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MQL5Data/X121SMCEA/Strategy/x-121.smc.test.strategy.class.mq5
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2024-11-18 14:29:50 +03:30

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///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 Class Library
// --------------------------------------
// Name: XCX121SMCTestStrategy
// Description: provides all based classes for use ...
//
//
// 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 "../../Helpers/x-saherelm.x3ma.helper.mq5"
#include "../../Helpers/x-saherelm.x3vwap.helper.mq5"
#include "../../Helpers/x-saherelm.xpv.helper.mq5"
#include "../Classes/x-121.smc.base.strategy.class.mq5"
//
// Helper(s) ...
//
// XStrategy Class Implementation(s) ...
class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
{
//
// Public ...
public:
//
//
// Constructor(s) ...
void XCX121SMCTestStrategy(
//
// Base ...
string _symbol, // Trading Symbol
ENUM_TIMEFRAMES _period // Trading TimeFrame
)
: XCX121SMCBaseStrategy(_symbol, _period)
{
InitialHelpers();
}
//
// Deconstructur ...
void ~XCX121SMCTestStrategy()
{
}
//
// Overrides Actions ...
/**
* Destroy All Class Implementations ...
*/
void Destroy() override
{
//
delete xpvHelper;
delete x3maHelper;
delete x3vwapHelper;
}
/**
* Check Conditions For Signal ...
*/
bool HasSignal(
XSignal &signal,
X121SMCStrategyConditions &conditions //
) override
{
//
bool result = false;
//
signal.Clean();
conditions.Clean();
//
int pushers = 0;
//
double sl = 0;
double tp = 0;
double risk = 0;
double entry = 0;
double reward = 0;
double r2r = R2R();
double volume = Volume();
ENUM_POSITION_TYPE type = POSITION_TYPE_BUY;
ENUM_X_ORDER_MODES mode = X_ORDER_MODE_MARKET;
//
bool hasLong = false;
bool hasShort = false;
//
// Start Calculations ...
//
string _symbol = GetSymbol();
ENUM_TIMEFRAMES _period = GetPeriod();
//
double points = GetPoints(_symbol);
double pip = GetPipPrice(_symbol);
double pip2 = 2 * pip;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
// Retrieve Bars ...
//
// Zero Bar ...
XOHCL zBar;
result = zBar.Init(
_symbol,
_period,
zIndex //
);
if (!result)
{
return result;
}
//
// Last Bar ...
XOHCL cBar;
result = cBar.Init(
_symbol,
_period,
cIndex //
);
if (!result)
{
return result;
}
//
// Previous Bar ...
XOHCL pBar;
result = pBar.Init(
_symbol,
_period,
pIndex //
);
if (!result)
{
return result;
}
//
bool isSpreadPassed = IsSpreadPass();
result = isSpreadPassed;
if (!result)
{
return result;
}
//
// Try to Implement SMC Based Conditions ...
result = DetectConditions(conditions);
if (!result)
{
return result;
}
//
result = hasLong ||
hasShort;
//
// Rmove Signal Condition ...
if (result)
{
//
// TYPE ...
type =
hasLong
? POSITION_TYPE_BUY
: POSITION_TYPE_SELL;
ENUM_X_POSITION_TYPES xType =
hasLong
? X_POSITION_TYPE_LONG
: X_POSITION_TYPE_SHORT;
//
entry = GetEntry(
conditions.symbol,
type //
);
//
double candidates[];
DetectSLCandidates(
candidates,
entry,
conditions,
xType //
);
double selectedSL =
hasLong
? GetMax(candidates)
: GetMin(candidates);
sl =
hasLong
? selectedSL - pip2
: selectedSL + pip2;
//
// RISK Reward ...
risk =
hasLong
? entry - sl
: sl - entry;
reward = risk * r2r;
tp =
hasLong
? entry + reward
: entry - reward;
//
ClearDraws();
//
signal.sl = sl;
signal.tp = tp;
signal.type = type;
signal.mode = mode;
signal.entry = entry;
signal.volume = volume;
signal.symbol = _symbol;
signal.pushers = pushers;
signal.provider = GetTag();
signal.time = TimeCurrent();
signal.period = _5MState.period;
//
result = PrepareSignal(signal);
//
hasLong = false;
hasShort = false;
}
//
return result;
}
/**
* Detect SL Candidates based on Strategy and Conditions ...
