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Complete XSMC SMPV Strategy and Prepare for Testing Phase 1 ...

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This commit is contained in:
saherelm
2024-12-12 23:56:49 +03:30
parent 4516229d36
commit ba69ff18c4
6 changed files with 1082 additions and 444 deletions
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X121SMCEA/Strategy/x-121.smc.test.strategy.class.mq5
+680 -121
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@@ -148,7 +148,15 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
//
// Detect Signal Conditions ...
result = DetectConditions(conditions);
result = DetectSamePeaksAndValesSignal(conditions);
if (!result)
{
//
// TODO: Enable this ...
// result = DetectVWAPSignal(conditions);
}
//
if (!result)
{
//
@@ -164,14 +172,14 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
//
hasLong =
//
IsBullish(conditions.marketStructureDir)
IsBullish(conditions.signalDir)
//
;
//
hasShort =
//
IsBearish(conditions.marketStructureDir)
IsBearish(conditions.signalDir)
//
;
@@ -435,14 +443,17 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
return result;
}
//
// Signalling Functions ...
/**
* Detect and Parse Market Conditions ...
* Detect and Parse Market Conditions for Signalling ...
*
* @param conditions: X121SMCStrategyConditions instance Reference ...
*
* @return ( bool )
*/
bool DetectConditions(
bool DetectSamePeaksAndValesSignal(
X121SMCStrategyConditions &conditions //
)
{
@@ -453,6 +464,10 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_SMPV;
string providerStr = ToString(provider);
//
int zIndex = 0;
int cIndex = zIndex + 1;
@@ -511,9 +526,86 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
hasSamePeaks ||
hasSameVales;
if (!result)
{
return result;
}
//
// Check Peaks And Vales Order ...
bool hasPeakBreak = false;
bool hasValeBreak = false;
//
// Retrieve Last Sar Change ...
XOHCL cSarChangeBar;
XOHCL pSarChangeBar;
XValueChange cSarChange; // Current Sar Change (IsDirect) ...
XValueChange pSarChange; // Prev Sar Change (Direct) ...
XValueChange sarChanges[];
int sarChangesCount = mTriggerCycleHelper
.FillSarChanges(sarChanges);
if (IsValidSize(sarChangesCount) &&
sarChangesCount > 2)
{
//
conditions.Clean();
cSarChange = sarChanges[sarChangesCount - 1];
pSarChange = sarChanges[sarChangesCount - 2];
//
result = cSarChange.FillBar(
cSarChangeBar,
symbol,
period //
);
if (!result)
{
return result;
}
//
result = pSarChange.FillBar(
pSarChangeBar,
symbol,
period //
);
if (!result)
{
return result;
}
//
int start = cSarChangeBar.Index();
int end = pSarChangeBar.Index();
for (int i = start; i < end; i++)
{
//
ENUM_X_CYCLE_EVENTS iEvents[];
X121SMCCycleConditions iConditions;
result = mTriggerCycleHelper.GetConditions(
iEvents,
iConditions,
i //
);
if (!result)
{
continue;
}
//
hasPeakBreak =
iConditions.x121Conditions.isNewPeakOverLast;
hasValeBreak =
iConditions.x121Conditions.isNewValeUnderLast;
result = hasPeakBreak ||
hasValeBreak;
if (result)
{
break;
}
}
}
if (!result)
{
return result;
}
@@ -521,13 +613,12 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
// Check Sar State ...
ENUM_X_DIRECTION sarDir;
result = DetectSarState(
provider,
sarDir,
conditions //
);
if (!result)
{
//
conditions.Clean();
return result;
}
@@ -535,38 +626,167 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
// Check VWAP State ...
ENUM_X_DIRECTION vwapDir;
result = DetectVWapState(
provider,
vwapDir,
conditions //
);
if (!result)
{
//
conditions.Clean();
return result;
}
//
bool isBullish =
//
hasSamePeaks &&
hasPeakBreak &&
IsBullish(sarDir) &&
IsBullish(vwapDir)
//
;
//
bool isBearish =
//
hasSameVales &&
hasValeBreak &&
IsBearish(sarDir) &&
IsBearish(vwapDir)
//
;
//
result =
isBullish ||
isBearish;
if (!result)
{
return result;
}
//
// Set SL, Provider and Direction ...
conditions.signalDir =
isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
conditions.provider = providerStr;
//
// Detect SL and TP ...
conditions.sl =
isBullish
? pSarChangeBar.low
: pSarChangeBar.high;
//
return result;
}
/**
* Detect and Parse Market Conditions for Signalling ...
