1391 lines
33 KiB
Plaintext
1391 lines
33 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 X121 SMC Signal Class
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// -------------------------------------------------
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// Name: XICH
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// Description: provide all Signalling functions ...
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//
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property library
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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// Imports ...
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#include "../Classes/x-121.smc.market.cycle.helper.class.mq5"
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#include "../Libraries/x-121.smc.guard.lib.mq5"
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#include "../Libraries/x-121.smc.lib.mq5"
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#include "./x-121.smc.xich.signal.lib.mq5"
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//
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// Definition ...
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class XCX121SMCXICHSignalDetector : public XCBase
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{
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//
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public:
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//
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// Props ...
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bool useGuards;
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double rfRewar;
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X121SMCStrategyXICHSignalConditions mConditions;
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X121SMCStrategyXICHSignalConditions mConditionsCollection[];
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//
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// Constructor(s) ...
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XCX121SMCXICHSignalDetector(
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string _symbol,
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ENUM_TIMEFRAMES _period //
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)
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{
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//
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symbol = _symbol;
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period = _period;
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Init();
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}
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//
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// Deconstructor ...
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~XCX121SMCXICHSignalDetector()
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{
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DeInit();
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}
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//
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//
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//
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//
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// Detect Setup Conditions ...
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bool DetectSignalSetup(
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//
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X121SMCStrategySignalProviderData &provider,
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//
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double maxAllowedSLDistanceInPoint = 300
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//
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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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// Validate Cycle Helpers ...
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result = provider.IsValid();
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if (!result)
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{
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//
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mConditions.Clean();
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//
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return result;
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}
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//
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bool isBullish = false;
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bool isBearish = false;
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//
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int zIndex = 0;
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int cIndex = zIndex + 1;
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int pIndex = cIndex + 1;
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int ppIndex = pIndex + 1;
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//
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int loopback = 10;
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//
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mConditions.symbol = symbol;
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mConditions.period = period;
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//
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double ask = GetAsk(symbol);
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double bid = GetBid(symbol);
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datetime cTime = TimeCurrent();
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double points = GetPoints(symbol);
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//
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// Cycles Conditions ...
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result = provider.Prepare(
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zIndex,
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loopback,
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true, // Trigger ...
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true, // Decision ...
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true, // Analyse ...
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true, // Verification ...
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true, // Consolidation ...
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true // Vision ...
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);
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if (!result)
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{
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//
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mConditions.Clean();
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return result;
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}
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//
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// Select Drawer Class ...
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XCPOIDrawer *drawer = provider.visionCycleHelper.mPOIDrawer;
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//
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// Detecting Bars based on Decision Cycle ...
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XOHCL zBar;
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XOHCL cBar;
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XOHCL pBar;
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XOHCL pPBar;
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XOHCL consolidationZBar;
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result = zBar.Init(
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provider.decisionXConditions.symbol,
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provider.decisionXConditions.period,
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zIndex //
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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(pPBar);
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result =
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result &&
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provider.consolidationCycleHelper.GetBar(
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consolidationZBar,
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zIndex //
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);
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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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pPBar.Clean();
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consolidationZBar.Clean();
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//
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return result;
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}
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//
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bool drawBar = false;
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if (drawBar)
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{
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//
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DrawBar(
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consolidationZBar,
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drawer //
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);
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}
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//
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//
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//
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//
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// Setup Conditions ...
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double sls[];
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double sl = 0;
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double pivot = 0;
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double point = 0;
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double targets[];
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XBoxZone signalBox;
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bool hasSignalBox = false;
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ENUM_X_DIRECTION signalBoxDir = X_DIRECTION_NONE;
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ENUM_X121SMC_XICH_PROVIDERS signalProvider = X121SMC_XICH_PROVIDER_NONE;
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//
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//
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//
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//
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// Update Models To Time ...
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UpdateTo(cTime);
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//
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// Here we Detect Signal Box ...
