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MQL5Data/X121SMCEA/Signals/x-121.smc.xvwpb.signal.lib.mq5
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2024-12-25 21:11:54 +03:30

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///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 X121 SMC Signal Class
// -------------------------------------------------
// Name:
// 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.lib.mq5"
//
// Definitions ...
struct X121SMCStrategyXVWPBSignalConditions
{
//
// Props ...
//
string symbol;
ENUM_TIMEFRAMES period;
//
double sl;
ENUM_X_DIRECTION dir;
ENUM_X_POSITION_TYPES type;
//
// Setup Props ...
//
datetime setupTime;
datetime triggerTime;
//
// Constructor ...
X121SMCStrategyXVWPBSignalConditions()
{
Clean();
}
//
// Tools ...
/**
* Cleaning Up ...
*/
void Clean()
{
//
sl = 0;
//
dir = X_DIRECTION_NONE;
type = X_POSITION_TYPE_NONE;
//
symbol = NULL;
period = NULL;
setupTime = NULL;
triggerTime = NULL;
//
ExtensionClean();
}
/**
* 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;
}
//
// Extensions ...
/**
* Clean Additional Properties ...
*/
void ExtensionClean()
{
}
//
};
//
// Extension Functions ...
//
// Detect Setup Conditions ...
bool DetectX121SMCXVWPBSiganlSetup(
string _symbol,
ENUM_TIMEFRAMES _period,
//
X121SMCStrategyXVWPBSignalConditions &conditions,
//
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper
//
)
{
//
bool result = false;
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
string symbol = _symbol;
ENUM_TIMEFRAMES period = _period;
//
conditions.symbol = symbol;
conditions.period = period;
//
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 ll = cBar.FindLowest(9, MODE_LOW);
double hh = cBar.FindHighest(9, MODE_HIGH);
//
int zoneValidationDivider = 10;
int validPivotRepetition = triggerCycleHelper.mX121Helper
.GetDonChainLength();
//
double selectedSL = 0;
//
// 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;
//
// Setup Conditions ...
//
// Detect Market Trend ...
// ENUM_X_DIRECTION trend;
// bool hasTrend = consolidationCycleHelper
// .DetectTrend(trend);
// bool hasBullishTrend = hasTrend &&
// IsBullish(trend);
// bool hasBearishTrend = hasTrend &&
// IsBearish(trend);
// result = hasBullishTrend ||
// hasBearishTrend;
// if (!result)
// {
// return result;
// }
//
// Detect VWAP Bearish ...
//
double vwapFast = triggerConditions.x121Conditions.vwapFastBuffer[1];
double vwapMid = triggerConditions.x121Conditions.vwapMidBuffer[1];
double vwapSlow = triggerConditions.x121Conditions.vwapSlowBuffer[1];
//
double vwaps[3] = {
vwapFast,
vwapMid,
vwapSlow,
};
double vwapMax = GetMax(vwaps);
double vwapMin = GetMin(vwaps);
//
bool isCloseOverVwapMax =
//
ask > vwapMax &&
bid > vwapMax &&
(cBar.low > vwapMax ||
cBar.close > vwapMax)
//
;
//
bool isCloseUnderVwapMin =
//
ask < vwapMin &&
bid < vwapMin &&
(cBar.high < vwapMin ||
cBar.close < vwapMin)
//
;
//
bool isVWapBullishState = triggerConditions.x121Conditions.isVWapBullishState;
bool isVWapSwitchedToBullishState = triggerConditions.x121Conditions.isVWapSwitchedToBullishState;
//
bool isVWapBearishState = triggerConditions.x121Conditions.isVWapBearishState;
bool isVWapSwitchedToBearishState = triggerConditions.x121Conditions.isVWapSwitchedToBearishState;
//
bool isVWapBullishOrdered = triggerConditions.x121Conditions.isVWapBullishOrdered;
bool isVWapSwitchedToBullishOrdered = triggerConditions.x121Conditions.isVWapSwitchedToBullishOrdered;
//
bool isVWapBearishOrdered = triggerConditions.x121Conditions.isVWapBearishOrdered;
bool isVWapSwitchedToBearishOrdered = triggerConditions.x121Conditions.isVWapSwitchedToBearishOrdered;
//
// Summary VWap ...
