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MQL5Data/Strategies/x-saherelm.xch.che.strategy.mq5
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///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Class Library
// --------------------------------------
// Name: XSCXCHCHEStrategy
// 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 "./x-saherelm.xch.strategy.mq5"
//
// Definitions ...
//
// Specific Identifier(s) of XStrategy ...
string XCHCHEStartegyToken = "XCHCHE";
//
// XStrategy Class Implementation(s) ...
class XSCXCHCHEStrategy : public XSCBaseStrategy
{
//
// Public ...
public:
//
// Constructor(s) ...
void XSCXCHCHEStrategy(
//
// Base ...
string _symbol, // Trading Symbol
ENUM_TIMEFRAMES _period, // Trading TimeFrame
ENUM_TIMEFRAMES _analizePeriod, // Important Area Detect Time Frame
double _volume, // Voluem
double _r2r, // Risk/Reward Ratio
int _slippage, // Trader Slippage
long _magicNumber, // Trader Magic Number
bool _ignoreSignalExecution = false, // Ignore Signal Execution
bool _useTPSLAsPoint = false, // Converts TP and SL by Provided Points
bool _forceMaxTPSLAsPoint = false, // Force Max TP and SL by Provided Points
double _tpPoint = 0, // TP As Point
double _slPoint = 0, // SL As Point
bool _ignoreTP = false, // TP set to 0
bool _ignoreSL = false, // SL set to 0
bool _allowLong = true,
bool _allowShort = true,
int _maxAllowedLongs = 0,
int _maxAllowedShorts = 0 //
) : XSCBaseStrategy(_symbol,
_period,
_analizePeriod,
_volume,
_r2r,
_slippage,
_magicNumber,
_ignoreSignalExecution,
_useTPSLAsPoint,
_forceMaxTPSLAsPoint,
_tpPoint,
_slPoint,
_ignoreTP,
_ignoreSL,
_allowLong,
_allowShort,
_maxAllowedLongs,
_maxAllowedShorts //
)
{
//
SetAlertPrefix(GetTag());
//
PrepareRequirements();
}
//
// Deconstructor ...
void ~XSCXCHCHEStrategy()
{
//
delete pvHelper;
//
delete chmHelper;
delete chhkHelper;
delete chstrHelper;
delete chcheHelper;
}
//
// Getter / Setter (s) ...
//
// Event Handlers ...
//
// On Signal Handlers ...
void AddXCHSignalEventHandler(TOnXCHSignal handler)
{
//
Add(
handler,
mOnXCHSignalEventHandlers //
);
}
//
// Overrides ...
//
// Customize Strategy Identifier ...
string GetTag() override
{
return XCHCHEStartegyToken;
}
//
// Check Conditions For Signal ...
bool HasSignal(
XSignal &signal //
) override
{
//
bool result = false;
//
signal.Clean();
//
double sl = 0;
double tp = 0;
double risk = 0;
double entry = 0;
double reward = 0;
double r2r = R2R();
ENUM_POSITION_TYPE type = POSITION_TYPE_BUY;
ENUM_X_ORDER_MODES mode = X_ORDER_MODE_MARKET;
//
bool hasLong = false;
bool hasShort = false;
//
// Retrieve Conditions ...
//
// XPV ...
XPVConditions pvConditions;
result = pvHelper.GetConditions(pvConditions);
if (!result)
{
return result;
}
//
// XCHM ...
XCHMConditions chmConditions;
result = chmHelper.GetConditions(chmConditions);
if (!result)
{
return result;
}
//
// XCHHK ...
XCHHKConditions chhkConditions;
result = chhkHelper.GetConditions(chhkConditions);
if (!result)
{
return result;
}
//
// XCHTD ...
XCHTDConditions chtdConditions;
result = chtdHelper.GetConditions(chtdConditions);
if (!result)
{
return result;
}
//
// XCHSTR ...
XCHSTRConditions chstrConditions;
result = chstrHelper.GetConditions(chstrConditions);
if (!result)
{
return result;
}
//
// XCHCHE ...
