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saherelm
2024-07-17 19:23:17 +03:30
parent 3294ea9f21
commit b4bc3774b0
6 changed files with 1355 additions and 131 deletions
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Strategies/x-saherelm.xsrbr.strategy.mq5
+294 -93
View File
@@ -37,13 +37,17 @@ public:
void XSCXSRBRStrategy(
//
// Base ...
string _symbol, // Trading Symbol
ENUM_TIMEFRAMES _period, // Trading TimeFrame
ENUM_TIMEFRAMES _analyzingPeriod, // Analyzing Timeframe
double _volume, // Voluem
double _r2r, // Risk/Reward Ratio
int _slippage, // Trader Slippage
long _magicNumber, // Trader Magic Number
string _symbol, // Trading Symbol
ENUM_TIMEFRAMES _period, // Trading TimeFrame
ENUM_TIMEFRAMES _analyzingPeriod, // Analyzing 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,
@@ -55,6 +59,10 @@ public:
_r2r,
_slippage,
_magicNumber,
_useTPSLAsPoint,
_forceMaxTPSLAsPoint,
_tpPoint,
_slPoint,
_allowLong,
_allowShort,
_maxAllowedLongs,
@@ -105,7 +113,7 @@ public:
double entry = 0;
double reward = 0;
double r2r = R2R();
ENUM_POSITION_TYPE type;
ENUM_POSITION_TYPE type = POSITION_TYPE_BUY;
ENUM_X_ORDER_MODES mode = X_ORDER_MODE_MARKET;
//
@@ -139,16 +147,6 @@ public:
1 //
);
//
double hh4 = cBar.FindHighest(
4,
MODE_HIGH //
);
double ll4 = cBar.FindHighest(
4,
MODE_LOW //
);
//
// Check Analyzing Period Contains a Trend or not ...
@@ -158,16 +156,33 @@ public:
bool isInBearishTrend = false;
//
isInBullishTrend = cBar.HasBullishTrend(
// Verify Pressure for Signals ...
bool verifyPressure = true;
bool checkTrensByMethod2 = false;
//
bool checkHammer = false;
bool checkMorningStar = false;
bool checkBullishEngulfing = true;
//
bool checkShootingStar = false;
bool checkEveningStar = false;
bool checkBearishEngulfing = true;
//
isInBullishTrend = bar.HasBullishTrend(
highSwingBars,
lowSwingBars //
lowSwingBars,
checkTrensByMethod2 //
);
if (!isInBullishTrend)
{
//
isInBearishTrend = cBar.HasBearishTrend(
isInBearishTrend = bar.HasBearishTrend(
highSwingBars,
lowSwingBars //
lowSwingBars,
checkTrensByMethod2 //
);
}
@@ -176,9 +191,37 @@ public:
result = isInBullishTrend || isInBearishTrend;
if (!result)
{
//
ResetRequirements();
return result;
}
//
if (isInBullishTrend)
{
//
DrawBullishTrend(
cBar,
highSwingBars,
lowSwingBars,
ChartID(),
true,
true //
);
}
else
{
//
DrawBearishTrend(
cBar,
highSwingBars,
lowSwingBars,
ChartID(),
true,
true //
);
}
//
// Here We have to Decide Trend or Reversal Act ...
@@ -215,47 +258,31 @@ public:
XOHCL tmpSWH[];
XOHCL tmpSWL[];
//
bool isSupportRejected = IsSupportRejected(support, verifyPressure, checkHammer, checkMorningStar, checkBullishEngulfing);
bool isResistanceBreaked = IsResistanceBreaked(resistance, verifyPressure, checkHammer, checkMorningStar, checkBullishEngulfing);
//
bool isBullishTrend = cBar.HasBullishTrend(
tmpSWH,
tmpSWL,
true //
);
//
result =
//
// Check Price Place ...
(
//
(ll4 < support.high ||
(MathAbs(ll4 - support.high) <= threshold))
//
&&
//
hh4 > support.high
//
)
isBullishTrend
//
&&
//
// Check Candlestick Pattern ...
(
//
cBar.HasBullishTrend(
tmpSWH,
tmpSWL,
true //
)
isSupportRejected
//
&&
||
//
(
//
cBar.IsHammer()
//
||
//
cBar.IsMorningStar()
//
||
//
cBar.IsBullishEngulfing()
//
)
isResistanceBreaked
//
)
//
@@ -266,10 +293,28 @@ public:
{
//
type = POSITION_TYPE_BUY;
sl = support.low - threshold;
//
support.Clean();
if (isSupportRejected)
{
//
sl = support.low - threshold;
RemoveSupport(support);
support.Clean();
}
//
if (isResistanceBreaked)
{
//
sl = resistance.low - threshold;
RemoveResistance(resistance);
resistance.Clean();
}
//
RemoveDraws(XTLSBullishTrendToken);
RemoveDraws(XTLSBearishTrendToken);
}
}
else if (isInBearishTrend)
@@ -283,47 +328,31 @@ public:
XOHCL tmpSWH[];
XOHCL tmpSWL[];
//
bool isSupportBreaked = IsSupportBreaked(support, verifyPressure, checkShootingStar, checkEveningStar, checkBearishEngulfing);
bool isResistanceRejected = IsResistanceRejected(resistance, verifyPressure, checkShootingStar, checkEveningStar, checkBearishEngulfing);
//
bool isBearishTrend = cBar.HasBearishTrend(
tmpSWH,
tmpSWL,
true //
);
//
result =
//
// Check Price Place ...
