479 lines
10 KiB
Plaintext
479 lines
10 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Class Library
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// --------------------------------------
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// Name: XCX121SMCTestStrategy
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// Description: provides all based classes for use ...
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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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//
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#include "../../Helpers/x-saherelm.x3ma.helper.mq5"
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#include "../../Helpers/x-saherelm.x3vwap.helper.mq5"
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#include "../../Helpers/x-saherelm.xpv.helper.mq5"
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#include "../Classes/x-121.smc.base.strategy.class.mq5"
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//
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// Helper(s) ...
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//
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// XStrategy Class Implementation(s) ...
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class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
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{
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//
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// Public ...
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public:
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//
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//
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// Constructor(s) ...
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void XCX121SMCTestStrategy(
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//
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// Base ...
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string _symbol, // Trading Symbol
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ENUM_TIMEFRAMES _period // Trading TimeFrame
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)
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: XCX121SMCBaseStrategy(_symbol, _period)
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{
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InitialHelpers();
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}
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//
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// Deconstructur ...
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void ~XCX121SMCTestStrategy()
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{
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}
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//
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// Overrides Actions ...
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/**
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* Destroy All Class Implementations ...
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*/
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void Destroy() override
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{
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//
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delete xpvHelper;
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delete x3maHelper;
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delete x3vwapHelper;
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}
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/**
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* Check Conditions For Signal ...
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*/
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bool HasSignal(
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XSignal &signal,
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X121SMCStrategyConditions &conditions //
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) override
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{
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//
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bool result = false;
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//
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signal.Clean();
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conditions.Clean();
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//
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int pushers = 0;
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//
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double sl = 0;
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double tp = 0;
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double risk = 0;
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double entry = 0;
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double reward = 0;
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double r2r = R2R();
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double volume = Volume();
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ENUM_POSITION_TYPE type = POSITION_TYPE_BUY;
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ENUM_X_ORDER_MODES mode = X_ORDER_MODE_MARKET;
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//
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bool hasLong = false;
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bool hasShort = false;
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//
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// Start Calculations ...
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//
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string _symbol = GetSymbol();
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ENUM_TIMEFRAMES _period = GetPeriod();
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//
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double points = GetPoints(_symbol);
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double pip = GetPipPrice(_symbol);
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double pip2 = 2 * pip;
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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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// Retrieve Bars ...
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//
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// Zero Bar ...
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XOHCL zBar;
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result = zBar.Init(
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_symbol,
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_period,
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zIndex //
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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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// Last Bar ...
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XOHCL cBar;
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result = cBar.Init(
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_symbol,
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_period,
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cIndex //
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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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// Previous Bar ...
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XOHCL pBar;
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result = pBar.Init(
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_symbol,
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_period,
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pIndex //
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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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bool isSpreadPassed = IsSpreadPass();
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result = isSpreadPassed;
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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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// Try to Implement SMC Based Conditions ...
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ENUM_X_DIRECTION dir = X_DIRECTION_NONE;
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result = DetectConditions(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 = hasLong ||
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hasShort;
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//
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// Rmove Signal Condition ...
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if (result)
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{
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//
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// TYPE ...
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type =
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hasLong
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? POSITION_TYPE_BUY
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: POSITION_TYPE_SELL;
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ENUM_X_POSITION_TYPES xType =
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hasLong
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? X_POSITION_TYPE_LONG
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: X_POSITION_TYPE_SHORT;
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//
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entry = GetEntry(
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conditions.symbol,
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type //
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);
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//
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double candidates[];
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DetectSLCandidates(
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candidates,
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entry,
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conditions,
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xType //
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);
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double selectedSL =
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hasLong
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? GetMax(candidates)
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: GetMin(candidates);
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sl =
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hasLong
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? selectedSL - pip2
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: selectedSL + pip2;
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//
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// RISK Reward ...
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risk =
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hasLong
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? entry - sl
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: sl - entry;
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reward = risk * r2r;
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tp =
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hasLong
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? entry + reward
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: entry - reward;
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//
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ClearDraws();
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//
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signal.sl = sl;
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signal.tp = tp;
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signal.type = type;
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signal.mode = mode;
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signal.entry = entry;
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signal.volume = volume;
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signal.symbol = _symbol;
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signal.pushers = pushers;
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signal.provider = GetTag();
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signal.time = TimeCurrent();
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signal.period = _5MState.period;
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//
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result = PrepareSignal(signal);
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//
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hasLong = false;
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hasShort = false;
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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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* Detect SL Candidates based on Strategy and Conditions ...
