683 lines
16 KiB
Plaintext
683 lines
16 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Class
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// -------------------------------------------------
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// Name: XCXFIMASignaller ...
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// Description: XFIMA Signaller Class ...
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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://saherelm.ir"
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#property version "1.00"
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#property description "SaherElm XFIMA Signaller Class"
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#property strict
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//
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// Imports ...
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#include "../../Classes/x-saherelm.x-signaller.class.mq5"
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#include "../../Helpers/x-saherelm.xfima.helper.mq5"
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#include "../Classes/x-saherelm.xfima.x-poi.detector.class.mq5"
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#include "../Classes/x-saherelm.xfima.x-poi.drawer.class.mq5"
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//
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// Implementation ...
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//
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// Base XFIMA base Signaller ...
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class XCXFIMABaseSignaller : public XCBaseSignaller
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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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// Props ...
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//
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bool ignoreTargets; // Ignore Signal Targets ...
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CArrayObj drawnObjects; // Drawing Objects Holder ...
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XFIMAInputs fimaInputs; // XFIMA Inputs ...
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XCXFIMAHelper *fimaHelper; // XFIMA Indicator Helper ...
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XCXFIMAPOIDrawer *poiDrawer; // XFIMA POI Drawer ...
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XCXFIMAPOIDetector *poiDetector; // XFIMA POI Detector ...
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XFIMAMarketStructureConfig structureConfig; // XFIMA Market Structure Detector Config ...
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XFIMAMarketStructureDrawerConfig structureDrawConfig; // XFIMA Market Structure Draw Config ...
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//
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// Constructor ...
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XCXFIMABaseSignaller(
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string _name, // Name ...
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string _symbol, // Symbol ...
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ENUM_TIMEFRAMES _period, // Period ...
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XFIMAInputs &_fimaInputs, // XFIMAInputs ...
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bool _processAllTicks = false, // Process All Ticks ...
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double _defaultSignalR2R = 1.5, // Default Signal Risk To Reward Ratio ...
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double _defaultSignalRiskInPoint = 50, // Default Signal Risk In Point ...
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double _defaultSignalVolume = 0.01 // Default Signal Volume ...
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) : XCBaseSignaller(_name,
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_symbol,
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_period,
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_processAllTicks,
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_defaultSignalR2R,
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_defaultSignalRiskInPoint,
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_defaultSignalVolume //
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)
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{
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//
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// Instantiating XFIMA Indicator Helper Class ...
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if (_fimaInputs.IsValid())
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{
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//
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fimaHelper = new XCXFIMAHelper();
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bool isInited = fimaHelper.Init(
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_symbol,
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_period,
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_fimaInputs //
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);
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if (isInited)
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{
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fimaInputs = _fimaInputs;
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}
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else
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{
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//
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delete fimaHelper;
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ZeroMemory(fimaHelper);
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}
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}
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//
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poiDrawer = new XCXFIMAPOIDrawer();
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poiDetector = new XCXFIMAPOIDetector(fimaHelper);
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//
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// Configure ...
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structureConfig.Default();
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structureDrawConfig.Default();
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}
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//
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// Deconstructor ...
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~XCXFIMABaseSignaller()
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{
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Destroy();
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}
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//
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// Overrides ...
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//
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// Actions ...
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/**
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* Destroy ...
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*/
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void Destroy()
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{
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//
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BeforeDestroy();
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//
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fimaInputs.Clean();
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//
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delete fimaHelper;
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ZeroMemory(fimaHelper);
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//
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delete poiDrawer;
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ZeroMemory(poiDrawer);
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//
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delete poiDetector;
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ZeroMemory(poiDetector);
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//
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structureConfig.Clean();
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structureDrawConfig.Clean();
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}
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//
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// Virtuals ...
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/**
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* Before Destroy ...
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*/
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void virtual BeforeDestroy()
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{
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}
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/**
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* Processing Tick ...
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*
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* @param barIndex: int, Specified Bar Index ...
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*/
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virtual void ProcessTick(int barIndex = 0)
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{
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}
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/**
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* Processing New Bar ...
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*
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* @param barIndex: int, Specified Bar Index ...
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*/
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virtual void ProcessNewBar(int barIndex = 0)
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{
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}
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/**
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* Check Guards Based on MarketConditions ...
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*
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* @param guards: XGuard, reference collection to holds result ...
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* @param positions: XPosition, reference collection to provides positions ...
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* @param barIndex: int
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*
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* @return ( int )
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*/
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int virtual CheckForGuard(
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XGuard &guards[],
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XPosition &positions[],
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int barIndex = 0 //
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)
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{
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//
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int result = 0;
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//
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SpecifiedClean(guards);
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//
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result = ArraySize(guards);
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//
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return result;
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}
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/**
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* Check Additional Validations on Childs Instances ...
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*
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* @return ( bool virtual )
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*/
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bool virtual CheckAdditionslSignallerValidations()
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{
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//
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bool result = false;
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//
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// Validate Fima Helper Requirements ...
