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MQL5Data/X121SMCEA/Signals/x-121.smc.xwz.signal.class.mq5
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2025-02-28 00:45:08 +03:30

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///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 X121 SMC Signal Class
// -------------------------------------------------
// Name: XWZ
// Description: provide all Signalling 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.guard.lib.mq5"
#include "../Libraries/x-121.smc.lib.mq5"
#include "./x-121.smc.xwz.signal.lib.mq5"
//
// Definition ...
class XCX121SMCXWZSignalDetector : public XCBase
{
//
public:
//
// Props ...
X121SMCStrategyXWZWorkingZone workingZone;
X121SMCStrategyXWZSignalConditions mConditions;
X121SMCStrategyXWZSignalConditions mConditionsCollection[];
//
// Constructor(s) ...
XCX121SMCXWZSignalDetector(
string _symbol,
ENUM_TIMEFRAMES _period //
)
{
//
symbol = _symbol;
period = _period;
Init();
}
//
// Deconstructor ...
~XCX121SMCXWZSignalDetector()
{
DeInit();
}
//
//
//
//
// Detect Setup Conditions ...
bool DetectSignalSetup(
//
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper,
//
double maxAllowedSLDistanceInPoint = 300
//
)
{
//
bool result = false;
//
// Validate Cycle Helpers ...
result =
//
visionCycleHelper != NULL &&
analyseCycleHelper != NULL &&
decisionCycleHelper != NULL &&
consolidationCycleHelper != NULL
//
;
if (!result)
{
//
mConditions.Clean();
//
return result;
}
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
mConditions.symbol = symbol;
mConditions.period = period;
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
double points = GetPoints(symbol);
//
// Cycles Conditions ...
//
XOHCL consolidationZBar;
result = consolidationCycleHelper.GetBar(
consolidationZBar,
zIndex //
);
if (!result)
{
//
consolidationZBar.Clean();
return result;
}
//
bool drawBar = true;
if (drawBar)
{
//
DrawBar(
consolidationZBar,
decisionCycleHelper.mPOIDrawer //
);
}
//
// Decision ...
ENUM_XPOI_EVENTS decisionPoiEvents[];
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
X121SMCCycleConditions decisionConditions;
result = decisionCycleHelper.GetConditions(
decisionCycleEvents,
decisionPoiEvents,
decisionConditions,
zIndex,
loopback //
);
if (!result)
{
//
Clean(decisionPoiEvents);
Clean(decisionCycleEvents);
//
decisionConditions.Clean();
//
mConditions.Clean();
consolidationZBar.Clean();
//
return result;
}
//
// Analyse ...
ENUM_XPOI_EVENTS analysePoiEvents[];
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
X121SMCCycleConditions analyseConditions;
result = analyseCycleHelper.GetConditions(
analyseCycleEvents,
analysePoiEvents,
analyseConditions,
zIndex,
loopback //
);
if (!result)
{
//
Clean(analysePoiEvents);
Clean(decisionPoiEvents);
//
Clean(analyseCycleEvents);
Clean(decisionCycleEvents);
//
analyseConditions.Clean();
decisionConditions.Clean();
//
mConditions.Clean();
consolidationZBar.Clean();
//
return result;
}
//
// Consolidation ...
ENUM_XPOI_EVENTS consolidationPoiEvents[];
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
X121SMCCycleConditions consolidationConditions;
result = consolidationCycleHelper.GetConditions(
consolidationCycleEvents,
consolidationPoiEvents,
consolidationConditions,
zIndex,
loopback //
);
if (!result)
{
//
Clean(analysePoiEvents);
Clean(decisionPoiEvents);
Clean(consolidationPoiEvents);
//
Clean(analyseCycleEvents);
Clean(decisionCycleEvents);
Clean(consolidationCycleEvents);
//
analyseConditions.Clean();
decisionConditions.Clean();
consolidationConditions.Clean();
//
mConditions.Clean();
consolidationZBar.Clean();
//
return result;
}
//
// Vision ...
