This commit is contained in:
2025-02-09 10:00:14 +03:30
parent 42fec0e906
commit e53ed9a5c0
8 changed files with 3661 additions and 618 deletions
@@ -89,14 +89,6 @@ class XCX121SMCBaseStrategy : public XCBaseAlert
return mPeriod;
}
/**
* Retrieve POI Drawer Instance Pointer ...
**/
XCPOIDrawer *GetDrawer()
{
return mPOIDrawer;
}
/**
* Check Strategy is Disabled or not ...
*
@@ -107,68 +99,6 @@ class XCX121SMCBaseStrategy : public XCBaseAlert
return mForceDisabled;
}
/**
* Get Chart Id ...
*
* @return ( long )
*/
long ChartIdentification()
{
return mChartID;
}
/**
* Set Chart Id ...
*
* @param value: Long ...
*/
void ChartIdentification(long value)
{
//
if (value < 0)
{
value = 0;
}
//
mChartID = value;
if (mPOIDrawer != NULL)
{
mPOIDrawer.ChartIdentification(value);
}
}
/**
* Get Sub Window Id ...
*
* @return ( int )
*/
int SubWindowIdentification()
{
return mSubWindow;
}
/**
* Set Sub Window Id ...
*
* @param value: Integer ...
*/
void SubWindowIdentification(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mSubWindow = value;
if (mPOIDrawer != NULL)
{
mPOIDrawer.SubWindowIdentification(value);
}
}
/**
* Get Signal Volume ...
*
@@ -243,60 +173,6 @@ class XCX121SMCBaseStrategy : public XCBaseAlert
mMaxAllowedSpread = value;
}
/**
* Get Min Required Ticks Verification for Spread Pass ...
*
* @return ( int )
*/
int MinRequiredTicksForSpreadPass()
{
return mMinRequiredTicksForSpreadPass;
}
/**
* Set Min Required Ticks Verification for Spread Pass ...
*
* @param value: Integer ...
*/
void MinRequiredTicksForSpreadPass(int value)
{
//
if (value < 100)
{
value = 100;
}
//
mMinRequiredTicksForSpreadPass = value;
}
/**
* Get Max Allowed Save Ticks ...
*
* @return ( int )
*/
int MaxAllowedSaveTicks()
{
return mMaxAllowedSaveTicks;
}
/**
* Set Max Allowed Save Ticks ...
*
* @param value: Integer ...
*/
void MaxAllowedSaveTicks(int value)
{
//
if (value < 150)
{
value = 150;
}
//
mMaxAllowedSaveTicks = value;
}
/**
* Get Long Signalling State ...
*
@@ -425,7 +301,6 @@ class XCX121SMCBaseStrategy : public XCBaseAlert
//
// Update Last Issued Tick ...
mLastTick = cTick;
SaveTickData();
//
// Check Current Processing Tick has Signal or not ...
@@ -586,11 +461,6 @@ class XCX121SMCBaseStrategy : public XCBaseAlert
// Props ...
//
XCPOIDrawer *mPOIDrawer; // POI Drawer Class ...
CArrayObj mDrawnObjects;
//
XTick mTicks[]; // Hold Ticks Data ...
MqlTick mLastTick; // Last Issued Tick ...
//
@@ -601,81 +471,6 @@ class XCX121SMCBaseStrategy : public XCBaseAlert
//
// Actions ...
/**
* Check Spread Passed for Positions...
*
* @return ( bool )
*/
bool IsSpreadPass()
{
//
bool result = false;
//
double pointValue = GetPoints(mSymbol);
double maxAllowedSpread = MaxAllowedSpread();
int minRequiredTicksVerification = MinRequiredTicksForSpreadPass();
if (maxAllowedSpread > 0)
{
maxAllowedSpread *= pointValue;
}
else
{
maxAllowedSpread = 0;
}
//
result = maxAllowedSpread <= 0
? true
: minRequiredTicksVerification > 0;
if (!result)
{
return result;
}
//
int ticksCount = ArraySize(mTicks);
result = ticksCount >= minRequiredTicksVerification;
if (!result)
{
return result;
}
//
if (maxAllowedSpread > 0)
{
//
int end = -1;
int start = -1;
result = CalculateTicksParams(
start,
end,
minRequiredTicksVerification //
);
if (!result)
{
return result;
}
//
for (int i = start; i < end; i++)
{
//
XTick iTick = mTicks[i];
//
result = iTick.spread <= maxAllowedSpread;
if (!result)
{
break;
}
}
}
//
return result;
}
/**
* Prepare and Normalize Signal for Execution in Strategy ...