XCHCHEConditions chcheConditions;
result = chcheHelper.GetConditions(chcheConditions);
if (!result)
{
return result;
}
//
// XCHVLM ...
XCHVLMConditions chvlmConditions;
result = chvlmHelper.GetConditions(chvlmConditions);
if (!result)
{
return result;
}
//
// XCHICH ...
XCHICHConditions chichConditions;
result = chichHelper.GetConditions(chichConditions);
if (!result)
{
return result;
}
//
// XCHVWAP ...
XCHVWAPConditions chvwapConditions;
result = chvwapHelper.GetConditions(chvwapConditions);
if (!result)
{
return result;
}
//
// Start Calculations ...
//
double points = GetPoints(mSymbol);
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
// Retrieve Bars ...
//
// Last Bar ...
XOHCL cBar;
result = cBar.Init(
mSymbol,
mPeriod,
cIndex //
);
if (!result)
{
return result;
}
//
// Prepare Conditions ...
//
XCHStrategyConditions conditions;
//
conditions.symbol = mSymbol;
conditions.period = mPeriod;
conditions.time = cBar.time;
//
conditions.pvConditions = pvConditions;
conditions.chmConditions = chmConditions;
conditions.chhkConditions = chhkConditions;
conditions.chtdConditions = chtdConditions;
conditions.chstrConditions = chstrConditions;
conditions.chcheConditions = chcheConditions;
conditions.chvlmConditions = chvlmConditions;
conditions.chichConditions = chichConditions;
conditions.chvwapConditions = chvwapConditions;
//
result = conditions.IsValid();
if (!result)
{
return result;
}
//
// Previous Bar of Last Bar ...
XOHCL pBar;
result = cBar.GetPreviousBar(pBar);
if (!result)
{
return result;
}
//
// Last Swing Low Bar ...
XOHCL lastSwingLow;
result = cBar.FindLastSwingLow(lastSwingLow);
if (!result)
{
return result;
}
//
// Last Swing High Bar ...
XOHCL lastSwingHigh;
result = cBar.FindLastSwingHigh(lastSwingHigh);
if (!result)
{
return result;
}
//
int pushers = 0;
string signallers[];
//
// Common Conditions For Bullish and Bearish Powers ...
//
// For Trend ...
XOHCL tmpHSW[];
XOHCL tmpLSW[];
//
// Detect Bullish/Bearish Patterns and Trends ...
//
// Bullish ...
bool hasBullishPower = cBar.HasBullishPower();
bool hasBullishPattern = HasBullishPattern(cBar);
bool hasBullishPressure = cBar.HasBullishPressure();
bool isBullishTrend = cBar.HasBullishTrend(
tmpHSW,
tmpLSW,
true //
);
//
// Bearish ...
bool hasBearishPower = cBar.HasBearishPower();
bool hasBearishPattern = HasBearishPattern(cBar);
bool hasBearishPressure = cBar.HasBearishPressure();
bool isBearishTrend = cBar.HasBearishTrend(
tmpHSW,
tmpLSW,
false //
);
//
bool notHaveBearishPower = (!chmConditions.hasBearishPower &&
!chhkConditions.hasBearishPower &&
!chtdConditions.hasBearishPower &&
!chcheConditions.hasBearishPower &&
!chstrConditions.hasBearishPower &&
!chvlmConditions.hasBearishPower &&
!chvwapConditions.hasBearishPower);
//
bool notHaveBullishPower = (!chmConditions.hasBullishPower &&
!chhkConditions.hasBullishPower &&
!chtdConditions.hasBullishPower &&
!chcheConditions.hasBullishPower &&
!chstrConditions.hasBullishPower &&
!chvlmConditions.hasBullishPower &&
!chvwapConditions.hasBullishPower);
//
bool isCHHKFullSwitchedToBullish =
chhkHelper.IsSwitchedToBullish(cIndex);
//
bool isCHHKFullBullishAndSorted =
chhkHelper.IsBullishSorted(cIndex);
//
bool isCHHKFullSwitchedToBearish =
chhkHelper.IsSwitchedToBearish(cIndex);
//
bool isCHHKFullBearishAndSorted =
chhkHelper.IsBearishSorted(cIndex);
//
bool isBearishPowerDecreasing =
//
conditions.chhkConditions.isBearishPowerDecreasing &&
conditions.chcheConditions.isBearishPowerDecreasing
//
;
//
bool isBullishPowerDecreasing =
//
conditions.chhkConditions.isBullishPowerDecreasing &&
conditions.chcheConditions.isBullishPowerDecreasing
//
;
//
bool hasBearishDecision =
//
cBar.IsBearishDecision()
//
||
//
pBar.IsBearishDecision()
//
;
//
bool hasBullishDecision =
//
cBar.IsBullishDecision()
//
||
//
pBar.IsBullishDecision()
//
;
//
double long1SL =
(cBar.IsBullishDecision()
? cBar.low
: pBar.low) -
(10 * points);
//
double short1SL =
(cBar.IsBearishDecision()
? cBar.high
: pBar.high) -
(10 * points);
//
// Detecting Signals ...
