858 lines
16 KiB
Plaintext
858 lines
16 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Indicator
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// -------------------------------------------------
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// Name: XCAEASignaller Lib
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// Description: Library for XCAEA Signaller ...
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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 copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://saherelm.ir"
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#property version "1.00"
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#property description "SaherElm Library for XCAEA Signaller"
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#property strict
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//
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// Imports ...
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#include "../../Libraries/x-saherelm.common.lib.mq5"
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#include "../../Libraries/x-saherelm.x-poi.lib.mq5"
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#include "../../Libraries/x-saherelm.x-trade.lib.mq5"
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#include "../Helpers/xcaea.helper.mq5"
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//
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// Enumeration ...
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//
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// Guard Actions ...
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enum ENUM_GUARD_ACTIONS
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{
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X_GUARD_ACTION_NONE, // Nothing to Do
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X_GUARD_ACTION_CLOSE, // Close Specified Position
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X_GUARD_ACTION_CLOSE_ALL, // Close All Positions
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X_GUARD_ACTION_CLOSE_LONGS, // Close All Long Positions
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X_GUARD_ACTION_CLOSE_SHORTS, // Close All Short Position
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X_GUARD_ACTION_PARTIAL_CLOSE, // Partial Close Specified Position
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X_GUARD_ACTION_TRAIL_STOP, // Trail Stop of Specified Position
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X_GUARD_ACTION_TRAIL_TARGET, // Trail Target of Specified Position
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X_GUARD_ACTION_HEDGE, // Hedge Specified Positions
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};
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//
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// Definitions ...
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//
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// Conditions Struct ...
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struct XCAEAStrategyConditions
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{
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//
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// Props ...
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//
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string symbol;
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ENUM_TIMEFRAMES period;
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//
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// Setup Props ...
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//
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double sl;
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double tp;
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double pivot;
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double point;
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string provider;
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double targets[];
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//
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datetime time;
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datetime setupTime;
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datetime triggerTime;
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//
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XBoxZone signalBox;
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ENUM_X_DIRECTION dir;
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ENUM_X_POSITION_TYPES type;
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XCAEAConditions conditions;
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//
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// Constructor ...
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XCAEAStrategyConditions()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* Cleaning Up ...
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*/
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void Clean()
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{
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//
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sl = 0;
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tp = 0;
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pivot = 0;
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point = 0;
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//
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symbol = NULL;
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period = NULL;
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provider = NULL;
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//
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time = NULL;
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setupTime = NULL;
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triggerTime = NULL;
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//
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Clean(targets);
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//
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signalBox.Clean();
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conditions.Clean();
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//
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dir = X_DIRECTION_NONE;
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type = X_POSITION_TYPE_NONE;
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//
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}
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//
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// Signalling ...
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/**
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* Validate ...
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*
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* @return ( bool )
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*/
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bool IsValid()
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{
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//
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bool result = false;
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//
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result = IsSpecifiedValid(symbol) &&
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IsSpecifiedValid(period) &&
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IsSpecifiedValid(time);
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//
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return result;
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}
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/**
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* Check Conditions Has Valid Bullish Signal ...
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*
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* @return ( bool )
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*/
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bool HasBullishSignal()
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{
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//
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bool result = false;
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//
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result =
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(sl > 0 ||
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tp > 0) &&
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IsValid() &&
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HasDirection(dir);
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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 =
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IsBullish(dir);
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//
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return result;
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}
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/**
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* Check Conditions Has Valid Bearish Signal ...
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*
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* @return ( bool )
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*/
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bool HasBearishSignal()
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{
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//
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bool result = false;
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//
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result =
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(sl > 0 ||
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tp > 0) &&
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IsValid() &&
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HasDirection(dir);
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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 =
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IsBearish(dir);
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//
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return result;
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}
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//
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// Setting Up and Triggering Up ...
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/**
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* Check Condition is Setting Up ...
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*
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* @param dir: ENUM_X_DIRECTION member, Setting Up Direction ...
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*
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* @return ( bool )
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*/
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bool IsSetuped()
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{
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//
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bool result = false;
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//
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result = IsValid(setupTime) &&
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HasDirection(dir);
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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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return result;
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}
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/**
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* Calculate Setup Age ...
