1545 lines
36 KiB
Plaintext
1545 lines
36 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: XSCXCHKMStrategy
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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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// Import(s) Helper(s) ...
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#include "../Helpers/x-saherelm.xpv.helper.mq5"
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#include "../Helpers/x-saherelm.xstr.helper.mq5"
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#include "../Helpers/x-saherelm.xche.helper.mq5"
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#include "../Helpers/x-saherelm.xchma.helper.mq5"
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#include "../Helpers/x-saherelm.xchhk.helper.mq5"
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//
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// Base Classes ...
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#include "../Classes/x-saherelm.xstrategy.class.mq5"
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//
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// Specific Identifier(s) of XStrategy ...
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string XCHKMStartegyToken = "XCHKM";
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//
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// XStrategy Class Implementation(s) ...
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class XSCXCHKMStrategy : public XSCBaseStrategy
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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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// Constructor(s) ...
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void XSCXCHKMStrategy(
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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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double _volume, // Voluem
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double _r2r, // Risk/Reward Ratio
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int _slippage, // Trader Slippage
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long _magicNumber, // Trader Magic Number
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bool _ignoreSignalExecution = false, // Ignore Signal Execution
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bool _useTPSLAsPoint = false, // Converts TP and SL by Provided Points
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bool _forceMaxTPSLAsPoint = false, // Force Max TP and SL by Provided Points
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double _tpPoint = 0, // TP As Point
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double _slPoint = 0, // SL As Point
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bool _ignoreTP = false, // TP set to 0
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bool _ignoreSL = false, // SL set to 0
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bool _allowLong = true,
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bool _allowShort = true,
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int _maxAllowedLongs = 0,
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int _maxAllowedShorts = 0 //
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) : XSCBaseStrategy(_symbol,
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_period,
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_volume,
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_r2r,
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_slippage,
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_magicNumber,
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_ignoreSignalExecution,
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_useTPSLAsPoint,
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_forceMaxTPSLAsPoint,
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_tpPoint,
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_slPoint,
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_ignoreTP,
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_ignoreSL,
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_allowLong,
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_allowShort,
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_maxAllowedLongs,
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_maxAllowedShorts //
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)
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{
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//
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SetAlertPrefix(GetTag());
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//
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PrepareRequirements();
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}
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//
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// Deconstructor ...
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void ~XSCXCHKMStrategy()
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{
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//
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delete pvHelper;
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delete strHelper;
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delete cheHelper;
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//
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delete chhkHelper;
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delete chmaHelper;
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}
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//
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// Getter / Setter (s) ...
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//
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// Overrides ...
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//
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// Customize Strategy Identifier ...
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string GetTag() override
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{
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return XCHKMStartegyToken;
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}
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//
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// Check Conditions For Signal ...
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bool HasSignal(
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XSignal &signal //
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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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//
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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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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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bool forceCloseLongs = false;
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bool forceCloseShorts = false;
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//
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// Retrieve Conditions ...
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//
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// XCHMA ...
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XCHMAConditions chmaConditions;
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result = chmaHelper.GetConditions(chmaConditions);
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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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// XCHE ...
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XCHHKConditions chhkConditions;
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result = chhkHelper.GetConditions(chhkConditions);
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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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// Start Calculations ...
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//
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double points = GetPoints(mSymbol);
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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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// Retrieve Bars ...
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//
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// Last Bar ...
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XOHCL cBar;
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result = cBar.Init(
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mSymbol,
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mPeriod,
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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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// Previous Bar of Last Bar ...
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XOHCL pBar;
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result = cBar.GetPreviousBar(pBar);
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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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// Last Swing Low Bar ...
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XOHCL lastSwingLow;
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result = cBar.FindLastSwingLow(lastSwingLow);
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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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// Last Swing High Bar ...
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XOHCL lastSwingHigh;
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result = cBar.FindLastSwingHigh(lastSwingHigh);
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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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// Retrieve Highest High(s) and Lowest Low(s) ...
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//
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// Highest High ...
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double hh5 = cBar.FindHighest(
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5,
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MODE_HIGH //
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);
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//
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// Lowest Low ...
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double ll5 = cBar.FindLowest(
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5,
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MODE_LOW //
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);
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//
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// Check Support Exists or Find ...
