,8 +1181,8 @@ void DefineBuffers()
//
// Open ...
ArraySetAsSeries(sBarOpenSBuffer, true);
SetIndexBuffer(sBarOpenBufferIndex, sBarOpenSBuffer, INDICATOR_DATA);
ArraySetAsSeries(sBarOpenBuffer, true);
SetIndexBuffer(sBarOpenBufferIndex, sBarOpenBuffer, INDICATOR_DATA);
//
// High ...
@@ -1975,7 +1974,7 @@ void CalculateValues(
trendStateBuffer,
atrUpperBuffer,
atrLowerBuffer,
sBarOpenSBuffer,
sBarOpenBuffer,
sBarCloseBuffer,
hkSBarOpenBuffer,
hkSBarCloseBuffer,
@@ -2055,7 +2054,7 @@ void CalculateValues(
}
else if (canAlert)
{
mAlert.Alert(message);
mAlert.SendAlert(message);
}
}
}
@@ -2286,7 +2285,7 @@ void CalculateSBar(
barIndex,
mAppliedLength,
open,
sBarOpenSBuffer,
sBarOpenBuffer,
barsSignalMethod //
);
@@ -2303,8 +2302,8 @@ void CalculateSBar(
);
//
double min = MathMin(sBarCloseBuffer[barIndex], sBarOpenSBuffer[barIndex]);
double max = MathMin(sBarCloseBuffer[barIndex], sBarOpenSBuffer[barIndex]);
double min = MathMin(sBarCloseBuffer[barIndex], sBarOpenBuffer[barIndex]);
double max = MathMin(sBarCloseBuffer[barIndex], sBarOpenBuffer[barIndex]);
//
sBarLowBuffer[barIndex] = min;
@@ -2313,7 +2312,7 @@ void CalculateSBar(
//
// Calculate HK Signal Color ...
double iSignalColorValue =
sBarOpenSBuffer[barIndex] < sBarCloseBuffer[barIndex]
sBarOpenBuffer[barIndex] < sBarCloseBuffer[barIndex]
? bullishColorIDX
: bearishColorIDX;
sBarColorBuffer[barIndex] =
Libraries/x-saherelm.x121.xcatb.lib.mq5
+28 -117
View File
@@ -132,91 +132,11 @@ struct XTriggerBlock
//
};
//
XTriggerBlock mX121TriggerBlocks[];
//
int HasX121TriggerBlocks()
{
return HasChild(mX121TriggerBlocks);
}
//
int CountX121TriggerBlocks()
{
return ArraySize(mX121TriggerBlocks);
}
//
void CleanX121TriggerBlocks(int maxAllowed = 0)
{
//
if (maxAllowed <= 0)
{
Clean(mX121TriggerBlocks);
}
else if (maxAllowed > 0)
{
//
CleanupArray(
mX121TriggerBlocks,
maxAllowed //
);
}
}
//
bool GetNewestX121TriggerBlock(
string forSymbol,
ENUM_TIMEFRAMES forPeriod,
XTriggerBlock &tb //
)
{
//
bool result = false;
//
tb.Clean();
//
result =
IsValid(forSymbol) &&
IsValid(forPeriod) &&
HasX121TriggerBlocks();
if (!result)
{
return result;
}
//
// Loop Through Trigger Blocks to Find Filtered Newest ...
int count = CountX121TriggerBlocks();
for (int i = 0; i < count; i++)
{
//
bool canSet = !tb.IsValid()
? true
: tb.ToIndex() < mX121TriggerBlocks[i].ToIndex();
if (canSet)
{
tb = mX121TriggerBlocks[i];
}
}
//
result = tb.IsValid();
if (!result)
{
tb.Clean();
}
//
return result;
}
//
// Extensions ...
//
// Detect Trigger Block ...
bool DetectTriggerBlock(
//
string symbol,
@@ -290,36 +210,36 @@ bool DetectTriggerBlock(
//
// Custom Configs ...
//
_r2r = 2;
_slAtrMultiplier = 1;
// //
// _r2r = 2;
// _slAtrMultiplier = 1;
//
// Validators ...
_forceHasSwing = true;
_forceObBarType = true;
_forceFVGBarType = true;
_validateGapSequence = true;
// //
// // Validators ...
// _forceHasSwing = true;
// _forceObBarType = true;
// _forceFVGBarType = true;
// _validateGapSequence = true;
//
_forceHasFLiquidity = false;
_forceHasRLiquidity = false;
_validateBlockEdgeBreakout = true;
// //
// _forceHasFLiquidity = false;
// _forceHasRLiquidity = false;
// _validateBlockEdgeBreakout = true;
//
// Filters ...
_filterBasedOnPV = true;
_filterBasedOnATR = true;
_filterBasedOnDelta = true;
_filterBasedOnVolume = true;
// //
// // Filters ...
// _filterBasedOnPV = true;
// _filterBasedOnATR = true;
// _filterBasedOnDelta = true;
// _filterBasedOnVolume = true;
//
_filterBasedOnSar = true;
_filterBasedOnRSI = false;
_filterBasedOnADX = false;
_filterBasedOnTrend = false;
_filterBasedOnSignalBar = true;
_filterBasedOnHKSignalBar = true;
// //
// _filterBasedOnSar = true;
// _filterBasedOnRSI = false;
// _filterBasedOnADX = false;
// _filterBasedOnTrend = false;
// _filterBasedOnSignalBar = true;
// _filterBasedOnHKSignalBar = true;
//
tb.Clean();
@@ -1098,15 +1018,6 @@ bool DetectTriggerBlock(
targets,
slAdditional //
);
//
// Add Trigger Block to Collection
// and Cleanup Unuseds ...
AddRef(
tb,
mX121TriggerBlocks //
);
CleanX121TriggerBlocks(20);
}
//