*
* @param result: Double array reference ...
* @param entry: Double, Position Entry Price ...
* @param conditions: X121SMCStrategyConditions instance, Provides Configurations ...
* @param type: ENUM_X_POSITION_TYPES member, Specified Position Type ...
*/
void DetectSLCandidates(
double &result[],
double entry,
X121SMCStrategyConditions &conditions,
ENUM_X_POSITION_TYPES type //
) override
{
}
/**
* Customize Strategy Identifier ...
*/
string GetTag() override
{
return X121SMCStrategyToken;
}
//
// Protected ...
protected:
//
//
// Props ...
//
// XPV ...
XPVInputs xpvInputs;
XCXPVHelper *xpvHelper;
//
// X3MA ...
X3MAInputs x3maInputs;
XCX3MAHelper *x3maHelper;
//
// X3VWAP ...
X3VWAPInputs x3vwapInputs;
XCX3VWAPHelper *x3vwapHelper;
//
XPVPivot mOrderFlow[];
ENUM_X_DIRECTION mOrderFlowDir;
//
// Actions ...
/**
* Detect and Parse Market Conditions ...
*
* @return ( bool )
*/
bool DetectConditions(
X121SMCStrategyConditions &conditions //
)
{
//
bool result = false;
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
conditions.symbol = symbol;
conditions.period = period;
conditions.time = TimeCurrent();
//
int conditionsLoopback = 7;
//
// XPV ...
result = xpvHelper.GetConditions(
conditions.xpvConditions,
cIndex,
conditionsLoopback //
);
if (!result)
{
return result;
}
//
// X3MA ...
result = x3maHelper.GetConditions(
conditions.x3maConditions,
cIndex,
conditionsLoopback //
);
if (!result)
{
return result;
}
//
// X3VWAP ...
result = x3vwapHelper.GetConditions(
conditions.x3vwapConditions,
cIndex,
conditionsLoopback //
);
if (!result)
{
return result;
}
//
// Only Detect Order Flow when there isn't ...
if (ArraySize(mOrderFlow) == 0 ||
mOrderFlowDir == X_DIRECTION_NONE)
{
//
//
int samePivots = 40;
int requiredPivots = 10;
//
DetectPVPivots(
cIndex,
samePivots,
requiredPivots,
mOrderFlow,
mOrderFlowDir //
);
//
int orderFlowCount = ArraySize(mOrderFlow);
if (IsValidSize(orderFlowCount))
{
//
for (int i = 0; i < orderFlowCount; i++)
{
//
XPVPivot iPivot = mOrderFlow[i];
//
XCXPVPivotObject *iObj;
iObj = new XCXPVPivotObject();
bool isCreated = iObj.Create(
mPOIDrawer.ChartIdentification(),
mPOIDrawer.SubWindowIdentification(),
iPivot //
);
if (isCreated)
{
//
if (iPivot.IsPeak())
{
//
iObj.PivotWidth(1);
iObj.PivotFill(false);
iObj.PivotColor(clrAqua);
iObj.PivotStyle(STYLE_SOLID);
}
//
if (iPivot.IsVale())
{
//
iObj.PivotWidth(1);
iObj.PivotFill(false);
iObj.PivotStyle(STYLE_SOLID);
iObj.PivotColor(clrMagenta);
}
//
AddObjectIfNotExists(iObj);
}
}
}
//
result = IsValidSize(ArraySize(mOrderFlow));
if (!result)
{
return result;
}
}
//
if (result)
{
Print("Result: ", result);
}
return false;
//
return result;
}
/**
* Detect XPV Based POI(s) ...
