/////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 X121 SMC Signal Class // ------------------------------------------------- // Name: XICH // 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 "../../Libraries/x-trade.lib" #include "../Classes/x-121.smc.market.cycle.helper.class.mq5" #include "../Libraries/x-121.smc.guard.lib.mq5" #include "../Libraries/x-121.smc.lib.mq5" // // Provided Signals Enumeration ... enum ENUM_X121SMC_XIND_PROVIDERS { X121SMC_XIND_PROVIDER_NONE, X121SMC_XIND_PROVIDER_XSTR, X121SMC_XIND_PROVIDER_XTKKUMO, }; // // Definitions ... // // XIND Signal Conditions ... struct X121SMCStrategyXINDSignalConditions { // // Props ... // string symbol; ENUM_TIMEFRAMES period; // double sl; ENUM_X_DIRECTION dir; ENUM_X_POSITION_TYPES type; // // Setup Props ... // datetime setupTime; datetime triggerTime; // double pivot; double point; double sls[]; double targets[]; // XBoxZone signalBox; // ENUM_X121SMC_XIND_PROVIDERS provider; // // Constructor ... X121SMCStrategyXINDSignalConditions() { Clean(); } // // Tools ... /** * Cleaning Up ... */ void Clean() { // sl = 0; // dir = X_DIRECTION_NONE; type = X_POSITION_TYPE_NONE; // symbol = NULL; period = NULL; setupTime = NULL; triggerTime = NULL; // ExtensionClean(); // ZeroMemory(this); } /** * 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; point = 0; // Clean(sls); Clean(targets); signalBox.Clean(); // provider = X121SMC_XIND_PROVIDER_NONE; } // // // // void UpdateTo(datetime value = NULL) { // value = NormalizeTime(value); // int count = 0; bool has = false; } // }; // // Extension Functions ... // // Signalling Conditions Parsers ... // // Detect Signals Based On XPV Indicator Golden Zones ... // bool HasXPVConditions( ENUM_X_CYCLES cycle, XBoxZone &box, ENUM_X_DIRECTION &dir, X121SMCStrategySignalProviderData &provider, int barIndex = 0 // ) { // bool result = false; // box.Clean(); dir = X_DIRECTION_NONE; // // Fil Selected Data ... XPOIState cState; X121Conditions cXConditions; XPOIStateEvents cStateEvents; XC121SMCCycleHelper *cHelper; X121SMCCycleConditions cConditions; result = provider.SelectCycle( cycle, cState, cStateEvents, cXConditions, cHelper, cConditions // ); if (!result) { // cState.Clean(); ZeroMemory(cHelper); cConditions.Clean(); cXConditions.Clean(); cStateEvents.Clean(); // return result; } // // Normalize Args ... // if (barIndex < 0) { barIndex = 0; } // int idx = -1; int count = 0; bool has = false; // int zIDX = barIndex; int cIDX = zIDX + 1; int pIDX = cIDX + 1; int ppIDX = pIDX + 1; // bool isBullish = false; bool isBearish = false; // XOHCL zBar; XOHCL cBar; XOHCL pBar; XOHCL pPBar; // // Initial Bars ... result = zBar.Init( cState.symbol, cState.period, barIndex // ); result = result && zBar.GetPreviousBar(cBar); result = result && cBar.GetPreviousBar(pBar); result = result && pBar.GetPreviousBar(pPBar); if (!result) { // zBar.Clean(); cBar.Clean(); pBar.Clean(); cState.Clean(); ZeroMemory(cHelper); cConditions.Clean(); cXConditions.Clean(); // return result; } // // Checking Conditions ... // // Retrieve Some Values ... // double peak = cXConditions.peaksBuffer[cIDX]; double peakZ = cXConditions.peaksBuffer[zIDX]; double peakP = cXConditions.peaksBuffer[pIDX]; double peakPP = cXConditions.peaksBuffer[ppIDX]; // double vale = cXConditions.valesBuffer[cIDX]; double valeZ = cXConditions.valesBuffer[zIDX]; double valeP = cXConditions.valesBuffer[pIDX]; double valePP = cXConditions.valesBuffer[ppIDX]; // double atrUpperSM = cXConditions.atrUpperSMBuffer[cIDX]; double atrLowerSM = cXConditions.atrLowerSMBuffer[cIDX]; // double atrUpperSMZ = cXConditions.atrUpperSMBuffer[zIDX]; double atrLowerSMZ = cXConditions.atrLowerSMBuffer[zIDX]; // double atrUpperSMP = cXConditions.atrUpperSMBuffer[pIDX]; double atrLowerSMP = cXConditions.atrLowerSMBuffer[pIDX]; // double atrUpperSMPP = cXConditions.atrUpperSMBuffer[ppIDX]; double atrLowerSMPP = cXConditions.atrLowerSMBuffer[ppIDX]; // double rsiChange = cXConditions.rsiChangeBuffer[cIDX]; double rsiChangeZ = cXConditions.rsiChangeBuffer[zIDX]; double rsiChangeP = cXConditions.rsiChangeBuffer[pIDX]; double rsiChangePP = cXConditions.rsiChangeBuffer[ppIDX]; // double rsiChangeSM = cXConditions.rsiChangeSMBuffer[cIDX]; double rsiChangeSMZ = cXConditions.rsiChangeSMBuffer[zIDX]; double rsiChangeSMP = cXConditions.rsiChangeSMBuffer[pIDX]; double rsiChangeSMPP = cXConditions.rsiChangeSMBuffer[ppIDX]; // double peaksGolden = cXConditions.peaksGoldenBuffer[cIDX]; double peaksGoldenZ = cXConditions.peaksGoldenBuffer[zIDX]; double peaksGoldenP = cXConditions.peaksGoldenBuffer[pIDX]; double peaksGoldenPP = cXConditions.peaksGoldenBuffer[ppIDX]; // double valesGolden = cXConditions.valesGoldenBuffer[cIDX]; double valesGoldenZ = cXConditions.valesGoldenBuffer[zIDX]; double valesGoldenP = cXConditions.valesGoldenBuffer[pIDX]; double valesGoldenPP = cXConditions.valesGoldenBuffer[ppIDX]; // double priceChange = cXConditions.priceChangeBuffer[cIDX]; double priceChangeZ = cXConditions.priceChangeBuffer[zIDX]; double priceChangeP = cXConditions.priceChangeBuffer[pIDX]; double priceChangePP = cXConditions.priceChangeBuffer[ppIDX]; // double priceChangeSM = cXConditions.priceChangeSMBuffer[cIDX]; double priceChangeSMZ = cXConditions.priceChangeSMBuffer[zIDX]; double priceChangeSMP = cXConditions.priceChangeSMBuffer[pIDX]; double priceChangeSMPP = cXConditions.priceChangeSMBuffer[ppIDX]; // // // // bool isPSwingLow = // (pBar.low < pPBar.low && pBar.low < cBar.low && zBar.open > cBar.low) // ; // bool isCSwingLow = // (pBar.low < pPBar.low && cBar.low < pBar.low && zBar.close > cBar.low) // ; // bool isSwingLow = // isPSwingLow || isCSwingLow // ; // bool isPSwingHigh = // pBar.high >= pPBar.high && pBar.high > cBar.high && zBar.open < cBar.high // ; // bool isCSwingHigh = // (pBar.high >= pPBar.high && cBar.high > pBar.high && zBar.close < cBar.high) // ; // bool isSwingHigh = // isPSwingHigh && isCSwingHigh // ; // bool isBarsOverPeaksGoldenZone = // cBar.high > peaksGolden && pBar.high > peaksGoldenP // ; // bool isBarsUnderValesGoldenZone = // cBar.low < valesGolden && pBar.low < valesGoldenP // ; // bool isBarsOverAtrUpper = // cBar.high > atrUpperSM && pBar.high > atrUpperSMP // ; // bool isBarsUnderAtrLower = // cBar.low < atrLowerSM && pBar.low < atrLowerSMP // ; // bool isRsiChangeOverAtrUpper = rsiChangeP > atrUpperSMP; // bool isRsiChangeUnderAtrLower = rsiChangeP < atrLowerSMP; // bool isRsiChangeOverPeaksGoldenZone = rsiChangeP > peaksGoldenP; // bool isRsiChangeUnderValesGoldenZone = rsiChangeP < valesGoldenP; // bool isPriceChangeOverAtrUpper = priceChangeP > atrUpperSMP; // bool isPriceChangeUnderAtrLower = priceChangeP < atrLowerSMP; // bool isPriceChangeOverPeaksGoldenZone = priceChangeP > peaksGoldenP; // bool isPriceChangeUnderValesGoldenZone = priceChangeP < valesGoldenP; // // XPV Peaks or Vales ... // bool isCBarEqualsToPeak = cBar.high == peak; bool isCBarEqualsToVale = cBar.low == vale; // bool isPBarEqualsToPeak = pBar.high == peakP; bool isPBarEqualsToVale = pBar.low == valeP; // bool isPPBarEqualsToPeak = pPBar.high == peakPP; bool isPPBarEqualsToVale = pPBar.low == valePP; // bool isBarsEqualsToPeak = isCBarEqualsToPeak || isPBarEqualsToPeak || isPPBarEqualsToPeak; bool isBarsEqualsToVale = isCBarEqualsToVale || isPBarEqualsToVale || isPPBarEqualsToVale; // // Detect VPatterns ... // bool isRsiChangeBullishVPattern = // rsiChangeP < rsiChangePP && rsiChangeP < rsiChange && rsiChangeP < rsiChangeZ // ; // bool isRsiChangeBearishVPattern = // rsiChangeP > rsiChangePP && rsiChangeP > rsiChange && rsiChangeP > rsiChangeZ // ; // bool isRsiChangeBullish = // (isRsiChangeUnderAtrLower && isRsiChangeBullishVPattern && isRsiChangeUnderValesGoldenZone) // ; bool isRsiChangeBearish = // (isRsiChangeOverAtrUpper && isRsiChangeBearishVPattern && isRsiChangeOverPeaksGoldenZone) // ; // bool isPriceChangeBullishVPattern = // priceChangeP < priceChangePP && priceChangeP < priceChange && priceChangeP < priceChangeZ // ; // bool isPriceChangeBearishVPattern = // priceChangeP > priceChangePP && priceChangeP > priceChange && priceChangeP > priceChangeZ // ; // bool isPriceChangeBullish = // (isPriceChangeUnderAtrLower && isPriceChangeBullishVPattern && isPriceChangeUnderValesGoldenZone) // ; // bool isPriceChangeBearish = // (isPriceChangeOverAtrUpper && isPriceChangeBearishVPattern && isPriceChangeOverPeaksGoldenZone) // ; // // XVWAP ... // bool isVWapIsBullish = // (cXConditions.isVWapBullishOrdered && cXConditions.isVWapSwitchedToBullishState) // || // (cXConditions.isVWapBullishState && cXConditions.isVWapSwitchedToBullishOrdered) // ; // bool isVWapIsBearish = // (cXConditions.isVWapBearishOrdered && cXConditions.isVWapSwitchedToBearishState) // || // (cXConditions.isVWapBearishState && cXConditions.isVWapSwitchedToBearishOrdered) // ; // // Checking Bar States ... // ENUM_X_DIRECTION cBarPosDir; bool isCBarValidForPosition = cHelper .mBarAnalyser .IsValidForPosition( cBar, cBarPosDir // ); // ENUM_X_DIRECTION pBarPosDir; bool isPBarValidForPosition = cHelper .mBarAnalyser .IsValidForPosition( pBar, pBarPosDir // ); // bool isBarValidForBullish = // (isCBarValidForPosition && IsBullish(cBarPosDir)) // && // (isPBarValidForPosition && IsBullish(pBarPosDir)) // ; // bool isBarValidForBearish = // (isCBarValidForPosition && IsBearish(cBarPosDir)) // && // (isPBarValidForPosition && IsBearish(pBarPosDir)) // ; // // Summarize Conditions ... // isBullish = // // isSwingLow && isVWapIsBullish // && // isBarsEqualsToVale && // isRsiChangeBullish && // isBarsUnderAtrLower && // isBarValidForBullish && // isPriceChangeBullish && // isBarsUnderValesGoldenZone // ; // isBearish = // //isSwingHigh && isVWapIsBearish // && //isBarsEqualsToPeak && // isBarsOverAtrUpper && // isRsiChangeBearish && // isBarValidForBearish && // isPriceChangeBearish && // isBarsOverPeaksGoldenZone // ; // // Filling Requirements ... result = isBullish || isBearish; if (result) { // dir = isBullish ? X_DIRECTION_BULLISH : X_DIRECTION_BEARISH; // box.dir = dir; box.from = pPBar.time; box.to = TimeCurrent(); box.symbol = cBar.symbol; box.period = cBar.period; // double points = GetPoints(box.symbol); // // Usually is Preffered SL ... double pivot = 0; // // Usually is Current Price or Entry Price ... double point = GetEntry( cBar.symbol, dir // ); // box.upper = isBullish ? point : pivot; // box.lower = isBullish ? pivot : point; // XCPOIDrawer *drawer = provider.visionCycleHelper.mPOIDrawer; bool drawBoxes = true; if (drawBoxes) { // if (box.IsValid()) { // XCBoxObject *iObj; bool isCreated = drawer.DrawBox( box, iObj // ); // if (isCreated) { // // TODO: ... } } } } // // Check All Conditions ... result = box.IsValid() && HasDirection(dir) && (isBullish || isBearish); // // Cleanup Resources ... zBar.Clean(); cBar.Clean(); pBar.Clean(); pPBar.Clean(); cState.Clean(); cConditions.Clean(); cConditions.Clean(); ZeroMemory(cHelper); cStateEvents.Clean(); cXConditions.Clean(); // return result; } // bool HasXSTRConditions( ENUM_X_CYCLES cycle, XBoxZone &box, ENUM_X_DIRECTION &dir, X121SMCStrategySignalProviderData &provider, int barIndex = 0 // ) { // bool result = false; // box.Clean(); dir = X_DIRECTION_NONE; // // Fil Selected Data ... XPOIState cState; X121Conditions cXConditions; XPOIStateEvents cStateEvents; XC121SMCCycleHelper *cHelper; X121SMCCycleConditions cConditions; result = provider.SelectCycle( cycle, cState, cStateEvents, cXConditions, cHelper, cConditions // ); if (!result) { // cState.Clean(); ZeroMemory(cHelper); cConditions.Clean(); cXConditions.Clean(); cStateEvents.Clean(); // return result; } // // Normalize Args ... // if (barIndex < 0) { barIndex = 0; } // int idx = -1; int count = 0; bool has = false; // int zIDX = barIndex; int cIDX = zIDX + 1; int pIDX = cIDX + 1; int ppIDX = pIDX + 1; // bool isBullish = false; bool isBearish = false; // XOHCL zBar; XOHCL cBar; XOHCL pBar; XOHCL pPBar; // // Initial Bars ... result = zBar.Init( cState.symbol, cState.period, barIndex // ); result = result && zBar.GetPreviousBar(cBar); result = result && cBar.GetPreviousBar(pBar); result = result && pBar.GetPreviousBar(pPBar); if (!result) { // zBar.Clean(); cBar.Clean(); pBar.Clean(); cState.Clean(); ZeroMemory(cHelper); cConditions.Clean(); cXConditions.Clean(); // return result; } // // Checking Conditions ... // // XSTR ... bool isStrIsBullish = (cXConditions.isStrBullish || cXConditions.isStrSwitchedToBullish); bool isStrIsBearish = (cXConditions.isStrBearish || cXConditions.isStrSwitchedToBearish); // // Detecting Str Box ... XBoxZone