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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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Helpers/x-saherelm.x121.helper.mq5
+60 -56
View File
@@ -3531,16 +3531,20 @@ class XCX121Helper : public XCBaseHelper
// //
// Conditions ... // Conditions ...
//
int cIDX = 1;
int pIDX = cIDX + 1;
// //
// XSAR ... // XSAR ...
// //
bool isSarBullish = conditions.sarBuffer[cIndex] < cBar.low; bool isSarBullish = conditions.sarBuffer[cIDX] < cBar.low;
bool isSarBullishPrev = conditions.sarBuffer[pIndex] < pBar.low; bool isSarBullishPrev = conditions.sarBuffer[pIDX] < pBar.low;
// //
bool isSarBearish = conditions.sarBuffer[cIndex] > cBar.high; bool isSarBearish = conditions.sarBuffer[cIDX] > cBar.high;
bool isSarBearishPrev = conditions.sarBuffer[pIndex] > pBar.high; bool isSarBearishPrev = conditions.sarBuffer[pIDX] > pBar.high;
// //
bool isSarSwitchedToBullish = isSarBullish && bool isSarSwitchedToBullish = isSarBullish &&
@@ -3552,73 +3556,73 @@ class XCX121Helper : public XCBaseHelper
// XPV ... // XPV ...
// //
bool isNewPeak = conditions.peaksBuffer[cIndex] != conditions.peaksBuffer[pIndex]; bool isNewPeak = conditions.peaksBuffer[cIDX] != conditions.peaksBuffer[pIDX];
bool isNewPeakOverLast = isNewPeak && bool isNewPeakOverLast = isNewPeak &&
conditions.peaksBuffer[cIndex] > conditions.peaksBuffer[pIndex]; conditions.peaksBuffer[cIDX] > conditions.peaksBuffer[pIDX];
bool isNewPeakUnderLast = isNewPeak && bool isNewPeakUnderLast = isNewPeak &&
conditions.peaksBuffer[cIndex] < conditions.peaksBuffer[pIndex]; conditions.peaksBuffer[cIDX] < conditions.peaksBuffer[pIDX];
// //
bool isNewVale = conditions.valesBuffer[cIndex] != conditions.valesBuffer[pIndex]; bool isNewVale = conditions.valesBuffer[cIDX] != conditions.valesBuffer[pIDX];
bool isNewValeOverLast = isNewVale && bool isNewValeOverLast = isNewVale &&
conditions.valesBuffer[cIndex] > conditions.valesBuffer[pIndex]; conditions.valesBuffer[cIDX] > conditions.valesBuffer[pIDX];
bool isNewValeUnderLast = isNewVale && bool isNewValeUnderLast = isNewVale &&
conditions.valesBuffer[cIndex] < conditions.valesBuffer[pIndex]; conditions.valesBuffer[cIDX] < conditions.valesBuffer[pIDX];
// //
// XVWAP ... // XVWAP ...
// //
bool isVWapFastBullish = IsVWAPBullish(conditions.vwapFastStateBuffer[cIndex]); bool isVWapFastBullish = IsVWAPBullish(conditions.vwapFastStateBuffer[cIDX]);
bool isVWapFastBullishPrev = IsVWAPBullish(conditions.vwapFastStateBuffer[pIndex]); bool isVWapFastBullishPrev = IsVWAPBullish(conditions.vwapFastStateBuffer[pIDX]);
// //
bool isVWapFastBearish = IsVWAPBearish(conditions.vwapFastStateBuffer[cIndex]); bool isVWapFastBearish = IsVWAPBearish(conditions.vwapFastStateBuffer[cIDX]);
bool isVWapFastBearishPrev = IsVWAPBearish(conditions.vwapFastStateBuffer[pIndex]); bool isVWapFastBearishPrev = IsVWAPBearish(conditions.vwapFastStateBuffer[pIDX]);
// //
bool isVWapFastNeutural = IsVWAPNeutural(conditions.vwapFastStateBuffer[cIndex]); bool isVWapFastNeutural = IsVWAPNeutural(conditions.vwapFastStateBuffer[cIDX]);
bool isVWapFastNeuturalPrev = IsVWAPNeutural(conditions.vwapFastStateBuffer[pIndex]); bool isVWapFastNeuturalPrev = IsVWAPNeutural(conditions.vwapFastStateBuffer[pIDX]);
// //
bool isVWapMidBullish = IsVWAPBullish(conditions.vwapMidStateBuffer[cIndex]); bool isVWapMidBullish = IsVWAPBullish(conditions.vwapMidStateBuffer[cIDX]);