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*
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* @return ( int )
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*/
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int GetSetupAge()
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{
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//
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int result = 0;
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//
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if (!IsSetuped())
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{
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return result;
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}
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//
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result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period);
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//
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return result;
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}
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/**
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* Detect How we Can Trigger Signal ...
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*
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* @return ( bool )
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*/
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bool CanTrigger()
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{
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//
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bool result = false;
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//
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result =
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//
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sl > 0 &&
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IsValid(symbol) &&
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IsValid(period) &&
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IsValid(triggerTime) &&
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type != X_POSITION_TYPE_ALL &&
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type != X_POSITION_TYPE_NONE
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//
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;
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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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//
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// Model a Guard Action ...
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struct XCAEAGuard
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{
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//
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// Props ...
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ENUM_GUARD_ACTIONS action;
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datetime time;
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//
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string symbol;
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string provider;
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//
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// Specified Position ...
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ulong ticket;
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//
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// Partial Close ...
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double volumeMultiplier;
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//
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// SL Trial ...
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double sl;
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//
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// TP Trial ...
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double tp;
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//
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// Constructor ...
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XCAEAGuard()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* Cleanup ...
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*/
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void Clean()
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{
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//
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time = NULL;
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action = X_GUARD_ACTION_NONE;
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//
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symbol = NULL;
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provider = NULL;
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//
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ticket = 0;
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//
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volumeMultiplier = 0;
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//
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sl = 0;
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tp = 0;
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//
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ZeroMemory(this);
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}
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/**
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* Validate ...
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*
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* @return ( bool )
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*/
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bool IsValid()
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{
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//
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bool result = false;
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//
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result =
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//
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IsValid(time) &&
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IsValid(symbol) &&
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IsValid(provider) &&
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action != X_GUARD_ACTION_NONE
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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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// Validate Model Based On Specified Guard Actions ...
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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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* Add Guard to Collection ...
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*
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* @param guard: XCAEAGuard instance ...
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* @param guards: XCAEAGuard instance Collection ...
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*
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* @return ( int )
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*/
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int AddGuard(
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XCAEAGuard &guard,
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XCAEAGuard &guards[] //
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)
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{
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//
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int result = 0;
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//
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if (!guard.IsValid())
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{
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return result;
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}
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//
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AddRef(
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guard,
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guards //
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);
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//
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result = ArraySize(guards);
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//
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return result;
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}
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//
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bool DetectXCAEAConditions(
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XCAEAConditions &conditions,
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XBoxZone &box,
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ENUM_X_DIRECTION &dir,
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XCXCAEAHelper *helper,
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int barIndex = 0,
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int loopback = 10 //
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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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box.Clean();
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conditions.Clean();
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dir = X_DIRECTION_NONE;
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//
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if (barIndex < 0)
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{
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barIndex = 0;
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}
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loopback = NormalizeInt(loopback, 5);
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//
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string symbol = helper.GetSymbol();
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ENUM_TIMEFRAMES period = helper.GetPeriod();
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//
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result = helper.GetConditions(
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conditions,
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barIndex,
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loopback //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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//
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int zIDX = barIndex;
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int cIDX = zIDX + 1;
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int pIDX = cIDX + 1;
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int ppIDX = pIDX + 1;
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int p3IDX = ppIDX + 1;
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int p4IDX = p3IDX + 1;
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//
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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 p3Bar;
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XOHCL p4Bar;
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result = zBar.Init(
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symbol,
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period,
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zIDX //
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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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ppBar.GetPreviousBar(p3Bar);
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result =
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result &&
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p3Bar.GetPreviousBar(p4Bar);
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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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p3Bar.Clean();
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p4Bar.Clean();
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//
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box.Clean();
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conditions.Clean();
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//
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return result;
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}
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//
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// Bars Conditions ...
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//
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ENUM_X_DIRECTION cBarDir;
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//
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// Hammer ...