*
* @param conditions: X121SMCStrategyConditions instance Reference ...
*
* @return ( bool )
*/
bool DetectVWAPSignal(
X121SMCStrategyConditions &conditions //
)
{
//
bool result = false;
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
XOHCL zBar;
result = zBar.Init(
symbol,
period,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
symbol,
period,
cIndex //
);
if (!result)
{
return result;
}
//
string msg = NULL;
//
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
//
ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_VWAPC;
string providerStr = ToString(provider);
//
// Check Candlestic State ...
ENUM_X_DIRECTION candlesticDir;
result = DetectCandlestic(
provider,
candlesticDir,
conditions //
);
if (!result)
{
//
conditions.Clean();
return result;
}
//
Print("Has Same Peaks or Vales ...");
// Check Sar State ...
ENUM_X_DIRECTION sarDir;
result = DetectSarState(
provider,
sarDir,
conditions //
);
if (!result)
{
return result;
}
//
// Check VWAP State ...
ENUM_X_DIRECTION vwapDir;
result = DetectVWapState(
provider,
vwapDir,
conditions //
);
if (!result)
{
return result;
}
//
Print("VWap Signal ...");
//
if (!result)
{
//
conditions.Clean();
return result;
}
@@ -574,6 +794,9 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
return result;
}
//
// Helper Functions ...
/**
* Detect Where Cycles has Same Peaks ...
*
@@ -753,12 +976,14 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
/**
* Detect Sar State for Signalling ...
*
* @param forProvider: ENUM_X_121_SMC_PROVIDERS member ...
* @param dir: ENUM_X_DIRECTION member Reference ...
* @param conditions: X121SMCStrategyConditions instance, Reference ...
*
* @return ( bool )
*/
bool DetectSarState(
ENUM_X_121_SMC_PROVIDERS forProvider,
ENUM_X_DIRECTION &dir,
X121SMCStrategyConditions &conditions //
)
@@ -770,44 +995,57 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
dir = X_DIRECTION_NONE;
//
bool isBullish =
//
// Check One of Verification or Consolidation Cycles Must be Sar Bullish ...
(conditions.verificationConditions.x121Conditions.isSarBullish ||
conditions.consolidationConditions.x121Conditions.isSarBullish)
//
&&
//
// Decision and Analyse Cycles Must be Bullish ...
(conditions.decisionConditions.x121Conditions.isSarBullish &&
conditions.analyseConditions.x121Conditions.isSarBullish)
//
&&
//
// Trigger State Must be Bearish ...
conditions.triggerConditions.x121Conditions.isSarBearish
//
;
bool isBullish = false;
bool isBearish = false;
//
bool isBearish =
if (forProvider == X_121_SMC_PROVIDER_SMPV)
{
//
// Check One of Verification or Consolidation Cycles Must be Sar Bearish ...
(conditions.verificationConditions.x121Conditions.isSarBearish ||
conditions.consolidationConditions.x121Conditions.isSarBearish)
isBullish =
//
// Check One of Verification or Consolidation Cycles Must be Sar Bullish ...
(conditions.verificationConditions.x121Conditions.isSarBullish ||
conditions.consolidationConditions.x121Conditions.isSarBullish)
//
&&
//
// Decision and Analyse Cycles Must be Bullish ...
(conditions.decisionConditions.x121Conditions.isSarBullish &&
conditions.analyseConditions.x121Conditions.isSarBullish)
//
&&
//
// Trigger State Must be Bearish ...
conditions.triggerConditions.x121Conditions.isSarBearish
//
;
//
&&
//
// Decision and Analyse Cycles Must be Bearish ...
(conditions.decisionConditions.x121Conditions.isSarBearish &&
conditions.analyseConditions.x121Conditions.isSarBearish)
//
&&
//
// Trigger State Must be Bullish ...
conditions.triggerConditions.x121Conditions.isSarBullish
//
;
isBearish =
//
// Check One of Verification or Consolidation Cycles Must be Sar Bearish ...
(conditions.verificationConditions.x121Conditions.isSarBearish ||
conditions.consolidationConditions.x121Conditions.isSarBearish)
//
&&
//
// Decision and Analyse Cycles Must be Bearish ...