*
* @param barIndex: Start Bar Index ...
* @param minRepetition: minimum Repeate of POI for Validation ...
* @param requiredPivots: Number of Min Requirement POI(s) ...
* @param orderFlow: XPVPivot instance Array Reference ...
* @param orderFlowDirection: ENUM_X_DIRECTION member Reference which represents OrderFlow Direction ...
* @param maxAllowedLoopbackBars: Integer, Max Allowed Loopback Bars ...
*
* @return ( bool )
*/
bool DetectPVPivots(
int barIndex,
int minRepetition,
int requiredPivots,
XPVPivot &orderFlow[], // OrderFlows ...
ENUM_X_DIRECTION &orderFlowDirection, // Order Flow Direction ...
int maxAllowedLoopbackBars = 576 //
)
{
//
bool result = false;
//
orderFlowDirection = X_DIRECTION_NONE;
//
if (maxAllowedLoopbackBars <= 0)
{
maxAllowedLoopbackBars = 1000;
}
//
int start = barIndex;
int end = start + maxAllowedLoopbackBars;
//
Clean(orderFlow);
//
result = minRepetition > 0 &&
requiredPivots > 0;
if (!result)
{
return result;
}
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
double peak = 0;
XPVPivot peaks[];
int peakRepeate = 0;
int peakToBarIndex = 0;
int peakFromBarIndex = 0;
//
double vale = 0;
XPVPivot vales[];
int valeRepeate = 0;
int valeToBarIndex = 0;
int valeFromBarIndex = 0;
//
bool canLookupPeak = true;
bool canLookupVale = true;
bool canLookup = true;
while (canLookup)
{
//
// Check Peak ...
double iPeak = xpvHelper.GetPeak(barIndex);
if (iPeak != peak)
{
//
if (peak != 0 &&
peakRepeate >= minRepetition)
{
//
bool isExists = false;
int count = ArraySize(peaks);
if (IsValidSize(count))
{
//
for (int i = 0; i < count; i++)
{
//
XPVPivot iPivot = peaks[i];
//
if (iPivot.upper == iPeak)
{
//
isExists = true;
break;
}
}
}
if (!isExists)
{
//
XPVPivot iPivot;
//
iPivot.lower = 0;
iPivot.upper = peak;
iPivot.symbol = symbol;
iPivot.period = period;
iPivot.type = XPV_PEAK;
iPivot.repetition = peakRepeate;
iPivot.to = iTime(
symbol,
period,
peakToBarIndex //
);
iPivot.from = iTime(
symbol,
period,
peakFromBarIndex //
);
//
iPivot.lower = iPivot.CalculateLower();
//
bool isValid = iPivot.IsValid();
if (isValid)
{
//
AddRef(
iPivot,
peaks //
);
}
}
}
//
peak = iPeak;
peakRepeate = 0;
peakFromBarIndex = 0;
peakToBarIndex = barIndex;
}
else if (iPeak == peak)
{
//
peakRepeate++;
peakFromBarIndex = barIndex;
}
//
// Check Vale ...
