697 lines
16 KiB
Plaintext
697 lines
16 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: XCX121SMCStrategy
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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-121.smc.base.strategy.class.mq5"
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#include "../Classes/x-121.smc.market.cycle.helper.class.mq5"
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//
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#include "../Signals/x-121.smc.test.signal.lib.mq5"
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#include "../Signals/x-121.smc.xtwpv.signal.lib.mq5"
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//
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// Definitions ...
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//
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// XStrategy Class Implementation(s) ...
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class XCX121SMCStrategy : 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 XCX121SMCStrategy(
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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 ~XCX121SMCStrategy()
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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 mTriggerCycleHelper;
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delete mDecisionCycleHelper;
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delete mAnalyseCycleHelper;
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delete mVerificationCycleHelper;
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delete mConsolidationCycleHelper;
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delete mVisionCycleHelper;
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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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string provider = "";
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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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double selectedSL = 0;
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//
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// Start Calculations ...
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//
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// Retrieve Common Data ...
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string symbol = GetSymbol();
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ENUM_TIMEFRAMES period = GetPeriod();
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//
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datetime cTime = TimeCurrent();
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//
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// Required Value For SL/TP Calculations ...
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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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conditions.time = cTime;
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conditions.symbol = symbol;
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conditions.period = period;
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//
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// Check Spread for Signalling Conditions ...
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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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//
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conditions.Clean();
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return result;
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}
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//
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// Detect Signal Conditions ...
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bool hasSignal = false;
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//
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bool useTestSignal = false;
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bool useXTWPVSignal = true;
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//
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bool hasTestSignal = false;
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bool hasXTWPVSignal = false;
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//
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// Test Signal ...
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if (useTestSignal && !hasSignal)
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{
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//
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hasTestSignal = DetectTestSignal(conditions);
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hasSignal = hasTestSignal;
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}
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//
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// XTWPV Signal ...
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if (useXTWPVSignal && !hasSignal)
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{
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//
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hasXTWPVSignal = DetectXTWPVSignal(conditions);
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hasSignal = hasXTWPVSignal;
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}
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//
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result = hasSignal;
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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//
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// Combine all Signals Conditions ...
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selectedSL = conditions.sl;
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provider = conditions.provider;
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//
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hasLong =
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//
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IsBullish(conditions.signalDir)
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//
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;
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//
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hasShort =
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//
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IsBearish(conditions.signalDir)
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//
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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 slAddition = 0;
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sl =
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hasLong
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? selectedSL - slAddition
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: selectedSL + slAddition;
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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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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.period = period;
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signal.pushers = pushers;
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signal.provider = provider;
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signal.time = TimeCurrent();
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signal.target = conditions.target;
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//
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bool canReplaceTarget =
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signal.target > 0 &&
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(hasLong
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? signal.target > signal.tp
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: signal.target < signal.tp);
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if (canReplaceTarget)
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{
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//
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signal.tp = conditions.target;
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signal.target = tp;
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}
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//
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result = PrepareSignal(signal);
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//
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if (result)
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{
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//
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// TODO: Remove this ...
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// XCSignalObject *iObj;
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// mPOIDrawer.DrawSignal(signal, iObj);
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// Print("");
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}
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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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* 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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XC121SMCCycleHelper *mTriggerCycleHelper;
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XC121SMCCycleHelper *mDecisionCycleHelper;
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XC121SMCCycleHelper *mAnalyseCycleHelper;
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XC121SMCCycleHelper *mVerificationCycleHelper;
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XC121SMCCycleHelper *mConsolidationCycleHelper;
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XC121SMCCycleHelper *mVisionCycleHelper;
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//
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// Actions ...
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//
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// Signalling Functions ...
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//
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// Test Signal ...
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X121SMCStrategyTestSignalConditions mTestConditions;
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bool DetectTestSignal(
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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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bool isBullish = false;
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bool isBearish = false;
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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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datetime cTime = TimeCurrent();
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//
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ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_XTEST;
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string providerStr = ToString(provider);
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//
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// Detect Setup Conditions ...
