This commit is contained in:
2024-07-23 12:07:06 +03:30
parent 23d25e3e58
commit d4b6e6df06
3 changed files with 1988 additions and 11 deletions
File diff suppressed because it is too large Load Diff
+66 -11
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@@ -28,6 +28,7 @@
#include "../Helpers/x-saherelm.xcc.helper.mq5"
//
#include "../Strategies/x-saherelm.xdtd.strategy.mq5"
#include "../Strategies/x-saherelm.xtest.strategy.mq5"
//
@@ -45,8 +46,8 @@ int eaMaxAllowedLongs = 0; // Max Allowed Long Positions
int eaMaxAllowedShorts = 0; // Max Allowed Short Positions
//
double eaTPPoint = 200; // Static TP Point
double eaSLPoint = 100; // Static SL Point
input double eaTPPoint = 200; // Static TP Point
input double eaSLPoint = 100; // Static SL Point
//
bool eaIgnoreTP = false; // Ignore TP
@@ -246,7 +247,7 @@ bool InitialEA()
//
// Configure Hedging ...
eaTradeHandler.AllowHedging(true);
eaTradeHandler.AllowHedging(false);
eaTradeHandler.HedgeVolumeFactor(eaVolume);
eaTradeHandler.HedgeMinProfitPerVolumeFactor(0.2);
@@ -272,11 +273,8 @@ bool InitialEA()
bool useXAUUSD = false;
//
bool useXSRBR = false;
bool useXEMRNG = false;
bool useXOBVG = false;
bool useXPVFMC = false;
bool useXTest = true;
bool useXTest = false;
bool useXDTD = false;
//
// EURUSD ...
@@ -287,6 +285,37 @@ bool InitialEA()
// MAGIC NUMBER ...
long magicNumber = eaMagicNumber + 1;
//
// XDTD ...
if (useXDTD)
{
//
XSCXDTDStrategy *eurusdXTDTStrategy;
eurusdXTDTStrategy = new XSCXDTDStrategy(
eurusdSymbol,
PERIOD_M15,
eaVolume,
eaR2R, // R2R ...
eaSlippage,
magicNumber,
true, // Ignore Signal Execution
true, // Use TP SL Point
false, // Use Max
eaTPPoint, // TP
eaSLPoint, // SL
eaIgnoreTP,
eaIgnoreSL,
eaAllowLong,
eaAllowShort,
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts // Max Shorts
);
eurusdXTDTStrategy.SetAlertLogAlerts(true);
eurusdXTDTStrategy.SetAlertEnableAlerts(true);
eurusdXTDTStrategy.AddSignalEventHandler(OnSignalRecieved);
RegisterStrategy(eurusdXTDTStrategy);
}
//
// XTest ...
if (useXTest)
@@ -300,9 +329,9 @@ bool InitialEA()
eaR2R, // R2R ...
eaSlippage,
magicNumber,
true, // Ignore Signal Execution
true, // Use TP SL Point
false, // Use Max
true, // Ignore Signal Execution
true, // Use TP SL Point
false, // Use Max
eaTPPoint, // TP
eaSLPoint, // SL
eaIgnoreTP,
@@ -319,6 +348,32 @@ bool InitialEA()
}
}
//
XSCXDTDStrategy *xTDTStrategy;
xTDTStrategy = new XSCXDTDStrategy(
_Symbol,
_Period,
eaVolume,
eaR2R, // R2R ...
eaSlippage,
eaMagicNumber,
true, // Ignore Signal Execution
true, // Use TP SL Point
false, // Use Max
eaTPPoint, // TP
eaSLPoint, // SL
eaIgnoreTP,
eaIgnoreSL,
eaAllowLong,
eaAllowShort,
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts // Max Shorts
);
xTDTStrategy.SetAlertLogAlerts(true);
xTDTStrategy.SetAlertEnableAlerts(true);
xTDTStrategy.AddSignalEventHandler(OnSignalRecieved);
RegisterStrategy(xTDTStrategy);
//
return result;
}
+875
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@@ -0,0 +1,875 @@
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Class Library
// --------------------------------------
// Name: XSCXDTDStrategy
// Description: provides all based classes for use ...
//
//
// 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 ...
//
// Import(s) Helper(s) ...
#include "../Helpers/x-saherelm.xhk.helper.mq5"
#include "../Helpers/x-saherelm.xpv.helper.mq5"
#include "../Helpers/x-saherelm.xtd.helper.mq5"
#include "../Helpers/x-saherelm.xdon.helper.mq5"
#include "../Helpers/x-saherelm.xvlm.helper.mq5"
#include "../Helpers/x-saherelm.xosc.helper.mq5"
//
// Base Classes ...