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bool hasSupport = support.IsValid();
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if (!hasSupport)
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{
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//
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hasSupport =
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//
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cBar.HasSupport(support)
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//
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;
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//
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if (hasSupport)
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{
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//
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DrawSupport(
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support,
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ChartID() //
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);
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//
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supportTime = cBar.time;
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}
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}
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//
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// Check Resistance Exists or Find ...
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bool hasResistance = resistance.IsValid();
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if (!hasResistance)
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{
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//
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hasResistance =
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//
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cBar.HasResistance(resistance)
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//
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;
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//
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if (hasResistance)
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{
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//
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DrawResistance(
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resistance,
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ChartID() //
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);
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//
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resistanceTime = cBar.time;
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}
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}
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//
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// For Trend ...
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XOHCL tmpHSW[];
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XOHCL tmpLSW[];
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//
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// Detect Bullish/Bearish Patterns and Trends ...
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//
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// Bullish ...
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bool hasBullishPattern = HasBullishPattern(cBar);
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bool isBullishTrend = cBar.HasBullishTrend(
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tmpHSW,
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tmpLSW,
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true //
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);
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//
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// Bearish ...
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bool hasBearishPattern = HasBearishPattern(cBar);
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bool isBearishTrend = cBar.HasBearishTrend(
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tmpHSW,
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tmpLSW,
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false //
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);
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//
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// Detect XCHMA based Conditions ...
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//
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// Bullish ...
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//
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bool isCHMAHCrossedOver =
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//
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(
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//
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chmaConditions.isHFastCrossedOverSlow &&
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chmaConditions.isLFastOverSlow &&
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chmaConditions.isMFastOverSlow &&
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chmaConditions.isSFastOverSlow
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//
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)
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//
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;
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//
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bool isCHMALCrossedOver =
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//
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(
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//
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chmaConditions.isLFastCrossedOverSlow &&
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chmaConditions.isHFastOverSlow &&
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chmaConditions.isMFastOverSlow &&
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chmaConditions.isSFastOverSlow
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//
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)
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//
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;
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//
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bool isCHMAMCrossedOver =
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//
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(
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//
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chmaConditions.isMFastCrossedOverSlow &&
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chmaConditions.isHFastOverSlow &&
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chmaConditions.isLFastOverSlow &&
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chmaConditions.isSFastOverSlow
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//
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)
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//
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;
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//
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bool isCHMASCrossedOver =
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//
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(
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//
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chmaConditions.isSFastCrossedOverSlow &&
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chmaConditions.isHFastOverSlow &&
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chmaConditions.isLFastOverSlow &&
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chmaConditions.isMFastOverSlow
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//
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)
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//
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;
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//
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// Bullish XCHMA Conditions ...
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bool isCHMABullish =
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//
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isCHMAHCrossedOver
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//
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||
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//
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isCHMALCrossedOver
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//
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||
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//
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isCHMAMCrossedOver
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//
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||
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//
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isCHMASCrossedOver
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//
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;
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//
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// Bearish ...
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//
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bool isCHMAHCrossedUnder =
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//
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(
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//
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chmaConditions.isHFastCrossedUnderSlow &&
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chmaConditions.isLFastUnderSlow &&
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chmaConditions.isMFastUnderSlow &&
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chmaConditions.isSFastUnderSlow
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//
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)
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//
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;
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//
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bool isCHMALCrossedUnder =
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//
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(
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//
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chmaConditions.isLFastCrossedUnderSlow &&
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chmaConditions.isHFastUnderSlow &&
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chmaConditions.isMFastUnderSlow &&
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chmaConditions.isSFastUnderSlow
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//
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)
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//
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;
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//
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bool isCHMAMCrossedUnder =
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//
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(
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//
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chmaConditions.isMFastCrossedUnderSlow &&
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chmaConditions.isHFastUnderSlow &&
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chmaConditions.isLFastUnderSlow &&
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chmaConditions.isSFastUnderSlow
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//
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)
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//
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;
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//
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bool isCHMASCrossedUnder =
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//
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(
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//
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chmaConditions.isSFastCrossedUnderSlow &&
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chmaConditions.isHFastUnderSlow &&
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chmaConditions.isLFastUnderSlow &&
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chmaConditions.isMFastUnderSlow
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//
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)
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//
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;
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//
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// Bullish XCHMA Conditions ...
