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

last works ...

Browse Source 
adding some tools to ch helper classes ...
This commit is contained in:
saherelm
2024-07-26 03:36:40 +03:30
parent 35d814fc9c
commit fc9bca9c37
6 changed files with 1878 additions and 77 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Classes/x-saherelm.xtrade.class.mq5
+107 -3
View File
@@ -2107,6 +2107,55 @@ public:
.ByTicket(ticket);
}
//
double GetPositionCommission(
ulong ticket // Specified Ticket
)
{
//
double result = 0;
//
XPosition position;
bool hasPosition = GetPosition(
ticket,
position //
);
if (!hasPosition)
{
return result;
}
//
XDeal deals[];
int dealsCount = GetDeals(
deals,
position.symbol,
position.provider,
position.period,
NULL,
DEAL_ENTRY_IN //
);
if (IsValidSize(dealsCount))
{
//
for (int i = 0; i < dealsCount; i++)
{
//
XDeal iDeal = deals[i];
if (iDeal.positionId == ticket)
{
//
result = iDeal.commission;
break;
}
}
}
//
return result;
}
//
// Retrieve Positions ...
int GetPositions(
@@ -4198,6 +4247,18 @@ public:
mAllowHedging = value;
}
//
bool OnlyHedgeSupportedPositions()
{
return mOnlyHedgeSupportedPositions;
}
//
void OnlyHedgeSupportedPositions(bool value)
{
mOnlyHedgeSupportedPositions = value;
}
//
double HedgeVolumeFactor()
{
@@ -4456,7 +4517,9 @@ public:
{
//
// Check Values Validation ...
if (count > 1 &&
if ((count > 1 ||
(count == 1 &&
mOnlyHedgeSupportedPositions)) &&
mHedgeVolumeFactor > 0 &&
mHedgeMinProfitPerVolumeFactor > 0)
{
@@ -4492,12 +4555,17 @@ public:
//
string msg = ToString(positionsCount) + " Closed Due Hedge Action in: " + ToString(profits) + " ...";
Alert(msg);
//
return;
}
}
}
}
}
//
//
// Do Force Closing ...
@@ -4529,6 +4597,17 @@ public:
continue;
}
//
// Allow Trail Only for Positions Which
// doesnt Have Any Support ...
bool iHasSupport = mTrader.HasSupport(
ticket //
);
if (iHasSupport)
{
continue;
}
//
// Trail ...
if (mData[i].allowTrailStop)
@@ -4562,8 +4641,8 @@ public:
// Calculate new Level SL ...
double sl =
isLong
? iPosition.entry + (trailStepInPoints * points)
: iPosition.entry - (trailStepInPoints * points);
? iPosition.entry + (mData[i].trailLevel * (trailStepInPoints * points))
: iPosition.entry - (mData[i].trailLevel * (trailStepInPoints * points));
sl = NormalizePrice(
sl,
symbol //
@@ -4704,6 +4783,30 @@ public:
}
}
//
// Validate Signal For Execution ...
bool CanExecute(XSignal &signal)
{
//
bool result = false;
//
// Validate Signal ...
result = signal.IsValid();
if (!result)
{
return result;
}
//
// TODO:
// Here we can apply Same type or Opposit Type
// Signals behaviour ...
//
return result;
}
//
// Protected ...
protected:
@@ -4729,6 +4832,7 @@ protected:
//
// Hedging ...
bool mAllowHedging; // Hedge Trades
bool mOnlyHedgeSupportedPositions; // Only Hedge Supported Positions
double mHedgeVolumeFactor; // Hedging Volume Factor
double mHedgeMinProfitPerVolumeFactor; // Hedging Min Required Profit Per Volume Factor
Experts/x-test-strategies.ea.mq5
+41 -31
View File
@@ -43,8 +43,8 @@ double eaAllowLong = true; // Allow Long Positions
double eaAllowShort = true; // Allow Short Positions
//
int eaMaxAllowedLongs = 1; // Max Allowed Long Positions
int eaMaxAllowedShorts = 1; // Max Allowed Short Positions
int eaMaxAllowedLongs = 0; // Max Allowed Long Positions
int eaMaxAllowedShorts = 0; // Max Allowed Short Positions
//
input double eaTPPoint = 200; // Static TP Point
@@ -250,13 +250,14 @@ bool InitialEA()
// Configure Hedging ...
eaTradeHandler.AllowHedging(false);
eaTradeHandler.HedgeVolumeFactor(eaVolume);
eaTradeHandler.HedgeMinProfitPerVolumeFactor(0.2);
eaTradeHandler.OnlyHedgeSupportedPositions(false);
eaTradeHandler.HedgeMinProfitPerVolumeFactor(0.3);
//
// Configure Trailing ...