bool isVWapMidBullishPrev = IsVWAPBullish(conditions.vwapMidStateBuffer[pIndex]); bool isVWapMidBullishPrev = IsVWAPBullish(conditions.vwapMidStateBuffer[pIDX]);
// //
bool isVWapMidBearish = IsVWAPBearish(conditions.vwapMidStateBuffer[cIndex]); bool isVWapMidBearish = IsVWAPBearish(conditions.vwapMidStateBuffer[cIDX]);
bool isVWapMidBearishPrev = IsVWAPBearish(conditions.vwapMidStateBuffer[pIndex]); bool isVWapMidBearishPrev = IsVWAPBearish(conditions.vwapMidStateBuffer[pIDX]);
// //
bool isVWapMidNeutural = IsVWAPNeutural(conditions.vwapMidStateBuffer[cIndex]); bool isVWapMidNeutural = IsVWAPNeutural(conditions.vwapMidStateBuffer[cIDX]);
bool isVWapMidNeuturalPrev = IsVWAPNeutural(conditions.vwapMidStateBuffer[pIndex]); bool isVWapMidNeuturalPrev = IsVWAPNeutural(conditions.vwapMidStateBuffer[pIDX]);
// //
bool isVWapSlowBullish = IsVWAPBullish(conditions.vwapSlowStateBuffer[cIndex]); bool isVWapSlowBullish = IsVWAPBullish(conditions.vwapSlowStateBuffer[cIDX]);
bool isVWapSlowBullishPrev = IsVWAPBullish(conditions.vwapSlowStateBuffer[pIndex]); bool isVWapSlowBullishPrev = IsVWAPBullish(conditions.vwapSlowStateBuffer[pIDX]);
// //
bool isVWapSlowBearish = IsVWAPBearish(conditions.vwapSlowStateBuffer[cIndex]); bool isVWapSlowBearish = IsVWAPBearish(conditions.vwapSlowStateBuffer[cIDX]);
bool isVWapSlowBearishPrev = IsVWAPBearish(conditions.vwapSlowStateBuffer[pIndex]); bool isVWapSlowBearishPrev = IsVWAPBearish(conditions.vwapSlowStateBuffer[pIDX]);
// //
bool isVWapSlowNeutural = IsVWAPNeutural(conditions.vwapSlowStateBuffer[cIndex]); bool isVWapSlowNeutural = IsVWAPNeutural(conditions.vwapSlowStateBuffer[cIDX]);
bool isVWapSlowNeuturalPrev = IsVWAPNeutural(conditions.vwapSlowStateBuffer[pIndex]); bool isVWapSlowNeuturalPrev = IsVWAPNeutural(conditions.vwapSlowStateBuffer[pIDX]);
// //
bool isVWapFastOverMid = conditions.vwapFastBuffer[cIndex] > conditions.vwapMidBuffer[cIndex]; bool isVWapFastOverMid = conditions.vwapFastBuffer[cIDX] > conditions.vwapMidBuffer[cIDX];
bool isVWapFastOverMidPrev = conditions.vwapFastBuffer[pIndex] > conditions.vwapMidBuffer[pIndex]; bool isVWapFastOverMidPrev = conditions.vwapFastBuffer[pIDX] > conditions.vwapMidBuffer[pIDX];
// //
bool isVWapMidOverSlow = conditions.vwapMidBuffer[cIndex] > conditions.vwapSlowBuffer[cIndex]; bool isVWapMidOverSlow = conditions.vwapMidBuffer[cIDX] > conditions.vwapSlowBuffer[cIDX];
bool isVWapMidOverSlowPrev = conditions.vwapMidBuffer[pIndex] > conditions.vwapSlowBuffer[pIndex]; bool isVWapMidOverSlowPrev = conditions.vwapMidBuffer[pIDX] > conditions.vwapSlowBuffer[pIDX];
// //
bool isVWapFastUnderMid = conditions.vwapFastBuffer[cIndex] < conditions.vwapMidBuffer[cIndex]; bool isVWapFastUnderMid = conditions.vwapFastBuffer[cIDX] < conditions.vwapMidBuffer[cIDX];
bool isVWapFastUnderMidPrev = conditions.vwapFastBuffer[pIndex] < conditions.vwapMidBuffer[pIndex]; bool isVWapFastUnderMidPrev = conditions.vwapFastBuffer[pIDX] < conditions.vwapMidBuffer[pIDX];
// //
bool isVWapMidUnderSlow = conditions.vwapMidBuffer[cIndex] < conditions.vwapSlowBuffer[cIndex]; bool isVWapMidUnderSlow = conditions.vwapMidBuffer[cIDX] < conditions.vwapSlowBuffer[cIDX];
bool isVWapMidUnderSlowPrev = conditions.vwapMidBuffer[pIndex] < conditions.vwapSlowBuffer[pIndex]; bool isVWapMidUnderSlowPrev = conditions.vwapMidBuffer[pIDX] < conditions.vwapSlowBuffer[pIDX];
// //
bool isVWapBullishState = isVWapFastBullish && bool isVWapBullishState = isVWapFastBullish &&
@@ -3677,32 +3681,32 @@ class XCX121Helper : public XCBaseHelper
// XFIBONACCI ... // XFIBONACCI ...
