1100 lines
22 KiB
Plaintext
1100 lines
22 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Indicator
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// -------------------------------------------------
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// Name: XCAEASignaller Lib
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// Description: Library for XCAEA Signaller ...
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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 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 Library for XCAEA Signaller"
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#property strict
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//
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// Imports ...
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#include "../../Libraries/x-saherelm.common.lib.mq5"
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#include "../../Libraries/x-saherelm.x-poi.lib.mq5"
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#include "../../Libraries/x-saherelm.x-trade.lib.mq5"
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#include "../Classes/xcaea.x-poi.detector.class.mq5"
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#include "../Helpers/xcaea.helper.mq5"
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//
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// Enumeration ...
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//
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// Guard Actions ...
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enum ENUM_GUARD_ACTIONS
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{
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X_GUARD_ACTION_NONE, // Nothing to Do
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X_GUARD_ACTION_CLOSE, // Close Specified Position
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X_GUARD_ACTION_CLOSE_ALL, // Close All Positions
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X_GUARD_ACTION_CLOSE_LONGS, // Close All Long Positions
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X_GUARD_ACTION_CLOSE_SHORTS, // Close All Short Position
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X_GUARD_ACTION_PARTIAL_CLOSE, // Partial Close Specified Position
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X_GUARD_ACTION_TRAIL_STOP, // Trail Stop of Specified Position
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X_GUARD_ACTION_TRAIL_TARGET, // Trail Target of Specified Position
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X_GUARD_ACTION_HEDGE, // Hedge Specified Positions
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};
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//
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// Definitions ...
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//
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// Conditions Struct ...
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struct XCAEAStrategyConditions
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{
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//
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// Props ...
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//
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string symbol;
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ENUM_TIMEFRAMES period;
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//
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// Setup Props ...
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//
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double sl;
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double tp;
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double pivot;
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double point;
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string provider;
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double targets[];
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//
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datetime time;
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datetime setupTime;
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datetime triggerTime;
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//
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XBoxZone signalBox;
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ENUM_X_DIRECTION dir;
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ENUM_X_POSITION_TYPES type;
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XCAEAConditions conditions;
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//
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// Constructor ...
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XCAEAStrategyConditions()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* Cleaning Up ...
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*/
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void Clean()
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{
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//
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sl = 0;
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tp = 0;
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pivot = 0;
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point = 0;
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//
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symbol = NULL;
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period = NULL;
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provider = NULL;
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//
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time = NULL;
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setupTime = NULL;
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triggerTime = NULL;
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//
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Clean(targets);
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//
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signalBox.Clean();
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conditions.Clean();
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//
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dir = X_DIRECTION_NONE;
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type = X_POSITION_TYPE_NONE;
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//
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}
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//
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// Signalling ...
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/**
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* Validate ...
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*
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* @return ( bool )
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*/
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bool IsValid()
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{
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//
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bool result = false;
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//
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result = IsSpecifiedValid(symbol) &&
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IsSpecifiedValid(period) &&
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IsSpecifiedValid(time);
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//
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return result;
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}
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/**
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* Check Conditions Has Valid Bullish Signal ...
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*
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* @return ( bool )
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*/
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bool HasBullishSignal()
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{
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//
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bool result = false;
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//
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result =
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(sl > 0 ||
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tp > 0) &&
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IsValid() &&
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HasDirection(dir);
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if (!result)
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{
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return result;
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}
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//
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result =
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IsBullish(dir);
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//
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return result;
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}
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/**
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* Check Conditions Has Valid Bearish Signal ...
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*
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* @return ( bool )
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*/
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bool HasBearishSignal()
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{
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//
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bool result = false;
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//
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result =
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(sl > 0 ||
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tp > 0) &&
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IsValid() &&
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HasDirection(dir);
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if (!result)
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{
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return result;
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}
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//
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result =
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IsBearish(dir);
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//
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return result;
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}
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//
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// Setting Up and Triggering Up ...
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/**
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* Check Condition is Setting Up ...
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*
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* @param dir: ENUM_X_DIRECTION member, Setting Up Direction ...