eaTradeHandler.AllowTrailStops(false);
eaTradeHandler.TrailStepInPoint(25);
eaTradeHandler.TrailStartInPoint(50);
eaTradeHandler.TrailStepInPoint(10);
eaTradeHandler.TrailStartInPoint(20);
eaTradeHandler.IgnoreTPOnTrail(true);
eaTradeHandler.TrailBasedOnProfit(true);
@@ -267,7 +268,7 @@ bool InitialEA()
bool drawAreas = false;
//
bool useEURUSD = true;
bool useEURUSD = false;
bool useUSDCHF = false;
bool useUSDJPY = false;
bool useGBPUSD = false;
@@ -276,7 +277,7 @@ bool InitialEA()
//
bool useXTest = false;
bool useXDTD = false;
bool useXCHKM = true;
bool useXCHKM = false;
//
// EURUSD ...
@@ -382,30 +383,30 @@ 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);
XSCXCHKMStrategy *xchmStrategy;
xchmStrategy = new XSCXCHKMStrategy(
_Symbol,
_Period,
eaVolume,
eaR2R, // R2R ...
eaSlippage,
eaMagicNumber,
true, // Ignore Signal Execution
false, // Use TP SL Point
false, // Use Max
eaTPPoint, // TP
eaSLPoint, // SL
eaIgnoreTP,
false, // eaIgnoreSL,
eaAllowLong,
eaAllowShort,
eaMaxAllowedLongs, // Max Longs
eaMaxAllowedShorts // Max Shorts
);
xchmStrategy.SetAlertLogAlerts(true);
xchmStrategy.SetAlertEnableAlerts(true);
xchmStrategy.AddSignalEventHandler(OnSignalRecieved);
RegisterStrategy(xchmStrategy);
//
return result;
@@ -470,6 +471,7 @@ void HandleTradeState()
void OnSignalRecieved(XSignal &signal)
{
//
// Check Max Allowed ...
if (eaMaxAllowedLongs > 0 || eaMaxAllowedShorts > 0)
{
//
@@ -493,6 +495,14 @@ void OnSignalRecieved(XSignal &signal)
}
}
//
// Check Signal Can Execute or not ...
bool canExecute = eaTradeHandler.CanExecute(signal);
if (!canExecute)
{
return;
}
//
ENUM_X_SIGNAL_EXECUTION_RESULT state;
bool isExecuted = eaTrader.ExecuteSignal(
Helpers/x-saherelm.xchhk.helper.mq5
+876 -15
View File
@@ -98,11 +98,12 @@ struct XCHHKInputs
//
// Presentation ...
bool showCurrent; // Show Current Cycle
bool showShort; // Show Short Cycle
bool showMedium; // Show Medium Cycle
bool showLong; // Show Long Cycle
bool showHind; // Show Hind Cycle
bool ignoreShadows; // Ignore Bar Shadows
bool showCurrent; // Show Current Cycle
bool showShort; // Show Short Cycle
bool showMedium; // Show Medium Cycle
bool showLong; // Show Long Cycle
bool showHind; // Show Hind Cycle
//
// Constructor(s) ...
@@ -133,6 +134,7 @@ struct XCHHKInputs
hcPeriod = NULL;
//
ignoreShadows = false;
showCurrent = false;
showShort = false;
showMedium = false;
@@ -158,6 +160,7 @@ struct XCHHKInputs
hcPeriod = NULL;
//
ignoreShadows = false;
showCurrent = true;
showShort = true;
showMedium = true;
@@ -790,6 +793,7 @@ public:
//
// Presentation ...
"",
mInputs.ignoreShadows,
mInputs.showCurrent,
mInputs.showShort,
mInputs.showMedium,
@@ -2453,6 +2457,863 @@ public:
return result;
}
//
// Tools ...
//
double GetCyclesMaxHigh(
int barIndex, // Bar Index
ENUM_X_MARKET_CYCLES &cycles[] // Cycles
)
{
//
double result = 0;
//
int cyclesCount = ArraySize(cycles);
if (!IsValidSize(cyclesCount))
{
return result;
}
//
double values[];
for (int i = 0; i < cyclesCount; i++)
{
//
XOHCL iBar;
bool isBarInited = false;
//
switch (cycles[i])
{
//
// CURRENT ...
case X_MARKET_CYCLE_UNKNOWN:
//
isBarInited = CAsOHCL(
iBar,
barIndex //
);
break;
//
// SHORT ...
case X_MARKET_CYCLE_SHORT:
//
isBarInited = SAsOHCL(
iBar,
barIndex //
);
break;
//
// MEDIUM ...
case X_MARKET_CYCLE_MEDIUM:
//
isBarInited = MAsOHCL(
iBar,
barIndex //
);
break;
//
// LONG ...
