last ...
This commit is contained in:
@@ -38,6 +38,7 @@ const string X121SMCXTestToken = "X121XTest";
|
||||
const string X121SMCXPVOBToken = "X121XPVOB";
|
||||
const string X121SMCXPVDPToken = "X121XPVDP";
|
||||
const string X121SMCXVWPBToken = "X121XVWPB";
|
||||
const string X121SMCXTWPVToken = "X121XTWPV";
|
||||
const string X121SMCXPVSupDemToken = "X121XPVSUPDEM";
|
||||
|
||||
//
|
||||
@@ -50,6 +51,7 @@ enum ENUM_X_121_SMC_PROVIDERS
|
||||
X_121_SMC_PROVIDER_XPVOB,
|
||||
X_121_SMC_PROVIDER_XPVDP,
|
||||
X_121_SMC_PROVIDER_XVWPB,
|
||||
X_121_SMC_PROVIDER_XTWPV,
|
||||
X_121_SMC_PROVIDER_XPVSUPDEM,
|
||||
};
|
||||
|
||||
@@ -1974,6 +1976,11 @@ string ToString(ENUM_X_121_SMC_PROVIDERS value)
|
||||
result = X121SMCXVWPBToken;
|
||||
break;
|
||||
|
||||
//
|
||||
case X_121_SMC_PROVIDER_XTWPV:
|
||||
result = X121SMCXTWPVToken;
|
||||
break;
|
||||
|
||||
//
|
||||
case X_121_SMC_PROVIDER_XPVSUPDEM:
|
||||
result = X121SMCXPVSupDemToken;
|
||||
@@ -2019,6 +2026,10 @@ ENUM_X_121_SMC_PROVIDERS ParseProvider(string value)
|
||||
{
|
||||
result = X_121_SMC_PROVIDER_XVWPB;
|
||||
}
|
||||
else if (Contains(X121SMCXTWPVToken, value))
|
||||
{
|
||||
result = X_121_SMC_PROVIDER_XTWPV;
|
||||
}
|
||||
else if (Contains(X121SMCXPVSupDemToken, value))
|
||||
{
|
||||
result = X_121_SMC_PROVIDER_XPVSUPDEM;
|
||||
|
||||
@@ -0,0 +1,662 @@
|
||||
///////////////////////////////////////////////////////
|
||||
//
|
||||
// SaherElm IT Center MQL5 X121 SMC Signal Class
|
||||
// -------------------------------------------------
|
||||
// Name:
|
||||
// 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 "../Classes/x-121.smc.market.cycle.helper.class.mq5"
|
||||
#include "../Libraries/x-121.smc.lib.mq5"
|
||||
|
||||
//
|
||||
// Definitions ...
|
||||
struct X121SMCStrategyXTWPVSignalConditions
|
||||
{
|
||||
//
|
||||
// Props ...
|
||||
|
||||
//
|
||||
string symbol;
|
||||
ENUM_TIMEFRAMES period;
|
||||
|
||||
//
|
||||
double sl;
|
||||
ENUM_X_DIRECTION dir;
|
||||
ENUM_X_POSITION_TYPES type;
|
||||
|
||||
//
|
||||
// Setup Props ...
|
||||
|
||||
//
|
||||
datetime setupTime;
|
||||
datetime triggerTime;
|
||||
|
||||
//
|
||||
// Constructor ...
|
||||
X121SMCStrategyXTWPVSignalConditions()
|
||||
{
|
||||
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();
|
||||
}
|
||||
|
||||
/**
|
||||
* 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()
|
||||
{
|
||||
}
|
||||
|
||||
//
|
||||
};
|
||||
|
||||
//
|
||||
// Extension Functions ...
|
||||
|
||||
//
|
||||
// Detect Setup Conditions ...
