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MQL5Data/X121SMCEA/Libraries/x-121.smc.guard.lib.mq5
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2025-02-04 03:33:59 +03:30

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///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 X121 SMC Signal Class
// -------------------------------------------------
// Name:
// Description: provide all Global Guarding functions ...
//
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////
//
// Global Properties ...
#property library
#property copyright "Copyright 2023, SaherElm IT Center"
#property link "https://www.saherelm.ir"
#property version "1.00"
#property strict
//
// Imports ...
#include "../Classes/x-121.smc.market.cycle.helper.class.mq5"
#include "../Libraries/x-121.smc.lib.mq5"
//
XConsolidationZone x121SMCConsolidationZone;
bool DetectX121SMCGuards(
string provider, // Provider ...
X121SMCGuard &guards[],
const XPosition &positions[],
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper,
//
// Guard Types ...
bool ignoreCloseOnTPNearGuard = false,
bool ignoreCloseLongsOnBearishTrendGuard = false,
bool ignoreCloseShortsOnBullishTrendGuard = false,
bool ignoreCloseAllWeekendGuard = false,
bool ignorePartialCloseOnTrendChangeGuard = false,
bool ignoreTrailStopGuard = false,
bool ignoreTrailTargetGuard = false,
bool ignoreHedgeGuard = false
//
)
{
//
bool result = false;
//
bool isAllIgnore =
//
ignoreCloseOnTPNearGuard &&
ignoreCloseLongsOnBearishTrendGuard &&
ignoreCloseShortsOnBullishTrendGuard &&
ignoreCloseAllWeekendGuard &&
ignorePartialCloseOnTrendChangeGuard &&
ignoreTrailStopGuard &&
ignoreTrailTargetGuard &&
ignoreHedgeGuard
//
;
result = !isAllIgnore;
if (!result)
{
return result;
}
//
int count = ArraySize(positions);
result = IsValidSize(count);
if (!result)
{
return result;
}
//
string symbol = triggerCycleHelper.GetSymbol();
ENUM_TIMEFRAMES period = triggerCycleHelper.GetPeriod();
//
XPosition ownPositions[];
XPosition ownLongPositions[];
XPosition ownShortPositions[];
for (int i = 0; i < count; i++)
{
//
XPosition iPosition = positions[i];
bool isOwn = iPosition
.IsFiltersPassed(
symbol,
provider,
NULL,
X_POSITION_TYPE_ALL,
iPosition.magic //
);
if (isOwn)
{
//
AddRef(
iPosition,
ownPositions //
);
//
bool isLong = IsLong(positions[i].type);
if (isLong)
{
//
AddRef(
iPosition,
ownLongPositions //
);
}
else
{
//
AddRef(
iPosition,
ownShortPositions //
);
}
}
}
//
count = ArraySize(ownPositions);
//
int longsCount = ArraySize(ownLongPositions);
bool hasLongs = IsValidSize(longsCount);
//
int shortsCount = ArraySize(ownShortPositions);
bool hasShorts = IsValidSize(shortsCount);
//
result = IsValidSize(count);
if (!result)
{
//
Clean(ownPositions);
Clean(ownLongPositions);
Clean(ownShortPositions);
//
return result;
}
//
// Here we Are Sure there is Positions to Guard ...
// based on Current Provider ...
//
// Detect Required Data for Analyse Market to Guard Positions ...
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
XOHCL zBar;
result = zBar.Init(
symbol,
period,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
symbol,
period,
cIndex //
);
if (!result)
{
return result;
}
//
XOHCL pBar;
result = pBar.Init(
symbol,
period,
pIndex //
);
if (!result)
{
return result;
}
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
double points = GetPoints(symbol);
//
int swingLoopback = 3;
double ll = cBar.FindLowest(swingLoopback, MODE_LOW);
double hh = cBar.FindHighest(swingLoopback, MODE_HIGH);
double llDown = cBar.FindLowesttDown(swingLoopback);
double hhUp = cBar.FindHighestUp(swingLoopback);
//
// Cycles Conditions ...