(conditions.decisionConditions.x121Conditions.isSarBearish &&
conditions.analyseConditions.x121Conditions.isSarBearish)
//
&&
//
// Trigger State Must be Bullish ...
conditions.triggerConditions.x121Conditions.isSarBullish
//
;
}
//
if (forProvider == X_121_SMC_PROVIDER_VWAPC)
{
}
//
result = isBullish ||
@@ -830,12 +1068,14 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
/**
* Detect Sar State for Signalling ...
*
* @param forProvider: ENUM_X_121_SMC_PROVIDERS member ...
* @param dir: ENUM_X_DIRECTION member Reference ...
* @param conditions: X121SMCStrategyConditions instance, Reference ...
*
* @return ( bool )
*/
bool DetectVWapState(
ENUM_X_121_SMC_PROVIDERS forProvider,
ENUM_X_DIRECTION &dir,
X121SMCStrategyConditions &conditions //
)
@@ -847,54 +1087,67 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
dir = X_DIRECTION_NONE;
//
bool isBullish =
//
// Trigger, Decision and Analyse Cycles Must be in Direction Order and State ...
//
// Orders ...
(conditions.triggerConditions.x121Conditions.isVWapBullishOrdered &&
conditions.decisionConditions.x121Conditions.isVWapBullishOrdered &&
conditions.analyseConditions.x121Conditions.isVWapBullishOrdered)
//
&&
//
// State ...
(conditions.triggerConditions.x121Conditions.isVWapBullishState &&
conditions.decisionConditions.x121Conditions.isVWapBullishState &&
conditions.analyseConditions.x121Conditions.isVWapBullishState)
//
&&
//
// One of Verification and Consolidation must Be in Direction State ...
(conditions.verificationConditions.x121Conditions.isVWapBullishState ||
conditions.consolidationConditions.x121Conditions.isVWapBullishState)
//
;
bool isBullish = false;
bool isBearish = false;
//
bool isBearish =
if (forProvider == X_121_SMC_PROVIDER_SMPV)
{
//
// Trigger, Decision and Analyse Cycles Must be in Direction Order and State ...
isBullish =
//
// Trigger, Decision and Analyse Cycles Must be in Direction Order and State ...
//
// Orders ...
(conditions.triggerConditions.x121Conditions.isVWapBullishOrdered &&
conditions.decisionConditions.x121Conditions.isVWapBullishOrdered &&
conditions.analyseConditions.x121Conditions.isVWapBullishOrdered)
//
&&
//
// State ...
(conditions.triggerConditions.x121Conditions.isVWapBullishState &&
conditions.decisionConditions.x121Conditions.isVWapBullishState &&
conditions.analyseConditions.x121Conditions.isVWapBullishState)
//
&&
//
// One of Verification and Consolidation must Be in Direction State ...
(conditions.verificationConditions.x121Conditions.isVWapBullishState ||
conditions.consolidationConditions.x121Conditions.isVWapBullishState)
//
;
//
// Orders ...
(conditions.triggerConditions.x121Conditions.isVWapBearishOrdered &&
conditions.decisionConditions.x121Conditions.isVWapBearishOrdered &&
conditions.analyseConditions.x121Conditions.isVWapBearishOrdered)
//
&&
//
// State ...
(conditions.triggerConditions.x121Conditions.isVWapBearishState &&
conditions.decisionConditions.x121Conditions.isVWapBearishState &&
conditions.analyseConditions.x121Conditions.isVWapBearishState)
//
&&
//
// One of Verification and Consolidation must Be in Direction State ...
(conditions.verificationConditions.x121Conditions.isVWapBearishState ||
conditions.consolidationConditions.x121Conditions.isVWapBearishState)
//
;
isBearish =
//
// Trigger, Decision and Analyse Cycles Must be in Direction Order and State ...
//
// Orders ...
(conditions.triggerConditions.x121Conditions.isVWapBearishOrdered &&
conditions.decisionConditions.x121Conditions.isVWapBearishOrdered &&
conditions.analyseConditions.x121Conditions.isVWapBearishOrdered)
//
&&
//
// State ...
(conditions.triggerConditions.x121Conditions.isVWapBearishState &&
conditions.decisionConditions.x121Conditions.isVWapBearishState &&
conditions.analyseConditions.x121Conditions.isVWapBearishState)
//
&&
//
// One of Verification and Consolidation must Be in Direction State ...
