704 lines
16 KiB
Plaintext
704 lines
16 KiB
Plaintext
///////////////////////////////////////////////////////
|
|
//
|
|
// SaherElm IT Center MQL5 X121 SMC Signal Class
|
|
// -------------------------------------------------
|
|
// Name:
|
|
// Description: provide all Global Guarding functions ...
|
|
//
|
|
//
|
|
// Maintainer:
|
|
// ------------
|
|
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
|
|
//
|
|
//////////////////////////////////////////////////////
|
|
//
|
|
// Global Properties ...
|
|
#property library
|
|
#property copyright "Copyright 2023, SaherElm IT Center"
|
|
#property link "https://www.saherelm.ir"
|
|
#property version "1.00"
|
|
#property strict
|
|
|
|
//
|
|
// Imports ...
|
|
#include "../Classes/x-121.smc.market.cycle.helper.class.mq5"
|
|
#include "../Libraries/x-121.smc.lib.mq5"
|
|
|
|
//
|
|
//
|
|
XConsolidationZone x121SMCConsolidationZone;
|
|
bool DetectX121SMCGuards(
|
|
X121SMCGuard &guards[],
|
|
const XPosition &positions[],
|
|
XC121SMCCycleHelper *triggerCycleHelper,
|
|
XC121SMCCycleHelper *decisionCycleHelper,
|
|
XC121SMCCycleHelper *analyseCycleHelper,
|
|
XC121SMCCycleHelper *verificationCycleHelper,
|
|
XC121SMCCycleHelper *consolidationCycleHelper,
|
|
XC121SMCCycleHelper *visionCycleHelper //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
int count = ArraySize(positions);
|
|
result = IsValidSize(count);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string symbol = triggerCycleHelper.GetSymbol();
|
|
string provider = ToString(X_121_SMC_PROVIDER_XSTRPV);
|
|
ENUM_TIMEFRAMES period = triggerCycleHelper.GetPeriod();
|
|
|
|
//
|
|
XPosition ownPositions[];
|
|
XPosition ownLongPositions[];
|
|
XPosition ownShortPositions[];
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XPosition iPosition = positions[i];
|
|
bool isOwn = iPosition
|
|
.IsFiltersPassed(
|
|
symbol,
|
|
provider,
|
|
NULL,
|
|
X_POSITION_TYPE_ALL,
|
|
iPosition.magic //
|
|
);
|
|
if (isOwn)
|
|
{
|
|
//
|
|
AddRef(
|
|
iPosition,
|
|
ownPositions //
|
|
);
|
|
|
|
//
|
|
bool isLong = IsLong(positions[i].type);
|
|
if (isLong)
|
|
{
|
|
//
|
|
AddRef(
|
|
iPosition,
|
|
ownLongPositions //
|
|
);
|
|
}
|
|
else
|
|
{
|
|
//
|
|
AddRef(
|
|
iPosition,
|
|
ownShortPositions //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
count = ArraySize(ownPositions);
|
|
|
|
//
|
|
int longsCount = ArraySize(ownLongPositions);
|
|
bool hasLongs = IsValidSize(longsCount);
|
|
|
|
//
|
|
int shortsCount = ArraySize(ownShortPositions);
|
|
bool hasShorts = IsValidSize(shortsCount);
|
|
|
|
//
|
|
result = IsValidSize(count);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Here we Are Sure there is Positions to Guard ...
|
|
// based on Current Provider ...
|
|
|
|
//
|
|
// Detect Required Data for Analyse Market to Guard Positions ...
|
|
|
|
//
|
|
int zIndex = 0;
|
|
int cIndex = zIndex + 1;
|
|
int pIndex = cIndex + 1;
|
|
int ppIndex = pIndex + 1;
|
|
|
|
//
|
|
int loopback = 10;
|
|
|
|
//
|
|
XOHCL zBar;
|
|
result = zBar.Init(
|
|
symbol,
|
|
period,
|
|
zIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL cBar;
|
|
result = cBar.Init(
|
|
symbol,
|
|
period,
|
|
cIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL pBar;
|
|
result = pBar.Init(
|
|
symbol,
|
|
period,
|
|
pIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double ask = GetAsk(symbol);
|
|
double bid = GetBid(symbol);
|
|
datetime cTime = TimeCurrent();
|
|
double points = GetPoints(symbol);
|
|
|
|
//
|
|
int swingLoopback = 3;
|
|
double ll = cBar.FindLowest(swingLoopback, MODE_LOW);
|
|
double hh = cBar.FindHighest(swingLoopback, MODE_HIGH);
|
|
double llDown = cBar.FindLowesttDown(swingLoopback);
|
|
double hhUp = cBar.FindHighestUp(swingLoopback);
|
|
|
|
//
|
|
// Cycles Conditions ...