case X_MARKET_CYCLE_LONG:
//
isBarInited = LAsOHCL(
iBar,
barIndex //
);
break;
//
// HIND ...
case X_MARKET_CYCLE_HIND:
//
isBarInited = HAsOHCL(
iBar,
barIndex //
);
break;
}
//
if (isBarInited)
{
//
Add(
iBar.high,
values //
);
}
}
//
result = GetMax(values);
//
return result;
}
//
double GetCyclesMinHigh(
int barIndex, // Bar Index
ENUM_X_MARKET_CYCLES &cycles[] // Cycles
)
{
//
double result = 0;
//
int cyclesCount = ArraySize(cycles);
if (!IsValidSize(cyclesCount))
{
return result;
}
//
double values[];
for (int i = 0; i < cyclesCount; i++)
{
//
XOHCL iBar;
bool isBarInited = false;
//
switch (cycles[i])
{
//
// CURRENT ...
case X_MARKET_CYCLE_UNKNOWN:
//
isBarInited = CAsOHCL(
iBar,
barIndex //
);
break;
//
// SHORT ...
case X_MARKET_CYCLE_SHORT:
//
isBarInited = SAsOHCL(
iBar,
barIndex //
);
break;
//
// MEDIUM ...
case X_MARKET_CYCLE_MEDIUM:
//
isBarInited = MAsOHCL(
iBar,
barIndex //
);
break;
//
// LONG ...
case X_MARKET_CYCLE_LONG:
//
isBarInited = LAsOHCL(
iBar,
barIndex //
);
break;
//
// HIND ...
case X_MARKET_CYCLE_HIND:
//
isBarInited = HAsOHCL(
iBar,
barIndex //
);
break;
}
//
if (isBarInited)
{
//
Add(
iBar.high,
values //
);
}
}
//
result = GetMin(values);
//
return result;
}
//
double GetCyclesMaxLow(
int barIndex, // Bar Index
ENUM_X_MARKET_CYCLES &cycles[] // Cycles
)
{
//
double result = 0;
//
int cyclesCount = ArraySize(cycles);
if (!IsValidSize(cyclesCount))
{
return result;
}
//
double values[];
for (int i = 0; i < cyclesCount; i++)
{
//
XOHCL iBar;
bool isBarInited = false;
//
switch (cycles[i])
{
//
// CURRENT ...
case X_MARKET_CYCLE_UNKNOWN:
//
isBarInited = CAsOHCL(
iBar,
barIndex //
);
break;
//
// SHORT ...
case X_MARKET_CYCLE_SHORT:
//
isBarInited = SAsOHCL(
iBar,
barIndex //
);
break;
//
// MEDIUM ...
case X_MARKET_CYCLE_MEDIUM:
//
isBarInited = MAsOHCL(
iBar,
barIndex //
);
break;
//
// LONG ...
case X_MARKET_CYCLE_LONG:
//
isBarInited = LAsOHCL(
iBar,
barIndex //
);
break;
//
// HIND ...
case X_MARKET_CYCLE_HIND:
//
isBarInited = HAsOHCL(
iBar,
barIndex //
);
break;
}
//
if (isBarInited)
{
//
Add(
iBar.low,
values //
);
}
}
//
result = GetMax(values);
//
return result;
}
//
double GetCyclesMinLow(
int barIndex, // Bar Index
ENUM_X_MARKET_CYCLES &cycles[] // Cycles
)
{
//
double result = 0;
//
int cyclesCount = ArraySize(cycles);
if (!IsValidSize(cyclesCount))
{
return result;
}
//
double values[];
for (int i = 0; i < cyclesCount; i++)
{
//
XOHCL iBar;
bool isBarInited = false;
//
switch (cycles[i])
{
//
// CURRENT ...
case X_MARKET_CYCLE_UNKNOWN:
//
isBarInited = CAsOHCL(
iBar,
barIndex //
);
break;
//
// SHORT ...
case X_MARKET_CYCLE_SHORT:
//
isBarInited = SAsOHCL(
iBar,
barIndex //
);
break;
//
// MEDIUM ...
case X_MARKET_CYCLE_MEDIUM:
//
isBarInited = MAsOHCL(
iBar,
barIndex //
);
break;
//
// LONG ...
case X_MARKET_CYCLE_LONG:
//
isBarInited = LAsOHCL(
iBar,
barIndex //
);
break;
//
// HIND ...
case X_MARKET_CYCLE_HIND:
//
isBarInited = HAsOHCL(
iBar,
barIndex //
);
break;
}
//
if (isBarInited)
{
//
Add(
iBar.low,
values //
);
}
}
//
result = GetMin(values);
//
return result;
}
//
// Calculate Bullish Power ...