|
||||
bool DetectX121SMCXTWPVSiganlSetup(
|
||||
string _symbol,
|
||||
ENUM_TIMEFRAMES _period,
|
||||
//
|
||||
X121SMCStrategyXTWPVSignalConditions &conditions,
|
||||
//
|
||||
XC121SMCCycleHelper *triggerCycleHelper,
|
||||
XC121SMCCycleHelper *decisionCycleHelper,
|
||||
XC121SMCCycleHelper *analyseCycleHelper,
|
||||
XC121SMCCycleHelper *verificationCycleHelper,
|
||||
XC121SMCCycleHelper *consolidationCycleHelper,
|
||||
XC121SMCCycleHelper *visionCycleHelper
|
||||
//
|
||||
)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
bool isBullish = false;
|
||||
bool isBearish = false;
|
||||
|
||||
//
|
||||
int zIndex = 0;
|
||||
int cIndex = zIndex + 1;
|
||||
int pIndex = cIndex + 1;
|
||||
int ppIndex = pIndex + 1;
|
||||
|
||||
//
|
||||
int loopback = 10;
|
||||
|
||||
//
|
||||
string symbol = _symbol;
|
||||
ENUM_TIMEFRAMES period = _period;
|
||||
|
||||
//
|
||||
conditions.symbol = symbol;
|
||||
conditions.period = period;
|
||||
|
||||
//
|
||||
XOHCL zBar;
|
||||
result = zBar.Init(
|
||||
symbol,
|
||||
period,
|
||||
zIndex //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
XOHCL cBar;
|
||||
result = cBar.Init(
|
||||
symbol,
|
||||
period,
|
||||
cIndex //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
double ask = GetAsk(symbol);
|
||||
double bid = GetBid(symbol);
|
||||
datetime cTime = TimeCurrent();
|
||||
|
||||
//
|
||||
double ll = cBar.FindLowest(9, MODE_LOW);
|
||||
double hh = cBar.FindHighest(9, MODE_HIGH);
|
||||
|
||||
//
|
||||
int zoneValidationDivider = 10;
|
||||
int validPivotRepetition = triggerCycleHelper.mX121Helper
|
||||
.GetDonChainLength();
|
||||
|
||||
//
|
||||
double selectedSL = 0;
|
||||
|
||||
//
|
||||
// Cycles Conditions ...
|
||||
|
||||
//
|
||||
// Trigger ...
|
||||
ENUM_XPOI_EVENTS triggerPoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
|
||||
X121SMCCycleConditions triggerConditions;
|
||||
result = triggerCycleHelper.GetConditions(
|
||||
triggerCycleEvents,
|
||||
triggerPoiEvents,
|
||||
triggerConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Decision ...
|
||||
ENUM_XPOI_EVENTS decisionPoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
|
||||
X121SMCCycleConditions decisionConditions;
|
||||
result = decisionCycleHelper.GetConditions(
|
||||
decisionCycleEvents,
|
||||
decisionPoiEvents,
|
||||
decisionConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Analyse ...
|
||||
ENUM_XPOI_EVENTS analysePoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
|
||||
X121SMCCycleConditions analyseConditions;
|
||||
result = analyseCycleHelper.GetConditions(
|
||||
analyseCycleEvents,
|
||||
analysePoiEvents,
|
||||
analyseConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Verification ...
|
||||
ENUM_XPOI_EVENTS verificationPoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
|
||||
X121SMCCycleConditions verificationConditions;
|
||||
result = verificationCycleHelper.GetConditions(
|
||||
verificationCycleEvents,
|
||||
verificationPoiEvents,
|
||||
verificationConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Consolidation ...
|
||||
ENUM_XPOI_EVENTS consolidationPoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
|
||||
X121SMCCycleConditions consolidationConditions;
|
||||
result = consolidationCycleHelper.GetConditions(
|
||||
consolidationCycleEvents,
|
||||
consolidationPoiEvents,
|
||||
consolidationConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Vision ...
|
||||
ENUM_XPOI_EVENTS visionPoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
|
||||
X121SMCCycleConditions visionConditions;
|
||||
result = visionCycleHelper.GetConditions(
|
||||
visionCycleEvents,
|
||||
visionPoiEvents,
|
||||
visionConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Cycles POI States ...
