/////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 X121 SMC Signal Class // ------------------------------------------------- // Name: // Description: provide all Global Guarding 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" // XConsolidationZone x121SMCConsolidationZone; bool DetectX121SMCGuards( // string provider, // Provider ... X121SMCGuard &guards[], const XPosition &positions[], XC121SMCCycleHelper *decisionCycleHelper, XC121SMCCycleHelper *analyseCycleHelper, XC121SMCCycleHelper *consolidationCycleHelper, XC121SMCCycleHelper *visionCycleHelper, // // Guard Types ... ENUM_X_121_SMC_GUARD_ACTIONS &ignoreGuards[], // // Required Configurations ... double breakEvenTPLevel = 2.0 // ) { // bool result = false; // bool isCycleHelpersValid = // visionCycleHelper != NULL && analyseCycleHelper != NULL && decisionCycleHelper != NULL && consolidationCycleHelper != NULL // ; // // Ignore Guards ... bool hasIgnoreGuards = HasChild(ignoreGuards); bool isColseIgnored = hasIgnoreGuards && Contains( X_121_SMC_GUARD_ACTION_CLOSE, ignoreGuards // ); bool isColseAllIgnored = hasIgnoreGuards && Contains( X_121_SMC_GUARD_ACTION_CLOSE_ALL, ignoreGuards // ); bool isColseLongsIgnored = hasIgnoreGuards && Contains( X_121_SMC_GUARD_ACTION_CLOSE_LONGS, ignoreGuards // ); bool isColseShortsIgnored = hasIgnoreGuards && Contains( X_121_SMC_GUARD_ACTION_CLOSE_SHORTS, ignoreGuards // ); bool isPartialColseIgnored = hasIgnoreGuards && Contains( X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE, ignoreGuards // ); bool isTrailStopIgnored = hasIgnoreGuards && Contains( X_121_SMC_GUARD_ACTION_TRAIL_STOP, ignoreGuards // ); bool isTrailTargetIgnored = hasIgnoreGuards && Contains( X_121_SMC_GUARD_ACTION_TRAIL_TARGET, ignoreGuards // ); bool isHedgeIgnored = hasIgnoreGuards && Contains( X_121_SMC_GUARD_ACTION_HEDGE, ignoreGuards // ); // bool isAllIgnores = // isColseIgnored && isHedgeIgnored && isColseAllIgnored && isTrailStopIgnored && isColseLongsIgnored && isColseShortsIgnored && isTrailTargetIgnored && isPartialColseIgnored // ; result = !isAllIgnores && isCycleHelpersValid; if (!result) { return result; } // int count = ArraySize(positions); result = IsValidSize(count); if (!result) { return result; } // string symbol = decisionCycleHelper.GetSymbol(); ENUM_TIMEFRAMES period = decisionCycleHelper.GetPeriod(); // XPosition ownPositions[]; XPosition ownLongPositions[]; XPosition ownShortPositions[]; for (int i = 0; i < count; i++) { // XPosition iPosition = positions[i]; bool isOwn = iPosition .IsFiltersPassed( symbol, provider, NULL, X_POSITION_TYPE_ALL, iPosition.magic // ); if (isOwn) { // AddRef( iPosition, ownPositions // ); // bool isLong = IsLong(positions[i].type); if (isLong) { // AddRef( iPosition, ownLongPositions // ); } else { // AddRef( iPosition, ownShortPositions // ); } } } // count = ArraySize(ownPositions); // int longsCount = ArraySize(ownLongPositions); bool hasLongs = IsValidSize(longsCount); // int shortsCount = ArraySize(ownShortPositions); bool hasShorts = IsValidSize(shortsCount); // result = IsValidSize(count); if (!result) { // Clean(ownPositions); Clean(ownLongPositions); Clean(ownShortPositions); // return result; } // // Here we Are Sure there is Positions to Guard ... // based on Current Provider ... // // Detect Required Data for Analyse Market to Guard Positions ... // int zIndex = 0; int cIndex = zIndex + 1; int pIndex = cIndex + 1; int ppIndex = pIndex + 1; // int loopback = 10; // XOHCL zBar; result = zBar.Init( symbol, period, zIndex // ); if (!result) { // zBar.Clean(); result = HasChild(guards); return result; } // XOHCL cBar; result = cBar.Init( symbol, period, cIndex // ); if (!result) { // zBar.Clean(); cBar.Clean(); result = HasChild(guards); return result; } // XOHCL pBar; result = pBar.Init( symbol, period, pIndex // ); if (!result) { // zBar.Clean(); cBar.Clean(); pBar.Clean(); result = HasChild(guards); return result; } // XOHCL ppBar; result = ppBar.Init( symbol, period, ppIndex // ); if (!result) { // zBar.Clean(); cBar.Clean(); pBar.Clean(); ppBar.Clean(); result = HasChild(guards); return result; } // double ask = GetAsk(symbol); double bid = GetBid(symbol); datetime cTime = TimeCurrent(); double points = GetPoints(symbol); // // // Cycles Conditions ... // // Decision ... ENUM_XPOI_EVENTS decisionPoiEvents[]; ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; X121SMCCycleConditions decisionConditions; result = decisionCycleHelper.GetConditions( decisionCycleEvents, decisionPoiEvents, decisionConditions, zIndex, loopback // ); if (!result) { // zBar.Clean(); cBar.Clean(); pBar.Clean(); ppBar.Clean(); result = HasChild(guards); // Clean(decisionPoiEvents); Clean(decisionCycleEvents); // decisionConditions.Clean(); return result; } // // Analyse ... ENUM_XPOI_EVENTS analysePoiEvents[]; ENUM_X_CYCLE_EVENTS analyseCycleEvents[]; X121SMCCycleConditions analyseConditions; result = analyseCycleHelper.GetConditions( analyseCycleEvents, analysePoiEvents, analyseConditions, zIndex, loopback // ); if (!result) { // zBar.Clean(); cBar.Clean(); pBar.Clean(); ppBar.Clean(); // Clean(decisionPoiEvents); Clean(decisionCycleEvents); // decisionConditions.Clean(); // Clean(analysePoiEvents); Clean(analyseCycleEvents); // analyseConditions.Clean(); // result = HasChild(guards); return result; } // // Consolidation ... ENUM_XPOI_EVENTS consolidationPoiEvents[]; ENUM_X_CYCLE_EVENTS consolidationCycleEvents[]; X121SMCCycleConditions consolidationConditions; result = consolidationCycleHelper.GetConditions( consolidationCycleEvents, consolidationPoiEvents, consolidationConditions, zIndex, loopback // ); if (!result) { // zBar.Clean(); cBar.Clean(); pBar.Clean(); ppBar.Clean(); // Clean(decisionPoiEvents); Clean(decisionCycleEvents); // decisionConditions.Clean(); // Clean(analysePoiEvents); Clean(analyseCycleEvents); // analyseConditions.Clean(); // Clean(consolidationPoiEvents); Clean(consolidationCycleEvents); // consolidationConditions.Clean(); // result = HasChild(guards); return result; } // // Vision ... ENUM_XPOI_EVENTS visionPoiEvents[]; ENUM_X_CYCLE_EVENTS visionCycleEvents[]; X121SMCCycleConditions visionConditions; result = visionCycleHelper.GetConditions( visionCycleEvents, visionPoiEvents, visionConditions, zIndex, loopback // ); if (!result) { // zBar.Clean(); cBar.Clean(); pBar.Clean(); ppBar.Clean(); // Clean(decisionPoiEvents); Clean(decisionCycleEvents); // decisionConditions.Clean(); // Clean(analysePoiEvents); Clean(analyseCycleEvents); // analyseConditions.Clean(); // Clean(consolidationPoiEvents); Clean(consolidationCycleEvents); // consolidationConditions.Clean(); // Clean(visionPoiEvents); Clean(visionCycleEvents); // visionConditions.Clean(); // result = HasChild(guards); return result; } // // Cycles POI States ... XPOIState decisionState = decisionConditions.state; XPOIState analyseState = analyseConditions.state; XPOIState consolidationState = consolidationConditions.state; XPOIState visionState = visionConditions.state; // // Cycle X121Conditions ... X121Conditions decisionXConditions = decisionConditions.x121Conditions; X121Conditions analyseXConditions = analyseConditions.x121Conditions; X121Conditions consolidationXConditions = consolidationConditions.x121Conditions; X121Conditions visionXConditions = visionConditions.x121Conditions; // // // // // Detect Consolidation Zone ... // // Detect Consolidation Zones ... // XBoxZone lastBullishBox; XBoxZone prevLastBullishBox; bool hasLastBullishBox = false; bool hasPrevLastBullishBox = false; XConsolidationZone lastBullishZone; bool isLastBullishAbovePrev = false; bool isLastBullishBelowPrev = false; XConsolidationZone prevLastBullishZone; // XBoxZone lastBearishBox; XBoxZone prevLastBearishBox; bool hasLastBearishBox = false; bool hasPrevLastBearishBox = false; XConsolidationZone lastBearishZone; bool isLastBearishAbovePrev = false; bool isLastBearishBelowPrev = false; XConsolidationZone prevLastBearishZone; // int bullishConsolidationZonesCount = 0; int