last works ... add new Ocillators ...

This commit is contained in:
2025-03-28 07:24:05 +03:30
parent c00704b83b
commit b2c585bc93
11 changed files with 3380 additions and 43 deletions
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//+------------------------------------------------------------------+
//| CumulativeDelta.mq5 |
//| Copyright © 2023, YourName |
//| |
//+------------------------------------------------------------------+
#property copyright "YourName"
#property link "https://www.yourwebsite.com"
#property version "1.00"
//
#include "../Libraries/x-saherelm.common.lib.mq5"
//
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_plots 3
//
//--- Plot settings for Line
#property indicator_label1 "Cumulative Delta"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrYellow
//
//--- Plot settings for Histogram
#property indicator_label2 "Delta"
#property indicator_type2 DRAW_HISTOGRAM
#property indicator_color2 clrGray
//
//--- Plot settings for Moving Average line
#property indicator_label3 "Signal"
#property indicator_type3 DRAW_LINE
#property indicator_color3 clrOrchid
//
//--- Input parameters
input int MAPeriod = 14; // Period for the moving average
//
//--- Indicator buffers
double MABuffer[];
double DeltaBuffer[];
double CumulativeDeltaBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//
// Attach buffer to the indicator
SetIndexBuffer(2, MABuffer, INDICATOR_DATA);
SetIndexBuffer(1, DeltaBuffer, INDICATOR_DATA);
SetIndexBuffer(0, CumulativeDeltaBuffer, INDICATOR_DATA);
IndicatorSetString(INDICATOR_SHORTNAME, "Cumulative Delta");
//
return (INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
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[] //
)
{
//
// Start from the first uncalculated bar
int start = MathMax(prev_calculated - 1, 0);
//
// Loop through bars
for (int i = start; i < rates_total; i++)
{
//
// Calculate Delta based on bar-level data
double delta = 0.0;
if (close[i] > open[i])
{
delta = (double)tick_volume[i]; // Buying pressure (bullish bar)
}
else if (close[i] < open[i])
{
delta = -(double)tick_volume[i]; // Selling pressure (bearish bar)
}
//
// Accumulate cumulative delta
if (i == 0)
{
//
DeltaBuffer[i] = delta;
CumulativeDeltaBuffer[i] = delta; // First bar starts with delta
}
else
{
//
DeltaBuffer[i] = DeltaBuffer[i - 1] + delta;
CumulativeDeltaBuffer[i] = CumulativeDeltaBuffer[i - 1] + delta;
}
//
// Calculate Moving Average of Cumulative Delta
if (i >= MAPeriod - 1)
{
//
double sum = 0.0;
for (int j = 0; j < MAPeriod; j++)
{
sum += CumulativeDeltaBuffer[i - j];
}
//
MABuffer[i] = sum / MAPeriod; // Simple Moving Average
}
else
{
MABuffer[i] = EMPTY_VALUE; // Not enough data for MA
}
}
//
return (rates_total);
}
//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
//| BuySellVolumes.mq5 |
//| Copyright © 2023, YourName |
//| |
//+------------------------------------------------------------------+
#property copyright "YourName"
#property link "https://www.yourwebsite.com"
#property version "1.00"
//
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_plots 4
//--- Plot settings for Buy Volume
#property indicator_label1 "Buy Volume"
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_color1 clrLime
//--- Plot settings for Sell Volume
#property indicator_label2 "Sell Volume"
#property indicator_type2 DRAW_HISTOGRAM
#property indicator_color2 clrRed
//--- Plot settings for Buy Volume MA
#property indicator_label3 "Buy Volume MA"
#property indicator_type3 DRAW_LINE
#property indicator_color3 clrGreen
//--- Plot settings for Sell Volume MA
#property indicator_label4 "Sell Volume MA"
#property indicator_type4 DRAW_LINE
#property indicator_color4 clrRed
//--- Input parameters
input int MAPeriod = 14; // Period for the moving average
//--- Indicator buffers
double BuyVolumeBuffer[]; // Buffer for Buy Volume
double SellVolumeBuffer[]; // Buffer for Sell Volume
double BuyVolumeMABuffer[]; // Buffer for Buy Volume Moving Average
double SellVolumeMABuffer[]; // Buffer for Sell Volume Moving Average
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//
// Attach buffers to the indicator
SetIndexBuffer(0, BuyVolumeBuffer, INDICATOR_DATA);
SetIndexBuffer(1, SellVolumeBuffer, INDICATOR_DATA);
SetIndexBuffer(2, BuyVolumeMABuffer, INDICATOR_DATA);
SetIndexBuffer(3, SellVolumeMABuffer, INDICATOR_DATA);
//
// Set short name for the indicator
IndicatorSetString(INDICATOR_SHORTNAME, "Buy and Sell Volumes");
//
return (INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
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[] //
)
{
//
// Start from the first uncalculated bar
int start = MathMax(prev_calculated - 1, 0);
//
// Loop through bars
for (int i = start; i < rates_total; i++)
{
//
// Calculate Buy and Sell Volumes based on bar-level data
double buyVolume = 0.0;
double sellVolume = 0.0;
//
if (close[i] > open[i])
{
//
buyVolume = (double)tick_volume[i]; // Buying pressure (bullish bar)
sellVolume = 0.0;
}
else if (close[i] < open[i])
{
//
sellVolume = (double)tick_volume[i]; // Selling pressure (bearish bar)
buyVolume = 0.0;
}
else
{
//
// Neutral bar: split volume equally between buy and sell
buyVolume = tick_volume[i] / 2.0;
sellVolume = tick_volume[i] / 2.0;
}
//
// Store Buy and Sell Volumes in their respective buffers
BuyVolumeBuffer[i] = buyVolume;
SellVolumeBuffer[i] = sellVolume;
//
// Calculate Moving Averages for Buy and Sell Volumes
if (i >= MAPeriod - 1)
{
//
// Calculate Simple Moving Average for Buy Volume
double buySum = 0.0;
for (int j = 0; j < MAPeriod; j++)
buySum += BuyVolumeBuffer[i - j];
BuyVolumeMABuffer[i] = buySum / MAPeriod;
//
// Calculate Simple Moving Average for Sell Volume
double sellSum = 0.0;
for (int j = 0; j < MAPeriod; j++)
