1079 lines
20 KiB
Plaintext
1079 lines
20 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: XSCX121SMCBaseStrategy
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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 "../../Classes/x-saherelm.x-alert.class.mq5"
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#include "../../Classes/x-saherelm.x-bar.analyser.class.mq5"
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#include "../../Classes/x-saherelm.x-poi.class.mq5"
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#include "../../Classes/x-saherelm.x-trade.class.mq5"
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#include "../Classes/x-121.smc.cobjects.class.mq5"
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#include "../Libraries/x-121.smc.lib.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 XCX121SMCBaseStrategy : public XCBaseAlert
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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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XCX121SMCBaseStrategy(
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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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{
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//
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mSymbol = _symbol;
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mPeriod = _period;
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//
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Init();
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}
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//
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// Deconstructor ...
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~XCX121SMCBaseStrategy()
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{
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DeInit();
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}
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//
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// Getter / Setter (s) ...
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/**
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* Retrieve Symbol ...
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*
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* @return ( string )
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*/
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string GetSymbol()
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{
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return mSymbol;
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}
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/**
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* Retrieve TimeFrame ...
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*
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* @return ( ENUM_TIMEFRAMES )
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*/
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ENUM_TIMEFRAMES GetPeriod()
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{
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return mPeriod;
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}
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/**
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* Retrieve POI Drawer Instance Pointer ...
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**/
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XCPOIDrawer *GetDrawer()
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{
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return mPOIDrawer;
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}
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/**
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* Check Strategy is Disabled or not ...
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*
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* @return ( bool )
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*/
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bool IsDisabled()
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{
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return mForceDisabled;
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}
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/**
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* Get Chart Id ...
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*
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* @return ( long )
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*/
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long ChartIdentification()
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{
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return mChartID;
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}
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/**
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* Set Chart Id ...
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*
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* @param value: Long ...
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*/
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void ChartIdentification(long value)
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{
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//
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if (value < 0)
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{
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value = 0;
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}
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//
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mChartID = value;
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if (mPOIDrawer != NULL)
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{
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mPOIDrawer.ChartIdentification(value);
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}
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}
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/**
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* Get Sub Window Id ...
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*
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* @return ( int )
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*/
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int SubWindowIdentification()
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{
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return mSubWindow;
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}
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/**
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* Set Sub Window Id ...
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*
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* @param value: Integer ...
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*/
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void SubWindowIdentification(int value)
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{
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//
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if (value < 0)
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{
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value = 0;
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}
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//
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mSubWindow = value;
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if (mPOIDrawer != NULL)
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{
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mPOIDrawer.SubWindowIdentification(value);
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}
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}
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/**
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* Get Signal Volume ...
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*
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* @return ( double )
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*/
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double Volume()
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{
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return mVolume;
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}
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/**
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* Set Signal Volume ...
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*
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* @param value: Double ...
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*/
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void Volume(double value)
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{
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//
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if (value < 0.01)
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{
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value = 0.01;
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}
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//
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mVolume = value;
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}
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/**
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* Get Risk/Reward Ratio ...
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*
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* @return ( double )
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*/
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double R2R()
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{
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return mR2R;
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}
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/**
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* Set Risk/Reward Ratio ...
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*
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* @param value: Double ...
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*/
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void R2R(double value)
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{
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//
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if (value < 0)
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{
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value = 1.5;
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}
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//
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mR2R = value;
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}
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/**
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* Get Max Allowed Spread ...
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*
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* @return ( double )
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*/
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double MaxAllowedSpread()
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{
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return mMaxAllowedSpread;
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}
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/**
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* Set Max Allowed Spread ...
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*
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* @param value: Double ...
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*/
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void MaxAllowedSpread(double value)
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{
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mMaxAllowedSpread = value;
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}
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/**
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* Get Min Required Ticks Verification for Spread Pass ...
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*
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* @return ( int )
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*/
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int MinRequiredTicksForSpreadPass()
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{
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return mMinRequiredTicksForSpreadPass;
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}
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/**
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* Set Min Required Ticks Verification for Spread Pass ...
