1446 lines
28 KiB
Plaintext
1446 lines
28 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: XSCX121SMCBaseStrategy
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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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#include "../../Classes/x-saherelm.x-poi.class.mq5"
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#include "../../Classes/x-saherelm.xalert.class.mq5"
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#include "../../Classes/x-saherelm.xtrade.class.mq5"
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#include "../Classes/x-121.smc.chart.objects.class.mq5"
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#include "../Libraries/x-121.smc.lib.mq5"
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//
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// Helper(s) ...
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//
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// XStrategy Class Implementation(s) ...
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class XCX121SMCBaseStrategy : public XSCBaseAlert
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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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//
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// Constructor(s) ...
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void XCX121SMCBaseStrategy(
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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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)
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{
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//
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mSymbol = _symbol;
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mPeriod = _period;
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//
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Init();
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}
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//
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// Deconstructor ...
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void ~XCX121SMCBaseStrategy()
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{
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DeInit();
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}
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//
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// Getter / Setter (s) ...
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/**
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* Retrieve Symbol ...
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*
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* @return ( string )
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*/
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string GetSymbol()
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{
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return mSymbol;
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}
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/**
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* Retrieve TimeFrame ...
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*
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* @return ( ENUM_TIMEFRAMES )
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*/
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ENUM_TIMEFRAMES GetPeriod()
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{
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return mPeriod;
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}
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/**
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* Check Strategy is Disabled or not ...
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*
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* @return ( bool )
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*/
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bool IsDisabled()
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{
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return mForceDisabled;
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}
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/**
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* Get Chart Id ...
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*
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* @return ( long )
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*/
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long ChartIdentification()
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{
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return mChartID;
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}
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/**
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* Set Chart Id ...
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*
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* @param value: Long ...
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*/
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void ChartIdentification(long value)
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{
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//
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if (value < 0)
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{
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value = 0;
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}
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//
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mChartID = value;
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if (mPOIDrawer != NULL)
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{
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mPOIDrawer.ChartIdentification(value);
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}
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}
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/**
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* Get Sub Window Id ...
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*
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* @return ( int )
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*/
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int SubWindowIdentification()
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{
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return mSubWindow;
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}
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/**
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* Set Sub Window Id ...
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*
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* @param value: Integer ...
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*/
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void SubWindowIdentification(int value)
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{
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//
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if (value < 0)
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{
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value = 0;
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}
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//
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mSubWindow = value;
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if (mPOIDrawer != NULL)
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{
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mPOIDrawer.SubWindowIdentification(value);
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}
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}
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/**
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* Get Signal Volume ...
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*
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* @return ( double )
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*/
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double Volume()
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{
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return mVolume;
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}
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/**
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* Set Signal Volume ...
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*
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* @param value: Double ...
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*/
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void Volume(double value)
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{
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//
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if (value < 0.01)
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{
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value = 0.01;
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}
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//
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mVolume = value;
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}
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/**
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* Get Risk/Reward Ratio ...
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*
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* @return ( double )
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*/
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double R2R()
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{
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return mR2R;
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}
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/**
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* Set Risk/Reward Ratio ...
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*
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* @param value: Double ...
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*/
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void R2R(double value)
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{
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//
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if (value < 0)
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{
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value = 1.5;
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}
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//
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mR2R = value;
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}
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/**
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* Get Max Allowed Spread ...
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*
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* @return ( double )
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*/
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double MaxAllowedSpread()
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{
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return mMaxAllowedSpread;
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}
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/**
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* Set Max Allowed Spread ...
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*
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* @param value: Double ...
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*/
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void MaxAllowedSpread(double value)
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{
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mMaxAllowedSpread = value;
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}
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/**
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* Get Long Signalling State ...
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*
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* @return ( bool )
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*/
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bool AllowLong()
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{
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return mAllowLong;
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}
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/**
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* Set Long Signalling State ...
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*
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* @param value: Boolean ...
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*/
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void AllowLong(bool value)
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{
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mAllowLong = value;
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}
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/**
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* Get Short Signalling State ...
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*
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* @return ( bool )
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*/
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bool AllowShort()
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{
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return mAllowShort;
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}
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/**
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* Set Short Signalling State ...
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*
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* @param value: Argument 1
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*/
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void AllowShort(bool value)
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{
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mAllowShort = value;
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}
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//
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// Actions ...
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/**
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* Disable Strategy ...
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*/
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void Disable()
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{
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mForceDisabled = true;
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}
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/**
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* Enable Strategy ...
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*/
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void Enable()
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{
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mForceDisabled = false;
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}
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/**
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* Register Signal Event Handler ...
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*
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* @param handler: an Instance of TOnXSignal ...