sellSum += SellVolumeBuffer[i - j];
SellVolumeMABuffer[i] = sellSum / MAPeriod;
}
else
{
//
// Not enough data for MA
BuyVolumeMABuffer[i] = EMPTY_VALUE;
SellVolumeMABuffer[i] = EMPTY_VALUE;
}
}
//
// Normalize all values between 0 and 100
// NormalizeValues(rates_total);
//
return (rates_total);
}
//+------------------------------------------------------------------+
//| Normalize all values between 0 and 100 |
//+------------------------------------------------------------------+
void NormalizeValues(int rates_total)
{
//
// Find the maximum and minimum values across all buffers
double maxValue = 0.0;
double minValue = DBL_MAX;
//
for (int i = 0; i < rates_total; i++)
{
//
if (BuyVolumeBuffer[i] != EMPTY_VALUE && BuyVolumeBuffer[i] > maxValue)
maxValue = BuyVolumeBuffer[i];
if (SellVolumeBuffer[i] != EMPTY_VALUE && SellVolumeBuffer[i] > maxValue)
maxValue = SellVolumeBuffer[i];
if (BuyVolumeMABuffer[i] != EMPTY_VALUE && BuyVolumeMABuffer[i] > maxValue)
maxValue = BuyVolumeMABuffer[i];
if (SellVolumeMABuffer[i] != EMPTY_VALUE && SellVolumeMABuffer[i] > maxValue)
maxValue = SellVolumeMABuffer[i];
//
if (BuyVolumeBuffer[i] != EMPTY_VALUE && BuyVolumeBuffer[i] < minValue)
minValue = BuyVolumeBuffer[i];
if (SellVolumeBuffer[i] != EMPTY_VALUE && SellVolumeBuffer[i] < minValue)
minValue = SellVolumeBuffer[i];
if (BuyVolumeMABuffer[i] != EMPTY_VALUE && BuyVolumeMABuffer[i] < minValue)
minValue = BuyVolumeMABuffer[i];
if (SellVolumeMABuffer[i] != EMPTY_VALUE && SellVolumeMABuffer[i] < minValue)
minValue = SellVolumeMABuffer[i];
}
//
// Avoid division by zero
if (maxValue == minValue)
return;
//
// Normalize all values
for (int i = 0; i < rates_total; i++)
{
//
if (BuyVolumeBuffer[i] != EMPTY_VALUE)
BuyVolumeBuffer[i] = ((BuyVolumeBuffer[i] - minValue) / (maxValue - minValue)) * 100.0;
if (SellVolumeBuffer[i] != EMPTY_VALUE)
SellVolumeBuffer[i] = ((SellVolumeBuffer[i] - minValue) / (maxValue - minValue)) * 100.0;
if (BuyVolumeMABuffer[i] != EMPTY_VALUE)
BuyVolumeMABuffer[i] = ((BuyVolumeMABuffer[i] - minValue) / (maxValue - minValue)) * 100.0;
if (SellVolumeMABuffer[i] != EMPTY_VALUE)
SellVolumeMABuffer[i] = ((SellVolumeMABuffer[i] - minValue) / (maxValue - minValue)) * 100.0;
}
}
//+------------------------------------------------------------------+
@@ -825,7 +825,7 @@ class XC121SMCCycleHelper : public XCBase
} }
// //
datetime GetNearestCloseOverX3MAFast( datetime DetectNearestCloseOverX3MAFast(
XOHCL &bar, XOHCL &bar,
int maxAllowedBars = 20 // int maxAllowedBars = 20 //
) )
@@ -891,7 +891,7 @@ class XC121SMCCycleHelper : public XCBase
} }
// //
datetime GetNearestCloseUnderX3MAFast( datetime DetectNearestCloseUnderX3MAFast(
XOHCL &bar, XOHCL &bar,
int maxAllowedBars = 20 // int maxAllowedBars = 20 //
) )
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///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Ocillator
// -------------------------------------------------
// Name: X121 XDelta
// Description: Detect Comulative Volumes Delta ...
//
//
// 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 X121 XDelta Ocillator"
#property strict
//
// Definitions ...
//
#define ShortName "X121_XDELTA"
//
// Imports ...
#include "../Libraries/x-saherelm.common.lib.mq5"
//
// Inputs ...
//
// Makret ...
input group "Market";
input int maLength = 14; // Moving Averge Length
input ENUM_X_MA_METHOD maMethod = X_MA_MODE_EMA; // Moving Averge Method
//
// Presentation ...
input group "Presentation";
input int startCalculationForLastBars = 1000; // Calculate Last n Bars
input bool showDeltaLine = true; // Show Delta Line
input bool showDeltaHistogram = true; // Show Delta Histogram
input bool showDeltaMa = true; // Show Delta Moving Average
//
// Buffers Props ...
//
#property indicator_separate_window
//
#property indicator_buffers 5
#property indicator_plots 3
//
#define hideColorIDX 0
#define bullishColorIDX 1
#define bearishColorIDX 2
//
// Buffers ...
//
#define deltaLineBufferIndex 0
double deltaLineBuffer[];
#property indicator_label1 "Delta Line"
#property indicator_type1 DRAW_LINE
#property indicator_color1 clrYellow
#property indicator_style1 STYLE_SOLID
#property indicator_width1 1
//
#define deltaHistogramBufferIndex 1
double deltaHistogramBuffer[];
//
#define deltaHistogramColorBufferIndex 2
double deltaHistogramColorBuffer[];
#property indicator_label2 "Delta Histogram"
#property indicator_type2 DRAW_COLOR_HISTOGRAM
#property indicator_color2 CLR_NONE, clrGreen, clrDarkRed
#property indicator_style2 STYLE_DOT
#property indicator_width2 1
//
#define deltaMaBufferIndex 3
double deltaMaBuffer[];
#property indicator_label3 "Delta MA"
#property indicator_type3 DRAW_LINE
#property indicator_color3 clrOrchid
#property indicator_style3 STYLE_SOLID
#property indicator_width3 1
//
// Data Buffers ...
#define mLastBufferIndex 3
//
#define rawDeltaBufferIndex mLastBufferIndex + 1
double rawDeltaBuffer[];
//
// Variables, Properties and etc ...
//
// this counts Available Bars ...
int limit;
//
int maxLength;
//
// Event Handlers ...
/**
* Initialize Indicator ...
*
* @return ( int )
*/
int OnInit()
{
//
// Validate Inputs ...
if (!ValidateInputs())
{
return INIT_PARAMETERS_INCORRECT;
}
//
// Initialize Indicator Handlers ...
//
// because in some cases we may have more than one input for
// calculation and we must prevent any calculation
// untill we pass the biggest input length, here we get max Input length
// and then wait until pass it ...
maxLength = ExtractMaxLengthOfInputs();
//
// Define Index Buffers ...
DefineBuffers();
//
// Set Indicator ShortName ...
SetIndicatorName();
IndicatorSetInteger(INDICATOR_DIGITS, 2);
//
// Init Succeed ...
return INIT_SUCCEEDED;
}
/**
* De Initialize Indicator ...
