1168 lines
23 KiB
Plaintext
1168 lines
23 KiB
Plaintext
///////////////////////////////////////////////////////
|
|
//
|
|
// SaherElm IT Center MQL5 Class Library
|
|
// --------------------------------------
|
|
// Name: XSCX121SMCBaseStrategy
|
|
// Description: provides all based classes for use ...
|
|
//
|
|
//
|
|
// Maintainer:
|
|
// ------------
|
|
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
|
|
//
|
|
//////////////////////////////////////////////////////
|
|
//
|
|
// Global Properties ...
|
|
#property library
|
|
#property copyright "Copyright 2023, SaherElm IT Center"
|
|
#property link "https://www.saherelm.ir"
|
|
#property version "1.00"
|
|
#property strict
|
|
|
|
//
|
|
// Imports ...
|
|
|
|
//
|
|
#include "../../Classes/x-saherelm.x-alert.class.mq5"
|
|
#include "../../Classes/x-saherelm.x-bar.analyser.class.mq5"
|
|
#include "../../Classes/x-saherelm.x-poi.class.mq5"
|
|
#include "../../Classes/x-saherelm.x-trade.class.mq5"
|
|
#include "../Classes/x-121.smc.cobjects.class.mq5"
|
|
#include "../Libraries/x-121.smc.lib.mq5"
|
|
|
|
//
|
|
// Helper(s) ...
|
|
|
|
//
|
|
// XStrategy Class Implementation(s) ...
|
|
class XCX121SMCBaseStrategy : public XCBaseAlert
|
|
{
|
|
//
|
|
// Public ...
|
|
public:
|
|
//
|
|
|
|
//
|
|
// Constructor(s) ...
|
|
void XCX121SMCBaseStrategy(
|
|
//
|
|
// Base ...
|
|
string _symbol, // Trading Symbol
|
|
ENUM_TIMEFRAMES _period // Trading TimeFrame
|
|
)
|
|
{
|
|
//
|
|
mSymbol = _symbol;
|
|
mPeriod = _period;
|
|
|
|
//
|
|
Init();
|
|
}
|
|
|
|
//
|
|
// Deconstructor ...
|
|
void ~XCX121SMCBaseStrategy()
|
|
{
|
|
DeInit();
|
|
}
|
|
|
|
//
|
|
// Getter / Setter (s) ...
|
|
|
|
/**
|
|
* Retrieve Symbol ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string GetSymbol()
|
|
{
|
|
return mSymbol;
|
|
}
|
|
|
|
/**
|
|
* Retrieve TimeFrame ...
|
|
*
|
|
* @return ( ENUM_TIMEFRAMES )
|
|
*/
|
|
ENUM_TIMEFRAMES GetPeriod()
|
|
{
|
|
return mPeriod;
|
|
}
|
|
|
|
/**
|
|
* Check Strategy is Disabled or not ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool IsDisabled()
|
|
{
|
|
return mForceDisabled;
|
|
}
|
|
|
|
/**
|
|
* Get Chart Id ...
|
|
*
|
|
* @return ( long )
|
|
*/
|
|
long ChartIdentification()
|
|
{
|
|
return mChartID;
|
|
}
|
|
|
|
/**
|
|
* Set Chart Id ...
|
|
*
|
|
* @param value: Long ...
|
|
*/
|
|
void ChartIdentification(long value)
|
|
{
|
|
//
|
|
if (value < 0)
|
|
{
|
|
value = 0;
|
|
}
|
|
|
|
//
|
|
mChartID = value;
|
|
if (mPOIDrawer != NULL)
|
|
{
|
|
mPOIDrawer.ChartIdentification(value);
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Get Sub Window Id ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int SubWindowIdentification()
|
|
{
|
|
return mSubWindow;
|
|
}
|
|
|
|
/**
|
|
* Set Sub Window Id ...
|
|
*
|
|
* @param value: Integer ...
|
|
*/
|
|
void SubWindowIdentification(int value)
|
|
{
|
|
//
|
|
if (value < 0)
|
|
{
|
|
value = 0;
|
|
}
|
|
|
|
//
|
|
mSubWindow = value;
|
|
if (mPOIDrawer != NULL)
|
|
{
|
|
mPOIDrawer.SubWindowIdentification(value);
|
|
}
|
|
}
|
|
|
|
/**
|
|
* Get Signal Volume ...