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*
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* @param value: Integer ...
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*/
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void MinRequiredTicksForSpreadPass(int value)
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{
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//
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if (value < 100)
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{
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value = 100;
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}
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//
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mMinRequiredTicksForSpreadPass = value;
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}
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/**
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* Get Max Allowed Save Ticks ...
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*
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* @return ( int )
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*/
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int MaxAllowedSaveTicks()
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{
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return mMaxAllowedSaveTicks;
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}
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/**
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* Set Max Allowed Save Ticks ...
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*
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* @param value: Integer ...
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*/
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void MaxAllowedSaveTicks(int value)
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{
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//
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if (value < 150)
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{
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value = 150;
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}
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//
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mMaxAllowedSaveTicks = value;
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}
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/**
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* Get Long Signalling State ...
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*
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* @return ( bool )
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*/
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bool AllowLong()
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{
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return mAllowLong;
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}
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/**
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* Set Long Signalling State ...
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*
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* @param value: Boolean ...
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*/
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void AllowLong(bool value)
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{
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mAllowLong = value;
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}
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/**
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* Get Short Signalling State ...
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*
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* @return ( bool )
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*/
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bool AllowShort()
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{
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return mAllowShort;
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}
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/**
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* Set Short Signalling State ...
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*
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* @param value: Argument 1
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*/
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void AllowShort(bool value)
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{
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mAllowShort = value;
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}
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//
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// Actions ...
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/**
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* Disable Strategy ...
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*/
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void Disable()
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{
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mForceDisabled = true;
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}
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/**
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* Enable Strategy ...
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*/
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void Enable()
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{
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mForceDisabled = false;
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}
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/**
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* Register Signal Event Handler ...
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*
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* @param handler: an Instance of TOnXSignal ...
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*/
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void AddXSignalEventHandler(TOnX121SMCSignal handler)
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{
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//
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Add(
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handler,
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mSignalEventHandlers //
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);
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}
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//
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// Virtual Actions ...
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/**
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* Destroy All Class Implementations ...
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*/
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virtual void Destroy()
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{
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}
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/**
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* Handle Tick Processing ...
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*
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* @param positions: XPosition instance Collection ...
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*/
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virtual void HandleTick()
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{
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//
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// Check State ...
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if (IsDisabled())
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{
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return;
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}
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//
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// Check Signalling State ...
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if (!AllowLong() && !AllowShort())
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{
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return;
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}
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//
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// Check Bar Tracker State ...
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if (!mBarTracker.CanProcessBar())
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{
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return;
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}
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//
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// Retrieve Current Tick and Check it's Time
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// by Last Issued Tick ...
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MqlTick cTick;
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bool hasTick = GetTick(
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mSymbol,
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cTick //
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);
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bool isSameAsLast = cTick.time == mLastTick.time;
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if (isSameAsLast)
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{
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return;
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}
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//
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// Update Last Issued Tick ...
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mLastTick = cTick;
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SaveTickData();
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//
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// Check Current Processing Tick has Signal or not ...
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XSignal signal;
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X121SMCStrategyConditions conditions;
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bool hasSignal = HasSignal(
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signal,
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conditions //
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);
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if (!hasSignal)
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{
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return;
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}
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//
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// Waits Until Next Candle if Current Tick has Signal ...
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mBarTracker.Waits();
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//
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// Notify Signal Event Handlers ...
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NotifyOnSignalEventHandlers(
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signal,
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conditions //
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);
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}
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/**
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* Check for any Guards ...
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*
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* @param guards: X121SMCGuard instance Collection ...
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* @param positions: XPosition instance Collection ...
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*
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* @return ( virtual bool )
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*/
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virtual bool HandleGuard(
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X121SMCGuard &guards[],
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XPosition &positions[] //
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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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// Check State ...
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if (IsDisabled())
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{
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return result;
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}
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//
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// Check Signalling State ...
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if (!AllowLong() && !AllowShort())
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{
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return result;
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}
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//
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// Check Bar Tracker State ...
