/////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 Class Library // -------------------------------------- // Name: XCX121SMCStrategy // Description: provides all based classes for use ... // // // 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.base.strategy.class.mq5" #include "../Classes/x-121.smc.market.cycle.helper.class.mq5" // #include "../Signals/x-121.smc.test.signal.lib.mq5" #include "../Signals/x-121.smc.xtwpv.signal.lib.mq5" // // Definitions ... // // XStrategy Class Implementation(s) ... class XCX121SMCStrategy : public XCX121SMCBaseStrategy { // // Public ... public: // // // Constructor(s) ... void XCX121SMCStrategy( // // Base ... string _symbol, // Trading Symbol ENUM_TIMEFRAMES _period // Trading TimeFrame ) : XCX121SMCBaseStrategy(_symbol, _period) { InitialHelpers(); } // // Deconstructur ... void ~XCX121SMCStrategy() { } // // Overrides Actions ... /** * Destroy All Class Implementations ... */ void Destroy() override { // delete mTriggerCycleHelper; delete mDecisionCycleHelper; delete mAnalyseCycleHelper; delete mVerificationCycleHelper; delete mConsolidationCycleHelper; delete mVisionCycleHelper; } /** * Check Conditions For Signal ... */ bool HasSignal( XSignal &signal, X121SMCStrategyConditions &conditions // ) override { // bool result = false; // signal.Clean(); conditions.Clean(); // int pushers = 0; // double sl = 0; double tp = 0; double risk = 0; double entry = 0; double reward = 0; double r2r = R2R(); string provider = ""; double volume = Volume(); ENUM_POSITION_TYPE type = POSITION_TYPE_BUY; ENUM_X_ORDER_MODES mode = X_ORDER_MODE_MARKET; // bool hasLong = false; bool hasShort = false; // double selectedSL = 0; // // Start Calculations ... // // Retrieve Common Data ... string symbol = GetSymbol(); ENUM_TIMEFRAMES period = GetPeriod(); // // Required Value For SL/TP Calculations ... double points = GetPoints(symbol); double pip = GetPipPrice(symbol); double pip2 = 2 * pip; // // Retrieve and Fill Cycle Conditions ... result = GetCyclesConditions(conditions); if (!result) { // conditions.Clean(); return result; } // // Check Spread for Signalling Conditions ... bool isSpreadPassed = IsSpreadPass(); result = isSpreadPassed; if (!result) { // conditions.Clean(); return result; } // // Detect Signal Conditions ... bool hasSignal = false; // bool useTestSignal = false; bool useXTWPVSignal = true; // bool hasTestSignal = false; bool hasXTWPVSignal = false; // // Test Signal ... if (useTestSignal && !hasSignal) { // hasTestSignal = DetectTestSignal(conditions); hasSignal = hasTestSignal; } // // XTWPV Signal ... if (useXTWPVSignal && !hasSignal) { // hasXTWPVSignal = DetectXTWPVSignal(conditions); hasSignal = hasXTWPVSignal; } // result = hasSignal; if (!result) { // conditions.Clean(); return result; } // // Combine all Signals Conditions ... selectedSL = conditions.sl; provider = conditions.provider; // hasLong = // IsBullish(conditions.signalDir) // ; // hasShort = // IsBearish(conditions.signalDir) // ; // result = hasLong || hasShort; // // Rmove Signal Condition ... if (result) { // // TYPE ... type = hasLong ? POSITION_TYPE_BUY : POSITION_TYPE_SELL; ENUM_X_POSITION_TYPES xType = hasLong ? X_POSITION_TYPE_LONG : X_POSITION_TYPE_SHORT; // entry = GetEntry( conditions.symbol, type // ); // double slAddition = 0; sl = hasLong ? selectedSL - slAddition : selectedSL + slAddition; // // RISK Reward ... risk = hasLong ? entry - sl : sl - entry; reward = risk * r2r; tp = hasLong ? entry + reward : entry - reward; // signal.sl = sl; signal.tp = tp; signal.type = type; signal.mode = mode; signal.entry = entry; signal.volume = volume; signal.symbol = symbol; signal.period = period; signal.pushers = pushers; signal.provider = provider; signal.time = TimeCurrent(); signal.target = conditions.target; // bool canReplaceTarget = hasLong ? signal.target > signal.tp : signal.target < signal.tp; if (canReplaceTarget) { // signal.tp = conditions.target; signal.target = tp; } // result = PrepareSignal(signal); // if (result) { // // TODO: Remove this ... XCSignalObject *iObj; mPOIDrawer.DrawSignal(signal, iObj); Print(""); } // hasLong = false; hasShort = false; } // return result; } /** * Customize Strategy Identifier ... */ string GetTag() override { return X121SMCStrategyToken; } // // Protected ... protected: // // // Props ... // // Trigger Order Flow ... XPVPivot mOrderFlow[]; ENUM_X_DIRECTION mOrderFlowDir; // ENUM_XPOI_EVENTS mTriggerPOIEvents[]; ENUM_X_CYCLE_EVENTS mTriggerCycleEvents[]; XC121SMCCycleHelper *mTriggerCycleHelper; // ENUM_XPOI_EVENTS mDecisionPOIEvents[]; ENUM_X_CYCLE_EVENTS mDecisionCycleEvents[]; XC121SMCCycleHelper *mDecisionCycleHelper; // ENUM_XPOI_EVENTS mAnalysePOIEvents[]; ENUM_X_CYCLE_EVENTS mAnalyseCycleEvents[]; XC121SMCCycleHelper *mAnalyseCycleHelper; // ENUM_XPOI_EVENTS mVerificationPOIEvents[]; ENUM_X_CYCLE_EVENTS mVerificationCycleEvents[]; XC121SMCCycleHelper *mVerificationCycleHelper; // ENUM_XPOI_EVENTS mConsolidationPOIEvents[]; ENUM_X_CYCLE_EVENTS mConsolidationCycleEvents[]; XC121SMCCycleHelper *mConsolidationCycleHelper; // ENUM_XPOI_EVENTS mVisionPOIEvents[]; ENUM_X_CYCLE_EVENTS mVisionCycleEvents[]; XC121SMCCycleHelper *mVisionCycleHelper; // // Actions ... /** * Retrieve Cycles Conditions ... * * @param conditions: X121SMCStrategyConditions instance Reference ... * * @return ( bool ) */ bool GetCyclesConditions( X121SMCStrategyConditions &conditions // ) { // bool result = false; // string symbol = GetSymbol(); ENUM_TIMEFRAMES period = GetPeriod(); // int zIndex = 0; int cIndex = zIndex + 1; int pIndex = cIndex + 1; int ppIndex = pIndex + 1; // datetime cTime = TimeCurrent(); // conditions.time = cTime; conditions.symbol = symbol; conditions.period = period; // int conditionsLoopback = 7; // // Fill Cycles Conditions ... // // Trigger ... result = mTriggerCycleHelper.GetConditions( mTriggerCycleEvents, mTriggerPOIEvents, conditions.triggerConditions, zIndex, conditionsLoopback // ); if (!result) { // conditions.Clean(); return result; } conditions.triggerConditions.state = mTriggerState; // // Decision ... result = mDecisionCycleHelper.GetConditions( mDecisionCycleEvents, mDecisionPOIEvents, conditions.decisionConditions, zIndex, conditionsLoopback // ); if (!result) { // conditions.Clean(); return result; } conditions.decisionConditions.state = mDecisionState; // // Analyse ... result = mAnalyseCycleHelper.GetConditions( mAnalyseCycleEvents, mAnalysePOIEvents, conditions.analyseConditions, zIndex, conditionsLoopback // ); if (!result) { // conditions.Clean(); return result; } conditions.analyseConditions.state = mAnalyseState; // // Verification ... result = mVerificationCycleHelper.GetConditions( mVerificationCycleEvents, mVerificationPOIEvents, conditions.verificationConditions, zIndex, conditionsLoopback // ); if (!result) { // conditions.Clean(); return result; } conditions.verificationConditions.state = mVerificationState; // // Consolidation ... result = mConsolidationCycleHelper.GetConditions( mConsolidationCycleEvents, mConsolidationPOIEvents, conditions.consolidationConditions, zIndex, conditionsLoopback // ); if (!result) { // conditions.Clean(); return result; } conditions.consolidationConditions.state = mConsolidationState; // // Vision ... result = mVisionCycleHelper.GetConditions( mVisionCycleEvents, mVisionPOIEvents, conditions.visionConditions, zIndex, conditionsLoopback // ); if (!result) { // conditions.Clean(); return result; } conditions.visionConditions.state = mVisionState; // return result; } // // Signalling Functions ... // // Test Signal ... X121SMCStrategyTestSignalConditions mTestConditions; bool DetectTestSignal( X121SMCStrategyConditions &conditions // ) { // bool result = false; // bool isBullish = false; bool isBearish = false; // string symbol = GetSymbol(); ENUM_TIMEFRAMES period = GetPeriod(); // datetime cTime = TimeCurrent(); // ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_XTEST; string providerStr = ToString(provider); // // Detect Setup Conditions ... datetime setupTime = mTestConditions.setupTime; bool isSetuped = mTestConditions.IsSetuped(); ENUM_X_DIRECTION setupDir = mTestConditions.dir; if (!isSetuped) { // // Detect Signal Setup ... isSetuped = DetectX121SMCTestSiganlSetup( symbol, period, mTestConditions, mTriggerCycleHelper, mDecisionCycleHelper, mAnalyseCycleHelper, mVerificationCycleHelper, mConsolidationCycleHelper, mVisionCycleHelper // ); // setupDir = mTestConditions.dir; setupTime = mTestConditions.setupTime; } // ClearDraws(); // ENUM_X_DIRECTION activeZoneDir; // bool hasTicksZone = mTestConditions.HasTicksZone(); // bool hasActiveZone = mTestConditions.HasActiveZone(activeZoneDir); // if (hasActiveZone) // { // // // if (IsBullish(activeZoneDir)) // { // // // mTestConditions.activeDemandZone.To(cTime); // XCDemandZoneObject *iObj; // bool isCreated = mPOIDrawer.CreateDemandZone( // mTestConditions.activeDemandZone, // iObj // // ); // if (isCreated) // { // AddObjectIfNotExists(iObj); // } // } // else // { // // // mTestConditions.activeSupplyZone.To(cTime); // XCSupplyZoneObject *iObj; // bool isCreated = mPOIDrawer.CreateSupplyZone( // mTestConditions.activeSupplyZone, // iObj // // ); // if (isCreated) // { // AddObjectIfNotExists(iObj); // } // } // } // if (hasTicksZone) // { // // // XCTicksZoneObject *iObj; // bool isCreated = mPOIDrawer.CreateTicksZone( // mTestConditions.ticksZone, // iObj // // ); // if (isCreated) // { // AddObjectIfNotExists(iObj); // } // } // result = isSetuped; if (!result) { return result; } // // Detect Trigger Conditions ... bool canTrigger = mTestConditions.CanTrigger(); datetime triggerTime = mTestConditions.triggerTime; if (!canTrigger) { // // Detect Signal Trigger ... canTrigger = DetectX121SMCTestSiganlTrigger( mTestConditions, symbol, period, mTriggerCycleHelper, mDecisionCycleHelper, mAnalyseCycleHelper, mVerificationCycleHelper, mConsolidationCycleHelper, mVisionCycleHelper // ); // result = canTrigger; if (!result) { return result; } // triggerTime = mTestConditions.triggerTime; } // // Check Signal Direction ... // isBullish = IsBullish(setupDir); isBearish = IsBearish(setupDir); result = isBullish || isBearish; if (!result) { return result; } // // Issues Signal on Conditions ... conditions.signalDir = setupDir; conditions.provider = providerStr; conditions.sl = mTestConditions.sl; conditions.target = mTestConditions.target; // mTestConditions.Clean(); // return result; } // // XTWPV Signal ... X121SMCStrategyXTWPVSignalConditions mXTWPVConditions; bool DetectXTWPVSignal( X121SMCStrategyConditions &conditions // ) { // bool result = false; // bool isBullish = false; bool isBearish = false; // string symbol = GetSymbol(); ENUM_TIMEFRAMES period = GetPeriod(); // datetime cTime = TimeCurrent(); // ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_XTWPV; string providerStr = ToString(provider); // // Detect Setup Conditions ... datetime setupTime = mXTWPVConditions.setupTime; bool isSetuped = mXTWPVConditions.IsSetuped(); ENUM_X_DIRECTION setupDir = mXTWPVConditions.dir; if (!isSetuped) { // // Detect Signal Setup ... isSetuped = DetectX121SMCXTWPVSiganlSetup( symbol, period, mXTWPVConditions, mTriggerCycleHelper, mDecisionCycleHelper, mAnalyseCycleHelper, mVerificationCycleHelper, mConsolidationCycleHelper, mVisionCycleHelper // ); // setupDir = mXTWPVConditions.dir; setupTime = mXTWPVConditions.setupTime; } // // Handle Required Drawings ... bool hasPivot = mXTWPVConditions.HasPivot(); bool hasPriceInsideZone = mXTWPVConditions.HasPriceInsideZones(); bool hasConsolidationZone = mXTWPVConditions.HasConsolidationZone(); bool canDraw = hasPivot || hasPriceInsideZone || hasConsolidationZone; if (canDraw) { // ClearDraws(); // // Draw Consolidation Zone ... if (hasConsolidationZone) { // XCConsolidationZoneObject *iObj; bool isCreated = mPOIDrawer.CreateConsolidationZone( mXTWPVConditions.consolidationZone, iObj // ); if (isCreated) { AddObjectIfNotExists(iObj); } } // // Draw Pivot Zone ... if (hasPivot) { // XCBaseObject *drawnObjects[]; int drawnObjectsCount = DrawXTWPVPivotZone( mXTWPVConditions, mPOIDrawer, drawnObjects, false, // Draw State ... false, // Draw Ticks Zone ... true, // Ignore SwingHighs ... true, // Ignore SwingLows ... true, // Ignore SupportZones ... true, // Ignore ResistanceZones ... true, // Ignore SupplyZones ... true, // Ignore DemandZones ... true, // Ignore