ENUM_XPOI_EVENTS visionPoiEvents[];
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
X121SMCCycleConditions visionConditions;
result = visionCycleHelper.GetConditions(
visionCycleEvents,
visionPoiEvents,
visionConditions,
zIndex,
loopback //
);
if (!result)
{
//
Clean(visionPoiEvents);
Clean(analysePoiEvents);
Clean(decisionPoiEvents);
Clean(consolidationPoiEvents);
//
Clean(visionCycleEvents);
Clean(analyseCycleEvents);
Clean(decisionCycleEvents);
Clean(consolidationCycleEvents);
//
visionConditions.Clean();
analyseConditions.Clean();
decisionConditions.Clean();
consolidationConditions.Clean();
//
mConditions.Clean();
consolidationZBar.Clean();
//
return result;
}
//
// Cycles POI States ...
XPOIState decisionState = decisionConditions.state;
XPOIState analyseState = analyseConditions.state;
XPOIState consolidationState = consolidationConditions.state;
XPOIState visionState = visionConditions.state;
//
// Cycle X121Conditions ...
X121Conditions decisionXConditions = decisionConditions.x121Conditions;
X121Conditions analyseXConditions = analyseConditions.x121Conditions;
X121Conditions consolidationXConditions = consolidationConditions.x121Conditions;
X121Conditions visionXConditions = visionConditions.x121Conditions;
//
XCPOIDrawer *drawer = visionCycleHelper.mPOIDrawer;
//
// Setup Conditions ...
double sls[];
double pivot = 0;
double point = 0;
double targets[];
double reward = 0;
XOBFVG selectedZone;
double amountPercent = 0;
bool hasPriority = false;
bool hasRewardAmount = false;
bool hasSelectedZone = false;
bool isSelectedZoneReversal = false;
bool hasSelectedConsolidationZone = false;
XConsolidationZone selectedConsolidationZone;
ENUM_X_DIRECTION selectedZoneDir = X_DIRECTION_NONE;
ENUM_X121SMC_XWZ_PRIORITY priority = X121SMC_XWZ_PRIORITY_NONE;
ENUM_X121SMC_XWZ_PROVIDERS provider = X121SMC_XWZ_PROVIDER_NONE;
//
// First We Have to Has Working Zone ...
bool hasWorkingZone = workingZone.IsValid();
if (!hasWorkingZone)
{
//
hasWorkingZone = workingZone.Init(
symbol,
period,
zIndex,
visionState,
consolidationState,
analyseState,
decisionState //
);
}
//
if (hasWorkingZone)
{
//
visionCycleHelper.mPOIDetector.MaxRequiredPOIs(50);
analyseCycleHelper.mPOIDetector.MaxRequiredPOIs(50);
decisionCycleHelper.mPOIDetector.MaxRequiredPOIs(50);
consolidationCycleHelper.mPOIDetector.MaxRequiredPOIs(50);
//
visionCycleHelper.mPOIDetector.MaxAllowedLoopbackForInit(578);
analyseCycleHelper.mPOIDetector.MaxAllowedLoopbackForInit(578);
decisionCycleHelper.mPOIDetector.MaxAllowedLoopbackForInit(578);
consolidationCycleHelper.mPOIDetector.MaxAllowedLoopbackForInit(578);
//
workingZone.Update(
zIndex,
visionState,
consolidationState,
analyseState,
decisionState //
);
}
//
bool hasWaitingZones = hasWorkingZone &&
workingZone.HasWaitingZones();
//
// Check Conditions if Has Inside Zones ...
