/////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 X121 SMC Signal Class // ------------------------------------------------- // Name: XOBSPV // Description: provide all Signalling functions ... // // // 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 ... #include "../Classes/x-121.smc.market.cycle.helper.class.mq5" #include "../Libraries/x-121.smc.lib.mq5" // // Definitions ... struct X121SMCStrategyXOBSPVSignalConditions { // // Props ... // string symbol; ENUM_TIMEFRAMES period; // double sl; double target; ENUM_X_DIRECTION dir; ENUM_X_POSITION_TYPES type; // // Setup Props ... // datetime setupTime; datetime triggerTime; // double pivot; XPriceZones priceZone; // // Constructor ... X121SMCStrategyXOBSPVSignalConditions() { Clean(); } // // Tools ... /** * Cleaning Up ... */ void Clean() { // sl = 0; target = 0; // dir = X_DIRECTION_NONE; type = X_POSITION_TYPE_NONE; // symbol = NULL; period = NULL; setupTime = NULL; triggerTime = NULL; // ExtensionClean(); } /** * Check Condition is Setting Up ... * * @param dir: ENUM_X_DIRECTION member, Setting Up Direction ... * * @return ( bool ) */ bool IsSetuped() { // bool result = false; // result = IsValid(setupTime) && HasDirection(dir); if (!result) { return result; } // return result; } /** * Calculate Setup Age ... * * @return ( int ) */ int GetSetupAge() { // int result = 0; // if (!IsSetuped()) { return result; } // result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period); // return result; } /** * Detect How we Can Trigger Signal ... * * @return ( bool ) */ bool CanTrigger() { // bool result = false; // result = // sl > 0 && IsValid(symbol) && IsValid(period) && IsValid(triggerTime) && type != X_POSITION_TYPE_ALL && type != X_POSITION_TYPE_NONE // ; // return result; } // // Extensions ... /** * Clean Additional Properties ... */ void ExtensionClean() { // pivot = 0; // priceZone.Clean(); } // }; // // Signaller Data Sources ... X121SMCStrategyXOBSPVSignalConditions mXOBSPVConditions; X121SMCStrategyXOBSPVSignalConditions mXOBSPVConditionsCollection[]; // // Extension Functions ... // // Detect Setup Conditions ... bool DetectX121SMCXOBSPVSiganlSetup( string _symbol, ENUM_TIMEFRAMES _period, // X121SMCStrategyXOBSPVSignalConditions &conditions, // XC121SMCCycleHelper *triggerCycleHelper, XC121SMCCycleHelper *decisionCycleHelper, XC121SMCCycleHelper *analyseCycleHelper, XC121SMCCycleHelper *verificationCycleHelper, XC121SMCCycleHelper *consolidationCycleHelper, XC121SMCCycleHelper *visionCycleHelper // ) { // bool result = false; // bool isBullish = false; bool isBearish = false; // int zIndex = 0; int cIndex = zIndex + 1; int pIndex = cIndex + 1; int ppIndex = pIndex + 1; // int loopback = 10; // string symbol = _symbol; ENUM_TIMEFRAMES period = _period; // conditions.symbol = symbol; conditions.period = period; // XOHCL zBar; result = zBar.Init( symbol, period, zIndex // ); if (!result) { return result; } // XOHCL cBar; result = cBar.Init( symbol, period, cIndex // ); if (!result) { return result; } // XOHCL pBar; result = pBar.Init( symbol, period, pIndex // ); if (!result) { return result; } // double ask = GetAsk(symbol); double bid = GetBid(symbol); datetime cTime = TimeCurrent(); double points = GetPoints(symbol); // int swingLoopback = 9; double ll = cBar.FindLowest(swingLoopback, MODE_LOW); double hh = cBar.FindHighest(swingLoopback, MODE_HIGH); double llDown = cBar.FindLowesttDown(swingLoopback); double hhUp = cBar.FindHighestUp(swingLoopback); // // Cycles Conditions ... // // Trigger ... ENUM_XPOI_EVENTS triggerPoiEvents[]; ENUM_X_CYCLE_EVENTS