//
// Trigger ...
ENUM_XPOI_EVENTS triggerPoiEvents[];
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
X121SMCCycleConditions triggerConditions;
result = triggerCycleHelper.GetConditions(
triggerCycleEvents,
triggerPoiEvents,
triggerConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Decision ...
ENUM_XPOI_EVENTS decisionPoiEvents[];
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
X121SMCCycleConditions decisionConditions;
result = decisionCycleHelper.GetConditions(
decisionCycleEvents,
decisionPoiEvents,
decisionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Analyse ...
ENUM_XPOI_EVENTS analysePoiEvents[];
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
X121SMCCycleConditions analyseConditions;
result = analyseCycleHelper.GetConditions(
analyseCycleEvents,
analysePoiEvents,
analyseConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Verification ...
ENUM_XPOI_EVENTS verificationPoiEvents[];
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
X121SMCCycleConditions verificationConditions;
result = verificationCycleHelper.GetConditions(
verificationCycleEvents,
verificationPoiEvents,
verificationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Consolidation ...
ENUM_XPOI_EVENTS consolidationPoiEvents[];
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
X121SMCCycleConditions consolidationConditions;
result = consolidationCycleHelper.GetConditions(
consolidationCycleEvents,
consolidationPoiEvents,
consolidationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Vision ...
ENUM_XPOI_EVENTS visionPoiEvents[];
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
X121SMCCycleConditions visionConditions;
result = visionCycleHelper.GetConditions(
visionCycleEvents,
visionPoiEvents,
visionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Cycles POI States ...
XPOIState triggerState = triggerConditions.state;
XPOIState decisionState = decisionConditions.state;
XPOIState analyseState = analyseConditions.state;
XPOIState verificationState = verificationConditions.state;
XPOIState consolidationState = consolidationConditions.state;
XPOIState visionState = visionConditions.state;
//
// Cycle X121Conditions ...
X121Conditions triggerXConditions = triggerConditions.x121Conditions;
X121Conditions decisionXConditions = decisionConditions.x121Conditions;
X121Conditions analyseXConditions = analyseConditions.x121Conditions;
X121Conditions verificationXConditions = verificationConditions.x121Conditions;
X121Conditions consolidationXConditions = consolidationConditions.x121Conditions;
X121Conditions visionXConditions = visionConditions.x121Conditions;
//
//
//
//
// Detect Consolidation Zone ...
//
int consolidationLoopback = 7;
double consolidationZoneLower = 0;
double consolidationZoneUpper = 0;
bool isConsolidationZoneBreaked = false;
bool isConsolidationZoneBreakedUp = false;
bool isConsolidationZoneBreakedDown = false;
bool hasConsolidationZone = x121SMCConsolidationZone.IsValid();
//
if (!hasConsolidationZone)
{
//
double upper = 0;
double lower = 0;
hasConsolidationZone =
triggerCycleHelper
.mBarAnalyser
.IsConsolidate(
cBar,
upper,
lower,
consolidationLoopback //
);
//
if (hasConsolidationZone)
{
//
hasConsolidationZone = x121SMCConsolidationZone.Init(
cBar.symbol,
cBar.period,
upper,
lower,
consolidationLoopback //
);
}
}
//
if (hasConsolidationZone)
{
//
x121SMCConsolidationZone.Update();
//
consolidationZoneUpper = x121SMCConsolidationZone.upper;
consolidationZoneLower = x121SMCConsolidationZone.lower;
//
isConsolidationZoneBreaked = x121SMCConsolidationZone.IsBreaked();
isConsolidationZoneBreakedUp =
isConsolidationZoneBreaked &&
IsBullish(x121SMCConsolidationZone.breakDirection);
isConsolidationZoneBreakedDown =
isConsolidationZoneBreaked &&
IsBearish(x121SMCConsolidationZone.breakDirection);
//
consolidationZoneUpper = triggerXConditions.peaksBuffer[1];
consolidationZoneLower = triggerXConditions.valesBuffer[1];
//
if (isConsolidationZoneBreaked)
{
x121SMCConsolidationZone.Clean();
}
}
//
// Here We Have all Requirements for Guarding Positions ...
