595 lines
13 KiB
Plaintext
595 lines
13 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Class Library
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// --------------------------------------
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// Name: XCX121SMCTestStrategy
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// Description: provides all based classes for use ...
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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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//
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#include "../Classes/x-121.smc.base.strategy.class.mq5"
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#include "../Classes/x-121.smc.market.cycle.helper.class.mq5"
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//
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// Definitions ...
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//
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// XStrategy Class Implementation(s) ...
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class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
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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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//
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// Constructor(s) ...
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void XCX121SMCTestStrategy(
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//
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// Base ...
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string _symbol, // Trading Symbol
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ENUM_TIMEFRAMES _period // Trading TimeFrame
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)
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: XCX121SMCBaseStrategy(_symbol, _period)
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{
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InitialHelpers();
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}
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//
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// Deconstructur ...
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void ~XCX121SMCTestStrategy()
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{
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}
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//
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// Overrides Actions ...
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/**
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* Destroy All Class Implementations ...
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*/
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void Destroy() override
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{
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//
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delete mTriggerCycleHelper;
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delete mDecisionCycleHelper;
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delete mAnalyseCycleHelper;
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delete mVerificationCycleHelper;
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delete mConsolidationCycleHelper;
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delete mVisionCycleHelper;
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}
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/**
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* Check Conditions For Signal ...
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*/
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bool HasSignal(
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XSignal &signal,
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X121SMCStrategyConditions &conditions //
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) override
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{
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//
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bool result = false;
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//
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signal.Clean();
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conditions.Clean();
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//
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int pushers = 0;
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//
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double sl = 0;
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double tp = 0;
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double risk = 0;
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double entry = 0;
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double reward = 0;
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double r2r = R2R();
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string provider = "";
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double volume = Volume();
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ENUM_POSITION_TYPE type = POSITION_TYPE_BUY;
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ENUM_X_ORDER_MODES mode = X_ORDER_MODE_MARKET;
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//
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bool hasLong = false;
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bool hasShort = false;
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//
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double selectedSL = 0;
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//
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// Start Calculations ...
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//
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string symbol = GetSymbol();
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ENUM_TIMEFRAMES period = GetPeriod();
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//
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double points = GetPoints(symbol);
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double pip = GetPipPrice(symbol);
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double pip2 = 2 * pip;
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//
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// Detect Conditions ...
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result = DetectConditions(conditions);
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if (!result)
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{
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conditions.Clean();
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return result;
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}
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//
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// Check Spread ...
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bool isSpreadPassed = IsSpreadPass();
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result = isSpreadPassed;
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if (!result)
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{
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//
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// string message = "Spread is not Passed for Analysing ...";
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// LogAlert(message);
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//
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return result;
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}
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//
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// Combine all Signals Conditions ...
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selectedSL = conditions.sl;
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provider = conditions.provider;
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//
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hasLong =
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//
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IsBullish(conditions.marketStructureDir)
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//
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;
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//
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hasShort =
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//
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IsBearish(conditions.marketStructureDir)
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//
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;
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//
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result = hasLong ||
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hasShort;
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//
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// Rmove Signal Condition ...
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if (result)
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{
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//
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// TYPE ...
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type =
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hasLong
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? POSITION_TYPE_BUY
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: POSITION_TYPE_SELL;
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ENUM_X_POSITION_TYPES xType =
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hasLong
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? X_POSITION_TYPE_LONG
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: X_POSITION_TYPE_SHORT;
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//
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entry = GetEntry(
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conditions.symbol,
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type //
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);
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//
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sl =
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hasLong
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? selectedSL - pip2
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: selectedSL + pip2;
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//
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// RISK Reward ...
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risk =
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hasLong
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? entry - sl
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: sl - entry;
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reward = risk * r2r;
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tp =
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hasLong
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? entry + reward
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: entry - reward;
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//
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signal.sl = sl;
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signal.tp = tp;
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signal.type = type;
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signal.mode = mode;
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signal.entry = entry;
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signal.volume = volume;
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signal.symbol = symbol;
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signal.period = period;
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signal.pushers = pushers;
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signal.provider = provider;
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signal.time = TimeCurrent();
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//
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result = PrepareSignal(signal);
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if (result)
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{
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//
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Print("PRV: ", provider);
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DrawSignal(signal);
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}
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//
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hasLong = false;
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hasShort = false;
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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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* Customize Strategy Identifier ...
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*/
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string GetTag() override
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{
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return X121SMCStrategyToken;
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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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// Props ...
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//
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// Trigger Order Flow ...
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XPVPivot mOrderFlow[];
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ENUM_X_DIRECTION mOrderFlowDir;
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//
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XC121SMCCycleHelper *mTriggerCycleHelper;
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XC121SMCCycleHelper *mDecisionCycleHelper;
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XC121SMCCycleHelper *mAnalyseCycleHelper;
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XC121SMCCycleHelper *mVerificationCycleHelper;
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XC121SMCCycleHelper *mConsolidationCycleHelper;
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XC121SMCCycleHelper *mVisionCycleHelper;
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//
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// Actions ...
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/**
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* Detect and Parse Market Conditions ...