*
@@ -751,126 +546,6 @@ class XCX121SMCBaseStrategy : public XCBaseAlert
}
}
//
// Draw Functions ...
/**
* Clear all Drawn Objects ...
*/
void ClearDraws()
{
mDrawnObjects.Clear();
}
/**
* Remove Specified Drawn Object ...
*
* @param name: Object name ...
*/
void RemoveObject(string name)
{
//
if (!IsValid(name))
{
return;
}
//
int count = mDrawnObjects.Total();
if (!IsValidSize(count))
{
return;
}
//
int idx = -1;
for (int i = 0; i < count; i++)
{
//
string iName = ((CChartObject *)mDrawnObjects.At(i)).Name();
string iObjName = NULL;
if (!IsValid(iName))
{
iObjName = ((XCBaseObject *)mDrawnObjects.At(i)).ObjName();
}
//
if ((IsValid(iName) &&
iName == name) ||
(IsValid(iObjName) &&
iObjName == name))
{
//
idx = i;
break;
}
}
//
if (IsValidIndex(idx))
{
mDrawnObjects.Delete(idx);
}
}
/**
* Add Specified Object to Drawn Objects if not Exists ...
*/
void AddObjectIfNotExists(XCBaseObject *object)
{
//
string name = object.ObjName();
//
bool canAdd = true;
int count = mDrawnObjects.Total();
if (IsValidSize(count))
{
//
for (int i = 0; i < count; i++)
{
//
string iName = ((XCBaseObject *)mDrawnObjects.At(i)).ObjName();
//
if (name == iName)
{
//
canAdd = false;
break;
}
}
}
//
if (canAdd)
{
mDrawnObjects.Add(object);
}
}
/**
* Add Specified Objects to Drawn Objects if not Exists ...
*/
void AddObjectsIfNotExists(XCBaseObject *&objects[])
{
//
int count = ArraySize(objects);
if (!IsValidSize(count))
{
return;
}
//
for (int i = 0; i < count; i++)
{
AddObjectIfNotExists(objects[i]);
}
//
Clean(objects);
}
//
// Private ...
private:
@@ -887,13 +562,7 @@ class XCX121SMCBaseStrategy : public XCBaseAlert
double mVolume; // Static Volume Per Trades ...
//
double mMaxAllowedSpread; // Max Allowed Spread ...
int mMinRequiredTicksForSpreadPass; // Min Required Ticks Verification for Spread Pass ...
int mMaxAllowedSaveTicks; // Max Allowed Save Ticks ...
//
long mChartID; // Chart ID ...
int mSubWindow; // Sub Window ID ...
double mMaxAllowedSpread; // Max Allowed Spread ...
//
// On X121 Signal Recieved Event Handler(s) ...
@@ -913,28 +582,6 @@ class XCX121SMCBaseStrategy : public XCBaseAlert
//
R2R(1);
Volume(0.01);
MaxAllowedSaveTicks(150);
MinRequiredTicksForSpreadPass(100);
//
ChartIdentification(0);
SubWindowIdentification(0);
//
// Configure POI Drawer if Required ...
mPOIDrawer = new XCPOIDrawer();
mPOIDrawer.ChartIdentification(0);
mPOIDrawer.SubWindowIdentification(0);
//
mPOIDrawer.DemandZoneFill(false);
mPOIDrawer.SupplyZoneFill(false);
mPOIDrawer.BullishFVGFill(false);
mPOIDrawer.BearishFVGFill(false);
mPOIDrawer.SupportZoneFill(false);
mPOIDrawer.ResistanceZoneFill(false);
mPOIDrawer.BullishOrderBlockFill(false);
mPOIDrawer.BearishOrderBlockFill(false);
//
string symbol = Symbol();
@@ -966,15 +613,12 @@ class XCX121SMCBaseStrategy : public XCBaseAlert
void DeInit()
{
//
ZeroMemory(mPOIDrawer);
ZeroMemory(mBarAnalyser);
//
delete mPOIDrawer;
delete mBarAnalyser;
//
Clean(mTicks);
Clean(mSignalEventHandlers);
//
@@ -989,90 +633,6 @@ class XCX121SMCBaseStrategy : public XCBaseAlert
mBarTracker.Clean();
}
/**
* Add new Tick Data to Collection ...
