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This commit is contained in:
saherelm
2024-06-14 05:39:49 +03:30
parent a525a2e2cd
commit e12f7f72c5
7 changed files with 655 additions and 97 deletions
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Classes/x-saherelm.x121.setup.class.mq5
+243 -25
View File
@@ -25,9 +25,8 @@
//
#include "../Libraries/x-saherelm.xtrade.lib.mq5"
//
#include "../Classes/x-saherelm.xalert.class.mq5"
#include "../Classes/x-saherelm.xczone.class.mq5"
//
#include "../Helpers/x-saherelm.xtd.helper.mq5"
@@ -727,6 +726,30 @@ struct X121SignalGenerator
{
//
string version;
double hotLevels[];
//
// Constructor ...
void X121SignalGenerator()
{
//
Add(
0.25,
hotLevels //
);
//
Add(
0.20,
hotLevels //
);
//
Add(
0.15,
hotLevels //
);
}
//
// Retrieve OSC Based Long Verifications ...
@@ -1326,8 +1349,8 @@ struct X121SignalGenerator
result =
//
pusher >= 1 &&
!isOSCShortVerified &&
bullishScore > bearishScore * 2 &&
// !isOSCShortVerified &&
// bullishScore > bearishScore * 2 &&
(
//
long1
@@ -1923,8 +1946,8 @@ struct X121SignalGenerator
result =
//
pusher >= 1 &&
!isOSCLongVerified &&
bearishScore > bullishScore * 2 &&
// !isOSCLongVerified &&
// bearishScore > bullishScore * 2 &&
(
//
short1
@@ -2014,7 +2037,7 @@ struct X121SignalGenerator
//
// TODO Filter ...
result = provider == ToString(PROVIDER_XVLM);
result = true; // provider == ToString(PROVIDER_XVLM);
//
return result;
@@ -2033,7 +2056,7 @@ struct X121SignalGenerator
//
// TODO Filter ...
result = provider == ToString(PROVIDER_XVLM);
result = true; // provider == ToString(PROVIDER_XVLM);
//
return result;
@@ -2186,6 +2209,39 @@ struct X121SignalGenerator
return result;
}
//
// Calculate Ticks Zone ...
XSCZones *zones = new XSCZones(
signal.symbol,
signal.period //
);
//
XSCZonesInput zonesInput;
zonesInput.length = 71;
zonesInput.numberOfZones = 10;
//
zonesInput.AddLevelColor(
hotLevels[0],
clrRed //
);
zonesInput.AddLevelColor(
hotLevels[1],
clrOrange //
);
zonesInput.AddLevelColor(
hotLevels[2],
clrLightCoral //
);
//
bool canUseZones = zones.Init(zonesInput);
if (canUseZones)
{
signal.zones = zones;
}
//
// Generate Support Signals ...
if (_useSupport)
@@ -2203,40 +2259,202 @@ struct X121SignalGenerator
//
void GenerateSupportSignals(
XSignal &signal // Source Signal for Support Generating ...
) {
)
{
//
// Validate Signal ...
if (!signal.IsValid()) {
if (!signal.IsValid())
{
return;
}
//
// Retrieve Signal Direction ...
bool isLong = IsLong(signal.type);
//
bool canUseZones = signal.zones != NULL;
//
// Check Signal Has TP and SL ...
if (signal.tp > 0 && signal.sl > 0) {
if (signal.tp > 0 && signal.sl > 0)
{
//
// Here we Can Provide Orders based on Signal TP and SL ...
//
// Retrieve Signal Direction ...
bool isLong = IsLong(signal.type);
//
// Calculate TP/Entry Distance ...
double tpDistance =
isLong
? signal.tp - signal.entry
: signal.entry - signal.tp;
double tpDistance =
isLong
? signal.tp - signal.entry
: signal.entry - signal.tp;
//
// Calculate Recovery Zone Step ...
double slDistance =
isLong
? signal.entry - signal.sl
: signal.sl - signal.entry;
? signal.entry - signal.sl
: signal.sl - signal.entry;
}
//
// Add Zone Based Signals ...
if (canUseZones)
{
//
// Calculate Ticks Zone ...
