/////////////////////////////////////////////////////// // // SaherElm IT Center MQL5 X121 SMC Signal Lib // ------------------------------------------------- // Name: // 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.lib.mq5" // // Definitions ... struct X121SMCStrategyXPVDPSignalConditions { // // Props ... // string symbol; ENUM_TIMEFRAMES period; // double sl; ENUM_X_DIRECTION dir; ENUM_X_POSITION_TYPES type; // // Setup Props ... // datetime setupTime; datetime triggerTime; // double peak; double vale; // // Constructor ... X121SMCStrategyXPVDPSignalConditions() { 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(); } /** * 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() { // peak = 0; vale = 0; } // }; // // Extension Functions ... // // Detect Setup Conditions ... bool DetectX121SMCXPVDPSiganlSetup( string _symbol, ENUM_TIMEFRAMES _period, // X121SMCStrategyXPVDPSignalConditions &conditions, // XC121SMCCycleHelper *triggerCycleHelper, XC121SMCCycleHelper *decisionCycleHelper, XC121SMCCycleHelper *analyseCycleHelper, XC121SMCCycleHelper *verificationCycleHelper, XC121SMCCycleHelper *consolidationCycleHelper, XC121SMCCycleHelper *visionCycleHelper // ) { // bool result = false; // bool isBullish = false; bool isBearish = false; // int zIndex = 0; int cIndex = zIndex + 1; int pIndex = cIndex + 1; int ppIndex = pIndex + 1; // int loopback = 10; // string symbol = _symbol; ENUM_TIMEFRAMES period = _period; // conditions.symbol = symbol; conditions.period = period; // XOHCL zBar; result = zBar.Init( symbol, period, zIndex // ); if (!result) { return result; } // XOHCL cBar; result = cBar.Init( symbol, period, cIndex // ); if (!result) { return result; } // double ask = GetAsk(symbol); double bid = GetBid(symbol); datetime cTime = TimeCurrent(); // double ll = cBar.FindLowest(9, MODE_LOW); double hh = cBar.FindHighest(9, MODE_HIGH); // int zoneValidationDivider = 10; int validPivotRepetition = triggerCycleHelper.mX121Helper .GetDonChainLength(); // double selectedSL = 0; // // Cycles Conditions ... // // Trigger ... ENUM_XPOI_EVENTS triggerPoiEvents[]; ENUM_X_CYCLE_EVENTS triggerCycleEvents[]; X121SMCCycleConditions triggerConditions; result = triggerCycleHelper.GetConditions( triggerCycleEvents, triggerPoiEvents, triggerConditions, zIndex, loopback // ); if (!result) { return result; } // // Decision ... ENUM_XPOI_EVENTS decisionPoiEvents[]; ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; X121SMCCycleConditions decisionConditions; result = decisionCycleHelper.GetConditions( decisionCycleEvents, decisionPoiEvents, decisionConditions, zIndex, loopback // ); if (!result) { return result; } // // Analyse ... ENUM_XPOI_EVENTS analysePoiEvents[]; ENUM_X_CYCLE_EVENTS analyseCycleEvents[]; X121SMCCycleConditions analyseConditions; result = analyseCycleHelper.GetConditions( analyseCycleEvents, analysePoiEvents, analyseConditions, zIndex, loopback // ); if (!result) { return result; } // // Verification ... ENUM_XPOI_EVENTS verificationPoiEvents[]; ENUM_X_CYCLE_EVENTS verificationCycleEvents[]; X121SMCCycleConditions verificationConditions; result = verificationCycleHelper.GetConditions( verificationCycleEvents, verificationPoiEvents, verificationConditions, zIndex, loopback // ); if (!result) { return result; } // // Consolidation ... ENUM_XPOI_EVENTS consolidationPoiEvents[]; ENUM_X_CYCLE_EVENTS consolidationCycleEvents[]; X121SMCCycleConditions consolidationConditions; result = consolidationCycleHelper.GetConditions( consolidationCycleEvents, consolidationPoiEvents, consolidationConditions, zIndex, loopback // ); if (!result) { return result; } // // Vision ... ENUM_XPOI_EVENTS visionPoiEvents[]; ENUM_X_CYCLE_EVENTS visionCycleEvents[]; X121SMCCycleConditions visionConditions; result = visionCycleHelper.GetConditions( visionCycleEvents, visionPoiEvents, visionConditions, zIndex, loopback // ); if (!result) { return result; } // // Cycles POI States ... XPOIState triggerState = triggerConditions.state; XPOIState decisionState = decisionConditions.state; XPOIState analyseState = analyseConditions.state; XPOIState verificationState = verificationConditions.state; XPOIState consolidationState = consolidationConditions.state; XPOIState visionState = visionConditions.state; // // Setup Conditions ... // // Detect Market Trend ... ENUM_X_DIRECTION trend; bool hasTrend = consolidationCycleHelper .DetectTrend(trend); bool hasBullishTrend = hasTrend && IsBullish(trend); bool hasBearishTrend = hasTrend && IsBearish(trend); result = hasBullishTrend || hasBearishTrend; if (!result) { return result; } // // Select Source State ... XPOIState state = decisionState; // // Detect High Equals to Peaks or Low Equals to Vale ... // // Peak ... double peak = triggerConditions.x121Conditions.peaksBuffer[1]; bool isNewPeak = triggerConditions.x121Conditions.isNewPeak; bool isNewPeakOverLast = triggerConditions.x121Conditions.isNewPeakOverLast; bool isNewPeakUnderLast = triggerConditions.x121Conditions.isNewPeakUnderLast; // // Vale ... double vale = triggerConditions.x121Conditions.valesBuffer[1]; bool isNewVale = triggerConditions.x121Conditions.isNewVale; bool isNewValeOverLast = triggerConditions.x121Conditions.isNewValeOverLast; bool isNewValeUnderLast = triggerConditions.x121Conditions.isNewValeUnderLast; // bool isHighEqualsToPeak = isNewPeak && peak == cBar.high; // bool isLowEqualsToVale = isNewVale && vale == cBar.low; // result = isHighEqualsToPeak || isLowEqualsToVale; if (!result) { return result; } // // Now We Have To Check DONChain Status ... // double donCUpper = triggerConditions.x121Conditions.donCloseUpperBuffer[1]; double donCUpperPrev = triggerConditions.x121Conditions.donCloseUpperBuffer[2]; // double donCLower = triggerConditions.x121Conditions.donCloseLowerBuffer[1]; double donCLowerPrev = triggerConditions.x121Conditions.donCloseLowerBuffer[2]; // double donOUpper = triggerConditions.x121Conditions.donOpenUpperBuffer[1]; double donOUpperPrev = triggerConditions.x121Conditions.donOpenUpperBuffer[2]; // double donOLower = triggerConditions.x121Conditions.donOpenLowerBuffer[1]; double donOLowerPrev = triggerConditions.x121Conditions.donOpenLowerBuffer[2]; // bool isDonUpperBullish = donCUpper > donOUpper; bool isDonUpperBullishPrev = donCUpperPrev > donOUpperPrev; // bool isDonUpperBearish = donCUpper < donOUpper; bool isDonUpperBearishPrev = donCUpperPrev < donOUpperPrev; // bool isDonUpperSwitchedToBullish = isDonUpperBullish && !isDonUpperBullishPrev; // bool isDonUpperSwitchedToBearish = isDonUpperBearish && !isDonUpperBearishPrev; // bool isDonLowerBullish = donCLower > donOLower; bool isDonLowerBullishPrev = donCLowerPrev > donOLowerPrev; // bool isDonLowerBearish = donCLower < donOLower; bool isDonLowerBearishPrev = donCLowerPrev < donOLowerPrev; // bool isDonLowerSwitchedToBullish = isDonLowerBullish && !isDonLowerBullishPrev; // bool isDonLowerSwitchedToBearish = isDonLowerBearish && !isDonLowerBearishPrev; // // Calculate State ... // bool isDonInBullishState = // // Upper ... (isDonUpperBullish || isDonUpperSwitchedToBullish) // && // // Lower ... (isDonLowerBullish || isDonLowerSwitchedToBullish) // ; // bool isDonInBearishState = // // Upper ... (isDonUpperBearish || isDonUpperSwitchedToBearish) // && // // Lower ... (isDonLowerBearish || isDonLowerSwitchedToBearish) // ; // // Summary DonChain State ... // isBullish = // hasBullishTrend // && // isDonInBullishState // && // (isHighEqualsToPeak || isLowEqualsToVale) // ; // isBearish = // hasBearishTrend // && // isDonInBearishState // && // (isHighEqualsToPeak || isLowEqualsToVale) // ; result = isBullish || isBearish; if (!result) { return