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if (!mGuardBarTracker.CanProcessBar())
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{
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return result;
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}
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//
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// Check For Guards ...
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result = CheckGuard(
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guards,
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positions //
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);
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//
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// Waits Until Next Candle if Current Tick has Guard ...
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mGuardBarTracker.Waits();
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//
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Clean(positions);
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//
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return result;
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}
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/**
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* Check For Signal ...
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*
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* @param signal: XSignal instance ...
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* @param conditions: X121SMCStrategyConditions instance ...
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*
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* @return ( virtual bool )
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*/
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virtual bool HasSignal(
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XSignal &signal,
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X121SMCStrategyConditions &conditions //
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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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signal.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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* Check for any Guard Actions ...
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*
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* @param guards: X121SMCGuard instance Collection ...
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*
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* @return ( virtual bool )
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*/
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virtual bool CheckGuard(
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X121SMCGuard &guards[],
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const XPosition &positions[] // Positions ...
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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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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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virtual 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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)
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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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* @return ( virtual string )
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*/
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virtual string GetTag()
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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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XCPOIDrawer *mPOIDrawer; // POI Drawer Class ...
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CArrayObj mDrawnObjects;
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//
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XTick mTicks[]; // Hold Ticks Data ...
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MqlTick mLastTick; // Last Issued Tick ...
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//
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XBarTracker mBarTracker; // Strategy Bar Tracker ...
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XBarTracker mGuardBarTracker; // Strategy Guard Bar Tracker ...
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XCBarAnalyser *mBarAnalyser; // Bar Analyser Instance
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//
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// Actions ...
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/**
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* Check Spread Passed for Positions...
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*
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* @return ( bool )
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*/
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bool IsSpreadPass()
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{
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//
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bool result = false;
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//
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double pointValue = GetPoints(mSymbol);
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double maxAllowedSpread = MaxAllowedSpread();
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int minRequiredTicksVerification = MinRequiredTicksForSpreadPass();
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if (maxAllowedSpread > 0)
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{
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maxAllowedSpread *= pointValue;
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}
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else
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{
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maxAllowedSpread = 0;
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}
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//
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result = maxAllowedSpread <= 0
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? true
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: minRequiredTicksVerification > 0;
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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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int ticksCount = ArraySize(mTicks);
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result = ticksCount >= minRequiredTicksVerification;
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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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if (maxAllowedSpread > 0)
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{
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//
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int end = -1;
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int start = -1;
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result = CalculateTicksParams(
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start,
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end,
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minRequiredTicksVerification //
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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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for (int i = start; i < end; i++)
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{
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//
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XTick iTick = mTicks[i];
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//
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result = iTick.spread <= maxAllowedSpread;
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if (!result)
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{
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break;
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}
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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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* Prepare and Normalize Signal for Execution in Strategy ...
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*
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* @param signal: XSignal instance ...
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*
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* @return ( bool )
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*/
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bool PrepareSignal(XSignal &signal)
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{
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//
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bool result = false;
|
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|
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//
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// Check Strategy Is Enables ...
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|
result = !IsDisabled();
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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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//
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// Validate Signal ...
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result = signal.IsValid();
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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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//
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bool isLong = IsLong(signal.type);
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|
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//
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// TODO: Implement Signal Preparation Mechanism here ...
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//
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return result;
|
|
}
|
|
|
|
//
|
|
|
|
/**
|
|
* Notified Signal Event Handler(s) ...
|
|
*
|
|
* @param signal: XSignal instance ...
|
|
* @param conditions: XStrategyConditions instance ...
|
|
*/
|
|
void NotifyOnSignalEventHandlers(
|
|
XSignal &signal,
|
|
X121SMCStrategyConditions &conditions //
|
|
)
|
|
{
|
|
//
|
|
if (!signal.IsValid() || !conditions.IsValid())
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
int count = ArraySize(mSignalEventHandlers);
|
|
if (!IsValidSize(count))
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
mSignalEventHandlers[i](
|
|
signal,
|
|
conditions //
|
|
);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Draw Functions ...
