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MQL5Data/X121SMCEA/Classes/x-121.smc.base.strategy.class.mq5
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2024-11-08 17:56:16 +03:30

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///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Class Library
// --------------------------------------
// Name: XSCX121SMCBaseStrategy
// Description: provides all based classes for use ...
//
//
// 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-saherelm.x-poi.class.mq5"
#include "../../Classes/x-saherelm.xalert.class.mq5"
#include "../../Classes/x-saherelm.xtrade.class.mq5"
#include "../../Classes/z-saherelm.x-bar.analyser.class.mq5"
#include "../Classes/x-121.smc.chart.objects.class.mq5"
#include "../Libraries/x-121.smc.lib.mq5"
//
// Helper(s) ...
//
// XStrategy Class Implementation(s) ...
class XCX121SMCBaseStrategy : public XSCBaseAlert
{
//
// Public ...
public:
//
//
// Constructor(s) ...
void XCX121SMCBaseStrategy(
//
// Base ...
string _symbol, // Trading Symbol
ENUM_TIMEFRAMES _period // Trading TimeFrame
)
{
//
mSymbol = _symbol;
mPeriod = _period;
//
Init();
}
//
// Deconstructor ...
void ~XCX121SMCBaseStrategy()
{
DeInit();
}
//
// Getter / Setter (s) ...
/**
* Retrieve Symbol ...
*
* @return ( string )
*/
string GetSymbol()
{
return mSymbol;
}
/**
* Retrieve TimeFrame ...
*
* @return ( ENUM_TIMEFRAMES )
*/
ENUM_TIMEFRAMES GetPeriod()
{
return mPeriod;
}
/**
* Check Strategy is Disabled or not ...
*
* @return ( bool )
*/
bool IsDisabled()
{
return mForceDisabled;
}
/**
* Get Chart Id ...
*
* @return ( long )
*/
long ChartIdentification()
{
return mChartID;
}
/**
* Set Chart Id ...
*
* @param value: Long ...
*/
void ChartIdentification(long value)
{
//
if (value < 0)
{
value = 0;
}
//
mChartID = value;
if (mPOIDrawer != NULL)
{
mPOIDrawer.ChartIdentification(value);
}
}
/**
* Get Sub Window Id ...
*
* @return ( int )
*/
int SubWindowIdentification()
{
return mSubWindow;
}
/**
* Set Sub Window Id ...
*
* @param value: Integer ...
*/
void SubWindowIdentification(int value)
{
//
if (value < 0)
{
value = 0;
}
//
mSubWindow = value;
if (mPOIDrawer != NULL)
{
mPOIDrawer.SubWindowIdentification(value);
}
}
/**
* Get Signal Volume ...
*
* @return ( double )
*/
double Volume()
{
return mVolume;
}
/**
* Set Signal Volume ...
*
* @param value: Double ...
*/
void Volume(double value)
{
//
if (value < 0.01)
{
value = 0.01;
}
//
mVolume = value;
}
/**
* Get Risk/Reward Ratio ...
*
* @return ( double )
*/
double R2R()
{
return mR2R;
}
/**
* Set Risk/Reward Ratio ...
*
* @param value: Double ...
*/
void R2R(double value)
{
//
if (value < 0)
{
value = 1.5;
}
//
mR2R = value;
}
/**
* Get Max Allowed Spread ...
*
* @return ( double )
*/
double MaxAllowedSpread()
{
return mMaxAllowedSpread;
}
/**
* Set Max Allowed Spread ...
*
* @param value: Double ...
*/
void MaxAllowedSpread(double value)
{
mMaxAllowedSpread = value;
}
/**
* Get Long Signalling State ...
*
* @return ( bool )
*/
bool AllowLong()
{
return mAllowLong;
}
/**
* Set Long Signalling State ...
*
* @param value: Boolean ...
*/
void AllowLong(bool value)
{
mAllowLong = value;
}
/**
* Get Short Signalling State ...
*
* @return ( bool )
*/
bool AllowShort()
{
return mAllowShort;
}
/**
* Set Short Signalling State ...
*
* @param value: Argument 1
*/
void AllowShort(bool value)
{
mAllowShort = value;
}
//
// Actions ...
/**
* Disable Strategy ...
*/
void Disable()
{
mForceDisabled = true;
}
/**
* Enable Strategy ...
*/
void Enable()
{
mForceDisabled = false;
}
/**
* Register Signal Event Handler ...
*
* @param handler: an Instance of TOnXSignal ...