|
|
|
|
//
|
|
// Trigger ...
|
|
ENUM_XPOI_EVENTS triggerPoiEvents[];
|
|
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
|
|
X121SMCCycleConditions triggerConditions;
|
|
result = triggerCycleHelper.GetConditions(
|
|
triggerCycleEvents,
|
|
triggerPoiEvents,
|
|
triggerConditions,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Decision ...
|
|
ENUM_XPOI_EVENTS decisionPoiEvents[];
|
|
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
|
|
X121SMCCycleConditions decisionConditions;
|
|
result = decisionCycleHelper.GetConditions(
|
|
decisionCycleEvents,
|
|
decisionPoiEvents,
|
|
decisionConditions,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Analyse ...
|
|
ENUM_XPOI_EVENTS analysePoiEvents[];
|
|
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
|
|
X121SMCCycleConditions analyseConditions;
|
|
result = analyseCycleHelper.GetConditions(
|
|
analyseCycleEvents,
|
|
analysePoiEvents,
|
|
analyseConditions,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Verification ...
|
|
ENUM_XPOI_EVENTS verificationPoiEvents[];
|
|
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
|
|
X121SMCCycleConditions verificationConditions;
|
|
result = verificationCycleHelper.GetConditions(
|
|
verificationCycleEvents,
|
|
verificationPoiEvents,
|
|
verificationConditions,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Consolidation ...
|
|
ENUM_XPOI_EVENTS consolidationPoiEvents[];
|
|
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
|
|
X121SMCCycleConditions consolidationConditions;
|
|
result = consolidationCycleHelper.GetConditions(
|
|
consolidationCycleEvents,
|
|
consolidationPoiEvents,
|
|
consolidationConditions,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Vision ...
|
|
ENUM_XPOI_EVENTS visionPoiEvents[];
|
|
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
|
|
X121SMCCycleConditions visionConditions;
|
|
result = visionCycleHelper.GetConditions(
|
|
visionCycleEvents,
|
|
visionPoiEvents,
|
|
visionConditions,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Cycles POI States ...
|
|
XPOIState triggerState = triggerConditions.state;
|
|
XPOIState decisionState = decisionConditions.state;
|
|
XPOIState analyseState = analyseConditions.state;
|
|
XPOIState verificationState = verificationConditions.state;
|
|
XPOIState consolidationState = consolidationConditions.state;
|
|
XPOIState visionState = visionConditions.state;
|
|
|
|
//
|
|
// Cycle X121Conditions ...
|
|
X121Conditions triggerXConditions = triggerConditions.x121Conditions;
|
|
X121Conditions decisionXConditions = decisionConditions.x121Conditions;
|
|
X121Conditions analyseXConditions = analyseConditions.x121Conditions;
|
|
X121Conditions verificationXConditions = verificationConditions.x121Conditions;
|
|
X121Conditions consolidationXConditions = consolidationConditions.x121Conditions;
|
|
X121Conditions visionXConditions = visionConditions.x121Conditions;
|
|
|
|
//
|
|
// Trigger ...
|
|
ENUM_X_DIRECTION triggerMarketDir;
|
|
bool hasTriggerMarketDir = triggerCycleHelper
|
|
.DetectMarketStructure(triggerMarketDir);
|
|
|
|
//
|
|
bool hasTriggerBullishTrend =
|
|
hasTriggerMarketDir &&
|
|
IsBullish(triggerMarketDir);
|
|
|
|
//
|
|
bool hasTriggerBearishTrend =
|
|
hasTriggerMarketDir &&
|
|
IsBearish(triggerMarketDir);
|
|
|
|
//
|
|
// Decision ...
|
|
ENUM_X_DIRECTION decisionMarketDir;
|
|
bool hasDecisionMarketDir = decisionCycleHelper
|
|
.DetectMarketStructure(decisionMarketDir);
|
|
|
|
//
|
|
bool hasDecisionBullishTrend =
|
|
hasDecisionMarketDir &&
|
|
IsBullish(decisionMarketDir);
|
|
|
|
//
|
|
bool hasDecisionBearishTrend =
|
|
hasDecisionMarketDir &&
|
|
IsBearish(decisionMarketDir);
|
|
|
|
//
|
|
// Consolidation Zone ...