|
||||
XPOIState triggerState = triggerConditions.state;
|
||||
XPOIState decisionState = decisionConditions.state;
|
||||
XPOIState analyseState = analyseConditions.state;
|
||||
XPOIState verificationState = verificationConditions.state;
|
||||
XPOIState consolidationState = consolidationConditions.state;
|
||||
XPOIState visionState = visionConditions.state;
|
||||
|
||||
//
|
||||
// Setup Conditions ...
|
||||
|
||||
//
|
||||
isBullish =
|
||||
//
|
||||
false
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
isBearish =
|
||||
//
|
||||
false
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
result = isBullish ||
|
||||
isBearish;
|
||||
if (!result)
|
||||
{
|
||||
//
|
||||
// Clean Conditions for Regenerate ...
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
conditions.setupTime = cTime;
|
||||
conditions.dir =
|
||||
isBullish
|
||||
? X_DIRECTION_BULLISH
|
||||
: X_DIRECTION_BEARISH;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Detect Trigger Conditions ...
|
||||
bool DetectX121SMCXTWPVSiganlTrigger(
|
||||
//
|
||||
X121SMCStrategyXTWPVSignalConditions &conditions,
|
||||
//
|
||||
string _symbol,
|
||||
ENUM_TIMEFRAMES _period,
|
||||
//
|
||||
XC121SMCCycleHelper *triggerCycleHelper,
|
||||
XC121SMCCycleHelper *decisionCycleHelper,
|
||||
XC121SMCCycleHelper *analyseCycleHelper,
|
||||
XC121SMCCycleHelper *verificationCycleHelper,
|
||||
XC121SMCCycleHelper *consolidationCycleHelper,
|
||||
XC121SMCCycleHelper *visionCycleHelper,
|
||||
//
|
||||
int maxAllowedSetupAge = 60 //
|
||||
//
|
||||
)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
result = conditions.IsSetuped();
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
datetime setupTime = conditions.setupTime;
|
||||
ENUM_X_DIRECTION setupDir = conditions.dir;
|
||||
|
||||
//
|
||||
bool isBullish = false;
|
||||
bool isBearish = false;
|
||||
|
||||
//
|
||||
int zIndex = 0;
|
||||
int cIndex = zIndex + 1;
|
||||
int pIndex = cIndex + 1;
|
||||
int ppIndex = pIndex + 1;
|
||||
|
||||
//
|
||||
int loopback = 10;
|
||||
|
||||
//
|
||||
string symbol = _symbol;
|
||||
ENUM_TIMEFRAMES period = _period;
|
||||
|
||||
//
|
||||
XOHCL zBar;
|
||||
result = zBar.Init(
|
||||
symbol,
|
||||
period,
|
||||
zIndex //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
XOHCL cBar;
|
||||
result = cBar.Init(
|
||||
symbol,
|
||||
period,
|
||||
cIndex //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
double ask = GetAsk(symbol);
|
||||
double bid = GetBid(symbol);
|
||||
datetime cTime = TimeCurrent();
|
||||
|
||||
//
|
||||
double ll = cBar.FindLowest(9, MODE_LOW);
|
||||
double hh = cBar.FindHighest(9, MODE_HIGH);
|
||||
|
||||
//
|
||||
int zoneValidationDivider = 10;
|
||||
int validPivotRepetition = triggerCycleHelper.mX121Helper
|
||||
.GetDonChainLength();
|
||||
|
||||
//
|
||||
double selectedSL = 0;
|
||||
|
||||
//
|
||||
// Cycles Conditions ...
|
||||
|
||||
//
|
||||
// Trigger ...
|
||||
ENUM_XPOI_EVENTS triggerPoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
|
||||
X121SMCCycleConditions triggerConditions;
|
||||
result = triggerCycleHelper.GetConditions(
|
||||
triggerCycleEvents,
|
||||
triggerPoiEvents,
|
||||
triggerConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Decision ...