*/
void AddXSignalEventHandler(TOnX121SMCSignal handler)
{
//
Add(
handler,
mSignalEventHandlers //
);
}
//
// Virtual Actions ...
/**
* Handle Tick Processing ...
*/
virtual void HandleTick()
{
//
// Check State ...
if (IsDisabled())
{
return;
}
//
// Check Signalling State ...
if (!AllowLong() && !AllowShort())
{
return;
}
//
// Check Bar Tracker State ...
if (!mBarTracker.CanProcessBar())
{
return;
}
//
// Retrieve Current Tick and Check it's Time
// by Last Issued Tick ...
MqlTick cTick;
bool hasTick = GetTick(
mSymbol,
cTick //
);
bool isSameAsLast = cTick.time == mLastTick.time;
if (isSameAsLast)
{
return;
}
//
// Update Last Issued Tick ...
mLastTick = cTick;
SaveTickData();
CleanupTicks();
//
// Update POIs ...
//
ENUM_XPOI_EVENTS _1DStates[];
m1DPOI.Update(_1DStates);
//
ENUM_XPOI_EVENTS _4HStates[];
m4HPOI.Update(_4HStates);
//
ENUM_XPOI_EVENTS _2HStates[];
m2HPOI.Update(_2HStates);
//
ENUM_XPOI_EVENTS _1HStates[];
m1HPOI.Update(_1HStates);
//
ENUM_XPOI_EVENTS _15MStates[];
m15MPOI.Update(_15MStates);
//
ENUM_XPOI_EVENTS _5MStates[];
m5MPOI.Update(_5MStates);
//
ENUM_XPOI_EVENTS _1MStates[];
m1MPOI.Update(_1MStates);
//
// Read all POI States ...
m1DPOI.GetState(_1DState);
m4HPOI.GetState(_4HState);
m2HPOI.GetState(_2HState);
m1HPOI.GetState(_1HState);
m15MPOI.GetState(_15MState);
m5MPOI.GetState(_5MState);
m1MPOI.GetState(_1MState);
//
// Combine States ...
XPOIState _States[];
AddRef(
_1DState,
_States //
);
AddRef(
_4HState,
_States //
);
AddRef(
_2HState,
_States //
);
AddRef(
_1HState,
_States //
);
AddRef(
_15MState,
_States //
);
AddRef(
_5MState,
_States //
);
AddRef(
_1MState,
_States //
);
CombineStates(
_CombineState,
_States //
);
//
// Check Current Processing Tick has Signal or not ...
XSignal signal;
X121SMCStrategyConditions conditions;
bool hasSignal = HasSignal(
signal,
conditions //
);
if (!hasSignal)
{
return;
}
//
// Waits Until Next Candle if Current Tick has Signal ...
mBarTracker.Waits();
//
// Notify Signal Event Handlers ...
NotifyOnSignalEventHandlers(
signal,
conditions //
);
//
DrawSignal(signal);
}
/**
* Check For Signal ...
*
* @param signal: XSignal instance ...
* @param conditions: X121SMCStrategyConditions instance ...
*
* @return ( virtual bool )
*/
virtual bool HasSignal(
XSignal &signal,
X121SMCStrategyConditions &conditions //
)
{
//
bool result = false;
//
signal.Clean();
conditions.Clean();
//
return result;
}
/**
* Customize Strategy Identifier ...
*
* @return ( virtual string )
*/
virtual string GetTag()
{
return X121SMCStrategyToken;
}
//
// Protected ...
protected:
//
//
// Props ...
//
// Point Of Interests ...
XCPOI *m1DPOI;
XCPOI *m4HPOI;
XCPOI *m2HPOI;
XCPOI *m1HPOI;
XCPOI *m15MPOI;
XCPOI *m5MPOI;
XCPOI *m1MPOI;
//
XPOIState _1DState;
XPOIState _4HState;
XPOIState _2HState;
XPOIState _1HState;
XPOIState _15MState;
XPOIState _5MState;
XPOIState _1MState;
XPOIState _CombineState;
//
XCPOIDrawer *mPOIDrawer; // POI Drawer Class ...
CArrayObj mDrawnObjects;
//
XTick mTicks[]; // Hold Ticks Data ...
MqlTick mLastTick; // Last Issued Tick ...
//
XBarTracker mBarTracker; // Strategy Time Tracker ...
XCBarAnalyser mBarAnalyser; // Bar Analyser Instance
X121SMCStrategyConditions mConditions; // Market Conditions ...
//
// Actions ...
