411 lines
9.0 KiB
Plaintext
411 lines
9.0 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Class
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// -------------------------------------------------
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// Name: XCXFIMASignaller ...
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// Description: XFIMA Signaller Class ...
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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://saherelm.ir"
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#property version "1.00"
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#property description "SaherElm XFIMA Signaller Class"
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#property strict
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//
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// Imports ...
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#include "../../Classes/x-saherelm.x-signaller.class.mq5"
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#include "../../Helpers/x-saherelm.xfima.helper.mq5"
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//
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// Implementation ...
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//
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// Base XFIMA base Signaller ...
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class XCXFIMABaseSignaller : public XCBaseSignaller
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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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// Props ...
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//
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XFIMAInputs fimaInputs; // XFIMA Inputs ...
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XCXFIMAHelper *fimaHelper; // XFIMA Indicator Helper ...
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//
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// Constructor ...
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XCXFIMABaseSignaller(
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string _name, // Name ...
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string _symbol, // Symbol ...
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ENUM_TIMEFRAMES _period, // Period ...
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XFIMAInputs &_fimaInputs, // XFIMAInputs ...
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bool _processAllTicks = false, // Process All Ticks ...
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double _defaultSignalR2R = 1.5, // Default Signal Risk To Reward Ratio ...
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double _defaultSignalRiskInPoint = 50, // Default Signal Risk In Point ...
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double _defaultSignalVolume = 0.01 // Default Signal Volume ...
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) : XCBaseSignaller(_name,
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_symbol,
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_period,
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_processAllTicks,
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_defaultSignalR2R,
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_defaultSignalRiskInPoint,
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_defaultSignalVolume //
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)
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{
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//
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// Instantiating XFIMA Indicator Helper Class ...
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if (_fimaInputs.IsValid())
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{
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//
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fimaHelper = new XCXFIMAHelper();
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bool isInited = fimaHelper.Init(
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_symbol,
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_period,
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_fimaInputs //
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);
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if (isInited)
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{
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fimaInputs = _fimaInputs;
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}
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else
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{
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//
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delete fimaHelper;
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ZeroMemory(fimaHelper);
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}
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}
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}
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//
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// Deconstructor ...
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~XCXFIMABaseSignaller()
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{
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Destroy();
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}
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//
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// Overrides ...
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//
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// Actions ...
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/**
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* Destroy ...
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*/
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void Destroy()
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{
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//
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BeforeDestroy();
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//
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fimaInputs.Clean();
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//
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delete fimaHelper;
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ZeroMemory(fimaHelper);
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}
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//
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// Virtuals ...
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/**
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* Before Destroy ...
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*/
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void virtual BeforeDestroy()
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{
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}
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/**
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* Processing Tick ...
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*
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* @param barIndex: int, Specified Bar Index ...
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*/
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virtual void ProcessTick(int barIndex = 0)
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{
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}
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/**
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* Processing New Bar ...
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*
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* @param barIndex: int, Specified Bar Index ...
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*/
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virtual void ProcessNewBar(int barIndex = 0)
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{
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}
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/**
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* Check Guards Based on MarketConditions ...
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*
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* @param guards: XGuard[]
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* @param barIndex: int
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*
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* @return ( int )
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*/
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int virtual CheckForGuard(
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XGuard &guards[],
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int barIndex = 0 //
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)
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{
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//
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int result = 0;
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//
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SpecifiedClean(guards);
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//
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result = ArraySize(guards);
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//
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return result;
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}
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/**
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* Check Additional Validations on Childs Instances ...
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*
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* @return ( bool virtual )
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*/
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bool virtual CheckAdditionslSignallerValidations()
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{
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//
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bool result = false;
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//
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// Validate Fima Helper Requirements ...
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result = fimaInputs.IsValid() &&
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fimaHelper != NULL;
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//
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return result;
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}
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//
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// Protected ...
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protected:
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//
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//
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// Private ...
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private:
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//
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};
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//
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// XFIMA Strategy 1 Signaller Class ...
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class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
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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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// Props ...
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//
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// Constructor ...
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XCXFIMAStrategy1Signaller(
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string _symbol, // Symbol ...
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ENUM_TIMEFRAMES _period, // Period ...