|
|
int consolidationLoopback = 7;
|
|
double consolidationZoneLower = 0;
|
|
double consolidationZoneUpper = 0;
|
|
bool isConsolidationZoneBreaked = false;
|
|
bool isConsolidationZoneBreakedUp = false;
|
|
bool isConsolidationZoneBreakedDown = false;
|
|
bool hasConsolidationZone = x121SMCConsolidationZone.IsValid();
|
|
if (!hasConsolidationZone)
|
|
{
|
|
//
|
|
double upper = 0;
|
|
double lower = 0;
|
|
hasConsolidationZone =
|
|
triggerCycleHelper
|
|
.mBarAnalyser
|
|
.IsConsolidate(
|
|
cBar,
|
|
upper,
|
|
lower,
|
|
consolidationLoopback //
|
|
);
|
|
|
|
//
|
|
if (hasConsolidationZone)
|
|
{
|
|
//
|
|
hasConsolidationZone = x121SMCConsolidationZone.Init(
|
|
cBar.symbol,
|
|
cBar.period,
|
|
upper,
|
|
lower,
|
|
consolidationLoopback //
|
|
);
|
|
}
|
|
}
|
|
|
|
//
|
|
if (hasConsolidationZone)
|
|
{
|
|
//
|
|
x121SMCConsolidationZone.Update();
|
|
|
|
//
|
|
consolidationZoneUpper = x121SMCConsolidationZone.upper;
|
|
consolidationZoneLower = x121SMCConsolidationZone.lower;
|
|
|
|
//
|
|
isConsolidationZoneBreaked = x121SMCConsolidationZone.IsBreaked();
|
|
isConsolidationZoneBreakedUp =
|
|
isConsolidationZoneBreaked &&
|
|
IsBullish(x121SMCConsolidationZone.breakDirection);
|
|
isConsolidationZoneBreakedDown =
|
|
isConsolidationZoneBreaked &&
|
|
IsBearish(x121SMCConsolidationZone.breakDirection);
|
|
|
|
//
|
|
consolidationZoneUpper = triggerXConditions.peaksBuffer[1];
|
|
consolidationZoneLower = triggerXConditions.valesBuffer[1];
|
|
|
|
//
|
|
if (isConsolidationZoneBreaked)
|
|
{
|
|
x121SMCConsolidationZone.Clean();
|
|
}
|
|
}
|
|
|
|
//
|
|
// Here We Have all Requirements for Guarding Positions ...
|
|
|
|
//
|
|
// Close ...
|
|
|
|
//
|
|
// Close All ...
|
|
|
|
//
|
|
// Close Longs ...
|
|
if (hasLongs)
|
|
{
|
|
//
|
|
bool hasGuard =
|
|
//
|
|
hasDecisionBearishTrend
|
|
//
|
|
;
|
|
|
|
//
|
|
if (hasGuard)
|
|
{
|
|
//
|
|
X121SMCGuard guard;
|
|
|
|
//
|
|
guard.time = cTime;
|
|
guard.symbol = symbol;
|
|
guard.provider = provider;
|
|
guard.action = X_121_SMC_GUARD_ACTION_CLOSE_LONGS;
|
|
|
|
//
|
|
AddGuard(
|
|
guard,
|
|
guards //
|
|
);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Close Shorts ...
|
|
if (hasShorts)
|
|
{
|
|
//
|
|
bool hasGuard =
|
|
//
|
|
hasDecisionBullishTrend
|
|
//
|
|
;
|
|
|
|
//
|
|
if (hasGuard)
|
|
{
|
|
//
|
|
X121SMCGuard guard;
|
|
|
|
//
|
|
guard.time = cTime;
|
|
guard.symbol = symbol;
|
|
guard.provider = provider;
|
|
guard.action = X_121_SMC_GUARD_ACTION_CLOSE_SHORTS;
|
|
|
|
//
|
|
AddGuard(
|
|
guard,
|
|
guards //
|
|
);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Partial Close ...