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datetime setupTime = mTestConditions.setupTime;
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bool isSetuped = mTestConditions.IsSetuped();
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ENUM_X_DIRECTION setupDir = mTestConditions.dir;
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if (!isSetuped)
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{
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//
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// Detect Signal Setup ...
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isSetuped = DetectX121SMCTestSiganlSetup(
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symbol,
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period,
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mTestConditions,
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mTriggerCycleHelper,
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mDecisionCycleHelper,
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mAnalyseCycleHelper,
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mVerificationCycleHelper,
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mConsolidationCycleHelper,
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mVisionCycleHelper //
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);
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//
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setupDir = mTestConditions.dir;
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setupTime = mTestConditions.setupTime;
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}
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//
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result = isSetuped;
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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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// Detect Trigger Conditions ...
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bool canTrigger = mTestConditions.CanTrigger();
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datetime triggerTime = mTestConditions.triggerTime;
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if (!canTrigger)
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{
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//
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// Detect Signal Trigger ...
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canTrigger = DetectX121SMCTestSiganlTrigger(
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mTestConditions,
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symbol,
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period,
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mTriggerCycleHelper,
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mDecisionCycleHelper,
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mAnalyseCycleHelper,
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mVerificationCycleHelper,
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mConsolidationCycleHelper,
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mVisionCycleHelper //
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);
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//
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result = canTrigger;
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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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triggerTime = mTestConditions.triggerTime;
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}
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//
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// Check Signal Direction ...
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//
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isBullish = IsBullish(setupDir);
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isBearish = IsBearish(setupDir);
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result = isBullish ||
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isBearish;
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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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// Issues Signal on Conditions ...
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conditions.signalDir = setupDir;
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conditions.provider = providerStr;
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conditions.sl = mTestConditions.sl;
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conditions.target = mTestConditions.target;
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//
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mTestConditions.Clean();
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//
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return result;
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}
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//
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// XTWPV Signal ...
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X121SMCStrategyXTWPVSignalConditions mXTWPVConditions;
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bool DetectXTWPVSignal(
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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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bool isBullish = false;
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bool isBearish = false;
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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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datetime cTime = TimeCurrent();
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//
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ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_XTWPV;
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string providerStr = ToString(provider);
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//
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// Detect Setup Conditions ...
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datetime setupTime = mXTWPVConditions.setupTime;
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bool isSetuped = mXTWPVConditions.IsSetuped();
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ENUM_X_DIRECTION setupDir = mXTWPVConditions.dir;
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if (!isSetuped)
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{
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//
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// Detect Signal Setup ...
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isSetuped = DetectX121SMCXTWPVSiganlSetup(
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symbol,
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period,
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mXTWPVConditions,
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mTriggerCycleHelper,
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mDecisionCycleHelper,
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mAnalyseCycleHelper,
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mVerificationCycleHelper,
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mConsolidationCycleHelper,
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mVisionCycleHelper //
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);
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//
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setupDir = mXTWPVConditions.dir;
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setupTime = mXTWPVConditions.setupTime;
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}
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result = isSetuped;
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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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// Detect Trigger Conditions ...
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bool canTrigger = mXTWPVConditions.CanTrigger();
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datetime triggerTime = mXTWPVConditions.triggerTime;
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if (!canTrigger)
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{
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//
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// Detect Signal Trigger ...
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canTrigger = DetectX121SMCXTWPVSiganlTrigger(
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mXTWPVConditions,
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symbol,
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period,
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mTriggerCycleHelper,
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mDecisionCycleHelper,
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mAnalyseCycleHelper,
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mVerificationCycleHelper,
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mConsolidationCycleHelper,
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mVisionCycleHelper //
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);
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//
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result = canTrigger;
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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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triggerTime = mXTWPVConditions.triggerTime;
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}
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//
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// Check Signal Direction ...