|
|
*
|
|
* @return ( double )
|
|
*/
|
|
double Volume()
|
|
{
|
|
return mVolume;
|
|
}
|
|
|
|
/**
|
|
* Set Signal Volume ...
|
|
*
|
|
* @param value: Double ...
|
|
*/
|
|
void Volume(double value)
|
|
{
|
|
//
|
|
if (value < 0.01)
|
|
{
|
|
value = 0.01;
|
|
}
|
|
|
|
//
|
|
mVolume = value;
|
|
}
|
|
|
|
/**
|
|
* Get Risk/Reward Ratio ...
|
|
*
|
|
* @return ( double )
|
|
*/
|
|
double R2R()
|
|
{
|
|
return mR2R;
|
|
}
|
|
|
|
/**
|
|
* Set Risk/Reward Ratio ...
|
|
*
|
|
* @param value: Double ...
|
|
*/
|
|
void R2R(double value)
|
|
{
|
|
//
|
|
if (value < 0)
|
|
{
|
|
value = 1.5;
|
|
}
|
|
|
|
//
|
|
mR2R = value;
|
|
}
|
|
|
|
/**
|
|
* Get Max Allowed Spread ...
|
|
*
|
|
* @return ( double )
|
|
*/
|
|
double MaxAllowedSpread()
|
|
{
|
|
return mMaxAllowedSpread;
|
|
}
|
|
|
|
/**
|
|
* Set Max Allowed Spread ...
|
|
*
|
|
* @param value: Double ...
|
|
*/
|
|
void MaxAllowedSpread(double value)
|
|
{
|
|
mMaxAllowedSpread = value;
|
|
}
|
|
|
|
/**
|
|
* Get Min Required Ticks Verification for Spread Pass ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int MinRequiredTicksForSpreadPass()
|
|
{
|
|
return mMinRequiredTicksForSpreadPass;
|
|
}
|
|
|
|
/**
|
|
* Set Min Required Ticks Verification for Spread Pass ...
|
|
*
|
|
* @param value: Integer ...
|
|
*/
|
|
void MinRequiredTicksForSpreadPass(int value)
|
|
{
|
|
//
|
|
if (value < 100)
|
|
{
|
|
value = 100;
|
|
}
|
|
|
|
//
|
|
mMinRequiredTicksForSpreadPass = value;
|
|
}
|
|
|
|
/**
|
|
* Get Max Allowed Save Ticks ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int MaxAllowedSaveTicks()
|
|
{
|
|
return mMaxAllowedSaveTicks;
|
|
}
|
|
|
|
/**
|
|
* Set Max Allowed Save Ticks ...
|
|
*
|
|
* @param value: Integer ...
|
|
*/
|
|
void MaxAllowedSaveTicks(int value)
|
|
{
|
|
//
|
|
if (value < 150)
|
|
{
|
|
value = 150;
|
|
}
|
|
|
|
//
|
|
mMaxAllowedSaveTicks = value;
|
|
}
|
|
|
|
/**
|
|
* Get Long Signalling State ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool AllowLong()
|
|
{
|
|
return mAllowLong;
|
|
}
|
|
|
|
/**
|
|
* Set Long Signalling State ...
|
|
*
|
|
* @param value: Boolean ...
|
|
*/
|
|
void AllowLong(bool value)
|
|
{
|
|
mAllowLong = value;
|
|
}
|
|
|
|
/**
|
|
* Get Short Signalling State ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool AllowShort()
|
|
{
|
|
return mAllowShort;
|
|
}
|
|
|
|
/**
|
|
* Set Short Signalling State ...
|
|
*
|
|
* @param value: Argument 1
|
|
*/
|
|
void AllowShort(bool value)
|
|
{
|
|
mAllowShort = value;
|
|
}
|
|
|
|
//
|
|
// Actions ...
|
|
|
|
/**
|
|
* Disable Strategy ...
|
|
*/
|
|
void Disable()
|
|
{
|
|
mForceDisabled = true;
|
|
}
|
|
|
|
/**
|
|
* Enable Strategy ...
|
|
*/
|
|
void Enable()
|
|
{
|
|
mForceDisabled = false;
|
|
}
|
|
|
|
/**
|
|
* Register Signal Event Handler ...
|
|
*
|
|
* @param handler: an Instance of TOnXSignal ...
|
|
*/
|
|
void AddXSignalEventHandler(TOnX121SMCSignal handler)
|
|
{
|
|
//
|
|
Add(
|
|
handler,
|
|
mSignalEventHandlers //
|
|
);
|
|
}
|
|
|
|
//
|
|
// Virtual Actions ...