*/
void SaveTickData()
{
//
XTick tick;
bool isInited = tick.Init(mSymbol);
if (!isInited)
{
return;
}
//
int beforeCount = ArraySize(mTicks);
//
AddRef(
tick,
mTicks //
);
//
int afterCount = ArraySize(mTicks);
//
bool isAdded = afterCount == beforeCount + 1;
if (isAdded)
{
//
// Cleaning Up Unused Items ...
int maxAllowed = MaxAllowedSaveTicks();
CleanupArray(
mTicks,
maxAllowed //
);
}
}
/**
* Calculate Ticks Param for Looping through Last n items ...
*
* @param start: Integer Reference to Start ...
* @param end: Integer Reference to End ...
* @param numOfLastTicks: Integer Max Number of Required N Last Ticks ...
*/
bool CalculateTicksParams(
int &start,
int &end,
int numOfLastTicks = 5 //
)
{
//
bool result = 0;
//
start = -1;
end = -1;
//
int count = ArraySize(mTicks);
//
start = count - numOfLastTicks;
if (start < 0)
{
start = 0;
}
//
end = start + numOfLastTicks;
if (end > count)
{
end = count;
}
//
result = IsValidIndex(start) &&
IsValidIndex(end);
//
return result;
}
//
};
@@ -25,7 +25,6 @@
//
#include "../../Classes/x-saherelm.x-alert.class.mq5"
#include "../../Classes/x-saherelm.x-bar.analyser.class.mq5"
#include "../../Classes/x-saherelm.x-poi.drawer.class.mq5"
#include "../../Classes/x-saherelm.x-trade.class.mq5"
#include "../Libraries/x-121.smc.lib.mq5"
@@ -1639,9 +1638,6 @@ class XC121SMCTradeHandler : public XCBaseAlert
Clean(mSymbolInfos);
Clean(mLastExecutedSignals);
//
delete mDrawer;
//
delete mTrader;
delete mCollector;
@@ -2220,32 +2216,6 @@ class XC121SMCTradeHandler : public XCBaseAlert
mHedgeingMinRequiredProfitPerVolumeStep = value;
}
/**
* Get POI Drawer instance Pointer ...
*/
XCPOIDrawer *GetDrawer()
{
return mDrawer;
}
/**
* Get POI Drawer instance Pointer ...
*/
void SetDrawer(XCPOIDrawer *drawer)
{
mDrawer = drawer;
}
/**
* Check Darwer Exists Before Draw anything ...
*
* @return ( bool )
*/
bool CanDraw()
{
return mDrawer != NULL;
}
//
// Actions ...
@@ -3175,12 +3145,6 @@ class XC121SMCTradeHandler : public XCBaseAlert
//
// Add XTradeHandler Data ...
Add(signal);
if (CanDraw())
{
//
XCSignalObject *iObj;
mDrawer.DrawSignal(signal, iObj);
}
//
// Handle Last Executed Signal ...
@@ -3281,12 +3245,6 @@ class XC121SMCTradeHandler : public XCBaseAlert
//
// Add XTradeHandler Data ...
Add(signal);
if (CanDraw())
{
//
XCSignalObject *iObj;
mDrawer.DrawSignal(signal, iObj);
}
//
// Handle Last Executed Signal ...
@@ -3895,9 +3853,6 @@ class XC121SMCTradeHandler : public XCBaseAlert
double mHedgingMinVolumeStep; // Minimum Volume Step for Hedging ...
double mHedgeingMinRequiredProfitPerVolumeStep; // Minimum Required Profit Per Volume Step for Hedging ...
//
XCPOIDrawer *mDrawer;
//
// Common Functions ...
+4 -60
View File
@@ -475,7 +475,7 @@ class XC121SMCExpert : public XCBaseExpert
/**
* Set Static Balance for Calculate Trade Volume ...