BullishOrderBlocks ... true, // Ignore BearishOrderBlocks ... true, // Ignore BullishFairValueGaps ... true, // Ignore BearishFairValueGaps ... true, // Ignore BullishRejectionBars ... true, // Ignore BearishRejectionBars ... true, // Ignore BullishMomentumBars ... true // Ignore BearishMomentumBars ... ); AddObjectsIfNotExists(drawnObjects); } // // Draw Price Inside Zones ... if (hasPriceInsideZone) { // XCBaseObject *drawnObjects[]; int drawnObjectsCount = DrawTWPVPriceInsideZones( mXTWPVConditions, mPOIDrawer, drawnObjects // ); AddObjectsIfNotExists(drawnObjects); } } // result = isSetuped; if (!result) { return result; } // // Detect Trigger Conditions ... bool canTrigger = mXTWPVConditions.CanTrigger(); datetime triggerTime = mXTWPVConditions.triggerTime; if (!canTrigger) { // // Detect Signal Trigger ... canTrigger = DetectX121SMCXTWPVSiganlTrigger( mXTWPVConditions, symbol, period, mTriggerCycleHelper, mDecisionCycleHelper, mAnalyseCycleHelper, mVerificationCycleHelper, mConsolidationCycleHelper, mVisionCycleHelper // ); // result = canTrigger; if (!result) { return result; } // triggerTime = mXTWPVConditions.triggerTime; } // // Check Signal Direction ... // isBullish = IsBullish(setupDir); isBearish = IsBearish(setupDir); result = isBullish || isBearish; if (!result) { return result; } // // Issues Signal on Conditions ... conditions.signalDir = setupDir; conditions.provider = providerStr; conditions.sl = mXTWPVConditions.sl; conditions.target = mXTWPVConditions.target; // mXTWPVConditions.Clean(); // return result; } // // Private ... private: // // Props ... /** * Initial Required Indicators Helper ... */ void InitialHelpers() { // string symbol = GetSymbol(); ENUM_TIMEFRAMES period = GetPeriod(); // // Short ... ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // How to Find Period ENUM_TIMEFRAMES scPeriod = NULL; // Time Period // // Medium ... ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // How to Find Period ENUM_TIMEFRAMES mcPeriod = NULL; // Time Period // // Long ... ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // How to Find Period ENUM_TIMEFRAMES lcPeriod = NULL; // Time Period // // Hind ... ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // How to Find Period ENUM_TIMEFRAMES hcPeriod = NULL; // Time Period // // XPV ... X121Inputs x121Inputs; // x121Inputs.Default(); // x121Inputs.scMethod = scMethod; x121Inputs.scPeriod = scPeriod; x121Inputs.mcMethod = mcMethod; x121Inputs.mcPeriod = mcPeriod; x121Inputs.lcMethod = lcMethod; x121Inputs.lcPeriod = lcPeriod; x121Inputs.hcMethod = hcMethod; x121Inputs.hcPeriod = hcPeriod; // x121Inputs.showFibo2Levels = false; x121Inputs.showFibo3Levels = false; x121Inputs.showFibo4Levels = false; // x121Inputs.showSar = false; x121Inputs.showPeaks = true; x121Inputs.showVales = true; x121Inputs.showVWap = false; x121Inputs.showDonchain = true; // x121Inputs.showOpen = true; x121Inputs.showHigh = true; x121Inputs.showClose = true; x121Inputs.showLow = true; // // Initialize Cycle Helpers ... // bool isInited = false; // mTriggerCycleHelper = new XC121SMCCycleHelper(); isInited = mTriggerCycleHelper.Init( symbol, PERIOD_M1, x121Inputs // ); // mDecisionCycleHelper = new XC121SMCCycleHelper(); isInited = mDecisionCycleHelper.Init( symbol, PERIOD_M5, x121Inputs // ); // mAnalyseCycleHelper = new XC121SMCCycleHelper(); isInited = mAnalyseCycleHelper.Init( symbol, PERIOD_M15, x121Inputs // ); // mVerificationCycleHelper = new XC121SMCCycleHelper(); isInited = mVerificationCycleHelper.Init( symbol, PERIOD_M30, x121Inputs // ); // mConsolidationCycleHelper = new XC121SMCCycleHelper(); isInited = mConsolidationCycleHelper.Init( symbol, PERIOD_H1, x121Inputs // ); // mVisionCycleHelper = new XC121SMCCycleHelper(); isInited = mVisionCycleHelper.Init( symbol, PERIOD_H4, x121Inputs // ); } // // 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_TENKAN_SEN) { // double hh = zBar.FindHighest( 9, MODE_HIGH // ); double ll = zBar.FindLowest( 9, MODE_LOW // ); double mid = (hh - ll) / 2; result = isBullish ? ll - mid : hh + mid; } 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; } // }; //