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*
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* @param result: Double array reference ...
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* @param entry: Double, Position Entry Price ...
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* @param conditions: X121SMCStrategyConditions instance, Provides Configurations ...
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* @param type: ENUM_X_POSITION_TYPES member, Specified Position Type ...
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*/
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void DetectSLCandidates(
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double &result[],
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double entry,
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X121SMCStrategyConditions &conditions,
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ENUM_X_POSITION_TYPES type //
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) override
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{
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}
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/**
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* Customize Strategy Identifier ...
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*/
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string GetTag() override
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{
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return X121SMCStrategyToken;
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}
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//
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// Protected ...
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protected:
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//
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//
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// Props ...
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//
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// XPV ...
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XPVInputs xpvInputs;
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XCXPVHelper *xpvHelper;
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//
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// X3MA ...
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X3MAInputs x3maInputs;
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XCX3MAHelper *x3maHelper;
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//
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// X3VWAP ...
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X3VWAPInputs x3vwapInputs;
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XCX3VWAPHelper *x3vwapHelper;
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//
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// Actions ...
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bool DetectConditions(ENUM_X_DIRECTION &dir)
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{
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//
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bool result = false;
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//
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mConditions.Clean();
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mConditions.symbol = GetSymbol();
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mConditions.period = GetPeriod();
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mConditions.time = TimeCurrent();
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//
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dir = X_DIRECTION_NONE;
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//
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// TODO: Implement ...
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ENUM_X_DIRECTION marketStructureDir;
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result = DetectMarketStructure(
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marketStructureDir,
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_5MState //
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);
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//
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if (!result)
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{
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mConditions.Clean();
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}
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//
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return result;
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}
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bool DetectMarketStructure(
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ENUM_X_DIRECTION &dir,
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XPOIState &state //
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) {
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//
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bool result = false;
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//
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DrawState(state);
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//
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Print("Salam");
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//
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return result;
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}
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//
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// Private ...
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private:
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//
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// Props ...
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/**
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* Initial Required Indicators Helper ...
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*/
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void InitialHelpers()
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{
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//
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string symbol = GetSymbol();
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ENUM_TIMEFRAMES period = GetPeriod();
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//
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// Short ...
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ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // How to Find Period
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ENUM_TIMEFRAMES scPeriod = NULL; // Time Period
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//
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// Medium ...
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ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // How to Find Period
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ENUM_TIMEFRAMES mcPeriod = NULL; // Time Period
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//
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// Long ...
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ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // How to Find Period
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ENUM_TIMEFRAMES lcPeriod = NULL; // Time Period
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//
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// Hind ...
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ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // How to Find Period
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ENUM_TIMEFRAMES hcPeriod = NULL; // Time Period
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//
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// XPV ...
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//
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xpvInputs.Default();
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//
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xpvInputs.scMethod = scMethod;
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xpvInputs.scPeriod = scPeriod;
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xpvInputs.mcMethod = mcMethod;
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xpvInputs.mcPeriod = mcPeriod;
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xpvInputs.lcMethod = lcMethod;
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xpvInputs.lcPeriod = lcPeriod;
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xpvInputs.hcMethod = hcMethod;
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xpvInputs.hcPeriod = hcPeriod;
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//
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xpvInputs.showPeaksAndVales = true;
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xpvInputs.showLevels = false;
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xpvInputs.showConsolidations = false;
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xpvInputs.showFibo1Levels = false;
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xpvInputs.showFibo2Levels = false;
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xpvInputs.showFibo3Levels = false;
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xpvInputs.showFibo4Levels = false;
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xpvInputs.showFibo5Levels = false;
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//
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xpvHelper = new XCXPVHelper();
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xpvHelper.Init(
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symbol,
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period,
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xpvInputs //
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);
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//
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// X3MA ...
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//
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x3maInputs.Default();
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//
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x3maInputs.showFast = false;
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x3maInputs.showMid = false;
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x3maInputs.showSlow = false;
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//
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x3maHelper = new XCX3MAHelper();
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x3maHelper.Init(
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symbol,
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period,
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x3maInputs //
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);
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//
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// X3VWAP ...
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//
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x3vwapInputs.Default();
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//
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x3vwapInputs.showFast = false;
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x3vwapInputs.showMid = false;
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x3vwapInputs.showSlow = false;
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//
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x3vwapHelper = new XCX3VWAPHelper();
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x3vwapHelper.Init(
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symbol,
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period,
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x3vwapInputs //
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);
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}
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//
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};
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// |