*
* @param reason: Integer, De Initialization Reason ...
*/
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
}
/**
* Calculate Bars ...
*
* @param rates_total: Integer, Total Bars on Chart ...
* @param prev_calculated: Integer, Total Calculated Bars on Charts ...
* @param time: DateTime Array, History of Open Time ...
* @param open: Double Array, History of Open Prices ...
* @param high: Double Array, History of High Prices ...
* @param low: Double Array, History of Low Prices ...
* @param close: Double Array, History of Close Prices ...
* @param tick_volume: Long, History of Tick Volumes on Bar ...
* @param volume: Long, History of Trade Volumes ...
* @param spread: Double, History of Spread Price ...
*
* @return ( int )
*/
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[] //
)
{
//
// Prepare Buffers ...
ArraySetAsSeries(time, true);
ArraySetAsSeries(open, true);
ArraySetAsSeries(high, true);
ArraySetAsSeries(low, true);
ArraySetAsSeries(close, true);
ArraySetAsSeries(tick_volume, true);
ArraySetAsSeries(volume, true);
ArraySetAsSeries(spread, true);
//
limit = (prev_calculated > rates_total || prev_calculated <= 0)
? rates_total
: (rates_total - prev_calculated) + 1;
//
// Main Loop ...
for (int i = limit - 1; i >= 0 && !IsStopped(); i--)
{
//
CalculateBuffers(
//
i,
prev_calculated,
rates_total,
//
open,
high,
close,
low,
tick_volume //
);
}
//
return rates_total;
}
//
// Functions ...
/**
* Validate Input Args for Initialization ...
*
* @return ( bool )
*/
bool ValidateInputs()
{
//
bool result = false;
//
result = maLength > 0 &&
IsValid(maMethod);
//
return result;
}
/**
* Extract Max Length of Inputs ...
*
* @return ( int )
*/
int ExtractMaxLengthOfInputs()
{
//
int result = 0;
//
result = MathMax(0, maLength);
//
return result;
}
/**
* Set Indicator Short Name and also we can define Buffers Labels ...
*/
void SetIndicatorName()
{
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
}
/**
* Define Required Buffers ...
*/
void DefineBuffers()
{
//
// Plot Buffers ...
//
// Delta Line ...
ENUM_DRAW_TYPE deltaLineDrawType = showDeltaLine ? DRAW_LINE : DRAW_NONE;
//
ArraySetAsSeries(deltaLineBuffer, true);
SetIndexBuffer(deltaLineBufferIndex, deltaLineBuffer, INDICATOR_DATA);
PlotIndexSetDouble(deltaLineBufferIndex, PLOT_EMPTY_VALUE, 0.0);
PlotIndexSetInteger(deltaLineBufferIndex, PLOT_SHOW_DATA, showDeltaLine);
PlotIndexSetInteger(deltaLineBufferIndex, PLOT_DRAW_TYPE, deltaLineDrawType);
//
// Delta Histogram ...
ENUM_DRAW_TYPE deltaHistogramDrawType = showDeltaHistogram ? DRAW_COLOR_HISTOGRAM : DRAW_NONE;
//
ArraySetAsSeries(deltaHistogramBuffer, true);
SetIndexBuffer(deltaHistogramBufferIndex, deltaHistogramBuffer, INDICATOR_DATA);
PlotIndexSetDouble(deltaHistogramBufferIndex, PLOT_EMPTY_VALUE, 0.0);
PlotIndexSetInteger(deltaHistogramBufferIndex, PLOT_SHOW_DATA, showDeltaHistogram);
PlotIndexSetInteger(deltaHistogramBufferIndex, PLOT_DRAW_TYPE, deltaHistogramDrawType);
//
ArraySetAsSeries(deltaHistogramColorBuffer, true);
SetIndexBuffer(deltaHistogramColorBufferIndex, deltaHistogramColorBuffer, INDICATOR_COLOR_INDEX);
//
// Delta Ma ...
ENUM_DRAW_TYPE deltaMaDrawType = showDeltaMa ? DRAW_LINE : DRAW_NONE;
//
ArraySetAsSeries(deltaMaBuffer, true);
SetIndexBuffer(deltaMaBufferIndex, deltaMaBuffer, INDICATOR_DATA);
PlotIndexSetDouble(deltaMaBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
PlotIndexSetInteger(deltaMaBufferIndex, PLOT_SHOW_DATA, showDeltaMa);
PlotIndexSetInteger(deltaMaBufferIndex, PLOT_DRAW_TYPE, deltaMaDrawType);
//
// Data Buffers ...
//
ArraySetAsSeries(rawDeltaBuffer, true);
SetIndexBuffer(rawDeltaBufferIndex, rawDeltaBuffer, INDICATOR_CALCULATIONS);
}
/**
* Calculate Custom Buffers ...
*
* @param bar_index: Integer, Represent Current Bar ...
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
* @param ratesTotal: Integer, Represents All Available Bars ...
* @param open: Double Array, History of Open Prices ...
* @param high: Double Array, History of High Prices ...
* @param close: Double Array, History of Close Prices ...
* @param low: Double Array, History of Low Prices ...
* @param tickVolume: Long, History of Tick Volumes on Bar ...
*/
void CalculateBuffers(
int bar_index, // Selected Bar Index
const int prevCalculated,
const int ratesTotal,
const double &open[],
const double &high[],
const double &close[],
const double &low[],
const long &tickVolume[] //
)
{
//
int barsLimit = startCalculationForLastBars > 0
? startCalculationForLastBars
: 0;
//
// bool canCalculate = true;
bool canCalculate =
barsLimit == 0 ||
bar_index <= barsLimit;
if (canCalculate)
{
//
CalculateValues(
bar_index,
prevCalculated,
ratesTotal,
open,
high,
close,
low,
tickVolume //
);
}
else
{
FillBuffersZero(bar_index);
}
}
/**
* Fill All Bufers to Zero Vlue for Specified Bar Index ...
*
* @param barIndex: Integer ...
*/
void FillBuffersZero(int barIndex)
{
//
rawDeltaBuffer[barIndex] = 0.0;
deltaLineBuffer[barIndex] = 0.0;
deltaHistogramBuffer[barIndex] = 0.0;
deltaMaBuffer[barIndex] = EMPTY_VALUE;
deltaHistogramColorBuffer[barIndex] = hideColorIDX;
}
/**
* Calculate Vales ...
*
* @param bar_index: Integer, Represent Current Bar ...
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
* @param ratesTotal: Integer, Represents All Available Bars ...
* @param open: Double Array, History of Open Prices ...