double GetBullishPower(
int barIndex // Bar Index
)
{
//
double result = 0;
//
XOHCL cBar;
bool isInited = CAsOHCL(
cBar,
barIndex //
);
if (!isInited)
{
return result;
}
//
if (cBar.IsBullish())
{
result += cBar.GetBody();
}
//
XOHCL sBar;
isInited = SAsOHCL(
sBar,
barIndex //
);
if (!isInited)
{
return result;
}
//
if (sBar.IsBullish())
{
result += sBar.GetBody();
}
//
XOHCL mBar;
isInited = MAsOHCL(
mBar,
barIndex //
);
if (!isInited)
{
return result;
}
//
if (mBar.IsBullish())
{
result += mBar.GetBody();
}
//
XOHCL lBar;
isInited = LAsOHCL(
lBar,
barIndex //
);
if (!isInited)
{
return result;
}
//
if (lBar.IsBullish())
{
result += lBar.GetBody();
}
//
XOHCL hBar;
isInited = HAsOHCL(
hBar,
barIndex //
);
if (!isInited)
{
return result;
}
//
if (hBar.IsBullish())
{
result += hBar.GetBody();
}
//
return result;
}
//
// Calculate Bearish Power ...
double GetBearishPower(
int barIndex // Bar Index
)
{
//
double result = 0;
//
XOHCL cBar;
bool isInited = CAsOHCL(
cBar,
barIndex //
);
if (!isInited)
{
return result;
}
//
if (cBar.IsBearish())
{
result += cBar.GetBody();
}
//
XOHCL sBar;
isInited = SAsOHCL(
sBar,
barIndex //
);
if (!isInited)
{
return result;
}
//
if (sBar.IsBearish())
{
result += sBar.GetBody();
}
//
XOHCL mBar;
isInited = MAsOHCL(
mBar,
barIndex //
);
if (!isInited)
{
return result;
}
//
if (mBar.IsBearish())
{
result += mBar.GetBody();
}
//
XOHCL lBar;
isInited = LAsOHCL(
lBar,
barIndex //
);
if (!isInited)
{
return result;
}
//
if (lBar.IsBearish())
{
result += lBar.GetBody();
}
//
XOHCL hBar;
isInited = HAsOHCL(
hBar,
barIndex //
);
if (!isInited)
{
return result;
}
//
if (hBar.IsBearish())
{
result += hBar.GetBody();
}
//
return result;
}
//
// Check Bullish Power is Up ...
bool HasBullishPower(
int barIndex // Bar Index
)
{
//
bool result = false;
//
double bullishPower = GetBullishPower(barIndex);
double bearishPower = GetBearishPower(barIndex);
//
result =
//
bearishPower >= 0 &&
bullishPower > bearishPower
//
;
//
return result;
}
//
// Check Bearish Power is Up ...
bool HasBearishPower(
int barIndex // Bar Index
)
{
//
bool result = false;
//
double bullishPower = GetBullishPower(barIndex);
double bearishPower = GetBearishPower(barIndex);
//
result =
//
bullishPower >= 0 &&
bearishPower > bullishPower
//
;
//
return result;
}
//
// Check Bullish Power Increasing ...
bool IsBullishPowerIncreasing(
int barIndex, // Bar Index
int loopback = 5 // Loopback
)
{
//
bool result = false;
//
if (loopback <= 0)
{
loopback = 5;
}
//
double firstPower = GetBullishPower(barIndex);
double lastPower = firstPower;
for (int i = barIndex + 1; i < barIndex + loopback; i++)
{
//
double iPower = GetBullishPower(i);
//
result =
//
iPower > 0 &&
firstPower > 0 &&
lastPower > iPower
//
;
if (!result)
{
break;
}
//
lastPower = iPower;
}
//
if (result)
{
//
result =
//
firstPower > lastPower
//
;
}
//
return result;
}
//
// Check Bullish Power Decreasing ...
bool IsBullishPowerDecreasing(
int barIndex, // Bar Index
int loopback = 5 // Loopback
)
{
//
bool result = false;
//
if (loopback <= 0)
{
loopback = 5;
}
//
double firstPower = GetBullishPower(barIndex);
double lastPower = firstPower;
for (int i = barIndex + 1; i < barIndex + loopback; i++)
{
//
double iPower = GetBullishPower(i);
//
result =
//
iPower > 0 &&
firstPower > 0 &&
lastPower < iPower
//
;
if (!result)
{
break;
}
//
lastPower = iPower;
}
//
if (result)
{
//
result =
//
firstPower < lastPower
//
;
}
//
return result;
}
//
// Check Bearish Power Increasing ...