// signal.zones.DrawZones();
//
// Try to Find a Hot Level based on Signal Direction
// as Resistance ...
//
XSignal rSignal; // Recovery Signal ...
//
double rSL = 0; // Recovery Stop Loss ...
double rTP = 0; // Recovery Take Profit ...
double rEntry = 0; // Recovery Entry Point ...
double rVolume = signal.volume * 2; // Recovery Volume ...
ENUM_POSITION_TYPE rType; // Recovery Signal Type ...
ENUM_X_ORDER_MODES rMode; // Recovery Signal Mode ...
bool isSignalPrepared = false; // Check Signal Preparation Succeed ...
//
double onePointValue = PointToPrice(1, signal.symbol);
//
for (int i = 0; i < signal.zones.CountZones(); i++)
{
//
// Retrieve Indexed Zone ...
XSCZone *iZone = signal.zones.GetZone(i);
//
// Check Zone is Hot Zone or not ...
bool isHotZone = false;
for (int j = 0; j < ArraySize(hotLevels); j++)
{
//
isHotZone = (iZone.percent / 100 >= hotLevels[j]);
if (isHotZone)
{
break;
}
}
//
// Prevent Moving Forward if there isn't Hot Zone ...
if (!isHotZone)
{
continue;
}
//
if (iZone.high > signal.entry && iZone.low > signal.entry)
{
//
// Here we can Use Resistance Zone as SL Recovery for
// Short Positions ...
if (!isLong &&
(signal.sl <= 0
? true
: iZone.high < signal.sl && iZone.low < signal.sl))
{
//
// Opposit Support on Resistance Upper ...
//
rTP = signal.sl <= 0
? iZone.high - (onePointValue * 15)
: signal.sl;
rSL = signal.entry;
rType = POSITION_TYPE_BUY;
rEntry = iZone.high + (onePointValue * 2);
rMode = X_ORDER_MODE_STOP;
//
isSignalPrepared = rSignal.Prepare(
signal.symbol,
signal.provider,
signal.period,
rType,
rMode,
rEntry,
rVolume,
rSL,
rTP //
);
if (isSignalPrepared)
{
//
AddRef(
rSignal,
signal.supports //
);
//
rSignal.Clean();
//
rSL = 0;
rTP = 0;
rEntry = 0;
isSignalPrepared = false;
}
//
// Support Directional on Resistance Lower ...
//
rTP = signal.entry;
rSL = signal.sl <= 0
? signal.entry - (onePointValue * 15)
: signal.sl;
rEntry = iZone.low - (onePointValue * 2);
rVolume = signal.volume * 3;
rType = POSITION_TYPE_SELL;
rMode = X_ORDER_MODE_LIMIT;
//
isSignalPrepared = rSignal.Prepare(
signal.symbol,
signal.provider,
signal.period,
rType,
rMode,
rEntry,
rVolume,
rSL,
rTP //
);
if (isSignalPrepared)
{
//
AddRef(
rSignal,
signal.supports //
);
//
rSignal.Clean();
//
rSL = 0;
rTP = 0;
rEntry = 0;
isSignalPrepared = false;
rVolume = signal.volume * 2;
}
}
}
//
if (iZone.high < signal.entry && iZone.low < signal.entry)
{
//
}
}
}
}
Classes/x-saherelm.x121.setup.xea.mq5
+39 -53
View File
@@ -25,7 +25,6 @@
//
#include "../Classes/x-saherelm.xea.class.mq5"
#include "../Classes/x-saherelm.xczone.class.mq5"
#include "../Classes/x-saherelm.x121.setup.cycle.class.mq5"
//
@@ -1263,9 +1262,13 @@ public:
// Check Final Bullish and Bearish Score ...