* @param high: Double Array, History of High Prices ...
* @param close: Double Array, History of Close Prices ...
* @param low: Double Array, History of Low Prices ...
* @param tickVolume: Long, History of Tick Volumes on Bar ...
*/
void CalculateValues(
int bar_index, // Selected Bar Index
const int prevCalculated,
const int ratesTotal,
const double &open[],
const double &high[],
const double &close[],
const double &low[],
const long &tickVolume[] //
)
{
//
XOHCL bar;
bool has = bar.Init(
_Symbol,
_Period,
bar_index //
);
if (!has)
{
return;
}
//
double iDelta = 0.0;
//
// Detecting Delta Volume ...
if (bar.IsBullish())
{
iDelta = (double)bar.volume;
}
else if (bar.IsBearish())
{
iDelta = -(double)bar.volume;
}
//
// Checking First Bar Conditions ...
bool isFirstBar =
startCalculationForLastBars > 0
? bar_index == startCalculationForLastBars
: bar_index == ratesTotal;
if (isFirstBar)
{
//
deltaLineBuffer[bar_index] = iDelta;
deltaHistogramBuffer[bar_index] = iDelta;
//
rawDeltaBuffer[bar_index] = iDelta;
}
else
{
//
iDelta += deltaLineBuffer[bar_index + 1];
//
rawDeltaBuffer[bar_index] = iDelta;
deltaLineBuffer[bar_index] = iDelta;
deltaHistogramBuffer[bar_index] = iDelta;
//
// deltaLineBuffer[bar_index] = deltaLineBuffer[bar_index + 1] + iDelta;
// deltaHistogramBuffer[bar_index] = deltaHistogramBuffer[bar_index + 1] + iDelta;
// //
// rawDeltaBuffer[bar_index] = rawDeltaBuffer[bar_index + 1] + iDelta;
}
//
double iDeltaColor = iDelta > 0
? bullishColorIDX
: iDelta < 0
? bearishColorIDX
: hideColorIDX;
deltaHistogramColorBuffer[bar_index] = iDeltaColor;
//
// Calculate Moving Averages ...
int deltaMAsCount = iMAOnBuffer(
ratesTotal,
prevCalculated,
bar_index,
maLength,
rawDeltaBuffer,
deltaMaBuffer,
maMethod //
);
//
bar.Clean();
}
//
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///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Ocillator
// -------------------------------------------------
// Name: X121 XVolume
// Description: Detect Bullish/Bearish Volumes ...
//
//
// 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 X121 XVolume Ocillator"
#property strict
//
// Definitions ...
//
#define ShortName "X121_XVOLUME"
//
// Imports ...
#include "../Libraries/x-saherelm.common.lib.mq5"
//
// Inputs ...
//
// Makret ...
input group "Market";
input int maLength = 14; // Moving Averge Length
input ENUM_X_MA_METHOD maMethod = X_MA_MODE_EMA; // Moving Averge Method
//
// Presentation ...
input group "Presentation";
input int startCalculationForLastBars = 1000; // Calculate Last n Bars
input bool showBullishVolume = true; // Show Bullish Volume
input bool showBullishVolumeMa = true; // Show Bullish Volume Moving Average
input bool showBearishVolume = true; // Show Bearish Volume
input bool showBearishVolumeMa = true; // Show Bearish Volume Moving Average
//
// Buffers Props ...
//
#property indicator_separate_window
//
#property indicator_buffers 6
#property indicator_plots 4
//
// Buffers ...
//
#define bullishVolumeBufferIndex 0
double bullishVolumeBuffer[];
#property indicator_label1 "Bullish Volume"
#property indicator_type1 DRAW_HISTOGRAM
#property indicator_color1 clrLime
#property indicator_style1 STYLE_DOT
#property indicator_width1 1
//
#define bullishVolumeMaBufferIndex 1
double bullishVolumeMaBuffer[];
#property indicator_label2 "Bullish Volume MA"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrLime
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
//
#define bearishVolumeBufferIndex 2
double bearishVolumeBuffer[];
#property indicator_label3 "Bearish Volume"
#property indicator_type3 DRAW_HISTOGRAM
#property indicator_color3 clrRed
#property indicator_style3 STYLE_DOT
#property indicator_width3 1
//
#define bearishVolumeMaBufferIndex 3
double bearishVolumeMaBuffer[];
#property indicator_label4 "Bearish Volume MA"
#property indicator_type4 DRAW_LINE
#property indicator_color4 clrRed
#property indicator_style4 STYLE_SOLID
#property indicator_width4 1
//
// Data Buffers ...
#define mLastBufferIndex 3
//
#define rawBullishVolumeBufferIndex mLastBufferIndex + 1
double rawBullishVolumeBuffer[];
//
#define rawBearishVolumeBufferIndex mLastBufferIndex + 2
double rawBearishVolumeBuffer[];
//
// Variables, Properties and etc ...
//
// this counts Available Bars ...
int limit;
//
int maxLength;
//
// Event Handlers ...
/**
* Initialize Indicator ...
*
* @return ( int )
*/
int OnInit()
{
//
// Validate Inputs ...
if (!ValidateInputs())
{
return INIT_PARAMETERS_INCORRECT;
}
//
// Initialize Indicator Handlers ...
//
// because in some cases we may have more than one input for
// calculation and we must prevent any calculation
// untill we pass the biggest input length, here we get max Input length
// and then wait until pass it ...
maxLength = ExtractMaxLengthOfInputs();
//
// Define Index Buffers ...
DefineBuffers();
//
// Set Indicator ShortName ...
SetIndicatorName();
IndicatorSetInteger(INDICATOR_DIGITS, 2);
//
// Init Succeed ...
return INIT_SUCCEEDED;
}
/**
* De Initialize Indicator ...
*
* @param reason: Integer, De Initialization Reason ...
*/
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
}
/**
* Calculate Bars ...
*
* @param rates_total: Integer, Total Bars on Chart ...
* @param prev_calculated: Integer, Total Calculated Bars on Charts ...
* @param time: DateTime Array, History of Open Time ...
* @param open: Double Array, History of Open Prices ...
* @param high: Double Array, History of High Prices ...
* @param low: Double Array, History of Low Prices ...
* @param close: Double Array, History of Close Prices ...
* @param tick_volume: Long, History of Tick Volumes on Bar ...
* @param volume: Long, History of Trade Volumes ...
* @param spread: Double, History of Spread Price ...
*
* @return ( int )
*/
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[] //
)
{
//
// Prepare Buffers ...
