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MQL5Data/XCATBEA/Libraries/xcatbea.signaller.lib.mq5
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2025-06-03 16:22:01 +03:30

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///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Library
// ---------------------------------------
// Name: XCATBEASignallerLib
// Description: required Parsers for XCATBEA Signaller ...
//
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////
//
// Global Properties ...
#property library
#property copyright "Copyright `023, SaherElm IT Center"
#property link "https://www.saherelm.ir"
#property version "1.00"
#property strict
//
// Imports ...
#include "../../Helpers/x-saherelm.x121.xcatb.helper.mq5"
#include "../../Libraries/x-saherelm.common.lib.mq5"
#include "../../Libraries/x-saherelm.x-poi.lib.mq5"
#include "../../Libraries/x-saherelm.x-trade.lib.mq5"
#include "../Classes/xcatbea.x-poi.detector.class.mq5"
#include "../Classes/xcatbea.x-poi.drawer.class.mq5"
#include "../Libraries/xcatbea.lib.mq5"
//
// Definitions ...
//
struct XCATBEAStrategyConditions
{
//
// Props ...
//
string symbol;
ENUM_TIMEFRAMES period;
//
// Setup Props ...
//
double sl;
double tp;
double pivot;
double point;
double entry;
double reward;
string provider;
//
XTarget targets[];
//
datetime time;
datetime setupTime;
datetime triggerTime;
//
XBoxZone pivotZone;
ENUM_X_DIRECTION dir;
XTriggerBlock triggerBlock;
ENUM_X_POSITION_TYPES type;
X121XCatbConditions conditions;
//
// Constructor ...
XCATBEAStrategyConditions()
{
Clean();
}
//
// Tools ...
/**
* Cleaning Up ...
*/
void Clean()
{
//
sl = 0;
tp = 0;
pivot = 0;
point = 0;
entry = 0;
reward = 0;
//
symbol = NULL;
period = NULL;
provider = NULL;
//
time = NULL;
setupTime = NULL;
triggerTime = NULL;
//
Clean(targets);
//
pivotZone.Clean();
conditions.Clean();
triggerBlock.Clean();
//
dir = X_DIRECTION_NONE;
type = X_POSITION_TYPE_NONE;
//
ZeroMemory(this);
}
//
// Signalling ...
/**
* Validate ...
*
* @return ( bool )
*/
bool IsValid()
{
//
bool result = false;
//
result = IsSpecifiedValid(symbol) &&
IsSpecifiedValid(period) &&
IsSpecifiedValid(time);
//
return result;
}
/**
* Check Conditions Has Valid Bullish Signal ...
*
* @return ( bool )
*/
bool HasBullishSignal()
{
//
bool result = false;
//
result =
(sl > 0 ||
tp > 0) &&
IsValid() &&
HasDirection(dir);
if (!result)
{
return result;
}
//
result =
IsBullish(dir);
//
return result;
}
/**
* Check Conditions Has Valid Bearish Signal ...
*
* @return ( bool )
*/
bool HasBearishSignal()
{
//
bool result = false;
//
result =
(sl > 0 ||
tp > 0) &&
IsValid() &&
HasDirection(dir);
if (!result)
{
return result;
}
//
result =
IsBearish(dir);
//
return result;
}
//
// Setting Up and Triggering Up ...
/**
* 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;
}
//
};
/**
* Converts Strategy Conditions to Signal ...
*/
bool ToSignal(
XSignal &signal,
XCATBEAStrategyConditions &conditions //
)
{
//
bool result = false;
//
// Normalize Args ...
signal.Clean();
//
// Validate Args ...
result =
conditions.IsValid() &&
conditions.IsSetuped() &&
conditions.CanTrigger();
if (!result)
{
return result;
}
//
// Do Converting ...
signal.volume = 0.01;
signal.tp = conditions.tp;
signal.sl = conditions.sl;
signal.entry = conditions.entry;
signal.symbol = conditions.symbol;
signal.period = conditions.period;
signal.mode = X_ORDER_MODE_MARKET;
signal.time = conditions.triggerTime;
signal.provider = conditions.provider;
signal.type = conditions.type ==
X_POSITION_TYPE_LONG
? POSITION_TYPE_BUY
: POSITION_TYPE_SELL;
signal.conditions = conditions
.conditions
.GenerateSummary(
false,
true,
true,
false // Ignore False Conditions ...
