last ...

2025-05-18 06:23:43 +03:30
parent c3eef12ca0
commit ccbb9e0105
4 changed files with 506 additions and 740 deletions
@@ -26,9 +26,9 @@
 //
 #include <ChartObjects/ChartObject.mqh>
 #include <ChartObjects/ChartObjectsArrows.mqh>
+#include <ChartObjects/ChartObjectsFibo.mqh>
 #include <ChartObjects/ChartObjectsLines.mqh>
 #include <ChartObjects/ChartObjectsShapes.mqh>
-#include <ChartObjects/ChartObjectsFibo.mqh>
 #include <ChartObjects/ChartObjectsTxtControls.mqh>

 //
@@ -155,6 +155,207 @@ string ToString(ENUM_X_CHART_IDS value)
    return result;
 }

+//
+// Library Functions ...
+
+/**
+ * Converts a XBoxZone struct to XSignal instance ...
+ *
+ * @param  box: XBoxZone instance reference, provide source info ...
+ * @param  signal: XSignal instance reference, holds prepared converted signal ...
+ *
+ * @return ( bool )
+ */
+bool ToSignal(
+    XBoxZone &box,
+    XSignal &signal,
+    double &rewardRatios[] //
+)
+{
+    //
+    bool result = false;
+
+    //
+    signal.Clean();
+
+    //
+    result = box.IsValid() &&
+             HasChild(rewardRatios);
+    if (!result)
+    {
+        return result;
+    }
+
+    //
+    XOHCL entryBar;
+    result = entryBar.Init(
+        box.symbol,
+        box.period,
+        box.ToIndex() - 1 //
+    );
+    if (!result)
+    {
+        //
+        entryBar.Clean();
+
+        //
+        return result;
+    }
+
+    //
+    bool isBullish = box.IsBullish();
+    bool isBearish = box.IsBearish();
+
+    //
+    ENUM_POSITION_TYPE iType =
+        isBullish
+            ? POSITION_TYPE_BUY
+            : POSITION_TYPE_SELL;
+    ENUM_X_POSITION_TYPES iXType =
+        isBullish
+            ? X_POSITION_TYPE_LONG
+            : X_POSITION_TYPE_SHORT;
+
+    //
+    double points = GetPoints(box.symbol);
+
+    //
+    double risk = box.GetRange();
+
+    //
+    double entry =
+        isBullish
+            ? box.upper
+            : box.lower;
+    entry = entryBar.open;
+
+    //
+    double sl =
+        isBullish
+            ? box.lower
+            : box.upper;
+
+    //
+    double tp = 0;
+
+    //
+    // Calculate Target ...
+    XTarget targets[];
+
+    //
+    double tmp[];
+    int idx = -1;
+    XTarget iTarget;
+    bool has = false;
+    double iRatio = 0;
+    double iReward = 0;
+    double iRewardPrice = 0;
+    Copy(
+        rewardRatios,
+        tmp //
+    );
+    while (HasChild(tmp))
+    {
+        //
+        idx = -1;
+        iRatio = GetMaxWidthIndex(
+            tmp,
+            idx //
+        );
+
+        //
+        has = IsValidIndex(idx);
+        if (!has)
+        {
+            break;
+        }
+
+        //
+        has = iRatio > 0;
+
+        //
+        ArrayRemove(
+            tmp,
+            idx,
+            1 //
+        );
+
+        //
+        bool canSetTP = tp <= 0;
+
+        //
+        iReward = iRatio * risk;
+
+        //
+        iRewardPrice =
+            isBullish
+                ? entry + iReward
+                : entry - iReward;
+        if (canSetTP)
+        {
+            tp = iRewardPrice;
+        }
+        else
+        {
+            //
+            iTarget.target = iRewardPrice;
+            AddRef(
+                iTarget,
+                targets //
+            );
+
+            //
+            iTarget.Clean();
+        }
+    }
+    Clean(tmp);
+
+    //
+    // Filling Signal ...
+    signal.tp = tp;
+    signal.sl = sl;
+    signal.type = iType;
+    signal.comment = "";
+    signal.entry = entry;
+    signal.time = box.to;
+    signal.volume = 0.01;
+    signal.provider = box.type;
+    signal.symbol = box.symbol;
+    signal.period = box.period;
+    signal.mode = X_ORDER_MODE_MARKET;
+
+    //
+    if (HasChild(targets))
+    {
+        //
+        Copy(
+            targets,
+            signal.targets //
+        );
+    }
+
+    //
+    result = signal.IsValid();
+
+    //
+    // Cleanup Resources ...
+
+    //
+    if (!result)
+    {
+        signal.Clean();
+    }
+
+    //
+    Clean(tmp);
+    Clean(targets);
+    iTarget.Clean();
+    entryBar.Clean();
+
+    //
+    return result;
+}
+
 //
 // Implementation ...

@@ -1774,6 +1975,7 @@ class XCSignalObject : public XCBaseObject
     * @param  name: String ...
     * @param  window: Integer ...
     * @param  signal: XSignal instance ...
+     * @param  length: int, Specified Length of Signal ...
     *
     * @return ( bool )
     */
@@ -1781,12 +1983,16 @@ class XCSignalObject : public XCBaseObject
        long chart_id,
        const int window,
        XSignal &signal,
+        int length = 3,
        string prefix = NULL //
    )
    {
        //
        bool result = false;

+        //
+        length = NormalizeInt(length, 3);
+
        //
        result = signal.IsValid();
        if (!result)
@@ -1803,7 +2009,7 @@ class XCSignalObject : public XCBaseObject
        string nameMD5 = ToMD5(name);

        //
-        int delay = (PeriodSeconds(signal.period) * 2);
+        int delay = (PeriodSeconds(signal.period) * length);
        datetime time1 = (datetime)((int)signal.time - delay);
        datetime time2 = (datetime)((int)signal.time + delay);

@@ -2108,6 +2314,70 @@ class XCSignalObject : public XCBaseObject
    CArrayObj mTargetTrends;
 };

+//
+// XRR Object ...
+class XCRRObject : public XCSignalObject
+{
+    //
+    // Public ...
+  public:
+    //
+    // Constructor ...
+    bool CreateBoxRR(
+        long chart_id,
+        const int window,
+        XBoxZone &box,
+        double &rewardRatios[],
+        int length = 3,
+        string prefix = NULL //
+    )
+    {
+        //
+        bool result = false;
+
+        //
+        length = NormalizeInt(length, 3);
+
+        //
+        result = box.IsValid();
+        if (!result)
+        {
+            return result;
+        }
+
+        //
+        XSignal signal;
+        result = ToSignal(
+            box,
+            signal,
+            rewardRatios //
+        );
+        if (!result)
+        {
+            //
+            signal.Clean();
+
+            //
+            return result;
+        }
+
+        //
+        result = Create(
+            chart_id,
+            window,
+            signal,
+            length,
+            prefix //
+        );
+
+        //
+        signal.Clean();
+
+        //
+        return result;
+    }
+};
+
 class XCOHCLObject : public XCBaseObject
 {
    //