// //
bool isOerFib1 = cBar.low > conditions.fl1Buffer[cIndex]; bool isOerFib1 = cBar.low > conditions.fl1Buffer[cIDX];
bool isOerFib2 = cBar.low > conditions.fl2Buffer[cIndex]; bool isOerFib2 = cBar.low > conditions.fl2Buffer[cIDX];
bool isOerFib3 = cBar.low > conditions.fl3Buffer[cIndex]; bool isOerFib3 = cBar.low > conditions.fl3Buffer[cIDX];
bool isOerFib4 = cBar.low > conditions.fl4Buffer[cIndex]; bool isOerFib4 = cBar.low > conditions.fl4Buffer[cIDX];
bool isOerFib5 = cBar.low > conditions.fl5Buffer[cIndex]; bool isOerFib5 = cBar.low > conditions.fl5Buffer[cIDX];
// //
bool isUnderFib1 = cBar.high < conditions.fl1Buffer[cIndex]; bool isUnderFib1 = cBar.high < conditions.fl1Buffer[cIDX];
bool isUnderFib2 = cBar.high < conditions.fl2Buffer[cIndex]; bool isUnderFib2 = cBar.high < conditions.fl2Buffer[cIDX];
bool isUnderFib3 = cBar.high < conditions.fl3Buffer[cIndex]; bool isUnderFib3 = cBar.high < conditions.fl3Buffer[cIDX];
bool isUnderFib4 = cBar.high < conditions.fl4Buffer[cIndex]; bool isUnderFib4 = cBar.high < conditions.fl4Buffer[cIDX];
bool isUnderFib5 = cBar.high < conditions.fl5Buffer[cIndex]; bool isUnderFib5 = cBar.high < conditions.fl5Buffer[cIDX];
// //
bool isCloseOerFib1 = cBar.close > conditions.fl1Buffer[cIndex]; bool isCloseOerFib1 = cBar.close > conditions.fl1Buffer[cIDX];
bool isCloseOerFib2 = cBar.close > conditions.fl2Buffer[cIndex]; bool isCloseOerFib2 = cBar.close > conditions.fl2Buffer[cIDX];
bool isCloseOerFib3 = cBar.close > conditions.fl3Buffer[cIndex]; bool isCloseOerFib3 = cBar.close > conditions.fl3Buffer[cIDX];
bool isCloseOerFib4 = cBar.close > conditions.fl4Buffer[cIndex]; bool isCloseOerFib4 = cBar.close > conditions.fl4Buffer[cIDX];
bool isCloseOerFib5 = cBar.close > conditions.fl5Buffer[cIndex]; bool isCloseOerFib5 = cBar.close > conditions.fl5Buffer[cIDX];
// //
bool isCloseUnderFib1 = cBar.close < conditions.fl1Buffer[cIndex]; bool isCloseUnderFib1 = cBar.close < conditions.fl1Buffer[cIDX];
bool isCloseUnderFib2 = cBar.close < conditions.fl2Buffer[cIndex]; bool isCloseUnderFib2 = cBar.close < conditions.fl2Buffer[cIDX];
bool isCloseUnderFib3 = cBar.close < conditions.fl3Buffer[cIndex]; bool isCloseUnderFib3 = cBar.close < conditions.fl3Buffer[cIDX];
bool isCloseUnderFib4 = cBar.close < conditions.fl4Buffer[cIndex]; bool isCloseUnderFib4 = cBar.close < conditions.fl4Buffer[cIDX];
bool isCloseUnderFib5 = cBar.close < conditions.fl5Buffer[cIndex]; bool isCloseUnderFib5 = cBar.close < conditions.fl5Buffer[cIDX];
// //
Libraries/x-saherelm.x-poi.lib.mq5
+225
View File
@@ -3943,6 +3943,163 @@ struct XConsolidationZone
// //
}; };
//
// Model Value Changed ...
struct XValueChange
{
//
// Props ...
double before; // Before Change Value ...
double after; // After Change Value ...
datetime time; // Change Time ...
ENUM_X_DIRECTION dir; // Change Direction ...
//
// Constructor ...
XValueChange()
{
Clean();
}
//
// Tools ...
/**
* Initialize ...
*
* @param _before: Double, Value Before Change ...
* @param _after: Double, Value After Change ...
* @param _time: Datetime, Change Time ...
* @param _dir: ENUM_X_DIRECTION member, Specified Changed Direction ...
*
* @return ( bool )
*/
bool Init(
double _before, // Before Change Value ...
double _after, // After Change Value ...
ENUM_X_DIRECTION _dir, // Change Direction ...
datetime _time = NULL // Change Time ...