/**
* Check Spread Passed for Positions...
*
* @return ( bool )
*/
bool IsSpreadPass()
{
//
bool result = false;
//
int length = 5;
double pointValue = GetPoints(mSymbol);
double maxAllowedSpread = MaxAllowedSpread();
if (maxAllowedSpread > 0)
{
maxAllowedSpread *= pointValue;
}
else
{
maxAllowedSpread = 0;
}
//
int ticksCount = ArraySize(mTicks);
if (ticksCount <= length)
{
return result;
}
//
int start = -1;
int end = -1;
CalculateTicksParams(
start,
end,
length + 1 //
);
result = IsValidIndex(start) &&
IsValidIndex(end);
if (!result)
{
return result;
}
//
end -= 1;
double spreadAVG = 0;
for (int i = start; i < end; i++)
{
spreadAVG += mTicks[i].spread;
}
spreadAVG /= length;
//
double lastSpread = mTicks[ticksCount - 1].spread;
//
result = lastSpread <= spreadAVG &&
(maxAllowedSpread <= 0
? true
: lastSpread <= maxAllowedSpread);
//
return result;
}
/**
* Check Ticks is Bullish or not ...
*
* @return ( bool )
*/
bool IsTicksBullish()
{
//
bool result = false;
//
int start = -1;
int end = -1;
int requiredBullishTicks = 5;
CalculateTicksParams(
start,
end,
requiredBullishTicks //
);
result = IsValidIndex(start) &&
IsValidIndex(end);
if (!result)
{
return result;
}
//
result = true;
for (int i = start + 1; i < end; i++)
{
//
XTick iTick = mTicks[i];
XTick prevTick = mTicks[i - 1];
//
bool isBullish = iTick.bid >= prevTick.bid;
result = result && isBullish;
if (!result)
{
break;
}
}
//
return result;
}
/**
* Check Ticks is Bearish or not ...
*
* @return ( bool )
*/
bool IsTicksBearish()
{
//
bool result = false;
//
int start = -1;
int end = -1;
int requiredBearishTicks = 5;
CalculateTicksParams(
start,
end,
requiredBearishTicks //
);
result = IsValidIndex(start) &&
IsValidIndex(end);
if (!result)
{
return result;
}
//
result = true;
for (int i = start + 1; i < end; i++)
{
//
XTick iTick = mTicks[i];
XTick prevTick = mTicks[i - 1];
//
bool isBearish = iTick.bid <= prevTick.bid;
result = result && isBearish;
if (!result)
{
break;
}
}
//
return result;
}
/**
* Check Ticks Has Momentum or not ...
*
* @return ( bool )
*/
bool IsTicksHasMomentum()
{
//
bool result = false;
//
int start = -1;
int end = -1;
int requiredTicksForMomentum = 5;
CalculateTicksParams(
start,
end,
requiredTicksForMomentum //
);
result = IsValidIndex(start) &&
IsValidIndex(end);
if (!result)
{
return result;
}
//
result = true;
int lastDiff = 0;
for (int i = start + 1; i < end; i++)
{
//
XTick iTick = mTicks[i];
XTick prevTick = mTicks[i - 1];
//
int timeDiff = MathAbs((int)iTick.time - (int)prevTick.bid);
if (lastDiff <= 0)
{
lastDiff = timeDiff;
}
result = result && timeDiff >= lastDiff;
if (!result)
{
break;
}
//
lastDiff = timeDiff;
}
//
return result;
}
/**
* Prepare and Normalize Signal for Execution in Strategy ...
*
* @param signal: XSignal instance ...
*
* @return ( bool )
*/
bool PrepareSignal(XSignal &signal)
{
//
bool result = false;
//
// Check Strategy Is Enables ...
result = !IsDisabled();
if (!result)
{
return result;
}
//
// Validate Signal ...
result = signal.IsValid();
if (!result)
{
return result;
}
//
bool isLong = IsLong(signal.type);
//
// TODO: Implement Signal Preparation Mechanism here ...
//
return result;
}
//
/**
* Notified Signal Event Handler(s) ...
*
* @param signal: XSignal instance ...
* @param conditions: XStrategyConditions instance ...
*/
void NotifyOnSignalEventHandlers(
XSignal &signal,
X121SMCStrategyConditions &conditions //
)
{
//
if (!signal.IsValid() || !conditions.IsValid())
{
return;
}
//
int count = ArraySize(mSignalEventHandlers);
if (!IsValidSize(count))
{
return;
}
//
for (int i = 0; i < count; i++)
{
//
mSignalEventHandlers[i](
signal,
conditions //
);
}
}
//
// Draw Functions ...