ArraySetAsSeries(time, true);
ArraySetAsSeries(open, true);
ArraySetAsSeries(high, true);
ArraySetAsSeries(low, true);
ArraySetAsSeries(close, true);
ArraySetAsSeries(tick_volume, true);
ArraySetAsSeries(volume, true);
ArraySetAsSeries(spread, true);
//
limit = (prev_calculated > rates_total || prev_calculated <= 0)
? rates_total
: (rates_total - prev_calculated) + 1;
//
// Main Loop ...
for (int i = limit - 1; i >= 0 && !IsStopped(); i--)
{
//
CalculateBuffers(
//
i,
prev_calculated,
rates_total,
//
open,
high,
close,
low,
tick_volume //
);
}
//
return rates_total;
}
//
// Functions ...
/**
* Validate Input Args for Initialization ...
*
* @return ( bool )
*/
bool ValidateInputs()
{
//
bool result = false;
//
result = maLength > 0 &&
IsValid(maMethod);
//
return result;
}
/**
* Extract Max Length of Inputs ...
*
* @return ( int )
*/
int ExtractMaxLengthOfInputs()
{
//
int result = 0;
//
result = MathMax(0, maLength);
//
return result;
}
/**
* Set Indicator Short Name and also we can define Buffers Labels ...
*/
void SetIndicatorName()
{
IndicatorSetString(INDICATOR_SHORTNAME, ShortName);
}
/**
* Define Required Buffers ...
*/
void DefineBuffers()
{
//
// Plot Buffers ...
//
// Bullish ...
//
// Volume ...
ENUM_DRAW_TYPE bullishVolumeDrawType = showBullishVolume ? DRAW_HISTOGRAM : DRAW_NONE;
//
ArraySetAsSeries(bullishVolumeBuffer, true);
SetIndexBuffer(bullishVolumeBufferIndex, bullishVolumeBuffer, INDICATOR_DATA);
PlotIndexSetDouble(bullishVolumeBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
PlotIndexSetInteger(bullishVolumeBufferIndex, PLOT_SHOW_DATA, showBullishVolume);
PlotIndexSetInteger(bullishVolumeBufferIndex, PLOT_DRAW_TYPE, bullishVolumeDrawType);
//
// Average ...
ENUM_DRAW_TYPE bullishVolumeMaDrawType = showBullishVolumeMa ? DRAW_LINE : DRAW_NONE;
//
ArraySetAsSeries(bullishVolumeMaBuffer, true);
SetIndexBuffer(bullishVolumeMaBufferIndex, bullishVolumeMaBuffer, INDICATOR_DATA);
PlotIndexSetDouble(bullishVolumeMaBufferIndex, PLOT_EMPTY_VALUE, 0.0);
PlotIndexSetInteger(bullishVolumeMaBufferIndex, PLOT_SHOW_DATA, showBullishVolumeMa);
PlotIndexSetInteger(bullishVolumeMaBufferIndex, PLOT_DRAW_TYPE, bullishVolumeMaDrawType);
//
// Bearish ...
//
// Volume ...
ENUM_DRAW_TYPE bearishVolumeDrawType = showBearishVolume ? DRAW_HISTOGRAM : DRAW_NONE;
//
ArraySetAsSeries(bearishVolumeBuffer, true);
SetIndexBuffer(bearishVolumeBufferIndex, bearishVolumeBuffer, INDICATOR_DATA);
PlotIndexSetDouble(bearishVolumeBufferIndex, PLOT_EMPTY_VALUE, EMPTY_VALUE);
PlotIndexSetInteger(bearishVolumeBufferIndex, PLOT_SHOW_DATA, showBearishVolume);
PlotIndexSetInteger(bearishVolumeBufferIndex, PLOT_DRAW_TYPE, bearishVolumeDrawType);
//
// Average ...
ENUM_DRAW_TYPE bearishVolumeMaDrawType = showBearishVolumeMa ? DRAW_LINE : DRAW_NONE;
//
ArraySetAsSeries(bearishVolumeMaBuffer, true);
SetIndexBuffer(bearishVolumeMaBufferIndex, bearishVolumeMaBuffer, INDICATOR_DATA);
PlotIndexSetDouble(bearishVolumeMaBufferIndex, PLOT_EMPTY_VALUE, 0.0);
PlotIndexSetInteger(bearishVolumeMaBufferIndex, PLOT_SHOW_DATA, showBearishVolumeMa);
PlotIndexSetInteger(bearishVolumeMaBufferIndex, PLOT_DRAW_TYPE, bearishVolumeMaDrawType);
//
// Data Buffers ...
//
ArraySetAsSeries(rawBullishVolumeBuffer, true);
SetIndexBuffer(rawBullishVolumeBufferIndex, rawBullishVolumeBuffer, INDICATOR_CALCULATIONS);
//
ArraySetAsSeries(rawBearishVolumeBuffer, true);
SetIndexBuffer(rawBearishVolumeBufferIndex, rawBearishVolumeBuffer, INDICATOR_CALCULATIONS);
}
/**
* Calculate Custom Buffers ...
*
* @param bar_index: Integer, Represent Current Bar ...
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
* @param ratesTotal: Integer, Represents All Available Bars ...
* @param open: Double Array, History of Open Prices ...
* @param high: Double Array, History of High Prices ...
* @param close: Double Array, History of Close Prices ...
* @param low: Double Array, History of Low Prices ...
* @param tickVolume: Long, History of Tick Volumes on Bar ...
*/
void CalculateBuffers(
int bar_index, // Selected Bar Index
const int prevCalculated,
const int ratesTotal,
const double &open[],
const double &high[],
const double &close[],
const double &low[],
const long &tickVolume[] //
)
{
//
int barsLimit = startCalculationForLastBars > 0
? startCalculationForLastBars
: 0;
//
// bool canCalculate = true;
bool canCalculate =
barsLimit == 0 ||
bar_index <= barsLimit;
if (canCalculate)
{
//
CalculateValues(
bar_index,
prevCalculated,
ratesTotal,
open,
high,
close,
low,
tickVolume //
);
}
else
{
FillBuffersZero(bar_index);
}
}
/**
* Fill All Bufers to Zero Vlue for Specified Bar Index ...
*
* @param barIndex: Integer ...
*/
void FillBuffersZero(int barIndex)
{
//
bullishVolumeBuffer[barIndex] = EMPTY_VALUE;
bullishVolumeMaBuffer[barIndex] = EMPTY_VALUE;
rawBullishVolumeBuffer[barIndex] = 0;
//
bearishVolumeBuffer[barIndex] = EMPTY_VALUE;
bearishVolumeMaBuffer[barIndex] = EMPTY_VALUE;
rawBearishVolumeBuffer[barIndex] = 0;
}
/**
* Calculate Vales ...