)
{
//
bool result = false;
//
_time = NormalizeTime(_time);
//
// Validate Inputs ...
result =
//
_after > 0 &&
_before > 0 &&
IsValid(_time) &&
_after != _before &&
HasDirection(_dir)
//
;
if (!result)
{
return result;
}
//
// Set Validated Values ...
dir = _dir;
time = _time;
after = _after;
before = _before;
//
result = IsValid();
//
return result;
}
/**
* Cleaning Up ...
*/
void Clean()
{
//
after = 0;
before = 0;
time = NULL;
dir = X_DIRECTION_NONE;
}
/**
* Validate Model ...
*
* @return ( bool )
*/
bool IsValid()
{
//
bool result = false;
//
result =
//
after > 0 &&
before > 0 &&
IsValid(time) &&
after != before &&
HasDirection(dir)
//
;
//
return result;
}
/**
* Fill Change Bar ...
*
* @param bar: XOHCL instance Reference, holds Change Bar ...
* @param _symbol: String, Specified Symbol ...
* @param _period: ENUM_TIMEFRAMES _period member, Specified Period ...
*
* @return ( bool )
*/
bool FillBar(
XOHCL &bar,
string _symbol = NULL,
ENUM_TIMEFRAMES _period = NULL //
)
{
//
bool result = false;
//
bar.Clean();
_symbol = NormalizeSymbol(_symbol);
_period = NormalizePeriod(_period);
//
result = IsValid() &&
IsValid(_symbol) &&
IsValid(_period);
if (!result)
{
return result;
}
//
result = bar.Init(
_symbol,
_period,
time //
);
//
return result;
}
//
};
// //
// Extensions ... // Extensions ...
@@ -4196,6 +4353,74 @@ string ToString(ENUM_XPOI_EVENTS value)
return result; return result;
} }
/**
* Add Value Change instance to Exists Collection if it's not Exists ...
*
* @param item: XValueChange instance Reference ...
* @param items: XValueChange instance Array Reference ...
*
* @return ( int )
*/
int AddIfNotExists(
XValueChange &item,
XValueChange &items[] //
)
{
//
int result = 0;
//
result = item.IsValid();
if (!result)
{
return result;
}
//
bool canAdd = false;
int count = ArraySize(items);
if (!IsValidSize(count))
{
canAdd = true;
}
else
{
//
XValueChange last;
bool hasItem = GetLastItem(
last,
items //
);
if (!hasItem)
{
canAdd = true;
}
else
{
//
// Compare Last Item with Current ...
canAdd = item.time > last.time;
}
}
//
// Add Item if Allowed ...
if (canAdd)
{
//
AddRef(
item,
items //
);
}
//
result = ArraySize(items);
//
return result;
}
/** /**
* Combine a Collection of States into dest ... * Combine a Collection of States into dest ...
* *
X121SMCEA/Classes/x-121.smc.market.cycle.helper.class.mq5
+34 -34
View File
@@ -203,6 +203,40 @@ class XC121SMCCycleHelper : public XCBase
return result; return result;
} }
/**
* Retrieve Symbol ...
*
* @return ( string )
*/
string GetSymbol()
{
//
string result = NULL;
//
result = mX121Helper.GetSymbol();
//
return result;
}
/**
* Retrieve TimeFrame (Period) ...
*
* @return ( ENUM_TIMEFRAMES )
*/
ENUM_TIMEFRAMES GetPeriod()
{
//
ENUM_TIMEFRAMES result = NULL;
//
result = mX121Helper.GetPeriod();
//
return result;
}
/** /**
* Get Specified Bar ... * Get Specified Bar ...
* *
@@ -1474,40 +1508,6 @@ class XC121SMCCycleHelper : public XCBase
ChartSetInteger(chartId, CHART_COLOR_VOLUME, mVolumesColor); ChartSetInteger(chartId, CHART_COLOR_VOLUME, mVolumesColor);
} }
/**
* Retrieve Symbol ...
*
* @return ( string )
*/
string GetSymbol()
{
//
string result = NULL;
//
result = mX121Helper.GetSymbol();
//
return result;
}
/**
* Retrieve TimeFrame (Period) ...
*
* @return ( ENUM_TIMEFRAMES )
*/
ENUM_TIMEFRAMES GetPeriod()
{
//
ENUM_TIMEFRAMES result = NULL;
//
result = mX121Helper.GetPeriod();
//
return result;
}
// //
// Change Values Actions ... // Change Values Actions ...
X121SMCEA/Experts/x-121.smc.expert.class.mq5
+1 -5
View File
@@ -561,12 +561,9 @@ class XC121SMCExpert : public XCBaseExpert
mTradeHandler.SetAlertPushAlerts(GetAlertPushAlerts()); mTradeHandler.SetAlertPushAlerts(GetAlertPushAlerts());
mTradeHandler.SetAlertTerminalAlerts(GetAlertTerminalAlerts()); mTradeHandler.SetAlertTerminalAlerts(GetAlertTerminalAlerts());
//
// TODO: Make This Configurable Later ...