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XFIMAInputs &_fimaInputs, // XFIMAInputs ...
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bool _processAllTicks = false, // Process All Ticks ...
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double _defaultSignalR2R = 1.5, // Default Signal Risk To Reward Ratio ...
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double _defaultSignalRiskInPoint = 50, // Default Signal Risk In Point ...
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double _defaultSignalVolume = 0.01 // Default Signal Volume ...
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) : XCXFIMABaseSignaller("XFIMA1",
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_symbol,
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_period,
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_fimaInputs,
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_processAllTicks,
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_defaultSignalR2R,
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_defaultSignalRiskInPoint,
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_defaultSignalVolume //
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)
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{
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}
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//
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// Overrides ...
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/**
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* Processing Tick ...
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*
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* @param barIndex: int, Specified Bar Index ...
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*/
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virtual void ProcessTick(int barIndex = 0)
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{
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}
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/**
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* Processing New Bar ...
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*
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* @param barIndex: int, Specified Bar Index ...
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*/
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virtual void ProcessNewBar(int barIndex = 0)
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{
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//
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// Normalize ...
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barIndex = NormalizeInt(barIndex, 0);
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//
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// Update Helper ...
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fimaHelper.Update(barIndex);
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//
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XOHCL bar;
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XSignal signal;
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bool has = false;
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int cIdx = barIndex + 1;
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int pIdx = cIdx + 1;
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ENUM_X_DIRECTION signalDir = X_DIRECTION_NONE;
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//
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// Initialize Bar as CBar ...
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has = bar.Init(
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symbol,
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period,
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cIdx //
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);
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if (!has)
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{
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//
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bar.Clean();
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return;
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}
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//
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// Retrieve Conditions ...
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XFIMAConditions fimaConditions;
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has = fimaHelper.GetConditions(
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fimaConditions,
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barIndex,
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10 // Loopback ...
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);
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if (!has)
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{
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//
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bar.Clean();
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fimaConditions.Clean();
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//
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return;
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}
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//
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// Analyse Conditions for Finding Signal ...
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//
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// TODO: Remove this ...
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//
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bool isFastCrossedOverSlow =
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fimaConditions.maFastBuffer[cIdx] > fimaConditions.maSlowBuffer[cIdx] &&
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fimaConditions.maFastBuffer[pIdx] < fimaConditions.maSlowBuffer[pIdx];
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//
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bool isFastCrossedUnderSlow =
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fimaConditions.maFastBuffer[cIdx] < fimaConditions.maSlowBuffer[cIdx] &&
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fimaConditions.maFastBuffer[pIdx] > fimaConditions.maSlowBuffer[pIdx];
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//
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has =
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isFastCrossedOverSlow ||
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isFastCrossedUnderSlow;
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if (has)
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{
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//
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// Do Conditions Validating ...
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//
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// Bullish Validation ...
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bool isBullish =
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//
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isFastCrossedOverSlow
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//
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;
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//
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// Bearish Validation ...
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bool isBearish =
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//
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isFastCrossedUnderSlow
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//
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;
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//
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has =
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(isBullish && !isBearish) ||
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(isBearish && !isBullish);
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if (has)
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{
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//
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signalDir =
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isBullish
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? X_DIRECTION_BULLISH
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: X_DIRECTION_BEARISH;
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}
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}
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//
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// Check Signal Founded ...
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has = HasDirection(signalDir);
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if (has)
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{
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//
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// Prepare Founded Signal ...
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has = PrepareSignal(
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signal,
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signalDir //
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);
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if (has)
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{
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//
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// Notify On Signal Event ...
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NotifySignalEventListeners(signal);
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}
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}
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//
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// Cleanup Resources ...
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bar.Clean();
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signal.Clean();
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fimaConditions.Clean();
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}
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/**
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* Check Guards Based on MarketConditions ...
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*
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* @param guards: XGuard[]
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* @param barIndex: int
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*
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* @return ( int )
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*/
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int virtual CheckForGuard(
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XGuard &guards[],
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int barIndex = 0 //
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)
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{
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//
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int result = 0;
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//
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SpecifiedClean(guards);
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//
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result = ArraySize(guards);
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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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// |