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bool isCHMABearish =
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//
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isCHMAHCrossedUnder
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//
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||
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//
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isCHMALCrossedUnder
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//
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||
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//
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isCHMAMCrossedUnder
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//
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||
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//
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isCHMASCrossedUnder
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//
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;
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//
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// Max ...
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double maxCHMA = MathMax(
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chmaConditions.cFast[cIndex],
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chmaConditions.cSlow[cIndex] //
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);
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maxCHMA = MathMax(
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maxCHMA,
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chmaConditions.sFast[cIndex] //
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);
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maxCHMA = MathMax(
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maxCHMA,
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chmaConditions.sSlow[cIndex] //
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);
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maxCHMA = MathMax(
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maxCHMA,
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chmaConditions.mFast[cIndex] //
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);
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maxCHMA = MathMax(
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maxCHMA,
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chmaConditions.mSlow[cIndex] //
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);
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maxCHMA = MathMax(
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maxCHMA,
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chmaConditions.lFast[cIndex] //
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);
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maxCHMA = MathMax(
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maxCHMA,
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chmaConditions.lSlow[cIndex] //
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);
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maxCHMA = MathMax(
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maxCHMA,
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chmaConditions.hFast[cIndex] //
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);
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maxCHMA = MathMax(
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maxCHMA,
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chmaConditions.hSlow[cIndex] //
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);
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//
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// Min
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double minCHMA = MathMin(
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chmaConditions.cFast[cIndex],
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chmaConditions.cSlow[cIndex] //
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);
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minCHMA = MathMin(
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minCHMA,
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chmaConditions.sFast[cIndex] //
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);
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minCHMA = MathMin(
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minCHMA,
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chmaConditions.sSlow[cIndex] //
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);
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minCHMA = MathMin(
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minCHMA,
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chmaConditions.mFast[cIndex] //
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);
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minCHMA = MathMin(
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minCHMA,
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chmaConditions.mSlow[cIndex] //
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);
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minCHMA = MathMin(
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minCHMA,
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chmaConditions.lFast[cIndex] //
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);
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minCHMA = MathMin(
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minCHMA,
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chmaConditions.lSlow[cIndex] //
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);
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minCHMA = MathMin(
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minCHMA,