bool hasInsideZones = hasWorkingZone &&
workingZone.HasInsideZones();
if (hasInsideZones)
{
//
int selectedIDX = -1;
int count = workingZone.CountInsideZones();
for (int i = 0; i < count; i++)
{
//
bool has = DetectSelectedZoneConditions(
isSelectedZoneReversal,
workingZone.insideZones[i],
decisionState,
decisionXConditions //
);
//
if (has)
{
//
selectedIDX = i;
selectedZone = workingZone.insideZones[i];
//
break;
}
}
//
if (IsValidIndex(selectedIDX))
{
//
ArrayRemove(
workingZone.insideZones,
selectedIDX,
1 //
);
//
hasSelectedZone = selectedZone.IsValid();
provider = X121SMC_XWZ_PROVIDER_PRICE_INSIDE_ZONE;
}
}
//
// Check Conditions if Has Breaked Zones ...
bool hasBreakedZones = hasWorkingZone &&
workingZone.HasBreakedZones();
if (hasBreakedZones)
{
//
if (!hasSelectedZone)
{
//
int selectedIDX = -1;
int count = workingZone.CountBreakedZones();
for (int i = 0; i < count; i++)
{
//
bool has = DetectSelectedZoneConditions(
isSelectedZoneReversal,
workingZone.breakedZones[i],
decisionState,
decisionXConditions //
);
//
if (has)
{
//
selectedIDX = i;
selectedZone = workingZone.breakedZones[i];
//
break;
}
}
//
if (IsValidIndex(selectedIDX))
{
//
ArrayRemove(
workingZone.breakedZones,
selectedIDX,
1 //
);
//
hasSelectedZone = selectedZone.IsValid();
provider = X121SMC_XWZ_PROVIDER_ACTIVATED_ZONE;
}
}
}
//
// Checking Other Senario for Signals ...
// if (!hasWaitingZones &&
// !hasSelectedZone)
// {
// //
// bool has = false;
// ENUM_X_DIRECTION dir;
// //
// has = DetectX121Conditions(
// pivot,
// point,
// sls,
// targets,
// dir,
// analyseState,
// decisionState,
// decisionXConditions,
// drawer //
// );
// }
//
// Double Check and Prepare Signal Conditions ...
// including Targets and SLs ...
if (hasSelectedZone)
{
//
int idx = -1;
bool has = false;
//
// Check Consolidation Zones for SL Handling ...
selectedZoneDir =
!isSelectedZoneReversal
? selectedZone.GetDirection()
: Opposit(selectedZone.GetDirection());
bool isSelectedZonDirBullish = IsBullish(selectedZoneDir);
//
if (isSelectedZoneReversal)
{
provider = X121SMC_XWZ_PROVIDER_ACTIVATED_CHOCH;
}
//
// Calculate Priority ...
hasPriority =
hasWorkingZone &&
workingZone
.DetectPriority(
priority,
selectedZoneDir,
zIndex,
period //
);
//
// Calculate Risk Reward Ration based on Priority ...
hasRewardAmount = CalculateRiskReward(
priority,
reward,
amountPercent //
);
//
// Calculate Pivot and Point ...
//
pivot =
isSelectedZonDirBullish
? selectedZone.ob.Lower()
: selectedZone.ob.Upper();
//
point =
isSelectedZonDirBullish
? selectedZone.ob.Upper()
: selectedZone.ob.Lower();
//
// Detect Targets ...
DetectSelectedZonesTargets(
targets,
selectedZone,
selectedZoneDir,
priority,
workingZone,
zIndex //
);
//
// Detect SLs ...
double iAtr = decisionXConditions.atrBuffer[0];
iAtr *= 1.5;
//
// Default SL is Pivot ...
if (pivot > 0)
{
//
Add(
pivot,
sls //
);
//
double iSL = iAtr * pivot;
Add(
iSL,
sls //
);
}
//
DetectSelectedZoneSLCandidates(
sls,
selectedZone,
selectedZoneDir,
workingZone,
zIndex,
maxAllowedSLDistanceInPoint //
);
//
// Summaries Conditions ...
result =
pivot > 0 &&
point > 0 &&
hasPriority &&
hasRewardAmount &&
HasDirection(selectedZoneDir);
if (result)
{
//
isBullish = IsBullish(selectedZoneDir);
isBearish = IsBearish(selectedZoneDir);
//
Copy(
sls,
mConditions.sls //
);
Copy(
targets,
mConditions.targets //
);
//
mConditions.pivot = pivot;
mConditions.point = point;
mConditions.reward = reward;
mConditions.setupTime = cTime;
mConditions.priority = priority;
mConditions.provider = provider;
mConditions.dir = selectedZoneDir;
mConditions.signalZone = selectedZone;
mConditions.amountPercent = amountPercent;
}
//
// Cleanup Resources ...
