590 lines
11 KiB
Plaintext
590 lines
11 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 X121 SMC Signal Class
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// -------------------------------------------------
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// Name: XICH
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// Description: provide all Signalling functions ...
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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 library
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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// Imports ...
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// #include "../../Libraries/x-trade.lib"
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#include "../Classes/x-121.smc.market.cycle.helper.class.mq5"
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#include "../Libraries/x-121.smc.guard.lib.mq5"
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#include "../Libraries/x-121.smc.lib.mq5"
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//
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// Provided Signals Enumeration ...
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enum ENUM_X121SMC_XIND_PROVIDERS
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{
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X121SMC_XIND_PROVIDER_NONE,
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X121SMC_XIND_PROVIDER_XSTR,
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X121SMC_XIND_PROVIDER_XTKKUMO,
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};
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//
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// Definitions ...
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//
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// XIND Signal Conditions ...
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struct X121SMCStrategyXINDSignalConditions
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{
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//
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// Props ...
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//
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string symbol;
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ENUM_TIMEFRAMES period;
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//
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double sl;
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ENUM_X_DIRECTION dir;
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ENUM_X_POSITION_TYPES type;
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//
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// Setup Props ...
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//
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datetime setupTime;
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datetime triggerTime;
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//
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double pivot;
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double point;
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double sls[];
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double targets[];
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//
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XBoxZone signalBox;
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//
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ENUM_X121SMC_XIND_PROVIDERS provider;
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//
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// Constructor ...
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X121SMCStrategyXINDSignalConditions()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* Cleaning Up ...
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*/
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void Clean()
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{
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//
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sl = 0;
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//
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dir = X_DIRECTION_NONE;
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type = X_POSITION_TYPE_NONE;
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//
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symbol = NULL;
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period = NULL;
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setupTime = NULL;
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triggerTime = NULL;
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//
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ExtensionClean();
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//
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ZeroMemory(this);
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}
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/**
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* Check Condition is Setting Up ...
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*
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* @param dir: ENUM_X_DIRECTION member, Setting Up Direction ...
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*
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* @return ( bool )
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*/
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bool IsSetuped()
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{
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//
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bool result = false;
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//
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result = IsValid(setupTime) &&
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HasDirection(dir);
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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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return result;
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}
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/**
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* Calculate Setup Age ...
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*
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* @return ( int )
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*/
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int GetSetupAge()
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{
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//
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int result = 0;
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//
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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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result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period);
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//
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return result;
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}
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/**
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* Detect How we Can Trigger Signal ...
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*
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* @return ( bool )
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*/
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bool CanTrigger()
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{
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//
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bool result = false;
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//
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result =
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//
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sl > 0 &&
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IsValid(symbol) &&
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IsValid(period) &&
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IsValid(triggerTime) &&
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type != X_POSITION_TYPE_ALL &&
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type != X_POSITION_TYPE_NONE
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//
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;
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//
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return result;
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}
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//
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// Extensions ...
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/**
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* Clean Additional Properties ...
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*/
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void ExtensionClean()
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{
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//
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pivot = 0;
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point = 0;
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//
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Clean(sls);
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Clean(targets);
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signalBox.Clean();
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//
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provider = X121SMC_XIND_PROVIDER_NONE;
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}
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//
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//
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//
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//
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void UpdateTo(datetime value = NULL)
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{
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//
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value = NormalizeTime(value);
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//
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int count = 0;
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bool has = false;
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}
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//
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};
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//
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// Extension Functions ...
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//
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// Signalling Conditions Parsers ...
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//
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bool HasXSTRConditions(
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ENUM_X_CYCLES cycle,
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XBoxZone &box,
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ENUM_X_DIRECTION &dir,
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X121SMCStrategySignalProviderData &provider,
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int barIndex = 0 //
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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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box.Clean();
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dir = X_DIRECTION_NONE;
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//
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// Fil Selected Data ...
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XPOIState cState;
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X121Conditions cXConditions;
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XPOIStateEvents cStateEvents;
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XC121SMCCycleHelper *cHelper;
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X121SMCCycleConditions cConditions;
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result = provider.SelectCycle(
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cycle,
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cState,
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cStateEvents,
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cXConditions,
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cHelper,
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cConditions //
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);
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if (!result)
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{
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//
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cState.Clean();
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ZeroMemory(cHelper);
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cConditions.Clean();
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cXConditions.Clean();
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cStateEvents.Clean();
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//
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return result;
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}
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//
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// Normalize Args ...
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//
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if (barIndex < 0)
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{
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barIndex = 0;
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}
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//
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int idx = -1;
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int count = 0;
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bool has = false;
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//
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int zIDX = barIndex;
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int cIDX = zIDX + 1;
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int pIDX = cIDX + 1;
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int ppIDX = pIDX + 1;
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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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XOHCL zBar;
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XOHCL cBar;
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XOHCL pBar;
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XOHCL pPBar;
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//
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// Initial Bars ...
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result = zBar.Init(
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cState.symbol,
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cState.period,
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barIndex //
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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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cState.Clean();
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ZeroMemory(cHelper);
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cConditions.Clean();
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cXConditions.Clean();
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//
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return result;
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}
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//
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// Checking Conditions ...
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//
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// XSTR ...