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//
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isBullish = IsBullish(setupDir);
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isBearish = IsBearish(setupDir);
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result = isBullish ||
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isBearish;
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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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// Issues Signal on Conditions ...
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conditions.signalDir = setupDir;
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conditions.provider = providerStr;
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conditions.sl = mXTWPVConditions.sl;
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conditions.target = mXTWPVConditions.target;
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//
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conditions.decisionZones = mXTWPVConditions.decisionZone;
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conditions.marketStructure = mXTWPVConditions.analyseMarketStructure;
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if (isBullish)
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{
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conditions.priceZones = mXTWPVConditions.valePriceZone;
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}
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else
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{
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conditions.priceZones = mXTWPVConditions.peakPriceZone;
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}
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//
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mXTWPVConditions.Clean();
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//
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return result;
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}
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//
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// Private ...
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private:
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//
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// Props ...
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|
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/**
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* Initial Required Indicators Helper ...
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*/
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void InitialHelpers()
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{
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//
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string symbol = GetSymbol();
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ENUM_TIMEFRAMES period = GetPeriod();
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//
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// Short ...
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ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // How to Find Period
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ENUM_TIMEFRAMES scPeriod = NULL; // Time Period
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//
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// Medium ...
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ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // How to Find Period
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ENUM_TIMEFRAMES mcPeriod = NULL; // Time Period
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//
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// Long ...
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ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // How to Find Period
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ENUM_TIMEFRAMES lcPeriod = NULL; // Time Period
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//
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// Hind ...
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ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // How to Find Period
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ENUM_TIMEFRAMES hcPeriod = NULL; // Time Period
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//
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// XPV ...
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X121Inputs x121Inputs;
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//
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x121Inputs.Default();
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//
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x121Inputs.scMethod = scMethod;
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x121Inputs.scPeriod = scPeriod;
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x121Inputs.mcMethod = mcMethod;
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x121Inputs.mcPeriod = mcPeriod;
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x121Inputs.lcMethod = lcMethod;
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x121Inputs.lcPeriod = lcPeriod;
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x121Inputs.hcMethod = hcMethod;
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x121Inputs.hcPeriod = hcPeriod;
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//
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x121Inputs.showSar = true;
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x121Inputs.showPeaks = true;
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x121Inputs.showVales = true;
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x121Inputs.showVWap = true;
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x121Inputs.showDonchain = true;
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//
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x121Inputs.showOpen = false;
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x121Inputs.showHigh = false;
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x121Inputs.showClose = true;
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x121Inputs.showLow = false;
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//
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// Initialize Cycle Helpers ...
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//
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bool isInited = false;
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//
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mTriggerCycleHelper = new XC121SMCCycleHelper();
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isInited = mTriggerCycleHelper.Init(
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symbol,
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PERIOD_M1,
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x121Inputs //
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);
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//
|
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mDecisionCycleHelper = new XC121SMCCycleHelper();
|
|
isInited = mDecisionCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_M5,
|
|
x121Inputs //
|
|
);
|
|
|
|
//
|
|
mAnalyseCycleHelper = new XC121SMCCycleHelper();
|
|
isInited = mAnalyseCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_M15,
|
|
x121Inputs //
|
|
);
|
|
|
|
//
|
|
mVerificationCycleHelper = new XC121SMCCycleHelper();
|
|
isInited = mVerificationCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_M30,
|
|
x121Inputs //
|
|
);
|
|
|
|
//
|
|
mConsolidationCycleHelper = new XC121SMCCycleHelper();
|
|
isInited = mConsolidationCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_H1,
|
|
x121Inputs //
|
|
);
|
|
|
|
//
|
|
mVisionCycleHelper = new XC121SMCCycleHelper();
|
|
isInited = mVisionCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_H4,
|
|
x121Inputs //
|
|
);
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
// |