//
Clean(sls);
Clean(targets);
selectedZone.Clean();
selectedConsolidationZone.Clean();
}
//
UpdateTo(cTime);
//
// Draw Working Zone ...
if (hasWorkingZone)
{
//
workingZone.Draw(
drawer,
true, // Draw Waiting Zones ..
true, // Draw Inside Zones ..
true, // Draw Breaked Zones ..
true, // Draw Supply Zone ..
true, // Draw Demand Zone ..
true, // Draw Supply Zones ..
true, // Draw Demand Zones ..
true, // Draw Support Zones ..
true // Draw Resistance Zones ..
);
}
//
// Cleanup Resources ...
//
Clean(visionPoiEvents);
Clean(analysePoiEvents);
Clean(decisionPoiEvents);
Clean(consolidationPoiEvents);
//
Clean(visionCycleEvents);
Clean(analyseCycleEvents);
Clean(decisionCycleEvents);
Clean(consolidationCycleEvents);
//
visionState.Clean();
analyseState.Clean();
decisionState.Clean();
consolidationState.Clean();
//
visionConditions.Clean();
analyseConditions.Clean();
decisionConditions.Clean();
consolidationConditions.Clean();
//
visionXConditions.Clean();
analyseXConditions.Clean();
decisionXConditions.Clean();
consolidationXConditions.Clean();
//
consolidationZBar.Clean();
//
return result;
}
//
// Detect Trigger Conditions ...
bool DetectSignalTrigger(
//
X121SMCStrategyXWZSignalConditions &conditions,
//
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper,
//
int maxAllowedSetupAge = 60
//
)
{
//
bool result = false;
//
result =
//
visionCycleHelper != NULL &&
analyseCycleHelper != NULL &&
decisionCycleHelper != NULL &&
consolidationCycleHelper != NULL
//
;
if (!result)
{
return result;
}
//
result = conditions.IsSetuped();
if (!result)
{
return result;
}
//
datetime setupTime = conditions.setupTime;
ENUM_X_DIRECTION setupDir = conditions.dir;
//
bool isBullish = IsBullish(setupDir);
bool isBearish = IsBearish(setupDir);
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
double points = GetPoints(symbol);
//
// Cycles Conditions ...
//
// Decision ...
ENUM_XPOI_EVENTS decisionPoiEvents[];
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
X121SMCCycleConditions decisionConditions;
result = decisionCycleHelper.GetConditions(
decisionCycleEvents,
decisionPoiEvents,
decisionConditions,
zIndex,
loopback //
);
if (!result)
{
//
// Cleanup ...
//
Clean(decisionPoiEvents);
Clean(decisionCycleEvents);
//
decisionConditions.Clean();
//
return result;
}
//
// Analyse ...
ENUM_XPOI_EVENTS analysePoiEvents[];
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
X121SMCCycleConditions analyseConditions;
result = analyseCycleHelper.GetConditions(
analyseCycleEvents,
analysePoiEvents,
analyseConditions,
zIndex,
loopback //
);
if (!result)
{
//
Clean(analysePoiEvents);
Clean(decisionPoiEvents);
//
Clean(analyseCycleEvents);
Clean(decisionCycleEvents);
//
analyseConditions.Clean();
decisionConditions.Clean();
//
return result;
}
//
// Cycles POI States ...
XPOIState decisionState = decisionConditions.state;
XPOIState analyseState = analyseConditions.state;
//
// Cycle X121Conditions ...