result; } // // Check VWap Conditions ... // double vwapFast = triggerConditions.x121Conditions.vwapFastBuffer[1]; double vwapMid = triggerConditions.x121Conditions.vwapMidBuffer[1]; double vwapSlow = triggerConditions.x121Conditions.vwapSlowBuffer[1]; // double vwaps[3] = { vwapFast, vwapMid, vwapSlow, }; double vwapMax = GetMax(vwaps); double vwapMin = GetMin(vwaps); // bool isCloseOverVwapMax = // ask > vwapMax && bid > vwapMax && (cBar.low > vwapMax || cBar.close > vwapMax) // ; // bool isCloseUnderVwapMin = // ask < vwapMin && bid < vwapMin && (cBar.high < vwapMin || cBar.close < vwapMin) // ; // bool isVWapFastBullish = triggerConditions.x121Conditions.isVWapFastBullish; bool isVWapFastBearish = triggerConditions.x121Conditions.isVWapFastBearish; bool isVWapMidBullish = triggerConditions.x121Conditions.isVWapMidBullish; bool isVWapMidBearish = triggerConditions.x121Conditions.isVWapMidBearish; bool isVWapSlowBullish = triggerConditions.x121Conditions.isVWapSlowBullish; bool isVWapSlowBearish = triggerConditions.x121Conditions.isVWapSlowBearish; bool isVWapFastOverMid = triggerConditions.x121Conditions.isVWapFastOverMid; bool isVWapMidOverSlow = triggerConditions.x121Conditions.isVWapMidOverSlow; bool isVWapFastUnderMid = triggerConditions.x121Conditions.isVWapFastUnderMid; bool isVWapMidUnderSlow = triggerConditions.x121Conditions.isVWapMidUnderSlow; // bool isVwapBullishFormed = // // Order ... (isVWapFastOverMid || isVWapMidOverSlow || (isVWapFastOverMid && isVWapMidOverSlow)) // && // State ... ((isVWapFastBullish && isVWapMidBullish) || (isVWapMidBullish && isVWapSlowBullish) || (isVWapFastBullish && isVWapMidBullish && isVWapSlowBullish)) // ; // bool isVwapBearishFormed = // // Order ... (isVWapFastUnderMid || isVWapMidUnderSlow || (isVWapFastUnderMid && isVWapMidUnderSlow)) // && // State ... ((isVWapFastBearish && isVWapMidBearish) || (isVWapMidBearish && isVWapSlowBearish) || (isVWapFastBearish && isVWapMidBearish && isVWapSlowBearish)) // ; // // Summar VWap State ... // isBullish = isBullish && isCloseOverVwapMax && isVwapBullishFormed; // isBearish = isBearish && isCloseUnderVwapMin && isVwapBearishFormed; result = isBullish || isBearish; if (!result) { return result; } // // Check Sar State ... double sar = triggerConditions.x121Conditions.sarBuffer[1]; // bool isSarBullish = triggerConditions.x121Conditions.isSarBullish; bool isSarSwitchedToBullish = triggerConditions.x121Conditions.isSarSwitchedToBullish; // bool isSarBearish = triggerConditions.x121Conditions.isSarBearish; bool isSarSwitchedToBearish = triggerConditions.x121Conditions.isSarSwitchedToBearish; // // Summary Sar ... // bool isSarBullishFormed = isSarBullish || isSarSwitchedToBullish; // bool isSarBearishFormed = isSarBearish || isSarSwitchedToBearish; // isBullish = isBullish && isSarBullishFormed; // isBearish = isBearish && isSarBearishFormed; // result = isBullish || isBearish; if (!result) { return result; } // conditions.setupTime = cTime; conditions.dir = isBullish ? X_DIRECTION_BULLISH : X_DIRECTION_BEARISH; // return result; } // // Detect Trigger Conditions ... bool DetectX121SMCXPVDPSiganlTrigger( // X121SMCStrategyXPVDPSignalConditions &conditions, // string _symbol, ENUM_TIMEFRAMES _period, // XC121SMCCycleHelper *triggerCycleHelper, XC121SMCCycleHelper *decisionCycleHelper, XC121SMCCycleHelper *analyseCycleHelper, XC121SMCCycleHelper *verificationCycleHelper, XC121SMCCycleHelper *consolidationCycleHelper, XC121SMCCycleHelper *visionCycleHelper, // int maxAllowedSetupAge = 60 // // ) { // bool result = false; // result = conditions.IsSetuped(); if (!result) { return result; } // datetime setupTime = conditions.setupTime; ENUM_X_DIRECTION setupDir = conditions.dir; // bool isBullish = false; bool isBearish = false; // int zIndex = 0; int cIndex = zIndex + 1; int pIndex = cIndex + 