/**
* Clear all Drawn Objects ...
*/
void ClearDraws()
{
mDrawnObjects.Clear();
}
/**
* Remove Specified Drawn Object ...
*
* @param name: Object name ...
*/
void RemoveObject(string name)
{
//
if (!IsValid(name))
{
return;
}
//
int count = mDrawnObjects.Total();
if (!IsValidSize(count))
{
return;
}
//
int idx = -1;
for (int i = 0; i < count; i++)
{
//
string iName = ((CChartObject *)mDrawnObjects.At(i)).Name();
string iObjName = NULL;
if (!IsValid(iName))
{
iObjName = ((XCBaseObject *)mDrawnObjects.At(i)).ObjName();
}
//
if ((IsValid(iName) &&
iName == name) ||
(IsValid(iObjName) &&
iObjName == name))
{
//
idx = i;
break;
}
}
//
if (IsValidIndex(idx))
{
mDrawnObjects.Delete(idx);
}
}
/**
* Draw Specified Signal ...
*
* @param signal: XSignal instance ...
*/
void DrawSignal(XSignal &signal)
{
//
if (!signal.IsValid())
{
return;
}
//
// DrawConditions(conditions);
//
string name = signal.GetTag();
RemoveObject(name);
//
XCSignalObject *iObj;
iObj = new XCSignalObject();
//
bool isCreated = iObj.Create(
ChartIdentification(),
name,
SubWindowIdentification(),
signal //
);
if (!isCreated)
{
return;
}
//
iObj.TPWidth(1);
iObj.TPColor(clrGreen);
iObj.TPWidth(STYLE_DOT);
//
iObj.SLWidth(1);
iObj.SLColor(clrRed);
iObj.SLWidth(STYLE_DOT);
//
iObj.EntryWidth(1);
iObj.EntryColor(clrYellow);
iObj.EntryWidth(STYLE_DOT);
//
mDrawnObjects.Add(iObj);
}
//
// Private ...
private:
//
// Props ...
//
string mSymbol; // Trading Symbol ...
ENUM_TIMEFRAMES mPeriod; // Trading TimeFrame ...
bool mForceDisabled; // Force Disabled ...
bool mAllowLong; // Allow Long Signals
bool mAllowShort; // Allow Short Signals
double mR2R; // Risk/Rewar Ratio ...
double mVolume; // Static Volume Per Trades ...
double mMaxAllowedSpread; // Max Allowed Spread ...
//
long mChartID; // Chart ID ...
int mSubWindow; // Sub Window ID ...
//
// On X121 Signal Recieved Event Handler(s) ...
TOnX121SMCSignal mSignalEventHandlers[];
//
// Actions ...
/**
* Install all Helpers and Prepare all Configurations for required Indicators ...
*/
void Init()
{
//
mForceDisabled = false;
//
R2R(1);
Volume(0.01);
//
ChartIdentification(0);
SubWindowIdentification(0);
//
// Configure POI Drawer if Required ...
mPOIDrawer = new XCPOIDrawer();
mPOIDrawer.ChartIdentification(0);
mPOIDrawer.SubWindowIdentification(0);
//
mPOIDrawer.DemandZoneFill(false);
mPOIDrawer.SupplyZoneFill(false);
mPOIDrawer.BullishFVGFill(false);
mPOIDrawer.BearishFVGFill(false);
mPOIDrawer.SupportZoneFill(false);
mPOIDrawer.ResistanceZoneFill(false);
mPOIDrawer.BullishOrderBlockFill(false);
mPOIDrawer.BearishOrderBlockFill(false);
//
string symbol = Symbol();
ENUM_TIMEFRAMES period = Period();
//
// Initialize Bar Tracker ...
mBarTracker.Init(
symbol,
period //
);
//
// Initialize POIs ...
//
// 1D Period ...
// POI Detector ...
m1DPOI = new XCPOI(
symbol,
PERIOD_D1 //
);
//
m1DPOI.DisableDrawPOIs();
m1DPOI.SupplyZonePeriod(PERIOD_W1);
m1DPOI.DemandZonePeriod(PERIOD_W1);
m1DPOI.SubWindowIdentification(0);
m1DPOI.ChartIdentification(ChartID());
//
m1DPOI.Init();
//
// 4H Period ...