X121Conditions decisionXConditions = decisionConditions.x121Conditions;
X121Conditions analyseXConditions = analyseConditions.x121Conditions;
//
double iAtr = decisionXConditions.atrBuffer[1];
iAtr *= 1.5;
//
// Check Signal Validation ...
// IMPORTANT: since all Validations done in SetUp Process ...
// here we only Execute Signal ...
//
result = isBullish ||
isBearish;
//
if (result)
{
//
// Retrieve Entry Price ...
double entry = GetEntry(
conditions.symbol,
setupDir //
);
//
// Select and Apply SL ...
//
double slsMin = GetMin(conditions.sls);
double slsMax = GetMax(conditions.sls);
//
double longSL = slsMin;
double shortSL = slsMax;
//
double sl = isBullish
? longSL
: shortSL;
//
conditions.sl = sl;
conditions.triggerTime = cTime;
conditions.type = isBullish
? X_POSITION_TYPE_LONG
: X_POSITION_TYPE_SHORT;
//
}
//
// Cleanup ...
//
Clean(decisionPoiEvents);
Clean(decisionCycleEvents);
//
decisionState.Clean();
decisionConditions.Clean();
decisionXConditions.Clean();
//
Clean(analysePoiEvents);
Clean(analyseCycleEvents);
//
analyseState.Clean();
analyseConditions.Clean();
analyseXConditions.Clean();
//
return result;
}
//
// Detect Guards ...
bool DetectGuards(
//
X121SMCGuard &guards[],
const XPosition &positions[],
//
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper
//
)
{
//
bool result = false;
//
Clean(guards);
//
bool isCycleHelpersValid =
//
visionCycleHelper != NULL &&
analyseCycleHelper != NULL &&
decisionCycleHelper != NULL &&
consolidationCycleHelper != NULL
//
;
//
// Set Provider for Common Guards ...
string provider = ToString(X_121_SMC_PROVIDER_XWZ);
//
// Check Cycle Helpers Validation ...
result = isCycleHelpersValid;
if (!result)
{
return result;
}
//
// Select Own Positions ...
int count = ArraySize(positions);
result = IsValidSize(count);
if (!result)
{
return result;
}
//
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 //
);
}
}
}
//
// Check Extracted Positions ...
//
count = ArraySize(ownPositions);
//
int longsCount = ArraySize(ownLongPositions);
bool hasLongs = IsValidSize(longsCount);
//
int shortsCount = ArraySize(ownShortPositions);
bool hasShorts = IsValidSize(shortsCount);
//
// Validate Own Positions ...
result = IsValidSize(count);
if (!result)
{
//
Clean(ownPositions);
Clean(ownLongPositions);
Clean(ownShortPositions);
//
return result;
}
//
//
//
//
// Get Global and Common Guards ...
//
ENUM_X_121_SMC_GUARD_ACTIONS ignoreGuards[1] = {
X_121_SMC_GUARD_ACTION_TRAIL_STOP //
};
result = DetectX121SMCGuards(
provider,
guards,
positions,
decisionCycleHelper,
analyseCycleHelper,
consolidationCycleHelper,
visionCycleHelper,
//
ignoreGuards
//
);
//
//
//
//
// Implement Custom Implemented Guards ...
//
// 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;
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
double points = GetPoints(symbol);
//
// Cycles Conditions ...
//
// Decision ...
ENUM_XPOI_EVENTS decisionPoiEvents[];
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
X121SMCCycleConditions decisionConditions;
result = decisionCycleHelper.GetConditions(
decisionCycleEvents,
decisionPoiEvents,
decisionConditions,
zIndex,
loopback //
);
if (!result)
{
//
Clean(decisionPoiEvents);
Clean(decisionCycleEvents);
//
decisionConditions.Clean();
//
result = HasChild(guards);
return result;
}
//
// Analyse ...