//
// First Conditions ...
//
bool hasLong1 =
//
isBullishTrend &&
(hasBullishPower ||
hasBullishPattern ||
hasBullishPressure) &&
hasBullishDecision &&
notHaveBearishPower &&
isCHHKFullSwitchedToBullish
//
;
if (hasLong1)
{
//
pushers++;
Add(
"XCHHKE1",
signallers //
);
//
sl = long1SL;
type = POSITION_TYPE_BUY;
}
//
bool hasShort1 =
//
isBearishTrend &&
(hasBearishPower ||
hasBearishPattern ||
hasBearishPressure) &&
hasBearishDecision &&
notHaveBullishPower &&
isCHHKFullSwitchedToBearish
//
;
if (hasShort1)
{
//
pushers++;
Add(
"XCHHKE1",
signallers //
);
//
sl = short1SL;
type = POSITION_TYPE_SELL;
}
//
// Second Condition ...
//
bool hasLong2 =
//
// isBullishTrend &&
// (hasBullishPower ||
// hasBullishPattern ||
// hasBullishPressure) &&
// hasBullishDecision &&
// notHaveBearishPower &&
isCHHKFullBullishAndSorted
//
;
if (hasLong2)
{
//
pushers++;
Add(
"XCHHKE2",
signallers //
);
//
sl = long1SL;
type = POSITION_TYPE_BUY;
}
//
bool hasShort2 =
//
// isBearishTrend &&
// (hasBearishPower ||
// hasBearishPattern ||
// hasBearishPressure) &&
// hasBearishDecision &&
// notHaveBullishPower &&
isCHHKFullBearishAndSorted
//
;
if (hasShort2)
{
//
pushers++;
Add(
"XCHHKE2",
signallers //
);
//
sl = short1SL;
type = POSITION_TYPE_SELL;
}
//
hasLong =
//
// hasLong1
// //
// ||
//
hasLong2
//
;
//
hasShort =
//
// hasShort1
// //
// ||
//
hasShort2
//
;
//
result = hasLong || hasShort;
if (!result)
{
//
CheckImportantAreasValidation();
//
return result;
}
//
DestroyImportantAreas();
//
// Retrieve Entry Price based on Position Type ...
entry = GetEntry(mSymbol, type);
//
// Calculate TP and SL ...
// based on Strategy ...
// only when on of TP or SL Provides, using provided R2R ...
if ((tp <= 0 && sl > 0) || (tp > 0 && sl <= 0))
{
//
CalculateTPSLByPrice(
sl,
tp,
type,
entry,
r2r //
);
}
//
// Prepare Signal ...
result = signal.Prepare(
mSymbol,
signallers[0],
mPeriod,
type,
mode,
entry,
mVolume,
sl,
tp //
);
if (!result)
{
return result;
}
//
signal.pushers = pushers;
//
// Prepare and Normalize Signal for Execution in Strategy ...
result = PrepareSignal(signal);
if (!result)
{
return result;
}
//
// Notify XCH Specified Signal Event Handlers ...