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*
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* @return ( bool )
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*/
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bool IsSetuped()
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{
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//
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bool result = false;
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//
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result = IsValid(setupTime) &&
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HasDirection(dir);
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if (!result)
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{
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return result;
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}
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//
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return result;
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}
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/**
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* Calculate Setup Age ...
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*
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* @return ( int )
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*/
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int GetSetupAge()
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{
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//
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int result = 0;
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//
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if (!IsSetuped())
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{
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return result;
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}
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//
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result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period);
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//
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return result;
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}
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/**
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* Detect How we Can Trigger Signal ...
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*
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* @return ( bool )
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*/
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bool CanTrigger()
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{
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//
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bool result = false;
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//
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result =
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//
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sl > 0 &&
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IsValid(symbol) &&
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IsValid(period) &&
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IsValid(triggerTime) &&
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type != X_POSITION_TYPE_ALL &&
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type != X_POSITION_TYPE_NONE
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//
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;
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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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//
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// Model a Guard Action ...
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struct XCAEAGuard
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{
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//
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// Props ...
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ENUM_GUARD_ACTIONS action;
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datetime time;
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//
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string symbol;
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string provider;
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//
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// Specified Position ...
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ulong ticket;
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//
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// Partial Close ...
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double volumeMultiplier;
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//
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// SL Trial ...
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double sl;
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//
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// TP Trial ...
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double tp;
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//
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// Constructor ...
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XCAEAGuard()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* Cleanup ...
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*/
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void Clean()
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{
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//
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time = NULL;
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action = X_GUARD_ACTION_NONE;
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//
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symbol = NULL;
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provider = NULL;
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//
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ticket = 0;
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//
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volumeMultiplier = 0;
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//
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sl = 0;
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tp = 0;
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//
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ZeroMemory(this);
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}
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/**
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* Validate ...
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*
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* @return ( bool )
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*/
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bool IsValid()
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{
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//
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bool result = false;
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//
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result =
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//
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IsValid(time) &&
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IsValid(symbol) &&
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IsValid(provider) &&
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action != X_GUARD_ACTION_NONE
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//
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;
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if (!result)
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{
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return result;
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}
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//
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// Validate Model Based On Specified Guard Actions ...
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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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* Add Guard to Collection ...
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*
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* @param guard: XCAEAGuard instance ...
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* @param guards: XCAEAGuard instance Collection ...
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*
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* @return ( int )
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*/
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int AddGuard(
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XCAEAGuard &guard,
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XCAEAGuard &guards[] //
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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 (!guard.IsValid())
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{
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return result;
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}
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//
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AddRef(
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guard,
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guards //
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);
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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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bool DetectXCAEAConditions(
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XBoxZone &boxes[],
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XCAEAConditions &conditions,
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XBoxZone &pivotBox,
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XBoxZone &box,
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ENUM_X_DIRECTION &dir,
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XCXCAEAHelper *helper,
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int barIndex = 0,
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int loopback = 10 //
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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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int idx = -1;
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int count = 0;
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bool has = false;
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//
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box.Clean();
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conditions.Clean();
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dir = X_DIRECTION_NONE;
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//
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if (barIndex < 0)
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{
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barIndex = 0;
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}
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loopback = NormalizeInt(loopback, 5);
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//
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string symbol = helper.GetSymbol();
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ENUM_TIMEFRAMES period = helper.GetPeriod();
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//
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result = helper.GetConditions(
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conditions,
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barIndex,
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loopback //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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//
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int zIDX = barIndex;
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int cIDX = zIDX + 1;
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int pIDX = cIDX + 1;
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int p2IDX = pIDX + 1;
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int p3IDX = p2IDX + 1;
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int p4IDX = p3IDX + 1;
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//
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// Reading Parameters ...
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//
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// KI ...
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//
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double cKI = conditions.kiBuffer[cIDX];
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double pKI = conditions.kiBuffer[pIDX];
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double p2KI = conditions.kiBuffer[p2IDX];
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//
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double cKIState = conditions.kiStateBuffer[cIDX];
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double pKIState = conditions.kiStateBuffer[pIDX];
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double p2KIState = conditions.kiStateBuffer[p2IDX];
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//
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// TKI ...