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*/
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void AddXSignalEventHandler(TOnX121SMCSignal handler)
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{
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//
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Add(
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handler,
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mSignalEventHandlers //
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);
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}
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//
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// Virtual Actions ...
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/**
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* Handle Tick Processing ...
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*/
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virtual void HandleTick()
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{
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//
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// Check State ...
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if (IsDisabled())
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{
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return;
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}
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//
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// Check Signalling State ...
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if (!AllowLong() && !AllowShort())
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{
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return;
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}
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//
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// Check Bar Tracker State ...
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if (!mBarTracker.CanProcessBar())
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{
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return;
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}
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//
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// Retrieve Current Tick and Check it's Time
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// by Last Issued Tick ...
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MqlTick cTick;
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bool hasTick = GetTick(
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mSymbol,
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cTick //
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);
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bool isSameAsLast = cTick.time == mLastTick.time;
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if (isSameAsLast)
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{
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return;
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}
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//
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// Update Last Issued Tick ...
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mLastTick = cTick;
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SaveTickData();
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CleanupTicks();
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//
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// Update POIs ...
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//
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ENUM_XPOI_EVENTS _1DStates[];
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m1DPOI.Update(_1DStates);
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//
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ENUM_XPOI_EVENTS _4HStates[];
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m4HPOI.Update(_4HStates);
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//
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ENUM_XPOI_EVENTS _15MStates[];
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m15MPOI.Update(_15MStates);
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//
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ENUM_XPOI_EVENTS _5MStates[];
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m5MPOI.Update(_5MStates);
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//
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ENUM_XPOI_EVENTS _1MStates[];
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m1MPOI.Update(_1MStates);
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//
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// Read all POI States ...
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m1DPOI.GetState(_1DState);
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m4HPOI.GetState(_4HState);
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m15MPOI.GetState(_15MState);
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m5MPOI.GetState(_5MState);
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m1MPOI.GetState(_1MState);
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//
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// Combine States ...
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XPOIState _States[];
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AddRef(
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_1DState,
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_States //
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);
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AddRef(
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_4HState,
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_States //
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);
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AddRef(
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_15MState,
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_States //
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);
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AddRef(
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_5MState,
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_States //
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);
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AddRef(
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_1MState,
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_States //
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);
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CombineStates(
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_CombineState,
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_States //
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);
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//
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// Check Current Processing Tick has Signal or not ...
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XSignal signal;
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X121SMCStrategyConditions conditions;
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bool hasSignal = HasSignal(
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signal,
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conditions //
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);
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if (!hasSignal)
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{
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return;
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}
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//
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// Waits Until Next Candle if Current Tick has Signal ...
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mBarTracker.Waits();
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//
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// Notify Signal Event Handlers ...
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NotifyOnSignalEventHandlers(
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signal,
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conditions //
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);
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//
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DrawSignal(signal);
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}
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/**
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* Check For Signal ...
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*
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* @param signal: XSignal instance ...
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* @param conditions: X121SMCStrategyConditions instance ...
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*
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* @return ( virtual bool )
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*/
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virtual bool HasSignal(
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XSignal &signal,
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X121SMCStrategyConditions &conditions //
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)
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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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conditions.Clean();
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//
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return result;
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}
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/**
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* Detect Valid Market Conditions ...
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*
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* @param conditions: X121SMCStrategyConditions instance ...
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*
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* @return ( virtual bool )
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*/
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virtual bool DetecConditions(X121SMCStrategyConditions &conditions)
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{
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//
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bool result = false;
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//
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conditions.Clean();
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//
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return result;
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}
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/**
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* Detect Market Structure based on Conditions ...
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*
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* @param structure: X121SMCMarketStructure instance ...
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* @param conditions: X121SMCStrategyConditions instance ...
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*/
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virtual void DetectMarketStructure(
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X121SMCMarketStructure &structure,
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X121SMCStrategyConditions &conditions //
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)
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{
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}
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/**
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* Remove Specific Conditions if Exists ...
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*
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* @param conditions: X121SMCStrategyConditions instance ...
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*/
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virtual void RemoveConditionsIfExists(X121SMCStrategyConditions &conditions)
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{
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}
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/**
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* Search Conditions for Find SL Candidates ...
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*
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* @param candidates: Double Array ...
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* @param entry: Double ...
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* @param structure: X121SMCStrategyConditions instance ...
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* @param type: ENUM_X_POSITION_TYPES member ...