//
//
//
//
// Close ...
if (!ignoreCloseOnTPNearGuard)
{
//
double tpCloseDiff = (15 * points);
for (int i = 0; i < count; i++)
{
//
XPosition iPosition = ownPositions[i];
//
// Position Must be In Profit ...
if (iPosition.profit <= 0)
{
continue;
}
//
bool isPricePassed = MathAbs(iPosition.tp - iPosition.price) <= tpCloseDiff;
if (!isPricePassed)
{
continue;
}
//
bool isLong = IsLong(iPosition.type);
//
bool iHasGuard =
//
isLong
? //
false
//
: //
false
//
;
if (iHasGuard)
{
//
X121SMCGuard iGuard;
//
iGuard.time = cTime;
iGuard.symbol = symbol;
iGuard.provider = provider;
iGuard.action = X_121_SMC_GUARD_ACTION_CLOSE;
//
iGuard.ticket = iPosition.ticket;
//
AddGuard(
iGuard,
guards //
);
}
}
}
//
if (hasLongs)
{
//
if (!ignoreCloseLongsOnBearishTrendGuard)
{
//
bool hasGuard = false; // hasDecisionBearishTrend;
//
if (hasGuard)
{
//
for (int i = 0; i < longsCount; i++)
{
//
XPosition iPosition = ownLongPositions[i];
//
// Position must be in Draw Down ...
if (iPosition.profit > 0)
{
continue;
}
//
X121SMCGuard iGuard;
//
iGuard.time = cTime;
iGuard.symbol = symbol;
iGuard.provider = provider;
iGuard.action = X_121_SMC_GUARD_ACTION_CLOSE;
//
iGuard.ticket = iPosition.ticket;
//
AddGuard(
iGuard,
guards //
);
}
}
}
}
//
if (hasShorts)
{
//
if (!ignoreCloseShortsOnBullishTrendGuard)
{
//
bool hasGuard = false; // hasDecisionBullishTrend;
//
if (hasGuard)
{
//
for (int i = 0; i < shortsCount; i++)
{
//
XPosition iPosition = ownShortPositions[i];
//
// Position must be in Draw Down ...
if (iPosition.profit > 0)
{
continue;
}
//
X121SMCGuard iGuard;
//
iGuard.time = cTime;
iGuard.symbol = symbol;
iGuard.provider = provider;
iGuard.action = X_121_SMC_GUARD_ACTION_CLOSE;
//
iGuard.ticket = iPosition.ticket;
//
AddGuard(
iGuard,
guards //
);
}
}
}
}
//
// Close All ...
//
// Close All Weekend ...
if (!ignoreCloseAllWeekendGuard)
{
//
MqlDateTime mDate;
bool hasDate = TimeCurrent(mDate);
if (hasDate)
{
//
ENUM_X_WEEK_DAYS dayOfWeek = GetDayOfWeek();
//
bool isWeekend = dayOfWeek == X_WEEK_DAY_FRIDAY;
if (isWeekend && mDate.hour == 23 && mDate.min == 30)
{
//
X121SMCGuard guard;
//
guard.time = cTime;
guard.symbol = symbol;
guard.provider = provider;
guard.action = X_121_SMC_GUARD_ACTION_CLOSE_ALL;
//
AddGuard(
guard,
guards //
);
}
}
}
//
// Close Longs ...