triggerCycleEvents[]; X121SMCCycleConditions triggerConditions; result = triggerCycleHelper.GetConditions( triggerCycleEvents, triggerPoiEvents, triggerConditions, zIndex, loopback // ); if (!result) { return result; } // // Decision ... ENUM_XPOI_EVENTS decisionPoiEvents[]; ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; X121SMCCycleConditions decisionConditions; result = decisionCycleHelper.GetConditions( decisionCycleEvents, decisionPoiEvents, decisionConditions, zIndex, loopback // ); if (!result) { return result; } // // Analyse ... ENUM_XPOI_EVENTS analysePoiEvents[]; ENUM_X_CYCLE_EVENTS analyseCycleEvents[]; X121SMCCycleConditions analyseConditions; result = analyseCycleHelper.GetConditions( analyseCycleEvents, analysePoiEvents, analyseConditions, zIndex, loopback // ); if (!result) { return result; } // // Verification ... ENUM_XPOI_EVENTS verificationPoiEvents[]; ENUM_X_CYCLE_EVENTS verificationCycleEvents[]; X121SMCCycleConditions verificationConditions; result = verificationCycleHelper.GetConditions( verificationCycleEvents, verificationPoiEvents, verificationConditions, zIndex, loopback // ); if (!result) { return result; } // // Consolidation ... ENUM_XPOI_EVENTS consolidationPoiEvents[]; ENUM_X_CYCLE_EVENTS consolidationCycleEvents[]; X121SMCCycleConditions consolidationConditions; result = consolidationCycleHelper.GetConditions( consolidationCycleEvents, consolidationPoiEvents, consolidationConditions, zIndex, loopback // ); if (!result) { return result; } // // Vision ... ENUM_XPOI_EVENTS visionPoiEvents[]; ENUM_X_CYCLE_EVENTS visionCycleEvents[]; X121SMCCycleConditions visionConditions; result = visionCycleHelper.GetConditions( visionCycleEvents, visionPoiEvents, visionConditions, zIndex, loopback // ); if (!result) { return result; } // // Cycles POI States ... XPOIState triggerState = triggerConditions.state; XPOIState decisionState = decisionConditions.state; XPOIState analyseState = analyseConditions.state; XPOIState verificationState = verificationConditions.state; XPOIState consolidationState = consolidationConditions.state; XPOIState visionState = visionConditions.state; // // Setup Conditions ... // // Waits for new Peak or Vale ... // // Reading Previous Conditions ... ENUM_XPOI_EVENTS consolidationPoiEventsPrev[]; ENUM_X_CYCLE_EVENTS consolidationCycleEventsPrev[]; X121SMCCycleConditions consolidationConditionsPrev; result = consolidationCycleHelper.GetConditions( consolidationCycleEventsPrev, consolidationPoiEventsPrev, consolidationConditionsPrev, cIndex, loopback // ); if (!result) { return result; } // double decisionPeak = decisionConditions.x121Conditions.peaksBuffer[1]; double decisionVale = decisionConditions.x121Conditions.valesBuffer[1]; // // Find Price Inside Zone ... XPriceZones priceZone = conditions.priceZone; bool hasPriceZones = conditions.priceZone.IsValid(); if (!hasPriceZones) { // hasPriceZones = CalculatePriceInsideZones( priceZone, analyseState, cBar // ); // if (hasPriceZones) { // // Validate Price Zone ... double upper = 0; double lower = 0; hasPriceZones = priceZone.GetBoundary( X_DIRECTION_ALL, upper, lower // ); result = hasPriceZones; if (!result) { return result; } // bool isValid = decisionPeak <= upper || decisionVale >= lower; hasPriceZones = isValid; result = hasPriceZones; if (!result) { return result; } // conditions.priceZone = priceZone; } } // // Detect Str Change Direction ... // bool isDecisionSarBullish = decisionConditions.x121Conditions.isSarBullish; bool isDecisionSarBearish = decisionConditions.x121Conditions.isSarBearish; // bool isDecisionStrBullish = decisionConditions.x121Conditions.isStrBullish; bool isDecisionStrBearish = decisionConditions.x121Conditions.isStrBearish; // bool isDecisionSarCrossedOverVale = decisionConditions.x121Conditions.isSarCrossedOverVale; bool isDecisionSarCrossedUnderPeak = decisionConditions.x121Conditions.isSarCrossedUnderPeak; // bool isDecisionStrCrossedOverVale = decisionConditions.x121Conditions.isStrCrossedOverVale; bool isDecisionStrCrossedUnderPeak = decisionConditions.x121Conditions.isStrCrossedUnderPeak; // bool isDecisionPeakOverAtrUpper = decisionConditions.x121Conditions.isPeakOverAtrUpper; bool isDecisionValeUnderAtrLower = decisionConditions.x121Conditions.isValeUnderAtrLower; // bool isDecisionVWapBullishState = decisionConditions.x121Conditions.isVWapBullishState; bool isDecisionVWapSwitchedToBullishState = decisionConditions.x121Conditions.isVWapSwitchedToBullishState; // bool isDecisionVWapBullishOrdered = decisionConditions.x121Conditions.isVWapBullishOrdered; bool isDecisionVWapSwitchedToBullishOrdered = decisionConditions.x121Conditions.isVWapSwitchedToBullishOrdered; // bool isDecisionVWapBearishState = decisionConditions.x121Conditions.isVWapBearishState; bool isDecisionVWapSwitchedToBearishState = decisionConditions.x121Conditions.isVWapSwitchedToBearishState; // bool isDecisionVWapBearishOrdered = decisionConditions.x121Conditions.isVWapBearishOrdered; bool isDecisionVWapSwitchedToBearishOrdered = decisionConditions.x121Conditions.isVWapSwitchedToBearishOrdered; // bool isDecisionStrUpperOverPeak = decisionConditions.x121Conditions.isStrUpperOverPeak; bool isDecisionStrLowerOverVale = decisionConditions.x121Conditions.isStrLowerOverVale; // bool isDecisionStrUpperUnderPeak = decisionConditions.x121Conditions.isStrUpperUnderPeak; bool isDecisionStrLowerUnderVale = decisionConditions.x121Conditions.isStrLowerUnderVale; // bool isDecisionDonLowUpperLesserThanDonCloseUpper = decisionConditions.x121Conditions.donLowUpperBuffer[1] < decisionConditions.x121Conditions.donCloseUpperBuffer[1]; // bool isDecisionDonHighLowerGreaterThanDonCloseLower = decisionConditions.x121Conditions.donHighLowerBuffer[1] < decisionConditions.x121Conditions.donCloseLowerBuffer[1]; // // Summarize Conditions ... // isBullish = // isDecisionValeUnderAtrLower // && // isDecisionDonHighLowerGreaterThanDonCloseLower // && // ( // isDecisionVWapBullishState || isDecisionVWapBullishOrdered // ) // && // ( // isDecisionStrUpperOverPeak || isDecisionStrLowerOverVale // ) // && // ( // ( // isDecisionStrBullish && isDecisionSarCrossedOverVale // ) // || // ( // isDecisionSarBullish && isDecisionStrCrossedOverVale // ) // ) // ; // isBearish = // isDecisionPeakOverAtrUpper // && // isDecisionDonLowUpperLesserThanDonCloseUpper // && // ( // isDecisionVWapBearishState || isDecisionVWapBearishOrdered // ) // && // ( // isDecisionStrUpperUnderPeak || isDecisionStrLowerUnderVale // ) // && // ( // ( // isDecisionStrBearish && isDecisionSarCrossedUnderPeak // ) // || // ( // isDecisionSarBearish && isDecisionStrCrossedUnderPeak // ) // ) // ; // result = isBullish || isBearish; if (!result) { return result; } // conditions.setupTime = cTime; conditions.dir = isBullish ? X_DIRECTION_BULLISH : X_DIRECTION_BEARISH; // return result; } // // Detect Trigger Conditions ... bool DetectX121SMCXOBSPVSiganlTrigger( // X121SMCStrategyXOBSPVSignalConditions &conditions, // string _symbol, ENUM_TIMEFRAMES _period, // XC121SMCCycleHelper *triggerCycleHelper, XC121SMCCycleHelper *decisionCycleHelper, XC121SMCCycleHelper *analyseCycleHelper, XC121SMCCycleHelper *verificationCycleHelper, XC121SMCCycleHelper *consolidationCycleHelper, XC121SMCCycleHelper *visionCycleHelper, // int maxAllowedSetupAge = 60 // // ) { // bool result = false; // result = conditions.IsSetuped(); if (!result) { return result; } // datetime setupTime = conditions.setupTime; ENUM_X_DIRECTION setupDir = conditions.dir; // bool isBullish = IsBullish(setupDir); bool isBearish = IsBearish(setupDir); // int zIndex = 0; int cIndex = zIndex + 1; int pIndex = cIndex + 1; int ppIndex = pIndex + 1; // int loopback = 10; // string symbol = _symbol; ENUM_TIMEFRAMES period = _period; // XOHCL zBar; result = zBar.Init( symbol, period, zIndex // ); if (!result) { return result; } // XOHCL cBar; result = cBar.Init( symbol, period, cIndex // ); if (!result) { return result; } // XOHCL pBar; result = pBar.Init( symbol, period, pIndex // ); if (!result) { return result; } // double ask = GetAsk(symbol); double bid = GetBid(symbol); datetime cTime = TimeCurrent(); double points = GetPoints(symbol); // int swingLoopback = 9; double ll = cBar.FindLowest(swingLoopback, MODE_LOW); double hh = cBar.FindHighest(swingLoopback, MODE_HIGH); double llDown = cBar.FindLowesttDown(swingLoopback); double hhUp = cBar.FindHighestUp(swingLoopback); // // Cycles Conditions ... // // Trigger ... ENUM_XPOI_EVENTS triggerPoiEvents[]; ENUM_X_CYCLE_EVENTS triggerCycleEvents[]; X121SMCCycleConditions triggerConditions; result = triggerCycleHelper.GetConditions( triggerCycleEvents, triggerPoiEvents, triggerConditions, zIndex, loopback // ); if (!result) { return result; } // // Decision ... ENUM_XPOI_EVENTS decisionPoiEvents[]; ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; X121SMCCycleConditions decisionConditions; result = decisionCycleHelper.GetConditions( decisionCycleEvents, decisionPoiEvents, decisionConditions, zIndex, loopback // ); if (!result) { return result; } // // Analyse ... ENUM_XPOI_EVENTS analysePoiEvents[]; ENUM_X_CYCLE_EVENTS analyseCycleEvents[]; X121SMCCycleConditions analyseConditions; result = analyseCycleHelper.GetConditions( analyseCycleEvents, analysePoiEvents, analyseConditions, zIndex, loopback // ); if (!result) { return result; } // // Verification ... ENUM_XPOI_EVENTS verificationPoiEvents[]; ENUM_X_CYCLE_EVENTS verificationCycleEvents[]; X121SMCCycleConditions verificationConditions; result = verificationCycleHelper.GetConditions( verificationCycleEvents, verificationPoiEvents, verificationConditions, zIndex, loopback // ); if (!result) { return result; } // // Consolidation ... ENUM_XPOI_EVENTS consolidationPoiEvents[]; ENUM_X_CYCLE_EVENTS consolidationCycleEvents[]; X121SMCCycleConditions consolidationConditions; result = consolidationCycleHelper.GetConditions( consolidationCycleEvents, consolidationPoiEvents, consolidationConditions, zIndex, loopback // ); if (!result) { return result; } // // Vision ... ENUM_XPOI_EVENTS visionPoiEvents[]; ENUM_X_CYCLE_EVENTS visionCycleEvents[]; X121SMCCycleConditions visionConditions; result = visionCycleHelper.GetConditions( visionCycleEvents, visionPoiEvents, visionConditions, zIndex, loopback // ); if (!result) { return result; } // // Cycles POI States ... XPOIState triggerState = triggerConditions.state; XPOIState decisionState = decisionConditions.state; XPOIState analyseState = analyseConditions.state; XPOIState verificationState = verificationConditions.state; XPOIState consolidationState = consolidationConditions.state; XPOIState visionState = visionConditions.state; // // Trigger Conditions ... // double decisionLastBullishStr = decisionCycleHelper.mX121Helper.xstrHelper.GetLastSTR(X_DIRECTION_BULLISH); double