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if (!hasSignalBox)
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{
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//
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// HTF Proves ...
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//
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double scoreMultiplier = 1.5;
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//
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bool isConsolidationScoreBullish =
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provider.consolidationBullishScore > (provider.consolidationBearishScore * scoreMultiplier);
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//
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bool isConsolidationScoreBearish =
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provider.consolidationBearishScore > (provider.consolidationBullishScore * scoreMultiplier);
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//
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// Detect Kumo Trend ...
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bool isKumoBullish = provider.decisionXConditions.isSenkouSpanAOverB;
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bool isKumoBearish = provider.decisionXConditions.isSenkouSpanAUnderB;
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//
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// Detect Nearest Cross ...
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XOHCL tkCrossedBar;
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ENUM_X_DIRECTION tkCrossDir;
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bool hasNearestTenkanSenKijunSenCross =
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provider
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.decisionCycleHelper
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.DetectNearestTenKijCross(
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tkCrossedBar,
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tkCrossDir,
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zIndex //
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);
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//
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bool isNearestTenkensSenCrossedOverKijunSen =
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hasNearestTenkanSenKijunSenCross &&
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IsBullish(tkCrossDir);
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//
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bool isNearestTenkensSenCrossedUnderKijunSen =
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hasNearestTenkanSenKijunSenCross &&
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IsBearish(tkCrossDir);
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//
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// Detect Price in TK Zone ...
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bool isBarInsideTKZone =
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isNearestTenkensSenCrossedOverKijunSen
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? cBar.low < provider.decisionXConditions.tenkanSenBuffer[cIndex]
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: isNearestTenkensSenCrossedUnderKijunSen
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? cBar.high > provider.decisionXConditions.tenkanSenBuffer[cIndex]
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: false;
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//
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// Checking Bar Based on Positions State ...
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ENUM_X_DIRECTION iBarPosDir;
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bool isBarValidForDir = provider.decisionCycleHelper
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.mBarAnalyser
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.IsValidForPosition(
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cBar,
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iBarPosDir //
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);
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bool isBarValidForBullish =
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isBarValidForDir &&
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IsBullish(iBarPosDir);
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bool isBarValidForBearish =
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isBarValidForDir &&
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IsBearish(iBarPosDir);
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//
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// Summarize Conditions ...
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//
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isBullish =
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//
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isKumoBullish &&
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isBarInsideTKZone &&
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isBarValidForBullish &&
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isConsolidationScoreBullish &&
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isNearestTenkensSenCrossedOverKijunSen
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//
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;
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//
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isBearish =
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//
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isKumoBearish &&
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isBarInsideTKZone &&
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isBarValidForBearish &&
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isConsolidationScoreBearish &&
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isNearestTenkensSenCrossedUnderKijunSen
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//
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;
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//
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result =
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isBullish ||
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isBearish;
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if (result)
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{
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//
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signalProvider = X121SMC_XICH_PROVIDER_XTKKUMO;
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//
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signalBoxDir =
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isBullish
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? X_DIRECTION_BULLISH
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: X_DIRECTION_BEARISH;
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//
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signalBox.from = pPBar.time;
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signalBox.to = TimeCurrent();
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signalBox.dir = signalBoxDir;
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signalBox.symbol = cBar.symbol;
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signalBox.period = cBar.period;
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//
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pivot = isBullish
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? cBar.low - (points * 5)
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: cBar.high + (points * 5);
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//
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point = GetEntry(
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cBar.symbol,
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signalBoxDir //
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);
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//
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signalBox.upper =
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isBullish
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? point
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: pivot;
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//
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signalBox.lower =
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isBullish
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? pivot
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: point;
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}
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//
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hasSignalBox = signalBox.IsValid();
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//
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tkCrossedBar.Clean();
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}
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//
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// Cleanup Signal if UnApproved ...
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if (!hasSignalBox)
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{
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//
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signalBox.Clean();
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isBullish = false;
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isBearish = false;
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signalBoxDir = X_DIRECTION_NONE;
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}
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//
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// Check Signal Conditions ...