ENUM_XPOI_EVENTS analysePoiEvents[];
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
X121SMCCycleConditions analyseConditions;
result = analyseCycleHelper.GetConditions(
analyseCycleEvents,
analysePoiEvents,
analyseConditions,
zIndex,
loopback //
);
if (!result)
{
//
Clean(decisionPoiEvents);
Clean(decisionCycleEvents);
//
decisionConditions.Clean();
//
Clean(analysePoiEvents);
Clean(analyseCycleEvents);
//
analyseConditions.Clean();
//
result = HasChild(guards);
return result;
}
//
// Consolidation ...
ENUM_XPOI_EVENTS consolidationPoiEvents[];
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
X121SMCCycleConditions consolidationConditions;
result = consolidationCycleHelper.GetConditions(
consolidationCycleEvents,
consolidationPoiEvents,
consolidationConditions,
zIndex,
loopback //
);
if (!result)
{
//
Clean(decisionPoiEvents);
Clean(decisionCycleEvents);
//
decisionConditions.Clean();
//
Clean(analysePoiEvents);
Clean(analyseCycleEvents);
//
analyseConditions.Clean();
//
Clean(consolidationPoiEvents);
Clean(consolidationCycleEvents);
//
consolidationConditions.Clean();
//
result = HasChild(guards);
return result;
}
//
// Vision ...
ENUM_XPOI_EVENTS visionPoiEvents[];
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
X121SMCCycleConditions visionConditions;
result = visionCycleHelper.GetConditions(
visionCycleEvents,
visionPoiEvents,
visionConditions,
zIndex,
loopback //
);
if (!result)
{
//
Clean(decisionPoiEvents);
Clean(decisionCycleEvents);
//
decisionConditions.Clean();
//
Clean(analysePoiEvents);
Clean(analyseCycleEvents);
//
analyseConditions.Clean();
//
Clean(consolidationPoiEvents);
Clean(consolidationCycleEvents);
//
consolidationConditions.Clean();
//
Clean(visionPoiEvents);
Clean(visionCycleEvents);
//
visionConditions.Clean();
//
result = HasChild(guards);
return result;
}
//
// Cycles POI States ...
XPOIState visionState = visionConditions.state;
XPOIState analyseState = analyseConditions.state;
XPOIState decisionState = decisionConditions.state;
XPOIState consolidationState = consolidationConditions.state;
//
// Cycle X121Conditions ...
X121Conditions visionXConditions = visionConditions.x121Conditions;
X121Conditions analyseXConditions = analyseConditions.x121Conditions;
X121Conditions decisionXConditions = decisionConditions.x121Conditions;
X121Conditions consolidationXConditions = consolidationConditions.x121Conditions;
//
//
//
//
// Selected Consolidation Zones ...
//
int idx = -1;
bool has = false;
//
bool hasBullishConsolidationZone = false;
XConsolidationZone bullishConsolidationZone;
has = decisionState.HasBullishConsolidationZones();
if (has)
{
//
idx = GetYoungest(decisionState.bullishConsolidationZones);
hasBullishConsolidationZone = IsValidIndex(idx);
if (hasBullishConsolidationZone)
{
bullishConsolidationZone = decisionState.bullishConsolidationZones[idx];
}
}
//
bool hasBearishConsolidationZone = false;
XConsolidationZone bearishConsolidationZone;
has = decisionState.HasBearishConsolidationZones();
if (has)
{
//
idx = GetYoungest(decisionState.bearishConsolidationZones);
hasBearishConsolidationZone = IsValidIndex(idx);
if (hasBearishConsolidationZone)
{
bearishConsolidationZone = decisionState.bearishConsolidationZones[idx];
}
}
//
// Here We Have all Requirements for Guarding Positions ...
//
// Available Guards:
// X_121_SMC_GUARD_ACTION_NONE
// X_121_SMC_GUARD_ACTION_CLOSE
// X_121_SMC_GUARD_ACTION_CLOSE_ALL
// X_121_SMC_GUARD_ACTION_CLOSE_LONGS
// X_121_SMC_GUARD_ACTION_CLOSE_SHORTS
// X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE
// X_121_SMC_GUARD_ACTION_TRAIL_STOP
// X_121_SMC_GUARD_ACTION_TRAIL_TARGET
// X_121_SMC_GUARD_ACTION_HEDGE
//
// X_121_SMC_GUARD_ACTION_CLOSE:
// Close Specified Position on Specified Conditions ...