decisionLastBearishStr = decisionCycleHelper.mX121Helper.xstrHelper.GetLastSTR(X_DIRECTION_BEARISH); // bool isDecisionLastBearishStrBreakedUp = IsBarBreak( decisionLastBearishStr, X_DIRECTION_BULLISH, cBar // ); // bool isDecisionLastBullishStrBreakedDown = IsBarBreak( decisionLastBullishStr, X_DIRECTION_BEARISH, cBar // ); // // Detect Bullish Conditions ... isBullish = // isBullish && cBar.IsBullish() && isDecisionLastBearishStrBreakedUp // ; // // Detect Bearish Conditions ... isBearish = // isBearish && cBar.IsBearish() && isDecisionLastBullishStrBreakedDown // ; // result = isBullish || isBearish; if (!result) { // // Cleanup Setup Conditions ... int setupAge = conditions.GetSetupAge(); if (IsValidSize(setupAge) && IsValidSize(maxAllowedSetupAge) && setupAge >= maxAllowedSetupAge) { conditions.Clean(); } // return result; } // // Detect Nearest Pivot Point ... // // Detect Target ... double target = CalculateTarget( cBar, analyseState, setupDir // ); if (target == 0) { // target = CalculateTarget( cBar, verificationState, setupDir // ); } // double oppositTarget = CalculateTarget( cBar, analyseState, Opposit(setupDir) // ); // double entry = GetEntry( conditions.symbol, setupDir // ); // // Filling SL Candidates ... // double sls[]; // double iAtr = decisionConditions.x121Conditions.atrBuffer[1]; double iPeak = decisionConditions.x121Conditions.peaksBuffer[1]; double iVale = decisionConditions.x121Conditions.valesBuffer[1]; // if (isBullish) { // int lowerValeIDX = -1; double lowerVale = triggerCycleHelper.mX121Helper.xpvHelper.GetLowerVale( lowerValeIDX, iVale // ); if (lowerVale > 0) { // Add( lowerVale, sls // ); } // Add( iVale, sls // ); } else if (isBearish) { // int higherPeakIDX = -1; double higherPeak = triggerCycleHelper.mX121Helper.xpvHelper.GetHigherPeak( higherPeakIDX, iPeak // ); if (higherPeak > 0) { // Add( higherPeak, sls // ); } // Add( iPeak, sls // ); } // double slsMin = GetMin(sls); double slsMax = GetMax(sls); // double sl = isBullish ? slsMin - iAtr : slsMax + iAtr; double risk = MathAbs(entry - sl); double targetDelta = 2 * (risk / 3); if (target == 0) { // int minTargetPint = 50; double minTargetPointValue = minTargetPint * points; if (targetDelta < minTargetPointValue) { targetDelta = minTargetPointValue; } // // Force Target On Half Risk ... target = isBullish ? entry + targetDelta : entry - targetDelta; // target = 0; // } // // Ignore Target ... target = 0; // // Filling Conditions Props ... conditions.sl = sl; conditions.target = target; conditions.triggerTime = cTime; conditions.type = isBullish ? X_POSITION_TYPE_LONG : X_POSITION_TYPE_SHORT; // return result; } // int AddX121SMCXOBSPVConditionsIfNotExists( X121SMCStrategyXOBSPVSignalConditions &item, X121SMCStrategyXOBSPVSignalConditions &items[], int maxAllowed = 10 // ) { // int result = 0; // bool isSetuped = IsValid(item.setupTime) && HasDirection(item.dir); if (!isSetuped) { return result; } // int count = ArraySize(items); if (IsValidSize(count)) { // // Copy Original Items ... X121SMCStrategyXOBSPVSignalConditions tmpItems[]; Copy( items, tmpItems // ); // // Prese Item Data ... bool isBullish = IsBullish(item.dir); // for (int i = 0; i < count; i++) { // X121SMCStrategyXOBSPVSignalConditions iItem = tmpItems[i]; // bool canRemove = item.dir == iItem.dir && item.pivot == iItem.pivot; if (canRemove) { // ArrayRemove( items, i, 1 // ); } } // Clean(tmpItems); } // AddRef( item, items // ); // // Remove Olds ... CleanupArray( items, maxAllowed // ); // result = ArraySize(items); // return result; } //