// //
mTradeHandler.MaxAllowedSLToPause(0); mTradeHandler.MaxAllowedSLToPause(0);
mTradeHandler.DelayBarBetweenTwoSignal(3); mTradeHandler.DelayBarBetweenTwoSignal(240);
mTradeHandler.MaxAllowedSLReachedPauseDelay(HoursToSeconds(24)); mTradeHandler.MaxAllowedSLReachedPauseDelay(HoursToSeconds(24));
// //
@@ -583,7 +580,6 @@ class XC121SMCExpert : public XCBaseExpert
// //
mTradeHandler.UseForceMomentumsInProtection(true); mTradeHandler.UseForceMomentumsInProtection(true);
mTradeHandler.DelayBarBetweenTwoSignal(2);
// //
// Configure Hedging ... // Configure Hedging ...
X121SMCEA/Libraries/x-121.smc.lib.mq5
+82 -228
View File
@@ -30,25 +30,25 @@
// //
// Definitions ... // Definitions ...
//
const string X121SMCStrategyToken = "X121SMC"; const string X121SMCStrategyToken = "X121SMC";
const string X121SMCPVToken = "X121SMCPV"; //
const string X121SMCBOSToken = "X121SMCBOS"; const string X121SMCSMPVToken = "X121SMCSMPV";
const string X121SMCSARToken = "X121SMCSAR"; const string X121SMCVWAPCToken = "X121SMCVWAPC";
const string X121SMCCHOCHToken = "X121SMCCHOCH";
const string X121SMCPULLBKToken = "X121SMCPULLBK";
//
// X121 SMC Providers ...
enum ENUM_X_121_SMC_PROVIDERS enum ENUM_X_121_SMC_PROVIDERS
{ {
// //
X_121_SMC_PROVIDER_NONE, X_121_SMC_PROVIDER_NONE,
X_121_SMC_PROVIDER_PV, X_121_SMC_PROVIDER_SMPV,
X_121_SMC_PROVIDER_BOS, X_121_SMC_PROVIDER_VWAPC,
X_121_SMC_PROVIDER_SAR,
X_121_SMC_PROVIDER_CHOCH,
X_121_SMC_PROVIDER_PULLBK,
}; };
//
// Pivot Types ...
enum ENUM_XPV_PIVOTS enum ENUM_XPV_PIVOTS
{ {
XPV_NONE, XPV_NONE,
@@ -56,6 +56,8 @@ enum ENUM_XPV_PIVOTS
XPV_VALE, XPV_VALE,
}; };
//
// Model a Pivot structure ...
struct XPVPivot struct XPVPivot
{ {
// //
@@ -634,12 +636,13 @@ struct X121SMCStrategyConditions
// //
double sl; double sl;
double tp;
string provider; string provider;
ENUM_X_DIRECTION signalDir;
ENUM_X_DIRECTION marketStructureDir; ENUM_X_DIRECTION marketStructureDir;
// //
// //
void X121SMCStrategyConditions() void X121SMCStrategyConditions()
{ {
@@ -661,7 +664,9 @@ struct X121SMCStrategyConditions
// //
sl = 0; sl = 0;
tp = 0;
provider = NULL; provider = NULL;
signalDir = X_DIRECTION_NONE;
marketStructureDir = X_DIRECTION_NONE; marketStructureDir = X_DIRECTION_NONE;
// //
@@ -692,6 +697,64 @@ struct X121SMCStrategyConditions
return result; return result;
} }
/**
* Check Conditions Has Valid Bullish Signal ...
*
* @return ( bool )
*/
bool HasBullishSignal()
{
//
bool result = false;
//
result =
(sl > 0 ||
tp > 0) &&
IsValid() &&
HasDirection(signalDir);
if (!result)
{
return result;
}
//
result =
IsBullish(signalDir);
//
return result;
}
/**
* Check Conditions Has Valid Bearish Signal ...
*
* @return ( bool )
*/
bool HasBearishSignal()
{
//
bool result = false;
//
result =
(sl > 0 ||
tp > 0) &&
IsValid() &&
HasDirection(signalDir);
if (!result)
{
return result;
}
//
result =
IsBearish(signalDir);
//
return result;
}
// //
// Reporter Functions ... // Reporter Functions ...
