688 lines
13 KiB
Plaintext
688 lines
13 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Common Library
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// --------------------------------------
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// Name: X121SMCLib
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// Description: provide all commonly used 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 "../../Classes/x-saherelm.base.class.mq5"
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#include "../../Helpers/x-saherelm.x121.helper.mq5"
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#include "../../Libraries/x-saherelm.common.lib.mq5"
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#include "../../Libraries/x-saherelm.x-poi.lib.mq5"
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#include "../../Libraries/x-saherelm.x-trade.lib.mq5"
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//
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// Definitions ...
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//
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const string X121SMCStrategyToken = "X121SMC";
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//
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const string X121SMCXTestToken = "X121XTest";
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const string X121SMCXPVOBToken = "X121XPVOB";
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const string X121SMCXPVDPToken = "X121XPVDP";
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const string X121SMCXVWPBToken = "X121XVWPB";
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const string X121SMCXTWPVToken = "X121XTWPV";
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const string X121SMCXOEPVToken = "X121XOEPV";
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const string X121SMCXPVSupDemToken = "X121XPVSUPDEM";
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//
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// X121 SMC Providers ...
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enum ENUM_X_121_SMC_PROVIDERS
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{
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//
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X_121_SMC_PROVIDER_NONE,
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X_121_SMC_PROVIDER_XTEST,
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X_121_SMC_PROVIDER_XPVOB,
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X_121_SMC_PROVIDER_XPVDP,
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X_121_SMC_PROVIDER_XVWPB,
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X_121_SMC_PROVIDER_XTWPV,
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X_121_SMC_PROVIDER_XOEPV,
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X_121_SMC_PROVIDER_XPVSUPDEM,
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};
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//
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// X121 SL Method ...
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enum ENUM_X_121_SMC_SL_TYPES
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{
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X_121_SMC_SL_TYPE_NONE,
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X_121_SMC_SL_TYPE_LAST_SAR_CHANGED_BAR,
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X_121_SMC_SL_TYPE_CURRENT_SAR_BOX,
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X_121_SMC_SL_TYPE_LAST_DIRECTIONAL_SAR,
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X_121_SMC_SL_TYPE_CURRENT_SAR,
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X_121_SMC_SL_TYPE_DON_CLOSE_BOX,
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X_121_SMC_SL_TYPE_FIBO_LEVEL_1_5,
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X_121_SMC_SL_TYPE_FIBO_LEVEL_3,
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X_121_SMC_SL_TYPE_VWAP_FAST,
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X_121_SMC_SL_TYPE_VWAP_MID,
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X_121_SMC_SL_TYPE_VWAP_SLOW,
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X_121_SMC_SL_TYPE_SWING,
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X_121_SMC_SL_TYPE_MOMENTUM,
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X_121_SMC_SL_TYPE_REJECTION,
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X_121_SMC_SL_TYPE_TENKAN_SEN,
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};
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//
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// Each Market Cycle (Time Frame) Conditions
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// Model as this Structure ...
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struct X121SMCCycleConditions
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{
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//
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string symbol;
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ENUM_TIMEFRAMES period;
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datetime time;
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//
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X121Conditions x121Conditions;
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//
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XPOIState state;
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//
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void X121SMCStrategyConditions()
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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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* Cleanup ...
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*/
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void Clean()
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{
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//
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symbol = NULL;
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period = NULL;
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time = NULL;
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//
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state.Clean();
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x121Conditions.Clean();
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}
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/**
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* Validate ...
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*
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* @return ( bool )
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*/
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bool IsValid()
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{
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//
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bool result = false;
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//
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result = IsSpecifiedValid(symbol) &&
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IsSpecifiedValid(period) &&
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IsSpecifiedValid(time);
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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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// Reporter Functions ...
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/**
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* Generate Provided Scores ...
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*
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* @param bullishScore: Integer, reference ...
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* @param bearishScore: Integer, referenceF ...
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*/
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void GenerateScore(
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double &bullishScore,
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double &bearishScore //
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)
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{
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//
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bullishScore = 0;
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bearishScore = 0;
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//
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if (!IsValid())
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{
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return;
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}
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//
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double bullScore = 0;
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double bearScore = 0;
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}
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/**
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* Generate Summary ...
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*
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* @param onlyCommons: Boolean ...
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* @param onlyConditions: Boolean ...
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* @param includeScores: Boolean ...
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* @param ignoreFalseConditions: Boolean ...
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* @param separator: String ...