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//
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double cTKI = conditions.tkiBuffer[cIDX];
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double pTKI = conditions.tkiBuffer[pIDX];
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double p2TKI = conditions.tkiBuffer[p2IDX];
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//
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double cTKIState = conditions.tkiStateBuffer[cIDX];
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double pTKIState = conditions.tkiStateBuffer[pIDX];
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double p2TKIState = conditions.tkiStateBuffer[p2IDX];
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//
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// TREND ...
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//
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double cTrend = conditions.trendBuffer[cIDX];
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double pTrend = conditions.trendBuffer[pIDX];
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double p2Trend = conditions.trendBuffer[p2IDX];
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//
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double ctrendState = conditions.trendStateBuffer[cIDX];
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double ptrendState = conditions.trendStateBuffer[pIDX];
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double p2trendState = conditions.trendStateBuffer[p2IDX];
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//
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// SWING Low ...
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double cSWL = conditions.swingLowBuffer[cIDX];
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double pSWL = conditions.swingLowBuffer[pIDX];
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double p2SWL = conditions.swingLowBuffer[p2IDX];
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//
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// SWING High ...
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double cSWH = conditions.swingHighBuffer[cIDX];
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double pSWH = conditions.swingHighBuffer[pIDX];
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double p2SWH = conditions.swingHighBuffer[p2IDX];
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//
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// PEAK ...
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double zPeak = conditions.peakBuffer[zIDX];
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double cPeak = conditions.peakBuffer[cIDX];
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double pPeak = conditions.peakBuffer[pIDX];
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double p2Peak = conditions.peakBuffer[p2IDX];
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double p3Peak = conditions.peakBuffer[p3IDX];
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//
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// VALE ...
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double zVale = conditions.valeBuffer[zIDX];
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double cVale = conditions.valeBuffer[cIDX];
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double pVale = conditions.valeBuffer[pIDX];
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double p2Vale = conditions.valeBuffer[p2IDX];
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double p3Vale = conditions.valeBuffer[p3IDX];
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//
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// RSI ...
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double zRSI = conditions.rsiBuffer[zIDX];
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double cRSI = conditions.rsiBuffer[cIDX];
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double pRSI = conditions.rsiBuffer[pIDX];
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double p2RSI = conditions.rsiBuffer[p2IDX];
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double p3RSI = conditions.rsiBuffer[p3IDX];
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//
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// CCI ...
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double zCCI = conditions.cciBuffer[zIDX];
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double cCCI = conditions.cciBuffer[cIDX];
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double pCCI = conditions.cciBuffer[pIDX];
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double p2CCI = conditions.cciBuffer[p2IDX];
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double p3CCI = conditions.cciBuffer[p3IDX];
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//
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// RVI ...
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//
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double zRVI = conditions.rviBuffer[zIDX];
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double cRVI = conditions.rviBuffer[cIDX];
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double pRVI = conditions.rviBuffer[pIDX];
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double p2RVI = conditions.rviBuffer[p2IDX];
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double p3RVI = conditions.rviBuffer[p3IDX];
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//
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double zRVISignal = conditions.rviSignalBuffer[zIDX];
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double cRVISignal = conditions.rviSignalBuffer[cIDX];
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double pRVISignal = conditions.rviSignalBuffer[pIDX];
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double p2RVISignal = conditions.rviSignalBuffer[p2IDX];
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double p3RVISignal = conditions.rviSignalBuffer[p3IDX];
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//
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// Reading Bars ...
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//
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XOHCL zBar;
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XOHCL cBar;
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XOHCL pBar;
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XOHCL p2Bar;
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XOHCL p3Bar;
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XOHCL p4Bar;
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result = zBar.Init(
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symbol,
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period,
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zIDX //
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);
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result =
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result &&
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zBar.GetPreviousBar(cBar);
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result =
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result &&
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cBar.GetPreviousBar(pBar);
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result =
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result &&
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pBar.GetPreviousBar(p2Bar);
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result =
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result &&
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p2Bar.GetPreviousBar(p3Bar);
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result =
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result &&
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p3Bar.GetPreviousBar(p4Bar);
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if (!result)
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{
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//
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zBar.Clean();
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cBar.Clean();
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pBar.Clean();
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p2Bar.Clean();
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p3Bar.Clean();
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p4Bar.Clean();
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//
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box.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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// Bars Conditions ...