|
|
|
|
/**
|
|
* Destroy All Class Implementations ...
|
|
*/
|
|
virtual void Destroy()
|
|
{
|
|
}
|
|
|
|
/**
|
|
* Handle Tick Processing ...
|
|
*/
|
|
virtual void HandleTick()
|
|
{
|
|
//
|
|
// Check State ...
|
|
if (IsDisabled())
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Check Signalling State ...
|
|
if (!AllowLong() && !AllowShort())
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Check Bar Tracker State ...
|
|
if (!mBarTracker.CanProcessBar())
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Retrieve Current Tick and Check it's Time
|
|
// by Last Issued Tick ...
|
|
MqlTick cTick;
|
|
bool hasTick = GetTick(
|
|
mSymbol,
|
|
cTick //
|
|
);
|
|
bool isSameAsLast = cTick.time == mLastTick.time;
|
|
if (isSameAsLast)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Update Last Issued Tick ...
|
|
mLastTick = cTick;
|
|
SaveTickData();
|
|
CleanupTicks();
|
|
|
|
//
|
|
// Update POIs ...
|
|
|
|
//
|
|
// Trigger ...
|
|
ENUM_XPOI_EVENTS mTriggerEvents[];
|
|
mTriggerDetector.Update(mTriggerEvents);
|
|
mTriggerDetector.GetState(mTriggerState);
|
|
|
|
//
|
|
// Decision ...
|
|
ENUM_XPOI_EVENTS mDecisionEvents[];
|
|
mDecisionDetector.Update(mDecisionEvents);
|
|
mDecisionDetector.GetState(mDecisionState);
|
|
|
|
//
|
|
// Analyse ...
|
|
ENUM_XPOI_EVENTS mAnalyseEvents[];
|
|
mAnalyseDetector.Update(mAnalyseEvents);
|
|
mAnalyseDetector.GetState(mAnalyseState);
|
|
|
|
//
|
|
// Verification ...
|
|
ENUM_XPOI_EVENTS mVerificationEvents[];
|
|
mVerificationDetector.Update(mVerificationEvents);
|
|
mVerificationDetector.GetState(mVerificationState);
|
|
|
|
//
|
|
// Consolidation ...
|
|
ENUM_XPOI_EVENTS mConsolidationEvents[];
|
|
mConsolidationDetector.Update(mConsolidationEvents);
|
|
mConsolidationDetector.GetState(mConsolidationState);
|
|
|
|
//
|
|
// Vision ...
|
|
ENUM_XPOI_EVENTS mVisionEvents[];
|
|
mVisionDetector.Update(mVisionEvents);
|
|
mVisionDetector.GetState(mVisionState);
|
|
|
|
//
|
|
// Check Current Processing Tick has Signal or not ...
|
|
XSignal signal;
|
|
X121SMCStrategyConditions conditions;
|
|
bool hasSignal = HasSignal(
|
|
signal,
|
|
conditions //
|
|
);
|
|
if (!hasSignal)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Waits Until Next Candle if Current Tick has Signal ...
|
|
mBarTracker.Waits();
|
|
|
|
//
|
|
// Notify Signal Event Handlers ...
|
|
NotifyOnSignalEventHandlers(
|
|
signal,
|
|
conditions //
|
|
);
|
|
}
|
|
|
|
/**
|
|
* Check For Signal ...
|
|
*
|
|
* @param signal: XSignal instance ...
|
|
* @param conditions: X121SMCStrategyConditions instance ...
|
|
*
|
|
* @return ( virtual bool )
|
|
*/
|
|
virtual bool HasSignal(
|
|
XSignal &signal,
|
|
X121SMCStrategyConditions &conditions //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
signal.Clean();
|
|
conditions.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Detect SL Candidates based on Strategy and Conditions ...
|
|
*
|
|
* @param result: Double array reference ...
|
|
* @param entry: Double, Position Entry Price ...
|
|
* @param conditions: X121SMCStrategyConditions instance, Provides Configurations ...
|
|
* @param type: ENUM_X_POSITION_TYPES member, Specified Position Type ...
|
|
*/
|
|
virtual void DetectSLCandidates(
|
|
double &result[],
|
|
double entry,
|
|
X121SMCStrategyConditions &conditions,
|
|
ENUM_X_POSITION_TYPES type //
|
|
)
|
|
{
|
|
}
|
|
|
|
/**
|
|
* Customize Strategy Identifier ...