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chmaConditions.hFast[cIndex] //
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);
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minCHMA = MathMin(
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minCHMA,
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chmaConditions.hSlow[cIndex] //
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);
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//
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double chmaDistanceDiffInPoint =
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//
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(maxCHMA - minCHMA) / points
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//
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;
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//
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// XCHHM Conditions ...
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//
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// Bullish ...
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//
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bool isCHHKCSwitchedToBullish =
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//
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(
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//
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chhkConditions.isCSwitchedToBullish &&
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chhkConditions.isSBullish &&
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chhkConditions.isMBullish &&
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chhkConditions.isLBullish &&
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chhkConditions.isHBullish
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//
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)
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//
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;
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//
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bool isCHHKSSwitchedToBullish =
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//
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(
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//
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chhkConditions.isSSwitchedToBullish &&
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chhkConditions.isCBullish &&
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chhkConditions.isMBullish &&
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chhkConditions.isLBullish &&
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chhkConditions.isHBullish
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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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bool isCHHKMSwitchedToBullish =
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//
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(
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//
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chhkConditions.isMSwitchedToBullish &&
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chhkConditions.isCBullish &&
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chhkConditions.isSBullish &&
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chhkConditions.isLBullish &&
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chhkConditions.isHBullish
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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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bool isCHHKLSwitchedToBullish =
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//
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(
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//
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chhkConditions.isLSwitchedToBullish &&
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chhkConditions.isCBullish &&
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chhkConditions.isSBullish &&
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chhkConditions.isMBullish &&
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chhkConditions.isHBullish
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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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bool isCHHKHSwitchedToBullish =
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//
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(
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//
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chhkConditions.isHSwitchedToBullish &&
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chhkConditions.isCBullish &&
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chhkConditions.isSBullish &&
|
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chhkConditions.isMBullish &&
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chhkConditions.isLBullish
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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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|
bool isCHHKCBullishBreaked =
|
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//
|
|
(
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//
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|
chhkConditions.isCBearish &&
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chhkConditions.isSBullish &&
|
|
chhkConditions.isMBullish &&
|
|
chhkConditions.isLBullish &&
|
|
chhkConditions.isHBullish
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCHHKSBullishBreaked =
|
|
//
|
|
(
|
|
//
|
|
chhkConditions.isSBearish &&
|
|
chhkConditions.isCBullish &&
|
|
chhkConditions.isMBullish &&
|
|
chhkConditions.isLBullish &&
|
|
chhkConditions.isHBullish