|
||||
ENUM_XPOI_EVENTS decisionPoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
|
||||
X121SMCCycleConditions decisionConditions;
|
||||
result = decisionCycleHelper.GetConditions(
|
||||
decisionCycleEvents,
|
||||
decisionPoiEvents,
|
||||
decisionConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Analyse ...
|
||||
ENUM_XPOI_EVENTS analysePoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
|
||||
X121SMCCycleConditions analyseConditions;
|
||||
result = analyseCycleHelper.GetConditions(
|
||||
analyseCycleEvents,
|
||||
analysePoiEvents,
|
||||
analyseConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Verification ...
|
||||
ENUM_XPOI_EVENTS verificationPoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
|
||||
X121SMCCycleConditions verificationConditions;
|
||||
result = verificationCycleHelper.GetConditions(
|
||||
verificationCycleEvents,
|
||||
verificationPoiEvents,
|
||||
verificationConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Consolidation ...
|
||||
ENUM_XPOI_EVENTS consolidationPoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
|
||||
X121SMCCycleConditions consolidationConditions;
|
||||
result = consolidationCycleHelper.GetConditions(
|
||||
consolidationCycleEvents,
|
||||
consolidationPoiEvents,
|
||||
consolidationConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Vision ...
|
||||
ENUM_XPOI_EVENTS visionPoiEvents[];
|
||||
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
|
||||
X121SMCCycleConditions visionConditions;
|
||||
result = visionCycleHelper.GetConditions(
|
||||
visionCycleEvents,
|
||||
visionPoiEvents,
|
||||
visionConditions,
|
||||
zIndex,
|
||||
loopback //
|
||||
);
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Cycles POI States ...
|
||||
XPOIState triggerState = triggerConditions.state;
|
||||
XPOIState decisionState = decisionConditions.state;
|
||||
XPOIState analyseState = analyseConditions.state;
|
||||
XPOIState verificationState = verificationConditions.state;
|
||||
XPOIState consolidationState = consolidationConditions.state;
|
||||
XPOIState visionState = visionConditions.state;
|
||||
|
||||
//
|
||||
// Trigger Conditions ...
|
||||
|
||||
//
|
||||
isBullish =
|
||||
//
|
||||
false
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
isBearish =
|
||||
//
|
||||
false
|
||||
//
|
||||
;
|
||||
|
||||
//
|
||||
result = isBullish ||
|
||||
isBearish;
|
||||
if (!result)
|
||||
{
|
||||
//
|
||||
// Cleanup Setup Conditions ...
|
||||
int setupAge = conditions.GetSetupAge();
|
||||
if (IsValidSize(setupAge) &&
|
||||
IsValidSize(maxAllowedSetupAge) &&
|
||||
setupAge >= maxAllowedSetupAge)
|
||||
{
|
||||
conditions.Clean();
|
||||
}
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
conditions.triggerTime = cTime;
|
||||
conditions.sl = isBullish
|
||||
? 0
|
||||
: 0;
|
||||
conditions.type = isBullish
|
||||
? X_POSITION_TYPE_LONG
|
||||
: X_POSITION_TYPE_SHORT;
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
@@ -30,8 +30,9 @@
|
||||
#include "../Signals/x-121.smc.test.signal.lib.mq5"
|
||||
#include "../Signals/x-121.smc.xpvdp.signal.lib.mq5"
|
||||
#include "../Signals/x-121.smc.xpvob.signal.lib.mq5"
|
||||
#include "../Signals/x-121.smc.xvwpb.signal.lib.mq5"
|
||||
#include "../Signals/x-121.smc.xpvsupdem.signal.lib.mq5"
|
||||
#include "../Signals/x-121.smc.xvwpb.signal.lib.mq5"
|
||||
#include "../Signals/x-121.smc.xtwpv.signal.lib.mq5"
|
||||
|
||||
//
|
||||
// Definitions ...