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bool isStrIsBullish =
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(cXConditions.isStrBullish ||
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cXConditions.isStrSwitchedToBullish);
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bool isStrIsBearish =
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(cXConditions.isStrBearish ||
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cXConditions.isStrSwitchedToBearish);
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//
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// Detecting Str Box ...
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XBoxZone strBox;
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bool hasStrBox = false;
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if (!hasStrBox)
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{
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//
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hasStrBox =
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cXConditions.isStrBullish ||
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cXConditions.isStrBearish;
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if (hasStrBox)
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{
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//
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ENUM_X_DIRECTION strDir =
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cXConditions.isStrBullish
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? X_DIRECTION_BULLISH
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: X_DIRECTION_BEARISH;
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//
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XOHCL lastBar;
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ENUM_X_DIRECTION lastDir;
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bool hasLast =
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cHelper
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.DetectNearestStrSwitched(
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lastBar,
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lastDir,
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zIDX //
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);
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//
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XOHCL prevBar;
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ENUM_X_DIRECTION prevDir;
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bool hasPrev =
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hasLast &&
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cHelper
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.DetectNearestStrSwitched(
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prevBar,
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prevDir,
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lastBar.Index() + 1 //
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);
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//
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hasStrBox =
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hasLast &&
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hasPrev;
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if (hasStrBox)
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{
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//
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int fromIDX = MathMax(
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lastBar.Index(),
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prevBar.Index() //
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);
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//
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string symbol = cBar.symbol;
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ENUM_TIMEFRAMES period = cBar.period;
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//
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datetime from = GetBarTime(
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symbol,
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period,
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fromIDX //
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);
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//
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int length = fromIDX - barIndex;
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//
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double upper = zBar.FindHighest(
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length,
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MODE_HIGH //
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);
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//
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double lower = zBar.FindLowest(
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length,
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MODE_LOW //
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);
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//
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strBox.from = from;
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strBox.dir = strDir;
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strBox.lower = lower;
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strBox.upper = upper;
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strBox.symbol = symbol;
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strBox.period = period;
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strBox.type = "XSTRBox";
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strBox.to = TimeCurrent();
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//
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hasStrBox = strBox.IsValid();
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}
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//
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lastBar.Clean();
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prevBar.Clean();
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}
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}
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//
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// XFastMa ...
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//
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bool isFastMaOverStr =
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(cXConditions.x3maFastBuffer[cIDX] > cXConditions.strBuffer[cIDX]);
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//
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bool isFastMaUnderStr =
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(cXConditions.x3maFastBuffer[cIDX] < cXConditions.strBuffer[cIDX]);
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//
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bool isFastMaBullishReject =
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cBar.low < pBar.low &&
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cBar.low > cXConditions.strBuffer[cIDX] &&
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cBar.low < cXConditions.x3maFastBuffer[cIDX] &&
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cBar.GetDown() > cXConditions.x3maFastBuffer[cIDX];
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//
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bool isFastMaBearishReject =
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cBar.high > pBar.high &&
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cBar.high < cXConditions.strBuffer[cIDX] &&
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cBar.high > cXConditions.x3maFastBuffer[cIDX] &&
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cBar.GetUp() < cXConditions.x3maFastBuffer[cIDX];
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//
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// Summarize Conditions ...
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//
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isBullish =
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//
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// false
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hasStrBox &&
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isStrIsBullish &&
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isFastMaOverStr &&
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isFastMaBullishReject
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//
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//
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;
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//
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isBearish =
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//
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// false
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hasStrBox &&
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isStrIsBearish &&
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isFastMaUnderStr &&
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isFastMaBearishReject
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//
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;
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//
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// Filling Requirements ...
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result =
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isBullish ||
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isBearish;
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if (result)
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{
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//
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XCPOIDrawer *drawer = provider.visionCycleHelper.mPOIDrawer;
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XCBoxObject *iObj;
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bool isCreated = drawer.DrawBox(
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strBox,
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iObj //
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);
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if (isCreated)
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{
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//
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Print("STRBox");
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}
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//
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dir =
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isBullish
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? X_DIRECTION_BULLISH
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: X_DIRECTION_BEARISH;
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//
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box.dir = dir;
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box.from = pPBar.time;
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box.to = TimeCurrent();
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box.symbol = cBar.symbol;
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box.period = cBar.period;
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//
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double points = GetPoints(box.symbol);
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//
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double pivot = cXConditions.strBuffer[cIDX];
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// isBullish
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// ? cBar.low - (points * 5)
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// : cBar.high + (points * 5);
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//
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double point = GetEntry(
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cBar.symbol,
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dir //
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);
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//
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box.upper =
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isBullish
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? point
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: pivot;
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//
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box.lower =
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isBullish
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? pivot
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: point;
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//
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bool drawBoxes = true;
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if (drawBoxes)
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{
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//
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}
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}
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//
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// Check All Conditions ...
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result =
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box.IsValid() &&
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HasDirection(dir) &&
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(isBullish ||
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isBearish);
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//
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// Cleanup Resources ...
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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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cState.Clean();
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strBox.Clean();
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cConditions.Clean();
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cConditions.Clean();
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ZeroMemory(cHelper);
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cStateEvents.Clean();
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cXConditions.Clean();
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//
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return result;
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}
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// |