/////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 Indicator // ------------------------------------------------- // Name: XCAEASignaller Lib // Description: Library for XCAEA Signaller ... // // // Maintainer: // ------------ // Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com) // ////////////////////////////////////////////////////// // // Global Properties ... #property library #property copyright "Copyright 2023, SaherElm IT Center" #property link "https://saherelm.ir" #property version "1.00" #property description "SaherElm Library for XCAEA Signaller" #property strict // // Imports ... #include "../../Libraries/x-saherelm.common.lib.mq5" #include "../../Libraries/x-saherelm.x-poi.lib.mq5" #include "../../Libraries/x-saherelm.x-trade.lib.mq5" #include "../Classes/xcaea.x-poi.detector.class.mq5" #include "../Classes/xcaea.x-poi.drawer.class.mq5" #include "../Helpers/xcaea.helper.mq5" // // Enumeration ... // // Guard Actions ... enum ENUM_GUARD_ACTIONS { X_GUARD_ACTION_NONE, // Nothing to Do X_GUARD_ACTION_CLOSE, // Close Specified Position X_GUARD_ACTION_CLOSE_ALL, // Close All Positions X_GUARD_ACTION_CLOSE_LONGS, // Close All Long Positions X_GUARD_ACTION_CLOSE_SHORTS, // Close All Short Position X_GUARD_ACTION_PARTIAL_CLOSE, // Partial Close Specified Position X_GUARD_ACTION_TRAIL_STOP, // Trail Stop of Specified Position X_GUARD_ACTION_TRAIL_TARGET, // Trail Target of Specified Position X_GUARD_ACTION_HEDGE, // Hedge Specified Positions }; // // Definitions ... // // Conditions Struct ... struct XCAEAStrategyConditions { // // Props ... // string symbol; ENUM_TIMEFRAMES period; // // Setup Props ... // double sl; double tp; double pivot; double point; string provider; double targets[]; // datetime time; datetime setupTime; datetime triggerTime; // XBoxZone signalBox; ENUM_X_DIRECTION dir; ENUM_X_POSITION_TYPES type; XCAEAConditions conditions; // // Constructor ... XCAEAStrategyConditions() { Clean(); } // // Tools ... /** * Cleaning Up ... */ void Clean() { // sl = 0; tp = 0; pivot = 0; point = 0; // symbol = NULL; period = NULL; provider = NULL; // time = NULL; setupTime = NULL; triggerTime = NULL; // Clean(targets); // signalBox.Clean(); conditions.Clean(); // dir = X_DIRECTION_NONE; type = X_POSITION_TYPE_NONE; // } // // Signalling ... /** * Validate ... * * @return ( bool ) */ bool IsValid() { // bool result = false; // result = IsSpecifiedValid(symbol) && IsSpecifiedValid(period) && IsSpecifiedValid(time); // return result; } /** * Check Conditions Has Valid Bullish Signal ... * * @return ( bool ) */ bool HasBullishSignal() { // bool result = false; // result = (sl > 0 || tp > 0) && IsValid() && HasDirection(dir); if (!result) { return result; } // result = IsBullish(dir); // return result; } /** * Check Conditions Has Valid Bearish Signal ... * * @return ( bool ) */ bool HasBearishSignal() { // bool result = false; // result = (sl > 0 || tp > 0) && IsValid() && HasDirection(dir); if (!result) { return result; } // result = IsBearish(dir); // return result; } // // Setting Up and Triggering Up ... /** * 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; } // }; // // Model a Guard Action ... struct XCAEAGuard { // // Props ... ENUM_GUARD_ACTIONS action; datetime time; // string symbol; string provider; // // Specified Position ... ulong ticket; // // Partial Close ... double volumeMultiplier; // // SL Trial ... double sl; // // TP Trial ... double tp; // // Constructor ... XCAEAGuard() { Clean(); } // // Tools ... /** * Cleanup ... */ void Clean() { // time = NULL; action = X_GUARD_ACTION_NONE; // symbol = NULL; provider = NULL; // ticket = 0; // volumeMultiplier = 0; // sl = 0; tp = 0; // ZeroMemory(this); } /** * Validate ... * * @return ( bool ) */ bool IsValid() { // bool result = false; // result = // IsValid(time) && IsValid(symbol) && IsValid(provider) && action != X_GUARD_ACTION_NONE // ; if (!result) { return result; } // // Validate Model Based On Specified Guard Actions ... // return result; } }; /** * Add Guard to Collection ... * * @param guard: XCAEAGuard instance ... * @param guards: XCAEAGuard instance Collection ... * * @return ( int ) */ int AddGuard( XCAEAGuard &guard, XCAEAGuard &guards[] // ) { // int result = 0; // if (!guard.IsValid()) { return result; } // AddRef( guard, guards // ); // result = ArraySize(guards); // return result; } // bool DetectXCAEAConditions( XCXCAEAPOIDrawer *drawer, ENUM_X_DIRECTION trend, XBoxZone &pivots[], XCAEAConditions &conditions, XBoxZone &pivotBox, XBoxZone &box, double &additionalSL, ENUM_X_DIRECTION &dir, XCXCAEAHelper *helper, int barIndex = 0, int loopback = 10 // ) { // bool result = false; // int idx = -1; int count = 0; bool has = false; // box.Clean(); additionalSL = 0; conditions.Clean(); dir = X_DIRECTION_NONE; // if (barIndex < 0) { barIndex = 0; } loopback = NormalizeInt(loopback, 5); // // Retrieve Some Requirements ... string symbol = helper.GetSymbol(); ENUM_TIMEFRAMES period = helper.GetPeriod(); double points = GetPoints(symbol); // // Trend Parsing ... bool hasTrend = HasDirection(trend); bool hasBullishTrend = hasTrend && IsBullish(trend); bool hasBearishTrend = hasTrend && IsBearish(trend); // // Retrieve Previous and Current Bar Conditions ... XCAEAConditions pConditions; result = helper.GetConditions( conditions, barIndex, loopback // ); result = result && helper.GetConditions( pConditions, barIndex + 1, loopback // ); if (!result) { // conditions.Clean(); pConditions.Clean(); // return result; } // // Define IDXses ... int zIDX = barIndex; int cIDX = zIDX + 1; int pIDX = cIDX + 1; int p2IDX = pIDX + 1; int p3IDX = p2IDX + 1; int p4IDX = p3IDX + 1; // // Reading Bars ... // XOHCL zBar; XOHCL cBar; XOHCL pBar; XOHCL p2Bar; XOHCL p3Bar; XOHCL p4Bar; result = zBar.Init( symbol, period, zIDX // ); result = result && zBar.GetPreviousBar(cBar); result = result && cBar.GetPreviousBar(pBar); result = result && pBar.GetPreviousBar(p2Bar); result = result && p2Bar.GetPreviousBar(p3Bar); result = result && p3Bar.GetPreviousBar(p4Bar); if (!result) { // zBar.Clean(); cBar.Clean(); pBar.Clean(); p2Bar.Clean(); p3Bar.Clean(); p4Bar.Clean(); // box.Clean(); conditions.Clean(); pConditions.Clean(); // return result; } // // Bars Conditions ... // // Temparory Bar Direction ... ENUM_X_DIRECTION cBarDir; // // Hammer ... bool isCBarHammer = helper .barAnalyser .IsHammer( cBar, cBarDir // ); bool isCBarBullishHammer = isCBarHammer && IsBullish(cBarDir); bool isCBarBearishHammer = isCBarHammer && IsBearish(cBarDir); // // Rejected ... bool isCBarRejected = helper .barAnalyser .IsRejected( cBar, cBarDir, false, // Force Type ... true // Force Fibo Pressure ... ); bool isCBarBullishRejected = isCBarRejected && IsBullish(cBarDir); bool isCBarBearishRejected = isCBarRejected && IsBearish(cBarDir); // // Engulfed ... bool isCBarEngulfed = helper .barAnalyser .IsEngulfed( cBar, cBarDir // ); bool isCBarBullishEngulfed = isCBarEngulfed && IsBullish(cBarDir); bool isCBarBearishEngulfed = isCBarEngulfed && IsBearish(cBarDir); // // Momentum ... bool isCBarMomentum = helper .barAnalyser .IsMomentum( cBar, cBarDir, 1 // ); bool isCBarBullishMomentum = isCBarMomentum && IsBullish(cBarDir); bool isCBarBearishMomentum = isCBarMomentum && IsBearish(cBarDir); // // Bar Sumarise ... // bool isCBarValidForBullish = (isCBarBullishHammer || isCBarBullishRejected || isCBarBullishMomentum || isCBarBullishEngulfed); // bool isCBarValidForBearish = (isCBarBearishHammer || isCBarBearishRejected || isCBarBearishMomentum || isCBarBearishEngulfed); // // Score ... // double bullishScore = 0; double bearishScore = 0; conditions.GenerateScore( bullishScore, bearishScore // ); // bool isScoreBullish = bullishScore > bearishScore; // bool isScoreBearish = bearishScore > bullishScore; // // Generating Conditions