#include "../Classes/x-saherelm.xstrategy.class.mq5"
//
// Specific Identifier(s) of XStrategy ...
string XDTDStartegyToken = "XDTD";
//
// XStrategy Class Implementation(s) ...
class XSCXDTDStrategy : public XSCBaseStrategy
{
//
// Public ...
public:
//
// Constructor(s) ...
void XSCXDTDStrategy(
//
// Base ...
string _symbol, // Trading Symbol
ENUM_TIMEFRAMES _period, // Trading TimeFrame
double _volume, // Voluem
double _r2r, // Risk/Reward Ratio
int _slippage, // Trader Slippage
long _magicNumber, // Trader Magic Number
bool _ignoreSignalExecution = false, // Ignore Signal Execution
bool _useTPSLAsPoint = false, // Converts TP and SL by Provided Points
bool _forceMaxTPSLAsPoint = false, // Force Max TP and SL by Provided Points
double _tpPoint = 0, // TP As Point
double _slPoint = 0, // SL As Point
bool _ignoreTP = false, // TP set to 0
bool _ignoreSL = false, // SL set to 0
bool _allowLong = true,
bool _allowShort = true,
int _maxAllowedLongs = 0,
int _maxAllowedShorts = 0 //
) : XSCBaseStrategy(_symbol,
_period,
_volume,
_r2r,
_slippage,
_magicNumber,
_ignoreSignalExecution,
_useTPSLAsPoint,
_forceMaxTPSLAsPoint,
_tpPoint,
_slPoint,
_ignoreTP,
_ignoreSL,
_allowLong,
_allowShort,
_maxAllowedLongs,
_maxAllowedShorts //
)
{
//
SetAlertPrefix(GetTag());
//
PrepareRequirements();
}
//
// Deconstructor ...
void ~XSCXDTDStrategy()
{
//
delete pvHelper;
delete tdHelper;
delete hkHelper;
delete oscHelper;
delete vlmHelper;
delete donHelper;
}
//
// Getter / Setter (s) ...
//
// Overrides ...
//
// Customize Strategy Identifier ...
string GetTag() override
{
return XDTDStartegyToken;
}
//
// Check Conditions For Signal ...
bool HasSignal(
XSignal &signal //
) override
{
//
bool result = false;
//
signal.Clean();
//
double sl = 0;
double tp = 0;
double risk = 0;
double entry = 0;
double reward = 0;
double r2r = R2R();
ENUM_POSITION_TYPE type = POSITION_TYPE_BUY;
ENUM_X_ORDER_MODES mode = X_ORDER_MODE_MARKET;
//
bool hasLong = false;
bool hasShort = false;
//
// Retrieve Conditions ...
//
// XPV ...
XPVConditions pvConditions;
result = pvHelper.GetConditions(pvConditions);
if (!result)
{
return result;
}
//
// XTD ...
XTDConditions tdConditions;
result = tdHelper.GetConditions(tdConditions);
if (!result)
{
return result;
}
//
// XHK ...
XHKConditions hkConditions;
result = hkHelper.GetConditions(hkConditions);
if (!result)
{
return result;
}
//
// XVLM ...
XVLMConditions vlmConditions;
result = vlmHelper.GetConditions(vlmConditions);
if (!result)
{
return result;
}
//
// XDON ...
//
// Open ...
double upperOs[];
double lowerOs[];
ArraySetAsSeries(upperOs, true);
ArraySetAsSeries(lowerOs, true);
donHelper.CopyUpperO(
0,
5,
upperOs //
);
donHelper.CopyLowerO(
0,
5,
lowerOs //
);
//
// Close ...
double upperCs[];
double lowerCs[];
ArraySetAsSeries(upperCs, true);
ArraySetAsSeries(lowerCs, true);
donHelper.CopyUpperC(
0,
5,
upperCs //
);
donHelper.CopyLowerC(
0,
5,
lowerCs //
);
//
// High ...
double upperHs[];
double lowerHs[];
ArraySetAsSeries(upperHs, true);
ArraySetAsSeries(lowerHs, true);
donHelper.CopyUpperH(
0,
5,
upperHs //
);
donHelper.CopyLowerH(
0,
5,
lowerHs //
);
//
// Low ...
double upperLs[];
double lowerLs[];
ArraySetAsSeries(upperLs, true);
ArraySetAsSeries(lowerLs, true);
donHelper.CopyUpperL(
0,
5,
upperLs //
);
donHelper.CopyLowerL(
0,
5,
lowerLs //
);
//
double atr = oscHelper.GetATR(1);
//
double rsis[];
ArraySetAsSeries(rsis, true);
oscHelper.CopyRSI(
0,
3,
rsis //
);
//
// Start Calculations ...
//
double points = GetPoints(mSymbol);
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
// Retrieve Bars ...
//
// Last Bar ...
XOHCL cBar;
result = cBar.Init(
mSymbol,
mPeriod,
cIndex //
);
if (!result)
{
return result;
}
//
// Previous Bar of Last Bar ...