//
bool isVwapBullishFormed =
//
isVWapSwitchedToBullishState
// isCloseOverVwapMax
// //
// &&
//
// (
// //
// // (isVWapBullishOrdered &&
// // isVWapSwitchedToBullishState)
// // //
// // ||
// // //
// // (isVWapBullishState &&
// // isVWapSwitchedToBullishOrdered)
// //
// )
//
;
//
bool isVwapBearishFormed =
//
isVWapSwitchedToBearishState
// isCloseUnderVwapMin
// //
// &&
//
// (
// //
// // (isVWapBearishOrdered &&
// // isVWapSwitchedToBearishState)
// // //
// // ||
// // //
// // (isVWapBearishState &&
// // isVWapSwitchedToBearishOrdered)
// //
// )
//
;
//
isBullish =
// hasBullishTrend &&
isVwapBullishFormed;
//
isBearish =
// hasBearishTrend &&
isVwapBearishFormed;
//
result = isBullish ||
isBearish;
//
// if (!result)
// {
// return result;
// }
// //
// double sar = triggerConditions.x121Conditions.sarBuffer[1];
// //
// bool isSarBullish = triggerConditions.x121Conditions.isSarBullish;
// bool isSarSwitchedToBullish = triggerConditions.x121Conditions.isSarSwitchedToBullish;
// //
// bool isSarBearish = triggerConditions.x121Conditions.isSarBearish;
// bool isSarSwitchedToBearish = triggerConditions.x121Conditions.isSarSwitchedToBearish;
// //
// bool isSarBullishFormed = isSarBullish ||
// isSarSwitchedToBullish;
// //
// bool isSarBearishFormed = isSarBearish ||
// isSarSwitchedToBearish;
// //
// isBullish =
// isBullish &&
// isSarBullishFormed;
// //
// isBearish =
// isBearish &&
// isSarBearishFormed;
// //
// result = isBullish ||
// isBearish;
// if (!result)
// {
// return result;
// }
// //
// // Detect Pull Backs ...
// //
// bool isSignalBarBullishPullBackFormed =
// cBar.IsBearish() &&
// pBar.IsBullish() &&
// cBar.low > pBar.low;
// //
// bool isSignalBarBearishPullBackFormed =
// cBar.IsBullish() &&
// pBar.IsBearish() &&
// cBar.high < pBar.high;
// //
// // Summary Pull Backs ...
// //
// bool isBullishBarFormed =
// isSignalBarBullishPullBackFormed;
// //
// bool isBearishhBarFormed =
// isSignalBarBearishPullBackFormed;
// //
// isBullish =
// isBullish &&
// isBullishBarFormed;
// //
// isBearish =
// isBearish &&
// isBearishhBarFormed;
// //
// result = isBullish ||
// isBearish;
// if (!result)
// {
// return result;
// }
// //
// isBullish =
// //
// false
// //
// ;
// //
// isBearish =
// //
// false
// //
// ;
//
result = isBullish ||
isBearish;
if (!result)
{
//
// Clean Conditions for Regenerate ...
//
return result;
}
//
conditions.setupTime = cTime;
conditions.dir =
isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
return result;
}
//
// Detect Trigger Conditions ...
bool DetectX121SMCXVWPBSiganlTrigger(
//
X121SMCStrategyXVWPBSignalConditions &conditions,
//
string _symbol,
ENUM_TIMEFRAMES _period,
//
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper,
//
int maxAllowedSetupAge = 60 //
//
)
{
//
bool result = false;
//
result = conditions.IsSetuped();
if (!result)
{
return result;
}
//
datetime setupTime = conditions.setupTime;
ENUM_X_DIRECTION setupDir = conditions.dir;
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
string symbol = _symbol;
ENUM_TIMEFRAMES period = _period;
//
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 ll = cBar.FindLowest(9, MODE_LOW);
double hh = cBar.FindHighest(9, MODE_HIGH);
//
int zoneValidationDivider = 10;
int validPivotRepetition = triggerCycleHelper.mX121Helper
.GetDonChainLength();
//
double selectedSL = 0;
//
// 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;
//
// Trigger Conditions ...
//
double triggerPeak = triggerConditions.x121Conditions.peaksBuffer[1];
double decisionPeak = decisionConditions.x121Conditions.peaksBuffer[1];
double analysePeak = analyseConditions.x121Conditions.peaksBuffer[1];
double verificationPeak = verificationConditions.x121Conditions.peaksBuffer[1];
double consolidationPeak = consolidationConditions.x121Conditions.peaksBuffer[1];
//
double triggerVale = triggerConditions.x121Conditions.valesBuffer[1];
double decisionVale = decisionConditions.x121Conditions.valesBuffer[1];
double analyseVale = analyseConditions.x121Conditions.valesBuffer[1];
double verificationVale = verificationConditions.x121Conditions.valesBuffer[1];
double consolidationVale = consolidationConditions.x121Conditions.valesBuffer[1];
//
bool isPeaksSame =
//
triggerPeak == decisionPeak &&
triggerPeak == analysePeak &&
triggerPeak == verificationPeak &&
triggerPeak == consolidationPeak
//
;
//
bool isValesSame =
//
triggerVale == decisionVale &&
triggerVale == analyseVale &&
triggerVale == verificationVale &&
triggerVale == consolidationVale
//
;
//
isBullish =
isValesSame &&
IsBullish(setupDir);
//
isBearish =
isPeaksSame &&
IsBearish(setupDir);
//
result = isBullish ||
isBearish;
if (!result)
{
return result;
}
//
conditions.Clean();
//
isBullish =
//
false
//
;
//
isBearish =
//
false
//
;
//
result = isBullish ||
isBearish;
if (!result)
{
//
// Cleanup Setup Conditions ...
//
return result;
}
//
conditions.triggerTime = cTime;
conditions.sl = isBullish
? 0
: 0;
conditions.type = isBullish
? X_POSITION_TYPE_LONG
: X_POSITION_TYPE_SHORT;
//
return result;
}
//