bool isScorePassed =
//
IsLong(cSignal.type)
? mBullishScore > (mBearishScore * 2)
: mBearishScore > (mBullishScore * 2)
true
// isLong
// ? mBearishScore > mBullishScore
// : mBullishScore > mBearishScore
// isLong
// ? mBullishScore > (mBearishScore * 2)
// : mBearishScore > (mBullishScore * 2)
//
;
@@ -1312,9 +1315,13 @@ public:
// Check Final Bullish and Bearish Score ...
bool isScorePassed =
//
IsLong(cSignal.type)
? mBullishScore > (mBearishScore * 2)
: mBearishScore > (mBullishScore * 2)
true
// isLong
// ? mBearishScore > mBullishScore
// : mBullishScore > mBearishScore
// isLong
// ? mBullishScore > (mBearishScore * 2)
// : mBearishScore > (mBullishScore * 2)
//
;
@@ -1361,9 +1368,13 @@ public:
// Check Final Bullish and Bearish Score ...
bool isScorePassed =
//
IsLong(cSignal.type)
? mBullishScore > (mBearishScore * 2)
: mBearishScore > (mBullishScore * 2)
true
// isLong
// ? mBearishScore > mBullishScore
// : mBullishScore > mBearishScore
// isLong
// ? mBullishScore > (mBearishScore * 2)
// : mBearishScore > (mBullishScore * 2)
//
;
@@ -1410,9 +1421,13 @@ public:
// Check Final Bullish and Bearish Score ...
bool isScorePassed =
//
IsLong(cSignal.type)
? mBullishScore > (mBearishScore * 2)
: mBearishScore > (mBullishScore * 2)
true
// isLong
// ? mBearishScore > mBullishScore
// : mBullishScore > mBearishScore
// isLong
// ? mBullishScore > (mBearishScore * 2)
// : mBearishScore > (mBullishScore * 2)
//
;
@@ -1459,9 +1474,13 @@ public:
// Check Final Bullish and Bearish Score ...
bool isScorePassed =
//
IsLong(cSignal.type)
? mBullishScore > (mBearishScore * 2)
: mBearishScore > (mBullishScore * 2)
true
// isLong
// ? mBearishScore > mBullishScore
// : mBullishScore > mBearishScore
// isLong
// ? mBullishScore > (mBearishScore * 2)
// : mBearishScore > (mBullishScore * 2)
//
;
@@ -1632,41 +1651,12 @@ public:
//
// Do all State Management here ...
// //
// // Check State Interval ...
// static datetime lastStateManaged = NULL;
// //
// datetime cTime = TimeCurrent();
// int interval = PeriodSeconds(PERIOD_M3);
// //
// bool canManageState =
// //
// !IsValid(lastStateManaged)
// ? true
// : (int)cTime >= (int)lastStateManaged + interval;
// //
// ;
// if (!canManageState)
// {
// return result;
// }
// //
// lastStateManaged = cTime;
// //
// // Retrieve Account Profit ...
// double profit = mTrader.Profit();
// //
// // Check EQM Orders and Handle Hedging ...
// DoEQMHedge();
//
DoEQMHedge();
//
// Handle Close All Positions on Specific Time ...
HandleEQMCloseOnSpecificTime();
DoEQMCloseOnSpecificTime();
//
// if Returns true, Signal Execution failed ...
@@ -2074,10 +2064,6 @@ private:
//
// EQM Functions ...
//
// Check and Hedge ...
void DoEQMHedge() {}
//
// Remove Untriggered EQM Orders ...
void RemoveEQMOrders()
@@ -2309,7 +2295,7 @@ private:
//
// Handle Close Trades on Specific Time ...
void HandleEQMCloseOnSpecificTime()
void DoEQMCloseOnSpecificTime()
{
//
bool canClose = CanCloseOnTime();
Classes/x-saherelm.xczone.class.mq5
+57 -6
View File
@@ -24,6 +24,7 @@
#include <Arrays/ArrayObj.mqh>
#include <ChartObjects/ChartObjectsShapes.mqh>
#include "../Classes/x-saherelm.base.class.mq5"
#include "../Libraries/x-saherelm.draw.lib.mq5"
#include <ChartObjects/ChartObjectsTxtControls.mqh>
//
@@ -135,6 +136,7 @@ struct XSCZonesInput
tmpLevels //
);
ArraySort(tmpLevels);
ArrayReverse(tmpLevels);
//
// Size of Looping ...