);
Copy(
conditions.targets,
signal.targets //
);
//
// Validate Result ...
result = signal.IsValid();
//
return result;
}
/**
* Detect Signal Zone based on Market Conditions ...
*
* @param helper: XCX121XCatbHelper instance pointer ...
* @param barAnalyser: XCBarAnalyser instance pointer ...
* @param conditions: X121XCatbConditions instance reference, hold signalling Conditions ...
* @param signalZone: XBoxZone instance reference, hold Signal Zone ...
* @param barIndex: int, Bar Index ...
* @param loopback: int, Loopback for Market Conditions ...
*
* @return ( bool )
*/
bool DetectSignalZone(
XBoxZone &peak,
XBoxZone &vale,
XCX121XCatbHelper *helper,
XCXCATBEAPOIDrawer *drawer,
XCXCATBEAPOIDetector *detector,
XCBarAnalyser *barAnalyser,
X121XCatbConditions &conditions,
XBoxZone &signalZone,
int barIndex = 0,
int loopback = 10 //
)
{
//
bool result = false;
//
// Normalize Args ...
signalZone.Clean();
conditions.Clean();
loopback = NormalizeInt(loopback, 0);
barIndex = NormalizeInt(barIndex, 0);
//
// Validate Args ...
result =
peak.IsValid() &&
vale.IsValid() &&
helper != NULL &&
detector != NULL &&
barAnalyser != NULL;
if (!result)
{
return result;
}
//
// Try to Recieve Conditions of Market ...
//
result = helper.GetConditions(
conditions,
barIndex,
loopback //
);
//
int zIDX = 0;
int cIDX = zIDX + 1;
int pIDX = cIDX + 1;
int p2IDX = pIDX + 1;
int p3IDX = p2IDX + 1;
int p4IDX = p3IDX + 1;
//
XBoxZone iOB;
XBoxZone iMT;
int idx = -1;
bool has = false;
bool isBullish = false;
bool isBearish = false;
double bullishScore = 0;
double bearishScore = 0;
//
double iUpper = 0;
double iLower = 0;
string iType = NULL;
datetime iTo = NULL;
string iSymbol = NULL;
datetime iFrom = NULL;
ENUM_TIMEFRAMES iPeriod = NULL;
ENUM_X_DIRECTION iDir = X_DIRECTION_NONE;
//
// Signalling ...
if (result)
{
//
iSymbol = conditions.symbol;
iPeriod = conditions.period;
//
// Looking For Conditions ...
//
// Reading Values ...
//
// Readng Scores ...
conditions.GenerateScore(
bullishScore,
bearishScore //
);
//
// Prepared Conditions ...
//
// SCORES ...
bool isScoreBullish = bullishScore > bearishScore;
bool isScoreBearish = bearishScore > bullishScore;
//
// SAR ...
//
bool isSarBullishStart =
//
(
//
// Current SAR is Directional ...
conditions.isSarBullish &&
//
// Previous InDirectional Sar Exists ...
helper.lastSarBearish.IsValid() &&
//
// Current Close is Over previous Sar ...
conditions.bars[cIDX].close > helper.lastSarBearish.after &&
//
// Before Close is not Over previous Sar ...
conditions.bars[pIDX].close <= helper.lastSarBearish.after
//
)
//
;
//
bool isSarBearishStart =
//
(
//
// Current SAR is Directional ...
conditions.isSarBearish &&
//
// Previous InDirectional Sar Exists ...
helper.lastSarBullish.IsValid() &&
//
// Current Close is Under previous ...
conditions.bars[cIDX].close < helper.lastSarBullish.after &&
//
// Before Close is not Under previous ...
conditions.bars[pIDX].close >= helper.lastSarBullish.after
//
)
//
;
//
// TREND ...