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result = fimaInputs.IsValid() &&
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fimaHelper != NULL &&
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poiDetector != NULL;
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//
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return result;
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}
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/**
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* Normalizing Signal by Signaller Custom Props ...
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*
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* @param signal: XSignal ...
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*/
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void virtual NormalizeSignal(XSignal &signal)
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{
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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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// Protected Actions ...
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//
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// Private ...
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private:
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//
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};
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//
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// XFIMA Strategy 2 Signaller Class ...
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class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
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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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// Props ...
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XFIMAMarketStructure structure; // XFIMA Market Structure ...
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//
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// Constructor ...
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XCXFIMAStrategy1Signaller(
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string _symbol, // Symbol ...
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ENUM_TIMEFRAMES _period, // Period ...
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XFIMAInputs &_fimaInputs, // XFIMAInputs ...
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bool _processAllTicks = false, // Process All Ticks ...
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double _defaultSignalR2R = 1.5, // Default Signal Risk To Reward Ratio ...
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double _defaultSignalRiskInPoint = 50, // Default Signal Risk In Point ...
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double _defaultSignalVolume = 0.01 // Default Signal Volume ...
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) : XCXFIMABaseSignaller("XFIMA1",
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_symbol,
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_period,
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_fimaInputs,
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_processAllTicks,
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_defaultSignalR2R,
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_defaultSignalRiskInPoint,
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_defaultSignalVolume //
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)
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{
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//
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// Configure ...
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structureConfig.Default();
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structureDrawConfig.Default();
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//
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structure.Clean();
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//
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// Ignore Signal Targets ...
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ignoreTargets = true;
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}
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//
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// Deconstructor ...
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~XCXFIMAStrategy1Signaller()
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{
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//
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Destroy();
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//
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structure.Clean();
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}
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//
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// Overrides ...
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/**
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* Processing Tick ...
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*
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* @param barIndex: int, Specified Bar Index ...
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*/
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virtual void ProcessTick(int barIndex = 0)
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{
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}
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/**
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* Processing New Bar ...
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*
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* @param barIndex: int, Specified Bar Index ...
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*/
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virtual void ProcessNewBar(int barIndex = 0)
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{
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//
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// Normalize ...
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barIndex = NormalizeInt(barIndex, 0);
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//
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XOHCL iBar;
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int count = 0;
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XBoxZone iZone;
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XSignal iSignal;
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bool has = false;
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XTarget iTargets[];
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string iName = NULL;
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bool isBullish = false;
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bool isBearish = false;
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XPatternAnalysis iBarAnalysis;
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XFIMAConditions iFIMAConditions;
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XFIMAMarketStructure iStructure;
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ENUM_X_DIRECTION iDir = X_DIRECTION_NONE;
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//
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// Initialize Bar as CBar ...
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has = iBar.Init(
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symbol,
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period,
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barIndex //
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);
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if (!has)
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{
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//
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iBar.Clean();
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return;
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}
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//
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// Retrieve Conditions ...
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has = fimaHelper.GetConditions(
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iFIMAConditions,
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barIndex,
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10 // Loopback ...
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);
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if (!has)
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{
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//
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iBar.Clean();
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iFIMAConditions.Clean();
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//
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return;
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}
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//
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structure.Clean();
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poiDetector.AnalyseMarket(
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structure,
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structureConfig,
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barIndex //
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);
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poiDrawer.drawnObjects.Clear();
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poiDrawer.DrawMarketStructure(
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structure,
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structureDrawConfig //
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);
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//
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// Disable Signallers ...
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has = false;
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iDir = X_DIRECTION_NONE;
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//
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// Strategy 1 ...
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// Works on Support or Resistances Areas ...
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// has = Strategy1HasSignal(
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// iBar,
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// iZone,
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// iTargets,
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// iDir,
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// iFIMAConditions,
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// iStructure //
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// );
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//
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// Strategy 2 ...
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// Works on MA Crosses ...
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if (!has)
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{
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//
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// has = Strategy2HasSignal(
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// iBar,
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// iZone,
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// iTargets,
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// iDir,
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// iFIMAConditions,
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// iStructure //
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// );
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}
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//
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has = HasDirection(iDir);
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if (has)
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{
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//
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isBullish = IsXBullish(iDir);
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isBearish = IsXBearish(iDir);
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//
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// TODO: Provided SL ...
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double _point = GetPoints(iBar.symbol);
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double slAddition = 5 * _point;
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double slPrice =
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isBullish
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? iZone.lower - slAddition
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: iZone.upper + slAddition;
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//
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// Prepare Founded Signal ...
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//
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// Handle Signal Targets ...
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if (ignoreTargets)
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{
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XClean(iTargets);
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}
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//
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has = PrepareSignal(
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iSignal,
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iDir,
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iTargets,
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0, // Use Default R2R ...
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slPrice, // Provided Price for SL ...
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0 // Specified Risk in Point ....
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);
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if (has)
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{
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//
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// Notify On Signal Event ...