if (hasLongs)
{
//
bool hasGuard =
//
false
//
// hasAnalyseBearishTrend &&
// hasDecisionBearishTrend
//
;
//
if (hasGuard)
{
//
X121SMCGuard guard;
//
guard.time = cTime;
guard.symbol = symbol;
guard.provider = provider;
guard.action = X_121_SMC_GUARD_ACTION_CLOSE_LONGS;
//
AddGuard(
guard,
guards //
);
}
}
//
// Close Shorts ...
if (hasShorts)
{
//
bool hasGuard =
//
false
//
// hasAnalyseBullishTrend &&
// hasDecisionBullishTrend
//
;
//
if (hasGuard)
{
//
X121SMCGuard guard;
//
guard.time = cTime;
guard.symbol = symbol;
guard.provider = provider;
guard.action = X_121_SMC_GUARD_ACTION_CLOSE_SHORTS;
//
AddGuard(
guard,
guards //
);
}
}
//
// Partial Close ...
//
if (!ignorePartialCloseOnTrendChangeGuard)
{
//
if (hasLongs)
{
//
bool hasGuard =
//
false
//
// hasTriggerBearishTrend ||
// !hasDecisionBullishTrend
//
;
//
if (hasGuard)
{
//
for (int i = 0; i < longsCount; i++)
{
//
XPosition iPosition = ownLongPositions[i];
//
X121SMCGuard iGuard;
//
iGuard.time = cTime;
iGuard.symbol = symbol;
iGuard.provider = provider;
iGuard.action = X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE;
//
iGuard.ticket = iPosition.ticket;
iGuard.volumeMultiplier = 0.5;
//
AddGuard(
iGuard,
guards //
);
}
}
}
//
if (hasShorts)
{
//
bool hasGuard =
//
false
//
// hasTriggerBullishTrend ||
// !hasDecisionBearishTrend
//
;
//
if (hasGuard)
{
//
for (int i = 0; i < shortsCount; i++)
{
//
XPosition iPosition = ownShortPositions[i];
//
X121SMCGuard iGuard;
//
iGuard.time = cTime;
iGuard.symbol = symbol;
iGuard.provider = provider;
iGuard.action = X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE;
//
iGuard.ticket = iPosition.ticket;
iGuard.volumeMultiplier = 0.5;
//
AddGuard(
iGuard,
guards //
);
}
}
}
}
//
// Trail Stop ...
if (!ignoreTrailStopGuard)
{
//
if (hasLongs)
{
//
bool hasTrendGuard = false; // hasDecisionBearishTrend;
//
bool hasConsolidationGuard =
(hasConsolidationZone &&
isConsolidationZoneBreaked &&
isConsolidationZoneBreakedUp);
//
bool hasDecisionPriceZoneGuard =
false;
// (hasDecisionPriceZone &&
// isDecisionPriceZoneBullish &&
// isDecisionPriceZoneValidForVale &&
// isDecisionPriceZoneUpperBreakedUp);
//
bool hasAnalysePriceZoneGuard =
false;
// (hasAnalysePriceZone &&
// isAnalysePriceZoneBullish &&
// isAnalysePriceZoneValidForVale &&
// isAnalysePriceZoneUpperBreakedUp);
//
bool hasVerificationPriceZoneGuard =
false;
// (hasVerificationPriceZone &&
// isVerificationPriceZoneBullish &&
// isVerificationPriceZoneValidForVale &&
// isVerificationPriceZoneUpperBreakedUp);
//
bool hasGuard =
//
hasTrendGuard ||
hasConsolidationGuard ||
hasDecisionPriceZoneGuard ||
hasAnalysePriceZoneGuard ||
hasVerificationPriceZoneGuard
//
;
//
double guardStop =
hasConsolidationGuard
? consolidationZoneLower
: hasDecisionPriceZoneGuard
? 0 // decisionPriceZoneLower
: hasAnalysePriceZoneGuard
? 0 // analysePriceZoneLower
: hasVerificationPriceZoneGuard
? 0 // verificationPriceZoneLower
: 0;
//
if (hasGuard)
{
//
for (int i = 0; i < longsCount; i++)
{
//
XPosition iPosition = ownLongPositions[i];
//
// Position Must Be In Profit ...