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//
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ENUM_X_DIRECTION cBarDir;
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//
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// Hammer ...
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bool isCBarHammer = helper
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.barAnalyser
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.IsHammer(
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cBar,
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cBarDir //
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);
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bool isCBarBullishHammer =
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isCBarHammer &&
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IsBullish(cBarDir);
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bool isCBarBearishHammer =
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isCBarHammer &&
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IsBearish(cBarDir);
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//
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// Rejected ...
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bool isCBarRejected = helper
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.barAnalyser
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.IsRejected(
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cBar,
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cBarDir,
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false, // Force Type ...
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true // Force Fibo Pressure ...
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);
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bool isCBarBullishRejected =
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isCBarRejected &&
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IsBullish(cBarDir);
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bool isCBarBearishRejected =
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isCBarRejected &&
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IsBearish(cBarDir);
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|
//
|
|
// Engulfed ...
|
|
bool isCBarEngulfed = helper
|
|
.barAnalyser
|
|
.IsEngulfed(
|
|
cBar,
|
|
cBarDir //
|
|
);
|
|
bool isCBarBullishEngulfed =
|
|
isCBarEngulfed &&
|
|
IsBullish(cBarDir);
|
|
bool isCBarBearishEngulfed =
|
|
isCBarEngulfed &&
|
|
IsBearish(cBarDir);
|
|
|
|
//
|
|
// Momentum ...
|
|
bool isCBarMomentum = helper
|
|
.barAnalyser
|
|
.IsMomentum(
|
|
cBar,
|
|
cBarDir,
|
|
1 //
|
|
);
|
|
bool isCBarBullishMomentum =
|
|
isCBarMomentum &&
|
|
IsBullish(cBarDir);
|
|
bool isCBarBearishMomentum =
|
|
isCBarMomentum &&
|
|
IsBearish(cBarDir);
|
|
|
|
//
|
|
// Bar Sumarise ...
|
|
|
|
//
|
|
bool isCBarValidForBullish =
|
|
(isCBarBullishHammer ||
|
|
isCBarBullishRejected ||
|
|
isCBarBullishMomentum ||
|
|
isCBarBullishEngulfed);
|
|
|
|
//
|
|
bool isCBarValidForBearish =
|
|
(isCBarBearishHammer ||
|
|
isCBarBearishRejected ||
|
|
isCBarBearishMomentum ||
|
|
isCBarBearishEngulfed);
|
|
|
|
//
|
|
double pBarLowShadow = pBar.GetLowShadow();
|
|
double pBarHighShadow = pBar.GetHighShadow();
|
|
|
|
//
|
|
bool isPBarSwingLow =
|
|
pBarLowShadow > 0 &&
|
|
pBar.low < p2Bar.low &&
|
|
pBar.low < cBar.low &&
|
|
p2Bar.GetUp() >= pBar.low &&
|
|
p2Bar.GetDown() <= pBar.high &&
|
|
cBar.GetUp() >= pBar.low &&
|
|
cBar.GetDown() <= pBar.high;
|
|
|
|
//
|
|
bool isPBarSwingHigh =
|
|
pBarHighShadow > 0 &&
|
|
pBar.high > p2Bar.high &&
|
|
pBar.high > cBar.high &&
|
|
p2Bar.GetUp() >= pBar.low &&
|
|
p2Bar.GetDown() <= pBar.high &&
|
|
cBar.GetUp() >= pBar.low &&
|
|
cBar.GetDown() <= pBar.high;
|
|
|
|
//
|
|
// Score ...