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCHHKMBullishBreaked =
|
|
//
|
|
(
|
|
//
|
|
chhkConditions.isMBearish &&
|
|
chhkConditions.isCBullish &&
|
|
chhkConditions.isSBullish &&
|
|
chhkConditions.isLBullish &&
|
|
chhkConditions.isHBullish
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCHHKLBullishBreaked =
|
|
//
|
|
(
|
|
//
|
|
chhkConditions.isLBearish &&
|
|
chhkConditions.isCBullish &&
|
|
chhkConditions.isSBullish &&
|
|
chhkConditions.isMBullish &&
|
|
chhkConditions.isHBullish
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCHHKHBullishBreaked =
|
|
//
|
|
(
|
|
//
|
|
chhkConditions.isHBearish &&
|
|
chhkConditions.isCBullish &&
|
|
chhkConditions.isSBullish &&
|
|
chhkConditions.isMBullish &&
|
|
chhkConditions.isLBullish
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCHHKBullish =
|
|
//
|
|
isCHHKCSwitchedToBullish
|
|
//
|
|
||
|
|
//
|
|
isCHHKSSwitchedToBullish
|
|
//
|
|
||
|
|
//
|
|
isCHHKMSwitchedToBullish
|
|
//
|
|
||
|
|
//
|
|
isCHHKLSwitchedToBullish
|
|
//
|
|
||
|
|
//
|
|
isCHHKHSwitchedToBullish
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCHHKBullishBreaked =
|
|
//
|
|
isCHHKCBullishBreaked
|
|
//
|
|
||
|
|
//
|
|
isCHHKSBullishBreaked
|
|
//
|
|
||
|
|
//
|
|
isCHHKMBullishBreaked
|
|
//
|
|
||
|
|
//
|
|
isCHHKLBullishBreaked
|
|
//
|
|
||
|
|
//
|
|
isCHHKHBullishBreaked
|
|
//
|
|
;
|
|
|
|
//
|
|
// Bearish ...
|
|
|
|
//
|
|
bool isCHHKCSwitchedToBearish =
|
|
//
|
|
(
|
|
//
|
|
chhkConditions.isCSwitchedToBearish &&
|
|
chhkConditions.isSBearish &&
|
|
chhkConditions.isMBearish &&
|
|
chhkConditions.isLBearish &&
|
|
chhkConditions.isHBearish
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCHHKSSwitchedToBearish =
|
|
//
|
|
(
|
|
//
|
|
chhkConditions.isSSwitchedToBearish &&
|
|
chhkConditions.isCBearish &&
|
|
chhkConditions.isMBearish &&
|
|
chhkConditions.isLBearish &&
|
|
chhkConditions.isHBearish
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCHHKMSwitchedToBearish =
|
|
//
|
|
(
|
|
//
|
|
chhkConditions.isMSwitchedToBearish &&
|
|
chhkConditions.isCBearish &&
|
|
chhkConditions.isSBearish &&
|
|
chhkConditions.isLBearish &&
|
|
chhkConditions.isHBearish
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCHHKLSwitchedToBearish =
|
|
//
|
|
(
|
|
//
|
|
chhkConditions.isLSwitchedToBearish &&
|
|
chhkConditions.isCBearish &&
|
|
chhkConditions.isSBearish &&
|
|
chhkConditions.isMBearish &&
|
|
chhkConditions.isHBearish
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCHHKHSwitchedToBearish =
|
|
//
|
|
(
|
|
//
|
|
chhkConditions.isHSwitchedToBearish &&
|
|
chhkConditions.isCBearish &&
|
|
chhkConditions.isSBearish &&
|
|
chhkConditions.isMBearish &&
|
|
chhkConditions.isLBearish
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCHHKCBearishBreaked =
|
|
//
|
|
(
|
|
//
|
|
chhkConditions.isCBullish &&
|
|
chhkConditions.isSBearish &&
|
|
chhkConditions.isMBearish &&
|
|
chhkConditions.isLBearish &&
|
|
chhkConditions.isHBearish
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCHHKSBearishBreaked =
|
|
//
|
|
(
|
|
//
|
|
chhkConditions.isSBullish &&
|
|
chhkConditions.isCBearish &&
|
|
chhkConditions.isMBearish &&
|
|
chhkConditions.isLBearish &&
|
|
chhkConditions.isHBearish
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCHHKMBearishBreaked =
|
|
//
|
|
(
|
|
//
|
|
chhkConditions.isMBullish &&
|
|
chhkConditions.isCBearish &&
|
|
chhkConditions.isSBearish &&
|
|
chhkConditions.isLBearish &&
|
|
chhkConditions.isHBearish
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCHHKLBearishBreaked =
|
|
//
|
|
(
|
|
//
|
|
chhkConditions.isLBullish &&
|
|
chhkConditions.isCBearish &&
|
|
chhkConditions.isSBearish &&
|
|
chhkConditions.isMBearish &&
|
|
chhkConditions.isHBearish
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCHHKHBearishBreaked =
|
|
//
|
|
(
|
|
//
|
|
chhkConditions.isHBullish &&
|
|
chhkConditions.isCBearish &&
|
|
chhkConditions.isSBearish &&
|
|
chhkConditions.isMBearish &&
|
|
chhkConditions.isLBearish
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCHHKBearish =
|
|
//
|
|
isCHHKCSwitchedToBearish
|
|
//
|
|
||
|
|
//
|
|
isCHHKSSwitchedToBearish
|
|
//
|
|
||
|
|
//
|
|
isCHHKMSwitchedToBearish
|
|
//
|
|
||
|
|
//
|
|
isCHHKLSwitchedToBearish
|
|
//
|
|
||
|
|
//
|
|
isCHHKHSwitchedToBearish
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCHHKBearishBreaked =
|
|
//
|
|
isCHHKCBearishBreaked
|
|
//
|
|
||
|
|
//
|
|
isCHHKSBearishBreaked
|
|
//
|
|
||
|
|
//
|
|
isCHHKMBearishBreaked
|
|
//
|
|
||
|
|
//
|
|
isCHHKLBearishBreaked
|
|
//
|
|
||
|
|
//
|
|
isCHHKHBearishBreaked
|
|
//
|
|
;
|
|
|
|
//
|
|
// Max High ...
|
|
double maxCHHKHigh = MathMax(
|
|
chhkConditions.cBars[cIndex].high,
|
|
chhkConditions.sBars[cIndex].high //
|
|
);
|
|
maxCHHKHigh = MathMax(
|
|
maxCHHKHigh,
|
|
chhkConditions.mBars[cIndex].high //
|
|
);
|
|
maxCHHKHigh = MathMax(
|
|
maxCHHKHigh,
|
|
chhkConditions.lBars[cIndex].high //
|
|
);
|
|
maxCHHKHigh = MathMax(
|
|
maxCHHKHigh,
|
|
chhkConditions.hBars[cIndex].high //
|
|
);
|
|
|
|
//
|
|
// Min High ...
|
|
double minCHHKHigh = MathMin(
|
|
chhkConditions.cBars[cIndex].high,
|
|
chhkConditions.sBars[cIndex].high //
|
|
);
|
|
minCHHKHigh = MathMin(
|
|
minCHHKHigh,
|
|
chhkConditions.mBars[cIndex].high //
|
|
);
|
|
minCHHKHigh = MathMin(
|
|
minCHHKHigh,
|
|
chhkConditions.lBars[cIndex].high //
|
|
);
|
|
minCHHKHigh = MathMin(
|
|
minCHHKHigh,
|
|
chhkConditions.hBars[cIndex].high //
|
|
);
|
|
|
|
//
|
|
// Max Low ...
|
|
double maxCHHKLow = MathMax(
|
|
chhkConditions.cBars[cIndex].low,
|
|
chhkConditions.sBars[cIndex].low //
|
|
);
|
|
maxCHHKLow = MathMax(
|
|
maxCHHKLow,
|
|
chhkConditions.mBars[cIndex].low //
|
|
);
|
|
maxCHHKLow = MathMax(
|
|
maxCHHKLow,
|
|
chhkConditions.lBars[cIndex].low //
|
|
);
|
|
maxCHHKLow = MathMax(
|
|
maxCHHKLow,
|
|
chhkConditions.hBars[cIndex].low //
|
|
);
|
|
|
|
//
|
|
// Min Low ...