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bool isCBarHammer = helper
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.barAnalyser
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.IsHammer(
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cBar,
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cBarDir //
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);
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bool isCBarBullishHammer =
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isCBarHammer &&
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IsBullish(cBarDir);
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bool isCBarBearishHammer =
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isCBarHammer &&
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IsBearish(cBarDir);
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//
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// Rejected ...
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bool isCBarRejected = helper
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.barAnalyser
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.IsRejected(
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cBar,
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cBarDir,
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false, // Force Type ...
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true // Force Fibo Pressure ...
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);
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bool isCBarBullishRejected =
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isCBarRejected &&
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IsBullish(cBarDir);
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bool isCBarBearishRejected =
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isCBarRejected &&
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IsBearish(cBarDir);
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//
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// Engulfed ...
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bool isCBarEngulfed = helper
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.barAnalyser
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.IsEngulfed(
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cBar,
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cBarDir //
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);
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bool isCBarBullishEngulfed =
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isCBarEngulfed &&
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IsBullish(cBarDir);
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bool isCBarBearishEngulfed =
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isCBarEngulfed &&
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IsBearish(cBarDir);
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//
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// Momentum ...
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bool isCBarMomentum = helper
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.barAnalyser
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.IsMomentum(
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cBar,
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cBarDir,
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1 //
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);
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bool isCBarBullishMomentum =
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isCBarMomentum &&
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IsBullish(cBarDir);
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bool isCBarBearishMomentum =
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isCBarMomentum &&
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IsBearish(cBarDir);
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//
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// Bar Sumarise ...
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//
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bool isCBarValidForBullish =
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(isCBarBullishHammer ||
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isCBarBullishRejected ||
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isCBarBullishMomentum ||
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isCBarBullishEngulfed);
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//
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bool isCBarValidForBearish =
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(isCBarBearishHammer ||
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isCBarBearishRejected ||
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isCBarBearishMomentum ||
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isCBarBearishEngulfed);
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//
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// Score ...
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//
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double bullishScore = 0;
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double bearishScore = 0;
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conditions.GenerateScore(
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bullishScore,
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bearishScore //
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);
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//
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bool isScoreBullish =
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bullishScore > bearishScore;
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//
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bool isScoreBearish =
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bearishScore > bullishScore;
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//
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string summary =
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conditions
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.GenerateSummary();
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//
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// Conditions ...
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//
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// Reading Values ...
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//
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// KI ...
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//
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double cKI = conditions.kiBuffer[cIDX];
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double pKI = conditions.kiBuffer[pIDX];
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double p2KI = conditions.kiBuffer[ppIDX];
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//
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double cKIState = conditions.kiStateBuffer[cIDX];
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double pKIState = conditions.kiStateBuffer[pIDX];
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double p2KIState = conditions.kiStateBuffer[ppIDX];
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//
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// TKI ...
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//
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double cTKI = conditions.tkiBuffer[cIDX];
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double pTKI = conditions.tkiBuffer[pIDX];
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double p2TKI = conditions.tkiBuffer[ppIDX];
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//
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double cTKIState = conditions.tkiStateBuffer[cIDX];
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double pTKIState = conditions.tkiStateBuffer[pIDX];
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double p2TKIState = conditions.tkiStateBuffer[ppIDX];
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//
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// TREND ...
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//
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double cTrend = conditions.trendBuffer[cIDX];
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double pTrend = conditions.trendBuffer[pIDX];
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double p2Trend = conditions.trendBuffer[ppIDX];
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//
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double ctrendState = conditions.trendStateBuffer[cIDX];
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double ptrendState = conditions.trendStateBuffer[pIDX];
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double p2trendState = conditions.trendStateBuffer[ppIDX];
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//
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// SWING Low ...
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//
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double cSWL = conditions.swingLowBuffer[cIDX];
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double pSWL = conditions.swingLowBuffer[pIDX];
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double p2SWL = conditions.swingLowBuffer[ppIDX];
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//
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// SWING High ...
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//
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double cSWH = conditions.swingHighBuffer[cIDX];
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double pSWH = conditions.swingHighBuffer[pIDX];
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double p2SWH = conditions.swingHighBuffer[ppIDX];
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//
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// PEAK ...
