523 lines
11 KiB
Plaintext
523 lines
11 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Indicator
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// -------------------------------------------------
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// Name: XCXSTRCCISignaller ...
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// Description: Class for XSTRCCI Signaller ...
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//
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://saherelm.ir"
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#property version "1.00"
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#property description "SaherElm Class for XSTRCCI Signaller"
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#property strict
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//
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// Imports ...
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#include "../../Classes/x-saherelm.base.class.mq5"
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#include "../../Classes/x-saherelm.x-cobject.class.mq5"
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#include "../Helpers/xstrcci.helper.mq5"
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#include "../Libraries/xstrcci.signaller.lib.mq5"
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//
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// Definitions ...
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class XCXSTRCCISignaller : XCBase
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{
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//
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// Public ...
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public:
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//
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// Props ...
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bool useGuards;
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double rfReward;
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bool isPassedBoxes;
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XSTRCCIInputs inputs;
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XBarTracker barTraker;
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XCXSTRCCIHelper *helper;
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bool continuesRFTillTarget;
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XSTRCCIStrategyConditions mConditions;
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XSTRCCIStrategyConditions mConditionsCollection[];
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//
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// Constructor ...
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XCXSTRCCISignaller(
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string _symbol,
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ENUM_TIMEFRAMES _period //
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)
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{
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//
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symbol = _symbol;
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period = _period;
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Init();
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}
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//
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// Deconstructor ...
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~XCXSTRCCISignaller()
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{
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DeInit();
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}
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//
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// Properties ...
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string GetSymbol()
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{
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return symbol;
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}
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ENUM_TIMEFRAMES GetPeriod()
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{
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return period;
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}
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//
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// Signaller Tools ...
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/**
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* Detect Setup Conditions based on Signalling ...
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*
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* @param maxAllowedSLDistanceInPoint: int, Max Allowed SL Distance in Points (if Bigger thn Zero Provided) ...
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*
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* @return ( bool )
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*/
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bool DetectSignalSetup(
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double tpReward = 3,
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double maxAllowedSLDistanceInPoint = 300 //
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)
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{
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//
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bool result = false;
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//
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// Check Bar Processing ...
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if (!barTraker.CanProcessBar())
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{
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return result;
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}
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//
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bool isBullish = false;
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bool isBearish = false;
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//
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int zIndex = 0;
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int cIndex = zIndex + 1;
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int pIndex = cIndex + 1;
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int ppIndex = pIndex + 1;
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//
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int loopback = 10;
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//
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double ask = GetAsk(symbol);
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double bid = GetBid(symbol);
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datetime cTime = TimeCurrent();
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double points = GetPoints(symbol);
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//
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mConditions.symbol = symbol;
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mConditions.period = period;
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//
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XOHCL zBar;
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XOHCL cBar;
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XOHCL pBar;
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XOHCL pPBar;
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result = zBar.Init(
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symbol,
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period,
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zIndex //
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);
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result =
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result &&
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zBar.GetPreviousBar(cBar);
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result =
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result &&
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cBar.GetPreviousBar(pBar);
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result =
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result &&
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pBar.GetPreviousBar(pPBar);
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if (!result)
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{
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//
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zBar.Clean();
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cBar.Clean();
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pBar.Clean();
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pPBar.Clean();
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//
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return result;
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}
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//
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// Setup Conditions ...
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double sls[];
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double sl = 0;
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double pivot = 0;
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double point = 0;
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double targets[];
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XBoxZone signalBox;
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bool hasSignalBox = false;
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ENUM_X_DIRECTION signalBoxDir = X_DIRECTION_NONE;
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//
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// Checking Conditions ...
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//
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hasSignalBox = DetectXSTRCCIConditions(
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signalBox,
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signalBoxDir,
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helper,
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zIndex,
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loopback //
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);
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//
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isBullish = hasSignalBox &&
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IsBullish(signalBoxDir);
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//
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isBearish = hasSignalBox &&
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IsBearish(signalBoxDir);
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//
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result = isBullish ||
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isBearish;
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if (result)
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{
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//
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// Do What we Want ...
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barTraker.Waits();
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}
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//
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// Cleanup Resource ...
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//
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zBar.Clean();
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cBar.Clean();
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pBar.Clean();
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pPBar.Clean();
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//
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return result;
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}
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/**
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* Detect Trigger Conditions for Specified Signal ...
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*
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* @param conditions: XSTRCCIStrategyConditions instance Reference, Specified Signal Conditions ...
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* @param maxAllowedSetupAge: specified Setup Age for Expiration (if bigger than Zero) ...
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*
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* @return ( bool )
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*/
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bool DetectSignalTrigger(
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XSTRCCIStrategyConditions &conditions,
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int maxAllowedSetupAge = 60 //
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)
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{
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//
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bool result = false;
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//
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result = conditions.IsSetuped();
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if (!result)
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{
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return result;
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}
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//
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datetime setupTime = conditions.setupTime;
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ENUM_X_DIRECTION setupDir = conditions.dir;
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//
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bool isBullish = IsBullish(setupDir);
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bool isBearish = IsBearish(setupDir);
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//
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int zIndex = 0;
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int cIndex = zIndex + 1;
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int pIndex = cIndex + 1;
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int ppIndex = pIndex + 1;
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//
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int loopback = 10;
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//
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double ask = GetAsk(symbol);
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double bid = GetBid(symbol);
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datetime cTime = TimeCurrent();
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double points = GetPoints(symbol);
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//
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// Check Signal Validation ...
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// IMPORTANT: since all Validations done in SetUp Process ...