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if (hasSignalBox)
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{
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//
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int idx = -1;
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bool has = false;
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//
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// Draw Signal Box ...
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XCBoxObject *object;
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has = drawer.DrawBox(
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signalBox,
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object //
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);
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if (has)
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{
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mObjects.Add(object);
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}
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//
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// Detect Signal Direction ...
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isBullish = IsBullish(signalBoxDir);
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isBearish = IsBearish(signalBoxDir);
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//
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pivot = isBullish
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? signalBox.lower
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: signalBox.upper;
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//
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point = isBullish
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? signalBox.upper
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: signalBox.lower;
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//
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double entry = GetEntry(
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signalBox.symbol,
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signalBoxDir //
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);
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//
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// Selecting SL(s) ...
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//
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double iSL = 0;
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//
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// Default SL ...
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iSL = pivot;
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//
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Add(
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iSL,
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sls //
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);
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//
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// Select and Provide SL Based on ...
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double iAtr = 0;
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if (signalProvider == X121SMC_XICH_PROVIDER_XTKKUMO)
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{
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//
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iAtr = provider.decisionXConditions.atrBuffer[1];
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iAtr *= 0;
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//
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// Fix rf Reward ...
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rfRewar = 2;
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}
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//
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Print("XICH ", ToString(signalBoxDir), " Signal Provided: ", EnumToString(signalProvider));
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//
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// Select Condition SL ...
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//
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double slsMin = GetMin(sls);
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double slsMax = GetMax(sls);
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//
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double longSL = slsMax - iAtr;
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double shortSL = slsMin + iAtr;
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//
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sl = isBullish
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? longSL
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: shortSL;
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//
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// Targets ...
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//
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double risk = MathAbs(entry - sl);
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//
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// Checking risk ...
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if (risk >= maxAllowedSLDistanceInPoint)
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{
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// Print("Max Aloowed Risk Point Reached ...");
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}
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//
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// Reward to RF ...
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if (rfRewar > 0)
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{
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//
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double iRFReward = rfRewar * risk;
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double iRFTP = isBullish
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? entry + iRFReward
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: entry - iRFReward;
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//
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Add(
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iRFTP,
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targets //
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);
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}
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}
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//
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// Summarize Results ...
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// result = hasPriority &&
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// hasSignalBox &&
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// hasRewardAmount;
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result = hasSignalBox;
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//
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if (result)
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{
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//
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Copy(
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sls,
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mConditions.sls //
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);
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Copy(
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targets,
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mConditions.targets //
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);
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//
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mConditions.sl = sl;
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mConditions.pivot = pivot;
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mConditions.point = point;
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mConditions.setupTime = cTime;
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mConditions.dir = signalBoxDir;
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mConditions.signalBox = signalBox;
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mConditions.provider = signalProvider;
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}
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//
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//
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//
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//
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// Cleanup Resources ...
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//
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Clean(sls);
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Clean(targets);
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//
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provider.Clean();
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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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pPBar.Clean();
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signalBox.Clean();
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consolidationZBar.Clean();
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//
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return result;
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}
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//
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// Detect Trigger Conditions ...
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bool DetectSignalTrigger(
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//
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X121SMCStrategyXICHSignalConditions &conditions,
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//
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X121SMCStrategySignalProviderData &provider,
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//
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int maxAllowedSetupAge = 60
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//
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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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//
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result =
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//
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provider.IsValid()
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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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result = conditions.IsSetuped();
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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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//
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datetime setupTime = conditions.setupTime;
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ENUM_X_DIRECTION setupDir = conditions.dir;
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|
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//
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bool isBullish = IsBullish(setupDir);
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bool isBearish = IsBearish(setupDir);
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|
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//
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int zIndex = 0;
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int cIndex = zIndex + 1;
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int pIndex = cIndex + 1;
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int ppIndex = pIndex + 1;
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//
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int loopback = 10;
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|
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//
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double ask = GetAsk(symbol);
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double bid = GetBid(symbol);
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datetime cTime = TimeCurrent();
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double points = GetPoints(symbol);
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|
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//
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// Cycles Conditions ...