(
//
(hh4 > resistance.low ||
(MathAbs(hh4 - resistance.low) <= threshold))
//
&&
//
ll4 < resistance.low
//
)
isBearishTrend
//
&&
//
// Check Candlestick Pattern ...
(
//
cBar.HasBearishTrend(
tmpSWH,
tmpSWL,
true //
)
isSupportBreaked
//
&&
||
//
(
//
cBar.IsShootingStar()
//
||
//
cBar.IsEveningStar()
//
||
//
cBar.IsBearishEngulfing()
//
)
isResistanceRejected
//
)
//
@@ -334,13 +363,35 @@ public:
{
//
type = POSITION_TYPE_SELL;
sl = resistance.high + threshold;
//
resistance.Clean();
if (isSupportBreaked)
{
//
sl = support.high + threshold;
RemoveSupport(support);
support.Clean();
}
//
if (isResistanceRejected)
{
//
sl = resistance.high + threshold;
RemoveResistance(resistance);
resistance.Clean();
}
//
RemoveDraws(XTLSBullishTrendToken);
RemoveDraws(XTLSBearishTrendToken);
}
}
}
else
{
result = false;
}
//
// Check Trend Reversal Direction Signal ...
@@ -356,12 +407,68 @@ public:
// since we are in Bullish Trend and
// we must do Trend Reversal Trading ...
//
XOHCL tmpSWH[];
XOHCL tmpSWL[];
//
bool isSupportBreaked = IsSupportBreaked(support, verifyPressure, checkShootingStar, checkEveningStar, checkBearishEngulfing);
bool isResistanceRejected = IsResistanceRejected(resistance, verifyPressure, checkShootingStar, checkEveningStar, checkBearishEngulfing);
//
bool isBearishTrend = cBar.HasBearishTrend(
tmpSWH,
tmpSWL,
true //
);
//
result =
//
false
true // isBearishTrend
//
&&
//
(
//
isSupportBreaked
//
||
//
isResistanceRejected
//
)
//
;
//
if (result)
{
//
type = POSITION_TYPE_SELL;
//
if (isSupportBreaked)
{
//
sl = support.high + threshold;
RemoveSupport(support);
support.Clean();
}
//
if (isResistanceRejected)
{
//
sl = resistance.high + threshold;
RemoveResistance(resistance);
resistance.Clean();
}
//
RemoveDraws(XTLSBullishTrendToken);
RemoveDraws(XTLSBearishTrendToken);
}
}
else if (isInBearishTrend)
{
@@ -370,12 +477,68 @@ public:
// since we are in Bearish Trend and
// we must do Trend Reversal Trading ...
//
XOHCL tmpSWH[];
XOHCL tmpSWL[];
//
bool isSupportRejected = IsSupportRejected(support, verifyPressure, checkHammer, checkMorningStar, checkBullishEngulfing);
bool isResistanceBreaked = IsResistanceBreaked(resistance, verifyPressure, checkHammer, checkMorningStar, checkBullishEngulfing);
//
bool isBullishTrend = cBar.HasBullishTrend(
tmpSWH,
tmpSWL,
true //
);
//
result =
//
false
true // isBullishTrend
//
&&
//
(
//
isSupportRejected
//
||
//
isResistanceBreaked
//
)
//
;
//
if (result)
{
//
type = POSITION_TYPE_BUY;
//
if (isSupportRejected)
{
//
sl = support.low - threshold;
RemoveSupport(support);
support.Clean();
}
//
if (isResistanceBreaked)
{
//
sl = resistance.low - threshold;
RemoveResistance(resistance);
resistance.Clean();
}
//
RemoveDraws(XTLSBullishTrendToken);
RemoveDraws(XTLSBearishTrendToken);
}
}
}
@@ -383,12 +546,18 @@ public:
// Make Sure Signal Exists ...
if (!result)
{
//
RemoveDraws(XTLSBullishTrendToken);
RemoveDraws(XTLSBearishTrendToken);
//
ResetRequirements();
return result;
}
//
entry = GetEntry(mSymbol, type);
CalculateTPSLBtPrice(
CalculateTPSLByPrice(
sl,
tp,
type,
@@ -467,12 +636,18 @@ private:
//
bool result = false;
//
if (support.IsValid())
{
RemoveSupport(support);
}
//
// Finding Analyzing Bar ...
result = bar.Init(
mSymbol,
mPeriod, // mAnalyzingPeriod,
1 //
mAnalyzingPeriod,
1 //
);
if (!result)
{
@@ -489,12 +664,24 @@ private:
return result;
}
//
DrawSupport(support, ChartID(), 5);
//
if (resistance.IsValid())
{
RemoveResistance(resistance);
}
//
// Find Resistance Bar based on Analyzing Bar ...
result = bar.HasResistance(
resistance //
);
//
DrawResistance(resistance, ChartID(), 5);
//
return result;
}
@@ -504,6 +691,20 @@ private:
void ResetRequirements()
{
//
if (IsSupportBreaked(support, false))
{
//
RemoveSupport(support);
support.Clean();
}
//
if (IsResistanceBreaked(resistance, false))
{
//
RemoveResistance(resistance);
resistance.Clean();
}
}
};