bearishConsolidationZonesCount = 0; bool hasBullishConsolidationZones = false; bool hasBearishConsolidationZones = false; XConsolidationZone bullishConsolidationZones[]; XConsolidationZone bearishConsolidationZones[]; bool hasConsolidationZones = decisionCycleHelper.HasConsolidationZones(); int consolidationZonesCount = decisionCycleHelper.CountConsolidationZones(); if (hasConsolidationZones) { // bullishConsolidationZonesCount = decisionCycleHelper .FillConsolidationZones( X_DIRECTION_BULLISH, bullishConsolidationZones // ); hasBullishConsolidationZones = IsValidSize(bullishConsolidationZonesCount); // bearishConsolidationZonesCount = decisionCycleHelper .FillConsolidationZones( X_DIRECTION_BEARISH, bearishConsolidationZones // ); hasBearishConsolidationZones = IsValidSize(bearishConsolidationZonesCount); // // // // if (hasBullishConsolidationZones && bullishConsolidationZonesCount >= 2) { // lastBullishZone = bullishConsolidationZones[bullishConsolidationZonesCount - 1]; prevLastBullishZone = bullishConsolidationZones[bullishConsolidationZonesCount - 2]; // hasLastBullishBox = ToBox( lastBullishBox, lastBullishZone // ); hasPrevLastBullishBox = ToBox( prevLastBullishBox, prevLastBullishZone // ); // isLastBullishAbovePrev = hasLastBullishBox && hasPrevLastBullishBox && IsBoxAbove( lastBullishBox, prevLastBullishBox // ); // isLastBullishBelowPrev = hasLastBullishBox && hasPrevLastBullishBox && IsBoxBelow( lastBullishBox, prevLastBullishBox // ); } // if (hasBearishConsolidationZones && bearishConsolidationZonesCount >= 2) { // lastBearishZone = bearishConsolidationZones[bearishConsolidationZonesCount - 1]; prevLastBearishZone = bearishConsolidationZones[bearishConsolidationZonesCount - 2]; // hasLastBearishBox = ToBox( lastBearishBox, lastBearishZone // ); hasPrevLastBearishBox = ToBox( prevLastBearishBox, prevLastBearishZone // ); // isLastBearishAbovePrev = hasLastBearishBox && hasPrevLastBearishBox && IsBoxAbove( lastBearishBox, prevLastBearishBox // ); // isLastBearishBelowPrev = hasLastBearishBox && hasPrevLastBearishBox && IsBoxBelow( lastBearishBox, prevLastBearishBox // ); } // } // // Detect High Probability Swings ... bool isSwingLow = // cBar.low > pBar.low && ppBar.low > pBar.low && // zBar.low > pBar.low // ; bool isSwingHigh = // cBar.high < pBar.high && ppBar.high < pBar.high && // zBar.high < pBar.high // ; bool isStrongSwingLow = pBar.IsBullish() && pBar.GetLowShadow() >= pBar.GetBody() * 2; bool isStrongSwingHigh = pBar.IsBearish() && pBar.GetHighShadow() >= pBar.GetBody() * 2; // bool isStrongSwingLowAboveLastBullishBox = isStrongSwingLow && hasLastBullishBox && pBar.low > lastBullishBox.upper; // bool isStrongSwingHighBelowLastBearishBox = isStrongSwingHigh && hasLastBearishBox && pBar.high < lastBearishBox.lower; // // Here We Have all Requirements for Guarding Positions ... // // Available Guards: // X_121_SMC_GUARD_ACTION_NONE // X_121_SMC_GUARD_ACTION_CLOSE // X_121_SMC_GUARD_ACTION_CLOSE_ALL // X_121_SMC_GUARD_ACTION_CLOSE_LONGS // X_121_SMC_GUARD_ACTION_CLOSE_SHORTS // X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE // X_121_SMC_GUARD_ACTION_TRAIL_STOP // X_121_SMC_GUARD_ACTION_TRAIL_TARGET // X_121_SMC_GUARD_ACTION_HEDGE // // X_121_SMC_GUARD_ACTION_CLOSE: // Close Specified Position on Specified Conditions ... if (!isColseIgnored) { // // TODO: // - [] Implement Close on Nearest on TP ... } // // X_121_SMC_GUARD_ACTION_CLOSE_ALL: // Close All Positions on Specified Conditions ... if (!isColseAllIgnored) { // // TODO: // - [] Implement Close All Positions on Weekend ... } // // X_121_SMC_GUARD_ACTION_CLOSE_LONGS: // Close All Long Positions on Specified Conditions ... if (!isColseLongsIgnored) { // } // // X_121_SMC_GUARD_ACTION_CLOSE_SHORTS: // Close All Short Positions on Specified Conditions ... if (!isColseShortsIgnored) { // } // // X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE: // Partial Close Specified Position on Specified Conditions ... if (!isPartialColseIgnored) { // // Breake