799 lines
19 KiB
Plaintext
799 lines
19 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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// Detect Market Structures ...
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//
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// 1D ...
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mConditions.d1State = _1DState;
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result = DetectMarketStructure(
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mConditions.d1MarketDirection,
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_1DState //
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);
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if (!result)
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{
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//
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mConditions.Clean();
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return result;
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}
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bool is1DBullish = IsBullish(mConditions.d1MarketDirection);
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bool is1DBearish = IsBearish(mConditions.d1MarketDirection);
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//
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// 4H ...
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mConditions.h4State = _4HState;
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result = DetectMarketStructure(
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mConditions.h4MarketDirection,
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_4HState //
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);
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if (!result)
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{
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//
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mConditions.Clean();
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return result;
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}
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bool is4HBullish = IsBullish(mConditions.h4MarketDirection);
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bool is4HBearish = IsBearish(mConditions.h4MarketDirection);
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//
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// 2H ...
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mConditions.h2State = _2HState;
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result = DetectMarketStructure(
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mConditions.h2MarketDirection,
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_2HState //
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);
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if (!result)
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{
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//
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mConditions.Clean();
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return result;
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}
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bool is2HBullish = IsBullish(mConditions.h2MarketDirection);
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bool is2HBearish = IsBearish(mConditions.h2MarketDirection);
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//
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// 1H ...
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mConditions.h1State = _1HState;
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result = DetectMarketStructure(
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mConditions.h1MarketDirection,
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_1HState //
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);
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if (!result)
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{
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//
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mConditions.Clean();
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return result;
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}
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bool is1HBullish = IsBullish(mConditions.h1MarketDirection);
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bool is1HBearish = IsBearish(mConditions.h1MarketDirection);
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//
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// 15M ...
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mConditions.m15State = _15MState;
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result = DetectMarketStructure(
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mConditions.m15MarketDirection,
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_15MState //
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);
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if (!result)
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{
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//
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mConditions.Clean();
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return result;
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}
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bool is15MBullish = IsBullish(mConditions.m15MarketDirection);
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bool is15MBearish = IsBearish(mConditions.m15MarketDirection);
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//
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// 5M ...
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mConditions.m5State = _5MState;
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result = DetectMarketStructure(
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mConditions.m5MarketDirection,
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_5MState //
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);
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if (!result)
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{
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//
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mConditions.Clean();
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return result;
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}
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bool is5MBullish = IsBullish(mConditions.m5MarketDirection);
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bool is5MBearish = IsBearish(mConditions.m5MarketDirection);
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//
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// 1M ...
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mConditions.m1State = _1MState;
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result = DetectMarketStructure(
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mConditions.m1MarketDirection,
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_1MState //
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);
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if (!result)
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{
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//
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mConditions.Clean();
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return result;
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}
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bool is1MBullish = IsBullish(mConditions.m1MarketDirection);
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bool is1MBearish = IsBearish(mConditions.m1MarketDirection);
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//
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ENUM_X_DIRECTION marketStructure = X_DIRECTION_NONE;
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result = mConditions.HasMarketStructure(marketStructure);
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if (!result)
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{
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//
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mConditions.Clean();
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return result;
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}
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//
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DrawState(_5MState);
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//
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return result;
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}
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/**
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* Detect Specified States Market Structure ...
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*
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* @param dir: ENUM_X_DIRECTION member, Refrence ...
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* @param state: XPOIState instance ...
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*
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* @return ( bool )
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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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//
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bool result = false;
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//
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int count = 0;
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//
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// Filter Untouched Supports ...
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int untouchedSupportsCount = 0;
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XCSupportZone *untouchedSupportZones[];
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count = ArraySize(state.supportZones);
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if (IsValidSize(count))
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{
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//
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for (int i = 0; i < count; i++)
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{
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//
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XCSupportZone *item = state.supportZones[i];
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//
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// Find Breakout Bar
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XOHCL iBar;
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bool isFilled = item.FillBar(iBar);
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if (!isFilled)
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{
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break;
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}
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//
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int iBarIndex = iBar.Index();
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int iBarUnTouchedCount = 0;
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for (int j = 0; j < iBarIndex; j++)
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{
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//
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XOHCL jBar;
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bool isInited = jBar.Init(
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iBar.symbol,
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iBar.period,
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j //
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);
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if (!isInited)
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{
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break;
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}
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//
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bool isUntouched =
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jBar.low > item.Upper();
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if (isUntouched)
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{
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iBarUnTouchedCount++;
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}
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else
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{
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iBarUnTouchedCount--;
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}
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}
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//
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if (iBarUnTouchedCount > 0)
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{
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//
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Add(
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item,
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untouchedSupportZones //
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);
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}
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}
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//
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untouchedSupportsCount = ArraySize(untouchedSupportZones);
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if (IsValidSize(untouchedSupportsCount))
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{
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//
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// Draw ...
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// for (int i = 0; i < untouchedSupportsCount; i++)
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// {
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// //
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// XCSupportZone *item = untouchedSupportZones[i];
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// //
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// XCSupportZoneObject *iObj;
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// bool isCreated = mPOIDrawer.CreateSupportZone(
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// item,
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// iObj //
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// );
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// if (isCreated)
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// {
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// AddObjectIfNotExists(iObj);
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// }
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// }
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}
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}
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//
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// Filter Untouched Resistances ...