*
* @param value: Argument 1
* @param value: Argument 1
*/
void StaticBalance(double value)
{
@@ -502,7 +502,7 @@ class XC121SMCExpert : public XCBaseExpert
/**
* Set Balance Used In Each Trade ...
*
* @param value: Argument 1
* @param value: Argument 1
*/
void BalancePerTrade(double value)
{
@@ -1004,36 +1004,6 @@ class XC121SMCExpert : public XCBaseExpert
//
Alert(msg);
//
// Draw Signals and Conditions ...
if (eaDrawer != NULL)
{
//
XCBaseObject *objects[];
XCSignalObject *signalObject;
bool isCreated = eaDrawer.DrawSignal(
signal,
signalObject //
);
// DrawX121SMCStrategyConditions(
// conditions,
// objects,
// eaDrawer,
// true, // draw Market Structure ...
// true, // Draw Price Zones ...
// true // Draw Decision Zones ...
// );
//
Add(
(XCBaseObject *)signalObject,
objects //
);
//
Clean(objects);
}
}
//
@@ -1259,7 +1229,6 @@ class XC121SMCExpert : public XCBaseExpert
//
// Parsers ...
XSymbolParser _symbolParser;
eaDrawer = NULL;
//
// Single Symbol ...
@@ -1276,14 +1245,6 @@ class XC121SMCExpert : public XCBaseExpert
_Period //
);
//
if (eaDrawer == NULL)
{
//
eaDrawer = iX121SMCStrategy
.GetDrawer();
}
//
iX121SMCStrategy.AddXSignalEventHandler(OnSignalEventListener);
@@ -1349,14 +1310,6 @@ class XC121SMCExpert : public XCBaseExpert
_Period //
);
//
if (eaDrawer == NULL)
{
//
eaDrawer = iX121SMCStrategy
.GetDrawer();
}
//
iX121SMCStrategy.AddXSignalEventHandler(OnSignalEventListener);
@@ -1371,12 +1324,6 @@ class XC121SMCExpert : public XCBaseExpert
Clean(symbols);
}
//
if (eaDrawer != NULL)
{
mTradeHandler.SetDrawer(eaDrawer);
}
//
return result;
}
@@ -1830,8 +1777,8 @@ class XC121SMCExpert : public XCBaseExpert
strategy.AllowLong(AllowLong());
strategy.AllowShort(AllowShort());
strategy.MaxAllowedSpread(20);
strategy.MaxAllowedSaveTicks(150);
strategy.MinRequiredTicksForSpreadPass(100);
// strategy.MaxAllowedSaveTicks(150);
// strategy.MinRequiredTicksForSpreadPass(100);
//
if (Disabled())
@@ -1978,9 +1925,6 @@ class XC121SMCExpert : public XCBaseExpert
double mHedgingMinVolumeStep; // Minimum Volume Step for Hedging ...
double mHedgeingMinRequiredProfitPerVolumeStep; // Minimum Required Profit Per Volume Step for Hedging ...
//
XCPOIDrawer *eaDrawer; // EA Drawer ...
//
double CalculateAdditionalVolumeMultiplier(XSignal &signal)
{
+32 -32
View File
@@ -30,7 +30,7 @@ bool DetectX121SMCGuards(
string provider, // Provider ...
X121SMCGuard &guards[],
const XPosition &positions[],
XC121SMCCycleHelper *triggerCycleHelper,
// XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
@@ -80,8 +80,8 @@ bool DetectX121SMCGuards(
}
//
string symbol = triggerCycleHelper.GetSymbol();
ENUM_TIMEFRAMES period = triggerCycleHelper.GetPeriod();
string symbol = decisionCycleHelper.GetSymbol();
ENUM_TIMEFRAMES period = decisionCycleHelper.GetPeriod();
//
XPosition ownPositions[];
@@ -222,20 +222,20 @@ bool DetectX121SMCGuards(
//
// Trigger ...