XOHCL pBar;
result = cBar.GetPreviousBar(pBar);
if (!result)
{
return result;
}
//
// Last Swing Low Bar ...
XOHCL lastSwingLow;
result = cBar.FindLastSwingLow(lastSwingLow);
if (!result)
{
return result;
}
//
// Last Swing High Bar ...
XOHCL lastSwingHigh;
result = cBar.FindLastSwingHigh(lastSwingHigh);
if (!result)
{
return result;
}
//
// Retrieve Highest High(s) and Lowest Low(s) ...
//
// Highest High ...
double hh3 = cBar.FindHighest(
3,
MODE_HIGH //
);
//
// Lowest Low ...
double ll3 = cBar.FindLowest(
3,
MODE_LOW //
);
//
// Check Support Exists or Find ...
bool hasSupport = support.IsValid();
if (!hasSupport)
{
//
hasSupport =
//
cBar.HasSupport(support)
//
;
//
if (hasSupport)
{
//
DrawSupport(
support,
ChartID() //
);
//
supportTime = cBar.time;
}
}
//
// Check Resistance Exists or Find ...
bool hasResistance = resistance.IsValid();
if (!hasResistance)
{
//
hasResistance =
//
cBar.HasResistance(resistance)
//
;
//
if (hasResistance)
{
//
DrawResistance(
resistance,
ChartID() //
);
//
resistanceTime = cBar.time;
}
}
//
// For Trend ...
XOHCL tmpHSW[];
XOHCL tmpLSW[];
//
// Detect Bullish/Bearish Patterns and Trends ...
//
// Bullish ...
bool hasBullishPattern = HasBullishPattern(cBar);
bool isBullishTrend = cBar.HasBullishTrend(
tmpHSW,
tmpLSW,
true //
);
//
// Bearish ...
bool hasBearishPattern = HasBearishPattern(cBar);
bool isBearishTrend = cBar.HasBearishTrend(
tmpHSW,
tmpLSW,
false //
);
//
// Detect Conditions ...
// Prepare Required Conditions ...
//
// High Upper => tpp top
// Low Upper => top bottom
//
// High Lower => bottom top
// Low Lower => bottom bottom
//
bool isUpperBandToched = IsValid(upperTouchTime);
if (!isUpperBandToched)
{
//
isUpperBandToched =
//
(cBar.high > upperLs[cIndex])
//
;
}
//
bool isLowerBandToched = IsValid(lowerTouchTime);
if (!isLowerBandToched)
{
//
isLowerBandToched =
//
(cBar.low < lowerHs[cIndex])
//
;
}
//
// Signalling ...
// Looking for Signals Based on Conditions ...
//
if (isLowerBandToched)
{
//
hasLong =
//
hasBullishPattern
//
;
//
if (hasLong)
{
//
type = POSITION_TYPE_BUY;
Print("");
}
}
//
if (isUpperBandToched)
{
//
hasShort =
//
hasBearishPattern
//
;
//
if (hasShort)
{
//
type = POSITION_TYPE_SELL;
Print("");
}
}
//
// Preparing Signals for Execution ...
//
result = hasLong || hasShort;
if (!result)
{
//
CheckSupportValidation();
CheckResistanceValidation();
//
CheckUpperTouchTimeValidation();
CheckLowerTouchTimeValidation();
//
return result;
}
//
if (hasSupport)
{
//
supportTime = NULL;
isSupportTested = false;
RemoveSupport(support);
support.Clean();
}
//
if (hasResistance)
{
//
resistanceTime = NULL;
isResistanceTested = false;
RemoveResistance(resistance);
resistance.Clean();
}
//
// Retrieve Entry Price based on Position Type ...
entry = GetEntry(mSymbol, type);
//
// Calculate TP and SL ...
// based on Strategy ...
CalculateTPSLByPrice(
sl,
tp,
type,
entry,
r2r //
);
//
// Preparing Signal ...
result = signal.Prepare(
mSymbol,
GetTag(),
mPeriod,
type,
mode,
entry,
mVolume,
sl,
tp //
);
//
return result;
}
//
// Protected ...
protected:
//
// Props ...
//
XOHCL support;
XOHCL resistance;
//
// XTD ...
XTDInputs tdInputs;
XSCXTDHelper *tdHelper;
//
// XOSC ...
XOSCInputs oscInputs;
XSCXOSCHelper *oscHelper;
//
// XVLM ...
XVLMInputs vlmInputs;
XSCXVLMHelper *vlmHelper;
//
// XHK ...
XHKInputs hkInputs;
XSCXHKHelper *hkHelper;
//
// XPV ...
XPVInputs pvInputs;
XSCXPVHelper *pvHelper;
//
// XDON ...
