MQL5Data/XCATBEA/Libraries/xcatbea.signaller.lib.mq5

///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Library
// ---------------------------------------
// Name: XCATBEASignallerLib
// Description: required Parsers for XCATBEA Signaller ...
//
//
// Maintainer:
// ------------
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
//
//////////////////////////////////////////////////////
//
// Global Properties ...
#property library
#property copyright "Copyright `023, SaherElm IT Center"
#property link "https://www.saherelm.ir"
#property version "1.00"
#property strict

//
// Imports ...
#include "../../Helpers/x-saherelm.x121.xcatb.helper.mq5"
#include "../../Libraries/x-saherelm.common.lib.mq5"
#include "../../Libraries/x-saherelm.x-poi.lib.mq5"
#include "../../Libraries/x-saherelm.x-trade.lib.mq5"
#include "../Libraries/xcatbea.lib.mq5"

//
// Definitions ...

//
struct XCATBEAStrategyConditions
{
    //
    // Props ...

    //
    string symbol;
    ENUM_TIMEFRAMES period;

    //
    // Setup Props ...

    //
    double sl;
    double tp;
    double pivot;
    double point;
    double entry;
    double reward;
    string provider;

    //
    XTarget targets[];

    //
    datetime time;
    datetime setupTime;
    datetime triggerTime;

    //
    XBoxZone pivotZone;
    ENUM_X_DIRECTION dir;
    XTriggerBlock triggerBlock;
    ENUM_X_POSITION_TYPES type;
    X121XCatbConditions conditions;

    //
    // Constructor ...
    XCATBEAStrategyConditions()
    {
        Clean();
    }

    //
    // Tools ...

    /**
     * Cleaning Up ...
     */
    void Clean()
    {
        //
        sl = 0;
        tp = 0;
        pivot = 0;
        point = 0;
        entry = 0;
        reward = 0;

        //
        symbol = NULL;
        period = NULL;
        provider = NULL;

        //
        time = NULL;
        setupTime = NULL;
        triggerTime = NULL;

        //
        Clean(targets);

        //
        pivotZone.Clean();
        conditions.Clean();
        triggerBlock.Clean();

        //
        dir = X_DIRECTION_NONE;
        type = X_POSITION_TYPE_NONE;

        //
        ZeroMemory(this);
    }

    //
    // Signalling ...

    /**
     * Validate ...
     *
     * @return ( bool )
     */
    bool IsValid()
    {
        //
        bool result = false;

        //
        result = IsSpecifiedValid(symbol) &&
                 IsSpecifiedValid(period) &&
                 IsSpecifiedValid(time);

        //
        return result;
    }

    /**
     * Check Conditions Has Valid Bullish Signal ...
     *
     * @return ( bool )
     */
    bool HasBullishSignal()
    {
        //
        bool result = false;

        //
        result =
            (sl > 0 ||
             tp > 0) &&
            IsValid() &&
            HasDirection(dir);
        if (!result)
        {
            return result;
        }

        //
        result =
            IsBullish(dir);

        //
        return result;
    }

    /**
     * Check Conditions Has Valid Bearish Signal ...
     *
     * @return ( bool )
     */
    bool HasBearishSignal()
    {
        //
        bool result = false;

        //
        result =
            (sl > 0 ||
             tp > 0) &&
            IsValid() &&
            HasDirection(dir);
        if (!result)
        {
            return result;
        }

        //
        result =
            IsBearish(dir);

        //
        return result;
    }

    //
    // Setting Up and Triggering Up ...

    /**
     * Check Condition is Setting Up ...
     *
     * @param  dir: ENUM_X_DIRECTION member, Setting Up Direction ...
     *
     * @return ( bool )
     */
    bool IsSetuped()
    {
        //
        bool result = false;

        //
        result = IsValid(setupTime) &&
                 HasDirection(dir);
        if (!result)
        {
            return result;
        }

        //
        return result;
    }

    /**
     * Calculate Setup Age ...
     *
     * @return ( int )
     */
    int GetSetupAge()
    {
        //
        int result = 0;

        //
        if (!IsSetuped())
        {
            return result;
        }

        //
        result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period);

        //
        return result;
    }

    /**
     * Detect How we Can Trigger Signal ...
     *
     * @return ( bool )
     */
    bool CanTrigger()
    {
        //
        bool result = false;

        //
        result =
            //
            sl > 0 &&
            IsValid(symbol) &&
            IsValid(period) &&
            IsValid(triggerTime) &&
            type != X_POSITION_TYPE_ALL &&
            type != X_POSITION_TYPE_NONE
            //
            ;

        //
        return result;
    }

    //
};

/**
 * Detect Signal Zone based on Market Conditions ...
 *
 * @param helper: XCX121XCatbHelper instance pointer ...
 * @param barAnalyser: XCBarAnalyser instance pointer ...
 * @param conditions: X121XCatbConditions instance reference, hold signalling Conditions ...
 * @param signalZone: XBoxZone instance reference, hold Signal Zone ...
 * @param barIndex: int, Bar Index ...
 * @param loopback: int, Loopback for Market Conditions ...
 *
 * @return ( bool )
 */
bool DetectSignalZone(
    XCX121XCatbHelper *helper,
    XCBarAnalyser *barAnalyser,
    X121XCatbConditions &conditions,
    XBoxZone &signalZone,
    int barIndex = 0,
    int loopback = 10 //
)
{
    //
    bool result = false;

    //
    // Normalize Args ...
    signalZone.Clean();
    conditions.Clean();
    loopback = NormalizeInt(loopback, 0);
    barIndex = NormalizeInt(barIndex, 0);

    //
    // Validate Args ...
    result =
        helper != NULL &&
        barAnalyser != NULL;
    if (!result)
    {
        return result;
    }

    //
    // Validate Result ...
    result = signalZone.IsValid();

    //
    // Cleanup Resources ...

    //
    if (!result)
    {
        //
        signalZone.Clean();
        conditions.Clean();
    }

    //
    return result;
}

//