(conditions.verificationConditions.x121Conditions.isVWapBearishState ||
conditions.consolidationConditions.x121Conditions.isVWapBearishState)
//
;
}
//
if (forProvider == X_121_SMC_PROVIDER_VWAPC)
{
}
//
result = isBullish ||
@@ -914,7 +1167,17 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
return result;
}
/**
* Detect Candlestic Patters for Signalling ...
*
* @param forProvider: ENUM_X_121_SMC_PROVIDERS member ...
* @param dir: ENUM_X_DIRECTION member Reference ...
* @param conditions: X121SMCStrategyConditions instance, Reference ...
*
* @return ( bool )
*/
bool DetectCandlestic(
ENUM_X_121_SMC_PROVIDERS forProvider,
ENUM_X_DIRECTION &dir,
X121SMCStrategyConditions &conditions //
)
@@ -925,14 +1188,18 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
//
dir = X_DIRECTION_NONE;
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
int cIndex = 1;
int pIndex = cIndex + 1;
//
// Select Specified Cycle Helper ...
XC121SMCCycleHelper *cycleHelper = mTriggerCycleHelper;
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = cycleHelper.GetPeriod();
//
XOHCL cBar;
result = cBar.Init(
@@ -945,6 +1212,38 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
return result;
}
//
// Momentum Bar ...
ENUM_X_DIRECTION cBarMomentumDir;
bool isCBarMomentum = cycleHelper.mBarAnalyser.IsMomentumBar(
cBar,
cBarMomentumDir //
);
//
// Rejection Bar ...
ENUM_X_DIRECTION cBarRejectionDir;
bool isCBarRejection = cycleHelper.mBarAnalyser.IsRejectionBar(
cBar,
cBarRejectionDir //
);
//
// Engulf Bar ...
ENUM_X_DIRECTION cBarEngulfDir;
bool isCBarEngulf = cycleHelper.mBarAnalyser.IsEngulfBar(
cBar,
cBarEngulfDir //
);
//
// Pin Bar ...
ENUM_X_DIRECTION cBarPinDir;
bool isCBarPin = cycleHelper.mBarAnalyser.IsPinBar(
cBar,
cBarPinDir //
);
//
XOHCL pBar;
result = pBar.Init(
@@ -958,40 +1257,300 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
}
//
ENUM_X_DIRECTION cBarMomentumDir;
bool isCBarMomentum = mTriggerCycleHelper.mBarAnalyser.
IsMomentumBar(
cBar,
cBarMomentumDir //
// Momentum Bar ...
ENUM_X_DIRECTION pBarMomentumDir;
bool isPBarMomentum = cycleHelper.mBarAnalyser.IsMomentumBar(
pBar,
pBarMomentumDir //
);
//
ENUM_X_DIRECTION cBarRejectionDir;
bool isCBarRejection = mTriggerCycleHelper.mBarAnalyser.
IsRejectionBar(
cBar,
cBarRejectionDir //
// Rejection Bar ...
ENUM_X_DIRECTION pBarRejectionDir;
bool isPBarRejection = cycleHelper.mBarAnalyser.IsRejectionBar(
pBar,
pBarRejectionDir //
);
//
bool isBullish =
//
// pBar is Rejection and cBar is Momentum ...
// pBar is Momentum and cBar is Rejection ...
// cBar is Momentum and Rejection ...
//
//
;
// Engulf Bar ...
ENUM_X_DIRECTION pBarEngulfDir;
bool isPBarEngulf = cycleHelper.mBarAnalyser.IsEngulfBar(
pBar,
pBarEngulfDir //
);
//
bool isBearish =
// Pin Bar ...
ENUM_X_DIRECTION pBarPinDir;
bool isPBarPin = cycleHelper.mBarAnalyser.IsPinBar(
pBar,
pBarPinDir //
);
//
bool isBullish = false;
bool isBearish = false;
//
if (forProvider == X_121_SMC_PROVIDER_VWAPC)
{
//
// pBar is Rejection and cBar is Momentum ...
// pBar is Momentum and cBar is Rejection ...