|
|
double minCHHKLow = MathMin(
|
|
chhkConditions.cBars[cIndex].low,
|
|
chhkConditions.sBars[cIndex].low //
|
|
);
|
|
minCHHKLow = MathMin(
|
|
minCHHKLow,
|
|
chhkConditions.mBars[cIndex].low //
|
|
);
|
|
minCHHKLow = MathMin(
|
|
minCHHKLow,
|
|
chhkConditions.lBars[cIndex].low //
|
|
);
|
|
minCHHKLow = MathMin(
|
|
minCHHKLow,
|
|
chhkConditions.hBars[cIndex].low //
|
|
);
|
|
|
|
//
|
|
double chhkDistanceDiffInPoint =
|
|
//
|
|
(maxCHHKHigh - minCHHKLow) / points
|
|
//
|
|
;
|
|
|
|
//
|
|
// Signalling ...
|
|
// Looking for Signals Based on Conditions ...
|
|
|
|
//
|
|
// Preparing Signals for Execution ...
|
|
bool allowCHHKSignals = true;
|
|
bool allowCHMASignals = false;
|
|
|
|
//
|
|
// XCHMA ...
|
|
if (allowCHMASignals)
|
|
{
|
|
//
|
|
double pressureDistance = 200;
|
|
|
|
//
|
|
if (isCHMABullish)
|
|
{
|
|
//
|
|
hasLong =
|
|
//
|
|
isCHMABullish &&
|
|
hasBullishPattern &&
|
|
chmaDistanceDiffInPoint <= pressureDistance
|
|
//
|
|
;
|
|
|
|
//
|
|
if (hasLong)
|
|
{
|
|
//
|
|
type = POSITION_TYPE_SELL;
|
|
sl = minCHMA;
|
|
}
|
|
}
|
|
|
|
//
|
|
if (isCHMABearish)
|
|
{
|
|
//
|
|
hasShort =
|
|
//
|
|
isCHMABearish &&
|
|
hasBearishPattern &&
|
|
chmaDistanceDiffInPoint <= pressureDistance
|
|
//
|
|
;
|
|
|
|
//
|
|
if (hasShort)
|
|
{
|
|
//
|
|
type = POSITION_TYPE_SELL;
|
|
sl = minCHMA;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// XCHHK ...
|
|
if (allowCHHKSignals)
|
|
{
|
|
//
|
|
double pressureDistance = 200;
|
|
|
|
//
|
|
if (isCHHKBullish)
|
|
{
|
|
//
|
|
hasLong =
|
|
//
|
|
isCHHKBullish &&
|
|
hasBullishPattern &&
|
|
chhkDistanceDiffInPoint <= pressureDistance
|
|
//
|
|
;
|
|
|
|
//
|
|
if (hasLong)
|
|
{
|
|
//
|
|
type = POSITION_TYPE_BUY;
|
|
sl = maxCHHKLow;
|
|
}
|
|
}
|
|
|
|
//
|
|
if (isCHHKBearish)
|
|
{
|
|
//
|
|
hasShort =
|
|
//
|
|
isCHHKBearish &&
|
|
hasBearishPattern &&
|
|
chhkDistanceDiffInPoint <= pressureDistance
|
|
//
|
|
;
|
|
|
|
//
|
|
if (hasShort)
|
|
{
|
|
//
|
|
type = POSITION_TYPE_SELL;
|
|
sl = minCHHKHigh;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// forceCloseLongs = isCHHKBullishBreaked;
|
|
// forceCloseShorts = isCHHKBearishBreaked;
|
|
|
|
//
|
|
// Check Exist Conditions ...
|
|
if (forceCloseLongs || forceCloseShorts)
|
|
{
|
|
//
|
|
string comment = "Exit Condition ...";
|
|
|
|
//
|
|
ENUM_X_POSITION_TYPES mType =
|
|
forceCloseLongs
|
|
? X_POSITION_TYPE_LONG
|
|
: X_POSITION_TYPE_SHORT;
|
|
|
|
//
|
|
int count = trader.Close(
|
|
comment,
|
|
mSymbol,
|
|
GetTag(),
|
|
mPeriod,
|
|
mType,
|
|
false // Filter By Magic ...