XDONInputs donInputs;
XSCXDONHelper *donHelper;
//
// Private ...
private:
//
// Props ...
//
void PrepareRequirements()
{
//
support.Clean();
supportTime = NULL;
isSupportTested = false;
//
resistance.Clean();
resistanceTime = NULL;
isResistanceTested = false;
//
// Prepare XTD ...
tdInputs.Default();
//
tdHelper = new XSCXTDHelper();
tdHelper.Init(
mSymbol,
mPeriod,
tdInputs //
);
//
// Preparing XHK ...
hkInputs.Default();
hkInputs.smoothingLength = 14;
//
hkInputs.drawHikenAshi = false;
hkInputs.drawSmoothedHikenAshi = true;
//
hkHelper = new XSCXHKHelper();
hkHelper.Init(
mSymbol,
mPeriod,
hkInputs //
);
//
// Preparing XPV ...
pvInputs.Default();
//
pvInputs.showPeaksAndVales = true;
pvInputs.showLevels = false;
pvInputs.showConsolidations = false;
pvInputs.showFibo1Levels = false;
pvInputs.showFibo2Levels = false;
pvInputs.showFibo3Levels = true;
pvInputs.showFibo4Levels = false;
pvInputs.showFibo5Levels = false;
//
pvHelper = new XSCXPVHelper();
pvHelper.Init(
mSymbol,
mPeriod,
pvInputs //
);
//
// Preparing XOSC ...
oscInputs.Default();
oscHelper = new XSCXOSCHelper();
oscHelper.Init(
mSymbol,
mPeriod,
oscInputs //
);
//
// Preparing XVLM ...
vlmInputs.Default();
vlmHelper = new XSCXVLMHelper();
vlmHelper.Init(
mSymbol,
mPeriod,
vlmInputs //
);
//
// XDON ...
//
donInputs.Default();
//
donInputs.showLow = true;
donInputs.showHigh = true;
donInputs.showOpen = false;
donInputs.showClose = false;
//
donHelper = new XSCXDONHelper();
donHelper.Init(
mSymbol,
mPeriod,
donInputs //
);
}
//
bool isSupportTested;
datetime supportTime;
void CheckSupportValidation()
{
//
if (!isSupportTested)
{
//
if (support.IsValid() && IsValid(supportTime))
{
//
int age = (int)(((int)(TimeToSeconds(TimeCurrent()) - TimeToSeconds(supportTime))) / PeriodSeconds(mPeriod));
if (age >= 50)
{
//
isSupportTested = false;
supportTime = NULL;
RemoveSupport(support);
support.Clean();
}
}
return;
}
//
XOHCL cBar;
bool isInited = cBar.Init(
mSymbol,
mPeriod,
1 //
);
if (!isInited)
{
return;
}
//
double points = GetPoints(mSymbol);
//
// Find Price Distance ...
double highDiff = MathAbs(cBar.high - support.high);
double lowDiff = MathAbs(cBar.low - support.high);
//
bool isBreaked = MathMax(highDiff, lowDiff) >= 100 * points;
if (!isBreaked)
{
return;
}
//
isSupportTested = false;
RemoveSupport(support);
supportTime = NULL;
support.Clean();
}
//
bool isResistanceTested;
datetime resistanceTime;
void CheckResistanceValidation()
{
//
if (!isResistanceTested)
{
//
if (resistance.IsValid() && IsValid(resistanceTime))
{
//
int age = (int)(((int)(TimeToSeconds(TimeCurrent()) - TimeToSeconds(resistanceTime))) / PeriodSeconds(mPeriod));
if (age >= 50)
{
//
isResistanceTested = false;
resistanceTime = NULL;
RemoveResistance(resistance);
resistance.Clean();
}
}
return;
}
//
XOHCL cBar;
bool isInited = cBar.Init(
mSymbol,
mPeriod,
1 //
);
if (!isInited)
{
return;
}
//
double points = GetPoints(mSymbol);
//
// Find Price Distance ...
double highDiff = MathAbs(cBar.high - resistance.low);
double lowDiff = MathAbs(cBar.low - resistance.low);
//
bool isBreaked = MathMax(highDiff, lowDiff) >= 100 * points;
if (!isBreaked)
{
return;
}
//
isResistanceTested = false;
RemoveResistance(resistance);
resistanceTime = NULL;
resistance.Clean();
}
//
datetime lowerTouchTime;
void CheckLowerTouchTimeValidation() {
//
XOHCL cBar;
bool isInited = cBar.Init(
mSymbol,
mPeriod,
1 //
);
if (!isInited)
{
return;
}
//
}
//
datetime upperTouchTime;
void CheckUpperTouchTimeValidation() {
//
XOHCL cBar;
bool isInited = cBar.Init(
mSymbol,
mPeriod,
1 //
);
if (!isInited)
{
return;
}
}
};
//