bool IsBearishPowerIncreasing(
int barIndex, // Bar Index
int loopback = 5 // Loopback
)
{
//
bool result = false;
//
if (loopback <= 0)
{
loopback = 5;
}
//
double firstPower = GetBearishPower(barIndex);
double lastPower = firstPower;
for (int i = barIndex + 1; i < barIndex + loopback; i++)
{
//
double iPower = GetBearishPower(i);
//
result =
//
iPower > 0 &&
firstPower > 0 &&
lastPower > iPower
//
;
if (!result)
{
break;
}
//
lastPower = iPower;
}
//
if (result)
{
//
result =
//
firstPower > lastPower
//
;
}
//
return result;
}
//
// Check Bearish Power Decreasing ...
bool IsBearishPowerDecreasing(
int barIndex, // Bar Index
int loopback = 5 // Loopback
)
{
//
bool result = false;
//
if (loopback <= 0)
{
loopback = 5;
}
//
double firstPower = GetBearishPower(barIndex);
double lastPower = firstPower;
for (int i = barIndex + 1; i < barIndex + loopback; i++)
{
//
double iPower = GetBearishPower(i);
//
result =
//
iPower > 0 &&
firstPower > 0 &&
lastPower < iPower
//
;
if (!result)
{
break;
}
//
lastPower = iPower;
}
//
if (result)
{
//
result =
//
firstPower < lastPower
//
;
}
//
return result;
}
//
// Conditions ...
@@ -2569,9 +3430,9 @@ public:
//
bool isCSwitchedToBullish = isCBullish &&
!isCBullishPrev;
!isCBullishPrev;
bool isCSwitchedToBearish = isCBearish &&
!isCBearishPrev;
!isCBearishPrev;
//
bool isCloseOverCHigh = cBar.close > conditions.cBars[cIndex].high;
@@ -2600,9 +3461,9 @@ public:
//
bool isSSwitchedToBullish = isSBullish &&
!isSBullishPrev;
!isSBullishPrev;
bool isSSwitchedToBearish = isSBearish &&
!isSBearishPrev;
!isSBearishPrev;
//
bool isCloseOverSHigh = cBar.close > conditions.sBars[cIndex].high;
@@ -2631,9 +3492,9 @@ public:
//
bool isMSwitchedToBullish = isMBullish &&
!isMBullishPrev;
!isMBullishPrev;
bool isMSwitchedToBearish = isMBearish &&
!isMBearishPrev;
!isMBearishPrev;
//
bool isCloseOverMHigh = cBar.close > conditions.mBars[cIndex].high;
@@ -2662,9 +3523,9 @@ public:
//
bool isLSwitchedToBullish = isLBullish &&
!isLBullishPrev;
!isLBullishPrev;
bool isLSwitchedToBearish = isLBearish &&
!isLBearishPrev;
!isLBearishPrev;
//
bool isCloseOverLHigh = cBar.close > conditions.lBars[cIndex].high;
@@ -2693,9 +3554,9 @@ public:
//
bool isHSwitchedToBullish = isHBullish &&
!isHBullishPrev;
!isHBullishPrev;
bool isHSwitchedToBearish = isHBearish &&
!isHBearishPrev;
!isHBearishPrev;
//
bool isCloseOverHHigh = cBar.close > conditions.hBars[cIndex].high;
Helpers/x-saherelm.xchm.helper.mq5
+788
View File
@@ -1585,6 +1585,794 @@ public:
);
}
//
// Tools ...
//
double GetCyclesMaxFast(
int barIndex, // Bar Index
ENUM_X_MARKET_CYCLES &cycles[] // Cycles
)
{
//
double result = 0;
//
int cyclesCount = ArraySize(cycles);
if (!IsValidSize(cyclesCount))
{
return result;
}
//
double values[];
for (int i = 0; i < cyclesCount; i++)
{
//
double iValue = 0;
//
switch (cycles[i])
{
//
// CURRENT ...
case X_MARKET_CYCLE_UNKNOWN:
//
iValue = GetCFast(barIndex);
break;
//
// SHORT ...
case X_MARKET_CYCLE_SHORT:
//
iValue = GetSFast(barIndex);
break;
//
// MEDIUM ...
case X_MARKET_CYCLE_MEDIUM:
//
iValue = GetMFast(barIndex);
break;
//
// LONG ...
case X_MARKET_CYCLE_LONG:
//
iValue = GetLFast(barIndex);
break;
//
// HIND ...
case X_MARKET_CYCLE_HIND:
//
iValue = GetHFast(barIndex);
break;
}
//
if (iValue > 0)
{
//
Add(
iValue,
values //
);
}
}
//
result = GetMax(values);
//
return result;
}
//
double GetCyclesMinFast(
int barIndex, // Bar Index
ENUM_X_MARKET_CYCLES &cycles[] // Cycles
)
{
//
double result = 0;
//
int cyclesCount = ArraySize(cycles);
if (!IsValidSize(cyclesCount))
{
return result;
}
//
double values[];
for (int i = 0; i < cyclesCount; i++)
{
//
double iValue = 0;
//
switch (cycles[i])
{
//
// CURRENT ...