if (iPosition.profit <= 0)
{
continue;
}
//
if (hasTrendGuard)
{
guardStop = decisionXConditions.strBuffer[1] - decisionXConditions.atrBuffer[1];
}
//
// Price Must Greater than Zone Lower ...
if (iPosition.price < guardStop)
{
continue;
}
//
// Position Entry Must Lesser than Zone Lower ...
if (iPosition.entry > guardStop)
{
continue;
}
//
// Position SL must be Zero or Lesser than Zone Lower ...
if (iPosition.sl != 0 &&
iPosition.sl > guardStop)
{
continue;
}
//
X121SMCGuard iGuard;
//
iGuard.time = cTime;
iGuard.symbol = symbol;
iGuard.provider = provider;
iGuard.action = X_121_SMC_GUARD_ACTION_TRAIL_STOP;
//
iGuard.sl = guardStop;
iGuard.ticket = iPosition.ticket;
//
AddGuard(
iGuard,
guards //
);
}
}
}
//
if (hasShorts)
{
//
bool hasTrendGuard = false; // hasDecisionBullishTrend;
//
bool hasConsolidationGuard =
(hasConsolidationZone &&
isConsolidationZoneBreaked &&
isConsolidationZoneBreakedDown);
//
bool hasDecisionPriceZoneGuard =
false;
// (hasDecisionPriceZone &&
// isDecisionPriceZoneBearish &&
// isDecisionPriceZoneValidForPeak &&
// isDecisionPriceZoneLowerBreakedDown);
//
bool hasAnalysePriceZoneGuard =
false;
// (hasAnalysePriceZone &&
// isAnalysePriceZoneBearish &&
// isAnalysePriceZoneValidForPeak &&
// isAnalysePriceZoneLowerBreakedDown);
//
bool hasVerificationPriceZoneGuard =
false;
// (hasVerificationPriceZone &&
// isVerificationPriceZoneBearish &&
// isVerificationPriceZoneValidForPeak &&
// isVerificationPriceZoneLowerBreakedDown);
//
bool hasGuard =
//
hasTrendGuard ||
hasConsolidationGuard ||
hasDecisionPriceZoneGuard ||
hasAnalysePriceZoneGuard ||
hasVerificationPriceZoneGuard
//
;
//
double guardStop =
hasConsolidationGuard
? consolidationZoneUpper
: hasDecisionPriceZoneGuard
? 0 // decisionPriceZoneUpper
: hasAnalysePriceZoneGuard
? 0 // analysePriceZoneUpper
: hasVerificationPriceZoneGuard
? 0 // verificationPriceZoneUpper
: 0;
//
if (hasGuard)
{
//
for (int i = 0; i < shortsCount; i++)
{
//
XPosition iPosition = ownShortPositions[i];
//
// Position Must Be In Profit ...
if (iPosition.profit <= 0)
{
continue;
}
//
if (hasTrendGuard)
{
guardStop = decisionXConditions.strBuffer[1] + decisionXConditions.atrBuffer[1];
}
//
// Price Must Lesser than Zone Upper ...
if (iPosition.price > guardStop)
{
continue;
}
//
// Position Entry Must Greater than Zone Upper ...
if (iPosition.entry < guardStop)
{
continue;
}
//
// Position SL must be Zero or Greater than Zone Upper ...
if (iPosition.sl != 0 &&
iPosition.sl < guardStop)
{
continue;
}
//
X121SMCGuard iGuard;
//
iGuard.time = cTime;
iGuard.symbol = symbol;
iGuard.provider = provider;
iGuard.action = X_121_SMC_GUARD_ACTION_TRAIL_STOP;
//
iGuard.sl = guardStop;
iGuard.ticket = iPosition.ticket;
//
AddGuard(
iGuard,
guards //
);
}
}
}
}
//
// Trail Target ...