|
|
*
|
|
* @return ( virtual string )
|
|
*/
|
|
virtual string GetTag()
|
|
{
|
|
return X121SMCStrategyToken;
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
// Point Of Interests ...
|
|
XCPOIDetector *mVisionDetector;
|
|
XCPOIDetector *mConsolidationDetector;
|
|
XCPOIDetector *mVerificationDetector;
|
|
XCPOIDetector *mAnalyseDetector;
|
|
XCPOIDetector *mDecisionDetector;
|
|
XCPOIDetector *mTriggerDetector;
|
|
|
|
//
|
|
XPOIState mVisionState;
|
|
XPOIState mConsolidationState;
|
|
XPOIState mVerificationState;
|
|
XPOIState mAnalyseState;
|
|
XPOIState mDecisionState;
|
|
XPOIState mTriggerState;
|
|
|
|
//
|
|
XCPOIDrawer *mPOIDrawer; // POI Drawer Class ...
|
|
CArrayObj mDrawnObjects;
|
|
|
|
//
|
|
XTick mTicks[]; // Hold Ticks Data ...
|
|
MqlTick mLastTick; // Last Issued Tick ...
|
|
|
|
//
|
|
XBarTracker mBarTracker; // Strategy Time Tracker ...
|
|
XCBarAnalyser mBarAnalyser; // Bar Analyser Instance
|
|
// X121SMCStrategyConditions mConditions; // Market Conditions ...
|
|
|
|
//
|
|
// Actions ...
|
|
|
|
/**
|
|
* Check Spread Passed for Positions...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool IsSpreadPass()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
double pointValue = GetPoints(mSymbol);
|
|
double maxAllowedSpread = MaxAllowedSpread();
|
|
int minRequiredTicksVerification = MinRequiredTicksForSpreadPass();
|
|
if (maxAllowedSpread > 0)
|
|
{
|
|
maxAllowedSpread *= pointValue;
|
|
}
|
|
else
|
|
{
|
|
maxAllowedSpread = 0;
|
|
}
|
|
|
|
//
|
|
result = maxAllowedSpread <= 0
|
|
? true
|
|
: minRequiredTicksVerification > 0;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int ticksCount = ArraySize(mTicks);
|
|
result = ticksCount >= minRequiredTicksVerification;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
if (maxAllowedSpread > 0)
|
|
{
|
|
//
|
|
int end = -1;
|
|
int start = -1;
|
|
result = CalculateTicksParams(
|
|
start,
|
|
end,
|
|
minRequiredTicksVerification //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
for (int i = start; i < end; i++)
|
|
{
|
|
//
|
|
XTick iTick = mTicks[i];
|
|
|
|
//
|
|
result = iTick.spread <= maxAllowedSpread;
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Prepare and Normalize Signal for Execution in Strategy ...
|
|
*
|
|
* @param signal: XSignal instance ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool PrepareSignal(XSignal &signal)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// Check Strategy Is Enables ...
|
|
result = !IsDisabled();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Validate Signal ...
|
|
result = signal.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool isLong = IsLong(signal.type);
|
|
|
|
//
|
|
// TODO: Implement Signal Preparation Mechanism here ...
|
|
|
|
//
|
|
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 ...
|
|
|
|
/**
|
|
* Draw Specified Signal ...
|
|
*
|
|
* @param signal: XSignal instance ...
|
|
*/
|
|
void DrawSignal(XSignal &signal)
|
|
{
|
|
//
|
|
if (!signal.IsValid())
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// DrawConditions(conditions);
|
|
|
|
//
|
|
string name = signal.GetTag();
|
|
RemoveObject(name);
|
|
|
|
//
|
|
XCSignalObject *iObj;
|
|
iObj = new XCSignalObject();
|
|
|
|
//
|
|
bool isCreated = iObj.Create(
|
|
ChartIdentification(),
|
|
name,
|
|
SubWindowIdentification(),
|
|
signal //
|
|
);
|
|
if (!isCreated)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
iObj.TPWidth(1);
|
|
iObj.TPColor(clrGreen);
|
|
iObj.TPWidth(STYLE_DOT);
|
|
|
|
//
|
|
iObj.SLWidth(1);
|
|
iObj.SLColor(clrRed);
|
|
iObj.SLWidth(STYLE_DOT);
|
|
|
|
//
|
|
iObj.TargetWidth(1);
|
|
iObj.TargetColor(clrLightBlue);
|
|
iObj.TargetWidth(STYLE_DOT);
|
|
|
|
//
|
|
iObj.EntryWidth(1);
|
|
iObj.EntryColor(clrYellow);
|
|
iObj.EntryWidth(STYLE_DOT);
|
|
|
|
//
|
|
// mDrawnObjects.Add(iObj);
|
|
}
|
|
|
|
/**
|
|
* 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]);
|
|
}
|
|
}
|
|
|
|
//
|
|
// 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 POIs ...