//
// X_121_SMC_GUARD_ACTION_CLOSE_ALL:
// Close All Positions on Specified Conditions ...
//
// X_121_SMC_GUARD_ACTION_CLOSE_LONGS:
// Close All Long Positions on Specified Conditions ...
//
// X_121_SMC_GUARD_ACTION_CLOSE_SHORTS:
// Close All Short Positions on Specified Conditions ...
//
// X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE:
// Partial Close Specified Position on Specified Conditions ...
//
// X_121_SMC_GUARD_ACTION_TRAIL_STOP:
// Trail Stop Specified Position on Specified Conditions ...
bool handleStoptrailingBasedOnConsolidationZones = true;
for (int i = 0; i < count; i++)
{
//
XPosition iPosition = ownPositions[i];
//
bool isLong = IsLong(iPosition.type);
bool isInProfit = iPosition.profit > 0;
//
double sl = iPosition.sl;
double tp = iPosition.tp;
//
// Trail Stops Using Consolidation Zones ...
//
bool canTraiLonglUsingCZone =
//
handleStoptrailingBasedOnConsolidationZones &&
//
(isLong &&
isInProfit &&
hasBullishConsolidationZone &&
bullishConsolidationZone.lower > iPosition.sl &&
bullishConsolidationZone.lower > iPosition.entry)
//
;
if (canTraiLonglUsingCZone)
{
sl = bullishConsolidationZone.lower;
}
//
bool canTraiShortlUsingCZone =
//
handleStoptrailingBasedOnConsolidationZones &&
//
(!isLong &&
isInProfit &&
hasBearishConsolidationZone &&
bearishConsolidationZone.upper < iPosition.sl &&
bearishConsolidationZone.upper < iPosition.entry)
//
;
if (canTraiShortlUsingCZone)
{
sl = bearishConsolidationZone.upper;
}
//
bool canTrailUsingCZone =
canTraiLonglUsingCZone ||
canTraiShortlUsingCZone;
//
bool isSLPassed =
sl > 0 &&
(isLong
? iPosition.price - sl >= points * 15
: sl - iPosition.price >= points * 15);
//
bool canTrail =
isSLPassed &&
canTrailUsingCZone;
if (canTrail)
{
//
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 = sl;
//
AddGuard(
iGuard,
guards //
);
}
}
//
// X_121_SMC_GUARD_ACTION_TRAIL_TARGET:
// Trail Target Specified Position on Specified Conditions ...
//
// X_121_SMC_GUARD_ACTION_HEDGE:
// Hedge all Positions on Specified Conditions ...
//
// Cleanup Collections ...
//
Clean(ownPositions);
Clean(ownLongPositions);
Clean(ownShortPositions);
//
visionState.Clean();
analyseState.Clean();
decisionState.Clean();
consolidationState.Clean();
//
visionConditions.Clean();
analyseConditions.Clean();
decisionConditions.Clean();
consolidationConditions.Clean();
//
visionXConditions.Clean();
analyseXConditions.Clean();
decisionXConditions.Clean();
consolidationXConditions.Clean();
//
Clean(visionPoiEvents);
Clean(analysePoiEvents);
Clean(decisionPoiEvents);
Clean(consolidationPoiEvents);
//
Clean(visionCycleEvents);
Clean(analyseCycleEvents);
Clean(decisionCycleEvents);
Clean(consolidationCycleEvents);
//
count = ArraySize(guards);
result = IsValidSize(count);
//
return result;
}
//
// Add Conditions to Conditions Collection ...
int AddConditionsIfNotExists(
int maxAllowed = 10 //
)
{
//
int result = 0;
//
bool isSetuped = IsValid(mConditions.setupTime) &&
HasDirection(mConditions.dir);
if (!isSetuped)
{
return result;
}
//
int count = ArraySize(mConditionsCollection);
if (IsValidSize(count))
{
//
// Copy Original Items ...