Summary ... string summary = conditions .GenerateSummary(); // // Conditions ... // // PEAK ... double zPeak = conditions.peakBuffer[zIDX]; double cPeak = conditions.peakBuffer[cIDX]; double pPeak = conditions.peakBuffer[pIDX]; double p2Peak = conditions.peakBuffer[p2IDX]; // // VALE ... double zVale = conditions.valeBuffer[zIDX]; double cVale = conditions.valeBuffer[cIDX]; double pVale = conditions.valeBuffer[pIDX]; double p2Vale = conditions.valeBuffer[p2IDX]; // // X3MA ... // // FAST ... // double z3MAFast = conditions.fastBuffer[zIDX]; double c3MAFast = conditions.fastBuffer[cIDX]; double p3MAFast = conditions.fastBuffer[pIDX]; double p23MAFast = conditions.fastBuffer[p2IDX]; // double z3MAFastState = conditions.fastStateBuffer[zIDX]; double c3MAFastState = conditions.fastStateBuffer[cIDX]; double p3MAFastState = conditions.fastStateBuffer[pIDX]; double p23MAFastState = conditions.fastStateBuffer[p2IDX]; // // MEDIUM ... // double z3MAMedium = conditions.mediumBuffer[zIDX]; double c3MAMedium = conditions.mediumBuffer[cIDX]; double p3MAMedium = conditions.mediumBuffer[pIDX]; double p23MAMedium = conditions.mediumBuffer[p2IDX]; // double z3MAMediumState = conditions.mediumStateBuffer[zIDX]; double c3MAMediumState = conditions.mediumStateBuffer[cIDX]; double p3MAMediumState = conditions.mediumStateBuffer[pIDX]; double p23MAMediumState = conditions.mediumStateBuffer[p2IDX]; // // SLOW ... // double z3MASlow = conditions.slowBuffer[zIDX]; double c3MASlow = conditions.slowBuffer[cIDX]; double p3MASlow = conditions.slowBuffer[pIDX]; double p23MASlow = conditions.slowBuffer[p2IDX]; // double z3MASlowState = conditions.slowStateBuffer[zIDX]; double c3MASlowState = conditions.slowStateBuffer[cIDX]; double p3MASlowState = conditions.slowStateBuffer[pIDX]; double p23MASlowState = conditions.slowStateBuffer[p2IDX]; // double x3maBullishGapUpper = c3MAMedium; double x3maBullishGapLower = c3MASlow; // double x3maBearishGapUpper = c3MASlow; double x3maBearishGapLower = c3MAMedium; // // Create Conditions ... // bool isX3MABullishState = z3MAFast > c3MAFast && isCBarValidForBullish && c3MAFast > c3MAMedium && isCBarBullishRejected && c3MAMedium > c3MASlow && cBar.low < x3maBullishGapLower && cBar.GetDown() > x3maBullishGapLower; // bool isX3MABearishState = z3MAFast < c3MAFast && isCBarValidForBearish && c3MAFast < c3MAMedium && isCBarBearishRejected && c3MAMedium < c3MASlow && cBar.high > x3maBearishGapLower && cBar.GetUp() < x3maBearishGapLower; // // Parsing Pivots ... // // Select Inside Boxes ... XBoxZone insidePivots[]; int insidePivotsCount = SelectInsideBoxes( insidePivots, pivots, zBar, cBar, pBar, p2Bar // ); bool hasInsidePivots = IsValidSize(insidePivotsCount); if (hasInsidePivots) { // drawer.DrawBoxes(insidePivots, TimeCurrent()); } // // Detect Selected Pivot ... XBoxZone rejectedPivot; double providedSL = 0; bool hasPivots = HasChild(pivots); if (hasPivots) { // has = SelectRejectedBox( rejectedPivot, pivots, zBar, cBar, pBar, p2Bar, true, true // ); } // // Signaller Summarization ... // // Cond1 Act Using PEAK VALE Box Activation or Rejection ... // bool isCond1Bullish = // false // ; // bool isCond1Bearish = // false // ; // bool isCond1 = isCond1Bullish || isCond1Bearish; if (isCond1) { // providedSL = isCond1Bullish ? MathMin(pBar.low, pivotBox.lower) : MathMax(pBar.high, pivotBox.upper); // additionalSL = 0.5 * conditions.atrBuffer[cIDX]; // Print("Cond1"); isCond1Bullish = false; isCond1Bearish = false; } // // Cond2 Act Using OSC Box and Vydia ... // bool isCond2Bullish = // false // ; // bool isCond2Bearish = // false // ; // bool isCond2 = isCond2Bullish || isCond2Bearish; if (isCond2) { // providedSL = isCond2Bullish ? MathMin(pBar.low, pivotBox.lower) : MathMax(pBar.high, pivotBox.upper); // Print("Cond2"); } // // Cond3 Act Using CCi Peaks and Vales ... // bool isCond3Bullish = // false // ; // bool isCond3Bearish = // false // ; // bool isCond3 = isCond3Bullish || isCond3Bearish; if (isCond3) { // providedSL = isCond3Bullish ? MathMin(pBar.low, pivotBox.lower) : MathMax(pBar.high, pivotBox.upper); // Print("Cond3"); } // // Summarise Conditions ... // bool isBullish = // isCond1Bullish || isCond2Bullish || isCond3Bullish; // ; // bool isBearish = // isCond1Bearish || isCond2Bearish || isCond3Bearish // ; // result = isBullish || isBearish; if (result) { // dir = isBullish ? X_DIRECTION_BULLISH : X_DIRECTION_BEARISH; // double entry = GetEntry( conditions.symbol, dir // ); // double sl = providedSL > 0 ? providedSL : isBullish ? pivotBox.lower : pivotBox.upper; // box.dir = dir; box.symbol = conditions.symbol; box.period = conditions.period; // box.upper = isBullish ? entry : sl; // box.lower = isBullish ? sl : entry; // box.to = zBar.time; box.from = p4Bar.time; // box.type = "XCASignal"; } // result = box.IsValid() && HasDirection(dir); // // Cleanup Resources ... // if (!result) { // box.Clean(); pivotBox.Clean(); conditions.Clean(); } // zBar.Clean(); cBar.Clean(); pBar.Clean(); p2Bar.Clean(); p3Bar.Clean(); p4Bar.Clean(); pConditions.Clean(); rejectedPivot.Clean(); // return result; } // // Select Inside Boxes ... int SelectInsideBoxes( XBoxZone &insideBoxes[], XBoxZone &boxes[], XOHCL &zBar, XOHCL &cBar, XOHCL &pBar, XOHCL &p2Bar // ) { // int result = 0; // Clean(insideBoxes); // bool has = zBar.IsValid() && cBar.IsValid() && pBar.IsValid() && p2Bar.IsValid() && HasChild(boxes); if (!has) { return result; } // int count = ArraySize(boxes); for (int i = 0; i < count; i++) { // XBoxZone iBox = boxes[i]; // // Check Box Type ... bool isTypePassed = // iBox.type == GetBoxType(XCA_TREND_BULL) || iBox.type == GetBoxType(XCA_TREND_BEAR) // ; if (!isTypePassed) { // iBox.Clean(); // continue; } // bool isBullish = iBox.IsBullish(); bool isBearish = iBox.IsBearish(); // // Check Inside Conditions ... // bool isBullishInside = // isBullish && // ((cBar.low < iBox.upper && cBar.low > iBox.lower) || (cBar.GetDown() < iBox.upper && cBar.GetDown() > iBox.lower)) // ; // bool isBearishInside = // isBearish && // ((cBar.high > iBox.lower && cBar.high < iBox.upper) || (cBar.GetUp() > iBox.lower && cBar.GetUp() < iBox.upper)) // ; // has = isBullishInside || isBearishInside; if (has) { // AddRef( iBox, insideBoxes // ); } // iBox.Clean(); } // result = ArraySize(insideBoxes); // return result; } // bool SelectRejectedBox( XBoxZone &box, XBoxZone &boxes[], XOHCL &zBar, XOHCL &cBar, XOHCL &pBar, XOHCL &p2Bar, bool forceBarType = false, bool forcePressure = false // ) { // bool result = false; // box.Clean(); // // Validate ... result = HasChild(boxes) && zBar.IsValid() && cBar.IsValid() && pBar.IsValid() && p2Bar.IsValid(); if (!result) { return result; } // int count = ArraySize(boxes); for (int i = 0; i < count; i++) { // XBoxZone iBox = boxes[i]; // bool isBullish = iBox.IsBullish(); bool isBearish = iBox.IsBearish(); // double boundaryPrice = isBullish ? iBox.upper : iBox.lower; // double midPrice = iBox.lower + ((iBox.upper - iBox.lower) / 2); // bool isMidBullishRejected = cBar.IsRejected( midPrice, X_DIRECTION_BULLISH, forceBarType, forcePressure // ); // bool isBoundaryBullishRejected = cBar.IsRejected( boundaryPrice, X_DIRECTION_BULLISH, forceBarType, forcePressure // ); // bool isMidBearishRejected = cBar.IsRejected( midPrice, X_DIRECTION_BEARISH, forceBarType, forcePressure // ); // bool isBoundaryBearishRejected = cBar.IsRejected( boundaryPrice, X_DIRECTION_BEARISH, forceBarType, forcePressure // ); // bool isBullishRejected = isBullish && (isMidBullishRejected || isBoundaryBullishRejected); // bool isBearishRejected = isBearish && (isMidBearishRejected || isBoundaryBearishRejected); // bool isRejected = isBullishRejected || isBearishRejected; if (isRejected) { // box = iBox; break; } // iBox.Clean(); } // result = box.IsValid(); // return result; } //