//
bool isTrendBullishStart =
//
(
//
// Current Trend is Directional ...
conditions.isTrendBullish &&
//
// Previous InDirectiona; Trend Exists ...
helper.lastTrendBearish.IsValid() &&
//
// Current Close is Over previous ...
conditions.bars[cIDX].close > helper.lastTrendBearish.after &&
//
// Before close is not Over previous ...
conditions.bars[pIDX].close <= helper.lastTrendBearish.after
//
)
//
;
//
bool isTrendBearishStart =
//
(
//
// Current Trend is Directional ...
conditions.isTrendBearish &&
//
// Previous InDirectiona; Trend Exists ...
helper.lastTrendBullish.IsValid() &&
//
// Current Close is Under previous ...
conditions.bars[cIDX].close < helper.lastTrendBullish.after &&
//
// Before close is not Under previous ...
conditions.bars[pIDX].close >= helper.lastTrendBullish.after
//
)
//
;
//
// ADX ...
//
bool isADXBullishStart =
//
(
//
// ADX Value is Switched to Strong ...
conditions.adxBuffer[cIDX] > conditions.adxThreshold &&
conditions.adxBuffer[pIDX] <= conditions.adxThreshold &&
//
// ADX must Up ...
conditions.adxBuffer[cIDX] > conditions.adxBuffer[pIDX] &&
//
// ADX +DI is Bigger than -DI ...
conditions.adxpBuffer[cIDX] > conditions.adxnBuffer[cIDX] &&
//
// ADX +DI is Up ...
conditions.adxpBuffer[cIDX] > conditions.adxpBuffer[pIDX]
//
)
//
;
//
bool isADXBearishStart =
//
(
//
// ADX Value is Switched to Strong ...
conditions.adxBuffer[cIDX] > conditions.adxThreshold &&
conditions.adxBuffer[pIDX] <= conditions.adxThreshold &&
//
// ADX must Up ...
conditions.adxBuffer[cIDX] > conditions.adxBuffer[pIDX] &&
//
// ADX -DI is Bigger than +DI ...
conditions.adxnBuffer[cIDX] > conditions.adxpBuffer[cIDX] &&
//
// ADX -DI is Up ...
conditions.adxnBuffer[cIDX] > conditions.adxnBuffer[pIDX]
//
)
//
;
//
// DELTA ...
//
bool isDeltaBullishStart =
//
// Check State ...
(
//
// Delta is Up ...
conditions.deltaBuffer[cIDX] > conditions.deltaBuffer[pIDX] &&
//
// Delta Signal is Up ...
conditions.deltaSignalBuffer[cIDX] > conditions.deltaSignalBuffer[pIDX] &&
//
// Delta Crossed Over Delta Signal ...
conditions.deltaBuffer[cIDX] > conditions.deltaSignalBuffer[cIDX]
//
)
//
&&
//
// Check Last InDirectional Exists ...
helper.lastDeltaBearish.IsValid() &&
//
// Current Close is Over last ...
conditions.bars[cIDX].close > helper.lastDeltaBearish.after &&
//
// Before Close is not Over last ...
conditions.bars[pIDX].close <= helper.lastDeltaBearish.after
//
;
//
bool isDeltaBearishStart =
//
// Check State ...
(
//
// Delta is Down ...
conditions.deltaBuffer[cIDX] < conditions.deltaBuffer[pIDX] &&
//
// Delta Signal is Down ...
conditions.deltaSignalBuffer[cIDX] < conditions.deltaSignalBuffer[pIDX] &&
//
// Delta Crossed Under Delta Signal ...
conditions.deltaBuffer[cIDX] < conditions.deltaSignalBuffer[cIDX]
//
)
//
&&
//
// Check Last InDirectional Exists ...
helper.lastDeltaBullish.IsValid() &&
//
// Current Close is Under last ...
conditions.bars[cIDX].close < helper.lastDeltaBullish.after &&
//
// Before Close is not Under last ...
conditions.bars[pIDX].close >= helper.lastDeltaBullish.after
//
;
//
// VOLUME ...
//
bool isVolumeBullishStart =
//
(
//
//
// Volume is Up ...
conditions.bullishVolumeBuffer[1] > conditions.bullishVolumeBuffer[2] &&
//
// Volume Signal is Up ...
conditions.bullishVolumeSignalBuffer[1] > conditions.bullishVolumeSignalBuffer[2] &&
//
// Volume Signals Crossed Over ...
conditions.bullishVolumeSignalBuffer[1] > conditions.bearishVolumeSignalBuffer[1]
//
)
//
&&
//
// Check Last InDirectional Exists ...
helper.lastVolumeBearish.IsValid() &&
//
// Current Close is Over last ...
conditions.bars[cIDX].close > helper.lastVolumeBearish.after &&
//
// Before Close is not Over last ...