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*
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* @return ( bool )
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*/
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bool DetectConditions(
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X121SMCStrategyConditions &conditions //
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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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string symbol = GetSymbol();
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ENUM_TIMEFRAMES period = GetPeriod();
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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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XOHCL zBar;
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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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if (!result)
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{
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return result;
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}
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//
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XOHCL cBar;
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result = cBar.Init(
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symbol,
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period,
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cIndex //
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);
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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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string msg = NULL;
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//
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double bid = GetBid(symbol);
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datetime cTime = TimeCurrent();
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//
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conditions.time = cTime;
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conditions.symbol = symbol;
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conditions.period = period;
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//
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int conditionsLoopback = 7;
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//
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// Fill Cycles Conditions ...
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//
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// Trigger ...
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result = mTriggerCycleHelper.GetConditions(
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conditions.triggerConditions,
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zIndex,
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conditionsLoopback //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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conditions.triggerConditions.state = mTriggerState;
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//
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// Decision ...
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result = mDecisionCycleHelper.GetConditions(
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conditions.decisionConditions,
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zIndex,
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conditionsLoopback //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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conditions.decisionConditions.state = mDecisionState;
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//
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// Analyse ...
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result = mAnalyseCycleHelper.GetConditions(
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conditions.analyseConditions,
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zIndex,
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conditionsLoopback //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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conditions.analyseConditions.state = mAnalyseState;
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//
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// Verification ...
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result = mVerificationCycleHelper.GetConditions(
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conditions.verificationConditions,
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zIndex,
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conditionsLoopback //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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conditions.verificationConditions.state = mVerificationState;
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//
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// Consolidation ...
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result = mConsolidationCycleHelper.GetConditions(
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conditions.consolidationConditions,
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zIndex,
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conditionsLoopback //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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conditions.consolidationConditions.state = mConsolidationState;
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//
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// Vision ...
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result = mVisionCycleHelper.GetConditions(
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conditions.visionConditions,
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zIndex,
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conditionsLoopback //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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conditions.visionConditions.state = mVisionState;
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//
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// Detect Valid Supply and Demand Zones ...
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XCSupplyZone *supplyZone;
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XCDemandZone *demandZone;
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result = mTriggerCycleHelper
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.DetectValisSupplyZone(
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cBar,
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supplyZone,
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demandZone //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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//
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supplyZone.To(cTime);
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XCSupplyZoneObject *iSupplyZoneObj;
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result = mPOIDrawer.CreateSupplyZone(
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supplyZone,
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iSupplyZoneObj //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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//
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demandZone.To(cTime);
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XCDemandZoneObject *iDemandZoneObj;
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result = mPOIDrawer.CreateDemandZone(
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demandZone,
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iDemandZoneObj //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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//
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Print("Supply and Demand Zone Created ...");
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//
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if (!result)
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{
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//
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conditions.Clean();
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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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// Private ...
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private:
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//
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// Props ...
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/**
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* Initial Required Indicators Helper ...
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*/
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void InitialHelpers()
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{
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//
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string symbol = GetSymbol();
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ENUM_TIMEFRAMES period = GetPeriod();
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//
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// Short ...
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ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // How to Find Period
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ENUM_TIMEFRAMES scPeriod = NULL; // Time Period
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//
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// Medium ...
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ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // How to Find Period
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ENUM_TIMEFRAMES mcPeriod = NULL; // Time Period
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//
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// Long ...
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ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // How to Find Period
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ENUM_TIMEFRAMES lcPeriod = NULL; // Time Period
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//
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// Hind ...
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ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // How to Find Period
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ENUM_TIMEFRAMES hcPeriod = NULL; // Time Period
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//
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// XPV ...
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X121Inputs x121Inputs;
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//
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x121Inputs.Default();
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//
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x121Inputs.scMethod = scMethod;
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x121Inputs.scPeriod = scPeriod;
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x121Inputs.mcMethod = mcMethod;
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x121Inputs.mcPeriod = mcPeriod;
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x121Inputs.lcMethod = lcMethod;
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x121Inputs.lcPeriod = lcPeriod;
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x121Inputs.hcMethod = hcMethod;
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x121Inputs.hcPeriod = hcPeriod;
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//
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// Initialize Cycle Helpers ...
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//
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mTriggerCycleHelper = new XC121SMCCycleHelper();
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mTriggerCycleHelper.Init(
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symbol,
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PERIOD_M1,
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x121Inputs //
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);
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//
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mDecisionCycleHelper = new XC121SMCCycleHelper();
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mDecisionCycleHelper.Init(
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symbol,
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PERIOD_M5,
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x121Inputs //
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);
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//
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mAnalyseCycleHelper = new XC121SMCCycleHelper();
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mAnalyseCycleHelper.Init(
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symbol,
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PERIOD_M15,
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x121Inputs //
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);
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//
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mVerificationCycleHelper = new XC121SMCCycleHelper();
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mVerificationCycleHelper.Init(
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symbol,
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PERIOD_M30,
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x121Inputs //
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);
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//
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mConsolidationCycleHelper = new XC121SMCCycleHelper();
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mConsolidationCycleHelper.Init(
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symbol,
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PERIOD_H1,
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x121Inputs //
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);
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//
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mVisionCycleHelper = new XC121SMCCycleHelper();
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mVisionCycleHelper.Init(
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symbol,
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PERIOD_H4,
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x121Inputs //
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);
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}
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//
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};
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// |