case X_MARKET_CYCLE_UNKNOWN:
//
iValue = GetCFast(barIndex);
break;
//
// SHORT ...
case X_MARKET_CYCLE_SHORT:
//
iValue = GetSFast(barIndex);
break;
//
// MEDIUM ...
case X_MARKET_CYCLE_MEDIUM:
//
iValue = GetMFast(barIndex);
break;
//
// LONG ...
case X_MARKET_CYCLE_LONG:
//
iValue = GetLFast(barIndex);
break;
//
// HIND ...
case X_MARKET_CYCLE_HIND:
//
iValue = GetHFast(barIndex);
break;
}
//
if (iValue > 0)
{
//
Add(
iValue,
values //
);
}
}
//
result = GetMin(values);
//
return result;
}
//
double GetCyclesMaxSlow(
int barIndex, // Bar Index
ENUM_X_MARKET_CYCLES &cycles[] // Cycles
)
{
//
double result = 0;
//
int cyclesCount = ArraySize(cycles);
if (!IsValidSize(cyclesCount))
{
return result;
}
//
double values[];
for (int i = 0; i < cyclesCount; i++)
{
//
double iValue = 0;
//
switch (cycles[i])
{
//
// CURRENT ...
case X_MARKET_CYCLE_UNKNOWN:
//
iValue = GetCSlow(barIndex);
break;
//
// SHORT ...
case X_MARKET_CYCLE_SHORT:
//
iValue = GetSSlow(barIndex);
break;
//
// MEDIUM ...
case X_MARKET_CYCLE_MEDIUM:
//
iValue = GetMSlow(barIndex);
break;
//
// LONG ...
case X_MARKET_CYCLE_LONG:
//
iValue = GetLSlow(barIndex);
break;
//
// HIND ...
case X_MARKET_CYCLE_HIND:
//
iValue = GetHSlow(barIndex);
break;
}
//
if (iValue > 0)
{
//
Add(
iValue,
values //
);
}
}
//
result = GetMax(values);
//
return result;
}
//
double GetCyclesMinSlow(
int barIndex, // Bar Index
ENUM_X_MARKET_CYCLES &cycles[] // Cycles
)
{
//
double result = 0;
//
int cyclesCount = ArraySize(cycles);
if (!IsValidSize(cyclesCount))
{
return result;
}
//
double values[];
for (int i = 0; i < cyclesCount; i++)
{
//
double iValue = 0;
//
switch (cycles[i])
{
//
// CURRENT ...
case X_MARKET_CYCLE_UNKNOWN:
//
iValue = GetCSlow(barIndex);
break;
//
// SHORT ...
case X_MARKET_CYCLE_SHORT:
//
iValue = GetSSlow(barIndex);
break;
//
// MEDIUM ...
case X_MARKET_CYCLE_MEDIUM:
//
iValue = GetMSlow(barIndex);
break;
//
// LONG ...
case X_MARKET_CYCLE_LONG:
//
iValue = GetLSlow(barIndex);
break;
//
// HIND ...
case X_MARKET_CYCLE_HIND:
//
iValue = GetHSlow(barIndex);
break;
}
//
if (iValue > 0)
{
//
Add(
iValue,
values //
);
}
}
//
result = GetMin(values);
//
return result;
}
//
double GetCyclesMax(
int barIndex, // Bar Index
ENUM_X_MARKET_CYCLES &cycles[] // Cycles
)
{
//
double result = 0;
//
double maxFast = GetCyclesMaxFast(
barIndex,
cycles //
);
double maxSlow = GetCyclesMaxSlow(
barIndex,
cycles //
);
//
result = MathMax(maxFast, maxSlow);
//
return result;
}
//
double GetCyclesMin(
int barIndex, // Bar Index
ENUM_X_MARKET_CYCLES &cycles[] // Cycles
)
{
//
double result = 0;
//
double minFast = GetCyclesMinFast(
barIndex,
cycles //
);
double minSlow = GetCyclesMinSlow(
barIndex,
cycles //
);
//
result = MathMin(minFast, minSlow);
//
return result;
}
//
// Calculate Bullish Power ...
double GetBullishPower(
int barIndex // Bar Index
)
{
//
double result = 0;
//
double fast = 0;
double slow = 0;
double delta = 0;
//
// CURRENT ...
fast = GetCFast(barIndex);
slow = GetCSlow(barIndex);
delta = MathAbs(fast - slow);
if (fast > slow)
{
result += delta;
}
//
// SHORT ...