@@ -186,6 +188,7 @@ public:
double high;
double low;
int ticks;
double percent;
//
// Compare Two Zone With Each Other ...
@@ -356,7 +359,7 @@ public:
//
// Find Lowest Value in Range ...
mRangeLow = mLows[ArrayMaximum(mLows)];
mRangeLow = mLows[ArrayMinimum(mLows)];
//
double mRangeSize = GetRange();
@@ -419,10 +422,28 @@ public:
}
}
//
// Calculating Zone Percents ...
for (int i = 0; i < mZones.Total(); i++)
{
//
XSCZone *iZone = mZones.At(i);
//
double percent = CalculateZoneTickPercent(iZone);
iZone.percent = percent;
}
//
mZones.Sort();
}
//
int CountZones()
{
return mZones.Total();
}
//
XSCZone *GetZone(int index)
{
@@ -483,12 +504,24 @@ public:
return result;
}
//
mZones.Sort();
//
int ticksCount = CountTicks();
result = IsValidSize(ticksCount);
if (!result)
{
return result;
}
//
double levels[];
color colors[];
mInputs.RetrieveSortedLevels(
levels,
colors);
colors //
);
int levelsCount = ArraySize(levels);
int colorsCount = ArraySize(colors);
bool canSetLevels = IsValidSize(levelsCount) &&
@@ -526,7 +559,7 @@ public:
//
// Set Default Rectangle Color ...
iRect.Color(defZoneBGColor);
// iRect.Color(defZoneBGColor);
iRect.Fill(true);
//
@@ -548,13 +581,31 @@ public:
iLabel.Color(defZoneLBLColor);
//
double iPercentage = CalculateZoneTickPercent(iZone);
iLabel.Description(ToString(iPercentage) + "%");
iLabel.Description(ToString(iZone.percent) + "%");
//
// Set Levels and Colors if Provided ...
if (canSetLevels) {
if (canSetLevels)
{
//
color iRectColor = defZoneBGColor;
for (int z = 0; z < levelsCount; z++)
{
//
double zLevel = levels[z];
color zColor = colors[z];
//
if (iZone.ticks >= ticksCount * zLevel)
{
//
iRectColor = zColor;
break;
}
}
//
iRect.Color(iRectColor);
}
//
Classes/x-saherelm.xea.class.mq5
+253 -2
View File
@@ -1825,6 +1825,12 @@ public:
return mTrader.GetMagicNumber();
}
//
double GetDrawdownPercent()
{
return mDrawdownPercent;
}
//
void AddOnSignalEventHandler(TOnSignal handler)
{
@@ -1836,9 +1842,66 @@ public:
}
//
double GetDrawdownPercent()
double MinRequiredProfitPerTrade()
{
return mDrawdownPercent;
return mMinRequiredProfitPerTrade;
}
//
void MinRequiredProfitPerTrade(double value)
{
//
if (value < 0)
{
value = 0;
}
//
mMinRequiredProfitPerTrade = value;
}
//
double MinRequiredProfitPerVolumeFactor()
{
return mMinRequiredProfitPerVolumeFactor;
}
//
void MinRequiredProfitPerVolumeFactor(double value)
{
//
if (value < 0)
{
value = 0;
}
//
if (value > 0 && value < 0.01)
{
value = 0.01;
}
//
mMinRequiredProfitPerVolumeFactor = value;
}
//
int RestingAfterHedge()
{
return mRestingAfterHedge;
}
//
void RestingAfterHedge(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mRestingAfterHedge = value;
}
//
@@ -1897,6 +1960,9 @@ public:
//
HandleProfitManageMent();
//
SyncSupports();
//
// First Check For Any Guard Actions ...