|
|
);
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
string msg = "Close (" + ToString(count) + ") " + (forceCloseLongs ? "Long" : "Short") + " Positions due Exit Conditions ...";
|
|
Alert(msg);
|
|
}
|
|
}
|
|
|
|
//
|
|
result = hasLong || hasShort;
|
|
if (!result)
|
|
{
|
|
//
|
|
CheckSupportValidation();
|
|
CheckResistanceValidation();
|
|
return result;
|
|
}
|
|
|
|
//
|
|
if (hasSupport)
|
|
{
|
|
//
|
|
supportTime = NULL;
|
|
isSupportTested = false;
|
|
RemoveSupport(support);
|
|
support.Clean();
|
|
}
|
|
|
|
//
|
|
if (hasResistance)
|
|
{
|
|
//
|
|
resistanceTime = NULL;
|
|
isResistanceTested = false;
|
|
RemoveResistance(resistance);
|
|
resistance.Clean();
|
|
}
|
|
|
|
//
|
|
// Retrieve Entry Price based on Position Type ...
|
|
entry = GetEntry(mSymbol, type);
|
|
|
|
//
|
|
// Calculate TP and SL ...
|
|
// based on Strategy ...
|
|
CalculateTPSLByPrice(
|
|
sl,
|
|
tp,
|
|
type,
|
|
entry,
|
|
r2r //
|
|
);
|
|
|
|
//
|
|
// Preparing Signal ...
|
|
result = signal.Prepare(
|
|
mSymbol,
|
|
GetTag(),
|
|
mPeriod,
|
|
type,
|
|
mode,
|
|
entry,
|
|
mVolume,
|
|
sl,
|
|
tp //
|
|
);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
XOHCL support;
|
|
XOHCL resistance;
|
|
|
|
//
|
|
// XPV ...
|
|
XPVInputs pvInputs;
|
|
XSCXPVHelper *pvHelper;
|
|
|
|
//
|
|
// XSTR ...
|
|
XSTRInputs strInputs;
|
|
XSCXSTRHelper *strHelper;
|
|
|
|
//
|
|
// XCHE ...
|
|
XCHEInputs cheInputs;
|
|
XSCXCHEHelper *cheHelper;
|
|
|
|
//
|
|
// XHK ...
|
|
XCHHKInputs chhkInputs;
|
|
XSCXCHHKHelper *chhkHelper;
|
|
|
|
//
|
|
// XCHMA ...
|
|
XCHMAInputs chmaInputs;
|
|
XSCXCHMAHelper *chmaHelper;
|
|
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
void PrepareRequirements()
|
|
{
|
|
//
|
|
support.Clean();
|
|
supportTime = NULL;
|
|
isSupportTested = false;
|
|
|
|
//
|
|
resistance.Clean();
|
|
resistanceTime = NULL;
|
|
isResistanceTested = false;
|
|
|
|
//
|
|
// XCHMA ...
|
|
|
|
//
|
|
chmaInputs.Default();
|
|
|
|
//
|
|
chmaInputs.showFast = true;
|
|
chmaInputs.showSlow = true;
|
|
chmaInputs.showCCFast = false;
|
|
chmaInputs.showCCSlow = false;
|
|
chmaInputs.showSCFast = false;
|
|
chmaInputs.showSCSlow = false;
|
|
chmaInputs.showMCFast = false;
|
|
chmaInputs.showMCSlow = false;
|
|
chmaInputs.showLCFast = false;
|
|
chmaInputs.showLCSlow = false;
|
|
chmaInputs.showHCFast = false;
|
|
chmaInputs.showHCSlow = false;
|
|
|
|
//
|
|
chmaHelper = new XSCXCHMAHelper();
|
|
chmaHelper.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
chmaInputs //
|
|
);
|
|
|
|
//
|
|
// XCHHK ...
|
|
|
|
//
|
|
chhkInputs.Default();
|
|
|
|
//
|
|
chhkInputs.showCurrent = true;
|
|
chhkInputs.showShort = true;
|
|
chhkInputs.showMedium = true;
|
|
chhkInputs.showLong = true;
|
|
chhkInputs.showHind = true;
|
|
|
|
//
|
|
chhkHelper = new XSCXCHHKHelper();
|
|
chhkHelper.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
chhkInputs //
|
|
);
|
|
|
|
//
|
|
// XPV ...