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*
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* @return ( string )
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*/
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string GenerateSummary(
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bool onlyCommons = false,
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bool onlyConditions = false,
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bool includeScores = true,
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bool ignoreFalseConditions = true,
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string separator = "\n" //
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)
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{
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//
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string result = NULL;
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//
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double bullishScore = 0;
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double bearishScore = 0;
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GenerateScore(
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bullishScore,
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bearishScore //
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);
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//
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string commonStr = GenerateSpecifiedCommonSummary(
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this,
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separator,
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includeScores,
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true //
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);
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//
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string conditionsStr =
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//
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""
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//
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;
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//
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result =
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//
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"[" + GetTag() + "]" + separator +
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"----------" + separator +
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(onlyConditions
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? ""
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: commonStr) +
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" " + separator +
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(onlyCommons
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? ""
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: conditionsStr) +
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""
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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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* Get Unique Identifier ...
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*
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* @param forObject: Boolean ...
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*
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* @return ( string )
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*/
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string GetTag(
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bool forObject = false //
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)
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{
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//
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string result = NULL;
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//
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string typeName = GetTypeName(this);
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//
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if (!forObject)
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{
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result = typeName;
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}
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else
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{
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//
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result = typeName + "_" +
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symbol + "_" + ToString(period) + "_" +
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ToMD5(time);
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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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};
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//
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// Model Signalling Conditions ...
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struct X121SMCStrategyConditions
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{
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//
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string symbol;
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ENUM_TIMEFRAMES period;
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datetime time;
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//
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// Cycles Conditions here ...
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X121SMCCycleConditions triggerConditions;
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X121SMCCycleConditions decisionConditions;
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X121SMCCycleConditions analyseConditions;
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X121SMCCycleConditions verificationConditions;
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X121SMCCycleConditions consolidationConditions;
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X121SMCCycleConditions visionConditions;
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//
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double sl;
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double tp;
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double target;
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string provider;
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ENUM_X_DIRECTION signalDir;
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ENUM_X_DIRECTION marketStructureDir;
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//
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//
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void X121SMCStrategyConditions()
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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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* Cleanup ...
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*/
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void Clean()
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{
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//
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symbol = NULL;
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period = NULL;
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time = NULL;
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//
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sl = 0;
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tp = 0;
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provider = NULL;
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signalDir = X_DIRECTION_NONE;
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marketStructureDir = X_DIRECTION_NONE;
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//
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triggerConditions.Clean();
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decisionConditions.Clean();
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analyseConditions.Clean();
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verificationConditions.Clean();
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consolidationConditions.Clean();
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visionConditions.Clean();
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}
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/**
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* Validate ...
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*
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* @return ( bool )
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*/
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bool IsValid()
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{
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//
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bool result = false;
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//
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result = IsSpecifiedValid(symbol) &&
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IsSpecifiedValid(period) &&
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IsSpecifiedValid(time);
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//
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return result;
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}
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/**
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* Check Conditions Has Valid Bullish Signal ...
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*
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* @return ( bool )
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*/
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bool HasBullishSignal()
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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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(sl > 0 ||
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tp > 0) &&
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IsValid() &&
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HasDirection(signalDir);
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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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result =
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IsBullish(signalDir);
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//
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return result;
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}
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/**
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* Check Conditions Has Valid Bearish Signal ...
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*
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* @return ( bool )
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*/
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bool HasBearishSignal()
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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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(sl > 0 ||
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tp > 0) &&
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IsValid() &&
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HasDirection(signalDir);
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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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result =
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IsBearish(signalDir);
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//
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return result;
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}
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//
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// Reporter Functions ...
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/**
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* Generate Provided Scores ...
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*
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* @param bullishScore: Integer, reference ...
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* @param bearishScore: Integer, referenceF ...
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*/
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void GenerateScore(
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double &bullishScore,
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double &bearishScore //
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)
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{
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//
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bullishScore = 0;
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bearishScore = 0;
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//
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if (!IsValid())
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{
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return;
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}
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//
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double bullScore = 0;
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double bearScore = 0;
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}
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/**
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* Generate Summary ...
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*
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* @param onlyCommons: Boolean ...
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* @param onlyConditions: Boolean ...
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* @param includeScores: Boolean ...
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* @param ignoreFalseConditions: Boolean ...
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* @param separator: String ...