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int untouchedResistancesCount = 0;
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XCResistanceZone *untouchedResistanceZones[];
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count = ArraySize(state.resistanceZones);
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if (IsValidSize(count))
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{
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//
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for (int i = 0; i < count; i++)
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{
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//
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XCResistanceZone *item = state.resistanceZones[i];
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//
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// Find Breakout Bar
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XOHCL iBar;
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bool isFilled = item.FillBar(iBar);
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if (!isFilled)
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{
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break;
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}
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//
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int iBarIndex = iBar.Index();
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int iBarUnTouchedCount = 0;
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for (int j = 0; j < iBarIndex; j++)
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{
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//
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XOHCL jBar;
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bool isInited = jBar.Init(
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iBar.symbol,
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iBar.period,
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j //
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);
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if (!isInited)
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{
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break;
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}
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//
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bool isUntouched =
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jBar.high < item.Lower();
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if (isUntouched)
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{
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iBarUnTouchedCount++;
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}
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else
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{
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iBarUnTouchedCount--;
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}
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}
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|
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//
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if (iBarUnTouchedCount > 0)
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{
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//
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Add(
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item,
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untouchedResistanceZones //
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);
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}
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}
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//
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untouchedResistancesCount = ArraySize(untouchedResistanceZones);
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if (IsValidSize(untouchedResistancesCount))
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{
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//
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// Draw ...
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// for (int i = 0; i < untouchedResistancesCount; i++)
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// {
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// //
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// XCResistanceZone *item = untouchedResistanceZones[i];
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// //
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// XCResistanceZoneObject *iObj;
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// bool isCreated = mPOIDrawer.CreateResistanceZone(
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// item,
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// iObj //
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// );
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// if (isCreated)
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// {
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// AddObjectIfNotExists(iObj);
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// }
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|
// }
|
|
}
|
|
}
|
|
|
|
//
|
|
bool hasBullishStructure =
|
|
IsValidSize(untouchedSupportsCount) &&
|
|
untouchedSupportsCount > untouchedResistancesCount;
|
|
bool hasBearishStructure =
|
|
IsValidSize(untouchedResistancesCount) &&
|
|
untouchedResistancesCount > untouchedSupportsCount;
|
|
|
|
//
|
|
result = (hasBullishStructure &&
|
|
!hasBearishStructure) ||
|
|
(hasBearishStructure &&
|
|
!hasBullishStructure);
|
|
|
|
//
|
|
if (result)
|
|
{
|
|
//
|
|
dir =
|
|
hasBullishStructure
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
|
|
/**
|
|
* Initial Required Indicators Helper ...
|
|
*/
|
|
void InitialHelpers()
|
|
{
|
|
//
|
|
string symbol = GetSymbol();
|
|
ENUM_TIMEFRAMES period = GetPeriod();
|
|
|
|
//
|
|
// Short ...
|
|
ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // How to Find Period
|
|
ENUM_TIMEFRAMES scPeriod = NULL; // Time Period
|
|
|
|
//
|
|
// Medium ...
|
|
ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // How to Find Period
|
|
ENUM_TIMEFRAMES mcPeriod = NULL; // Time Period
|
|
|
|
//
|
|
// Long ...
|
|
ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // How to Find Period
|
|
ENUM_TIMEFRAMES lcPeriod = NULL; // Time Period
|
|
|
|
//
|
|
// Hind ...
|
|
ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // How to Find Period
|
|
ENUM_TIMEFRAMES hcPeriod = NULL; // Time Period
|
|
|
|
//
|
|
// XPV ...
|
|
|
|
//
|
|
xpvInputs.Default();
|
|
|
|
//
|
|
xpvInputs.scMethod = scMethod;
|
|
xpvInputs.scPeriod = scPeriod;
|
|
xpvInputs.mcMethod = mcMethod;
|
|
xpvInputs.mcPeriod = mcPeriod;
|
|
xpvInputs.lcMethod = lcMethod;
|
|
xpvInputs.lcPeriod = lcPeriod;
|
|
xpvInputs.hcMethod = hcMethod;
|
|
xpvInputs.hcPeriod = hcPeriod;
|
|
|
|
//
|
|
xpvInputs.showPeaksAndVales = true;
|
|
xpvInputs.showLevels = false;
|
|
xpvInputs.showConsolidations = false;
|
|
xpvInputs.showFibo1Levels = false;
|
|
xpvInputs.showFibo2Levels = false;
|
|
xpvInputs.showFibo3Levels = false;
|
|
xpvInputs.showFibo4Levels = false;
|
|
xpvInputs.showFibo5Levels = false;
|
|
|
|
//
|
|
xpvHelper = new XCXPVHelper();
|
|
xpvHelper.Init(
|
|
symbol,
|
|
period,
|
|
xpvInputs //
|
|
);
|
|
|
|
//
|
|
// X3MA ...
|
|
|
|
//
|
|
x3maInputs.Default();
|
|
|
|
//
|
|
x3maInputs.showFast = false;
|
|
x3maInputs.showMid = false;
|
|
x3maInputs.showSlow = false;
|
|
|
|
//
|
|
x3maHelper = new XCX3MAHelper();
|
|
x3maHelper.Init(
|
|
symbol,
|
|
period,
|
|
x3maInputs //
|
|
);
|
|
|
|
//
|
|
// X3VWAP ...
|
|
|
|
//
|
|
x3vwapInputs.Default();
|
|
|
|
//
|
|
x3vwapInputs.showFast = false;
|
|
x3vwapInputs.showMid = false;
|
|
x3vwapInputs.showSlow = false;
|
|
|
|
//
|
|
x3vwapHelper = new XCX3VWAPHelper();
|
|
x3vwapHelper.Init(
|
|
symbol,
|
|
period,
|
|
x3vwapInputs //
|
|
);
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
// |