X121SMCStrategyXWZSignalConditions tmpItems[];
Copy(
mConditionsCollection,
tmpItems //
);
//
// Prese Item Data ...
bool isBullish = IsBullish(mConditions.dir);
//
for (int i = 0; i < count; i++)
{
//
X121SMCStrategyXWZSignalConditions iItem = tmpItems[i];
//
bool canRemove = mConditions.dir == iItem.dir &&
mConditions.pivot == iItem.pivot;
if (canRemove)
{
//
ArrayRemove(
mConditionsCollection,
i,
1 //
);
}
}
//
Clean(tmpItems);
}
//
AddRef(
mConditions,
mConditionsCollection //
);
//
// Remove Olds ...
CleanupArray(
mConditionsCollection,
maxAllowed //
);
//
result = ArraySize(mConditionsCollection);
//
return result;
}
//
// Draw Functions ...
//
//
void DrawBar(
XOHCL &bar,
XCPOIDrawer *drawer,
bool forceClean = true //
)
{
//
if (forceClean)
{
mBarObjects.Clear();
}
//
if (drawer == NULL ||
!bar.IsValid())
{
return;
}
//
bool isBullish = bar.IsBullish();
//
int widthBar = 2;
bool fillShadowsBar = true;
ENUM_LINE_STYLE styleBar = STYLE_SOLID;
color clrBar =
isBullish
? clrAqua
: clrMagenta;
//
datetime to = bar.NextAt();
//
XCOHCLObject *iObj;
bool isCreated = drawer
.CreateBar(
bar,
iObj,
to //
);
if (isCreated)
{
//
iObj.BarSpes(
widthBar,
clrBar,
styleBar //
);
//
iObj.LowShadowFill(fillShadowsBar);
iObj.HighShadowFill(fillShadowsBar);
//
mBarObjects.Add(iObj);
}
}
//
protected:
//
//
private:
//
// Props ...
string symbol;
ENUM_TIMEFRAMES period;
CArrayObj mObjects;
CArrayObj mBarObjects;
CArrayObj mWorkingZoneObjects;
/**
* Initialize ...
*/
void Init()
{
}
/**
* DeInitialize ...
*/
void DeInit()
{
//
mConditions.Clean();
workingZone.Clean();
Clean(mConditionsCollection);
//
mBarObjects.Clear();
}
/**
* Update To Time of Exists Components ...
*
* @param value: updated time ...
*/
void UpdateTo(
datetime value = NULL //
)
{
//
value = NormalizeTime(value);
//
workingZone.UpdateTo(value);
}
//
// Helpers ...
//
bool CalculateRiskReward(
ENUM_X121SMC_XWZ_PRIORITY priority,
double &reward,
double &amountPercent //
)
{
//
bool result = false;
//
reward = 0;
amountPercent = 0;
//
result = priority != X121SMC_XWZ_PRIORITY_NONE;
if (!result)
{
return result;
}
//
switch (priority)
{
//
case X121SMC_XWZ_PRIORITY_STRONG_HIGH:
//
reward = 6;
amountPercent = 2;
break;
//
case X121SMC_XWZ_PRIORITY_HIGH:
//
reward = 4;
amountPercent = 2;
break;
//
case X121SMC_XWZ_PRIORITY_REGULAR:
//
reward = 3;
amountPercent = 1.5;
break;
//
case X121SMC_XWZ_PRIORITY_LOW:
//
reward = 2;
amountPercent = 1;
break;
//
case X121SMC_XWZ_PRIORITY_WEAK:
//
reward = 1;
amountPercent = 0.5;
break;
}
//
result =
//
reward > 0 &&
amountPercent > 0
//
;
//
return result;
}
//
};
//