|
|
|
|
//
|
|
if (hasLongs)
|
|
{
|
|
//
|
|
bool hasGuard =
|
|
//
|
|
hasTriggerBearishTrend
|
|
//
|
|
;
|
|
|
|
//
|
|
if (hasGuard)
|
|
{
|
|
//
|
|
for (int i = 0; i < longsCount; i++)
|
|
{
|
|
//
|
|
XPosition iPosition = ownLongPositions[i];
|
|
|
|
//
|
|
X121SMCGuard iGuard;
|
|
|
|
//
|
|
iGuard.time = cTime;
|
|
iGuard.symbol = symbol;
|
|
iGuard.provider = provider;
|
|
iGuard.action = X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE;
|
|
|
|
//
|
|
iGuard.ticket = iPosition.ticket;
|
|
iGuard.volumeMultiplier = 0.5;
|
|
|
|
//
|
|
AddGuard(
|
|
iGuard,
|
|
guards //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
if (hasShorts)
|
|
{
|
|
//
|
|
bool hasGuard =
|
|
//
|
|
hasTriggerBullishTrend
|
|
//
|
|
;
|
|
|
|
//
|
|
if (hasGuard)
|
|
{
|
|
//
|
|
for (int i = 0; i < shortsCount; i++)
|
|
{
|
|
//
|
|
XPosition iPosition = ownShortPositions[i];
|
|
|
|
//
|
|
X121SMCGuard iGuard;
|
|
|
|
//
|
|
iGuard.time = cTime;
|
|
iGuard.symbol = symbol;
|
|
iGuard.provider = provider;
|
|
iGuard.action = X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE;
|
|
|
|
//
|
|
iGuard.ticket = iPosition.ticket;
|
|
iGuard.volumeMultiplier = 0.5;
|
|
|
|
//
|
|
AddGuard(
|
|
iGuard,
|
|
guards //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Trail Stop ...
|
|
|
|
//
|
|
if (hasLongs)
|
|
{
|
|
//
|
|
bool hasGuard =
|
|
//
|
|
(hasConsolidationZone &&
|
|
isConsolidationZoneBreaked &&
|
|
isConsolidationZoneBreakedUp)
|
|
//
|
|
;
|
|
|
|
//
|
|
if (hasGuard)
|
|
{
|
|
//
|
|
for (int i = 0; i < longsCount; i++)
|
|
{
|
|
//
|
|
XPosition iPosition = ownLongPositions[i];
|
|
|
|
//
|
|
if (iPosition.profit <= 0)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
if (iPosition.price < consolidationZoneLower)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
X121SMCGuard iGuard;
|
|
|
|
//
|
|
iGuard.time = cTime;
|
|
iGuard.symbol = symbol;
|
|
iGuard.provider = provider;
|
|
iGuard.action = X_121_SMC_GUARD_ACTION_TRAIL_STOP;
|
|
|
|
//
|
|
iGuard.ticket = iPosition.ticket;
|
|
|
|
//
|
|
iGuard.sl = consolidationZoneLower;
|
|
|
|
//
|
|
AddGuard(
|
|
iGuard,
|
|
guards //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
if (hasShorts)
|
|
{
|
|
//
|
|
bool hasGuard =
|
|
//
|
|
(hasConsolidationZone &&
|
|
isConsolidationZoneBreaked &&
|
|
isConsolidationZoneBreakedDown)
|
|
//
|
|
;
|
|
|
|
//
|
|
if (hasGuard)
|
|
{
|
|
//
|
|
for (int i = 0; i < shortsCount; i++)
|
|
{
|
|
//
|
|
XPosition iPosition = ownShortPositions[i];
|
|
|
|
//
|
|
if (iPosition.profit <= 0)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
if (iPosition.price > consolidationZoneUpper)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
X121SMCGuard iGuard;
|
|
|
|
//
|
|
iGuard.time = cTime;
|
|
iGuard.symbol = symbol;
|
|
iGuard.provider = provider;
|
|
iGuard.action = X_121_SMC_GUARD_ACTION_TRAIL_STOP;
|
|
|
|
//
|
|
iGuard.ticket = iPosition.ticket;
|
|
|
|
//
|
|
iGuard.sl = consolidationZoneUpper;
|
|
|
|
//
|
|
AddGuard(
|
|
iGuard,
|
|
guards //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Trail Target ...
|
|
|
|
//
|
|
if (hasLongs)
|
|
{
|
|
}
|
|
|
|
//
|
|
if (hasShorts)
|
|
{
|
|
}
|
|
|
|
//
|
|
// Hedge ...
|
|
|
|
//
|
|
count = ArraySize(guards);
|
|
result = IsValidSize(count);
|
|
|
|
//
|
|
return result;
|
|
}
|