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*
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* @return ( virtual int )
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*/
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virtual int DetectSLCandidates(
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double &candidates[],
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double entry,
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X121SMCStrategyConditions &conditions,
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ENUM_X_POSITION_TYPES type //
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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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if (type == X_POSITION_TYPE_NONE ||
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type == X_POSITION_TYPE_ALL)
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{
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return result;
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}
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//
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Clean(candidates);
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//
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XOHCL candidateBars[];
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if (type == X_POSITION_TYPE_LONG)
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{
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//
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// Search Bullish Momentum, Rejection Bars and Swing Lows ...
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//
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// Swing Lows ...
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Copy(
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conditions.swingLows,
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candidateBars,
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false //
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);
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//
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// Bullish Momentum Bars ...
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Copy(
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conditions.bullishMomentumBars,
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candidateBars,
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false //
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);
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//
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// Bullish Rejection Bars ...
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Copy(
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conditions.bullishRejectionBars,
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candidateBars,
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false //
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);
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//
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int count = ArraySize(candidateBars);
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if (IsValidSize(count))
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{
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//
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for (int i = 0; i < count; i++)
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{
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//
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XOHCL iBar = candidateBars[i];
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//
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if (iBar.low < entry)
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{
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//
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Add(
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iBar.low,
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candidates //
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);
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}
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}
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}
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}
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else if (type == X_POSITION_TYPE_SHORT)
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{
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//
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// Search Bearish Momentum, Rejection Bars and Swing Highs ...
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//
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// Swing Highs ...
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Copy(
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conditions.swingHighs,
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candidateBars,
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false //
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);
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//
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// Bearish Momentum Bars ...
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Copy(
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conditions.bearishMomentumBars,
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candidateBars,
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false //
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);
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//
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// Bearish Rejection Bars ...
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Copy(
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conditions.bearishRejectionBars,
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candidateBars,
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false //
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);
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//
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int count = ArraySize(candidateBars);
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if (IsValidSize(count))
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{
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//
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for (int i = 0; i < count; i++)
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{
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//
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XOHCL iBar = candidateBars[i];
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//
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if (iBar.high > entry)
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{
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//
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Add(
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iBar.low,
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candidates //
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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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Clean(candidateBars);
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result = ArraySize(candidates);
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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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* Customize Strategy Identifier ...
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*
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* @return ( virtual string )
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*/
|
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virtual string GetTag()
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{
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return X121SMCStrategyToken;
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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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// Props ...
|
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|
|
//
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// Point Of Interests ...
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|
XCPOI *m1DPOI;
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XCPOI *m4HPOI;
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XCPOI *m15MPOI;
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XCPOI *m5MPOI;
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XCPOI *m1MPOI;
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//
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XPOIState _1DState;
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XPOIState _4HState;
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XPOIState _15MState;
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XPOIState _5MState;
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XPOIState _1MState;
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XPOIState _CombineState;
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|
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//
|
|
XCPOIDrawer *mPOIDrawer; // POI Drawer Class ...
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CArrayObj mDrawnObjects;
|
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|
|
//
|
|
XTick mTicks[]; // Hold Ticks Data ...
|
|
MqlTick mLastTick; // Last Issued Tick ...
|
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|
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//
|
|
X121SMCStrategyConditions mConditions[];
|
|
|
|
//
|
|
XBarTracker mBarTracker; // Strategy Time Tracker ...
|
|
|
|
//
|
|
// 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;
|
|
}
|
|
|
|
/**
|
|
* Clear All Conditions ...
|
|
*/
|
|
void ClearConditions()
|
|
{
|
|
Clean(mConditions);
|
|
}
|
|
|
|
//
|
|
/**
|
|
* 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);
|
|
}
|
|
|
|
/**
|
|
* Draw Conditions ...
|
|
*
|
|
* @param conditions: X121SMCStrategyConditions instance ...
|
|
*/
|
|
void DrawConditions(X121SMCStrategyConditions &conditions)
|
|
{
|
|
//
|
|
XC121SMCConditionsObject *iObj;
|
|
iObj = new XC121SMCConditionsObject(mPOIDrawer);
|
|
bool isCreated = iObj.CreateByConditions(
|
|
ChartIdentification(),
|
|
conditions.GetTag(true),
|
|
SubWindowIdentification(),
|
|
conditions //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Draw Market Structure ...
|
|
*
|
|
* @param structure: X121SMCMarketStructure instance ...
|
|
*/
|
|
void DrawMarketStructure(X121SMCMarketStructure &structure)
|
|
{
|
|
//
|
|
XC121SMCMarketStructureObject *iObj;
|
|
iObj = new XC121SMCMarketStructureObject(mPOIDrawer);
|
|
bool isCreated = iObj.CreateByStructure(
|
|
ChartIdentification(),
|
|
structure.GetTag(),
|
|
SubWindowIdentification(),
|
|
structure //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
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();
|
|
|
|
//
|
|
// 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;
|
|
}
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
// |