|
||||
@@ -159,16 +160,18 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
|
||||
//
|
||||
bool useTestSignal = false;
|
||||
bool useXPVOBSignal = false;
|
||||
bool useXPVDPSignal = false;
|
||||
bool useXPVOBSignal = true;
|
||||
bool useXPVDPSignal = true;
|
||||
bool useXVWPBSignal = true;
|
||||
bool useXPVSUPDEMSignal = false;
|
||||
bool useXTWPVSignal = true;
|
||||
bool useXPVSUPDEMSignal = true;
|
||||
|
||||
//
|
||||
bool hasTestSignal = false;
|
||||
bool hasXPVOBSignal = false;
|
||||
bool hasXPVDPSignal = false;
|
||||
bool hasXVWPBSignal = false;
|
||||
bool hasXTWPVSignal = false;
|
||||
bool hasXPVSUPDEMSignal = false;
|
||||
|
||||
//
|
||||
@@ -207,6 +210,15 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
hasSignal = hasXVWPBSignal;
|
||||
}
|
||||
|
||||
//
|
||||
// XTWPV Signal ...
|
||||
if (useXTWPVSignal && !hasSignal)
|
||||
{
|
||||
//
|
||||
hasXTWPVSignal = DetectXTWPVSignal(conditions);
|
||||
hasSignal = hasXTWPVSignal;
|
||||
}
|
||||
|
||||
//
|
||||
// XPVSUPDEM Signal ...
|
||||
if (useXPVSUPDEMSignal && !hasSignal)
|
||||
@@ -303,40 +315,41 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
|
||||
//
|
||||
// Configure Signal Protecting ...
|
||||
if (hasXPVOBSignal ||
|
||||
hasXPVDPSignal ||
|
||||
hasXPVSUPDEMSignal)
|
||||
{
|
||||
//
|
||||
signal.fullTPLevel = r2r;
|
||||
signal.partialCloseOnTPLevel = 2;
|
||||
signal.partialCloseMultiplier = 0.5;
|
||||
// if (hasXPVOBSignal ||
|
||||
// hasXPVDPSignal ||
|
||||
// hasXPVSUPDEMSignal)
|
||||
// {
|
||||
// //
|
||||
// signal.fullTPLevel = r2r;
|
||||
// signal.partialCloseOnTPLevel = 2;
|
||||
// signal.partialCloseMultiplier = 0.5;
|
||||
|
||||
//
|
||||
signal.riskFreeOnBreakEven = true;
|
||||
signal.tpLevelForBreakEven = 1;
|
||||
// //
|
||||
// signal.riskFreeOnBreakEven = true;
|
||||
// signal.tpLevelForBreakEven = 1;
|
||||
|
||||
//
|
||||
signal.trailSL = true;
|
||||
signal.trailSLStartOnReachTPLevel = 3;
|
||||
}
|
||||
// //
|
||||
// signal.trailSL = true;
|
||||
// signal.trailSLStartOnReachTPLevel = 3;
|
||||
// }
|
||||
|
||||
//
|
||||
// Configure Signal Protecting ...
|
||||
if (hasXVWPBSignal) {
|
||||
//
|
||||
signal.fullTPLevel = r2r;
|
||||
signal.partialCloseOnTPLevel = 2;
|
||||
signal.partialCloseMultiplier = 0.5;
|
||||
// if (hasXVWPBSignal)
|
||||
// {
|
||||
// //
|
||||
// signal.fullTPLevel = r2r;
|
||||
// signal.partialCloseOnTPLevel = 2;
|
||||
// signal.partialCloseMultiplier = 0.5;
|
||||
|
||||
//
|
||||
signal.riskFreeOnBreakEven = true;
|
||||
signal.tpLevelForBreakEven = 1;
|
||||
// //
|
||||
// signal.riskFreeOnBreakEven = true;
|
||||
// signal.tpLevelForBreakEven = 1;
|
||||
|
||||
//
|
||||
signal.trailSL = true;
|
||||
signal.trailSLStartOnReachTPLevel = 2;
|
||||
}
|
||||
// //
|
||||
// signal.trailSL = true;
|
||||
// signal.trailSLStartOnReachTPLevel = 2;
|
||||
// }
|
||||
|
||||
//
|
||||
result = PrepareSignal(signal);
|
||||
@@ -1101,6 +1114,119 @@ class XCX121SMCStrategy : public XCX121SMCBaseStrategy
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// XTWPV Signal ...