fast = GetSFast(barIndex);
slow = GetSSlow(barIndex);
delta = MathAbs(fast - slow);
if (fast > slow)
{
result += delta;
}
//
// MEDIUM ...
fast = GetMFast(barIndex);
slow = GetMSlow(barIndex);
delta = MathAbs(fast - slow);
if (fast > slow)
{
result += delta;
}
//
// LONG ...
fast = GetLFast(barIndex);
slow = GetLSlow(barIndex);
delta = MathAbs(fast - slow);
if (fast > slow)
{
result += delta;
}
//
// HIND ...
fast = GetHFast(barIndex);
slow = GetHSlow(barIndex);
delta = MathAbs(fast - slow);
if (fast > slow)
{
result += delta;
}
//
return result;
}
//
// Calculate Bearish Power ...
double GetBearishPower(
int barIndex // Bar Index
)
{
//
double result = 0;
//
double fast = 0;
double slow = 0;
double delta = 0;
//
// CURRENT ...
fast = GetCFast(barIndex);
slow = GetCSlow(barIndex);
delta = MathAbs(slow - fast);
if (fast < slow)
{
result += delta;
}
//
// SHORT ...
fast = GetSFast(barIndex);
slow = GetSSlow(barIndex);
delta = MathAbs(slow - fast);
if (fast < slow)
{
result += delta;
}
//
// MEDIUM ...
fast = GetMFast(barIndex);
slow = GetMSlow(barIndex);
delta = MathAbs(slow - fast);
if (fast < slow)
{
result += delta;
}
//
// LONG ...
fast = GetLFast(barIndex);
slow = GetLSlow(barIndex);
delta = MathAbs(slow - fast);
if (fast < slow)
{
result += delta;
}
//
// HIND ...
fast = GetHFast(barIndex);
slow = GetHSlow(barIndex);
delta = MathAbs(slow - fast);
if (fast < slow)
{
result += delta;
}
//
return result;
}
//
// Check Bullish Power is Up ...
bool HasBullishPower(
int barIndex // Bar Index
)
{
//
bool result = false;
//
double bullishPower = GetBullishPower(barIndex);
double bearishPower = GetBearishPower(barIndex);
//
result =
//
bearishPower >= 0 &&
bullishPower > bearishPower
//
;
//
return result;
}
//
// Check Bearish Power is Up ...
bool HasBearishPower(
int barIndex // Bar Index
)
{
//
bool result = false;
//
double bullishPower = GetBullishPower(barIndex);
double bearishPower = GetBearishPower(barIndex);
//
result =
//
bullishPower >= 0 &&
bearishPower > bullishPower
//
;
//
return result;
}
//
// Check Bullish Power Increasing ...
bool IsBullishPowerIncreasing(
int barIndex, // Bar Index
int loopback = 5 // Loopback
)
{
//
bool result = false;
//
if (loopback <= 0)
{
loopback = 5;
}
//
double firstPower = GetBullishPower(barIndex);
double lastPower = firstPower;
for (int i = barIndex + 1; i < barIndex + loopback; i++)
{
//
double iPower = GetBullishPower(i);
//
result =
//
iPower > 0 &&
firstPower > 0 &&
lastPower > iPower
//
;
if (!result)
{
break;
}
//
lastPower = iPower;
}
//
if (result)
{
//
result =
//
firstPower > lastPower
//
;
}
//
return result;
}
//
// Check Bullish Power Decreasing ...
bool IsBullishPowerDecreasing(
int barIndex, // Bar Index
int loopback = 5 // Loopback
)
{
//
bool result = false;
//
if (loopback <= 0)
{
loopback = 5;
}
//
double firstPower = GetBullishPower(barIndex);
double lastPower = firstPower;
for (int i = barIndex + 1; i < barIndex + loopback; i++)
{
//
double iPower = GetBullishPower(i);
//
result =
//
iPower > 0 &&
firstPower > 0 &&
lastPower < iPower
//
;
if (!result)
{
break;
}
//
lastPower = iPower;
}
//
if (result)
{
//
result =
//
firstPower < lastPower
//
;
}
//
return result;
}
//
// Check Bearish Power Increasing ...
bool IsBearishPowerIncreasing(
int barIndex, // Bar Index
int loopback = 5 // Loopback
)
{
//
bool result = false;
//
if (loopback <= 0)
{
loopback = 5;
}
//
double firstPower = GetBearishPower(barIndex);
double lastPower = firstPower;
for (int i = barIndex + 1; i < barIndex + loopback; i++)
{
//
double iPower = GetBearishPower(i);
//
result =
//
iPower > 0 &&
firstPower > 0 &&
lastPower > iPower
//
;
if (!result)
{
break;
}
//
lastPower = iPower;
}
//
if (result)
{
//
result =
//
firstPower > lastPower
//
;
}
//
return result;
}
//
// Check Bearish Power Decreasing ...