|
|
|
|
//
|
|
double bullishScore = 0;
|
|
double bearishScore = 0;
|
|
conditions.GenerateScore(
|
|
bullishScore,
|
|
bearishScore //
|
|
);
|
|
|
|
//
|
|
bool isScoreBullish =
|
|
bullishScore > bearishScore;
|
|
|
|
//
|
|
bool isScoreBearish =
|
|
bearishScore > bullishScore;
|
|
|
|
//
|
|
string summary =
|
|
conditions
|
|
.GenerateSummary();
|
|
|
|
//
|
|
// Detect Selected Box ...
|
|
double providedSL = 0;
|
|
bool isBoxRejected = false;
|
|
bool isBoxActivated = false;
|
|
bool hasBoxes = HasChild(boxes);
|
|
if (hasBoxes)
|
|
{
|
|
//
|
|
// Detect Selected Boxes ...
|
|
XBoxZone tmp[];
|
|
Copy(
|
|
boxes,
|
|
tmp //
|
|
);
|
|
while (HasChild(tmp))
|
|
{
|
|
//
|
|
idx = GetYoungest(tmp);
|
|
has = IsValidIndex(idx);
|
|
if (!has)
|
|
{
|
|
break;
|
|
}
|
|
|
|
//
|
|
XBoxZone iBox;
|
|
iBox = tmp[idx];
|
|
ArrayRemove(
|
|
tmp,
|
|
idx,
|
|
1 //
|
|
);
|
|
|
|
//
|
|
// Check Selected Box not RSI or CCI ...
|
|
has = iBox.type == ToString(XCA_PEAKSWHRES) ||
|
|
iBox.type == ToString(XCA_VALESWLSUP);
|
|
if (!has)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isBullish = iBox.IsBullish();
|
|
bool isBearish = iBox.IsBearish();
|
|
|
|
//
|
|
double rejectedCheckPrice =
|
|
isBullish
|
|
? iBox.upper
|
|
: iBox.lower;
|
|
|
|
//
|
|
// Check Box Selecting Senarios ...
|
|
|
|
//
|
|
// Selecting Rejected Boxes ...
|
|
isBoxRejected = cBar.IsRejected(
|
|
rejectedCheckPrice,
|
|
iBox.dir,
|
|
false,
|
|
false //
|
|
);
|
|
|
|
//
|
|
// Selecting Activation Boxes ...
|
|
|
|
//
|
|
bool isBullishActivated =
|
|
isBullish &&
|
|
isPBarSwingLow &&
|
|
cBar.IsBullish() &&
|
|
cBar.GetUp() > rejectedCheckPrice &&
|
|
cBar.GetDown() < rejectedCheckPrice;
|
|
|
|
//
|
|
bool isBearishActivated =
|
|
isBearish &&
|
|
isPBarSwingHigh &&
|
|
cBar.IsBearish() &&
|
|
cBar.GetUp() > rejectedCheckPrice &&
|
|
cBar.GetDown() < rejectedCheckPrice;
|
|
|
|
//
|
|
isBoxActivated = isBullishActivated ||
|
|
isBearishActivated;
|
|
|
|
//
|
|
// Detect Box is Selected or not ...
|
|
has =
|
|
isBoxRejected ||
|
|
isBoxActivated;
|
|
if (has)
|
|
{
|
|
//
|
|
pivotBox = iBox;
|
|
|
|
//
|
|
iBox.Clean();
|
|
break;
|
|
}
|
|
|
|
//
|
|
iBox.Clean();
|
|
}
|
|
|
|
//
|
|
Clean(tmp);
|
|
}
|
|
|
|
//
|
|
// Force Conditions to Have Selected Box ...
|
|
result = hasBoxes &&
|
|
pivotBox.IsValid();
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
|
|
//
|
|
box.Clean();
|
|
pivotBox.Clean();
|
|
conditions.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Conditions ...