1; int ppIndex = pIndex + 1; // int loopback = 10; // string symbol = _symbol; ENUM_TIMEFRAMES period = _period; // XOHCL zBar; result = zBar.Init( symbol, period, zIndex // ); if (!result) { return result; } // XOHCL cBar; result = cBar.Init( symbol, period, cIndex // ); if (!result) { return result; } // double ask = GetAsk(symbol); double bid = GetBid(symbol); datetime cTime = TimeCurrent(); // double ll = cBar.FindLowest(9, MODE_LOW); double hh = cBar.FindHighest(9, MODE_HIGH); // int zoneValidationDivider = 10; int validPivotRepetition = triggerCycleHelper.mX121Helper .GetDonChainLength(); // double selectedSL = 0; // // Cycles Conditions ... // // Trigger ... ENUM_XPOI_EVENTS triggerPoiEvents[]; ENUM_X_CYCLE_EVENTS triggerCycleEvents[]; X121SMCCycleConditions triggerConditions; result = triggerCycleHelper.GetConditions( triggerCycleEvents, triggerPoiEvents, triggerConditions, zIndex, loopback // ); if (!result) { return result; } // // Decision ... ENUM_XPOI_EVENTS decisionPoiEvents[]; ENUM_X_CYCLE_EVENTS decisionCycleEvents[]; X121SMCCycleConditions decisionConditions; result = decisionCycleHelper.GetConditions( decisionCycleEvents, decisionPoiEvents, decisionConditions, zIndex, loopback // ); if (!result) { return result; } // // Analyse ... ENUM_XPOI_EVENTS analysePoiEvents[]; ENUM_X_CYCLE_EVENTS analyseCycleEvents[]; X121SMCCycleConditions analyseConditions; result = analyseCycleHelper.GetConditions( analyseCycleEvents, analysePoiEvents, analyseConditions, zIndex, loopback // ); if (!result) { return result; } // // Verification ... ENUM_XPOI_EVENTS verificationPoiEvents[]; ENUM_X_CYCLE_EVENTS verificationCycleEvents[]; X121SMCCycleConditions verificationConditions; result = verificationCycleHelper.GetConditions( verificationCycleEvents, verificationPoiEvents, verificationConditions, zIndex, loopback // ); if (!result) { return result; } // // Consolidation ... ENUM_XPOI_EVENTS consolidationPoiEvents[]; ENUM_X_CYCLE_EVENTS consolidationCycleEvents[]; X121SMCCycleConditions consolidationConditions; result = consolidationCycleHelper.GetConditions( consolidationCycleEvents, consolidationPoiEvents, consolidationConditions, zIndex, loopback // ); if (!result) { return result; } // // Vision ... ENUM_XPOI_EVENTS visionPoiEvents[]; ENUM_X_CYCLE_EVENTS visionCycleEvents[]; X121SMCCycleConditions visionConditions; result = visionCycleHelper.GetConditions( visionCycleEvents, visionPoiEvents, visionConditions, zIndex, loopback // ); if (!result) { return result; } // // Cycles POI States ... XPOIState triggerState = triggerConditions.state; XPOIState decisionState = decisionConditions.state; XPOIState analyseState = analyseConditions.state; XPOIState verificationState = verificationConditions.state; XPOIState consolidationState = consolidationConditions.state; XPOIState visionState = visionConditions.state; // // Trigger Conditions ... // double vwapFast = triggerConditions.x121Conditions.vwapFastBuffer[1]; double vwapMid = triggerConditions.x121Conditions.vwapMidBuffer[1]; double vwapSlow = triggerConditions.x121Conditions.vwapSlowBuffer[1]; // double vwaps[3] = { vwapFast, vwapMid, vwapSlow, }; double vwapMax = GetMax(vwaps); double vwapMin = GetMin(vwaps); // double sar = triggerConditions.x121Conditions.sarBuffer[1]; // isBullish = // IsBullish(setupDir) // ; // isBearish = // IsBearish(setupDir) // ; // result = isBullish || isBearish; if (!result) { // // Cleanup Setup Conditions ... int setupAge = conditions.GetSetupAge(); if (IsValidSize(setupAge) && IsValidSize(maxAllowedSetupAge) && setupAge >= maxAllowedSetupAge) { conditions.Clean(); } // return result; } // conditions.triggerTime = cTime; conditions.sl = isBullish ? MathMin(sar, vwapMin) : MathMin(sar, vwapMax); conditions.type = isBullish ? X_POSITION_TYPE_LONG : X_POSITION_TYPE_SHORT; // return result; } //