bool IsBearishPowerDecreasing(
int barIndex, // Bar Index
int loopback = 5 // Loopback
)
{
//
bool result = false;
//
if (loopback <= 0)
{
loopback = 5;
}
//
double firstPower = GetBearishPower(barIndex);
double lastPower = firstPower;
for (int i = barIndex + 1; i < barIndex + loopback; i++)
{
//
double iPower = GetBearishPower(i);
//
result =
//
iPower > 0 &&
firstPower > 0 &&
lastPower < iPower
//
;
if (!result)
{
break;
}
//
lastPower = iPower;
}
//
if (result)
{
//
result =
//
firstPower < lastPower
//
;
}
//
return result;
}
//
// Conditions ...
//
bool GetConditions(
XCHMConditions &conditions, //
Indicators/x-saherelm.xchhk.mq5
+59 -26
View File
@@ -61,12 +61,15 @@ input ENUM_TIMEFRAMES hcPeriod = NULL; // Time Period
// Presentation ...
input group "Presentation";
//
input bool ignoreShadows = false; // Ignore Bar Shadows
//
input bool showCurrent = true; // Show Current Cycle
input bool showShort = true; // Show Short Cycle
input bool showMedium = true; // Show Medium Cycle
input bool showLong = true; // Show Long Cycle
input bool showHind = true; // Show Hind Cycle
input bool showShort = true; // Show Short Cycle
input bool showMedium = true; // Show Medium Cycle
input bool showLong = true; // Show Long Cycle
input bool showHind = true; // Show Hind Cycle
//
// Buffers ...
@@ -968,28 +971,6 @@ void CalculateCycle(
open //
);
//
// High ...
int calculatedSMHighs = ExponentialMAOnBuffer(
ratesTotal,
prevCalculated,
0,
length,
highBuffer,
high //
);
//
// Low ...
int calculatedSMLows = ExponentialMAOnBuffer(
ratesTotal,
prevCalculated,
0,
length,
lowBuffer,
low //
);
//
// Close ...
int calculatedSMCloses = ExponentialMAOnBuffer(
@@ -1001,6 +982,58 @@ void CalculateCycle(
close //
);
//
int calculatedSMLows = 0;
int calculatedSMHighs = 0;
if (!ignoreShadows)
{
//
// High ...
calculatedSMHighs = ExponentialMAOnBuffer(
ratesTotal,
prevCalculated,
0,
length,
highBuffer,
high //
);
//
// Low ...
calculatedSMLows = ExponentialMAOnBuffer(
ratesTotal,
prevCalculated,
0,
length,
lowBuffer,
low //
);
}
else
{
//
// High ...
calculatedSMHighs = ExponentialMAOnBuffer(
ratesTotal,
prevCalculated,
0,
length,
openBuffer,
high //
);
//
// Low ...
calculatedSMLows = ExponentialMAOnBuffer(
ratesTotal,
prevCalculated,
0,
length,
closeBuffer,
low //
);
}
//
// Find Calculated Items for Colors Calculations ...
int mNumberOfItems = MathMin(calculatedSMOpens, calculatedSMHighs);
Strategies/x-saherelm.xchkm.strategy.mq5
+7 -2
View File
@@ -1522,7 +1522,9 @@ public:
hasLong =
//
hasBullishPower &&
cBar.IsBullish() &&
hasBullishPressure &&
chhkConditions.isHBullish &&
chstrConditions.isHBullish &&
cheConditions.isStrongBullish &&
cBar.low > pvConditions.fib2s[cIndex]
@@ -1534,7 +1536,7 @@ public:
{
//
type = POSITION_TYPE_BUY;
sl = pvConditions.fib3s[cIndex];
sl = pvConditions.fib2s[cIndex];
}
}
@@ -1546,7 +1548,9 @@ public:
hasShort =
//
hasBearishPower &&
cBar.IsBearish() &&
hasBearishPressure &&
chhkConditions.isHBearish &&
chstrConditions.isHBearish &&
cheConditions.isStrongBearish &&
cBar.high < pvConditions.fib4s[cIndex]
@@ -1558,7 +1562,7 @@ public:
{
//
type = POSITION_TYPE_SELL;
sl = pvConditions.fib3s[cIndex];
sl = pvConditions.fib4s[cIndex];
}
}
@@ -1874,6 +1878,7 @@ private:
chhkInputs.hcPeriod = hcPeriod;
//
chhkInputs.ignoreShadows = true;
chhkInputs.showCurrent = false;
chhkInputs.showShort = false;
chhkInputs.showMedium = false;