ENUM_XPOI_EVENTS triggerPoiEvents[];
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
X121SMCCycleConditions triggerConditions;
result = triggerCycleHelper.GetConditions(
triggerCycleEvents,
triggerPoiEvents,
triggerConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
// ENUM_XPOI_EVENTS triggerPoiEvents[];
// ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
// X121SMCCycleConditions triggerConditions;
// result = triggerCycleHelper.GetConditions(
// triggerCycleEvents,
// triggerPoiEvents,
// triggerConditions,
// zIndex,
// loopback //
// );
// if (!result)
// {
// return result;
// }
//
// Decision ...
@@ -324,7 +324,7 @@ bool DetectX121SMCGuards(
//
// Cycles POI States ...
XPOIState triggerState = triggerConditions.state;
// XPOIState triggerState = triggerConditions.state;
XPOIState decisionState = decisionConditions.state;
XPOIState analyseState = analyseConditions.state;
XPOIState verificationState = verificationConditions.state;
@@ -333,7 +333,7 @@ bool DetectX121SMCGuards(
//
// Cycle X121Conditions ...
X121Conditions triggerXConditions = triggerConditions.x121Conditions;
// X121Conditions triggerXConditions = triggerConditions.x121Conditions;
X121Conditions decisionXConditions = decisionConditions.x121Conditions;
X121Conditions analyseXConditions = analyseConditions.x121Conditions;
X121Conditions verificationXConditions = verificationConditions.x121Conditions;
@@ -362,15 +362,15 @@ bool DetectX121SMCGuards(
//
double upper = 0;
double lower = 0;
hasConsolidationZone =
triggerCycleHelper
.mBarAnalyser
.IsConsolidate(
cBar,
upper,
lower,
consolidationLoopback //
);
// hasConsolidationZone =
// triggerCycleHelper
// .mBarAnalyser
// .IsConsolidate(
// cBar,
// upper,
// lower,
// consolidationLoopback //
// );
//
if (hasConsolidationZone)
@@ -406,8 +406,8 @@ bool DetectX121SMCGuards(
IsBearish(x121SMCConsolidationZone.breakDirection);
//
consolidationZoneUpper = triggerXConditions.peaksBuffer[1];
consolidationZoneLower = triggerXConditions.valesBuffer[1];
// consolidationZoneUpper = triggerXConditions.peaksBuffer[1];
// consolidationZoneLower = triggerXConditions.valesBuffer[1];
//
if (isConsolidationZoneBreaked)
@@ -1222,8 +1222,8 @@ bool DetectX121SMCGuards(
Clean(ownPositions);
Clean(ownLongPositions);
Clean(ownShortPositions);
Clean(triggerPoiEvents);
Clean(triggerCycleEvents);
// Clean(triggerPoiEvents);
// Clean(triggerCycleEvents);
Clean(decisionPoiEvents);
Clean(decisionCycleEvents);
Clean(analysePoiEvents);
-1
View File
@@ -35,7 +35,6 @@
const string X121SMCStrategyToken = "X121SMC";
//
const string X121SMCXOBSToken = "X121XOBS";
const string X121SMCXSupDemOBSToken = "X121XSupDemOBS";
//
@@ -3289,7 +3289,7 @@ bool DetectX121SMCXSupDemOBSSignalTrigger(
//
// Cycle X121Conditions ...
X121Conditions decisionXConditions = decisionConditions.x121Conditions;
// X121Conditions decisionXConditions = decisionConditions.x121Conditions;
//
// Trigger Conditions ...
@@ -3297,43 +3297,43 @@ bool DetectX121SMCXSupDemOBSSignalTrigger(
//
// Slopes ...
