/////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 X121 SMC Signal Class // ------------------------------------------------- // Name: XWZ // 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.guard.lib.mq5" #include "../Libraries/x-121.smc.lib.mq5" #include "./x-121.smc.xwz.signal.lib.mq5" // // Definition ... class XCX121SMCXWZSignalDetector : public XCBase { // public: // // Props ... X121SMCStrategyXWZWorkingZone workingZone; X121SMCStrategyXWZSignalConditions mConditions; X121SMCStrategyXWZSignalConditions mConditionsCollection[]; // // Constructor(s) ... XCX121SMCXWZSignalDetector( string _symbol, ENUM_TIMEFRAMES _period // ) { // symbol = _symbol; period = _period; Init(); } // // Deconstructor ... ~XCX121SMCXWZSignalDetector() { DeInit(); } // // // // // Detect Setup Conditions ... bool DetectSignalSetup( // XC121SMCCycleHelper *decisionCycleHelper, XC121SMCCycleHelper *analyseCycleHelper, XC121SMCCycleHelper *consolidationCycleHelper, XC121SMCCycleHelper *visionCycleHelper, // double maxAllowedSLDistanceInPoint = 300 // ) { // bool result = false; // // Validate Cycle Helpers ... result = // visionCycleHelper != NULL && analyseCycleHelper != NULL && decisionCycleHelper != NULL && consolidationCycleHelper != NULL // ; if (!result) { // mConditions.Clean(); // return result; } // bool isBullish = false; bool isBearish = false; // int zIndex = 0; int cIndex = zIndex + 1; int pIndex = cIndex + 1; int ppIndex = pIndex + 1; // int loopback = 10; // mConditions.symbol = symbol; mConditions.period = period; // double ask = GetAsk(symbol); double bid = GetBid(symbol); datetime cTime = TimeCurrent(); double points = GetPoints(symbol); // // Cycles Conditions ... // XOHCL consolidationZBar; result = consolidationCycleHelper.GetBar( consolidationZBar, zIndex // ); if (!result) { // consolidationZBar.Clean(); return result; } // bool drawBar = true; if (drawBar) { // DrawBar( consolidationZBar, decisionCycleHelper.mPOIDrawer // ); } // // Decision ... ENUM_XPOI_EVENTS decisionPoiEvents[]; ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; X121SMCCycleConditions decisionConditions; result = decisionCycleHelper.GetConditions( decisionCycleEvents, decisionPoiEvents, decisionConditions, zIndex, loopback // ); if (!result) { // Clean(decisionPoiEvents); Clean(decisionCycleEvents); // decisionConditions.Clean(); // mConditions.Clean(); consolidationZBar.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) { // Clean(analysePoiEvents); Clean(decisionPoiEvents); // Clean(analyseCycleEvents); Clean(decisionCycleEvents); // analyseConditions.Clean(); decisionConditions.Clean(); // mConditions.Clean(); consolidationZBar.Clean(); // return result; } // // Consolidation ... ENUM_XPOI_EVENTS consolidationPoiEvents[]; ENUM_X_CYCLE_EVENTS consolidationCycleEvents[]; X121SMCCycleConditions consolidationConditions; result = consolidationCycleHelper.GetConditions( consolidationCycleEvents, consolidationPoiEvents, consolidationConditions, zIndex, loopback // ); if (!result) { // Clean(analysePoiEvents); Clean(decisionPoiEvents); Clean(consolidationPoiEvents); // Clean(analyseCycleEvents); Clean(decisionCycleEvents); Clean(consolidationCycleEvents); // analyseConditions.Clean(); decisionConditions.Clean(); consolidationConditions.Clean(); // mConditions.Clean(); consolidationZBar.Clean(); // return result; } // // Vision ... ENUM_XPOI_EVENTS visionPoiEvents[]; ENUM_X_CYCLE_EVENTS visionCycleEvents[]; X121SMCCycleConditions visionConditions; result = visionCycleHelper.GetConditions( visionCycleEvents, visionPoiEvents, visionConditions, zIndex, loopback // ); if (!result) { // Clean(visionPoiEvents); Clean(analysePoiEvents); Clean(decisionPoiEvents); Clean(consolidationPoiEvents); // Clean(visionCycleEvents); Clean(analyseCycleEvents); Clean(decisionCycleEvents); Clean(consolidationCycleEvents); // visionConditions.Clean(); analyseConditions.Clean(); decisionConditions.Clean(); consolidationConditions.Clean(); // mConditions.Clean(); consolidationZBar.Clean(); // 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; // XCPOIDrawer *drawer = visionCycleHelper.mPOIDrawer; // // Setup Conditions ... double sls[]; double pivot = 0; double point = 0; double targets[]; double reward = 0; XOBFVG selectedZone; double amountPercent = 0; bool hasPriority = false; bool hasRewardAmount = false; bool hasSelectedZone = false; bool isSelectedZoneReversal = false; bool hasSelectedConsolidationZone = false; XConsolidationZone selectedConsolidationZone; ENUM_X_DIRECTION selectedZoneDir = X_DIRECTION_NONE; ENUM_X121SMC_XWZ_PRIORITY priority = X121SMC_XWZ_PRIORITY_NONE; ENUM_X121SMC_XWZ_PROVIDERS provider = X121SMC_XWZ_PROVIDER_NONE; // // First We Have to Has Working Zone ... bool hasWorkingZone = workingZone.IsValid(); if (!hasWorkingZone) { // hasWorkingZone = workingZone.Init( symbol, period, zIndex, visionState, consolidationState, analyseState, decisionState // ); } // if (hasWorkingZone) { // visionCycleHelper.mPOIDetector.MaxRequiredPOIs(50); analyseCycleHelper.mPOIDetector.MaxRequiredPOIs(50); decisionCycleHelper.mPOIDetector.MaxRequiredPOIs(50); consolidationCycleHelper.mPOIDetector.MaxRequiredPOIs(50); // visionCycleHelper.mPOIDetector.MaxAllowedLoopbackForInit(578); analyseCycleHelper.mPOIDetector.MaxAllowedLoopbackForInit(578); decisionCycleHelper.mPOIDetector.MaxAllowedLoopbackForInit(578); consolidationCycleHelper.mPOIDetector.MaxAllowedLoopbackForInit(578); // workingZone.Update( zIndex, visionState, consolidationState, analyseState, decisionState // ); } // bool hasWaitingZones = hasWorkingZone && workingZone.HasWaitingZones(); // // Check Conditions if Has Inside Zones ... bool hasInsideZones = hasWorkingZone && workingZone.HasInsideZones(); if (hasInsideZones) { // int selectedIDX = -1; int count = workingZone.CountInsideZones(); for (int i = 0; i < count; i++) { // bool has = DetectSelectedZoneConditions( isSelectedZoneReversal, workingZone.insideZones[i], decisionState, decisionXConditions // ); // if (has) { // selectedIDX = i; selectedZone = workingZone.insideZones[i]; // break; } } // if (IsValidIndex(selectedIDX)) { // ArrayRemove( workingZone.insideZones, selectedIDX, 1 // ); // hasSelectedZone = selectedZone.IsValid(); provider = X121SMC_XWZ_PROVIDER_PRICE_INSIDE_ZONE; } } // // Check Conditions if Has Breaked Zones ... bool hasBreakedZones = hasWorkingZone && workingZone.HasBreakedZones(); if (hasBreakedZones) { // if (!hasSelectedZone) { // int selectedIDX = -1; int count = workingZone.CountBreakedZones(); for (int i = 0; i < count; i++) { // bool has = DetectSelectedZoneConditions( isSelectedZoneReversal, workingZone.breakedZones[i], decisionState, decisionXConditions // ); // if (has) { // selectedIDX = i; selectedZone = workingZone.breakedZones[i]; // break; } } // if (IsValidIndex(selectedIDX)) { // ArrayRemove( workingZone.breakedZones, selectedIDX, 1 // ); // hasSelectedZone = selectedZone.IsValid(); provider = X121SMC_XWZ_PROVIDER_ACTIVATED_ZONE; } } } // // Checking Other Senario for Signals ... // if (!hasWaitingZones && // !hasSelectedZone) // { // // // bool has = false; // ENUM_X_DIRECTION dir; // // // has = DetectX121Conditions( // pivot, // point, // sls, // targets, // dir, // analyseState, // decisionState, // decisionXConditions, // drawer // // ); // } // // Double Check and Prepare Signal Conditions ... // including Targets and SLs ... if (hasSelectedZone) { // int idx = -1; bool has = false; // // Check Consolidation Zones for SL Handling ... selectedZoneDir = !isSelectedZoneReversal ? selectedZone.GetDirection() : Opposit(selectedZone.GetDirection()); bool isSelectedZonDirBullish = IsBullish(selectedZoneDir); // if (isSelectedZoneReversal) { provider = X121SMC_XWZ_PROVIDER_ACTIVATED_CHOCH; } // // Calculate Priority ... hasPriority = hasWorkingZone && workingZone .DetectPriority( priority, selectedZoneDir, zIndex, period // ); // // Calculate Risk Reward Ration based on Priority ... hasRewardAmount = CalculateRiskReward( priority, reward, amountPercent // ); // // Calculate Pivot and Point ... // pivot = isSelectedZonDirBullish ? selectedZone.ob.Lower() : selectedZone.ob.Upper(); // point = isSelectedZonDirBullish ? selectedZone.ob.Upper() : selectedZone.ob.Lower(); // // Detect Targets ... DetectSelectedZonesTargets( targets, selectedZone, selectedZoneDir, priority, workingZone, zIndex // ); // // Detect SLs ... double iAtr = decisionXConditions.atrBuffer[0]; iAtr *= 1.5; // // Default SL is Pivot ... if (pivot > 0) { // Add( pivot, sls // ); // double iSL = iAtr * pivot; Add( iSL, sls // ); } // DetectSelectedZoneSLCandidates( sls, selectedZone, selectedZoneDir, workingZone, zIndex, maxAllowedSLDistanceInPoint // ); // // Summaries Conditions ... result = pivot > 0 && point > 0 && hasPriority && hasRewardAmount && HasDirection(selectedZoneDir); if (result) { // isBullish = IsBullish(selectedZoneDir); isBearish = IsBearish(selectedZoneDir); // Copy( sls, mConditions.sls // ); Copy( targets, mConditions.targets // ); // mConditions.pivot = pivot; mConditions.point = point; mConditions.reward = reward; mConditions.setupTime = cTime; mConditions.priority = priority; mConditions.provider = provider; mConditions.dir = selectedZoneDir; mConditions.signalZone = selectedZone; mConditions.amountPercent = amountPercent; } // // Cleanup Resources ... // Clean(sls); Clean(targets); selectedZone.Clean(); selectedConsolidationZone.Clean(); } // UpdateTo(cTime); // // Draw Working Zone ... if (hasWorkingZone) { // workingZone.Draw( drawer, true, // Draw Waiting Zones .. true, // Draw Inside Zones .. true, // Draw Breaked Zones .. true, // Draw Supply Zone .. true, // Draw Demand Zone .. true, // Draw Supply Zones .. true, // Draw Demand Zones .. true, // Draw Support Zones .. true // Draw Resistance Zones .. ); } // // Cleanup Resources ... // Clean(visionPoiEvents); Clean(analysePoiEvents); Clean(decisionPoiEvents); Clean(consolidationPoiEvents); // Clean(visionCycleEvents); Clean(analyseCycleEvents); Clean(decisionCycleEvents); Clean(consolidationCycleEvents); // visionState.Clean(); analyseState.Clean(); decisionState.Clean(); consolidationState.Clean(); // visionConditions.Clean(); analyseConditions.Clean(); decisionConditions.Clean(); consolidationConditions.Clean(); // visionXConditions.Clean(); analyseXConditions.Clean(); decisionXConditions.Clean(); consolidationXConditions.Clean(); // consolidationZBar.Clean(); // return result; } // // Detect Trigger Conditions ... bool DetectSignalTrigger( // X121SMCStrategyXWZSignalConditions &conditions, // XC121SMCCycleHelper *decisionCycleHelper, XC121SMCCycleHelper *analyseCycleHelper, XC121SMCCycleHelper *consolidationCycleHelper, XC121SMCCycleHelper *visionCycleHelper, // int maxAllowedSetupAge = 60 // ) { // bool result = false; // result = // visionCycleHelper != NULL && analyseCycleHelper != NULL && decisionCycleHelper != NULL && consolidationCycleHelper != NULL // ; if (!result) { return result; } // 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; // 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) { // // Cleanup ... // 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) { // Clean(analysePoiEvents); Clean(decisionPoiEvents); // Clean(analyseCycleEvents); Clean(decisionCycleEvents); // analyseConditions.Clean(); decisionConditions.Clean(); // return result; } // // Cycles POI States ... XPOIState decisionState = decisionConditions.state; XPOIState analyseState = analyseConditions.state; // // Cycle X121Conditions ... X121Conditions decisionXConditions = decisionConditions.x121Conditions; X121Conditions analyseXConditions = analyseConditions.x121Conditions; // double iAtr = decisionXConditions.atrBuffer[1]; iAtr *= 1.5; // // Check Signal Validation ... // IMPORTANT: since all Validations done in SetUp Process ... // here we only Execute Signal ... // result = isBullish || isBearish; // if (result) { // // Retrieve Entry Price ... double entry = GetEntry( conditions.symbol, setupDir // ); // // Select and Apply SL ... // double slsMin = GetMin(conditions.sls); double slsMax = GetMax(conditions.sls); // double longSL = slsMin; double shortSL = slsMax; // double sl = isBullish ? longSL : shortSL; // conditions.sl = sl; conditions.triggerTime = cTime; conditions.type = isBullish ? X_POSITION_TYPE_LONG : X_POSITION_TYPE_SHORT; // } // // Cleanup ... // Clean(decisionPoiEvents); Clean(decisionCycleEvents); // decisionState.Clean(); decisionConditions.Clean(); decisionXConditions.Clean(); // Clean(analysePoiEvents); Clean(analyseCycleEvents); // analyseState.Clean(); analyseConditions.Clean(); analyseXConditions.Clean(); // return result; } // // Detect Guards ... bool DetectGuards( // X121SMCGuard &guards[], const XPosition &positions[], // XC121SMCCycleHelper *decisionCycleHelper, XC121SMCCycleHelper *analyseCycleHelper, XC121SMCCycleHelper *consolidationCycleHelper, XC121SMCCycleHelper *visionCycleHelper // ) { // bool result = false; // Clean(guards); // bool isCycleHelpersValid = // visionCycleHelper != NULL && analyseCycleHelper != NULL && decisionCycleHelper != NULL && consolidationCycleHelper != NULL // ; // // Set Provider for Common Guards ... string provider = ToString(X_121_SMC_PROVIDER_XWZ); // // Check Cycle Helpers Validation ... result = isCycleHelpersValid; if (!result) { return result; } // // Select Own Positions ... int count = ArraySize(positions); result = IsValidSize(count); if (!result) { return result; } // 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 // ); } } } // // Check Extracted Positions ... // count = ArraySize(ownPositions); // int longsCount = ArraySize(ownLongPositions); bool hasLongs = IsValidSize(longsCount); // int shortsCount = ArraySize(ownShortPositions); bool hasShorts = IsValidSize(shortsCount); // // Validate Own Positions ... result = IsValidSize(count); if (!result) { // Clean(ownPositions); Clean(ownLongPositions); Clean(ownShortPositions); // return result; } // // // // // Get Global and Common Guards ... // ENUM_X_121_SMC_GUARD_ACTIONS ignoreGuards[1] = { X_121_SMC_GUARD_ACTION_TRAIL_STOP // }; result = DetectX121SMCGuards( provider, guards, positions, decisionCycleHelper, analyseCycleHelper, consolidationCycleHelper, visionCycleHelper, // ignoreGuards // ); // // // // // Implement Custom Implemented Guards ... // // 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; // 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) { // Clean(decisionPoiEvents); Clean(decisionCycleEvents); // decisionConditions.Clean(); // result = HasChild(guards); return result; } // // Analyse ... ENUM_XPOI_EVENTS analysePoiEvents[]; ENUM_X_CYCLE_EVENTS analyseCycleEvents[]; X121SMCCycleConditions analyseConditions; result = analyseCycleHelper.GetConditions( analyseCycleEvents, analysePoiEvents, analyseConditions, zIndex, loopback // ); if (!result) { // 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) { // 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) { // 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 visionState = visionConditions.state; XPOIState analyseState = analyseConditions.state; XPOIState decisionState = decisionConditions.state; XPOIState consolidationState = consolidationConditions.state; // // Cycle X121Conditions ... X121Conditions visionXConditions = visionConditions.x121Conditions; X121Conditions analyseXConditions = analyseConditions.x121Conditions; X121Conditions decisionXConditions = decisionConditions.x121Conditions; X121Conditions consolidationXConditions = consolidationConditions.x121Conditions; // // // // // Selected Consolidation Zones ... // int idx = -1; bool has = false; // bool hasBullishConsolidationZone = false; XConsolidationZone bullishConsolidationZone; has = decisionState.HasBullishConsolidationZones(); if (has) { // idx = GetYoungest(decisionState.bullishConsolidationZones); hasBullishConsolidationZone = IsValidIndex(idx); if (hasBullishConsolidationZone) { bullishConsolidationZone = decisionState.bullishConsolidationZones[idx]; } } // bool hasBearishConsolidationZone = false; XConsolidationZone bearishConsolidationZone; has = decisionState.HasBearishConsolidationZones(); if (has) { // idx = GetYoungest(decisionState.bearishConsolidationZones); hasBearishConsolidationZone = IsValidIndex(idx); if (hasBearishConsolidationZone) { bearishConsolidationZone = decisionState.bearishConsolidationZones[idx]; } } // // 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 ... // // X_121_SMC_GUARD_ACTION_CLOSE_ALL: // Close All Positions on Specified Conditions ... // // X_121_SMC_GUARD_ACTION_CLOSE_LONGS: // Close All Long Positions on Specified Conditions ... // // X_121_SMC_GUARD_ACTION_CLOSE_SHORTS: // Close All Short Positions on Specified Conditions ... // // X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE: // Partial Close Specified Position on Specified Conditions ... // // X_121_SMC_GUARD_ACTION_TRAIL_STOP: // Trail Stop Specified Position on Specified Conditions ... bool handleStoptrailingBasedOnConsolidationZones = true; for (int i = 0; i < count; i++) { // XPosition iPosition = ownPositions[i]; // bool isLong = IsLong(iPosition.type); bool isInProfit = iPosition.profit > 0; // double sl = iPosition.sl; double tp = iPosition.tp; // // Trail Stops Using Consolidation Zones ... // bool canTraiLonglUsingCZone = // handleStoptrailingBasedOnConsolidationZones && // (isLong && isInProfit && hasBullishConsolidationZone && bullishConsolidationZone.lower > iPosition.sl && bullishConsolidationZone.lower > iPosition.entry) // ; if (canTraiLonglUsingCZone) { sl = bullishConsolidationZone.lower; } // bool canTraiShortlUsingCZone = // handleStoptrailingBasedOnConsolidationZones && // (!isLong && isInProfit && hasBearishConsolidationZone && bearishConsolidationZone.upper < iPosition.sl && bearishConsolidationZone.upper < iPosition.entry) // ; if (canTraiShortlUsingCZone) { sl = bearishConsolidationZone.upper; } // bool canTrailUsingCZone = canTraiLonglUsingCZone || canTraiShortlUsingCZone; // bool isSLPassed = sl > 0 && (isLong ? iPosition.price - sl >= points * 15 : sl - iPosition.price >= points * 15); // bool canTrail = isSLPassed && canTrailUsingCZone; if (canTrail) { // 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 = sl; // AddGuard( iGuard, guards // ); } } // // X_121_SMC_GUARD_ACTION_TRAIL_TARGET: // Trail Target Specified Position on Specified Conditions ... // // X_121_SMC_GUARD_ACTION_HEDGE: // Hedge all Positions on Specified Conditions ... // // Cleanup Collections ... // Clean(ownPositions); Clean(ownLongPositions); Clean(ownShortPositions); // visionState.Clean(); analyseState.Clean(); decisionState.Clean(); consolidationState.Clean(); // visionConditions.Clean(); analyseConditions.Clean(); decisionConditions.Clean(); consolidationConditions.Clean(); // visionXConditions.Clean(); analyseXConditions.Clean(); decisionXConditions.Clean(); consolidationXConditions.Clean(); // Clean(visionPoiEvents); Clean(analysePoiEvents); Clean(decisionPoiEvents); Clean(consolidationPoiEvents); // Clean(visionCycleEvents); Clean(analyseCycleEvents); Clean(decisionCycleEvents); Clean(consolidationCycleEvents); // count = ArraySize(guards); result = IsValidSize(count); // return result; } // // Add Conditions to Conditions Collection ... int AddConditionsIfNotExists( int maxAllowed = 10 // ) { // int result = 0; // bool isSetuped = IsValid(mConditions.setupTime) && HasDirection(mConditions.dir); if (!isSetuped) { return result; } // int count = ArraySize(mConditionsCollection); if (IsValidSize(count)) { // // Copy Original Items ... X121SMCStrategyXWZSignalConditions tmpItems[]; Copy( mConditionsCollection, tmpItems // ); // // Prese Item Data ... bool isBullish = IsBullish(mConditions.dir); // for (int i = 0; i < count; i++) { // X121SMCStrategyXWZSignalConditions iItem = tmpItems[i]; // bool canRemove = mConditions.dir == iItem.dir && mConditions.pivot == iItem.pivot; if (canRemove) { // ArrayRemove( mConditionsCollection, i, 1 // ); } } // Clean(tmpItems); } // AddRef( mConditions, mConditionsCollection // ); // // Remove Olds ... CleanupArray( mConditionsCollection, maxAllowed // ); // result = ArraySize(mConditionsCollection); // return result; } // // Draw Functions ... // // void DrawBar( XOHCL &bar, XCPOIDrawer *drawer, bool forceClean = true // ) { // if (forceClean) { mBarObjects.Clear(); } // if (drawer == NULL || !bar.IsValid()) { return; } // bool isBullish = bar.IsBullish(); // int widthBar = 2; bool fillShadowsBar = true; ENUM_LINE_STYLE styleBar = STYLE_SOLID; color clrBar = isBullish ? clrAqua : clrMagenta; // datetime to = bar.NextAt(); // XCOHCLObject *iObj; bool isCreated = drawer .CreateBar( bar, iObj, to // ); if (isCreated) { // iObj.BarSpes( widthBar, clrBar, styleBar // ); // iObj.LowShadowFill(fillShadowsBar); iObj.HighShadowFill(fillShadowsBar); // mBarObjects.Add(iObj); } } // protected: // // private: // // Props ... string symbol; ENUM_TIMEFRAMES period; CArrayObj mObjects; CArrayObj mBarObjects; CArrayObj mWorkingZoneObjects; /** * Initialize ... */ void Init() { } /** * DeInitialize ... */ void DeInit() { // mConditions.Clean(); workingZone.Clean(); Clean(mConditionsCollection); // mBarObjects.Clear(); } /** * Update To Time of Exists Components ... * * @param value: updated time ... */ void UpdateTo( datetime value = NULL // ) { // value = NormalizeTime(value); // workingZone.UpdateTo(value); } // // Helpers ... // bool CalculateRiskReward( ENUM_X121SMC_XWZ_PRIORITY priority, double &reward, double &amountPercent // ) { // bool result = false; // reward = 0; amountPercent = 0; // result = priority != X121SMC_XWZ_PRIORITY_NONE; if (!result) { return result; } // switch (priority) { // case X121SMC_XWZ_PRIORITY_STRONG_HIGH: // reward = 6; amountPercent = 2; break; // case X121SMC_XWZ_PRIORITY_HIGH: // reward = 4; amountPercent = 2; break; // case X121SMC_XWZ_PRIORITY_REGULAR: // reward = 3; amountPercent = 1.5; break; // case X121SMC_XWZ_PRIORITY_LOW: // reward = 2; amountPercent = 1; break; // case X121SMC_XWZ_PRIORITY_WEAK: // reward = 1; amountPercent = 0.5; break; } // result = // reward > 0 && amountPercent > 0 // ; // return result; } // }; //