NotifyOnXCHSignalEventHandlers(
signal,
conditions //
);
//
// Since we Ignore Signal Execution in this Strategy ...
// Make it the result false here for Preventing Double Execution ...
result = false;
//
return result;
}
//
// Protected ...
protected:
//
// Props ...
//
// XPV ...
XPVInputs pvInputs;
XSCXPVHelper *pvHelper;
//
// XCHMA ...
XCHMInputs chmInputs;
XSCXCHMHelper *chmHelper;
//
// XCHHK ...
XCHHKInputs chhkInputs;
XSCXCHHKHelper *chhkHelper;
//
// XCHTD ...
XCHTDInputs chtdInputs;
XSCXCHTDHelper *chtdHelper;
//
// XSTR ...
XCHSTRInputs chstrInputs;
XSCXCHSTRHelper *chstrHelper;
//
// XCHCHE ...
XCHCHEInputs chcheInputs;
XSCXCHCHEHelper *chcheHelper;
//
// XCHVLM ...
XCHVLMInputs chvlmInputs;
XSCXCHVLMHelper *chvlmHelper;
//
// XCHICH ...
XCHICHInputs chichInputs;
XSCXCHICHHelper *chichHelper;
//
// XCHVWAP ...
XCHVWAPInputs chvwapInputs;
XSCXCHVWAPHelper *chvwapHelper;
//
//
// Private ...
private:
//
// Props ...
//
// On XCH Signal Recieved Event Handler(s) ...
TOnXCHSignal mOnXCHSignalEventHandlers[];
//
// Notified Signal Event Handler(s) ...
void NotifyOnXCHSignalEventHandlers(
XSignal &signal,
XCHStrategyConditions &conditions //
)
{
//
if (!signal.IsValid() || !conditions.IsValid())
{
return;
}
//
int count = ArraySize(mOnXCHSignalEventHandlers);
if (!IsValidSize(count))
{
return;
}
//
for (int i = 0; i < count; i++)
{
//
mOnXCHSignalEventHandlers[i](
signal,
conditions //
);
}
}
//
// Install all Helpers and Prepare all
// Configurations for required Indicators ...
void PrepareRequirements()
{
//
support.Clean();
supportTime = NULL;
isSupportTested = false;
//
resistance.Clean();
resistanceTime = NULL;
isResistanceTested = false;
//
// Short ...
ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // X_PERIOD_MANUALLY; // How to Find Period
ENUM_TIMEFRAMES scPeriod = NULL; // PERIOD_M20; // Time Period
//
// Medium ...
ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // X_PERIOD_MANUALLY; // How to Find Period
ENUM_TIMEFRAMES mcPeriod = NULL; // PERIOD_M30; // Time Period
//
// Long ...
ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // X_PERIOD_MANUALLY; // How to Find Period
ENUM_TIMEFRAMES lcPeriod = NULL; // PERIOD_H1; // Time Period
//
// Hind ...
ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // X_PERIOD_MANUALLY; // How to Find Period
ENUM_TIMEFRAMES hcPeriod = NULL; // PERIOD_H2; // Time Period
//
// XPV ...
//
pvInputs.Default();
//
pvInputs.scMethod = scMethod;
pvInputs.scPeriod = scPeriod;
pvInputs.mcMethod = mcMethod;
pvInputs.mcPeriod = mcPeriod;
pvInputs.lcMethod = lcMethod;
pvInputs.lcPeriod = lcPeriod;
pvInputs.hcMethod = hcMethod;
pvInputs.hcPeriod = hcPeriod;
//
pvInputs.showPeaksAndVales = false;
pvInputs.showLevels = false;
pvInputs.showConsolidations = false;
pvInputs.showFibo1Levels = false;
pvInputs.showFibo2Levels = false;
pvInputs.showFibo3Levels = false;
pvInputs.showFibo4Levels = false;
pvInputs.showFibo5Levels = false;
//
pvHelper = new XSCXPVHelper();
pvHelper.Init(
mSymbol,
mPeriod,
pvInputs //
);
//
// XCHM ...