*
* @param bar_index: Integer, Represent Current Bar ...
* @param prevCalculated: Integer, Represent Previous Calculated Bars ...
* @param ratesTotal: Integer, Represents All Available Bars ...
* @param open: Double Array, History of Open Prices ...
* @param high: Double Array, History of High Prices ...
* @param close: Double Array, History of Close Prices ...
* @param low: Double Array, History of Low Prices ...
* @param tickVolume: Long, History of Tick Volumes on Bar ...
*/
void CalculateValues(
int bar_index, // Selected Bar Index
const int prevCalculated,
const int ratesTotal,
const double &open[],
const double &high[],
const double &close[],
const double &low[],
const long &tickVolume[] //
)
{
//
XOHCL bar;
bool has = bar.Init(
_Symbol,
_Period,
bar_index //
);
if (!has)
{
return;
}
//
double iBullishVolume = 0;
double iBearishVolume = 0;
//
if (bar.IsBullish())
{
//
iBullishVolume = (double)bar.volume;
iBearishVolume = 0;
}
else if (bar.IsBearish())
{
//
iBearishVolume = (double)bar.volume;
iBullishVolume = 0;
}
else
{
//
double volume = ((double)bar.volume) / 2.0;
iBullishVolume = volume;
iBearishVolume = volume;
}
//
bullishVolumeBuffer[bar_index] =
iBullishVolume == 0
? EMPTY_VALUE
: iBullishVolume;
rawBullishVolumeBuffer[bar_index] = iBullishVolume;
//
bearishVolumeBuffer[bar_index] =
iBearishVolume == 0
? EMPTY_VALUE
: iBearishVolume;
rawBearishVolumeBuffer[bar_index] = iBearishVolume;
//
// Calculate Moving Averages ...
//
int bullishMAsCount = iMAOnBuffer(
ratesTotal,
prevCalculated,
bar_index,
maLength,
rawBullishVolumeBuffer,
bullishVolumeMaBuffer,
maMethod //
);
//
int bearishMAsCount = iMAOnBuffer(
ratesTotal,
prevCalculated,
bar_index,
maLength,
rawBearishVolumeBuffer,
bearishVolumeMaBuffer,
maMethod //
);
//
bar.Clean();
}
//
+12 -36
View File
@@ -34,6 +34,7 @@ struct XOHCL
double open; double open;
double close; double close;
double low; double low;
long volume;
double spread; double spread;
// //
@@ -112,6 +113,13 @@ struct XOHCL
); );
spread = NormalizePrice(spread, mSymbol); spread = NormalizePrice(spread, mSymbol);
//
volume = iTickVolume(
mSymbol,
mPeriod,
barIndex //
);
// //
bool result = IsValid(); bool result = IsValid();
@@ -151,40 +159,6 @@ struct XOHCL
return result; return result;
} }
//
bool Init(
string mSymbol = NULL, // Trading Symbol
ENUM_TIMEFRAMES mPeriod = NULL, // Trading Period
double mOpen = 0, // Open
double mHigh = 0, // High
double mClose = 0, // Close
double mLow = 0, // Low
datetime mTime = NULL // Bar Time
)
{
//
mSymbol = NormalizeSymbol(mSymbol);
mPeriod = NormalizePeriod(mPeriod);
//
symbol = mSymbol;
period = mPeriod;
//
int barIndex = GetBarIndex(
symbol,
period,
mTime //
);
//
return Init(
mSymbol,
mPeriod,
barIndex //
);
}
// //
// Tools ... // Tools ...
@@ -197,6 +171,7 @@ struct XOHCL
open = 0; open = 0;
close = 0; close = 0;
spread = 0; spread = 0;
volume = 0;
// //
time = NULL; time = NULL;
@@ -221,7 +196,8 @@ struct XOHCL
high > 0 && high > 0 &&
open > 0 && open > 0 &&
close > 0 && close > 0 &&
spread > 0 spread > 0 &&
volume > 0
// //
; ;
@@ -1036,7 +1012,7 @@ struct XOHCL
IsBearish(forDir) && IsBearish(forDir) &&
high > price && high > price &&
GetUp() < price; GetUp() < price;
// //
if (forceType) if (forceType)
{ {
@@ -475,6 +475,9 @@ class XC121SMCCycleHelper : public XCBase
return result; return result;
} }
//
// Tools ...
// //
bool GeneratePVBox( bool GeneratePVBox(
XBoxZone &box, XBoxZone &box,
@@ -825,7 +828,7 @@ class XC121SMCCycleHelper : public XCBase
} }
// //
datetime GetNearestCloseOverX3MAFast( datetime DetectNearestCloseOverX3MAFast(
XOHCL &bar, XOHCL &bar,
int maxAllowedBars = 20 // int maxAllowedBars = 20 //
) )
@@ -891,7 +894,7 @@ class XC121SMCCycleHelper : public XCBase
} }
// //
datetime GetNearestCloseUnderX3MAFast( datetime DetectNearestCloseUnderX3MAFast(
XOHCL &bar, XOHCL &bar,
int maxAllowedBars = 20 // int maxAllowedBars = 20 //
) )
@@ -956,6 +959,94 @@ class XC121SMCCycleHelper : public XCBase
return result; return result;
} }
//
bool DetectNearestTenKijCross(
XOHCL &bar,
ENUM_X_DIRECTION &dir,
int barIndex = 0,
int maxAllowedBars = 20 //
)
{
//
bool result = false;
//
bar.Clean();
dir = X_DIRECTION_NONE;
barIndex = NormalizeInt(barIndex, 0);
maxAllowedBars = NormalizeInt(maxAllowedBars, 20);
//
// Looping Through LoopBack Period ...
// for Detecting Result ...
for (int i = barIndex; i < barIndex + maxAllowedBars; i++)
{
//
XOHCL iBar;
result = iBar.Init(
GetSymbol(),
GetPeriod(),
i //
);
if (!result)
{
//
iBar.Clean();
break;
}
//
double iTSen = mX121Helper.xichHelper.GetTenkanSen(i);
double iTSenP = mX121Helper.xichHelper.GetTenkanSen(i + 1);
//
double iKSen = mX121Helper.xichHelper.GetKijunSen(i);
double iKSenP = mX121Helper.xichHelper.GetKijunSen(i + 1);
//
bool isTSenOverKSen = iTSen > iKSen;
bool isTSenOverKSenP = iTSenP > iKSenP;
//
bool isTSenUnderKSen = iTSen < iKSen;
bool isTSenUnderKSenP = iTSenP < iKSenP;
//
//
bool isTSenCrossedOverKSen = isTSenOverKSen &&
!isTSenOverKSenP;
//
bool isTSenCrossedUnderKSen = isTSenUnderKSen &&
!isTSenUnderKSenP;
//
result = isTSenCrossedOverKSen ||
isTSenCrossedUnderKSen;
if (result)
{
//
bar = iBar;
//
dir = isTSenCrossedOverKSen
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
iBar.Clean();
break;
}
//
iBar.Clean();
}
//
return result;
}
// //
// Virtuals ... // Virtuals ...