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// here we only Execute Signal ...
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//
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result = isBullish ||
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isBearish;
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//
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if (result)
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{
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//
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conditions.triggerTime = cTime;
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conditions.type = isBullish
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? X_POSITION_TYPE_LONG
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: X_POSITION_TYPE_SHORT;
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//
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}
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//
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// Cleanup ...
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//
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return result;
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}
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/**
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* Detect Guards bsed on Signalling Class ...
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*
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* @param guards: XSTRCCIGuard instance Collection, Holds Provided Guards ...
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* @param positions: XPosition instance Collection, Provides Signalling Based Positions for Apply Guards on them ...
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* @param provider: X121SMCStrategySignalProviderData instance Reference, Specified Data for Cycles ...
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*
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* @return ( bool )
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*/
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bool DetectGuards(
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XSTRCCIGuard &guards[],
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const XPosition &positions[] //
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)
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{
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//
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bool result = false;
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//
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return result;
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}
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/**
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* Add Conditions to Conditions Collection if not Exists ...
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*
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* @param maxAllowed: int, Specified Max Allowed Holding Conditions ...
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*
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* @return ( int )
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*/
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int AddConditionsIfNotExists(
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int maxAllowed = 10 //
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)
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{
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//
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int result = 0;
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//
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bool isSetuped = IsValid(mConditions.setupTime) &&
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HasDirection(mConditions.dir);
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if (!isSetuped)
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{
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return result;
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}
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//
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int count = ArraySize(mConditionsCollection);
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if (IsValidSize(count))
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{
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//
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// Copy Original Items ...
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XSTRCCIStrategyConditions tmpItems[];
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Copy(
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mConditionsCollection,
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tmpItems //
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);
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//
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// Prese Item Data ...
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bool isBullish = IsBullish(mConditions.dir);
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//
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for (int i = 0; i < count; i++)
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{
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//
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XSTRCCIStrategyConditions iItem = tmpItems[i];
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//
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bool canRemove = mConditions.dir == iItem.dir &&
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mConditions.pivot == iItem.pivot;
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if (canRemove)
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{
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//
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ArrayRemove(
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mConditionsCollection,
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i,
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1 //
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);
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}
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}
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//
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Clean(tmpItems);
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}
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//
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AddRef(
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mConditions,
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mConditionsCollection //
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);
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//
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// Remove Olds ...
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CleanupArray(
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mConditionsCollection,
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maxAllowed //
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);
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//
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result = ArraySize(mConditionsCollection);
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//
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return result;
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}
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//
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// Protected ...
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protected:
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//
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//
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// Private ...
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private:
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//
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// Props ...
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string symbol;
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ENUM_TIMEFRAMES period;
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CArrayObj mObjects;
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CArrayObj mBarObjects;
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/**
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* Initialize ...
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*/
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void Init()
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{
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//
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rfReward = 2;
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useGuards = false;
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isPassedBoxes = false;
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continuesRFTillTarget = true;
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//
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barTraker.Init(
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symbol,
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period //
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);
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//
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inputs.Default();
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//
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// Configure Indicators ...
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//
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// XCC ...
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inputs.ccInputs.showCandles = true;
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//
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// XCT ...
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inputs.ctInputs.showCandleTime = true;
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//
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// XPV ...
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inputs.pvInputs.showSar = false;
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inputs.pvInputs.showPeaks = false;
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inputs.pvInputs.showVales = false;
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inputs.pvInputs.showTrend = false;
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inputs.pvInputs.showSwingLows = false;
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inputs.pvInputs.showSwingHighs = false;
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inputs.pvInputs.showGoldenZones = false;
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inputs.pvInputs.showSupports = false;
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inputs.pvInputs.showResistances = false;
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//
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// XSTR ...
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inputs.strInputs.showStr = false;
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inputs.strInputs.showVidya = false;
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inputs.strInputs.showStrUpper = false;
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inputs.strInputs.showStrLower = false;
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inputs.strInputs.showStrSMLow = false;
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inputs.strInputs.showStrSMHigh = false;
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//
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// X3MA ...
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inputs.ma3Inputs.showX3MaFast = false;
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inputs.ma3Inputs.showX3MaMid = false;
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inputs.ma3Inputs.showX3MaSlow = true;
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//
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// XICH ...
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inputs.ichInputs.showKumo = false;
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inputs.ichInputs.showKijunSen = true;
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inputs.ichInputs.showTenkanSen = true;
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inputs.ichInputs.showChikouSpan = false;
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inputs.ichInputs.showSenkouSpanA = false;
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inputs.ichInputs.showSenkouSpanB = false;
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//
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// XOSCS ...
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// inputs.oscsInputs.rsiLength = 5;
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// inputs.oscsInputs.mfiLength = 5;
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// inputs.oscsInputs.rviLength = 5;
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// inputs.oscsInputs.cciLength = 5;
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//
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// Oscillators Views ...
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inputs.showCCI = false;
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inputs.showRSI = false;
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inputs.showMFI = false;
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inputs.showRVI = false;
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inputs.showMACD = false;
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//
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// XSTRCCI Helper ...
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helper = new XCXSTRCCIHelper();
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helper.Init(
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symbol,
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period,
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inputs //
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);
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}
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/**
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* DeInitialize ...
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*/
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void DeInit()
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{
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//
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inputs.Clean();
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ZeroMemory(helper);
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//
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mConditions.Clean();
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Clean(mConditionsCollection);
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//
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mObjects.Clear();
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mBarObjects.Clear();
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//
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barTraker.Clean();
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}
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//
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};
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// |