@@ -1769,28 +1832,13 @@ string ToString(ENUM_X_121_SMC_PROVIDERS value)
switch (value) switch (value)
{ {
// //
case X_121_SMC_PROVIDER_PV: case X_121_SMC_PROVIDER_SMPV:
result = X121SMCPVToken; result = X121SMCSMPVToken;
break; break;
// //
case X_121_SMC_PROVIDER_BOS: case X_121_SMC_PROVIDER_VWAPC:
result = X121SMCBOSToken; result = X121SMCVWAPCToken;
break;
//
case X_121_SMC_PROVIDER_SAR:
result = X121SMCSARToken;
break;
//
case X_121_SMC_PROVIDER_CHOCH:
result = X121SMCCHOCHToken;
break;
//
case X_121_SMC_PROVIDER_PULLBK:
result = X121SMCPULLBKToken;
break; break;
} }
@@ -1817,25 +1865,13 @@ ENUM_X_121_SMC_PROVIDERS ParseProvider(string value)
} }
// //
if (Contains(X121SMCPVToken, value)) if (Contains(X121SMCSMPVToken, value))
{ {
result = X_121_SMC_PROVIDER_PV; result = X_121_SMC_PROVIDER_SMPV;
} }
else if (Contains(X121SMCBOSToken, value)) else if (Contains(X121SMCVWAPCToken, value))
{ {
result = X_121_SMC_PROVIDER_BOS; result = X_121_SMC_PROVIDER_VWAPC;
}
else if (Contains(X121SMCSARToken, value))
{
result = X_121_SMC_PROVIDER_SAR;
}
else if (Contains(X121SMCCHOCHToken, value))
{
result = X_121_SMC_PROVIDER_CHOCH;
}
else if (Contains(X121SMCPULLBKToken, value))
{
result = X_121_SMC_PROVIDER_PULLBK;
} }
// //
@@ -1843,185 +1879,3 @@ ENUM_X_121_SMC_PROVIDERS ParseProvider(string value)
} }
// //
// Model Value Changed ...
struct XValueChange
{
//
// Props ...
double before; // Before Change Value ...
double after; // After Change Value ...
datetime time; // Change Time ...
ENUM_X_DIRECTION dir; // Change Direction ...
//
// Constructor ...
XValueChange()
{
Clean();
}
//
// Tools ...
/**
* Initialize ...
*
* @param _before: Double, Value Before Change ...
* @param _after: Double, Value After Change ...
* @param _time: Datetime, Change Time ...
* @param _dir: ENUM_X_DIRECTION member, Specified Changed Direction ...
*
* @return ( bool )
*/
bool Init(
double _before, // Before Change Value ...
double _after, // After Change Value ...
ENUM_X_DIRECTION _dir, // Change Direction ...
datetime _time = NULL // Change Time ...
)
{
//
bool result = false;
//
_time = NormalizeTime(_time);
//
// Validate Inputs ...
result =
//
_after > 0 &&
_before > 0 &&
IsValid(_time) &&
_after != _before &&
HasDirection(_dir)
//
;
if (!result)
{
return result;
}
//
// Set Validated Values ...
dir = _dir;
time = _time;
after = _after;
before = _before;
//
result = IsValid();
//
return result;
}
/**
* Cleaning Up ...
*/
void Clean()
{
//
after = 0;
before = 0;
time = NULL;
dir = X_DIRECTION_NONE;
}
/**
* Validate Model ...
*
* @return ( bool )
*/
bool IsValid()
{
//
bool result = false;
//
result =
//
after > 0 &&
before > 0 &&
IsValid(time) &&
after != before &&
HasDirection(dir)
//
;
//
return result;
}
//
};
/**
* Add Value Change instance to Exists Collection if it's not Exists ...
*
* @param item: XValueChange instance Reference ...
* @param items: XValueChange instance Array Reference ...
*
* @return ( int )
*/
int AddIfNotExists(
XValueChange &item,
XValueChange &items[] //
)
{
//
int result = 0;
//
result = item.IsValid();
if (!result)
{
return result;
}
//
bool canAdd = false;
int count = ArraySize(items);
if (!IsValidSize(count))
{
canAdd = true;
}
else
{
//
XValueChange last;
bool hasItem = GetLastItem(
last,
items //
);
if (!hasItem)
{
canAdd = true;
}
else
{
//
// Compare Last Item with Current ...
canAdd = item.time > last.time;
}
}
//
// Add Item if Allowed ...
if (canAdd)
{
//
AddRef(
item,
items //
);
}
//
result = ArraySize(items);
//
return result;
}
//
X121SMCEA/Strategy/x-121.smc.test.strategy.class.mq5
+600 -41
View File
@@ -148,7 +148,15 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
// //
// Detect Signal Conditions ... // Detect Signal Conditions ...
result = DetectConditions(conditions); result = DetectSamePeaksAndValesSignal(conditions);
if (!result)
{
//
// TODO: Enable this ...
// result = DetectVWAPSignal(conditions);
}
//
if (!result) if (!result)
{ {
// //
@@ -164,14 +172,14 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
// //
hasLong = hasLong =
// //
IsBullish(conditions.marketStructureDir) IsBullish(conditions.signalDir)
// //
; ;
// //
hasShort = hasShort =
// //
IsBearish(conditions.marketStructureDir) IsBearish(conditions.signalDir)
// //
; ;
@@ -435,14 +443,17 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
return result; return result;
} }
//
// Signalling Functions ...