|
|
|
|
//
|
|
pvInputs.Default();
|
|
|
|
//
|
|
pvInputs.showPeaksAndVales = true;
|
|
pvInputs.showLevels = false;
|
|
pvInputs.showConsolidations = false;
|
|
pvInputs.showFibo1Levels = false;
|
|
pvInputs.showFibo2Levels = false;
|
|
pvInputs.showFibo3Levels = false;
|
|
pvInputs.showFibo4Levels = false;
|
|
pvInputs.showFibo5Levels = false;
|
|
|
|
//
|
|
pvHelper = new XSCXPVHelper();
|
|
pvHelper.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
pvInputs //
|
|
);
|
|
|
|
//
|
|
// XSTR ...
|
|
|
|
//
|
|
strInputs.Default();
|
|
|
|
//
|
|
strInputs.showTrends = true;
|
|
strInputs.fillTrends = false;
|
|
|
|
//
|
|
strHelper = new XSCXSTRHelper();
|
|
strHelper.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
strInputs //
|
|
);
|
|
|
|
//
|
|
// XCHE ...
|
|
|
|
//
|
|
cheInputs.Default();
|
|
|
|
//
|
|
cheInputs.showLongExit1Line = true;
|
|
cheInputs.showShortExit1Line = true;
|
|
cheInputs.showLongExit2Line = true;
|
|
cheInputs.showShortExit2Line = true;
|
|
|
|
//
|
|
cheHelper = new XSCXCHEHelper();
|
|
cheHelper.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
cheInputs //
|
|
);
|
|
}
|
|
|
|
//
|
|
bool isSupportTested;
|
|
datetime supportTime;
|
|
void CheckSupportValidation()
|
|
{
|
|
//
|
|
if (!isSupportTested)
|
|
{
|
|
//
|
|
if (support.IsValid() && IsValid(supportTime))
|
|
{
|
|
//
|
|
int age = (int)(((int)(TimeToSeconds(TimeCurrent()) - TimeToSeconds(supportTime))) / PeriodSeconds(mPeriod));
|
|
if (age >= 50)
|
|
{
|
|
//
|
|
isSupportTested = false;
|
|
supportTime = NULL;
|
|
RemoveSupport(support);
|
|
support.Clean();
|
|
}
|
|
}
|
|
return;
|
|
}
|
|
|
|
//
|
|
XOHCL cBar;
|
|
bool isInited = cBar.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
1 //
|
|
);
|
|
if (!isInited)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
double points = GetPoints(mSymbol);
|
|
|
|
//
|
|
// Find Price Distance ...
|
|
double highDiff = MathAbs(cBar.high - support.high);
|
|
double lowDiff = MathAbs(cBar.low - support.high);
|
|
|
|
//
|
|
bool isBreaked = MathMax(highDiff, lowDiff) >= 100 * points;
|
|
if (!isBreaked)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
isSupportTested = false;
|
|
RemoveSupport(support);
|
|
supportTime = NULL;
|
|
support.Clean();
|
|
}
|
|
|
|
//
|
|
bool isResistanceTested;
|
|
datetime resistanceTime;
|
|
void CheckResistanceValidation()
|
|
{
|
|
//
|
|
if (!isResistanceTested)
|
|
{
|
|
//
|
|
if (resistance.IsValid() && IsValid(resistanceTime))
|
|
{
|
|
//
|
|
int age = (int)(((int)(TimeToSeconds(TimeCurrent()) - TimeToSeconds(resistanceTime))) / PeriodSeconds(mPeriod));
|
|
if (age >= 50)
|
|
{
|
|
//
|
|
isResistanceTested = false;
|
|
resistanceTime = NULL;
|
|
RemoveResistance(resistance);
|
|
resistance.Clean();
|
|
}
|
|
}
|
|
return;
|
|
}
|
|
|
|
//
|
|
XOHCL cBar;
|
|
bool isInited = cBar.Init(
|
|
mSymbol,
|
|
mPeriod,
|
|
1 //
|
|
);
|
|
if (!isInited)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
double points = GetPoints(mSymbol);
|
|
|
|
//
|
|
// Find Price Distance ...
|
|
double highDiff = MathAbs(cBar.high - resistance.low);
|
|
double lowDiff = MathAbs(cBar.low - resistance.low);
|
|
|
|
//
|
|
bool isBreaked = MathMax(highDiff, lowDiff) >= 100 * points;
|
|
if (!isBreaked)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
isResistanceTested = false;
|
|
RemoveResistance(resistance);
|
|
resistanceTime = NULL;
|
|
resistance.Clean();
|
|
}
|
|
};
|
|
|
|
// |