|
|
|
|
//
|
|
int poiRequired = 40;
|
|
|
|
//
|
|
// Trigger ...
|
|
mTriggerDetector = new XCPOIDetector(
|
|
symbol,
|
|
PERIOD_M1 //
|
|
);
|
|
mTriggerDetector.MaxNumberOfRequiredPOIs(poiRequired);
|
|
mTriggerDetector.Init();
|
|
|
|
//
|
|
// Decision ...
|
|
mDecisionDetector = new XCPOIDetector(
|
|
symbol,
|
|
PERIOD_M5 //
|
|
);
|
|
mDecisionDetector.MaxNumberOfRequiredPOIs(poiRequired);
|
|
mDecisionDetector.Init();
|
|
|
|
//
|
|
// Analyse ...
|
|
mAnalyseDetector = new XCPOIDetector(
|
|
symbol,
|
|
PERIOD_M15 //
|
|
);
|
|
mAnalyseDetector.MaxNumberOfRequiredPOIs(poiRequired);
|
|
mAnalyseDetector.Init();
|
|
|
|
//
|
|
// Verification ...
|
|
mVerificationDetector = new XCPOIDetector(
|
|
symbol,
|
|
PERIOD_M30 //
|
|
);
|
|
mVerificationDetector.MaxNumberOfRequiredPOIs(poiRequired);
|
|
mVerificationDetector.Init();
|
|
|
|
//
|
|
// Consolidation ...
|
|
mConsolidationDetector = new XCPOIDetector(
|
|
symbol,
|
|
PERIOD_H1 //
|
|
);
|
|
mConsolidationDetector.MaxNumberOfRequiredPOIs(poiRequired);
|
|
mConsolidationDetector.Init();
|
|
|
|
//
|
|
// Vision ...
|
|
mVisionDetector = new XCPOIDetector(
|
|
symbol,
|
|
PERIOD_H4 //
|
|
);
|
|
mVisionDetector.MaxNumberOfRequiredPOIs(poiRequired);
|
|
mVisionDetector.Init();
|
|
|
|
//
|
|
}
|
|
|
|
/**
|
|
* De Initialize all Tools ...
|
|
*/
|
|
void DeInit()
|
|
{
|
|
//
|
|
delete mVisionDetector;
|
|
delete mConsolidationDetector;
|
|
delete mVerificationDetector;
|
|
delete mAnalyseDetector;
|
|
delete mDecisionDetector;
|
|
delete mTriggerDetector;
|
|
|
|
//
|
|
delete mPOIDrawer;
|
|
|
|
//
|
|
Destroy();
|
|
}
|
|
|
|
/**
|
|
* Reste Bar Tracker ...
|
|
*/
|
|
void ResetBarTracker()
|
|
{
|
|
mBarTracker.Clean();
|
|
}
|
|
|
|
/**
|
|
* Cleanup Ticks Size ...
|
|
*/
|
|
void CleanupTicks()
|
|
{
|
|
//
|
|
int maxRequiredTicks = MaxAllowedSaveTicks();
|
|
int ticksCount = ArraySize(mTicks);
|
|
if (!IsValidSize(ticksCount) ||
|
|
ticksCount <= maxRequiredTicks)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
int removeCount = ticksCount - maxRequiredTicks;
|
|
if (!IsValidSize(removeCount))
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
ArrayRemove(
|
|
mTicks,
|
|
0,
|
|
removeCount //
|
|
);
|
|
}
|
|
|
|
/**
|
|
* Add new Tick Data to Collection ...
|
|
*/
|
|
void SaveTickData()
|
|
{
|
|
//
|
|
XTick tick;
|
|
bool isInited = tick.Init(mSymbol);
|
|
if (!isInited)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
AddRef(
|
|
tick,
|
|
mTicks //
|
|
);
|
|
}
|
|
|
|
/**
|
|
* 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;
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
// |