saherelm/MQL5Data
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

last ...

Browse Source
This commit is contained in:
saherelm
2024-12-13 04:19:15 +03:30
parent ba69ff18c4
commit f145ef989c
4 changed files with 371 additions and 10 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Helpers/x-saherelm.x121.helper.mq5
+103
View File
@@ -4171,6 +4171,109 @@ class XCX121Helper : public XCBaseHelper
fl5Buffer
//
);
//
// XDON ...
//
// OPEN ...
//
// Upper ...
CopyBuffer(
mHandler,
X121_DON_OPEN_UPPER_LINE,
0,
totalBars,
donOpenUpperBuffer
//
);
//
// Lower ...
CopyBuffer(
mHandler,
X121_DON_OPEN_LOWER_LINE,
0,
totalBars,
donOpenLowerBuffer
//
);
//
// CLOSE ...
//
// Upper ...
CopyBuffer(
mHandler,
X121_DON_CLOSE_UPPER_LINE,
0,
totalBars,
donCloseUpperBuffer
//
);
//
// Lower ...
CopyBuffer(
mHandler,
X121_DON_CLOSE_LOWER_LINE,
0,
totalBars,
donCloseLowerBuffer
//
);
//
// HIGH ...
//
// Upper ...
CopyBuffer(
mHandler,
X121_DON_HIGH_UPPER_LINE,
0,
totalBars,
donHighUpperBuffer
//
);
//
// Lower ...
CopyBuffer(
mHandler,
X121_DON_HIGH_LOWER_LINE,
0,
totalBars,
donHighLowerBuffer
//
);
//
// LOW ...
//
// Upper ...
CopyBuffer(
mHandler,
X121_DON_LOW_UPPER_LINE,
0,
totalBars,
donLowUpperBuffer
//
);
//
// Lower ...
CopyBuffer(
mHandler,
X121_DON_LOW_LOWER_LINE,
0,
totalBars,
donLowLowerBuffer
//
);
}
};
Libraries/x-saherelm.x-poi.lib.mq5
+28 -2
View File
@@ -1323,6 +1323,32 @@ class XCSwing : public XCBasePOI
return result;
}
/**
* Get Swing Value ...
*
* @return ( double )
*/
double GetValue()
{
//
double result = 0;
//
if (!IsValid())
{
return result;
}
//
result =
IsSwingHigh()
? mBar.high
: mBar.low;
//
return result;
}
//
// Overrides ...
@@ -4056,11 +4082,11 @@ struct XValueChange
/**
* Fill Change Bar ...
*
*
* @param bar: XOHCL instance Reference, holds Change Bar ...
* @param _symbol: String, Specified Symbol ...
* @param _period: ENUM_TIMEFRAMES _period member, Specified Period ...
*
*
* @return ( bool )
*/
bool FillBar(
X121SMCEA/Libraries/x-121.smc.lib.mq5
+20
View File
@@ -47,6 +47,26 @@ enum ENUM_X_121_SMC_PROVIDERS
X_121_SMC_PROVIDER_VWAPC,
};
//
// X121 SL Method ...
enum ENUM_X_121_SMC_SL_TYPES
{
X_121_SMC_SL_TYPE_NONE,
X_121_SMC_SL_TYPE_LAST_SAR_CHANGED_BAR,
X_121_SMC_SL_TYPE_CURRENT_SAR_BOX,
X_121_SMC_SL_TYPE_LAST_DIRECTIONAL_SAR,
X_121_SMC_SL_TYPE_CURRENT_SAR,
X_121_SMC_SL_TYPE_DON_CLOSE_BOX,
X_121_SMC_SL_TYPE_FIBO_LEVEL_1_5,
X_121_SMC_SL_TYPE_FIBO_LEVEL_3,
X_121_SMC_SL_TYPE_VWAP_FAST,
X_121_SMC_SL_TYPE_VWAP_MID,
X_121_SMC_SL_TYPE_VWAP_SLOW,
X_121_SMC_SL_TYPE_SWING,
X_121_SMC_SL_TYPE_MOMENTUM,
X_121_SMC_SL_TYPE_REJECTION,
};
//
// Pivot Types ...
enum ENUM_XPV_PIVOTS
X121SMCEA/Strategy/x-121.smc.test.strategy.class.mq5
+220 -8
View File
@@ -209,10 +209,11 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
);
//
double slAddition = 0;
sl =
hasLong
? selectedSL - pip2
: selectedSL + pip2;
? selectedSL - slAddition
: selectedSL + slAddition;
//
// RISK Reward ...
@@ -244,8 +245,8 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
if (result)
{
//
Print("PRV: ", provider);
DrawSignal(signal);
// Print("PRV: ", provider);
// DrawSignal(signal);
}
//
@@ -505,6 +506,9 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
//
double selectedSL = 0;
//
// Here We Select Cycles For Conditions Check ...
ENUM_X_CYCLES cycles[5] = {
@@ -672,12 +676,17 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
: X_DIRECTION_BEARISH;
conditions.provider = providerStr;
//
// Selectiong SL ...
selectedSL = SelectSL(
conditions,
conditions.signalDir,
X_121_SMC_SL_TYPE_SWING //
);
//
// Detect SL and TP ...
conditions.sl =
isBullish
? pSarChangeBar.low
: pSarChangeBar.high;
conditions.sl = selectedSL;
//
return result;
@@ -1674,6 +1683,209 @@ class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
);
}
//
// SL Selector Methods ...
/**
* Select Specified Type of Stop Loss ...
*
* @param conditions: X121SMCStrategyConditions instance Reference ...