/** /**
* Detect and Parse Market Conditions ... * Detect and Parse Market Conditions for Signalling ...
* *
* @param conditions: X121SMCStrategyConditions instance Reference ... * @param conditions: X121SMCStrategyConditions instance Reference ...
* *
* @return ( bool ) * @return ( bool )
*/ */
bool DetectConditions( bool DetectSamePeaksAndValesSignal(
X121SMCStrategyConditions &conditions // X121SMCStrategyConditions &conditions //
) )
{ {
@@ -453,6 +464,10 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
string symbol = GetSymbol(); string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod(); ENUM_TIMEFRAMES period = GetPeriod();
//
ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_SMPV;
string providerStr = ToString(provider);
// //
int zIndex = 0; int zIndex = 0;
int cIndex = zIndex + 1; int cIndex = zIndex + 1;
@@ -512,8 +527,85 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
hasSameVales; hasSameVales;
if (!result) if (!result)
{ {
return result;
}
// //
conditions.Clean(); // 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)
{
//
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; return result;
} }
@@ -521,13 +613,12 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
// Check Sar State ... // Check Sar State ...
ENUM_X_DIRECTION sarDir; ENUM_X_DIRECTION sarDir;
result = DetectSarState( result = DetectSarState(
provider,
sarDir, sarDir,
conditions // conditions //
); );
if (!result) if (!result)
{ {
//
conditions.Clean();
return result; return result;
} }
@@ -535,38 +626,167 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
// Check VWAP State ... // Check VWAP State ...
ENUM_X_DIRECTION vwapDir; ENUM_X_DIRECTION vwapDir;
result = DetectVWapState( result = DetectVWapState(
provider,
vwapDir, vwapDir,
conditions // conditions //
); );
if (!result) if (!result)
{ {
//
conditions.Clean();
return result; 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 ... // Check Candlestic State ...
ENUM_X_DIRECTION candlesticDir; ENUM_X_DIRECTION candlesticDir;
result = DetectCandlestic( result = DetectCandlestic(
provider,
candlesticDir, candlesticDir,
conditions // conditions //
); );
if (!result) if (!result)
{ {
//
conditions.Clean();
return result; 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) if (!result)
{ {
//
conditions.Clean();
return result; return result;
} }
@@ -574,6 +794,9 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
return result; return result;
} }
//
// Helper Functions ...
/** /**
* Detect Where Cycles has Same Peaks ... * Detect Where Cycles has Same Peaks ...
* *
@@ -753,12 +976,14 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
/** /**
* Detect Sar State for Signalling ... * Detect Sar State for Signalling ...
* *
* @param forProvider: ENUM_X_121_SMC_PROVIDERS member ...
* @param dir: ENUM_X_DIRECTION member Reference ... * @param dir: ENUM_X_DIRECTION member Reference ...
* @param conditions: X121SMCStrategyConditions instance, Reference ... * @param conditions: X121SMCStrategyConditions instance, Reference ...
* *
* @return ( bool ) * @return ( bool )
*/ */
bool DetectSarState( bool DetectSarState(
ENUM_X_121_SMC_PROVIDERS forProvider,
ENUM_X_DIRECTION &dir, ENUM_X_DIRECTION &dir,
X121SMCStrategyConditions &conditions // X121SMCStrategyConditions &conditions //
) )
@@ -770,7 +995,14 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
dir = X_DIRECTION_NONE; dir = X_DIRECTION_NONE;
// //
bool isBullish = bool isBullish = false;
bool isBearish = false;
//
if (forProvider == X_121_SMC_PROVIDER_SMPV)
{
//
isBullish =
// //
// Check One of Verification or Consolidation Cycles Must be Sar Bullish ... // Check One of Verification or Consolidation Cycles Must be Sar Bullish ...
(conditions.verificationConditions.x121Conditions.isSarBullish || (conditions.verificationConditions.x121Conditions.isSarBullish ||
@@ -790,7 +1022,7 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
; ;
// //
bool isBearish = isBearish =
// //
// Check One of Verification or Consolidation Cycles Must be Sar Bearish ... // Check One of Verification or Consolidation Cycles Must be Sar Bearish ...
(conditions.verificationConditions.x121Conditions.isSarBearish || (conditions.verificationConditions.x121Conditions.isSarBearish ||
@@ -808,6 +1040,12 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
conditions.triggerConditions.x121Conditions.isSarBullish conditions.triggerConditions.x121Conditions.isSarBullish
// //
; ;
}
//
if (forProvider == X_121_SMC_PROVIDER_VWAPC)
{
}
// //
result = isBullish || result = isBullish ||
@@ -830,12 +1068,14 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
/** /**
* Detect Sar State for Signalling ... * Detect Sar State for Signalling ...