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result = provider.Prepare(
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zIndex,
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loopback //
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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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//
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double iAtr = provider.decisionXConditions.atrBuffer[1];
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iAtr *= 1.5;
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|
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//
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// Check Signal Validation ...
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// IMPORTANT: since all Validations done in SetUp Process ...
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// here we only Execute Signal ...
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//
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result = isBullish ||
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isBearish;
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|
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//
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if (result)
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{
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//
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conditions.triggerTime = cTime;
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conditions.type = isBullish
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? X_POSITION_TYPE_LONG
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: X_POSITION_TYPE_SHORT;
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//
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}
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|
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//
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// Cleanup ...
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|
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//
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provider.Clean();
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|
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//
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return result;
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}
|
|
|
|
//
|
|
// Detect Guards ...
|
|
bool DetectGuards(
|
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//
|
|
X121SMCGuard &guards[],
|
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const XPosition &positions[],
|
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//
|
|
X121SMCStrategySignalProviderData &provider
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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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if (!useGuards)
|
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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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Clean(guards);
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|
|
//
|
|
// Set Provider for Common Guards ...
|
|
string signalProvider = ToString(X121SMC_XICH_PROVIDER_XTKKUMO);
|
|
|
|
//
|
|
int zIndex = 0;
|
|
int cIndex = zIndex + 1;
|
|
int pIndex = cIndex + 1;
|
|
int ppIndex = pIndex + 1;
|
|
|
|
//
|
|
XOHCL cBar;
|
|
|
|
//
|
|
int loopback = 10;
|
|
|
|
//
|
|
double ask = GetAsk(symbol);
|
|
double bid = GetBid(symbol);
|
|
datetime cTime = TimeCurrent();
|
|
double points = GetPoints(symbol);
|
|
|
|
//
|
|
// Cycles Conditions ...
|
|
result = provider.IsValid();
|
|
result =
|
|
result &&
|
|
provider.Prepare(
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
//
|
|
provider.Clean();
|
|
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,
|
|
signalProvider,
|
|
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(
|
|
// signalProvider,
|
|
// guards,
|
|
// positions,
|
|
// provider,
|
|
// //
|
|
// ignoreGuards
|
|
// //
|
|
// );
|
|
|
|
//
|
|
//
|
|
//
|
|
|
|
//
|
|
// Implement Custom Implemented Guards ...
|
|
|
|
//
|
|
// Here we Are Sure there is Positions to Guard ...
|
|
// based on Current Provider ...
|
|
|
|
//
|
|
// Selected Consolidation Zones ...