if (!ignoreTrailTargetGuard)
{
//
if (hasLongs)
{
//
bool hasAnalyseGuard =
//
false
//
// (hasAnalysePriceZone &&
// isAnalysePriceZoneValidForPeak &&
// isAnalysePriceZoneUpperRejected)
//
;
//
bool hasVerificationGuard =
//
false
//
// (hasVerificationPriceZone &&
// isVerificationPriceZoneValidForPeak &&
// isVerificationPriceZoneUpperRejected)
//
;
//
bool hasGuard =
//
hasAnalyseGuard ||
hasVerificationGuard
//
;
//
double guardTP =
hasAnalyseGuard
? 0 // analysePriceZoneUpper
: hasVerificationGuard
? 0 // verificationPriceZoneUpper
: 0;
//
if (hasGuard)
{
//
for (int i = 0; i < longsCount; i++)
{
//
XPosition iPosition = ownLongPositions[i];
//
// Position Must Be In Profit ...
if (iPosition.profit <= 0)
{
continue;
}
//
X121SMCGuard iGuard;
//
iGuard.time = cTime;
iGuard.symbol = symbol;
iGuard.provider = provider;
iGuard.action = X_121_SMC_GUARD_ACTION_TRAIL_TARGET;
//
iGuard.tp = guardTP;
iGuard.ticket = iPosition.ticket;
//
AddGuard(
iGuard,
guards //
);
}
}
}
//
if (hasShorts)
{
//
bool hasAnalyseGuard =
//
false
//
// (hasAnalysePriceZone &&
// isAnalysePriceZoneValidForVale &&
// isAnalysePriceZoneLowerRejected)
//
;
//
bool hasVerificationGuard =
//
false
//
// (hasVerificationPriceZone &&
// isVerificationPriceZoneValidForVale &&
// isVerificationPriceZoneLowerRejected)
//
;
//
bool hasGuard =
//
hasAnalyseGuard ||
hasVerificationGuard
//
;
//
double guardTP =
hasAnalyseGuard
? 0 // analysePriceZoneLower
: hasVerificationGuard
? 0 // verificationPriceZoneLower
: 0;
//
if (hasGuard)
{
//
for (int i = 0; i < shortsCount; i++)
{
//
XPosition iPosition = ownShortPositions[i];
//
// Position Must Be In Profit ...
if (iPosition.profit <= 0)
{
continue;
}
//
X121SMCGuard iGuard;
//
iGuard.time = cTime;
iGuard.symbol = symbol;
iGuard.provider = provider;
iGuard.action = X_121_SMC_GUARD_ACTION_TRAIL_TARGET;
//
iGuard.tp = guardTP;
iGuard.ticket = iPosition.ticket;
//
AddGuard(
iGuard,
guards //
);
}
}
}
}
//
// Hedge ...
if (!ignoreHedgeGuard)
{
}
//
// Cleanup Collections ...
//
Clean(ownPositions);
Clean(ownLongPositions);
Clean(ownShortPositions);
//
// x121SMCAnalysePriceZone.Clean();
// x121SMCDecisionPriceZone.Clean();
// x121SMCConsolidationZone.Clean();
// x121SMCVerificationPriceZone.Clean();
//
// Release Arrays ...
Clean(ownPositions);
Clean(ownLongPositions);
Clean(ownShortPositions);
Clean(triggerPoiEvents);
Clean(triggerCycleEvents);
Clean(decisionPoiEvents);
Clean(decisionCycleEvents);
Clean(analysePoiEvents);
Clean(analyseCycleEvents);
Clean(verificationPoiEvents);
Clean(verificationCycleEvents);
Clean(consolidationPoiEvents);
Clean(consolidationCycleEvents);
Clean(visionPoiEvents);
Clean(visionCycleEvents);
//
count = ArraySize(guards);
result = IsValidSize(count);
//
return result;
}