|
||||
X121SMCStrategyXTWPVSignalConditions mXTWPVConditions;
|
||||
bool DetectXTWPVSignal(
|
||||
X121SMCStrategyConditions &conditions //
|
||||
)
|
||||
{
|
||||
//
|
||||
bool result = false;
|
||||
|
||||
//
|
||||
bool isBullish = false;
|
||||
bool isBearish = false;
|
||||
|
||||
//
|
||||
string symbol = GetSymbol();
|
||||
ENUM_TIMEFRAMES period = GetPeriod();
|
||||
|
||||
//
|
||||
datetime cTime = TimeCurrent();
|
||||
|
||||
//
|
||||
ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_XTWPV;
|
||||
string providerStr = ToString(provider);
|
||||
|
||||
//
|
||||
// Detect Setup Conditions ...
|
||||
datetime setupTime = mXTWPVConditions.setupTime;
|
||||
bool isSetuped = mXTWPVConditions.IsSetuped();
|
||||
ENUM_X_DIRECTION setupDir = mXTWPVConditions.dir;
|
||||
if (!isSetuped)
|
||||
{
|
||||
//
|
||||
// Detect Signal Setup ...
|
||||
isSetuped = DetectX121SMCXTWPVSiganlSetup(
|
||||
symbol,
|
||||
period,
|
||||
mXTWPVConditions,
|
||||
mTriggerCycleHelper,
|
||||
mDecisionCycleHelper,
|
||||
mAnalyseCycleHelper,
|
||||
mVerificationCycleHelper,
|
||||
mConsolidationCycleHelper,
|
||||
mVisionCycleHelper //
|
||||
);
|
||||
|
||||
//
|
||||
setupDir = mXTWPVConditions.dir;
|
||||
setupTime = mXTWPVConditions.setupTime;
|
||||
}
|
||||
result = isSetuped;
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Detect Trigger Conditions ...
|
||||
bool canTrigger = mXTWPVConditions.CanTrigger();
|
||||
datetime triggerTime = mXTWPVConditions.triggerTime;
|
||||
if (!canTrigger)
|
||||
{
|
||||
//
|
||||
// Detect Signal Trigger ...
|
||||
canTrigger = DetectX121SMCXTWPVSiganlTrigger(
|
||||
mXTWPVConditions,
|
||||
symbol,
|
||||
period,
|
||||
mTriggerCycleHelper,
|
||||
mDecisionCycleHelper,
|
||||
mAnalyseCycleHelper,
|
||||
mVerificationCycleHelper,
|
||||
mConsolidationCycleHelper,
|
||||
mVisionCycleHelper //
|
||||
);
|
||||
|
||||
//
|
||||
result = canTrigger;
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
triggerTime = mXTWPVConditions.triggerTime;
|
||||
}
|
||||
|
||||
//
|
||||
// Check Signal Direction ...
|
||||
|
||||
//
|
||||
isBullish = IsBullish(setupDir);
|
||||
isBearish = IsBearish(setupDir);
|
||||
result = isBullish ||
|
||||
isBearish;
|
||||
if (!result)
|
||||
{
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// Issues Signal on Conditions ...
|
||||
conditions.signalDir = setupDir;
|
||||
conditions.provider = providerStr;
|
||||
conditions.sl = mXTWPVConditions.sl;
|
||||
|
||||
//
|
||||
mXTWPVConditions.Clean();
|
||||
|
||||
//
|
||||
return result;
|
||||
}
|
||||
|
||||
//
|
||||
// XPVSUPDEM Signal ...
|
||||
X121SMCStrategyXPVSUPDEMSignalConditions mXPVSUPDEMConditions;
|
||||
|
||||
Reference in New Issue
Block a user