* @param forDir: ENUM_X_DIRECTION member, Signal Direction ...
* @param type: ENUM_X_121_SMC_SL_TYPES member, Specified Required SL Type ...
*
* @return ( double )
*/
double SelectSL(
X121SMCStrategyConditions &conditions,
ENUM_X_DIRECTION forDir,
ENUM_X_121_SMC_SL_TYPES type //
)
{
//
double result = 0;
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
bool isValid =
//
HasDirection(forDir) &&
conditions.IsValid() &&
type != X_121_SMC_SL_TYPE_NONE
//
;
if (!isValid)
{
return result;
}
//
XOHCL zBar;
bool isInited = zBar.Init(
symbol,
period,
0 //
);
if (!isInited)
{
return result;
}
//
bool isBullish = IsBullish(forDir);
//
if (type == X_121_SMC_SL_TYPE_FIBO_LEVEL_3)
{
result = conditions.triggerConditions.x121Conditions.fl3Buffer[0];
}
else if (type == X_121_SMC_SL_TYPE_FIBO_LEVEL_1_5)
{
//
result =
isBullish
? conditions.triggerConditions.x121Conditions.fl1Buffer[0]
: conditions.triggerConditions.x121Conditions.fl5Buffer[0];
}
else if (type == X_121_SMC_SL_TYPE_DON_CLOSE_BOX)
{
//
result =
isBullish
? conditions.triggerConditions.x121Conditions.donCloseLowerBuffer[0]
: conditions.triggerConditions.x121Conditions.donCloseUpperBuffer[0];
}
else if (type == X_121_SMC_SL_TYPE_SWING)
{
//
int swingLowsCount = conditions.triggerConditions.state.CountSwingLows();
int swingHighsCount = conditions.triggerConditions.state.CountSwingHighs();
result =
isBullish
? conditions.triggerConditions.state.swingLows[swingLowsCount - 1].GetValue()
: conditions.triggerConditions.state.swingHighs[swingHighsCount - 1].GetValue();
}
else if (type == X_121_SMC_SL_TYPE_REJECTION)
{
//
result =
isBullish
? conditions.triggerConditions.state.bullishRejectionBars[conditions.triggerConditions.state.CountBullishRejectionBars() - 1].Lower()
: conditions.triggerConditions.state.bearishRejectionBars[conditions.triggerConditions.state.CountBearishRejectionBars() - 1].Upper();
}
else if (type == X_121_SMC_SL_TYPE_MOMENTUM)
{
//
result =
isBullish
? conditions.triggerConditions.state.bullishMomentumBars[conditions.triggerConditions.state.CountBullishMomentumBars() - 1].Lower()
: conditions.triggerConditions.state.bearishMomentumBars[conditions.triggerConditions.state.CountBearishMomentumBars() - 1].Upper();
}
else if (type == X_121_SMC_SL_TYPE_VWAP_FAST)
{
result = conditions.triggerConditions.x121Conditions.vwapFastBuffer[0];
}
else if (type == X_121_SMC_SL_TYPE_VWAP_MID)
{
result = conditions.triggerConditions.x121Conditions.vwapMidBuffer[0];
}
else if (type == X_121_SMC_SL_TYPE_VWAP_SLOW)
{
result = conditions.triggerConditions.x121Conditions.vwapSlowBuffer[0];
}
else if (type == X_121_SMC_SL_TYPE_CURRENT_SAR)
{
result = conditions.triggerConditions.x121Conditions.sarBuffer[0];
}
else if (type == X_121_SMC_SL_TYPE_CURRENT_SAR_BOX ||
type == X_121_SMC_SL_TYPE_LAST_SAR_CHANGED_BAR ||
type == X_121_SMC_SL_TYPE_LAST_DIRECTIONAL_SAR)
{
//
XOHCL cSarChangeBar;
XOHCL pSarChangeBar;
XValueChange cSarChange; // Current Sar Change (IsDirect) ...
XValueChange pSarChange; // Prev Sar Change (Direct) ...
XValueChange sarChanges[];
int sarChangesCount = mTriggerCycleHelper
.FillSarChanges(sarChanges);
if (!IsValidSize(sarChangesCount) || sarChangesCount < 2)
{
return result;
}
//
//
cSarChange = sarChanges[sarChangesCount - 1];
pSarChange = sarChanges[sarChangesCount - 2];
//
bool isFilled = cSarChange.FillBar(
cSarChangeBar,
symbol,
period //
);
if (!isFilled)
{
return result;
}
//
isFilled = pSarChange.FillBar(
pSarChangeBar,
symbol,
period //
);
if (!isFilled)
{
return result;
}
//
if (type == X_121_SMC_SL_TYPE_LAST_SAR_CHANGED_BAR)
{
//
result = isBullish
? pSarChangeBar.low
: pSarChangeBar.high;
}
else if (type == X_121_SMC_SL_TYPE_CURRENT_SAR_BOX)
{
//
result =
isBullish
? zBar.FindLowest(
MathAbs(cSarChangeBar.Index() - 1),
MODE_LOW //
)
: zBar.FindHighest(
MathAbs(cSarChangeBar.Index() - 1),
MODE_HIGH //
);
}
else if (type == X_121_SMC_SL_TYPE_LAST_DIRECTIONAL_SAR)
{
//
XOHCL prevBar;
bool isInited = cSarChangeBar.GetPreviousBar(prevBar);
if (!isInited)
{
return result;
}
//
result = isBullish
? prevBar.low
: prevBar.high;
}
}
//
return result;
}
//
};