//
bool isRsiSlopeBullish = decisionXConditions.isRsiSlopeBullish;
bool isStrSlopeBullish = decisionXConditions.isStrSlopeBullish;
bool isAtrUpperSlopeBullish = decisionXConditions.isAtrUpperSlopeBullish;
bool isAtrLowerSlopeBullish = decisionXConditions.isAtrLowerSlopeBullish;
bool isVwapFastSlopeBullish = decisionXConditions.isVwapFastSlopeBullish;
bool isVwapMidSlopeBullish = decisionXConditions.isVwapMidSlopeBullish;
bool isVwapSlowSlopeBullish = decisionXConditions.isVwapSlowSlopeBullish;
// //
// bool isRsiSlopeBullish = decisionXConditions.isRsiSlopeBullish;
// bool isStrSlopeBullish = decisionXConditions.isStrSlopeBullish;
// bool isAtrUpperSlopeBullish = decisionXConditions.isAtrUpperSlopeBullish;
// bool isAtrLowerSlopeBullish = decisionXConditions.isAtrLowerSlopeBullish;
// bool isVwapFastSlopeBullish = decisionXConditions.isVwapFastSlopeBullish;
// bool isVwapMidSlopeBullish = decisionXConditions.isVwapMidSlopeBullish;
// bool isVwapSlowSlopeBullish = decisionXConditions.isVwapSlowSlopeBullish;
//
bool isRsiSlopeBearish = decisionXConditions.isRsiSlopeBearish;
bool isStrSlopeBearish = decisionXConditions.isStrSlopeBearish;
bool isAtrUpperSlopeBearish = decisionXConditions.isAtrUpperSlopeBearish;
bool isAtrLowerSlopeBearish = decisionXConditions.isAtrLowerSlopeBearish;
bool isVwapFastSlopeBearish = decisionXConditions.isVwapFastSlopeBearish;
bool isVwapMidSlopeBearish = decisionXConditions.isVwapMidSlopeBearish;
bool isVwapSlowSlopeBearish = decisionXConditions.isVwapSlowSlopeBearish;
// //
// bool isRsiSlopeBearish = decisionXConditions.isRsiSlopeBearish;
// bool isStrSlopeBearish = decisionXConditions.isStrSlopeBearish;
// bool isAtrUpperSlopeBearish = decisionXConditions.isAtrUpperSlopeBearish;
// bool isAtrLowerSlopeBearish = decisionXConditions.isAtrLowerSlopeBearish;
// bool isVwapFastSlopeBearish = decisionXConditions.isVwapFastSlopeBearish;
// bool isVwapMidSlopeBearish = decisionXConditions.isVwapMidSlopeBearish;
// bool isVwapSlowSlopeBearish = decisionXConditions.isVwapSlowSlopeBearish;
//
bool isSlopesBullish =
isRsiSlopeBullish &&
isStrSlopeBullish &&
isAtrUpperSlopeBullish &&
isAtrLowerSlopeBullish &&
isVwapFastSlopeBullish &&
isVwapMidSlopeBullish &&
isVwapSlowSlopeBullish;
// //
// bool isSlopesBullish =
// isRsiSlopeBullish &&
// isStrSlopeBullish &&
// isAtrUpperSlopeBullish &&
// isAtrLowerSlopeBullish &&
// isVwapFastSlopeBullish &&
// isVwapMidSlopeBullish &&
// isVwapSlowSlopeBullish;
//
bool isSlopesBearish =
isRsiSlopeBearish &&
isStrSlopeBearish &&
isAtrUpperSlopeBearish &&
isAtrLowerSlopeBearish &&
isVwapFastSlopeBearish &&
isVwapMidSlopeBearish &&
isVwapSlowSlopeBearish;
// //
// bool isSlopesBearish =
// isRsiSlopeBearish &&
// isStrSlopeBearish &&
// isAtrUpperSlopeBearish &&
// isAtrLowerSlopeBearish &&
// isVwapFastSlopeBearish &&
// isVwapMidSlopeBearish &&
// isVwapSlowSlopeBearish;
//
double point = conditions.point;
@@ -3390,7 +3390,7 @@ bool DetectX121SMCXSupDemOBSSignalTrigger(
//
decisionState.Clean();
decisionConditions.Clean();
decisionXConditions.Clean();
// decisionXConditions.Clean();
//
return result;
@@ -3413,8 +3413,8 @@ bool DetectX121SMCXSupDemOBSSignalTrigger(
);
//
double iAtr = decisionConditions.x121Conditions.atrBuffer[1];
iAtr *= 1.5;
double iAtr = 0; // decisionConditions.x121Conditions.atrBuffer[1];
// iAtr *= 1.5;
//
double slsMin = GetMin(sls);
@@ -3448,7 +3448,7 @@ bool DetectX121SMCXSupDemOBSSignalTrigger(
//
decisionState.Clean();
decisionConditions.Clean();
decisionXConditions.Clean();
// decisionXConditions.Clean();
//
return result;