|
|
|
|
//
|
|
bool isRSIBullish =
|
|
zRSI >= cRSI &&
|
|
cRSI > pRSI;
|
|
bool isRSIBearish =
|
|
zRSI <= cRSI &&
|
|
cRSI < pRSI;
|
|
|
|
//
|
|
bool isCCIBullish =
|
|
zCCI >= cCCI &&
|
|
cCCI > pCCI &&
|
|
(zCCI > conditions.cciOSLevel ||
|
|
cCCI > conditions.cciOSLevel);
|
|
bool isCCIBearish =
|
|
zCCI >= cCCI &&
|
|
cCCI > pCCI &&
|
|
(zCCI < conditions.cciOBLevel ||
|
|
cCCI < conditions.cciOBLevel);
|
|
|
|
//
|
|
bool isRVIBullish = false;
|
|
bool isRVIBearish = false;
|
|
|
|
//
|
|
// Signaller Summarization ...
|
|
|
|
//
|
|
// Cond1 Act Using Box Activation ...
|
|
|
|
//
|
|
bool isCond1Bullish =
|
|
//
|
|
false &&
|
|
isCCIBullish &&
|
|
isBoxActivated &&
|
|
pivotBox.IsValid() &&
|
|
pivotBox.IsBullish()
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCond1Bearish =
|
|
//
|
|
false &&
|
|
isCCIBearish &&
|
|
isBoxActivated &&
|
|
pivotBox.IsValid() &&
|
|
pivotBox.IsBearish()
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCond1 = isCond1Bullish ||
|
|
isCond1Bearish;
|
|
if (isCond1)
|
|
{
|
|
//
|
|
providedSL =
|
|
isCond1Bullish
|
|
? MathMin(pBar.low, pivotBox.lower)
|
|
: MathMax(pBar.high, pivotBox.upper);
|
|
|
|
//
|
|
Print("Cond1");
|
|
}
|
|
|
|
//
|
|
// Cond2 Act Using Box Rejection ...
|
|
|
|
//
|
|
bool isCond2Bullish =
|
|
//
|
|
isBoxRejected &&
|
|
pivotBox.IsValid() &&
|
|
pivotBox.IsBullish()
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCond2Bearish =
|
|
//
|
|
isBoxRejected &&
|
|
pivotBox.IsValid() &&
|
|
pivotBox.IsBearish()
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isCond2 = isCond2Bullish ||
|
|
isCond2Bearish;
|
|
if (isCond2)
|
|
{
|
|
//
|
|
providedSL =
|
|
isCond1Bullish
|
|
? MathMin(pBar.low, pivotBox.lower)
|
|
: MathMax(pBar.high, pivotBox.upper);
|
|
|
|
//
|
|
Print("Cond2");
|
|
}
|
|
|
|
//
|
|
// Summarise Conditions ...
|
|
|
|
//
|
|
bool isBullish =
|
|
//
|
|
isCond1Bullish ||
|
|
isCond2Bullish;
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isBearish =
|
|
//
|
|
isCond1Bearish ||
|
|
isCond2Bearish
|
|
//
|
|
;
|
|
|
|
//
|
|
result = isBullish ||
|
|
isBearish;
|
|
if (result)
|
|
{
|
|
//
|
|
dir =
|
|
isBullish
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
double entry = GetEntry(
|
|
conditions.symbol,
|
|
dir //
|
|
);
|
|
|
|
//
|
|
double sl =
|
|
providedSL > 0
|
|
? providedSL
|
|
: isBullish
|
|
? pivotBox.lower
|
|
: pivotBox.upper;
|
|
|
|
//
|
|
box.dir = dir;
|
|
box.symbol = conditions.symbol;
|
|
box.period = conditions.period;
|
|
|
|
//
|
|
box.upper =
|
|
isBullish
|
|
? entry
|
|
: sl;
|
|
|
|
//
|
|
box.lower =
|
|
isBullish
|
|
? sl
|
|
: entry;
|
|
|
|
//
|
|
box.to = zBar.time;
|
|
box.from = p4Bar.time;
|
|
|
|
//
|
|
box.type = "XCASignal";
|
|
}
|
|
|
|
//
|
|
result = box.IsValid() &&
|
|
HasDirection(dir);
|
|
|
|
//
|
|
// Cleanup Resources ...
|
|
|
|
//
|
|
if (!result)
|
|
{
|
|
//
|
|
box.Clean();
|
|
pivotBox.Clean();
|
|
conditions.Clean();
|
|
}
|
|
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
p2Bar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
// |