@@ -3753,6 +3844,9 @@ struct X121SMCStrategyConditionParser
cBar.high < vXConditions.senkouMin && cBar.high < vXConditions.senkouMin &&
vBearishScore > (vBullishScore * 1.5); vBearishScore > (vBullishScore * 1.5);
//
// ichimokou ...
// //
// Bullish Conditions ... // Bullish Conditions ...
isBullish = isBullish =
+11
View File
@@ -37,6 +37,7 @@ const string X121SMCStrategyToken = "X121SMC";
// //
const string X121SMCXWZToken = "X121XWZ"; const string X121SMCXWZToken = "X121XWZ";
const string X121SMCXICHToken = "X121XICH";
// //
// X121 SMC Providers ... // X121 SMC Providers ...
@@ -45,6 +46,7 @@ enum ENUM_X_121_SMC_PROVIDERS
// //
X_121_SMC_PROVIDER_NONE, X_121_SMC_PROVIDER_NONE,
X_121_SMC_PROVIDER_XWZ, X_121_SMC_PROVIDER_XWZ,
X_121_SMC_PROVIDER_XICH,
}; };
// //
@@ -700,6 +702,11 @@ string ToString(ENUM_X_121_SMC_PROVIDERS value)
case X_121_SMC_PROVIDER_XWZ: case X_121_SMC_PROVIDER_XWZ:
result = X121SMCXWZToken; result = X121SMCXWZToken;
break; break;
//
case X_121_SMC_PROVIDER_XICH:
result = X121SMCXICHToken;
break;
} }
// //
@@ -729,6 +736,10 @@ ENUM_X_121_SMC_PROVIDERS ParseProvider(string value)
{ {
result = X_121_SMC_PROVIDER_XWZ; result = X_121_SMC_PROVIDER_XWZ;
} }
else if (Contains(X121SMCXICHToken, value))
{
result = X_121_SMC_PROVIDER_XICH;
}
// //
return result; return result;
File diff suppressed because it is too large Load Diff
@@ -0,0 +1,225 @@
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 X121 SMC Signal Class
// -------------------------------------------------
// Name: XICH
// Description: provide all Signalling functions ...
//
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////
//
// Global Properties ...
#property library
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://www.saherelm.ir"
#property version "1.00"
#property strict
//
// Imports ...
// #include "../../Libraries/x-trade.lib"
#include "../Classes/x-121.smc.market.cycle.helper.class.mq5"
#include "../Libraries/x-121.smc.guard.lib.mq5"
#include "../Libraries/x-121.smc.lib.mq5"
//
// Provided Signals Enumeration ...
enum ENUM_X121SMC_XICH_PROVIDERS
{
X121SMC_XICH_PROVIDER_NONE,
X121SMC_XICH_PROVIDER_XTKKUMO,
};
//
// Definitions ...
//
// XICH Signal Conditions ...
struct X121SMCStrategyXICHSignalConditions
{
//
// Props ...
//
string symbol;
ENUM_TIMEFRAMES period;
//
double sl;
ENUM_X_DIRECTION dir;
ENUM_X_POSITION_TYPES type;
//
// Setup Props ...
//
datetime setupTime;
datetime triggerTime;
//
double pivot;
double point;
double sls[];
double targets[];
//
XBoxZone signalBox;
//
ENUM_X121SMC_XICH_PROVIDERS provider;
//
// Constructor ...
X121SMCStrategyXICHSignalConditions()
{
Clean();
}
//
// Tools ...
/**
* Cleaning Up ...
*/
void Clean()
{
//
sl = 0;
//
dir = X_DIRECTION_NONE;
type = X_POSITION_TYPE_NONE;
//
symbol = NULL;
period = NULL;
setupTime = NULL;
triggerTime = NULL;
//
ExtensionClean();
//
ZeroMemory(this);
}
/**
* Check Condition is Setting Up ...
*
* @param dir: ENUM_X_DIRECTION member, Setting Up Direction ...
*
* @return ( bool )
*/
bool IsSetuped()
{
//
bool result = false;
//
result = IsValid(setupTime) &&
HasDirection(dir);
if (!result)
{
return result;
}
//
return result;
}
/**
* Calculate Setup Age ...
*
* @return ( int )
*/
int GetSetupAge()
{
//
int result = 0;
//
if (!IsSetuped())
{
return result;
}
//
result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period);
//
return result;
}
/**
* Detect How we Can Trigger Signal ...
*
* @return ( bool )
*/
bool CanTrigger()
{
//
bool result = false;
//
result =
//
sl > 0 &&
IsValid(symbol) &&
IsValid(period) &&
IsValid(triggerTime) &&
type != X_POSITION_TYPE_ALL &&
type != X_POSITION_TYPE_NONE
//
;
//
return result;
}
//
// Extensions ...
/**
* Clean Additional Properties ...
*/
void ExtensionClean()
{
//
pivot = 0;
point = 0;
//
Clean(sls);
Clean(targets);
signalBox.Clean();
//
provider = X121SMC_XICH_PROVIDER_NONE;
}
//
//
//
//
void UpdateTo(datetime value = NULL)
{
//
value = NormalizeTime(value);
//
int count = 0;
bool has = false;
}
//
};
//
// Extension Functions ...
//
+233 -3
View File
@@ -27,6 +27,7 @@
#include "../Classes/x-121.smc.market.cycle.helper.class.mq5" #include "../Classes/x-121.smc.market.cycle.helper.class.mq5"
// //
#include "../Signals/x-121.smc.xich.signal.class.mq5"
#include "../Signals/x-121.smc.xwz.signal.class.mq5" #include "../Signals/x-121.smc.xwz.signal.class.mq5"
// //
@@ -42,8 +43,11 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
// //
// Props ... // Props ...
bool useXWZSignal; bool useXWZSignal;
bool useXICHSignal;
bool useXWZSignalGuard; bool useXWZSignalGuard;
bool useXICHSignalGuard;
XCX121SMCXWZSignalDetector *mXWZSignalDetector; XCX121SMCXWZSignalDetector *mXWZSignalDetector;
XCX121SMCXICHSignalDetector *mXICHSignalDetector;
X121SMCStrategySignalProviderData cycleProvider; X121SMCStrategySignalProviderData cycleProvider;
// //
@@ -64,6 +68,12 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
_symbol, _symbol,
_period // _period //
); );
//
mXICHSignalDetector = new XCX121SMCXICHSignalDetector(
_symbol,
_period //
);
} }
// //
@@ -121,6 +131,7 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
// //
ZeroMemory(mXWZSignalDetector); ZeroMemory(mXWZSignalDetector);
ZeroMemory(mXICHSignalDetector);
// //
cycleProvider.Destroy(); cycleProvider.Destroy();
@@ -203,9 +214,9 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
// //
bool hasXWZSignal = false; bool hasXWZSignal = false;
bool hasXICHSignal = false;
// //
// XSupDemOBS Signal ...