conditions.bars[pIDX].close <= helper.lastVolumeBearish.after
//
;
//
bool isVolumeBearishStart =
//
(
//
//
// Volume is Up ...
conditions.bearishVolumeBuffer[1] > conditions.bearishVolumeBuffer[2] &&
//
// Volume Signal is Up ...
conditions.bearishVolumeSignalBuffer[1] > conditions.bearishVolumeSignalBuffer[2] &&
//
// Volume Signals Crossed Over ...
conditions.bearishVolumeSignalBuffer[1] > conditions.bullishVolumeSignalBuffer[1]
//
)
//
&&
//
// Check Last InDirectional Exists ...
helper.lastVolumeBullish.IsValid() &&
//
// Current Close is Over last ...
conditions.bars[cIDX].close < helper.lastVolumeBullish.after &&
//
// Before Close is not Over last ...
conditions.bars[pIDX].close >= helper.lastVolumeBullish.after
//
;
//
// SIGNAL Bar ...
//
bool isSBarBullishStart =
//
(
//
// Check Direction ...
conditions.isSBarBullish &&
//
// Previous InDirectional Exists ...
helper.lastSignalBarBearish.IsValid() &&
//
// Current Signal Bar close over prev ...
conditions.sBarCloseBuffer[cIDX] > helper.lastSignalBarBearish.after &&
//
// Prev Signal Bar not close over prev ...
conditions.sBarCloseBuffer[pIDX] <= helper.lastSignalBarBearish.after
//
)
//
;
//
bool isSBarBearishStart =
//
(
//
// Check Direction ...
conditions.isSBarBearish &&
//
// Previous InDirectional Exists ...
helper.lastSignalBarBullish.IsValid() &&
//
// Current Signal Bar close over prev ...
conditions.sBarCloseBuffer[cIDX] < helper.lastSignalBarBullish.after &&
//
// Prev Signal Bar not close over prev ...
conditions.sBarCloseBuffer[pIDX] >= helper.lastSignalBarBullish.after
//
)
//
;
//
// HKSIGNAL Bar ...
//
bool isHKSBarBullishStart =
//
(
//
// Check Direction ...
conditions.isHKSBarBullish &&
//
// Previous InDirectional Exists ...
helper.lastHKSignalBarBearish.IsValid() &&
//
// Current Signal Bar close over prev ...
conditions.hkSBarCloseBuffer[cIDX] > helper.lastHKSignalBarBearish.after &&
//
// Prev Signal Bar not close over prev ...
conditions.hkSBarCloseBuffer[pIDX] <= helper.lastHKSignalBarBearish.after
//
)
//
;
//
bool isHKSBarBearishStart =
//
(
//
// Check Direction ...
conditions.isHKSBarBearish &&
//
// Previous InDirectional Exists ...
helper.lastHKSignalBarBullish.IsValid() &&
//
// Current Signal Bar close over prev ...
conditions.hkSBarCloseBuffer[cIDX] < helper.lastHKSignalBarBullish.after &&
//
// Prev Signal Bar not close over prev ...
conditions.hkSBarCloseBuffer[pIDX] >= helper.lastHKSignalBarBullish.after
//
)
//
;
//
// Detect Bar Verifications ...
//
ENUM_X_DIRECTION iDir;
//
// Rejected ...
bool isRejected =
barAnalyser
.IsRejected(
conditions.bars[cIDX],
iDir //
);
bool isBullishRejected =
isRejected &&
IsBullish(iDir);
bool isBearishRejected =
isRejected &&
IsBearish(iDir);
//
// Engulfed ...
bool isEngulfed =
barAnalyser
.IsEngulfed(
conditions.bars[cIDX],
iDir //
);
bool isBullishEngulfed =
isEngulfed &&
IsBullish(iDir);
bool isBearishEngulfed =
isEngulfed &&
IsBearish(iDir);
//
// Momentum ...
bool isMomentum =
barAnalyser
.IsMomentum(
conditions.bars[cIDX],
iDir //
);
bool isBullishMomentum =
isMomentum &&
IsBullish(iDir);
bool isBearishMomentum =
isMomentum &&
IsBearish(iDir);
//
bool isBarBullishPressured =
isBullishRejected ||
isBullishEngulfed ||
isBullishMomentum;
//
bool isBarBearishPressured =
isBearishRejected ||
isBearishEngulfed ||
isBearishMomentum;
//
// Implement Signalling Conditions ...
