last works on implementing SMC Strategy based on POIs ...

This commit is contained in:
2024-10-25 22:07:13 +03:30
parent 5dc8ddb7da
commit ce1db83914
6 changed files with 2884 additions and 1857 deletions
+193 -127
View File
@@ -30,11 +30,6 @@
#include "../X121SMCEA/Classes/x-121.smc.ea.panel.class.mq5"
#include "../X121SMCEA/Strategy/x-121.smc.strategy.class.mq5"
//
// TEST ...
#include "../Classes/x-saherelm.x-poi.class.mq5"
XCPOI *eaPOI;
//
// Inputs ...
@@ -51,6 +46,12 @@ input group "Symbols";
input bool eaMultiSymbol = false; // Use Multi Symbol
input string eaSymbols = "EURUSDb,GBPUSDb,USDJPYb,USDCHFb,DowJones30,XAUUSDb"; // Trading Symbols
//
// Signalling ...
input group "Signalling";
input bool eaAllowLong = true; // Allow Long Signals
input bool eaAllowShort = true; // Allow Short Signals
//
// Alert ...
// Here we Provider All Requirements for
@@ -83,6 +84,12 @@ XSCXCCHelper *eaCCHelper; // Chart Styler Indicator Helper Class ...
X121CAppDialog eaMainWindow; // EA Main Dialog ...
XCX121SMCStrategy *eaStrategies[]; // Registere Strategies in EA ...
//
// Signalling Controller Conditions ...
bool eaDisableSignalling;
bool eaAllowLongSignalling;
bool eaAllowShortSignalling;
//
// Event Handlers ...
@@ -105,6 +112,10 @@ int OnInit()
return INIT_FAILED;
}
//
// Initial Controller Conditions ...
InitControllerConditions();
//
// Initialize all Requirements ...
if (!InitEA())
@@ -171,18 +182,7 @@ void OnTick()
UpdateGUI();
HandleReportTime();
UpdatePositionsState();
//
// TEST ...
ENUM_XPOI_EVENTS states[];
int statesCount = eaPOI.Update(states);
if (IsValidSize(statesCount))
{
eaAlert.Log("POI Events Happens: " + ToString(statesCount));
}
//
// TODO: Implemetn Tick Processors Algorithm ...
HandleStrategiesOnTick();
}
//
@@ -271,7 +271,7 @@ void OnPositionForceClosed(
*/
void OnSignalRecieved(
XSignal &signal,
XStrategyConditions &conditions //
X121SMCStrategyConditions &conditions //
)
{
//
@@ -425,122 +425,96 @@ bool InitEA()
eaTrader.AddOnForceClosePositionEventHandler(OnPositionForceClosed);
//
// TEST ...
eaPOI = new XCPOI(
_Symbol,
_Period //
);
eaPOI.EnableDrawPOIs();
// eaPOI.AllowDrawSwingLows(false);
// eaPOI.AllowDrawSwingHighs(false);
// eaPOI.AllowDrawBullishFVGs(false);
// eaPOI.AllowDrawBearishFVGs(false);
// eaPOI.AllowDrawSupplyZones(false);
// eaPOI.AllowDrawDemandZones(false);
// eaPOI.AllowDrawMomentumBars(false);
// eaPOI.AllowDrawSupportZones(false);
// eaPOI.AllowDrawRejectionBars(false);
// eaPOI.AllowDrawMarketSessions(false);
// eaPOI.AllowDrawResistanceZones(false);
// eaPOI.AllowDrawBullishOrderBlocks(false);
// eaPOI.AllowDrawBearishOrderBlocks(false);
// Symbols Parsing ...
//
eaPOI.Init();
// Parsers ...
XSymbolParser _symbolParser;
// //
// // Symbols Parsing ...
//
// Single Symbol ...
if (!eaMultiSymbol)
{
//
// Register Strategy ...
// //
// // Parsers ...
// XSymbolParser _symbolParser;
//
// Create Class Instance ...
XCX121SMCStrategy *iX121SMCStrategy;
iX121SMCStrategy = new XCX121SMCStrategy(
_Symbol,
_Period //
);
// //
// // Single Symbol ...
// if (!eaMultiSymbol)
// {
//
ConfigureStrategy(iX121SMCStrategy);
RegisterStrategy(iX121SMCStrategy);
}
//
// Multi Symbol ...
else
{
//
// Parse Symbols ...
string symbols[];
int symbolsCount = SplitContent(
symbols,
eaSymbols //
);
result = IsValidSize(symbolsCount);
if (!result)
{
return result;
}
// //
// // Register Strategy ...
// }
// //
// // Multi Symbol ...
// else
// {
// //
// // Parse Symbols ...
// string symbols[];
// int symbolsCount = SplitContent(
// symbols,
// eaSymbols //
// );
// result = IsValidSize(symbolsCount);
// if (!result)
// {
// return result;
// }
//
for (int i = 0; i < symbolsCount; i++)
{
//
// Select Symbol ...
string iSymbol = symbols[i];
// //
// for (int i = 0; i < symbolsCount; i++)
// {
// //
// // Select Symbol ...
// string iSymbol = symbols[i];
//
// Register Strategy Based On Symbol ...
// //
// // Register Strategy Based On Symbol ...
