bkp workspace ...

2024-05-13 18:21:02 +03:30
parent d2dcdd1a64
commit 3fa288c92c
50 changed files with 36881 additions and 0 deletions
@@ -0,0 +1,326 @@
+///////////////////////////////////////////////////////
+//
+// SaherElm IT Center MQL5 Models Library
+// ---------------------------------------
+// Name: XModels
+// Description: provides all required models ...
+//
+//
+// 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
+
+//
+// START Inputs ...
+//
+
+//
+// END Inputs ...
+//
+
+//
+// START Global Definitions: Variables, Properties and etc ...
+//
+
+//
+// END Global Definitions: Variables, Properties and etc ...
+//
+
+//
+// START Provided Functions ...
+//
+
+//
+// How To Calculate Static Volume ...
+enum ENUM_STATIC_VOLUME_METHODS
+{
+    //
+    // Based On Deposit ...
+    X_STATIC_VOLUME_BASED_ON_DEPOSIT,
+    //
+    // Based On Balance ...
+    X_STATIC_VOLUME_BASED_ON_BALANCE,
+};
+
+//
+// START Model Definitions ...
+//
+
+//
+// OHCL Candel Model ...
+enum ENUM_X_PRICE
+{
+    X_PRICE_HIGH,
+    X_PRICE_OPEN,
+    X_PRICE_CLOSE,
+    X_PRICE_LOW
+};
+
+//
+// Swing Types Enum ...
+enum ENUM_X_SWING_TYPE
+{
+    X_NO_SWING = 0,
+    X_SWING_HIGH = 1,
+    X_SWING_LOW = -1,
+};
+
+//
+// Select Positions Type ...
+enum ENUM_X_POSITION_SELECT_METHODS
+{
+    X_POSITION_SELECT_NONE, // None
+    X_POSITION_SELECT_MAX,  // Max
+    X_POSITION_SELECT_MIN,  // Min
+    X_POSITION_SELECT_ALL,  // Min
+};
+
+//
+// XPERIOD Calculation Method ...
+enum ENUM_X_PERIOD_METHOD
+{
+    //
+    X_PERIOD_NOTHING, // Nothing
+    X_PERIOD_AUTO,    // Auto Select
+    X_PERIOD_MANUALLY // Manually
+};
+
+//
+enum ENUM_X_MARKET_CYCLES
+{
+    //
+    X_MARKET_CYCLE_UNKNOWN, // Unknown Cycle
+    X_MARKET_CYCLE_SHORT,   // Short Cycle
+    X_MARKET_CYCLE_MEDIUM,  // Medium Cycle
+    X_MARKET_CYCLE_LONG,    // Long Cycle
+    X_MARKET_CYCLE_HIND,    // Hind Cycle
+};
+
+//
+// Available Guard Action ...
+enum ENUM_X_GUARD_ACTIONS
+{
+    X_GUARD_ACTION_NOTHING,               // Nothing
+    X_GUARD_ACTION_HEDGE,                 // Hedge
+    X_GUARD_PARTIAL_CLOSE,                // Partial Close
+    X_GUARD_ACTION_TRAIL_STOP,            // Trail StopLoss
+    X_GUARD_ACTION_FORCE_CLOSE,           // Force Close
+    X_GUARD_ACTION_ADD_SUPPORT_SIGNAL,    // Add Support Signal
+    X_GUARD_ACTION_CANCEL_PENDING_ORDERS, // Cancel Pending Orders
+};
+
+//
+// Model Guard Info ...
+struct XGuard
+{
+    string symbol;
+    string provider;
+    ENUM_TIMEFRAMES period;
+    ENUM_POSITION_TYPE type;
+    ENUM_X_GUARD_ACTIONS action;
+
+    //
+    double dblPayLoad;
+    string strPayload;
+};
+
+//
+// Describe an Specific Candle ...
+struct XOHCL
+{
+    //
+    double high;
+    double open;
+    double close;
+    double low;
+
+    //
+    string ToString()
+    {
+        //
+        string result = "";
+
+        //
+        result = "XOHCL(O(" + (string)open + "),H(" + (string)high + "),C(" + (string)close + "),L(" + (string)low + "))";
+
+        //
+        return result;
+    }
+};
+
+//
+// Model Support and Resistance
+// for Specific Bar ...
+struct XOHCLSupRes
+{
+    //
+    double res[];
+
+    //
+    double sup[];
+};
+
+//
+struct XValueChanged
+{
+    datetime at;
+    double from;
+    double to;
+};
+
+//
+// Available Order Modes ...
+enum ENUM_X_ORDER_MODES
+{
+    X_ORDER_MODE_MARKET = 0,     // Market Order
+    X_ORDER_MODE_STOP = 1,       // Pending Stop Order
+    X_ORDER_MODE_LIMIT = 2,      // Pending Limit Order
+    X_ORDER_MODE_STOP_LIMIT = 3, // Pending Stop Limit Order
+};
+
+//
+// Model a Signal ...
+struct XSignal
+{
+    //
+    string providers[];
+
+    //
+    string symbol;
+
+    //
+    ENUM_TIMEFRAMES period;
+
+    //
+    ENUM_POSITION_TYPE type;
+
+    //
+    ENUM_X_ORDER_MODES mode;
+
+    //
+    double entry;
+
+    //
+    double tp;
+
+    //
+    double sl;
+
+    //
+    double r2r;
+
+    //
+    double volume;
+
+    //
+    // Support Signals ...
+    XSignal supports[];
+
+    //
+    XOHCLSupRes supportResistances;
+};
+
+//
+// EXTENSION Methods ...
+
+//
+// Clear an Specific Signal Item ...
+void Clean(XSignal &item)
+{
+    //
+    Clean(item.providers);
+
+    //
+    Clean(item.supports);
+
+    //
+    Clean(item.supportResistances);
+
+    //
+    item.symbol = "";
+    item.type = NULL;
+    item.mode = NULL;
+    item.period = NULL;
+
+    //
+    item.tp = 0;
+    item.sl = 0;
+    item.r2r = 0;
+    item.entry = 0;
+    item.volume = 0;
+}
+
+//
+void Clean(XOHCLSupRes &item)
+{
+    Clean(item.sup);
+    Clean(item.res);
+}
+
+template <typename T>
+void Add(
+    T &item,
+    T &buffer[])
+{
+    //
+    ArrayResize(
+        buffer,
+        ArraySize(buffer) + 1);
+
+    //
+    buffer[ArraySize(buffer) - 1] = item;
+}
+
+template <typename T>
+void Clean(T &buffer[])
+{
+    //
+    ArrayFree(buffer);
+    ArrayResize(buffer, 0);
+}
+
+template <typename T>
+void Copy(
+    T &source[],          // Source Buffer ...
+    T &dest[],            // Dest Buffer ...
+    bool cleanDest = true // Force Clen Dest Buffer ...
+)
+{
+    //
+    if (cleanDest)
+    {
+        Clean(dest);
+    }
+
+    //
+    int sourceCount = ArraySize(source);
+    if (sourceCount <= 0)
+    {
+        return;
+    }
+
+    //
+    for (int i = 0; i < sourceCount; i++)
+    {
+        //
+        T iSource = source[i];
+
+        //
+        Add(
+            iSource,
+            dest);
+    }
+}
+
+//
+// END Provided Functions ...
+//