|
|
|
|
//
|
|
int idx = -1;
|
|
bool has = false;
|
|
|
|
//
|
|
bool hasBullishConsolidationZone = false;
|
|
XConsolidationZone bullishConsolidationZone;
|
|
has = provider.decisionState.HasBullishConsolidationZones();
|
|
if (has)
|
|
{
|
|
//
|
|
idx = GetYoungest(provider.decisionState.bullishConsolidationZones);
|
|
hasBullishConsolidationZone = IsValidIndex(idx);
|
|
if (hasBullishConsolidationZone)
|
|
{
|
|
bullishConsolidationZone = provider.decisionState.bullishConsolidationZones[idx];
|
|
}
|
|
}
|
|
|
|
//
|
|
bool hasBearishConsolidationZone = false;
|
|
XConsolidationZone bearishConsolidationZone;
|
|
has = provider.decisionState.HasBearishConsolidationZones();
|
|
if (has)
|
|
{
|
|
//
|
|
idx = GetYoungest(provider.decisionState.bearishConsolidationZones);
|
|
hasBearishConsolidationZone = IsValidIndex(idx);
|
|
if (hasBearishConsolidationZone)
|
|
{
|
|
bearishConsolidationZone = provider.decisionState.bearishConsolidationZones[idx];
|
|
}
|
|
}
|
|
|
|
//
|
|
XBoxZone bullishBox;
|
|
bool hasBullishBox = false;
|
|
bool isBullishBoxBreaked = false;
|
|
if (!hasBullishBox)
|
|
{
|
|
//
|
|
XCOrderBlock *ob = NULL;
|
|
idx = GetYoungest(provider.analyseState.bullishOrderBlocks);
|
|
has = IsValidIndex(idx);
|
|
if (has)
|
|
{
|
|
//
|
|
ob = provider.analyseState.bullishOrderBlocks[idx];
|
|
|
|
//
|
|
hasBullishBox = ToBox(
|
|
bullishBox,
|
|
ob //
|
|
);
|
|
}
|
|
|
|
//
|
|
if (!hasBullishBox)
|
|
{
|
|
bullishBox.Clean();
|
|
}
|
|
|
|
//
|
|
ZeroMemory(ob);
|
|
}
|
|
|
|
//
|
|
XBoxZone bearishBox;
|
|
bool hasBearishBox = false;
|
|
bool isBearishBoxBreaked = false;
|
|
if (!hasBearishBox)
|
|
{
|
|
//
|
|
XCOrderBlock *ob = NULL;
|
|
idx = GetYoungest(provider.analyseState.bearishOrderBlocks);
|
|
has = IsValidIndex(idx);
|
|
if (has)
|
|
{
|
|
//
|
|
ob = provider.analyseState.bearishOrderBlocks[idx];
|
|
|
|
//
|
|
hasBearishBox = ToBox(
|
|
bearishBox,
|
|
ob //
|
|
);
|
|
}
|
|
|
|
//
|
|
if (!hasBearishBox)
|
|
{
|
|
bearishBox.Clean();
|
|
}
|
|
|
|
//
|
|
ZeroMemory(ob);
|
|
}
|
|
|
|
//
|
|
// 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 handleStoptrailingBasedOnBoxes = true;
|
|
bool handleStoptrailingBasedOnConsolidationZones = true;
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XPosition iPosition = ownPositions[i];
|
|
|
|
//
|
|
bool isInited = cBar.Init(
|
|
iPosition.symbol,
|
|
iPosition.period,
|
|
cIndex //
|
|
);
|
|
|
|
//
|
|
isBullishBoxBreaked =
|
|
isInited &&
|
|
hasBullishBox &&
|
|
cBar.high < bullishBox.lower;
|
|
|
|
//
|
|
isBearishBoxBreaked =
|
|
isInited &&
|
|
hasBearishBox &&
|
|
cBar.low > bearishBox.upper;
|
|
|
|
//
|
|
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;
|
|
|
|
//
|
|
// Trail Stop Using Boxes ...