//
// Parse Symbol ...
bool isEURUSD = _symbolParser.IsEURUSD(_Symbol);
bool isGBPUSD = _symbolParser.IsGBPUSD(_Symbol);
bool isEURGBP = _symbolParser.IsEURGBP(_Symbol);
bool isUSDCHF = _symbolParser.IsUSDCHF(_Symbol);
bool isEURCHF = _symbolParser.IsEURCHF(_Symbol);
bool isUSDJPY = _symbolParser.IsUSDJPY(_Symbol);
bool isEURJPY = _symbolParser.IsEURJPY(_Symbol);
bool isUSDCAD = _symbolParser.IsUSDCAD(_Symbol);
bool isEURCAD = _symbolParser.IsEURCAD(_Symbol);
bool isAUDUSD = _symbolParser.IsAUDUSD(_Symbol);
bool isEURAUD = _symbolParser.IsEURAUD(_Symbol);
bool isNZDUSD = _symbolParser.IsNZDUSD(_Symbol);
bool isEURNZD = _symbolParser.IsEURNZD(_Symbol);
// //
// // Parse Symbol ...
// bool isEURUSD = _symbolParser.IsEURUSD(_Symbol);
// bool isGBPUSD = _symbolParser.IsGBPUSD(_Symbol);
// bool isEURGBP = _symbolParser.IsEURGBP(_Symbol);
// bool isUSDCHF = _symbolParser.IsUSDCHF(_Symbol);
// bool isEURCHF = _symbolParser.IsEURCHF(_Symbol);
// bool isUSDJPY = _symbolParser.IsUSDJPY(_Symbol);
// bool isEURJPY = _symbolParser.IsEURJPY(_Symbol);
// bool isUSDCAD = _symbolParser.IsUSDCAD(_Symbol);
// bool isEURCAD = _symbolParser.IsEURCAD(_Symbol);
// bool isAUDUSD = _symbolParser.IsAUDUSD(_Symbol);
// bool isEURAUD = _symbolParser.IsEURAUD(_Symbol);
// bool isNZDUSD = _symbolParser.IsNZDUSD(_Symbol);
// bool isEURNZD = _symbolParser.IsEURNZD(_Symbol);
//
// Check Symbol Can Register or not ...
bool canRegisterStrategy = true;
// //
// // Check Symbol Can Register or not ...
// bool canRegisterStrategy = true;
//
if (canRegisterStrategy)
{
//
// Create Class Instance ...
XCX121SMCStrategy *iX121SMCStrategy;
iX121SMCStrategy = new XCX121SMCStrategy(
iSymbol,
_Period //
);
// //
// if (canRegisterStrategy)
// {
// //
// // Create Class Instance ...
// XCX121SMCStrategy *iX121SMCStrategy;
// iX121SMCStrategy = new XCX121SMCStrategy(
// iSymbol,
// _Period //
// );
// //
// // Configuere Strategy ...
// // iX121SMCStrategy.DrawImportantAreas(false);
// // iX121SMCStrategy.AddXSignalEventHandler(OnSignalRecieved);
// // //
// // // Configure Alerts ...
// // iX121SMCStrategy.SetAlertPrefix(eaLogTag);
// // iX121SMCStrategy.SetAlertEnableAlerts(eAEnableAlerts);
// // iX121SMCStrategy.SetAlertLogAlerts(eALogAlerts);
// // iX121SMCStrategy.SetAlertMailAlerts(eAMailAlerts);
// // iX121SMCStrategy.SetAlertPushAlerts(eAPushAlerts);
// // iX121SMCStrategy.SetAlertTerminalAlerts(eATerminalAlerts);
// //
// // Register Strategy ...
// RegisterStrategy(iX121SMCStrategy);
// }
// }
// }
//
// Register Strategy ...
ConfigureStrategy(iX121SMCStrategy);
RegisterStrategy(iX121SMCStrategy);
}
}
}
//
return result;
@@ -557,10 +531,6 @@ void DestroyEA()
//
delete eaAlert;
//
// TEST ...
delete eaPOI;
}
/**
@@ -724,8 +694,63 @@ void HandleReportTime()
}
}
/**
* Initial EA Controller Conditions ...
*/
void InitControllerConditions()
{
//
// Signalling Conditions ...
eaAllowLongSignalling = eaAllowLong;
eaAllowShortSignalling = eaAllowShort;
//
eaDisableSignalling = !eaAllowLongSignalling &&
!eaAllowShortSignalling;
}
//
/**
* Configure Startegy ...
*/
void ConfigureStrategy(XCX121SMCStrategy *&strategy)
{
//
if (strategy == NULL)
{
return;
}
//
// Configure Alerts ...
strategy.SetAlertPrefix(eaLogTag);
strategy.SetAlertLogAlerts(eALogAlerts);
strategy.SetAlertMailAlerts(eAMailAlerts);
strategy.SetAlertPushAlerts(eAPushAlerts);
strategy.SetAlertEnableAlerts(eAEnableAlerts);
strategy.SetAlertTerminalAlerts(eATerminalAlerts);
//
// Confiugre Signalling ...
//
strategy.AllowLong(eaAllowLongSignalling);
strategy.AllowShort(eaAllowShortSignalling);
//
if (eaDisableSignalling)
{
strategy.Disable();
}
else
{
strategy.Enable();
}
//
}
/**
* Register an Strategy in EA ...
*
@@ -749,4 +774,45 @@ void RegisterStrategy(XCX121SMCStrategy *strategy)
eaStrategies[ArraySize(eaStrategies) - 1] = strategy;
}
/**
* Re Configure All Registered Strategies ...
*/
void ReConfigureAllStrategies()
{
//
int count = ArraySize(eaStrategies);
if (!IsValidSize(count))
{
return;
}
//
for (int i = 0; i < count; i++)
{
//
ConfigureStrategy(eaStrategies[i]);
}
}
/**
* Call all Registered Strategies On Tick ...
*/
void HandleStrategiesOnTick()
{
//
int count = ArraySize(eaStrategies);
if (!IsValidSize(count))
{
return;
}
//
for (int i = 0; i < count; i++)
{
//
// Call Tick Handler Function ...
eaStrategies[i].HandleTick();
}
}
//