X121SMCStrategyXWZSignalConditions mXWZConditions; X121SMCStrategyXWZSignalConditions mXWZConditions;
if (useXWZSignal && !hasSignal) if (useXWZSignal && !hasSignal)
{ {
@@ -217,6 +228,18 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
hasSignal = hasXWZSignal; hasSignal = hasXWZSignal;
} }
//
X121SMCStrategyXICHSignalConditions mXICHConditions;
if (useXICHSignal && !hasSignal)
{
//
hasXICHSignal = DetectXICHSignal(
conditions,
mXICHConditions //
);
hasSignal = hasXICHSignal;
}
// //
result = hasSignal; result = hasSignal;
if (!result) if (!result)
@@ -400,6 +423,7 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
// //
mXWZConditions.Clean(); mXWZConditions.Clean();
mXICHConditions.Clean();
// //
return result; return result;
@@ -455,6 +479,34 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
Clean(xwzGuards); Clean(xwzGuards);
} }
//
// XICH Guard Detection ...
if (useXICHSignal &&
useXICHSignalGuard)
{
//
X121SMCGuard xichGuards[];
bool hasGuard = mXICHSignalDetector.DetectGuards(
xichGuards,
positions,
cycleProvider //
);
//
if (hasGuard)
{
//
Copy(
xichGuards,
guards,
false //
);
}
//
Clean(xichGuards);
}
// //
count = ArraySize(guards); count = ArraySize(guards);
result = IsValidSize(count); result = IsValidSize(count);
@@ -676,6 +728,180 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
return result; return result;
} }
//
// XICH Signal ...
bool DetectXICHSignal(
X121SMCStrategyConditions &conditions,
X121SMCStrategyXICHSignalConditions &xICHConditions //
)
{
//
bool result = false;
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
datetime cTime = TimeCurrent();
//
ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_XICH;
string providerStr = ToString(provider);
//
// Detect Setup Conditions ...
datetime setupTime = mXICHSignalDetector.mConditions.setupTime;
bool isSetuped = mXICHSignalDetector.mConditions.IsSetuped();
ENUM_X_DIRECTION setupDir = mXICHSignalDetector.mConditions.dir;
if (!isSetuped)
{
//
// Detect Signal Setup ...
isSetuped = mXICHSignalDetector.DetectSignalSetup(
cycleProvider //
);
//
setupDir = mXICHSignalDetector.mConditions.dir;
setupTime = mXICHSignalDetector.mConditions.setupTime;
//
if (isSetuped)
{
//
int items = mXICHSignalDetector
.AddConditionsIfNotExists();
//
mXICHSignalDetector.mConditions.Clean();
}
}
//
int conditionsCount = ArraySize(mXICHSignalDetector.mConditionsCollection);
result = IsValidSize(conditionsCount);
if (!result)
{
return result;
}
//
// Looking For Conditions ...
int selectedIndex = 0;
X121SMCStrategyXICHSignalConditions mTmpConditions[];
Copy(
mXICHSignalDetector.mConditionsCollection,
mTmpConditions //
);
X121SMCStrategyXICHSignalConditions mConditions;
for (int i = 0; i < conditionsCount; i++)
{
//
// Check Triggers ...
bool canTrigger = mTmpConditions[i].CanTrigger();
datetime triggerTime = mTmpConditions[i].triggerTime;
if (!canTrigger)
{
//
// Detect Signal Trigger ...
canTrigger = mXICHSignalDetector
.DetectSignalTrigger(
mTmpConditions[i],
cycleProvider //
);
//
result = canTrigger;
if (!result)
{
//
bool isISetuped = mTmpConditions[i].IsSetuped();
if (!isISetuped)
{
//
ArrayRemove(
mXICHSignalDetector.mConditionsCollection,
i,
1 //
);
}
continue;
}
//
triggerTime = mTmpConditions[i].triggerTime;
}
//
if (canTrigger)
{
//
selectedIndex = i;
mConditions = mTmpConditions[i];
break;
}
}
//
result = IsValid(mConditions.setupTime) &&
HasDirection(mConditions.dir);
if (!result)
{
return result;
}
//
// Remove Selected Index from Main Collection ...
ArrayRemove(
mXICHSignalDetector.mConditionsCollection,
selectedIndex,
1 //
);
//
// Check Signal Direction ...
isBullish = IsBullish(mConditions.dir);
isBearish = IsBearish(mConditions.dir);
result = isBullish ||
isBearish;
if (!result)
{
return result;
}
//
// Issues Signal on Conditions ...
conditions.sl = mConditions.sl;
conditions.provider = providerStr;
conditions.signalDir = mConditions.dir;
//
Copy(
mConditions.targets,
conditions.targets //
);
//
xICHConditions = mConditions;
//
mConditions.Clean();
//
return result;
}
// //
// Private ... // Private ...
private: private:
@@ -691,9 +917,13 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
void InitialHelpers() void InitialHelpers()
{ {
// //
useXWZSignal = true; useXWZSignal = false;
useXWZSignalGuard = false; useXWZSignalGuard = false;
//
useXICHSignal = true;
useXICHSignalGuard = false;
// //
string symbol = GetSymbol(); string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod(); ENUM_TIMEFRAMES period = GetPeriod();
@@ -865,7 +1095,7 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
x121Inputs.xichInputs.showChikouSpan = showAll || true; x121Inputs.xichInputs.showChikouSpan = showAll || true;
x121Inputs.xichInputs.showSenkouSpanA = showAll || true; x121Inputs.xichInputs.showSenkouSpanA = showAll || true;
x121Inputs.xichInputs.showSenkouSpanB = showAll || true; x121Inputs.xichInputs.showSenkouSpanB = showAll || true;
x121Inputs.xichInputs.showKumo = showAll || false; x121Inputs.xichInputs.showKumo = showAll || true;
// //
// Initialize Cycle Helpers ... // Initialize Cycle Helpers ...