* *
* @param forProvider: ENUM_X_121_SMC_PROVIDERS member ...
* @param dir: ENUM_X_DIRECTION member Reference ... * @param dir: ENUM_X_DIRECTION member Reference ...
* @param conditions: X121SMCStrategyConditions instance, Reference ... * @param conditions: X121SMCStrategyConditions instance, Reference ...
* *
* @return ( bool ) * @return ( bool )
*/ */
bool DetectVWapState( bool DetectVWapState(
ENUM_X_121_SMC_PROVIDERS forProvider,
ENUM_X_DIRECTION &dir, ENUM_X_DIRECTION &dir,
X121SMCStrategyConditions &conditions // X121SMCStrategyConditions &conditions //
) )
@@ -847,7 +1087,14 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
dir = X_DIRECTION_NONE; dir = X_DIRECTION_NONE;
// //
bool isBullish = bool isBullish = false;
bool isBearish = false;
//
if (forProvider == X_121_SMC_PROVIDER_SMPV)
{
//
isBullish =
// //
// Trigger, Decision and Analyse Cycles Must be in Direction Order and State ... // Trigger, Decision and Analyse Cycles Must be in Direction Order and State ...
// //
@@ -872,7 +1119,7 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
; ;
// //
bool isBearish = isBearish =
// //
// Trigger, Decision and Analyse Cycles Must be in Direction Order and State ... // Trigger, Decision and Analyse Cycles Must be in Direction Order and State ...
// //
@@ -895,6 +1142,12 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
conditions.consolidationConditions.x121Conditions.isVWapBearishState) conditions.consolidationConditions.x121Conditions.isVWapBearishState)
// //
; ;
}
//
if (forProvider == X_121_SMC_PROVIDER_VWAPC)
{
}
// //
result = isBullish || result = isBullish ||
@@ -914,7 +1167,17 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
return result; 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( bool DetectCandlestic(
ENUM_X_121_SMC_PROVIDERS forProvider,
ENUM_X_DIRECTION &dir, ENUM_X_DIRECTION &dir,
X121SMCStrategyConditions &conditions // X121SMCStrategyConditions &conditions //
) )
@@ -925,14 +1188,18 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
// //
dir = X_DIRECTION_NONE; dir = X_DIRECTION_NONE;
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
// //
int cIndex = 1; int cIndex = 1;
int pIndex = cIndex + 1; int pIndex = cIndex + 1;
//
// Select Specified Cycle Helper ...
XC121SMCCycleHelper *cycleHelper = mTriggerCycleHelper;
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = cycleHelper.GetPeriod();
// //
XOHCL cBar; XOHCL cBar;
result = cBar.Init( result = cBar.Init(
@@ -945,6 +1212,38 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
return result; 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; XOHCL pBar;
result = pBar.Init( result = pBar.Init(
@@ -958,40 +1257,300 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
} }
// //
ENUM_X_DIRECTION cBarMomentumDir; // Momentum Bar ...
bool isCBarMomentum = mTriggerCycleHelper.mBarAnalyser. ENUM_X_DIRECTION pBarMomentumDir;
IsMomentumBar( bool isPBarMomentum = cycleHelper.mBarAnalyser.IsMomentumBar(
cBar, pBar,
cBarMomentumDir // pBarMomentumDir //
); );
// //
ENUM_X_DIRECTION cBarRejectionDir; // Rejection Bar ...
bool isCBarRejection = mTriggerCycleHelper.mBarAnalyser. ENUM_X_DIRECTION pBarRejectionDir;
IsRejectionBar( bool isPBarRejection = cycleHelper.mBarAnalyser.IsRejectionBar(
cBar, pBar,
cBarRejectionDir // pBarRejectionDir //
); );
// //
bool isBullish = // Engulf Bar ...
ENUM_X_DIRECTION pBarEngulfDir;
bool isPBarEngulf = cycleHelper.mBarAnalyser.IsEngulfBar(
pBar,
pBarEngulfDir //
);
// //
// pBar is Rejection and cBar is Momentum ... // Pin Bar ...
// pBar is Momentum and cBar is Rejection ... ENUM_X_DIRECTION pBarPinDir;
// cBar is Momentum and Rejection ... bool isPBarPin = cycleHelper.mBarAnalyser.IsPinBar(
pBar,
pBarPinDir //
);
// //
bool isBullish = false;
bool isBearish = false;
//
if (forProvider == X_121_SMC_PROVIDER_VWAPC)
{
//
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))
//
)
//
)
// //
; ;
// //
bool isBearish = isBearish =
// //
// pBar is Rejection and cBar is Momentum ... // pBar is Pin and cBar is Momentum or Rejection or Engulf
// pBar is Momentum and cBar is Rejection ... (
// cBar is Momentum and Rejection ...
// //
(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 || result = isBullish ||