// then Handle Guards if Provided ...
@@ -2892,6 +2958,186 @@ protected:
}
}
//
// Search Positions and Remove
// non Exists Positions Support Orders ...
void SyncSupports()
{
//
XOrder orders[];
int ordersCount = mTrader.GetOrders(
orders,
NULL, // All Symbols ...
NULL, // All Providers ...
NULL, // All Periods ...
X_POSITION_TYPE_ALL, // All Types ...
ORDER_STATE_PLACED, // Placed Untriggered Orders ...
true // Filter by Magic ...
);
if (!IsValidSize(ordersCount))
{
return;
}
//
XPosition positions[];
int positionsCount = mTrader.GetPositions(
positions //
);
if (!IsValidSize(positions))
{
//
mTrader.CancelOrders(orders);
return;
}
//
XOrder mustCancel[];
for (int i = 0; i < ordersCount; i++)
{
//
XOrder iOrder = orders[i];
//
// Check Order is Support or not ...
ulong iParentTicket = ExtractSupportedTicket(iOrder.comment);
if (iParentTicket <= 0)
{
continue;
}
//
// We Sure it is support Order ...
XPosition parent;
bool isParentExists = mTrader.GetPosition(
iParentTicket,
parent //
);
if (!isParentExists)
{
//
AddRef(
iOrder,
mustCancel //
);
}
}
//
int mustCancelCount = ArraySize(mustCancel);
if (!IsValidSize(mustCancelCount))
{
return;
}
//
mTrader.CancelOrders(mustCancel);
}
//
// Hedging ...
//
// Check Required Properties Setted for Hedge or not ...
bool AllowHedge()
{
//
bool result = false;
//
result =
//
mMinRequiredProfitPerTrade > 0 &&
mMinRequiredProfitPerVolumeFactor > 0
//
;
//
return result;
}
//
// Check Hedge Conditions is Happens or not ...
// if true doing Hedge ...
bool DoEQMHedge()
{
//
bool result = false;
//
result = AllowHedge();
if (!result)
{
return result;
}
//
XPosition positions[];
int positionsCount = mTrader.GetPositions(positions);
result = IsValidSize(positions);
if (!result)
{
return result;
}
//
// Check At Least One Support Positions Open For Hedging ...
XPosition supports[];
int supportsCount = ExtractSupportPositions(
positions,
supports //
);
result = IsValidSize(supportsCount);
if (!result)
{
return result;
}
//
double profits = SpecifiedCalculatePositionsProfit(positions);
double requiredProfit = SpecifiedCalculateRequiredProfitForHedge(
positions,
mMinRequiredProfitPerTrade,
mMinRequiredProfitPerVolumeFactor //
);
//
result = profits >= requiredProfit;
if (!result)
{
return result;
}
//
string comment = XEQMSupportToken + " Hedge ...";
//
int closed = mTrader.Close(
positions,
comment //
);
result = IsValidSize(closed);
if (!result)
{
return result;
}
//
string message = XEQMSupportToken + " Hedge: " + ToString(profits) + " ...";
//
Alert(message);
//
if (mRestingAfterHedge > 0)
{
Sleep(mRestingAfterHedge * 1000);
}
//
return result;
}
//
// Guards ...
@@ -3447,6 +3693,11 @@ private:
//
// Props ...
//
int mRestingAfterHedge; // Resting Bars After Hedge
double mMinRequiredProfitPerTrade; // Minimum Required Profit for Hedging
double mMinRequiredProfitPerVolumeFactor; // Minimum Required Profit for Hedging Per Velume
//
// Signal Event Listeners ...
TOnSignal mOnSignalEventHandlers[];
Classes/x-saherelm.xtrade.class.mq5
+1
View File
@@ -1304,6 +1304,7 @@ public:
//
int supIndex = i + 1;
string iComment = GenerateSupportTag(ticket);
iSupport.comment = iComment;
//
bool isExecuted = ExecuteSignal(