Even ... // Usually Break Even Works on TP2 Reached ... // when tp reached to required Level, we Close 50% of Entered Volume ... bool canBreakEven = breakEvenTPLevel >= 0; // for (int i = 0; i < count; i++) { // XPosition iPosition = ownPositions[i]; // bool isInProfit = iPosition.profit > 0; // double reachedTPLevel = 0; double reachedTPPrice = 0; if (isInProfit) { // iPosition.CalculateReahedTP( reachedTPLevel, reachedTPPrice // ); } // // Break Event ... if (canBreakEven) { // // Position Must be In Profit ... if (!isInProfit) { continue; } // bool canDoBreakEven = reachedTPLevel == breakEvenTPLevel && reachedTPPrice > 0; if (canDoBreakEven) { // X121SMCGuard iGuard; // iGuard.time = cTime; iGuard.symbol = symbol; iGuard.provider = provider; iGuard.action = X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE; // iGuard.ticket = iPosition.ticket; // iGuard.volumeMultiplier = 0.5; // AddGuard( iGuard, guards // ); } } } } // // X_121_SMC_GUARD_ACTION_TRAIL_STOP: // Trail Stop Specified Position on Specified Conditions ... if (!isTrailStopIgnored) { // for (int i = 0; i < count; i++) { // XPosition iPosition = ownPositions[i]; // bool isLong = IsLong(iPosition.type); bool isInProfit = iPosition.profit > 0; // double reachedTPLevel = 0; double reachedTPPrice = 0; if (isInProfit) { // iPosition.CalculateReahedTP( reachedTPLevel, reachedTPPrice // ); } // // Trai Stop ... if (!isInProfit) { continue; } // double trailedStop = 0; // // Trail Stop Senarios ... // - occures two same type consolidation zones in order of positions type; // - occures a swing in order of consolidation zones ... // bool canTrailBasedOnTwoZone = isLong ? isLastBullishAbovePrev : isLastBearishBelowPrev; if (canTrailBasedOnTwoZone) { // trailedStop = isLong ? prevLastBullishBox.lower : prevLastBearishBox.upper; } // bool canTrailBasedOnZoneSwing = trailedStop <= 0 && (isLong ? isStrongSwingLowAboveLastBullishBox : isStrongSwingHighBelowLastBearishBox); if (canTrailBasedOnZoneSwing) { // trailedStop = isLong ? pBar.low : pBar.high; } // bool canDoTrailStop = trailedStop > 0 && ( // iPosition.sl == 0 ? (isLong ? trailedStop > iPosition.entry && trailedStop < iPosition.price : trailedStop < iPosition.entry && trailedStop > iPosition.price) : (isLong ? trailedStop > iPosition.sl && trailedStop > iPosition.entry && trailedStop < iPosition.price : trailedStop < iPosition.sl && trailedStop < iPosition.entry && trailedStop > iPosition.price) // ) // ; // if (canDoTrailStop) { // X121SMCGuard iGuard; // iGuard.time = cTime; iGuard.symbol = symbol; iGuard.provider = provider; iGuard.action = X_121_SMC_GUARD_ACTION_TRAIL_STOP; // iGuard.ticket = iPosition.ticket; // iGuard.sl = trailedStop; // AddGuard( iGuard, guards // ); } } } // // X_121_SMC_GUARD_ACTION_TRAIL_TARGET: // Trail Target Specified Position on Specified Conditions ... if (!isTrailTargetIgnored) { // } // // X_121_SMC_GUARD_ACTION_HEDGE: // Hedge all Positions on Specified Conditions ... if (!isHedgeIgnored) { // } // // Cleanup Collections ... // Clean(ownPositions); Clean(ownLongPositions); Clean(ownShortPositions); // zBar.Clean(); cBar.Clean(); pBar.Clean(); ppBar.Clean(); // Clean(visionPoiEvents); Clean(analysePoiEvents); Clean(visionCycleEvents); Clean(decisionPoiEvents); Clean(analyseCycleEvents); Clean(decisionCycleEvents); Clean(consolidationPoiEvents); Clean(consolidationCycleEvents); // visionState.Clean(); analyseState.Clean(); decisionState.Clean(); visionConditions.Clean(); analyseConditions.Clean(); visionXConditions.Clean(); decisionConditions.Clean(); consolidationState.Clean(); analyseXConditions.Clean(); decisionXConditions.Clean(); consolidationConditions.Clean(); consolidationXConditions.Clean(); // lastBullishBox.Clean(); lastBearishBox.Clean(); lastBullishZone.Clean(); lastBearishZone.Clean(); prevLastBullishBox.Clean(); prevLastBearishBox.Clean(); prevLastBullishZone.Clean(); prevLastBearishZone.Clean(); // count = ArraySize(guards); result = IsValidSize(count); // return result; }