//
chmInputs.Default();
//
chmInputs.scMethod = scMethod;
chmInputs.scPeriod = scPeriod;
chmInputs.mcMethod = mcMethod;
chmInputs.mcPeriod = mcPeriod;
chmInputs.lcMethod = lcMethod;
chmInputs.lcPeriod = lcPeriod;
chmInputs.hcMethod = hcMethod;
chmInputs.hcPeriod = hcPeriod;
//
chmInputs.showFast = false;
chmInputs.showSlow = false;
//
chmInputs.showAVG = false;
//
chmInputs.showCurrent = false;
chmInputs.showShort = false;
chmInputs.showMedium = false;
chmInputs.showLong = false;
chmInputs.showHind = false;
//
chmHelper = new XSCXCHMHelper();
chmHelper.Init(
mSymbol,
mPeriod,
chmInputs //
);
//
// XCHHK ...
//
chhkInputs.Default();
//
chhkInputs.scMethod = scMethod;
chhkInputs.scPeriod = scPeriod;
chhkInputs.mcMethod = mcMethod;
chhkInputs.mcPeriod = mcPeriod;
chhkInputs.lcMethod = lcMethod;
chhkInputs.lcPeriod = lcPeriod;
chhkInputs.hcMethod = hcMethod;
chhkInputs.hcPeriod = hcPeriod;
//
chhkInputs.ignoreShadows = true;
//
chhkInputs.showCurrent = true;
chhkInputs.showShort = true;
chhkInputs.showMedium = true;
chhkInputs.showLong = true;
chhkInputs.showHind = true;
//
chhkHelper = new XSCXCHHKHelper();
chhkHelper.Init(
mSymbol,
mPeriod,
chhkInputs //
);
//
// XCHTD ...
//
chtdInputs.Default();
//
chtdInputs.scMethod = scMethod;
chtdInputs.scPeriod = scPeriod;
chtdInputs.mcMethod = mcMethod;
chtdInputs.mcPeriod = mcPeriod;
chtdInputs.lcMethod = lcMethod;
chtdInputs.lcPeriod = lcPeriod;
chtdInputs.hcMethod = hcMethod;
chtdInputs.hcPeriod = hcPeriod;
//
chtdInputs.showCurrent = false;
chtdInputs.showShort = false;
chtdInputs.showMedium = false;
chtdInputs.showLong = false;
chtdInputs.showHind = false;
//
chtdHelper = new XSCXCHTDHelper();
chtdHelper.Init(
mSymbol,
mPeriod,
chtdInputs //
);
//
// XCHSTR ...
//
chstrInputs.Default();
//
chstrInputs.scMethod = scMethod;
chstrInputs.scPeriod = scPeriod;
chstrInputs.mcMethod = mcMethod;
chstrInputs.mcPeriod = mcPeriod;
chstrInputs.lcMethod = lcMethod;
chstrInputs.lcPeriod = lcPeriod;
chstrInputs.hcMethod = hcMethod;
chstrInputs.hcPeriod = hcPeriod;
//
chstrInputs.showCurrent = false;
chstrInputs.showShort = false;
chstrInputs.showMedium = false;
chstrInputs.showLong = false;
chstrInputs.showHind = false;
//
chstrHelper = new XSCXCHSTRHelper();
chstrHelper.Init(
mSymbol,
mPeriod,
chstrInputs //
);
//
// XCHCHE ...
//
chcheInputs.Default();
//
chcheInputs.scMethod = scMethod;
chcheInputs.scPeriod = scPeriod;
chcheInputs.mcMethod = mcMethod;
chcheInputs.mcPeriod = mcPeriod;
chcheInputs.lcMethod = lcMethod;
chcheInputs.lcPeriod = lcPeriod;
chcheInputs.hcMethod = hcMethod;
chcheInputs.hcPeriod = hcPeriod;
//
chcheInputs.showLE1 = false;
chcheInputs.showLE2 = false;
chcheInputs.showSE1 = false;
chcheInputs.showSE2 = false;
//
chcheInputs.showCurrent = false;
chcheInputs.showShort = false;
chcheInputs.showMedium = false;
chcheInputs.showLong = false;
chcheInputs.showHind = false;
//
chcheHelper = new XSCXCHCHEHelper();
chcheHelper.Init(
mSymbol,
mPeriod,
chcheInputs //
);
//
// XCHVLM ...