//
// --------------
// Conditions 1:
// --------------
// Descriptions:
// using Parabolic Sar Trending Start Conditions
// then attached others ..
// ----------------------------------
//
bool isCond1Bullish =
//
// Start ...
(isSarBullishStart &&
!isSarBearishStart) &&
//
// SCORE ...
isScoreBullish &&
//
// BAR ...
isBarBullishPressured &&
//
// KI ...
// conditions.isKIUp &&
conditions.isKIBullish &&
//
// ATR ...
conditions.isATRUp &&
//
// TREND ...
conditions.isTrendUp // &&
// conditions.isTrendBullish
//
;
//
bool isCond1Bearish =
//
// Start ...
(isSarBearishStart &&
!isSarBullishStart) &&
//
// SCORE ...
isScoreBearish &&
//
// BAR ...
isBarBearishPressured &&
//
// KI ...
// conditions.isKIDown &&
conditions.isKIBearish &&
//
// ATR ...
conditions.isATRDown &&
//
// TREND ...
conditions.isTrendDown // &&
// conditions.isTrendBearish
//
;
//
bool isCond1 =
isCond1Bullish ||
isCond1Bearish;
if (isCond1)
{
//
// Validate Some Other Requirements ...
//
// We Have to Detect Youngest Order Block ...
// or Mitigation Block ...
if (isCond1Bullish)
{
//
// OB ...
idx = GetYoungest(detector.obBullishPivots);
has = IsValidIndex(idx);
if (has)
{
iOB = detector.obBullishPivots[idx];
}
//
// MT ...
idx = GetYoungest(detector.mtBullishPivots);
has = IsValidIndex(idx);
if (has)
{
iOB = detector.mtBullishPivots[idx];
}
}
else if (isCond1Bearish)
{
//
// OB
idx = GetYoungest(detector.obBearishPivots);
has = IsValidIndex(idx);
if (has)
{
iOB = detector.obBearishPivots[idx];
}
//
// MT
idx = GetYoungest(detector.mtBearishPivots);
has = IsValidIndex(idx);
if (has)
{
iMT = detector.mtBearishPivots[idx];
}
}
//
// Now we can Do some Verifications Using these ...
//
// All Requirements based on Cond 1 ...
}
// ----------------------------------
//
// Summarizing Result ...
//
isBullish =
//
isCond1Bullish
//
;
//
isBearish =
//
isCond1Bearish
//
;
}
//
result =
isBullish ||
isBearish;
//
// Preparing Signal Zone ...
if (result)
{
//
iDir =
isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
// Preparing Signal Zone ...
signalZone.to = iTo;
signalZone.dir = iDir;
signalZone.from = iFrom;
signalZone.type = iType;
signalZone.upper = iUpper;
signalZone.lower = iLower;
signalZone.symbol = iSymbol;
signalZone.period = iPeriod;
//
// Temparory Object ...
color iColor =
isBullish
? clrAqua
: clrMagenta;
string iName = "Conditions_" + ToString(iDir) + "_" + ToString(((int)conditions.time));
//
CChartObjectVLine *iObj = new CChartObjectVLine();
has = iObj.Create(
0,
iName,
0,
conditions.bars[zIDX].time //
);
if (has)
{
//
iObj.Color(iColor);
}
//
// Validate Signal Zone and Draw it ...
has = signalZone.IsValid();
if (has)
{
drawer.DrawBox(signalZone);
}
//
// Draw MT and OB if Exists ...
if (iOB.IsValid())
{
//
drawer.DrawBox(
iOB,
conditions.bars[zIDX].time,
false, // Draw Middle ...
true // Ignore Type ...
);
}
if (iMT.IsValid())
{
//
drawer.DrawBox(
iMT,
conditions.bars[zIDX].time,
false, // Draw Middle ...
true // Ignore Type ...
);
}
//
Print("Conditions ...");
}
//
// Validate Result ...
result = signalZone.IsValid();
//
// Cleanup Resources ...
//
iOB.Clean();
iMT.Clean();
//
if (!result)
{
//
signalZone.Clean();
conditions.Clean();
}
//
return result;
}
//