strBox; bool hasStrBox = false; if (!hasStrBox) { // hasStrBox = cXConditions.isStrBullish || cXConditions.isStrBearish; if (hasStrBox) { // ENUM_X_DIRECTION strDir = cXConditions.isStrBullish ? X_DIRECTION_BULLISH : X_DIRECTION_BEARISH; // XOHCL lastBar; ENUM_X_DIRECTION lastDir; bool hasLast = cHelper .DetectNearestStrSwitched( lastBar, lastDir, zIDX // ); // XOHCL prevBar; ENUM_X_DIRECTION prevDir; bool hasPrev = hasLast && cHelper .DetectNearestStrSwitched( prevBar, prevDir, lastBar.Index() + 1 // ); // hasStrBox = hasLast && hasPrev; if (hasStrBox) { // int fromIDX = MathMax( lastBar.Index(), prevBar.Index() // ); // string symbol = cBar.symbol; ENUM_TIMEFRAMES period = cBar.period; // datetime from = GetBarTime( symbol, period, fromIDX // ); // int length = fromIDX - barIndex; // double upper = zBar.FindHighest( length, MODE_HIGH // ); // double lower = zBar.FindLowest( length, MODE_LOW // ); // strBox.from = from; strBox.dir = strDir; strBox.lower = lower; strBox.upper = upper; strBox.symbol = symbol; strBox.period = period; strBox.type = "XSTRBox"; strBox.to = TimeCurrent(); // hasStrBox = strBox.IsValid(); } // lastBar.Clean(); prevBar.Clean(); } } // // XFastMa ... // bool isFastMaOverStr = (cXConditions.x3maFastBuffer[cIDX] > cXConditions.strBuffer[cIDX]); // bool isFastMaUnderStr = (cXConditions.x3maFastBuffer[cIDX] < cXConditions.strBuffer[cIDX]); // bool isFastMaBullishReject = cBar.low < pBar.low && cBar.low > cXConditions.strBuffer[cIDX] && cBar.low < cXConditions.x3maFastBuffer[cIDX] && cBar.GetDown() > cXConditions.x3maFastBuffer[cIDX]; // bool isFastMaBearishReject = cBar.high > pBar.high && cBar.high < cXConditions.strBuffer[cIDX] && cBar.high > cXConditions.x3maFastBuffer[cIDX] && cBar.GetUp() < cXConditions.x3maFastBuffer[cIDX]; // // Summarize Conditions ... // isBullish = // // false hasStrBox && isStrIsBullish && isFastMaOverStr && isFastMaBullishReject // // ; // isBearish = // // false hasStrBox && isStrIsBearish && isFastMaUnderStr && isFastMaBearishReject // ; // // Filling Requirements ... result = isBullish || isBearish; if (result) { // XCPOIDrawer *drawer = provider.visionCycleHelper.mPOIDrawer; XCBoxObject *iObj; bool isCreated = drawer.DrawBox( strBox, iObj // ); if (isCreated) { // Print("STRBox"); } // dir = isBullish ? X_DIRECTION_BULLISH : X_DIRECTION_BEARISH; // box.dir = dir; box.from = pPBar.time; box.to = TimeCurrent(); box.symbol = cBar.symbol; box.period = cBar.period; // double points = GetPoints(box.symbol); // double pivot = cXConditions.strBuffer[cIDX]; // isBullish // ? cBar.low - (points * 5) // : cBar.high + (points * 5); // double point = GetEntry( cBar.symbol, dir // ); // box.upper = isBullish ? point : pivot; // box.lower = isBullish ? pivot : point; // bool drawBoxes = true; if (drawBoxes) { // } } // // Check All Conditions ... result = box.IsValid() && HasDirection(dir) && (isBullish || isBearish); // // Cleanup Resources ... zBar.Clean(); cBar.Clean(); pBar.Clean(); pPBar.Clean(); cState.Clean(); strBox.Clean(); cConditions.Clean(); cConditions.Clean(); ZeroMemory(cHelper); cStateEvents.Clean(); cXConditions.Clean(); // return result; } //