//
chvlmInputs.Default();
//
chvlmInputs.scMethod = scMethod;
chvlmInputs.scPeriod = scPeriod;
chvlmInputs.mcMethod = mcMethod;
chvlmInputs.mcPeriod = mcPeriod;
chvlmInputs.lcMethod = lcMethod;
chvlmInputs.lcPeriod = lcPeriod;
chvlmInputs.hcMethod = hcMethod;
chvlmInputs.hcPeriod = hcPeriod;
//
chvlmInputs.showCurrent = true;
chvlmInputs.showShort = true;
chvlmInputs.showMedium = true;
chvlmInputs.showLong = true;
chvlmInputs.showHind = true;
//
chvlmHelper = new XSCXCHVLMHelper();
chvlmHelper.Init(
mSymbol,
mPeriod,
chvlmInputs //
);
//
// XCHICH ...
//
chichInputs.Default();
//
chichInputs.scMethod = scMethod;
chichInputs.scPeriod = scPeriod;
chichInputs.mcMethod = mcMethod;
chichInputs.mcPeriod = mcPeriod;
chichInputs.lcMethod = lcMethod;
chichInputs.lcPeriod = lcPeriod;
chichInputs.hcMethod = hcMethod;
chichInputs.hcPeriod = hcPeriod;
//
chichInputs.showTenkanSen = false;
chichInputs.showKijunSen = false;
chichInputs.showChikouSpan = false;
chichInputs.showSenkouSpanA = false;
chichInputs.showSenkouSpanB = false;
chichInputs.showKumo = false;
//
chichInputs.showCurrent = false;
chichInputs.showShort = false;
chichInputs.showMedium = false;
chichInputs.showLong = false;
chichInputs.showHind = false;
//
chichHelper = new XSCXCHICHHelper();
chichHelper.Init(
mSymbol,
mPeriod,
chichInputs //
);
//
// XCHVWAP ...
//
chvwapInputs.Default();
//
chvwapInputs.scMethod = scMethod;
chvwapInputs.scPeriod = scPeriod;
chvwapInputs.mcMethod = mcMethod;
chvwapInputs.mcPeriod = mcPeriod;
chvwapInputs.lcMethod = lcMethod;
chvwapInputs.lcPeriod = lcPeriod;
chvwapInputs.hcMethod = hcMethod;
chvwapInputs.hcPeriod = hcPeriod;
//
chvwapInputs.showShort = false;
chvwapInputs.showMedium = false;
chvwapInputs.showLong = false;
chvwapInputs.showHind = false;
//
chvwapHelper = new XSCXCHVWAPHelper();
chvwapHelper.Init(
mSymbol,
mPeriod,
chvwapInputs //
);
//
}
//
void FillConditionsImportantAreas(XCHStrategyConditions &conditions)
{
//
if (!conditions.IsValid())
{
return;
}
//
conditions.support = support;
conditions.resistance = resistance;
conditions.bullishOB = bullishOB;
conditions.bearishOB = bearishOB;
conditions.bullishFVG = bullishFVG;
conditions.bearishFVG = bearishFVG;
conditions.bullishTrend = bullishTrend;
conditions.bearishTrend = bearishTrend;
//
conditions.bullishFVGUpper = bullishFVGUpper;
conditions.bullishFVGLower = bullishFVGLower;
conditions.bearishFVGUpper = bearishFVGUpper;
conditions.bearishFVGLower = bearishFVGLower;
//
Copy(
bullishTrendSwingHighs,
conditions.bullishTrendSwingHighs,
true //
);
//
Copy(
bullishTrendSwingLows,
conditions.bullishTrendSwingLows,
true //
);
//
Copy(
bearishTrendSwingHighs,
conditions.bearishTrendSwingHighs,
true //
);
//
Copy(
bearishTrendSwingLows,
conditions.bearishTrendSwingLows,
true //
);
}
//
};
//