|
|
|
|
/**
|
|
* Clear all Drawn Objects ...
|
|
*/
|
|
void ClearDraws()
|
|
{
|
|
mDrawnObjects.Clear();
|
|
}
|
|
|
|
/**
|
|
* Remove Specified Drawn Object ...
|
|
*
|
|
* @param name: Object name ...
|
|
*/
|
|
void RemoveObject(string name)
|
|
{
|
|
//
|
|
if (!IsValid(name))
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
int count = mDrawnObjects.Total();
|
|
if (!IsValidSize(count))
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
int idx = -1;
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
string iName = ((CChartObject *)mDrawnObjects.At(i)).Name();
|
|
string iObjName = NULL;
|
|
if (!IsValid(iName))
|
|
{
|
|
iObjName = ((XCBaseObject *)mDrawnObjects.At(i)).ObjName();
|
|
}
|
|
|
|
//
|
|
if ((IsValid(iName) &&
|
|
iName == name) ||
|
|
(IsValid(iObjName) &&
|
|
iObjName == name))
|
|
{
|
|
//
|
|
idx = i;
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
if (IsValidIndex(idx))
|
|
{
|
|
mDrawnObjects.Delete(idx);
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Add Specified Object to Drawn Objects if not Exists ...
|
|
*/
|
|
void AddObjectIfNotExists(XCBaseObject *object)
|
|
{
|
|
//
|
|
string name = object.ObjName();
|
|
|
|
//
|
|
bool canAdd = true;
|
|
int count = mDrawnObjects.Total();
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
string iName = ((XCBaseObject *)mDrawnObjects.At(i)).ObjName();
|
|
|
|
//
|
|
if (name == iName)
|
|
{
|
|
//
|
|
canAdd = false;
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
if (canAdd)
|
|
{
|
|
mDrawnObjects.Add(object);
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Add Specified Objects to Drawn Objects if not Exists ...
|
|
*/
|
|
void AddObjectsIfNotExists(XCBaseObject *&objects[])
|
|
{
|
|
//
|
|
int count = ArraySize(objects);
|
|
if (!IsValidSize(count))
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
AddObjectIfNotExists(objects[i]);
|
|
}
|
|
|
|
//
|
|
Clean(objects);
|
|
}
|
|
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
string mSymbol; // Trading Symbol ...
|
|
ENUM_TIMEFRAMES mPeriod; // Trading TimeFrame ...
|
|
bool mForceDisabled; // Force Disabled ...
|
|
bool mAllowLong; // Allow Long Signals
|
|
bool mAllowShort; // Allow Short Signals
|
|
double mR2R; // Risk/Rewar Ratio ...
|
|
double mVolume; // Static Volume Per Trades ...
|
|
|
|
//
|
|
double mMaxAllowedSpread; // Max Allowed Spread ...
|
|
int mMinRequiredTicksForSpreadPass; // Min Required Ticks Verification for Spread Pass ...
|
|
int mMaxAllowedSaveTicks; // Max Allowed Save Ticks ...
|
|
|
|
//
|
|
long mChartID; // Chart ID ...
|
|
int mSubWindow; // Sub Window ID ...
|
|
|
|
//
|
|
// On X121 Signal Recieved Event Handler(s) ...
|
|
TOnX121SMCSignal mSignalEventHandlers[];
|
|
|
|
//
|
|
// Actions ...
|
|
|
|
/**
|
|
* Install all Helpers and Prepare all Configurations for required Indicators ...
|
|
*/
|
|
void Init()
|
|
{
|
|
//
|
|
mForceDisabled = false;
|
|
|
|
//
|
|
R2R(1);
|
|
Volume(0.01);
|
|
MaxAllowedSaveTicks(150);
|
|
MinRequiredTicksForSpreadPass(100);
|
|
|
|
//
|
|
ChartIdentification(0);
|
|
SubWindowIdentification(0);
|
|
|
|
//
|
|
// Configure POI Drawer if Required ...