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//
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double cPeak = conditions.peakBuffer[cIDX];
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double pPeak = conditions.peakBuffer[pIDX];
|
|
double p2Peak = conditions.peakBuffer[ppIDX];
|
|
|
|
//
|
|
// VALE ...
|
|
|
|
//
|
|
double cVale = conditions.valeBuffer[cIDX];
|
|
double pVale = conditions.valeBuffer[pIDX];
|
|
double p2Vale = conditions.valeBuffer[ppIDX];
|
|
|
|
//
|
|
// COMPLEX ...
|
|
|
|
//
|
|
double iKTIRNDs[] = {
|
|
cKI,
|
|
cTKI,
|
|
cTrend //
|
|
};
|
|
|
|
//
|
|
double iKTIRNDMax = GetMax(iKTIRNDs);
|
|
double iKTIRNDMin = GetMin(iKTIRNDs);
|
|
|
|
//
|
|
// Conditions Preparing ...
|
|
|
|
//
|
|
bool isTKITRNDBullish =
|
|
cKIState > 0 &&
|
|
cTKIState > 0 &&
|
|
ctrendState > 0;
|
|
|
|
//
|
|
bool isTKITRNDBullishPrev =
|
|
pKIState > 0 &&
|
|
pTKIState > 0 &&
|
|
ptrendState > 0;
|
|
|
|
//
|
|
bool isTKITRNDBearish =
|
|
cKIState < 0 &&
|
|
cTKIState < 0 &&
|
|
ctrendState < 0;
|
|
|
|
//
|
|
bool isTKITRNDBearishPrev =
|
|
pKIState < 0 &&
|
|
pTKIState < 0 &&
|
|
ptrendState < 0;
|
|
|
|
//
|
|
bool isTKITRNDSwitchedToBullish =
|
|
isTKITRNDBullish &&
|
|
!isTKITRNDBullishPrev;
|
|
|
|
//
|
|
bool isTKITRNDSwitchedToBearish =
|
|
isTKITRNDBearish &&
|
|
!isTKITRNDBearishPrev;
|
|
|
|
//
|
|
bool isCond1Bullish =
|
|
conditions.isValeIsPivot &&
|
|
isTKITRNDSwitchedToBullish;
|
|
|
|
//
|
|
bool isCond1Bearish =
|
|
conditions.isPeakIsPivot &&
|
|
isTKITRNDSwitchedToBearish;
|
|
|
|
//
|
|
if (isCond1Bullish ||
|
|
isCond1Bearish)
|
|
{
|
|
//
|
|
Print("Cond1");
|
|
}
|
|
|
|
//
|
|
// Summarise Conditions ...
|
|
|
|
//
|
|
bool isBullish =
|
|
//
|
|
false
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isBearish =
|
|
//
|
|
false
|
|
//
|
|
;
|
|
|
|
//
|
|
result = isBullish ||
|
|
isBearish;
|
|
if (result)
|
|
{
|
|
//
|
|
dir =
|
|
isBullish
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
double entry = GetEntry(
|
|
conditions.symbol,
|
|
dir //
|
|
);
|
|
double sl = 0; // conditions.kijunSenBuffer[cIDX];
|
|
|
|
//
|
|
box.dir = dir;
|
|
box.symbol = conditions.symbol;
|
|
box.period = conditions.period;
|
|
|
|
//
|
|
box.upper =
|
|
isBullish
|
|
? entry
|
|
: sl;
|
|
|
|
//
|
|
box.lower =
|
|
isBullish
|
|
? sl
|
|
: entry;
|
|
|
|
//
|
|
box.to = zBar.time;
|
|
box.from = p4Bar.time;
|
|
|
|
//
|
|
box.type = ToString(dir) + "_Signal_" + conditions.symbol + "_" + ToString(conditions.period);
|
|
}
|
|
|
|
//
|
|
result = box.IsValid() &&
|
|
HasDirection(dir);
|
|
|
|
//
|
|
// Cleanup Resources ...
|
|
|
|
//
|
|
if (!result)
|
|
{
|
|
//
|
|
box.Clean();
|
|
conditions.Clean();
|
|
}
|
|
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
ppBar.Clean();
|
|
p3Bar.Clean();
|
|
p4Bar.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
// |