// POI Detector ...
m4HPOI = new XCPOI(
symbol,
PERIOD_H4 //
);
//
m4HPOI.DisableDrawPOIs();
m4HPOI.SupplyZonePeriod(PERIOD_D1);
m4HPOI.DemandZonePeriod(PERIOD_D1);
m4HPOI.SubWindowIdentification(0);
m4HPOI.ChartIdentification(ChartID());
//
m4HPOI.Init();
//
// 2H Period ...
// POI Detector ...
m2HPOI = new XCPOI(
symbol,
PERIOD_H2 //
);
//
m2HPOI.DisableDrawPOIs();
m2HPOI.SupplyZonePeriod(PERIOD_H12);
m2HPOI.DemandZonePeriod(PERIOD_H12);
m2HPOI.SubWindowIdentification(0);
m2HPOI.ChartIdentification(ChartID());
//
m2HPOI.Init();
//
// 1H Period ...
// POI Detector ...
m1HPOI = new XCPOI(
symbol,
PERIOD_H1 //
);
//
m1HPOI.DisableDrawPOIs();
m1HPOI.SupplyZonePeriod(PERIOD_H6);
m1HPOI.DemandZonePeriod(PERIOD_H6);
m1HPOI.SubWindowIdentification(0);
m1HPOI.ChartIdentification(ChartID());
//
m1HPOI.Init();
//
// 15M Period ...
// POI Detector ...
m15MPOI = new XCPOI(
symbol,
PERIOD_M15 //
);
//
m15MPOI.DisableDrawPOIs();
m15MPOI.MaxNumberOfRequiredPOIs(2);
m15MPOI.SupplyZonePeriod(PERIOD_H4);
m15MPOI.DemandZonePeriod(PERIOD_H4);
m15MPOI.SubWindowIdentification(0);
m15MPOI.ChartIdentification(ChartID());
//
m15MPOI.Init();
//
// 5M Period ...
// POI Detector ...
m5MPOI = new XCPOI(
symbol,
PERIOD_M5 //
);
//
m5MPOI.DisableDrawPOIs();
m5MPOI.MaxNumberOfRequiredPOIs(2);
m5MPOI.SupplyZonePeriod(PERIOD_M15);
m5MPOI.DemandZonePeriod(PERIOD_M15);
m5MPOI.SubWindowIdentification(0);
m5MPOI.ChartIdentification(ChartID());
//
m5MPOI.Init();
//
// 1M Period ...
// POI Detector ...
m1MPOI = new XCPOI(
symbol,
PERIOD_M1 //
);
//
m1MPOI.DisableDrawPOIs();
m1MPOI.SupplyZonePeriod(PERIOD_M5);
m1MPOI.DemandZonePeriod(PERIOD_M5);
m1MPOI.SubWindowIdentification(0);
m1MPOI.ChartIdentification(ChartID());
//
m1MPOI.Init();
//
}
/**
* De Initialize all Tools ...
*/
void DeInit()
{
//
delete m1DPOI;
delete m4HPOI;
delete m5MPOI;
delete m1MPOI;
delete m15MPOI;
//
delete mPOIDrawer;
//
// ClearDraws();
}
/**
* Reste Bar Tracker ...
*/
void ResetBarTracker()
{
mBarTracker.Clean();
}
/**
* Cleanup Ticks Size ...
*/
void CleanupTicks()
{
//
int maxRequiredTicks = 50;
int ticksCount = ArraySize(mTicks);
if (!IsValidSize(ticksCount) ||
ticksCount <= maxRequiredTicks)
{
return;
}
//
int removeCount = ticksCount - maxRequiredTicks;
if (!IsValidSize(removeCount))
{
return;
}
//
ArrayRemove(
mTicks,
0,
removeCount //
);
}
/**
* Add new Tick Data to Collection ...
*/
void SaveTickData()
{
//
XTick tick;
bool isInited = tick.Init(mSymbol);
if (!isInited)
{
return;
}
//
AddRef(
tick,
mTicks //
);
}
/**
* Calculate Ticks Param for Looping through Last n items ...
*
* @param start: Integer Reference to Start ...
* @param end: Integer Reference to End ...
* @param numOfLastTicks: Integer Max Number of Required N Last Ticks ...
*/
void CalculateTicksParams(
int &start,
int &end,
int numOfLastTicks = 5 //
)
{
//
start = -1;
end = -1;
//
int count = ArraySize(mTicks);
//
start = count - numOfLastTicks;
if (start < 0)
{
start = 0;
}
//
end = start + numOfLastTicks;
if (end > count)
{
end = count;
}
}
//
};
//