|
|
|
|
//
|
|
bool canTraiLonglUsingBox =
|
|
//
|
|
handleStoptrailingBasedOnBoxes &&
|
|
//
|
|
(isLong &&
|
|
isInProfit &&
|
|
hasBullishBox &&
|
|
bullishBox.lower > iPosition.sl &&
|
|
bullishBox.lower > iPosition.entry)
|
|
//
|
|
;
|
|
if (canTraiLonglUsingBox)
|
|
{
|
|
sl = bullishBox.lower;
|
|
}
|
|
|
|
//
|
|
bool canTraiShortlUsingBox =
|
|
//
|
|
handleStoptrailingBasedOnBoxes &&
|
|
//
|
|
(!isLong &&
|
|
isInProfit &&
|
|
hasBearishBox &&
|
|
bearishBox.upper < iPosition.sl &&
|
|
bearishBox.upper < iPosition.entry)
|
|
//
|
|
;
|
|
if (canTraiShortlUsingBox)
|
|
{
|
|
sl = bearishBox.upper;
|
|
}
|
|
|
|
//
|
|
bool canTrailUsingBox =
|
|
canTraiLonglUsingBox ||
|
|
canTraiShortlUsingBox;
|
|
|
|
//
|
|
bool canTraiLonglUsingBreakedBox =
|
|
//
|
|
handleStoptrailingBasedOnBoxes &&
|
|
//
|
|
(isLong &&
|
|
isInProfit &&
|
|
isBearishBoxBreaked &&
|
|
bearishBox.upper > iPosition.sl &&
|
|
bearishBox.upper > iPosition.entry)
|
|
//
|
|
;
|
|
if (canTraiLonglUsingBreakedBox)
|
|
{
|
|
sl = bearishBox.upper;
|
|
}
|
|
|
|
//
|
|
bool canTraiShortlUsingBreakedBox =
|
|
//
|
|
handleStoptrailingBasedOnBoxes &&
|
|
//
|
|
(!isLong &&
|
|
isInProfit &&
|
|
isBullishBoxBreaked &&
|
|
bullishBox.lower < iPosition.sl &&
|
|
bullishBox.lower < iPosition.entry)
|
|
//
|
|
;
|
|
if (canTraiShortlUsingBreakedBox)
|
|
{
|
|
sl = bullishBox.lower;
|
|
}
|
|
|
|
//
|
|
bool canTrailUsingBreakedBox =
|
|
canTraiLonglUsingBreakedBox ||
|
|
canTraiShortlUsingBreakedBox;
|
|
|
|
//
|
|
// Summarize SL ...
|
|
|
|
//
|
|
bool isSLPassed =
|
|
sl > 0 &&
|
|
(isLong
|
|
? iPosition.price - sl >= points * 15
|
|
: sl - iPosition.price >= points * 15);
|
|
|
|
//
|
|
bool canTrail =
|
|
isSLPassed &&
|
|
(canTrailUsingBox ||
|
|
canTrailUsingCZone ||
|
|
canTrailUsingBreakedBox);
|
|
if (canTrail)
|
|
{
|
|
//
|
|
X121SMCGuard iGuard;
|
|
|
|
//
|
|
iGuard.time = cTime;
|
|
iGuard.symbol = symbol;
|
|
iGuard.provider = signalProvider;
|
|
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 ...
|
|
|
|
//
|
|
cBar.Clean();
|
|
|
|
//
|
|
provider.Clean();
|
|
|
|
//
|
|
bullishBox.Clean();
|
|
bearishBox.Clean();
|
|
|
|
//
|
|
bullishConsolidationZone.Clean();
|
|
bearishConsolidationZone.Clean();
|
|
|
|
//
|
|
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 ...
|
|
X121SMCStrategyXICHSignalConditions tmpItems[];
|
|
Copy(
|
|
mConditionsCollection,
|
|
tmpItems //
|
|
);
|
|
|
|
//
|
|
// Prese Item Data ...
|
|
bool isBullish = IsBullish(mConditions.dir);
|
|
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
X121SMCStrategyXICHSignalConditions 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;
|
|
|
|
/**
|
|
* Initialize ...
|
|
*/
|
|
void Init()
|
|
{
|
|
//
|
|
rfRewar = 2;
|
|
useGuards = false;
|
|
}
|
|
|
|
/**
|
|
* DeInitialize ...
|
|
*/
|
|
void DeInit()
|
|
{
|
|
//
|
|
mConditions.Clean();
|
|
Clean(mConditionsCollection);
|
|
|
|
//
|
|
mObjects.Clear();
|
|
mBarObjects.Clear();
|
|
}
|
|
|
|
/**
|
|
* Update To Time of Exists Components ...
|
|
*
|
|
* @param value: updated time ...
|
|
*/
|
|
void UpdateTo(
|
|
datetime value = NULL //
|
|
)
|
|
{
|
|
//
|
|
value = NormalizeTime(value);
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
// |