double iVale = xpvHelper.GetVale(barIndex);
if (iVale != vale)
{
//
if (vale != 0 &&
valeRepeate >= minRepetition)
{
//
bool isExists = false;
int count = ArraySize(vales);
if (IsValidSize(count))
{
//
for (int i = 0; i < count; i++)
{
//
XPVPivot iPivot = vales[i];
//
if (iPivot.lower == iVale)
{
//
isExists = true;
break;
}
}
}
if (!isExists)
{
//
XPVPivot iPivot;
//
iPivot.upper = 0;
iPivot.lower = vale;
iPivot.symbol = symbol;
iPivot.period = period;
iPivot.type = XPV_VALE;
iPivot.repetition = valeRepeate;
iPivot.to = iTime(
symbol,
period,
valeToBarIndex //
);
iPivot.from = iTime(
symbol,
period,
valeFromBarIndex //
);
//
iPivot.upper = iPivot.CalculateUpper();
//
bool isValid = iPivot.IsValid();
if (isValid)
{
//
AddRef(
iPivot,
vales //
);
}
}
}
//
vale = iVale;
valeRepeate = 0;
valeFromBarIndex = 0;
valeToBarIndex = barIndex;
}
else if (iVale == vale)
{
//
valeRepeate++;
valeFromBarIndex = barIndex;
}
//
canLookupPeak = ArraySize(peaks) < requiredPivots;
canLookupVale = ArraySize(vales) < requiredPivots;
canLookup = barIndex < end &&
(canLookupPeak ||
canLookupVale);
if (canLookup)
{
barIndex++;
}
}
//
result = IsValidSize(ArraySize(peaks)) ||
IsValidSize(ArraySize(vales));
if (!result)
{
return result;
}
//
// Detect Order Flow ...
Copy(
peaks,
orderFlow,
false //
);
Copy(
vales,
orderFlow,
false //
);
int count = ArraySize(orderFlow);
result = IsValidSize(orderFlow);
if (!result)
{
return result;
}
//
// Sort Pivots ...
SortPivots(orderFlow);
//
// Filter Broken Order Flows ...
FilterBrokenPivots(orderFlow);
//
// Detect Order Flow Direction ...
result = DetectPivotDirection(
orderFlow,
orderFlowDirection //
);
if (!result)
{
return result;
}
//
return result;
}
//
// Private ...
private:
//
// Props ...
/**
* Initial Required Indicators Helper ...
*/
void InitialHelpers()
{
//
string symbol = GetSymbol();
ENUM_TIMEFRAMES period = GetPeriod();
//
// Short ...
ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_MANUALLY; // How to Find Period
ENUM_TIMEFRAMES scPeriod = PERIOD_M15; // Time Period
//
// Medium ...
ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_MANUALLY; // How to Find Period
ENUM_TIMEFRAMES mcPeriod = PERIOD_M30; // Time Period
//
// Long ...
ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_MANUALLY; // How to Find Period
ENUM_TIMEFRAMES lcPeriod = PERIOD_H1; // Time Period
//
// Hind ...
ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_MANUALLY; // How to Find Period
ENUM_TIMEFRAMES hcPeriod = PERIOD_H2; // Time Period
//
// XPV ...
//
xpvInputs.Default();
//
xpvInputs.scMethod = scMethod;
xpvInputs.scPeriod = scPeriod;
xpvInputs.mcMethod = mcMethod;
xpvInputs.mcPeriod = mcPeriod;
xpvInputs.lcMethod = lcMethod;
xpvInputs.lcPeriod = lcPeriod;
xpvInputs.hcMethod = hcMethod;
xpvInputs.hcPeriod = hcPeriod;
//
xpvInputs.showPeaksAndVales = true;
xpvInputs.showLevels = false;
xpvInputs.showConsolidations = false;
xpvInputs.showFibo1Levels = false;
xpvInputs.showFibo2Levels = false;
xpvInputs.showFibo3Levels = false;
xpvInputs.showFibo4Levels = false;
xpvInputs.showFibo5Levels = false;
//
xpvHelper = new XCXPVHelper();
xpvHelper.Init(
symbol,
period,
xpvInputs //
);
//
// X3MA ...
//
x3maInputs.Default();
//
x3maInputs.showFast = false;
x3maInputs.showMid = false;
x3maInputs.showSlow = false;
//
x3maHelper = new XCX3MAHelper();
x3maHelper.Init(
symbol,
period,
x3maInputs //
);
//
// X3VWAP ...
//
x3vwapInputs.Default();
//
x3vwapInputs.showFast = false;
x3vwapInputs.showMid = false;
x3vwapInputs.showSlow = false;
//
x3vwapHelper = new XCX3VWAPHelper();
x3vwapHelper.Init(
symbol,
period,
x3vwapInputs //
);
}
//
};
//