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*
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* @return ( string )
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*/
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string GenerateSummary(
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bool onlyCommons = false,
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bool onlyConditions = false,
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bool includeScores = true,
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bool ignoreFalseConditions = true,
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string separator = "\n" //
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)
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{
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//
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string result = NULL;
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//
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double bullishScore = 0;
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double bearishScore = 0;
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GenerateScore(
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bullishScore,
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bearishScore //
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);
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//
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string commonStr = GenerateSpecifiedCommonSummary(
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this,
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separator,
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includeScores,
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true //
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);
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//
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string conditionsStr =
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//
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""
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//
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;
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//
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result =
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//
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"[" + GetTag() + "]" + separator +
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"----------" + separator +
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(onlyConditions
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? ""
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: commonStr) +
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" " + separator +
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(onlyCommons
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? ""
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: conditionsStr) +
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""
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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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* Get Unique Identifier ...
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*
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* @param forObject: Boolean ...
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*
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* @return ( string )
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*/
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string GetTag(
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bool forObject = false //
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)
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{
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//
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string result = NULL;
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//
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string typeName = GetTypeName(this);
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//
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if (!forObject)
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{
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result = typeName;
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}
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else
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{
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//
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result = typeName + "_" +
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symbol + "_" + ToString(period) + "_" +
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ToMD5(time);
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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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};
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//
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//
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//
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typedef void (*TOnX121SMCSignal)(
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XSignal &signal,
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X121SMCStrategyConditions &conditions //
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);
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//
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// Extentions ...
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/**
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* Validate a Signal Provider ...
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*
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* @param value: ENUM_X_121_SMC_PROVIDERS member ...
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*
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* @return ( bool )
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*/
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bool IsValid(ENUM_X_121_SMC_PROVIDERS value)
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{
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//
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bool result = false;
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//
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result = value != X_121_SMC_PROVIDER_NONE;
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//
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return result;
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}
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/**
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* Converts a Signal Provider to String ...
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*
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* @param value: ENUM_X_121_SMC_PROVIDERS member ...
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*
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* @return ( string )
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*/
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string ToString(ENUM_X_121_SMC_PROVIDERS value)
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{
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//
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string result = NULL;
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//
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if (!IsValid(value))
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{
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return result;
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}
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//
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switch (value)
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{
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//
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case X_121_SMC_PROVIDER_XTEST:
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result = X121SMCXTestToken;
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break;
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//
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case X_121_SMC_PROVIDER_XPVOB:
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result = X121SMCXPVOBToken;
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break;
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//
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case X_121_SMC_PROVIDER_XPVDP:
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result = X121SMCXPVDPToken;
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break;
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//
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case X_121_SMC_PROVIDER_XVWPB:
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result = X121SMCXVWPBToken;
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break;
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//
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case X_121_SMC_PROVIDER_XTWPV:
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result = X121SMCXTWPVToken;
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break;
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//
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case X_121_SMC_PROVIDER_XOEPV:
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result = X121SMCXOEPVToken;
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break;
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//
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case X_121_SMC_PROVIDER_XPVSUPDEM:
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result = X121SMCXPVSupDemToken;
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break;
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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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* Parse Specified String as a Signal Provider ...
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*
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* @param value: String ...
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*
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* @return ( ENUM_X_121_SMC_PROVIDERS )
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*/
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ENUM_X_121_SMC_PROVIDERS ParseProvider(string value)
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{
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//
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ENUM_X_121_SMC_PROVIDERS result = X_121_SMC_PROVIDER_NONE;
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//
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if (!IsValid(value))
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{
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return result;
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}
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//
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if (Contains(X121SMCXTestToken, value))
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{
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result = X_121_SMC_PROVIDER_XTEST;
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}
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else if (Contains(X121SMCXPVOBToken, value))
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{
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result = X_121_SMC_PROVIDER_XPVOB;
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}
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else if (Contains(X121SMCXPVDPToken, value))
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{
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result = X_121_SMC_PROVIDER_XPVDP;
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}
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else if (Contains(X121SMCXVWPBToken, value))
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{
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result = X_121_SMC_PROVIDER_XVWPB;
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}
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|
else if (Contains(X121SMCXTWPVToken, value))
|
|
{
|
|
result = X_121_SMC_PROVIDER_XTWPV;
|
|
}
|
|
else if (Contains(X121SMCXOEPVToken, value))
|
|
{
|
|
result = X_121_SMC_PROVIDER_XOEPV;
|
|
}
|
|
else if (Contains(X121SMCXPVSupDemToken, value))
|
|
{
|
|
result = X_121_SMC_PROVIDER_XPVSUPDEM;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
// |