|
|
mPOIDrawer = new XCPOIDrawer();
|
|
mPOIDrawer.ChartIdentification(0);
|
|
mPOIDrawer.SubWindowIdentification(0);
|
|
|
|
//
|
|
mPOIDrawer.DemandZoneFill(false);
|
|
mPOIDrawer.SupplyZoneFill(false);
|
|
mPOIDrawer.BullishFVGFill(false);
|
|
mPOIDrawer.BearishFVGFill(false);
|
|
mPOIDrawer.SupportZoneFill(false);
|
|
mPOIDrawer.ResistanceZoneFill(false);
|
|
mPOIDrawer.BullishOrderBlockFill(false);
|
|
mPOIDrawer.BearishOrderBlockFill(false);
|
|
|
|
//
|
|
string symbol = Symbol();
|
|
ENUM_TIMEFRAMES period = Period();
|
|
|
|
//
|
|
// Initialize Bar Tracker ...
|
|
mBarTracker.Init(
|
|
symbol,
|
|
period //
|
|
);
|
|
|
|
//
|
|
// Initialize Guard Bar Tracker ...
|
|
mGuardBarTracker.Init(
|
|
symbol,
|
|
period //
|
|
);
|
|
|
|
//
|
|
mBarAnalyser = new XCBarAnalyser();
|
|
|
|
//
|
|
}
|
|
|
|
/**
|
|
* De Initialize all Tools ...
|
|
*/
|
|
void DeInit()
|
|
{
|
|
//
|
|
ZeroMemory(mPOIDrawer);
|
|
ZeroMemory(mBarAnalyser);
|
|
|
|
//
|
|
delete mPOIDrawer;
|
|
delete mBarAnalyser;
|
|
|
|
//
|
|
Clean(mTicks);
|
|
Clean(mSignalEventHandlers);
|
|
|
|
//
|
|
Destroy();
|
|
}
|
|
|
|
/**
|
|
* Reste Bar Tracker ...
|
|
*/
|
|
void ResetBarTracker()
|
|
{
|
|
mBarTracker.Clean();
|
|
}
|
|
|
|
/**
|
|
* Add new Tick Data to Collection ...
|
|
*/
|
|
void SaveTickData()
|
|
{
|
|
//
|
|
XTick tick;
|
|
bool isInited = tick.Init(mSymbol);
|
|
if (!isInited)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
int beforeCount = ArraySize(mTicks);
|
|
|
|
//
|
|
AddRef(
|
|
tick,
|
|
mTicks //
|
|
);
|
|
|
|
//
|
|
int afterCount = ArraySize(mTicks);
|
|
|
|
//
|
|
bool isAdded = afterCount == beforeCount + 1;
|
|
if (isAdded)
|
|
{
|
|
//
|
|
// Cleaning Up Unused Items ...
|
|
int maxAllowed = MaxAllowedSaveTicks();
|
|
CleanupArray(
|
|
mTicks,
|
|
maxAllowed //
|
|
);
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Calculate Ticks Param for Looping through Last n items ...
|
|
*
|
|
* @param start: Integer Reference to Start ...
|
|
* @param end: Integer Reference to End ...
|
|
* @param numOfLastTicks: Integer Max Number of Required N Last Ticks ...
|
|
*/
|
|
bool CalculateTicksParams(
|
|
int &start,
|
|
int &end,
|
|
int numOfLastTicks = 5 //
|
|
)
|
|
{
|
|
//
|
|
bool result = 0;
|
|
|
|
//
|
|
start = -1;
|
|
end = -1;
|
|
|
|
//
|
|
int count = ArraySize(mTicks);
|
|
|
|
//
|
|
start = count - numOfLastTicks;
|
|
if (start < 0)
|
|
{
|
|
start = 0;
|
|
}
|
|
|
|
//
|
|
end = start + numOfLastTicks;
|
|
if (end > count)
|
|
{
|
|
end = count;
|
|
}
|
|
|
|
//
|
|
result = IsValidIndex(start) &&
|
|
IsValidIndex(end);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
// |