// cBar is Momentum and Rejection ...
isBullish =
//
// pBar is Pin and cBar is Momentum or Rejection or Engulf
(
//
(isPBarPin &&
IsBullish(pBarPinDir) &&
(
//
(isCBarMomentum &&
IsBullish(cBarMomentumDir))
//
||
//
(isCBarRejection &&
IsBullish(cBarRejectionDir))
//
||
//
(isCBarEngulf &&
IsBullish(cBarEngulfDir))
//
)
//
)
//
||
//
// pBar is Engulf and cBar is Momentum or Rejection or Pin ...
(isPBarEngulf &&
IsBullish(pBarEngulfDir) &&
(
//
(isCBarMomentum &&
IsBullish(cBarMomentumDir))
//
||
//
(isCBarRejection &&
IsBullish(cBarRejectionDir))
//
||
//
(isCBarPin &&
IsBullish(cBarPinDir))
//
)
//
)
//
||
//
// pBar is Rejection and cBar is Momentum or Engulf or Pin ...
(isPBarRejection &&
IsBullish(pBarRejectionDir) &&
(
//
(isCBarMomentum &&
IsBullish(cBarMomentumDir))
//
||
//
(isCBarEngulf &&
IsBullish(cBarEngulfDir))
//
||
//
(isCBarPin &&
IsBullish(cBarPinDir))
//
)
//
)
//
||
//
// pBar is Momentum and cBar is Rejection or Engulf or Pin ...
(isPBarMomentum &&
IsBullish(pBarMomentumDir) &&
(
//
(isCBarRejection &&
IsBullish(cBarRejectionDir))
//
||
//
(isCBarEngulf &&
IsBullish(cBarEngulfDir))
//
||
//
(isCBarPin &&
IsBullish(cBarPinDir))
//
)
//
)
//
||
//
// cBar is Pin and Momentum and Rejection and Engulf ...
(
//
(isCBarPin &&
IsBullish(cBarPinDir))
//
&&
//
(isCBarMomentum &&
IsBullish(cBarMomentumDir))
//
&&
//
(isCBarRejection &&
IsBullish(cBarRejectionDir))
//
&&
//
(isCBarEngulf &&
IsBullish(cBarEngulfDir))
//
)
//
)
//
;
//
//
;
isBearish =
//
// pBar is Pin and cBar is Momentum or Rejection or Engulf
(
//
(isPBarPin &&
IsBearish(pBarPinDir) &&
(
//
(isCBarMomentum &&
IsBearish(cBarMomentumDir))
//
||
//
(isCBarRejection &&
IsBearish(cBarRejectionDir))
//
||
//
(isCBarEngulf &&
IsBearish(cBarEngulfDir))
//
)
//
)
//
||
//
// pBar is Engulf and cBar is Momentum or Rejection or Pin ...
(isPBarEngulf &&
IsBearish(pBarEngulfDir) &&
(
//
(isCBarMomentum &&
IsBearish(cBarMomentumDir))
//
||
//
(isCBarRejection &&
IsBearish(cBarRejectionDir))
//
||
//
(isCBarPin &&
IsBearish(cBarPinDir))
//
)
//
)
//
||
//
// pBar is Rejection and cBar is Momentum or Engulf or Pin ...
(isPBarRejection &&
IsBearish(pBarRejectionDir) &&
(
//
(isCBarMomentum &&
IsBearish(cBarMomentumDir))
//
||
//
(isCBarEngulf &&
IsBearish(cBarEngulfDir))
//
||
//
(isCBarPin &&
IsBearish(cBarPinDir))
//
)
//
)
//
||
//
// pBar is Momentum and cBar is Rejection or Engulf or Pin ...
(isPBarMomentum &&
IsBearish(pBarMomentumDir) &&
(
//
(isCBarRejection &&
IsBearish(cBarRejectionDir))
//
||
//
(isCBarEngulf &&
IsBearish(cBarEngulfDir))
//
||
//
(isCBarPin &&
IsBearish(cBarPinDir))
//
)
//
)
//
||
//
// cBar is Pin and Momentum and Rejection and Engulf ...
(
//
(isCBarPin &&
IsBearish(cBarPinDir))
//
&&
//
(isCBarMomentum &&
IsBearish(cBarMomentumDir))
//
&&
//
(isCBarRejection &&
IsBearish(cBarRejectionDir))
//
&&
//
(isCBarEngulf &&
IsBearish(cBarEngulfDir))
//
)
//
)
//
;
}
//
result = isBullish ||