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NotifySignalEventListeners(iSignal);
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}
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}
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//
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// Cleanup Resources ...
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iBar.Clean();
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iZone.Clean();
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iSignal.Clean();
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iStructure.Clean();
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iBarAnalysis.Clean();
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iFIMAConditions.Clean();
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SpecifiedClean(iTargets);
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}
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/**
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* Check Guards Based on MarketConditions ...
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*
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* @param guards: XGuard, reference collection to holds result ...
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* @param positions: XPosition, reference collection to provides positions ...
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* @param barIndex: int
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*
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* @return ( int )
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*/
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int virtual CheckForGuard(
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XGuard &guards[],
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XPosition &positions[],
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int barIndex = 0 //
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)
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{
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//
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int result = 0;
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//
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SpecifiedClean(guards);
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//
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result = ArraySize(guards);
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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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// Implementing Strategies ...
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/**
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* Check Bar Has Signal Based on Strategy 1 ...
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*
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* @param bar: XOHCL, reference to Bar ...
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* @param zone: XBoxZone, reference to holds affected zone ...
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* @param targets: XTarget, reference to detected Signal's Targets collections ...
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* @param dir: ENUM_X_DIRECTION, detected Signal's direction ...
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* @param conditions: XFIMAConditions, reference to Bar Specified XFIMA Conditions ...
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* @param structure: XFIMAMarketStructure, refrence to Provides Market Structure ...
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*
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* @return ( bool )
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*/
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bool Strategy1HasSignal(
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XOHCL &bar,
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XBoxZone &zone,
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XTarget &targets[],
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ENUM_X_DIRECTION &dir,
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XFIMAConditions &conditions,
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XFIMAMarketStructure &_structure //
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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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// Prepare ...
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zone.Clean();
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XClean(targets);
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dir = X_DIRECTION_NONE;
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//
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// Validate ...
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result = bar.IsValid();
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if (!result)
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{
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return result;
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}
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//
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// Prepare zone ...
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if (result)
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{
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//
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zone.to = bar.time;
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zone.from = GetBarTime(
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bar.symbol,
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bar.period,
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bar.Index() + 2 //
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);
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zone.symbol = bar.symbol;
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zone.period = bar.period;
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// zone.dir = structure.maCrossDir;
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zone.lower = bar.FindLowest(2, MODE_LOW);
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zone.upper = bar.FindHighest(2, MODE_HIGH);
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// zone.type = name + "_" + ToXString(structure.maCrossDir);
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//
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result = zone.IsValid();
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}
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//
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// Check Result ...
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if (result)
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{
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//
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// dir = structure.maCrossDir;
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//
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// Handle Targets Detection ...
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}
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//
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// Cleanup Resources ...
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if (!result)
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{
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//
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zone.Clean();
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XClean(targets);
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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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* Check Bar Has Signal Based on Strategy 1 ...
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*
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* @param bar: XOHCL, reference to Bar ...
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* @param zone: XBoxZone, reference to holds affected zone ...
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* @param targets: XTarget, reference to detected Signal's Targets collections ...
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* @param dir: ENUM_X_DIRECTION, detected Signal's direction ...
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* @param conditions: XFIMAConditions, reference to Bar Specified XFIMA Conditions ...
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* @param structure: XFIMAMarketStructure, refrence to Provides Market Structure ...
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*
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* @return ( bool )
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*/
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bool Strategy2HasSignal(
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XOHCL &bar,
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XBoxZone &zone,
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XTarget &targets[],
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ENUM_X_DIRECTION &dir,
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XFIMAConditions &conditions,
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XFIMAMarketStructure &_structure //
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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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// Prepare ...
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zone.Clean();
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XClean(targets);
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dir = X_DIRECTION_NONE;
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//
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// Validate ...
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result = bar.IsValid();
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if (!result)
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{
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return result;
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}
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//
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// Detect Specified MA Cross ...
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// result = HasDirection(structure.maCrossDir);
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//
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// Prepare zone ...
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if (result)
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{
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//
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zone.to = bar.time;
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zone.from = GetBarTime(
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bar.symbol,
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bar.period,
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bar.Index() + 2 //
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);
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zone.symbol = bar.symbol;
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zone.period = bar.period;
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// zone.dir = structure.maCrossDir;
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zone.lower = bar.FindLowest(2, MODE_LOW);
|
|
zone.upper = bar.FindHighest(2, MODE_HIGH);
|
|
// zone.type = name + "_" + ToXString(structure.maCrossDir);
|
|
|
|
//
|
|
result = zone.IsValid();
|
|
}
|
|
|
|
//
|
|
// Check Result ...
|
|
if (result)
|
|
{
|
|
//
|
|
// dir = structure.maCrossDir;
|
|
|
|
//
|
|
// Handle Targets Detection ...
|
|
}
|
|
|
|
//
|
|
// Cleanup Resources ...
|
|
if (!result)
|
|
{
|
|
//
|
|
zone.Clean();
|
|
XClean(targets);
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
// |